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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
JKHY icon
1376
CALL
Jack Henry & Associates
JKHY
$11.1B
$146K ﹤0.01%
800
+500
+167% +$98.1K
STT icon
1377
CALL
State Street
STT
$52.2B
$146K ﹤0.01%
+2,400
New +$164K
CVS icon
1378
CVS Health
CVS
$121B
$145K ﹤0.01%
1,521
-6,071
-80% -$601K
MPWR icon
1379
CALL
Monolithic Power Systems
MPWR
$67B
$145K ﹤0.01%
400
– –
KDP icon
1380
PUT
Keurig Dr Pepper
KDP
$42.3B
$140K ﹤0.01%
+3,900
New +$148K
LYV icon
1381
CALL
Live Nation Entertainment
LYV
$43.3B
$137K ﹤0.01%
1,800
+300
+20% +$26.9K
WEC icon
1382
CALL
WEC Energy
WEC
$35.9B
$134K ﹤0.01%
+1,500
New +$153K
WYNN icon
1383
CALL
Wynn Resorts
WYNN
$10.5B
$132K ﹤0.01%
2,100
+600
+40% +$37.4K
AEE icon
1384
CALL
Ameren
AEE
$30.2B
$129K ﹤0.01%
1,600
+100
+7% +$9.13K
HRL icon
1385
Hormel Foods
HRL
$13.4B
$128K ﹤0.01%
+2,812
New +$136K
PFG icon
1386
PUT
Principal Financial Group
PFG
$24.6B
$123K ﹤0.01%
+1,700
New +$122K
CMI icon
1387
Cummins
CMI
$87B
$122K ﹤0.01%
600
+242
+68% +$51.5K
RSG icon
1388
CALL
Republic Services
RSG
$65.9B
$122K ﹤0.01%
+900
New +$126K
EXR icon
1389
CALL
Extra Space Storage
EXR
$31.6B
$121K ﹤0.01%
700
-700
-50% -$132K
SBNY
1390
CALL
DELISTED
Signature Bank
SBNY
$121K ﹤0.01%
800
– –
NOK icon
1391
Nokia
NOK
$59B
$120K ﹤0.01%
28,000
– –
FHN icon
1392
CALL
First Horizon
FHN
$12.3B
$119K ﹤0.01%
5,200
– –
MKC icon
1393
CALL
McCormick & Company Non-Voting
MKC
$14.6B
$114K ﹤0.01%
1,600
+600
+60% +$50.3K
UMC icon
1394
United Microelectronic
UMC
$48.6B
$114K ﹤0.01%
+20,400
New +$135K
WDC icon
1395
CALL
Western Digital
WDC
$168B
$114K ﹤0.01%
4,631
-132
-3% -$4.38K
DISH
1396
CALL
DELISTED
DISH Network Corp.
DISH
$112K ﹤0.01%
8,100
– –
ES icon
1397
CALL
Eversource Energy
ES
$27.2B
$109K ﹤0.01%
+1,400
New +$123K
VRM icon
1398
Vroom Inc
VRM
$54M
$109K ﹤0.01%
1,173
– –
XEL icon
1399
CALL
Xcel Energy
XEL
$49.3B
$109K ﹤0.01%
1,700
-2,300
-58% -$167K
PENN icon
1400
CALL
PENN Entertainment
PENN
$2.53B
$102K ﹤0.01%
3,700
-900
-20% -$29.1K
54 55
56
57 58

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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.