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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
MDY icon
901
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.3B
$964K 0.01%
+2,401
New +$1.06M
CTRA
902
DELISTED
Coterra Energy
CTRA
$963K 0.01%
36,873
-355
-1% -$10.2K
AJG icon
903
PUT
Arthur J. Gallagher & Co
AJG
$65B
$959K 0.01%
+5,600
New +$994K
NDAQ icon
904
Nasdaq
NDAQ
$54.6B
$959K 0.01%
16,919
+3,056
+22% +$180K
EA
905
DELISTED
Electronic Arts
EA
$958K 0.01%
+8,281
New +$1.05M
AAP icon
906
PUT
Advance Auto Parts
AAP
$3.46B
$954K 0.01%
6,100
+100
+2% +$18.3K
RXRA
907
DELISTED
RXR Acquisition Corp. Class A Common Stock
RXRA
$952K 0.01%
96,777
– –
MAR icon
908
Marriott International
MAR
$91.9B
$950K 0.01%
6,778
+5,401
+392% +$825K
SNPS icon
909
CALL
Synopsys
SNPS
$78.8B
$947K 0.01%
3,100
-500
-14% -$169K
PLUG icon
910
PUT
Plug Power
PLUG
$3.21B
$945K 0.01%
+45,000
New +$1.07M
RL icon
911
Ralph Lauren
RL
$23.1B
$941K 0.01%
11,078
+3,513
+46% +$331K
CHTR icon
912
PUT
Charter Communications
CHTR
$18.7B
$940K 0.01%
3,100
-10,900
-78% -$4.66M
HWM icon
913
PUT
Howmet Aerospace
HWM
$113B
$937K 0.01%
30,300
+5,800
+24% +$204K
PSA icon
914
PUT
Public Storage
PSA
$61.4B
$937K 0.01%
3,200
+2,500
+357% +$813K
DVA icon
915
PUT
DaVita
DVA
$11.4B
$935K 0.01%
11,300
+600
+6% +$52.6K
MLM icon
916
PUT
Martin Marietta Materials
MLM
$32.7B
$934K 0.01%
2,900
+1,300
+81% +$440K
CHD icon
917
Church & Dwight Co
CHD
$24B
$930K 0.01%
+13,014
New +$1.12M
BMRN icon
918
BioMarin Pharmaceuticals
BMRN
$13.3B
$924K 0.01%
10,900
– –
PENN icon
919
PUT
PENN Entertainment
PENN
$2.53B
$924K 0.01%
33,600
-12,900
-28% -$417K
CL icon
920
CALL
Colgate-Palmolive
CL
$74.1B
$920K 0.01%
13,100
-900
-6% -$70.6K
IP icon
921
PUT
International Paper
IP
$21.8B
$916K 0.01%
28,900
-800
-3% -$32.7K
OHPA
922
DELISTED
Orion Acquisition Corp. Class A common stock
OHPA
$912K 0.01%
92,668
– –
MAR icon
923
CALL
Marriott International
MAR
$91.9B
$911K 0.01%
6,500
-300
-4% -$45.8K
RYAAY icon
924
Ryanair
RYAAY
$30.7B
$911K 0.01%
39,000
-1,815
-4% -$51.1K
BAX icon
925
CALL
Baxter International
BAX
$14B
$905K 0.01%
16,800
+800
+5% +$48.1K
35 36
37
38 39

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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.