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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
PKG icon
1301
PUT
Packaging Corp of America
PKG
$22.9B
$225K ﹤0.01%
+2,000
New +$271K
L icon
1302
PUT
Loews
L
$23B
$224K ﹤0.01%
4,500
-1,600
-26% -$89.8K
DVA icon
1303
CALL
DaVita
DVA
$11.4B
$223K ﹤0.01%
2,700
+400
+17% +$35.1K
AVB icon
1304
CALL
AvalonBay Communities
AVB
$26.3B
$221K ﹤0.01%
+1,200
New +$242K
EMN icon
1305
PUT
Eastman Chemical
EMN
$8.43B
$220K ﹤0.01%
+3,100
New +$279K
WIX icon
1306
WIX.com
WIX
$3.35B
$219K ﹤0.01%
+2,800
New +$193K
CE icon
1307
PUT
Celanese
CE
$4.86B
$217K ﹤0.01%
2,400
+1,300
+118% +$143K
ALLE icon
1308
PUT
Allegion
ALLE
$14.2B
$215K ﹤0.01%
2,400
+600
+33% +$59.4K
BXP icon
1309
PUT
Boston Properties
BXP
$11B
$210K ﹤0.01%
+2,800
New +$238K
TPR icon
1310
CALL
Tapestry
TPR
$25.9B
$210K ﹤0.01%
7,400
+1,000
+16% +$33.4K
ALGN icon
1311
PUT
Align Technology
ALGN
$12.5B
$207K ﹤0.01%
1,000
-2,800
-74% -$721K
DAY
1312
PUT
DELISTED
Dayforce
DAY
$207K ﹤0.01%
3,700
+1,000
+37% +$58.4K
CZR icon
1313
PUT
Caesars Entertainment
CZR
$6.04B
$206K ﹤0.01%
6,400
-56,500
-90% -$2.46M
ON icon
1314
CALL
ON Semiconductor
ON
$31.8B
$206K ﹤0.01%
+3,300
New +$213K
AJG icon
1315
CALL
Arthur J. Gallagher & Co
AJG
$65B
$205K ﹤0.01%
+1,200
New +$213K
TT icon
1316
CALL
Trane Technologies
TT
$105B
$203K ﹤0.01%
1,400
-600
-30% -$89.7K
CITE
1317
DELISTED
Cartica Acquisition Corp Class A Ordinary Shares
CITE
$202K ﹤0.01%
20,000
– –
OGN icon
1318
Organon & Co
OGN
$3.6B
$200K ﹤0.01%
+8,555
New +$258K
ERIC icon
1319
Ericsson
ERIC
$33.6B
$199K ﹤0.01%
34,696
– –
NRG icon
1320
CALL
NRG Energy
NRG
$25.2B
$199K ﹤0.01%
5,200
-3,900
-43% -$156K
SLAM
1321
DELISTED
Slam Corp. Class A Ordinary Share
SLAM
$198K ﹤0.01%
20,000
– –
WPCB
1322
DELISTED
Warburg Pincus Capital Corporation I-B
WPCB
$198K ﹤0.01%
20,000
– –
TDOC icon
1323
Teladoc Health
TDOC
$1.26B
$197K ﹤0.01%
7,777
+5,747
+283% +$202K
COLI
1324
DELISTED
Colicity Inc. Class A Common Stock
COLI
$197K ﹤0.01%
20,000
– –
GLHA
1325
DELISTED
Glass Houses Acquisition Corp. Class A common stock
GLHA
$197K ﹤0.01%
20,000
– –
51 52
53
54 55

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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.