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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
CLX icon
576
PUT
Clorox
CLX
$12.9B
$2.29M 0.01%
17,800
+1,000
+6% +$144K
MGM icon
577
MGM Resorts International
MGM
$11.1B
$2.28M 0.01%
76,804
+16,229
+27% +$528K
INCY icon
578
PUT
Incyte
INCY
$24.4B
$2.28M 0.01%
34,200
+3,700
+12% +$273K
GLPI icon
579
Gaming and Leisure Properties
GLPI
$12.7B
$2.27M 0.01%
+51,423
New +$2.54M
LH icon
580
Labcorp
LH
$26.2B
$2.25M 0.01%
12,773
+9,202
+258% +$1.88M
HSY icon
581
CALL
Hershey
HSY
$37.4B
$2.23M 0.01%
10,100
+1,000
+11% +$224K
LOW icon
582
CALL
Lowe's Companies
LOW
$122B
$2.22M 0.01%
11,800
-1,300
-10% -$253K
PUCK
583
DELISTED
Goal Acquisitions Corp. Common Stock
PUCK
$2.22M 0.01%
224,942
– –
TXN icon
584
CALL
Texas Instruments
TXN
$250B
$2.21M 0.01%
14,300
– –
KEY icon
585
PUT
KeyCorp
KEY
$24.6B
$2.21M 0.01%
138,100
+2,700
+2% +$48.3K
BALL icon
586
PUT
Ball Corp
BALL
$16.4B
$2.2M 0.01%
45,500
+6,500
+17% +$400K
EMR icon
587
CALL
Emerson Electric
EMR
$91.6B
$2.19M 0.01%
29,900
+1,800
+6% +$149K
COST icon
588
CALL
Costco
COST
$427B
$2.17M 0.01%
4,600
-2,600
-36% -$1.35M
FOXA icon
589
PUT
Fox Class A
FOXA
$27.5B
$2.17M 0.01%
70,600
+2,300
+3% +$77.9K
EW icon
590
CALL
Edwards Lifesciences
EW
$53.4B
$2.17M 0.01%
26,200
+2,100
+9% +$202K
TER icon
591
Teradyne
TER
$64.2B
$2.16M 0.01%
28,743
+11,510
+67% +$1.05M
GDX icon
592
VanEck Gold Miners ETF
GDX
$26.9B
$2.11M 0.01%
87,560
+58,325
+200% +$1.47M
KMB icon
593
Kimberly-Clark
KMB
$36.8B
$2.11M 0.01%
18,766
+18,245
+3,502% +$2.37M
BABA icon
594
Alibaba
BABA
$293B
$2.1M 0.01%
26,314
+22,339
+562% +$2.13M
CTVA icon
595
CALL
Corteva
CTVA
$50.6B
$2.1M 0.01%
36,700
-1,800
-5% -$105K
CMI icon
596
PUT
Cummins
CMI
$87B
$2.1M 0.01%
10,300
-1,700
-14% -$362K
AMP icon
597
PUT
Ameriprise Financial
AMP
$50.4B
$2.09M 0.01%
8,300
-500
-6% -$132K
BBWI icon
598
Bath & Body Works
BBWI
$3.76B
$2.07M 0.01%
63,550
+8,683
+16% +$306K
CCI icon
599
CALL
Crown Castle
CCI
$32.2B
$2.07M 0.01%
14,300
-4,600
-24% -$787K
PSX icon
600
CALL
Phillips 66
PSX
$92.8B
$2.07M 0.01%
25,600
-5,900
-19% -$503K
22 23
24
25 26

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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.