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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
APA icon
976
PUT
APA Corp
APA
$14B
$773K ﹤0.01%
22,600
+1,800
+9% +$64.4K
IFF icon
977
CALL
International Flavors & Fragrances
IFF
$21.4B
$772K ﹤0.01%
8,500
+1,500
+21% +$172K
PENN icon
978
PENN Entertainment
PENN
$2.53B
$771K ﹤0.01%
28,018
+4,302
+18% +$139K
PHM icon
979
Pultegroup
PHM
$24.9B
$771K ﹤0.01%
20,551
+15,945
+346% +$671K
GNRC icon
980
Generac Holdings
GNRC
$12.8B
$766K ﹤0.01%
4,301
+3,889
+944% +$891K
MRO
981
PUT
DELISTED
Marathon Oil Corporation
MRO
$763K ﹤0.01%
33,800
+4,700
+16% +$111K
ULTA icon
982
CALL
Ulta Beauty
ULTA
$22.2B
$762K ﹤0.01%
1,900
– –
ETN icon
983
CALL
Eaton
ETN
$176B
$760K ﹤0.01%
5,700
+900
+19% +$126K
NUE icon
984
CALL
Nucor
NUE
$61.8B
$760K ﹤0.01%
7,100
-900
-11% -$113K
MSCI icon
985
CALL
MSCI
MSCI
$41.8B
$759K ﹤0.01%
1,800
+300
+20% +$137K
KLAC icon
986
CALL
KLA
KLAC
$274B
$757K ﹤0.01%
25,000
-8,000
-24% -$277K
ENTF
987
DELISTED
Enterprise 4.0 Technology Acquisition Corp. Class A Ordinary Shares
ENTF
$757K ﹤0.01%
75,000
– –
WRAC
988
DELISTED
Williams Rowland Acquisition Corp.
WRAC
$756K ﹤0.01%
75,000
– –
VRSK icon
989
PUT
Verisk Analytics
VRSK
$24.2B
$750K ﹤0.01%
4,400
+1,300
+42% +$243K
CFG icon
990
CALL
Citizens Financial Group
CFG
$31.2B
$746K ﹤0.01%
21,700
+2,700
+14% +$99.9K
AIG icon
991
CALL
American International
AIG
$39.8B
$741K ﹤0.01%
15,600
+3,700
+31% +$194K
SEDG icon
992
PUT
SolarEdge
SEDG
$1.98B
$741K ﹤0.01%
3,200
+900
+39% +$265K
SDAC
993
DELISTED
Sustainable Development Acquisition I Corp. Class A Common Stock
SDAC
$738K ﹤0.01%
75,000
– –
CTXS
994
CALL
DELISTED
Citrix Systems Inc
CTXS
$738K ﹤0.01%
7,100
-800
-10% -$81.9K
LDTC
995
DELISTED
LeddarTech
LDTC
$737K ﹤0.01%
148,030
– –
FTPA
996
DELISTED
FTAC Parnassus Acquisition Corp. Class A Common Stock
FTPA
$737K ﹤0.01%
75,000
– –
ZBRA icon
997
CALL
Zebra Technologies
ZBRA
$18B
$734K ﹤0.01%
2,800
+500
+22% +$155K
LRCX icon
998
CALL
Lam Research
LRCX
$422B
$732K ﹤0.01%
20,000
+6,000
+43% +$267K
HAS icon
999
Hasbro
HAS
$13.6B
$729K ﹤0.01%
10,818
+9,476
+706% +$748K
DXC icon
1000
DXC Technology
DXC
$1.79B
$728K ﹤0.01%
29,754
+23,127
+349% +$636K
38 39
40
41 42

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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.