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Capstone Investment Advisors

Capstone Investment Advisors Portfolio holdings

AUM $54B
1-Year Est. Return 23.5%
This Fund
S&P 500
This Quarter Est. Return
-2.24%
1 Year Est. Return
+23.5%
3 Year Est. Return
+44.04%
5 Year Est. Return
+34.53%
10 Year Est. Return
+154.24%
AUM
$16.6B
AUM Growth
-$3.94B
Cap. Flow
-$1.78B
Cap. Flow %
-10.73%
Top 10 Hldgs %
47.62%
Holding
1,965
New
161
Increased
605
Reduced
515
Closed
321

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$216M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$95.5M
3
MSFT icon
Microsoft
MSFT
+$77.3M
4
FXI icon
iShares China Large-Cap ETF
FXI
+$39.8M
5
IYR icon
iShares US Real Estate ETF
IYR
+$26M

Top Sells

Rank Stock Value
1
USMV icon
iShares MSCI USA Min Vol Factor ETF
USMV
+$94.6M
2
AMZN icon
Amazon
AMZN
+$47.2M
3
NVDA icon
NVIDIA
NVDA
+$44.2M
4
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$43.8M
5
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
+$25.9M

Sector Composition

Rank Sector Weight
1 Miscellaneous 89.44%
2 Technology 2.66%
3 Financials 2.66%
4 Consumer Discretionary 1.63%
5 Communication Services 0.97%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BSX icon
276
PUT
Boston Scientific
BSX
$63.7B
$5.66M 0.03%
146,000
-5,400
-4% -$217K
CNC icon
277
PUT
Centene
CNC
$30.5B
$5.65M 0.03%
72,600
-23,100
-24% -$2.06M
HSY icon
278
PUT
Hershey
HSY
$33.4B
$5.64M 0.03%
25,600
+2,100
+9% +$471K
OXY icon
279
CALL
Occidental Petroleum
OXY
$56.8B
$5.6M 0.03%
91,100
+2,300
+3% +$147K
COF icon
280
Capital One
COF
$123B
$5.53M 0.03%
59,992
+25,857
+76% +$2.75M
LNC icon
281
Lincoln National
LNC
$7.98B
$5.47M 0.03%
124,602
+11,530
+10% +$555K
GE icon
282
GE Aerospace
GE
$339B
$5.46M 0.03%
141,592
-43,507
-24% -$1.91M
GPN icon
283
PUT
Global Payments
GPN
$22.9B
$5.39M 0.03%
49,900
-10,800
-18% -$1.33M
MRNA icon
284
Moderna
MRNA
$79.4B
$5.39M 0.03%
45,598
+8,651
+23% +$1.31M
BNY
285
Bank of New York Mellon
BNY
$102B
$5.35M 0.03%
138,938
+46,222
+50% +$1.97M
NOW icon
286
ServiceNow
NOW
$140B
$5.35M 0.03%
70,810
+13,335
+23% +$1.2M
SBUX icon
287
CALL
Starbucks
SBUX
$108B
$5.33M 0.03%
63,300
-11,000
-15% -$935K
XLF icon
288
CALL
State Street Financial Select Sector SPDR ETF
XLF
$52.6B
$5.33M 0.03%
175,600
-204,500
-54% -$6.76M
SCRM
289
DELISTED
Screaming Eagle Acquisition Corp. Class A Ordinary Shares
SCRM
$5.32M 0.03%
550,000
– –
SYF icon
290
PUT
Synchrony
SYF
$23.7B
$5.31M 0.03%
188,500
-5,100
-3% -$165K
EFX icon
291
PUT
Equifax
EFX
$17.4B
$5.28M 0.03%
30,800
+1,200
+4% +$235K
NLSN
292
DELISTED
Nielsen Holdings plc
NLSN
$5.25M 0.03%
189,450
-234,414
-55% -$6.11M
APD icon
293
Air Products & Chemicals
APD
$62.7B
$5.22M 0.03%
22,411
+9,517
+74% +$2.36M
MPC icon
294
CALL
Marathon Petroleum
MPC
$111B
$5.18M 0.03%
52,200
-1,000
-2% -$93.6K
EMB icon
295
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$13.9B
$5.16M 0.03%
+65,000
New +$5.56M
DUK icon
296
PUT
Duke Energy
DUK
$88.4B
$5.15M 0.03%
55,400
-1,700
-3% -$183K
PAYX icon
297
PUT
Paychex
PAYX
$36.1B
$5.08M 0.03%
45,300
-10,500
-19% -$1.3M
PG icon
298
CALL
Procter & Gamble
PG
$340B
$5.06M 0.03%
40,100
-7,900
-16% -$1.12M
PYPL icon
299
PUT
PayPal
PYPL
$47.1B
$5.02M 0.03%
58,300
-906,500
-94% -$80.4M
WY icon
300
Weyerhaeuser
WY
$14.4B
$5M 0.03%
175,217
+86,284
+97% +$2.94M
10 11
12
13 14

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Capstone Investment Advisors's Q3 2022 Portfolio in Review

As of Q3 2022, Capstone Investment Advisors held 1,965 positions worth $16.6B, down 19% from $20.5B the previous quarter. Its ten largest holdings account for 48% of the portfolio.

Capstone Investment Advisors withdrew a net $1.78B in Q3 2022, closing 321 positions and reducing 515 holdings. Its most notable exit was iShares MSCI USA Min Vol Factor ETF, an estimated $94.6M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 89% of assets, down from 93% a quarter earlier, followed by Technology and Financials.

Against the trend, Capstone Investment Advisors opened a new position in State Street SPDR S&P 500 ETF Trust worth $194M.

  • Capstone Investment Advisors's largest Q3 2022 buy was State Street SPDR S&P 500 ETF Trust: 542,951 shares worth $194M.
  • Capstone Investment Advisors added most to Microsoft in Q3 2022, an estimated $77.3M increase.
  • Capstone Investment Advisors's biggest Q3 2022 reduction was Amazon, cutting an estimated $47.2M.
  • Capstone Investment Advisors fully exited iShares MSCI USA Min Vol Factor ETF in Q3 2022, selling an estimated $94.6M.
  • Capstone Investment Advisors's ten largest holdings make up 48% of its $16.6B portfolio in Q3 2022.
  • Capstone Investment Advisors opened 161 new positions and closed 321 in Q3 2022.
  • Capstone Investment Advisors's portfolio value fell 19% quarter-over-quarter to $16.6B.

Based on Capstone Investment Advisors's 13F filing for Q3 2022, filed 10 Nov 2022.