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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
MNST icon
926
CALL
Monster Beverage
MNST
$91.4B
$904K 0.01%
41,600
-16,000
-28% -$369K
ORCL icon
927
CALL
Oracle
ORCL
$450B
$904K 0.01%
14,800
+600
+4% +$43.9K
URI icon
928
United Rentals
URI
$69.7B
$904K 0.01%
3,345
+534
+19% +$155K
LW icon
929
PUT
Lamb Weston
LW
$7.39B
$898K 0.01%
11,600
+2,000
+21% +$156K
LIEN
930
Chicago Atlantic BDC
LIEN
$216M
$898K 0.01%
89,787
-273
-0.3% -$2.67K
STZ icon
931
CALL
Constellation Brands
STZ
$23.3B
$896K 0.01%
3,900
+300
+8% +$73.1K
JBHT icon
932
JB Hunt Transport Services
JBHT
$26.5B
$895K 0.01%
5,720
+4,426
+342% +$773K
HAL icon
933
CALL
Halliburton
HAL
$27.4B
$894K 0.01%
36,300
-3,200
-8% -$91.5K
TRV icon
934
CALL
Travelers Companies
TRV
$77.2B
$889K 0.01%
5,800
-1,700
-23% -$276K
BSX icon
935
CALL
Boston Scientific
BSX
$74.9B
$887K 0.01%
22,900
+3,100
+16% +$124K
TDOC icon
936
PUT
Teladoc Health
TDOC
$1.26B
$887K 0.01%
+35,000
New +$1.23M
EEFT icon
937
Euronet Worldwide
EEFT
$2.78B
$886K 0.01%
11,700
-3
-0% -$281
TFX icon
938
PUT
Teleflex
TFX
$5.82B
$886K 0.01%
4,400
+600
+16% +$143K
IT icon
939
CALL
Gartner
IT
$11.6B
$885K 0.01%
3,200
+100
+3% +$28K
WBA
940
CALL
DELISTED
Walgreens Boots Alliance
WBA
$885K 0.01%
28,200
-36,100
-56% -$1.34M
ALNY icon
941
Alnylam Pharmaceuticals
ALNY
$30.4B
$881K 0.01%
+4,400
New +$839K
YUM icon
942
CALL
Yum! Brands
YUM
$41.2B
$872K 0.01%
8,200
+1,300
+19% +$151K
CCL icon
943
PUT
Carnival Corporation Ltd
CCL
$38.9B
$871K 0.01%
123,900
-82,100
-40% -$795K
FITB
944
CALL
Fifth Third Bancorp
FITB
$52.5B
$863K 0.01%
27,000
-2,000
-7% -$68.9K
JCI icon
945
Johnson Controls International
JCI
$91.7B
$863K 0.01%
17,524
+16,093
+1,125% +$853K
DVN icon
946
CALL
Devon Energy
DVN
$48.8B
$860K 0.01%
14,300
-600
-4% -$37.3K
MOS icon
947
CALL
The Mosaic Company
MOS
$6.92B
$860K 0.01%
17,800
+1,400
+9% +$72.3K
TPR icon
948
PUT
Tapestry
TPR
$25.9B
$856K 0.01%
30,100
+1,000
+3% +$33.4K
FFIV icon
949
PUT
F5
FFIV
$23.6B
$854K 0.01%
5,900
-2,000
-25% -$317K
GEN icon
950
CALL
Gen Digital
GEN
$17.7B
$854K 0.01%
42,400
-2,400
-5% -$55.5K
36 37
38
39 40

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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.