We are live on ! Find out more
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
CFG icon
451
PUT
Citizens Financial Group
CFG
$31.2B
$3.08M 0.02%
89,500
+1,900
+2% +$70.3K
LRCX icon
452
Lam Research
LRCX
$422B
$3.07M 0.02%
83,840
+78,530
+1,479% +$3.5M
GD icon
453
PUT
General Dynamics
GD
$106B
$3.06M 0.02%
14,400
-100
-0.7% -$22.6K
DIA icon
454
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$48.3B
$3.05M 0.02%
10,619
+7,018
+195% +$2.23M
TROW icon
455
T. Rowe Price
TROW
$23.7B
$3.04M 0.02%
28,969
+12,626
+77% +$1.51M
CTSH icon
456
PUT
Cognizant
CTSH
$26.7B
$3.03M 0.02%
52,800
+4,400
+9% +$288K
LH icon
457
PUT
Labcorp
LH
$26.2B
$3.03M 0.02%
17,227
+1,629
+10% +$333K
AON icon
458
PUT
Aon
AON
$75.7B
$3.03M 0.02%
11,300
-4,100
-27% -$1.16M
RENE
459
DELISTED
Cartesian Growth Corp II
RENE
$3.02M 0.02%
+300,000
New +$3.01M
DTI icon
460
Drilling Tools International
DTI
$86.8M
$3.01M 0.02%
300,000
– –
USB icon
461
CALL
US Bancorp
USB
$102B
$3M 0.02%
74,400
-8,500
-10% -$393K
RCL icon
462
PUT
Royal Caribbean
RCL
$82.9B
$2.99M 0.02%
78,800
-2,100
-3% -$85.1K
FPAC
463
DELISTED
Far Peak Acquisition Corporation
FPAC
$2.97M 0.02%
300,000
– –
ROST icon
464
Ross Stores
ROST
$78.6B
$2.96M 0.02%
35,179
-6,860
-16% -$582K
ALCE
465
DELISTED
Alternus Clean Energy Inc
ALCE
$2.96M 0.02%
12,000
– –
TMAC
466
DELISTED
The Music Acquisition Corporation
TMAC
$2.95M 0.02%
300,100
– –
MACC
467
DELISTED
Mission Advancement Corp.
MACC
$2.95M 0.02%
300,000
– –
FTNT icon
468
PUT
Fortinet
FTNT
$121B
$2.94M 0.02%
59,900
-19,500
-25% -$1.06M
GXII
469
DELISTED
GX Acquisition Corp. II Class A Common Stock
GXII
$2.94M 0.02%
300,000
– –
ILMN icon
470
PUT
Illumina
ILMN
$29.1B
$2.94M 0.02%
15,831
-1,028
-6% -$203K
EXPE icon
471
PUT
Expedia Group
EXPE
$39.4B
$2.93M 0.02%
31,300
-26,200
-46% -$2.67M
STX icon
472
PUT
Seagate
STX
$209B
$2.93M 0.02%
55,000
+1,700
+3% +$123K
DAL icon
473
PUT
Delta Air Lines
DAL
$60B
$2.92M 0.02%
104,200
+1,000
+1% +$31.8K
CEG icon
474
CALL
Constellation Energy
CEG
$98.7B
$2.91M 0.02%
+35,000
New +$2.58M
AFL icon
475
PUT
Aflac
AFL
$60.7B
$2.91M 0.02%
51,700
+4,400
+9% +$259K
17 18
19
20 21

Similar funds

Cohen & Steers
Cohen & Steers New York $57.6B AUM 8.03% 1-Year Est. Return
NAMI
Nomura Asset Management International Philadelphia, Pennsylvania $58.4B AUM
Alkeon Capital Management
Alkeon Capital Management New York $59.5B AUM 51.63% 1-Year Est. Return
Man Group
Man Group London, United Kingdom $55.1B AUM 24.23% 1-Year Est. Return
Lazard Asset Management
Lazard Asset Management New York $60.8B AUM 22.47% 1-Year Est. Return
Brown Advisory
Brown Advisory Baltimore, Maryland $60.9B AUM 15.24% 1-Year Est. Return
Tudor Investment Corp
Tudor Investment Corp Stamford, Connecticut $53.9B AUM 29.12% 1-Year Est. Return
Ensign Peak Advisors
Ensign Peak Advisors Salt Lake City, Utah $53.7B AUM 29.47% 1-Year Est. Return

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.