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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
(-19%)
Cap. Flow
-$5.42B
Cap. Flow
% of AUM
-32.74%
Top 10 Holdings %
Top 10 Hldgs %
47.62%
Holding
1,965
New
161
Increased
605
Reduced
515
Closed
322
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$216M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$95.5M |
| 3 |
Microsoft
MSFT
|
+$77.3M |
| 4 |
iShares China Large-Cap ETF
FXI
|
+$39.8M |
| 5 |
iShares US Real Estate ETF
IYR
|
+$26M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI USA Min Vol Factor ETF
USMV
|
+$94.6M |
| 2 |
Amazon
AMZN
|
+$47.2M |
| 3 |
NVIDIA
NVDA
|
+$44.2M |
| 4 |
iShares MSCI Emerging Markets ETF
EEM
|
+$43.8M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
1226
CALL
Generac Holdings
GNRC
$12.8B
| $338K | ﹤0.01% |
1,900
+100
| +6% | +$22.9K |
|
1227
CALL
PVH
PVH
$3.77B
| $336K | ﹤0.01% |
7,500
-500
| -6% | -$29.7K |
|
1228
AES
AES
$10.5B
| $335K | ﹤0.01% |
14,813
+6,012
| +68% | +$143K |
|
1229
PUT
Brown-Forman Class B
BF.B
$12.9B
| $333K | ﹤0.01% |
+5,000
| New | +$364K |
|
1230
CALL
Southwest Airlines
LUV
$22B
| $333K | ﹤0.01% |
10,800
-3,100
| -22% | -$116K |
|
1231
PUT
Broadridge
BR
$19.6B
| $332K | ﹤0.01% |
2,300
-1,000
| -30% | -$162K |
|
1232
PUT
Warner Bros
WBD
$69.6B
| $331K | ﹤0.01% |
28,800
-64,000
| -69% | -$870K |
|
1233
CALL
CarMax
KMX
$8.52B
| $330K | ﹤0.01% |
5,000
-1,300
| -21% | -$119K |
|
1234
CALL
Paycom
PAYC
$10.1B
| $330K | ﹤0.01% |
1,000
+200
| +25% | +$68.9K |
|
1235
CALL
Lincoln National
LNC
$8.67B
| $329K | ﹤0.01% |
7,500
+900
| +14% | +$43.3K |
|
|
AFTR
1236
DELISTED
AfterNext HealthTech Acquisition Corp
AFTR
| $324K | ﹤0.01% |
33,188
| – | – |
|
1237
PUT
McCormick & Company Non-Voting
MKC
$14.6B
| $321K | ﹤0.01% |
4,500
+2,800
| +165% | +$235K |
|
1238
PUT
Ametek
AME
$58.7B
| $318K | ﹤0.01% |
2,800
+700
| +33% | +$83.9K |
|
1239
PTC
PTC
$16.7B
| $312K | ﹤0.01% |
2,987
+2,899
| +3,294% | +$331K |
|
1240
Duke Energy
DUK
$97.1B
| $311K | ﹤0.01% |
3,345
+716
| +27% | +$76.9K |
|
1241
CALL
Illinois Tool Works
ITW
$82.9B
| $307K | ﹤0.01% |
1,700
| – | – |
|
1242
CALL
Campbell Soup
CPB
$6.94B
| $306K | ﹤0.01% |
6,500
+300
| +5% | +$14.7K |
|
1243
PUT
State Street
STT
$52.2B
| $304K | ﹤0.01% |
+5,000
| New | +$342K |
|
1244
PUT
Molina Healthcare
MOH
$10.7B
| $297K | ﹤0.01% |
+900
| New | +$290K |
|
1245
CALL
Public Storage
PSA
$61.4B
| $293K | ﹤0.01% |
+1,000
| New | +$325K |
|
1246
Kraft Heinz
KHC
$30.1B
| $291K | ﹤0.01% |
8,730
+2,899
| +50% | +$108K |
|
1247
CALL
Universal Health Services
UHS
$10.1B
| $291K | ﹤0.01% |
3,300
+300
| +10% | +$31K |
|
1248
PUT
EPAM Systems
EPAM
$5.24B
| $290K | ﹤0.01% |
+800
| New | +$306K |
|
1249
CALL
Organon & Co
OGN
$3.6B
| $290K | ﹤0.01% |
12,400
-2,500
| -17% | -$75.5K |
|
1250
CALL
Tyson Foods
TSN
$19.8B
| $290K | ﹤0.01% |
4,400
+1,000
| +29% | +$79.1K |
|
Similar funds
NAMI
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.