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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
RNG icon
1601
RingCentral
RNG
$6.36B
– –
-5,759
Closed -$301K
SLND.WS icon
1602
Southland Holdings Warrants
SLND.WS
$556K
– –
-187,500
Closed -$49K
SMH icon
1603
CALL
VanEck Semiconductor ETF
SMH
$78.3B
– –
-12,400
Closed -$1.26M
SMH icon
1604
VanEck Semiconductor ETF
SMH
$78.3B
– –
-2
Closed –
SMH icon
1605
PUT
VanEck Semiconductor ETF
SMH
$78.3B
– –
-8,600
Closed -$876K
SOUNW icon
1606
SoundHound AI Warrant
SOUNW
$229M
– –
-30,000
Closed -$9K
SRE icon
1607
Sempra
SRE
$51B
– –
-920
Closed -$74.4K
TDG icon
1608
TransDigm Group
TDG
$61.7B
– –
-130
Closed -$77.6K
TMUS icon
1609
T-Mobile US
TMUS
$177B
– –
-4,940
Closed -$694K
TT icon
1610
Trane Technologies
TT
$100B
– –
-538
Closed -$80.4K
TWLO icon
1611
Twilio
TWLO
$42.4B
– –
-2,508
Closed -$210K
UA icon
1612
CALL
Under Armour Class C
UA
$1.88B
– –
-6,600
Closed -$50K
UA icon
1613
Under Armour Class C
UA
$1.88B
– –
-21,942
Closed -$166K
UA icon
1614
PUT
Under Armour Class C
UA
$1.88B
– –
-14,200
Closed -$108K
UAA icon
1615
CALL
Under Armour
UAA
$1.9B
– –
-3,400
Closed -$28K
UAA icon
1616
Under Armour
UAA
$1.9B
– –
-27,550
Closed -$229K
UAA icon
1617
PUT
Under Armour
UAA
$1.9B
– –
-21,000
Closed -$175K
UHGWW
1618
DELISTED
United Homes Group Warrant
UHGWW
– –
-12,500
Closed -$1K
UNH icon
1619
UnitedHealth
UNH
$338B
– –
-25,165
Closed -$13.2M
UPST icon
1620
CALL
Upstart Holdings
UPST
$2.32B
– –
-30,000
Closed -$949K
UPST icon
1621
Upstart Holdings
UPST
$2.32B
– –
-3
Closed –
USMV icon
1622
iShares MSCI USA Min Vol Factor ETF
USMV
$23.6B
– –
-1,347,200
Closed -$94.6M
VET icon
1623
CALL
Vermilion Energy
VET
$1.77B
– –
-30,000
Closed -$572K
VRTX icon
1624
Vertex Pharmaceuticals
VRTX
$133B
– –
-1,193
Closed -$343K
VXX icon
1625
PUT
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$125M
– –
-8,750
Closed -$3.23M
63 64
65
66 67

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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.