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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
STE icon
1026
PUT
Steris
STE
$23B
$665K ﹤0.01%
4,000
+800
+25% +$163K
MTCH icon
1027
CALL
Match Group
MTCH
$8.56B
$664K ﹤0.01%
13,900
-2,100
-13% -$132K
MRNA icon
1028
CALL
Moderna
MRNA
$25.4B
$662K ﹤0.01%
5,600
+300
+6% +$45.5K
CCL icon
1029
Carnival Corporation Ltd
CCL
$38.9B
$661K ﹤0.01%
93,986
-31,235
-25% -$303K
CEG icon
1030
PUT
Constellation Energy
CEG
$98.7B
$657K ﹤0.01%
+7,900
New +$582K
OMC icon
1031
Omnicom Group
OMC
$24.2B
$652K ﹤0.01%
10,338
+9,409
+1,013% +$638K
SYY icon
1032
CALL
Sysco
SYY
$40B
$651K ﹤0.01%
9,200
+500
+6% +$41.6K
IBM icon
1033
IBM
IBM
$223B
$648K ﹤0.01%
5,455
+3,801
+230% +$499K
NRG icon
1034
PUT
NRG Energy
NRG
$25.2B
$647K ﹤0.01%
16,900
-100
-0.6% -$3.99K
UPS icon
1035
CALL
United Parcel Service
UPS
$89.8B
$646K ﹤0.01%
4,000
-2,100
-34% -$398K
FOXA icon
1036
CALL
Fox Class A
FOXA
$27.5B
$644K ﹤0.01%
21,000
+300
+1% +$10.2K
NLSN
1037
CALL
DELISTED
Nielsen Holdings plc
NLSN
$643K ﹤0.01%
23,200
– –
GPC icon
1038
PUT
Genuine Parts
GPC
$18.7B
$642K ﹤0.01%
4,300
+2,400
+126% +$363K
KMX icon
1039
CarMax
KMX
$8.52B
$641K ﹤0.01%
9,711
-9,615
-50% -$879K
DD icon
1040
CALL
DuPont de Nemours
DD
$19.5B
$640K ﹤0.01%
10,118
-79
-0.8% -$5.64K
AWK icon
1041
CALL
American Water Works
AWK
$27.1B
$638K ﹤0.01%
4,900
+700
+17% +$105K
TSCO icon
1042
CALL
Tractor Supply
TSCO
$18.8B
$632K ﹤0.01%
17,000
-2,500
-13% -$97.3K
AKAM icon
1043
CALL
Akamai
AKAM
$18B
$626K ﹤0.01%
7,800
+300
+4% +$27.3K
PDD icon
1044
CALL
Pinduoduo
PDD
$120B
$626K ﹤0.01%
10,000
-1,700
-15% -$98.8K
PDD icon
1045
PUT
Pinduoduo
PDD
$120B
$626K ﹤0.01%
10,000
– –
HBAN icon
1046
CALL
Huntington Bancshares
HBAN
$35.9B
$613K ﹤0.01%
46,500
-9,500
-17% -$127K
LYB icon
1047
PUT
LyondellBasell Industries
LYB
$20.2B
$610K ﹤0.01%
8,100
+700
+9% +$59.1K
ADP icon
1048
Automatic Data Processing
ADP
$110B
$608K ﹤0.01%
2,688
-14
-0.5% -$3.3K
AMD icon
1049
CALL
Advanced Micro Devices
AMD
$789B
$608K ﹤0.01%
9,600
-600
-6% -$51.1K
PICC
1050
DELISTED
Pivotal Investment Corporation III
PICC
$605K ﹤0.01%
61,435
– –
40 41
42
43 44

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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.