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Capstone Investment Advisors

Capstone Investment Advisors Portfolio holdings

AUM $54B
1-Year Est. Return 23.5%
This Fund
S&P 500
This Quarter Est. Return
-2.24%
1 Year Est. Return
+23.5%
3 Year Est. Return
+44.04%
5 Year Est. Return
+34.53%
10 Year Est. Return
+154.24%
AUM
$16.6B
AUM Growth
-$3.94B
Cap. Flow
-$1.78B
Cap. Flow %
-10.73%
Top 10 Hldgs %
47.62%
Holding
1,965
New
161
Increased
605
Reduced
515
Closed
321

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 Miscellaneous 89.44%
2 Technology 2.66%
3 Financials 2.66%
4 Consumer Discretionary 1.63%
5 Communication Services 0.97%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HYG icon
101
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$14.8B
$14.3M 0.09%
+200,000
New +$15.1M
MDT icon
102
PUT
Medtronic
MDT
$113B
$14.2M 0.09%
176,200
+4,600
+3% +$413K
AMAT icon
103
PUT
Applied Materials
AMAT
$385B
$14M 0.08%
170,700
-3,300
-2% -$318K
GOOG icon
104
CALL
Alphabet (Google) Class C
GOOG
$4.17T
$13.9M 0.08%
144,500
+52,500
+57% +$5.86M
TMUS icon
105
PUT
T-Mobile US
TMUS
$177B
$13.9M 0.08%
103,300
-4,200
-4% -$590K
ABT icon
106
Abbott
ABT
$175B
$13.8M 0.08%
143,110
+88,465
+162% +$9.43M
T icon
107
PUT
AT&T
T
$174B
$13.7M 0.08%
894,500
-509,100
-36% -$9.26M
MCD icon
108
PUT
McDonald's
MCD
$167B
$13.7M 0.08%
59,300
-36,200
-38% -$9.25M
ZTS icon
109
PUT
Zoetis
ZTS
$29.4B
$13.6M 0.08%
91,800
-1,000
-1% -$167K
XLE icon
110
PUT
State Street Energy Select Sector SPDR ETF
XLE
$40.2B
$13.5M 0.08%
376,200
-499,200
-57% -$18.9M
BMY icon
111
PUT
Bristol-Myers Squibb
BMY
$128B
$13.5M 0.08%
189,900
-74,200
-28% -$5.38M
C icon
112
PUT
Citigroup
C
$225B
$13.5M 0.08%
323,300
+11,700
+4% +$578K
AMGN icon
113
PUT
Amgen
AMGN
$224B
$13.3M 0.08%
58,900
-800
-1% -$194K
WMT icon
114
PUT
Walmart Inc
WMT
$857B
$13.1M 0.08%
303,300
-219,000
-42% -$9.59M
LOW icon
115
PUT
Lowe's Companies
LOW
$106B
$13.1M 0.08%
69,500
-5,400
-7% -$1.05M
MA icon
116
PUT
Mastercard
MA
$497B
$13M 0.08%
45,700
-22,700
-33% -$7.52M
BRK.B icon
117
CALL
Berkshire Hathaway Class B
BRK.B
$1.08T
$12.9M 0.08%
48,400
-15,600
-24% -$4.44M
NFLX icon
118
PUT
Netflix
NFLX
$296B
$12.9M 0.08%
548,000
-2,120,000
-79% -$47.1M
XLE icon
119
State Street Energy Select Sector SPDR ETF
XLE
$40.2B
$12.8M 0.08%
354,218
-100,780
-22% -$3.81M
V icon
120
PUT
Visa
V
$690B
$12.6M 0.08%
70,700
-28,900
-29% -$5.88M
BA icon
121
Boeing
BA
$157B
$12.4M 0.08%
102,700
+29,003
+39% +$4.45M
V icon
122
CALL
Visa
V
$690B
$12.3M 0.07%
69,300
-4,700
-6% -$956K
DIS icon
123
Walt Disney
DIS
$183B
$12.3M 0.07%
129,955
-153,487
-54% -$16.4M
MS icon
124
Morgan Stanley
MS
$308B
$12.1M 0.07%
153,371
+33,021
+27% +$2.78M
XLV icon
125
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$44.1B
$12.1M 0.07%
+100,000
New +$12.9M
3 4
5
6 7

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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 $1.78B in Q3 2022, closing 321 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 Miscellaneous at 89% of assets, down from 93% a quarter earlier, followed by Technology and Financials.

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 321 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.