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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
GM icon
301
PUT
General Motors
GM
$72.5B
$4.92M 0.03%
153,300
-119,100
-44% -$4.37M
ROK icon
302
Rockwell Automation
ROK
$48.2B
$4.92M 0.03%
22,852
+4,478
+24% +$1.04M
F icon
303
Ford
F
$50.7B
$4.89M 0.03%
436,650
+192,026
+78% +$2.69M
KEYS icon
304
PUT
Keysight
KEYS
$61.7B
$4.85M 0.03%
30,800
+2,400
+8% +$384K
VMW
305
CALL
DELISTED
VMware, Inc
VMW
$4.81M 0.03%
+45,200
New +$5.2M
PARA
306
PUT
DELISTED
Paramount Global Class B
PARA
$4.79M 0.03%
251,400
-4,600
-2% -$110K
EL icon
307
Estee Lauder
EL
$34.2B
$4.78M 0.03%
22,141
+19,336
+689% +$4.94M
EOG icon
308
PUT
EOG Resources
EOG
$73.6B
$4.77M 0.03%
42,700
-9,800
-19% -$1.1M
MCHP icon
309
PUT
Microchip Technology
MCHP
$42.7B
$4.74M 0.03%
77,700
-14,500
-16% -$952K
ETN icon
310
Eaton
ETN
$171B
$4.72M 0.03%
35,399
+9,806
+38% +$1.37M
SCHW
311
CALL
Charles Schwab
SCHW
$171B
$4.71M 0.03%
65,600
-500
-0.8% -$34.7K
TRV icon
312
PUT
Travelers Companies
TRV
$75.7B
$4.7M 0.03%
30,700
-7,200
-19% -$1.17M
BAX icon
313
PUT
Baxter International
BAX
$12.1B
$4.66M 0.03%
86,500
+9,000
+12% +$542K
PPG icon
314
PUT
PPG Industries
PPG
$23.9B
$4.65M 0.03%
42,000
+1,300
+3% +$161K
BDX icon
315
Becton Dickinson
BDX
$50.1B
$4.64M 0.03%
+20,840
New +$5.19M
ANET icon
316
PUT
Arista Networks
ANET
$261B
$4.61M 0.03%
163,200
-19,600
-11% -$565K
CI icon
317
CALL
Cigna
CI
$71.9B
$4.61M 0.03%
16,600
-100
-0.6% -$28.1K
CCI icon
318
PUT
Crown Castle
CCI
$28.9B
$4.58M 0.03%
31,700
-5,600
-15% -$958K
ICE icon
319
CALL
Intercontinental Exchange
ICE
$86.6B
$4.57M 0.03%
50,600
+200
+0.4% +$20.1K
LHX icon
320
PUT
L3Harris
LHX
$44.3B
$4.55M 0.03%
21,900
+300
+1% +$69.2K
SNAP icon
321
CALL
Snap
SNAP
$9.17B
$4.55M 0.03%
463,200
-940,000
-67% -$10.9M
SYF icon
322
Synchrony
SYF
$23.7B
$4.53M 0.03%
160,569
+23,135
+17% +$747K
NTAP icon
323
PUT
NetApp
NTAP
$39.5B
$4.51M 0.03%
73,000
+1,300
+2% +$90.4K
MCHP icon
324
Microchip Technology
MCHP
$42.7B
$4.5M 0.03%
73,719
+9,251
+14% +$608K
CAT icon
325
PUT
Caterpillar
CAT
$378B
$4.48M 0.03%
27,300
-2,000
-7% -$365K
11 12
13
14 15

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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.