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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
BNY
501
CALL
Bank of New York Mellon
BNY
$110B
$2.7M 0.02%
70,000
-2,300
-3% -$98.1K
ENPH icon
502
PUT
Enphase Energy
ENPH
$5.39B
$2.69M 0.02%
9,700
+500
+5% +$135K
NDAQ icon
503
PUT
Nasdaq
NDAQ
$54.6B
$2.69M 0.02%
47,400
+1,200
+3% +$70.6K
DG icon
504
CALL
Dollar General
DG
$26.9B
$2.69M 0.02%
11,200
-1,600
-13% -$395K
MS icon
505
CALL
Morgan Stanley
MS
$343B
$2.69M 0.02%
34,000
-8,300
-20% -$700K
DGX icon
506
PUT
Quest Diagnostics
DGX
$26.1B
$2.66M 0.02%
21,700
+100
+0.5% +$13.2K
GPN icon
507
Global Payments
GPN
$25.1B
$2.65M 0.02%
24,560
+9,554
+64% +$1.18M
HON icon
508
Honeywell
HON
$74.2B
$2.65M 0.02%
16,866
-6,207
-27% -$1.08M
EBAY icon
509
eBay
EBAY
$46.5B
$2.65M 0.02%
71,991
+32,453
+82% +$1.45M
DAR icon
510
CALL
Darling Ingredients
DAR
$10.4B
$2.65M 0.02%
+40,000
New +$2.79M
SPGI icon
511
CALL
S&P Global
SPGI
$125B
$2.63M 0.02%
8,600
+1,600
+23% +$572K
IFF icon
512
International Flavors & Fragrances
IFF
$21.4B
$2.62M 0.02%
28,882
+25,284
+703% +$2.9M
STX icon
513
Seagate
STX
$209B
$2.62M 0.02%
49,202
+18,556
+61% +$1.34M
EXPE icon
514
Expedia Group
EXPE
$39.4B
$2.62M 0.02%
27,908
-18,095
-39% -$1.85M
NCLH icon
515
PUT
Norwegian Cruise Line
NCLH
$8.98B
$2.61M 0.02%
229,900
+97,200
+73% +$1.28M
TTD icon
516
CALL
Trade Desk
TTD
$6.84B
$2.6M 0.02%
+43,600
New +$2.48M
TTD icon
517
PUT
Trade Desk
TTD
$6.84B
$2.6M 0.02%
+43,600
New +$2.48M
CAG icon
518
PUT
Conagra Brands
CAG
$7.39B
$2.6M 0.02%
79,700
-19,800
-20% -$680K
DFS
519
PUT
DELISTED
Discover Financial Services
DFS
$2.6M 0.02%
28,600
+1,400
+5% +$142K
NVDA icon
520
CALL
NVIDIA
NVDA
$5.46T
$2.59M 0.02%
213,000
-72,000
-25% -$1.14M
EMR icon
521
PUT
Emerson Electric
EMR
$91.6B
$2.58M 0.02%
35,300
+300
+0.9% +$24.9K
RMGC
522
DELISTED
RMG Acquisition Corp. III Class A Ordinary Shares
RMGC
$2.58M 0.02%
260,000
– –
WMT icon
523
CALL
Walmart Inc
WMT
$921B
$2.58M 0.02%
59,700
-13,200
-18% -$578K
LQD icon
524
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.8B
$2.56M 0.02%
25,000
-235,000
-90% -$25.9M
MDLZ icon
525
CALL
Mondelez International
MDLZ
$81.1B
$2.55M 0.02%
46,500
-6,300
-12% -$391K
19 20
21
22 23

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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.