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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
KR icon
701
PUT
Kroger
KR
$35.1B
$1.64M 0.01%
37,400
-5,000
-12% -$238K
ANET icon
702
Arista Networks
ANET
$257B
$1.63M 0.01%
57,784
-20,732
-26% -$598K
DISA
703
DELISTED
Disruptive Acquisition Corporation I Class A Ordinary Shares
DISA
$1.63M 0.01%
164,000
– –
UAL icon
704
PUT
United Airlines
UAL
$41B
$1.62M 0.01%
49,900
-12,100
-20% -$450K
UHS icon
705
PUT
Universal Health Services
UHS
$10.1B
$1.62M 0.01%
18,400
+2,200
+14% +$227K
NKE icon
706
CALL
Nike
NKE
$61.2B
$1.62M 0.01%
19,500
-10,200
-34% -$1.1M
ADM icon
707
CALL
Archer Daniels Midland
ADM
$38.6B
$1.62M 0.01%
20,100
-4,600
-19% -$379K
ILMN icon
708
Illumina
ILMN
$29.1B
$1.62M 0.01%
8,710
+2,836
+48% +$561K
BIIB icon
709
CALL
Biogen
BIIB
$31.1B
$1.6M 0.01%
6,000
+200
+3% +$42.5K
NXPI icon
710
NXP Semiconductors
NXPI
$58.5B
$1.6M 0.01%
10,848
+9,614
+779% +$1.61M
ZM icon
711
Zoom
ZM
$32.2B
$1.6M 0.01%
21,715
+4,200
+24% +$400K
JBHT icon
712
PUT
JB Hunt Transport Services
JBHT
$26.5B
$1.59M 0.01%
10,200
+1,100
+12% +$192K
HST icon
713
PUT
Host Hotels & Resorts
HST
$15.6B
$1.59M 0.01%
100,000
+8,200
+9% +$143K
CSX icon
714
CALL
CSX Corp
CSX
$92.9B
$1.58M 0.01%
59,500
+6,800
+13% +$211K
WMB icon
715
CALL
Williams Companies
WMB
$89.3B
$1.58M 0.01%
55,100
+1,500
+3% +$48.9K
EFX icon
716
CALL
Equifax
EFX
$21.8B
$1.58M 0.01%
9,200
+800
+10% +$157K
WM icon
717
CALL
Waste Management
WM
$89.6B
$1.57M 0.01%
9,800
-5,000
-34% -$825K
TSPQ
718
DELISTED
TCW Special Purpose Acquisition Corp.
TSPQ
$1.57M 0.01%
159,800
– –
DGX icon
719
Quest Diagnostics
DGX
$26.1B
$1.56M 0.01%
12,693
+7,590
+149% +$1,000K
CHD icon
720
PUT
Church & Dwight Co
CHD
$24B
$1.55M 0.01%
21,700
+300
+1% +$25.9K
MSI icon
721
CALL
Motorola Solutions
MSI
$77B
$1.54M 0.01%
6,900
-1,100
-14% -$260K
VNO icon
722
PUT
Vornado Realty Trust
VNO
$7.41B
$1.54M 0.01%
66,700
-4,700
-7% -$131K
NEM icon
723
CALL
Newmont
NEM
$120B
$1.54M 0.01%
36,700
-6,300
-15% -$294K
LCAA
724
DELISTED
L Catterton Asia Acquisition Corp Class A Ordinary Shares
LCAA
$1.54M 0.01%
155,000
– –
AEP icon
725
CALL
American Electric Power
AEP
$68.3B
$1.53M 0.01%
17,700
+100
+0.6% +$9.89K
27 28
29
30 31

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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.