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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
GILD icon
826
CALL
Gilead Sciences
GILD
$168B
$1.1M 0.01%
17,800
-1,500
-8% -$94.6K
AXP icon
827
CALL
American Express
AXP
$232B
$1.09M 0.01%
8,100
-1,300
-14% -$197K
OTIS icon
828
CALL
Otis Worldwide
OTIS
$28.2B
$1.09M 0.01%
17,100
+500
+3% +$36.6K
EQR icon
829
CALL
Equity Residential
EQR
$24.2B
$1.09M 0.01%
16,200
+1,400
+9% +$104K
UAL icon
830
United Airlines
UAL
$40.6B
$1.09M 0.01%
33,438
+7,369
+28% +$274K
HAS icon
831
PUT
Hasbro
HAS
$13.4B
$1.08M 0.01%
16,100
+1,600
+11% +$126K
K
832
CALL
DELISTED
Kellanova
K
$1.08M 0.01%
16,508
+852
+5% +$58.6K
CPRT icon
833
CALL
Copart
CPRT
$26.8B
$1.07M 0.01%
40,400
-4,400
-10% -$131K
GLW icon
834
CALL
Corning
GLW
$137B
$1.07M 0.01%
37,000
+2,100
+6% +$71.1K
HPQ icon
835
PUT
HP
HPQ
$26.8B
$1.07M 0.01%
43,000
+1,200
+3% +$36.9K
AON icon
836
CALL
Aon
AON
$74.7B
$1.07M 0.01%
4,000
-1,500
-27% -$424K
EXC icon
837
CALL
Exelon
EXC
$46.6B
$1.07M 0.01%
28,600
+4,100
+17% +$181K
RMD icon
838
ResMed
RMD
$32.8B
$1.06M 0.01%
+4,875
New +$1.11M
WGO icon
839
PUT
Winnebago Industries
WGO
$915M
$1.06M 0.01%
+20,000
New +$1.16M
LEN icon
840
CALL
Lennar Class A
LEN
$20.5B
$1.06M 0.01%
14,669
-3,822
-21% -$297K
FOXA icon
841
Fox Class A
FOXA
$27.5B
$1.05M 0.01%
34,401
+21,514
+167% +$728K
VFC icon
842
VF Corp
VFC
$5.73B
$1.05M 0.01%
35,153
+16,084
+84% +$694K
TDG icon
843
PUT
TransDigm Group
TDG
$68.3B
$1.05M 0.01%
2,000
+1,000
+100% +$597K
RMD icon
844
CALL
ResMed
RMD
$32.8B
$1.05M 0.01%
4,800
+600
+14% +$137K
FTNT icon
845
Fortinet
FTNT
$118B
$1.04M 0.01%
+21,252
New +$1.15M
MCHP icon
846
CALL
Microchip Technology
MCHP
$42.2B
$1.04M 0.01%
17,100
-6,500
-28% -$427K
ESM
847
DELISTED
ESM Acquisition Corporation
ESM
$1.04M 0.01%
105,000
– –
ECL icon
848
CALL
Ecolab
ECL
$78.1B
$1.04M 0.01%
7,200
+600
+9% +$97.3K
XLI icon
849
State Street Industrial Select Sector SPDR ETF
XLI
$34.7B
$1.04M 0.01%
12,534
+6,415
+105% +$591K
JWN
850
DELISTED
Nordstrom
JWN
$1.03M 0.01%
61,439
-5,676
-8% -$119K
32 33
34
35 36

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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.