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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
QCOM icon
751
CALL
Qualcomm
QCOM
$173B
$1.44M 0.01%
12,700
-100
-0.8% -$13.7K
PTC icon
752
PUT
PTC
PTC
$16.7B
$1.43M 0.01%
13,700
+2,300
+20% +$262K
NEM icon
753
PUT
Newmont
NEM
$120B
$1.43M 0.01%
34,000
-100
-0.3% -$4.67K
FAST icon
754
PUT
Fastenal
FAST
$58.9B
$1.42M 0.01%
61,800
+5,600
+10% +$141K
HLT icon
755
CALL
Hilton Worldwide
HLT
$72.2B
$1.42M 0.01%
11,800
– –
DXC icon
756
PUT
DXC Technology
DXC
$1.79B
$1.41M 0.01%
57,500
-4,000
-7% -$110K
ADBE icon
757
CALL
Adobe
ADBE
$108B
$1.4M 0.01%
5,100
+400
+9% +$151K
RF icon
758
PUT
Regions Financial
RF
$27B
$1.4M 0.01%
69,800
-100
-0.1% -$2.11K
KMB icon
759
CALL
Kimberly-Clark
KMB
$36.8B
$1.4M 0.01%
12,400
+800
+7% +$104K
PM icon
760
Philip Morris
PM
$294B
$1.39M 0.01%
16,758
+16,067
+2,325% +$1.53M
SLB icon
761
PUT
SLB Ltd
SLB
$77.3B
$1.39M 0.01%
38,700
-1,100
-3% -$39.9K
A icon
762
CALL
Agilent Technologies
A
$42.2B
$1.39M 0.01%
11,400
-400
-3% -$51.4K
ALL icon
763
CALL
Allstate
ALL
$65.9B
$1.38M 0.01%
11,100
-500
-4% -$62.1K
CLX icon
764
Clorox
CLX
$12.9B
$1.38M 0.01%
10,758
+8,172
+316% +$1.18M
CAH icon
765
PUT
Cardinal Health
CAH
$53.8B
$1.38M 0.01%
20,700
+2,700
+15% +$171K
KAHC
766
DELISTED
KKR Acquisition Holdings I Corp.
KAHC
$1.38M 0.01%
140,000
– –
IQV icon
767
PUT
IQVIA
IQV
$39.8B
$1.38M 0.01%
7,600
+5,600
+280% +$1.23M
ZBH icon
768
Zimmer Biomet
ZBH
$19B
$1.37M 0.01%
13,109
+10,317
+370% +$1.13M
VNO icon
769
Vornado Realty Trust
VNO
$7.41B
$1.35M 0.01%
58,429
+7,012
+14% +$196K
GS icon
770
CALL
Goldman Sachs
GS
$304B
$1.35M 0.01%
4,600
-1,700
-27% -$551K
RVTY icon
771
Revvity
RVTY
$13.1B
$1.35M 0.01%
11,189
+8,218
+277% +$1.16M
LYV icon
772
Live Nation Entertainment
LYV
$43.3B
$1.34M 0.01%
17,590
+3,557
+25% +$319K
TSCO icon
773
PUT
Tractor Supply
TSCO
$18.8B
$1.34M 0.01%
36,000
-6,000
-14% -$234K
EVRG icon
774
PUT
Evergy
EVRG
$19.3B
$1.33M 0.01%
22,400
+1,000
+5% +$67.3K
APTV icon
775
PUT
Aptiv
APTV
$10.2B
$1.33M 0.01%
17,000
-18,600
-52% -$1.78M
29 30
31
32 33

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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.