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Capstone Investment Advisors

Capstone Investment Advisors Portfolio holdings

AUM $57.4B
1-Year Est. Return 26.91%
This Fund
S&P 500
This Quarter Est. Return
-2.24%
1 Year Est. Return
+26.91%
3 Year Est. Return
+28.14%
5 Year Est. Return
+24.88%
10 Year Est. Return
+149.98%
AUM
$16.6B
AUM Growth
-$3.94B
Cap. Flow
-$5.42B
Cap. Flow %
-32.74%
Top 10 Hldgs %
47.62%
Holding
1,965
New
161
Increased
605
Reduced
515
Closed
322

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 Technology 2.66%
2 Financials 2.66%
3 Consumer Discretionary 1.63%
4 Communication Services 0.97%
5 Healthcare 0.89%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MDT icon
426
CALL
Medtronic
MDT
$116B
$3.26M 0.02%
40,400
-900
-2% -$80.9K
DHI icon
427
D.R. Horton
DHI
$41.9B
$3.26M 0.02%
48,426
+16,620
+52% +$1.22M
CDNS icon
428
PUT
Cadence Design Systems
CDNS
$89.2B
$3.24M 0.02%
19,800
-5,700
-22% -$980K
IDXX icon
429
PUT
Idexx Laboratories
IDXX
$44.7B
$3.23M 0.02%
9,900
+900
+10% +$331K
BKNG icon
430
Booking.com
BKNG
$160B
$3.22M 0.02%
49,000
-10,025
-17% -$753K
ZBH icon
431
PUT
Zimmer Biomet
ZBH
$19B
$3.21M 0.02%
30,700
+900
+3% +$98.8K
RFAC
432
DELISTED
RF Acquisition Corp. Class A Common Stock
RFAC
$3.21M 0.02%
325,000
– –
WBA
433
PUT
DELISTED
Walgreens Boots Alliance
WBA
$3.19M 0.02%
101,500
-37,800
-27% -$1.4M
ATVI
434
CALL
DELISTED
Activision Blizzard
ATVI
$3.18M 0.02%
42,800
-5,900
-12% -$462K
ADSK icon
435
PUT
Autodesk
ADSK
$54.5B
$3.18M 0.02%
17,000
+2,200
+15% +$445K
HBAN icon
436
PUT
Huntington Bancshares
HBAN
$35.9B
$3.17M 0.02%
240,700
+10,900
+5% +$146K
WTW icon
437
Willis Towers Watson
WTW
$31B
$3.17M 0.02%
15,774
+3,690
+31% +$761K
EBAY icon
438
PUT
eBay
EBAY
$46.5B
$3.17M 0.02%
86,100
+4,700
+6% +$209K
BNAI
439
Brand Engagement Network
BNAI
$109M
$3.17M 0.02%
32,000
– –
PXD
440
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
$3.16M 0.02%
14,600
+3,300
+29% +$754K
BHP icon
441
PUT
BHP
BHP
$222B
$3.15M 0.02%
63,000
– –
NOC icon
442
CALL
Northrop Grumman
NOC
$81.6B
$3.15M 0.02%
6,700
+1,200
+22% +$572K
PING
443
DELISTED
Ping Identity Holding Corp.
PING
$3.14M 0.02%
+111,923
New +$2.78M
PPG icon
444
PPG Industries
PPG
$25.5B
$3.14M 0.02%
28,358
+13,198
+87% +$1.63M
CVS icon
445
CALL
CVS Health
CVS
$121B
$3.14M 0.02%
32,900
+3,000
+10% +$297K
FITB
446
Fifth Third Bancorp
FITB
$52.5B
$3.13M 0.02%
98,023
+37,162
+61% +$1.28M
LEN icon
447
PUT
Lennar Class A
LEN
$21.1B
$3.12M 0.02%
43,283
-3,409
-7% -$265K
SO icon
448
PUT
Southern Company
SO
$107B
$3.11M 0.02%
45,800
+3,500
+8% +$265K
COR icon
449
PUT
Cencora
COR
$59.2B
$3.09M 0.02%
22,800
+1,900
+9% +$273K
MGM icon
450
PUT
MGM Resorts International
MGM
$11.1B
$3.08M 0.02%
103,800
-5,300
-5% -$172K
16 17
18
19 20

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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 $5.42B in Q3 2022, closing 322 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 Technology at 2.7% of assets, up from 1.9% a quarter earlier, followed by Financials and Consumer Discretionary.

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 322 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.