We are live on ! Find out more
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
MOH icon
1451
CALL
Molina Healthcare
MOH
$10.7B
$66K ﹤0.01%
+200
New +$64.4K
EMN icon
1452
CALL
Eastman Chemical
EMN
$8.43B
$64K ﹤0.01%
+900
New +$80.9K
ALLE icon
1453
CALL
Allegion
ALLE
$14.2B
$63K ﹤0.01%
700
+100
+17% +$9.9K
LUMN icon
1454
CALL
Lumen
LUMN
$6.6B
$63K ﹤0.01%
8,600
+4,000
+87% +$40.7K
SNA icon
1455
CALL
Snap-on
SNA
$20.9B
$60K ﹤0.01%
+300
New +$64.7K
DOV icon
1456
CALL
Dover
DOV
$27.8B
$58K ﹤0.01%
500
-600
-55% -$76.6K
STT icon
1457
State Street
STT
$52.2B
$57K ﹤0.01%
+940
New +$64.3K
KDP icon
1458
CALL
Keurig Dr Pepper
KDP
$42.3B
$54K ﹤0.01%
+1,500
New +$56.7K
PARA
1459
CALL
DELISTED
Paramount Global Class B
PARA
$53K ﹤0.01%
2,800
-1,900
-40% -$45.6K
GAP
1460
CALL
The Gap Inc
GAP
$7.34B
$49K ﹤0.01%
6,000
-400
-6% -$3.75K
PKG icon
1461
CALL
Packaging Corp of America
PKG
$22.9B
$45K ﹤0.01%
+400
New +$54.1K
DAY
1462
CALL
DELISTED
Dayforce
DAY
$45K ﹤0.01%
800
-200
-20% -$11.7K
AMD icon
1463
Advanced Micro Devices
AMD
$789B
$44K ﹤0.01%
700
-26,155
-97% -$2.23M
SWCH
1464
CALL
DELISTED
Switch, Inc. Class A Common Stock
SWCH
$44K ﹤0.01%
1,300
– –
BMY icon
1465
Bristol-Myers Squibb
BMY
$132B
$43K ﹤0.01%
+600
New +$43.5K
CTRA
1466
CALL
DELISTED
Coterra Energy
CTRA
$42K ﹤0.01%
1,600
– –
NDSN icon
1467
CALL
Nordson
NDSN
$17.3B
$42K ﹤0.01%
+200
New +$44.8K
ATO icon
1468
CALL
Atmos Energy
ATO
$28.7B
$41K ﹤0.01%
+400
New +$45.8K
RKLB icon
1469
Rocket Lab Corp
RKLB
$51.2B
$41K ﹤0.01%
+10,000
New +$49.3K
BF.B icon
1470
CALL
Brown-Forman Class B
BF.B
$12.9B
$40K ﹤0.01%
+600
New +$43.6K
FDS icon
1471
CALL
Factset
FDS
$10.2B
$40K ﹤0.01%
+100
New +$42.3K
MHK icon
1472
Mohawk Industries
MHK
$9.42B
$33K ﹤0.01%
358
+357
+35,700% +$41.4K
REGN icon
1473
Regeneron Pharmaceuticals
REGN
$83B
$33K ﹤0.01%
48
+24
+100% +$15.1K
PEP icon
1474
PepsiCo
PEP
$192B
$25K ﹤0.01%
155
-14,088
-99% -$2.43M
HBI
1475
CALL
DELISTED
Hanesbrands
HBI
$24K ﹤0.01%
3,500
– –
57 58
59
60 61

Similar funds

Cohen & Steers
Cohen & Steers New York $57.6B AUM 8.03% 1-Year Est. Return
NAMI
Nomura Asset Management International Philadelphia, Pennsylvania $58.4B AUM
Alkeon Capital Management
Alkeon Capital Management New York $59.5B AUM 51.63% 1-Year Est. Return
Man Group
Man Group London, United Kingdom $55.1B AUM 24.23% 1-Year Est. Return
Lazard Asset Management
Lazard Asset Management New York $60.8B AUM 22.47% 1-Year Est. Return
Brown Advisory
Brown Advisory Baltimore, Maryland $60.9B AUM 15.24% 1-Year Est. Return
Tudor Investment Corp
Tudor Investment Corp Stamford, Connecticut $53.9B AUM 29.12% 1-Year Est. Return
Ensign Peak Advisors
Ensign Peak Advisors Salt Lake City, Utah $53.7B AUM 29.47% 1-Year Est. Return

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.