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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
(-19%)
Cap. Flow
-$5.42B
Cap. Flow
% of AUM
-32.74%
Top 10 Holdings %
Top 10 Hldgs %
47.62%
Holding
1,965
New
161
Increased
605
Reduced
515
Closed
322
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$216M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$95.5M |
| 3 |
Microsoft
MSFT
|
+$77.3M |
| 4 |
iShares China Large-Cap ETF
FXI
|
+$39.8M |
| 5 |
iShares US Real Estate ETF
IYR
|
+$26M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI USA Min Vol Factor ETF
USMV
|
+$94.6M |
| 2 |
Amazon
AMZN
|
+$47.2M |
| 3 |
NVIDIA
NVDA
|
+$44.2M |
| 4 |
iShares MSCI Emerging Markets ETF
EEM
|
+$43.8M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
1
PUT
iShares Russell 2000 ETF
IWM
$81.8B
| $2.42B | 14.6% |
14,659,800
-812,700
| -5% | -$148M |
|
|
2
PUT
Invesco QQQ Trust
QQQ
$478B
| $2.18B | 13.17% |
8,159,800
+2,890,400
| +55% | +$872M |
|
|
3
CALL
Invesco QQQ Trust
QQQ
$478B
| $1.09B | 6.57% |
4,069,800
+1,025,100
| +34% | +$309M |
|
4
PUT
iShares MSCI EAFE ETF
EFA
$79.9B
| $792M | 4.78% |
14,143,200
-13,026,000
| -48% | -$812M |
|
5
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.9B
| $307M | 1.85% |
4,300,000
-200,000
| -4% | -$15.1M |
|
|
6
CALL
iShares MSCI Emerging Markets ETF
EEM
$29.9B
| $286M | 1.73% |
8,207,300
-8,769,700
| -52% | -$342M |
|
|
7
PUT
iShares MSCI Emerging Markets ETF
EEM
$29.9B
| $246M | 1.48% |
7,048,200
-7,128,600
| -50% | -$278M |
|
|
8
PUT
Amazon
AMZN
$2.94T
| $194M | 1.17% |
1,720,600
-1,106,100
| -39% | -$140M |
|
|
9
State Street SPDR S&P 500 ETF Trust
SPY
$807B
| $194M | 1.17% |
+542,951
| New | +$216M |
|
|
10
PUT
Microsoft
MSFT
$3.74T
| $182M | 1.1% |
780,500
-190,300
| -20% | -$50.2M |
|
11
PUT
Apple
AAPL
$4.45T
| $172M | 1.04% |
1,247,300
-862,900
| -41% | -$135M |
|
|
12
Microsoft
MSFT
$3.74T
| $120M | 0.72% |
514,867
+292,747
| +132% | +$77.3M |
|
|
13
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$807B
| $118M | 0.71% |
330,000
+45,000
| +16% | +$17.9M |
|
|
14
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.6B
| $102M | 0.62% |
1,000,000
-1,000,000
| -50% | -$110M |
|
|
15
Amazon
AMZN
$2.94T
| $94.6M | 0.57% |
836,790
-373,812
| -31% | -$47.2M |
|
|
16
Invesco QQQ Trust
QQQ
$478B
| $84.5M | 0.51% |
+316,345
| New | +$95.5M |
|
|
17
Apple
AAPL
$4.45T
| $83.2M | 0.5% |
602,313
-13,131
| -2% | -$2.06M |
|
|
18
CALL
iShares China Large-Cap ETF
FXI
$4.25B
| $76.7M | 0.46% |
2,965,800
-1,956,400
| -40% | -$58.6M |
|
19
PUT
Berkshire Hathaway Class B
BRK.B
$1.11T
| $70.9M | 0.43% |
265,700
-177,100
| -40% | -$50.4M |
|
20
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$40.6B
| $64.4M | 0.39% |
+628,700
| New | +$70.8M |
|
21
PUT
ExxonMobil
XOM
$657B
| $64M | 0.39% |
732,900
-342,000
| -32% | -$31.2M |
|
22
PUT
Tesla
TSLA
$1.31T
| $58.1M | 0.35% |
218,900
-71,800
| -25% | -$20.1M |
|
23
PUT
Alphabet (Google) Class A
GOOGL
$4.2T
| $56.1M | 0.34% |
586,200
-153,800
| -21% | -$17.1M |
|
24
CALL
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
| $51.6M | 0.31% |
+650,000
| New | +$55.6M |
|
25
PUT
Home Depot
HD
$353B
| $46.3M | 0.28% |
167,700
-16,500
| -9% | -$4.87M |
|
Similar funds
NAMI
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.