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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
RVTY icon
651
PUT
Revvity
RVTY
$13.1B
$1.85M 0.01%
15,400
-300
-2% -$42.3K
HIG icon
652
PUT
Hartford Financial Services
HIG
$37.8B
$1.85M 0.01%
29,800
-8,200
-22% -$534K
WMT icon
653
Walmart Inc
WMT
$921B
$1.84M 0.01%
42,639
-45,873
-52% -$2.01M
HRL icon
654
PUT
Hormel Foods
HRL
$13.4B
$1.84M 0.01%
40,500
-1,900
-4% -$91.8K
TAP icon
655
PUT
Molson Coors Class B
TAP
$7.85B
$1.83M 0.01%
38,200
+800
+2% +$43.4K
VTR icon
656
PUT
Ventas
VTR
$46.3B
$1.83M 0.01%
45,600
+1,600
+4% +$78.6K
OKE icon
657
PUT
Oneok
OKE
$58.4B
$1.83M 0.01%
35,700
-9,600
-21% -$571K
JCI icon
658
PUT
Johnson Controls International
JCI
$91.7B
$1.83M 0.01%
37,100
+3,100
+9% +$164K
HLT icon
659
Hilton Worldwide
HLT
$72.2B
$1.82M 0.01%
15,117
+11,934
+375% +$1.51M
AGAC
660
DELISTED
African Gold Acquisition Corp
AGAC
$1.82M 0.01%
184,010
– –
OTIS icon
661
Otis Worldwide
OTIS
$27.8B
$1.82M 0.01%
28,532
+25,947
+1,004% +$1.9M
MSCI icon
662
PUT
MSCI
MSCI
$41.8B
$1.81M 0.01%
4,300
+1,100
+34% +$504K
CF icon
663
PUT
CF Industries
CF
$17.7B
$1.81M 0.01%
18,800
-3,400
-15% -$332K
MAR icon
664
PUT
Marriott International
MAR
$91.9B
$1.81M 0.01%
12,900
+1,400
+12% +$214K
WBD icon
665
Warner Bros
WBD
$69.6B
$1.81M 0.01%
157,104
+144,831
+1,180% +$1.97M
TWTR
666
CALL
DELISTED
Twitter, Inc.
TWTR
$1.8M 0.01%
41,100
-10,100
-20% -$411K
DXCM icon
667
DexCom
DXCM
$34.5B
$1.8M 0.01%
22,363
+16,095
+257% +$1.36M
ED icon
668
CALL
Consolidated Edison
ED
$40.1B
$1.79M 0.01%
20,900
+700
+3% +$67.5K
HES
669
PUT
DELISTED
Hess
HES
$1.79M 0.01%
16,400
+600
+4% +$66.5K
FDX icon
670
PUT
FedEx
FDX
$80.3B
$1.78M 0.01%
12,000
+600
+5% +$127K
INTU icon
671
CALL
Intuit
INTU
$98B
$1.78M 0.01%
4,600
-100
-2% -$43.2K
AAQC
672
DELISTED
Accelerate Acquisition Corp
AAQC
$1.78M 0.01%
181,700
– –
WELL icon
673
PUT
Welltower
WELL
$169B
$1.77M 0.01%
27,600
+1,900
+7% +$149K
CAT icon
674
CALL
Caterpillar
CAT
$393B
$1.77M 0.01%
10,800
+200
+2% +$36.5K
BMBL icon
675
CALL
Bumble
BMBL
$359M
$1.77M 0.01%
82,200
-62,800
-43% -$1.86M
25 26
27
28 29

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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.