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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
ETSY icon
526
PUT
Etsy
ETSY
$7.4B
$2.54M 0.02%
25,400
+18,700
+279% +$1.91M
RCL icon
527
Royal Caribbean
RCL
$82.9B
$2.54M 0.02%
67,067
+9,255
+16% +$375K
VZ icon
528
Verizon
VZ
$200B
$2.54M 0.02%
66,902
+23,547
+54% +$1.05M
URI icon
529
PUT
United Rentals
URI
$69.7B
$2.54M 0.02%
9,400
-2,100
-18% -$611K
CTXS
530
PUT
DELISTED
Citrix Systems Inc
CTXS
$2.54M 0.02%
24,400
-200
-0.8% -$20.5K
TJX icon
531
CALL
TJX Companies
TJX
$170B
$2.53M 0.02%
40,800
+2,700
+7% +$170K
ONYX
532
DELISTED
Onyx Acquisition Co. I Class A Ordinary Shares
ONYX
$2.53M 0.02%
250,000
– –
KHC icon
533
PUT
Kraft Heinz
KHC
$30.1B
$2.52M 0.02%
75,700
-31,200
-29% -$1.16M
FNVT
534
DELISTED
Finnovate Acquisition Corp. Class A Ordinary Shares
FNVT
$2.52M 0.02%
250,000
– –
MET icon
535
PUT
MetLife
MET
$61.9B
$2.52M 0.02%
41,500
-4,700
-10% -$300K
BBY icon
536
PUT
Best Buy
BBY
$18B
$2.52M 0.02%
39,800
-500
-1% -$37K
CPAQ
537
DELISTED
Counter Press Acquisition Corporation Class A Ordinary Share
CPAQ
$2.52M 0.02%
250,000
– –
AIG icon
538
PUT
American International
AIG
$39.8B
$2.51M 0.02%
52,900
+13,000
+33% +$683K
ALB icon
539
PUT
Albemarle
ALB
$15.4B
$2.51M 0.02%
9,500
-3,200
-25% -$814K
CARR icon
540
Carrier Global
CARR
$52.2B
$2.51M 0.02%
70,599
+40,889
+138% +$1.61M
HPE icon
541
Hewlett Packard
HPE
$79.2B
$2.5M 0.02%
209,056
+117,087
+127% +$1.59M
PCG icon
542
CALL
PG&E
PCG
$38.5B
$2.5M 0.02%
+200,000
New +$2.34M
PGRW
543
DELISTED
Progress Acquisition Corp. Class A Common Stock
PGRW
$2.5M 0.02%
250,000
– –
ABBV icon
544
AbbVie
ABBV
$443B
$2.49M 0.02%
18,559
-1,539
-8% -$221K
TER icon
545
PUT
Teradyne
TER
$64.2B
$2.49M 0.02%
33,100
+600
+2% +$54.7K
WBA
546
DELISTED
Walgreens Boots Alliance
WBA
$2.48M 0.02%
79,150
+16,538
+26% +$613K
EIX icon
547
PUT
Edison International
EIX
$27.2B
$2.48M 0.02%
43,900
+700
+2% +$46.3K
EQR icon
548
PUT
Equity Residential
EQR
$24.7B
$2.48M 0.02%
36,900
+3,200
+9% +$237K
TWNI
549
DELISTED
Tailwind International Acquisition Corp.
TWNI
$2.48M 0.02%
250,000
– –
FIS icon
550
CALL
Fidelity National Information Services
FIS
$22.8B
$2.48M 0.02%
32,800
-7,900
-19% -$736K
20 21
22
23 24

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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.