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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
SHW icon
151
Sherwin-Williams
SHW
$79.9B
$10.1M 0.06%
49,082
+16,104
+49% +$3.82M
TJX icon
152
PUT
TJX Companies
TJX
$143B
$10M 0.06%
161,500
-5,800
-3% -$364K
APD icon
153
PUT
Air Products & Chemicals
APD
$62.7B
$10M 0.06%
43,000
-10,500
-20% -$2.6M
NFLX icon
154
Netflix
NFLX
$296B
$9.9M 0.06%
420,530
-42,520
-9% -$944K
CTRA
155
PUT
DELISTED
Coterra Energy
CTRA
$9.88M 0.06%
378,200
-36,900
-9% -$1.06M
CMCSA icon
156
PUT
Comcast
CMCSA
$77.8B
$9.87M 0.06%
336,400
-79,600
-19% -$2.98M
KWEB icon
157
CALL
KraneShares CSI China Internet ETF
KWEB
$4.69B
$9.86M 0.06%
+400,000
New +$11.5M
SBUX icon
158
Starbucks
SBUX
$108B
$9.75M 0.06%
115,761
-8,857
-7% -$752K
LMT icon
159
PUT
Lockheed Martin
LMT
$120B
$9.73M 0.06%
25,200
-39,800
-61% -$16.6M
INTC icon
160
PUT
Intel
INTC
$650B
$9.73M 0.06%
377,500
-65,500
-15% -$2.23M
ZTS icon
161
Zoetis
ZTS
$29.4B
$9.66M 0.06%
65,171
+39,222
+151% +$6.56M
PGR icon
162
PUT
Progressive
PGR
$119B
$9.64M 0.06%
83,000
+4,100
+5% +$494K
PM icon
163
PUT
Philip Morris
PM
$297B
$9.57M 0.06%
115,300
-19,800
-15% -$1.89M
IWM icon
164
iShares Russell 2000 ETF
IWM
$77.3B
$9.56M 0.06%
57,961
-5,962
-9% -$1.09M
MMM icon
165
PUT
3M
MMM
$87.4B
$9.5M 0.06%
102,856
-4,545
-4% -$499K
USB icon
166
US Bancorp
USB
$92.4B
$9.46M 0.06%
234,573
+84,310
+56% +$3.9M
ICE icon
167
Intercontinental Exchange
ICE
$86.6B
$9.45M 0.06%
104,595
+31,588
+43% +$3.17M
BA icon
168
PUT
Boeing
BA
$157B
$9.26M 0.06%
76,500
-36,900
-33% -$5.66M
HUM icon
169
PUT
Humana
HUM
$47.8B
$9.22M 0.06%
19,000
+4,300
+29% +$2.09M
T icon
170
AT&T
T
$174B
$9.22M 0.06%
600,950
+442,675
+280% +$8.05M
ATVI
171
PUT
DELISTED
Activision Blizzard
ATVI
$9.2M 0.06%
123,700
-7,500
-6% -$587K
MU icon
172
PUT
Micron Technology
MU
$1.22T
$9.11M 0.06%
181,800
-27,100
-13% -$1.57M
TMUS icon
173
CALL
T-Mobile US
TMUS
$177B
$9.04M 0.05%
67,400
+32,000
+90% +$4.49M
CL icon
174
PUT
Colgate-Palmolive
CL
$68.6B
$8.87M 0.05%
126,300
-1,200
-0.9% -$94.1K
UNP icon
175
PUT
Union Pacific
UNP
$163B
$8.82M 0.05%
45,300
-17,400
-28% -$3.85M
5 6
7
8 9

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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.