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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
INTC icon
201
Intel
INTC
$650B
$7.9M 0.05%
306,464
+204,551
+201% +$6.97M
IVE icon
202
iShares S&P 500 Value ETF
IVE
$49.3B
$7.87M 0.05%
61,199
+12,109
+25% +$1.72M
WFC icon
203
Wells Fargo
WFC
$251B
$7.86M 0.05%
195,440
+124,145
+174% +$5.33M
NOC icon
204
PUT
Northrop Grumman
NOC
$72.5B
$7.76M 0.05%
16,500
+2,700
+20% +$1.29M
FIS icon
205
Fidelity National Information Services
FIS
$18.3B
$7.76M 0.05%
102,629
+66,582
+185% +$6.2M
FHN icon
206
First Horizon
FHN
$11.1B
$7.71M 0.05%
336,865
+17,529
+5% +$398K
CTVA icon
207
PUT
Corteva
CTVA
$52.4B
$7.7M 0.05%
134,700
-2,300
-2% -$134K
MDLZ icon
208
PUT
Mondelez International
MDLZ
$76.9B
$7.65M 0.05%
139,500
+3,800
+3% +$236K
LIN icon
209
Linde
LIN
$217B
$7.65M 0.05%
28,366
+23,405
+472% +$6.72M
D icon
210
PUT
Dominion Energy
D
$53.4B
$7.62M 0.05%
110,300
-500
-0.5% -$40.4K
UPS icon
211
PUT
United Parcel Service
UPS
$79.9B
$7.59M 0.05%
47,000
-9,600
-17% -$1.82M
A icon
212
PUT
Agilent Technologies
A
$48.7B
$7.58M 0.05%
62,400
+5,700
+10% +$732K
WM icon
213
PUT
Waste Management
WM
$82.7B
$7.58M 0.05%
47,300
-100
-0.2% -$16.5K
ONEM
214
DELISTED
1Life Healthcare
ONEM
$7.55M 0.05%
+440,318
New +$6.91M
GE icon
215
PUT
GE Aerospace
GE
$339B
$7.54M 0.05%
195,500
-133,223
-41% -$5.86M
ADI icon
216
PUT
Analog Devices
ADI
$191B
$7.51M 0.05%
53,900
-9,000
-14% -$1.42M
MCO icon
217
PUT
Moody's
MCO
$81.2B
$7.39M 0.04%
30,400
+1,400
+5% +$407K
NEE icon
218
PUT
NextEra Energy
NEE
$159B
$7.37M 0.04%
94,000
-48,200
-34% -$4.09M
MA icon
219
CALL
Mastercard
MA
$497B
$7.36M 0.04%
25,900
-3,300
-11% -$1.09M
HUGS
220
DELISTED
USHG Acquisition Corp.
HUGS
$7.31M 0.04%
742,555
+555
+0.1% +$5.46K
OXY icon
221
PUT
Occidental Petroleum
OXY
$56.8B
$7.31M 0.04%
119,000
-33,200
-22% -$2.13M
MU icon
222
Micron Technology
MU
$1.22T
$7.24M 0.04%
144,514
+62,393
+76% +$3.62M
MRNA icon
223
PUT
Moderna
MRNA
$79.4B
$7.24M 0.04%
61,200
-19,900
-25% -$3.02M
BMY icon
224
CALL
Bristol-Myers Squibb
BMY
$128B
$7.2M 0.04%
101,300
-5,700
-5% -$413K
NFLX icon
225
CALL
Netflix
NFLX
$296B
$7.18M 0.04%
305,000
-3,729,000
-92% -$82.8M
7 8
9
10 11

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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.