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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
KEYS icon
676
Keysight
KEYS
$60.5B
$1.76M 0.01%
11,205
+1,334
+14% +$214K
DOW icon
677
PUT
Dow Inc
DOW
$21.9B
$1.76M 0.01%
40,000
-13,000
-25% -$659K
SIVB
678
PUT
DELISTED
SVB Financial Group
SIVB
$1.75M 0.01%
5,200
-4,300
-45% -$1.73M
EL icon
679
CALL
Estee Lauder
EL
$31.6B
$1.73M 0.01%
8,000
-700
-8% -$179K
NEE icon
680
NextEra Energy
NEE
$179B
$1.73M 0.01%
22,000
-2,225
-9% -$189K
V icon
681
Visa
V
$682B
$1.72M 0.01%
9,699
-11,237
-54% -$2.29M
NIO icon
682
NIO
NIO
$11.3B
$1.72M 0.01%
109,200
+15,600
+17% +$309K
NSC icon
683
CALL
Norfolk Southern
NSC
$75.9B
$1.72M 0.01%
8,200
-400
-5% -$96.2K
NCLH icon
684
Norwegian Cruise Line
NCLH
$8.98B
$1.72M 0.01%
151,174
+73,270
+94% +$965K
KEYS icon
685
CALL
Keysight
KEYS
$60.5B
$1.72M 0.01%
10,900
+1,400
+15% +$224K
HBAN icon
686
Huntington Bancshares
HBAN
$35.9B
$1.71M 0.01%
129,851
+39,532
+44% +$528K
DRI icon
687
Darden Restaurants
DRI
$25.4B
$1.71M 0.01%
13,531
-2,423
-15% -$303K
BALL icon
688
Ball Corp
BALL
$16.4B
$1.71M 0.01%
35,344
+26,032
+280% +$1.6M
NOW icon
689
CALL
ServiceNow
NOW
$132B
$1.7M 0.01%
22,500
+5,000
+29% +$450K
FISV
690
CALL
Fiserv Inc
FISV
$29.5B
$1.69M 0.01%
18,100
-9,700
-35% -$988K
D icon
691
CALL
Dominion Energy
D
$60.3B
$1.69M 0.01%
24,500
-7,700
-24% -$622K
KEY icon
692
KeyCorp
KEY
$24.6B
$1.69M 0.01%
105,661
+47,823
+83% +$856K
CBOE icon
693
PUT
Cboe Global Markets
CBOE
$30.6B
$1.68M 0.01%
14,300
-2,200
-13% -$265K
ROK icon
694
CALL
Rockwell Automation
ROK
$49.5B
$1.68M 0.01%
7,800
+300
+4% +$70K
MCO icon
695
CALL
Moody's
MCO
$84.6B
$1.68M 0.01%
6,900
+800
+13% +$232K
YUM icon
696
Yum! Brands
YUM
$41.2B
$1.67M 0.01%
15,743
+14,842
+1,647% +$1.72M
TXT icon
697
PUT
Textron
TXT
$15.1B
$1.67M 0.01%
28,600
+900
+3% +$57.1K
ED icon
698
PUT
Consolidated Edison
ED
$40.1B
$1.65M 0.01%
19,200
– –
ADI icon
699
CALL
Analog Devices
ADI
$186B
$1.64M 0.01%
11,800
-4,300
-27% -$680K
MPC icon
700
PUT
Marathon Petroleum
MPC
$100B
$1.64M 0.01%
16,500
-300
-2% -$28.1K
26 27
28
29 30

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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.