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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
META icon
26
PUT
Meta Platforms (Facebook)
META
$1.91T
$44.9M 0.27%
331,100
-313,900
-49% -$50.9M
JPM icon
27
PUT
JPMorgan Chase
JPM
$912B
$42.2M 0.25%
403,800
+1,000
+0.2% +$115K
GOOG icon
28
PUT
Alphabet (Google) Class C
GOOG
$4.17T
$41.3M 0.25%
429,100
-180,900
-30% -$20.2M
VTV icon
29
Vanguard Morningstar Value ETF
VTV
$189B
$38.8M 0.23%
314,040
-127,400
-29% -$17.2M
UNH icon
30
PUT
UnitedHealth
UNH
$338B
$38.7M 0.23%
76,700
-81,400
-51% -$42.8M
AAPL icon
31
CALL
Apple
AAPL
$4.98T
$38.4M 0.23%
277,900
-110,800
-29% -$17.4M
JNJ icon
32
PUT
Johnson & Johnson
JNJ
$654B
$36.6M 0.22%
224,300
-309,800
-58% -$52.4M
FXI icon
33
iShares China Large-Cap ETF
FXI
$4.05B
$36.3M 0.22%
1,404,534
+1,329,708
+1,777% +$39.8M
AMZN icon
34
CALL
Amazon
AMZN
$2.69T
$36.1M 0.22%
319,200
-798,300
-71% -$101M
META icon
35
Meta Platforms (Facebook)
META
$1.91T
$35.7M 0.22%
263,411
+77,872
+42% +$12.6M
SPY icon
36
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$796B
$35.7M 0.22%
100,000
-2,500,000
-96% -$993M
GOOGL icon
37
Alphabet (Google) Class A
GOOGL
$4.21T
$34.7M 0.21%
362,397
+114,077
+46% +$12.6M
HD icon
38
Home Depot
HD
$293B
$34.1M 0.21%
123,671
+37,558
+44% +$11.1M
PG icon
39
PUT
Procter & Gamble
PG
$340B
$33.8M 0.2%
267,400
-108,800
-29% -$15.5M
JPM icon
40
JPMorgan Chase
JPM
$912B
$31.4M 0.19%
300,661
+148,063
+97% +$17M
BAC icon
41
PUT
Bank of America
BAC
$396B
$29.2M 0.18%
968,100
-28,700
-3% -$959K
UNH icon
42
CALL
UnitedHealth
UNH
$338B
$27.3M 0.17%
54,100
+34,400
+175% +$18.1M
XOM icon
43
CALL
ExxonMobil
XOM
$660B
$26.8M 0.16%
306,600
+5,900
+2% +$539K
EWZ icon
44
CALL
iShares MSCI Brazil ETF
EWZ
$8.44B
$26.7M 0.16%
+900,000
New +$26.6M
CSCO icon
45
PUT
Cisco
CSCO
$421B
$25.4M 0.15%
634,500
-97,200
-13% -$4.31M
BRK.B icon
46
Berkshire Hathaway Class B
BRK.B
$1.08T
$25.2M 0.15%
94,534
-53,036
-36% -$15.1M
ABBV icon
47
PUT
AbbVie
ABBV
$467B
$24.7M 0.15%
184,200
-58,900
-24% -$8.45M
MSFT icon
48
CALL
Microsoft
MSFT
$3.83T
$24.4M 0.15%
104,800
-18,200
-15% -$4.81M
AVGO icon
49
PUT
Broadcom
AVGO
$1.68T
$24.3M 0.15%
547,000
+24,000
+5% +$1.23M
GOOG icon
50
Alphabet (Google) Class C
GOOG
$4.17T
$23.8M 0.14%
247,345
+199,925
+422% +$22.3M
1
2
3 4 5

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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.