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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
AEE icon
1051
PUT
Ameren
AEE
$30.2B
$604K ﹤0.01%
7,500
-5,500
-42% -$502K
CZR icon
1052
CALL
Caesars Entertainment
CZR
$6.04B
$603K ﹤0.01%
18,700
– –
EXPE icon
1053
CALL
Expedia Group
EXPE
$39.4B
$600K ﹤0.01%
6,400
+800
+14% +$81.7K
TFX icon
1054
Teleflex
TFX
$5.82B
$600K ﹤0.01%
2,979
+2,709
+1,003% +$648K
IPOF
1055
DELISTED
Social Capital Hedosophia Holdings Corp. VI
IPOF
$600K ﹤0.01%
60,000
– –
FE icon
1056
FirstEnergy
FE
$27.1B
$598K ﹤0.01%
16,161
+14,332
+784% +$566K
PAYX icon
1057
CALL
Paychex
PAYX
$44.6B
$595K ﹤0.01%
5,300
-5,400
-50% -$669K
PAYC icon
1058
PUT
Paycom
PAYC
$10.1B
$594K ﹤0.01%
1,800
+300
+20% +$103K
EQHA
1059
DELISTED
EQ Health Acquisition Corp.
EQHA
$593K ﹤0.01%
60,000
– –
AVB icon
1060
PUT
AvalonBay Communities
AVB
$26.3B
$589K ﹤0.01%
+3,200
New +$646K
ASZ
1061
DELISTED
Austerlitz Acquisition Corporation II
ASZ
$589K ﹤0.01%
60,000
– –
LUMN icon
1062
Lumen
LUMN
$6.6B
$587K ﹤0.01%
+80,585
New +$820K
BSKY
1063
DELISTED
Big Sky Growth Partners, Inc. Class A Common Stock
BSKY
$587K ﹤0.01%
60,000
– –
VTR icon
1064
CALL
Ventas
VTR
$46.3B
$586K ﹤0.01%
14,600
-3,300
-18% -$162K
KHC icon
1065
CALL
Kraft Heinz
KHC
$30.1B
$584K ﹤0.01%
17,500
-5,300
-23% -$197K
COP icon
1066
CALL
ConocoPhillips
COP
$150B
$583K ﹤0.01%
5,700
-32,800
-85% -$3.27M
DOW icon
1067
CALL
Dow Inc
DOW
$21.9B
$580K ﹤0.01%
13,200
-5,000
-27% -$254K
PHM icon
1068
CALL
Pultegroup
PHM
$24.9B
$578K ﹤0.01%
15,400
-1,100
-7% -$46.3K
IP icon
1069
International Paper
IP
$21.8B
$574K ﹤0.01%
+18,110
New +$740K
WAT icon
1070
PUT
Waters Corp
WAT
$40.6B
$566K ﹤0.01%
2,100
+900
+75% +$287K
MOS icon
1071
PUT
The Mosaic Company
MOS
$6.92B
$565K ﹤0.01%
11,700
+3,400
+41% +$176K
AIG icon
1072
American International
AIG
$39.8B
$564K ﹤0.01%
11,882
+10,512
+767% +$552K
CAR icon
1073
Avis
CAR
$4.84B
$563K ﹤0.01%
+3,792
New +$623K
WELL icon
1074
Welltower
WELL
$169B
$558K ﹤0.01%
+8,680
New +$679K
LH icon
1075
CALL
Labcorp
LH
$26.2B
$553K ﹤0.01%
3,143
+699
+29% +$143K
41 42
43
44 45

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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.