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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
+3.11%
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
$13.7B
AUM Growth
-$2.83B
Cap. Flow
-$5.88B
Cap. Flow %
-42.81%
Top 10 Hldgs %
40.17%
Holding
1,769
New
118
Increased
554
Reduced
424
Closed
276

Top Buys

Rank Stock Value
1
USMV icon
iShares MSCI USA Min Vol Factor ETF
USMV
+$45.8M
2
O icon
Realty Income
O
+$37.9M
3
GLD icon
SPDR Gold Trust
GLD
+$36.8M
4
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$31.4M
5
VTV icon
Vanguard Morningstar Value ETF
VTV
+$16.7M

Top Sells

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$109M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$82.3M
3
QQQ icon
Invesco QQQ Trust
QQQ
+$80.6M
4
AAPL icon
Apple
AAPL
+$59M
5
JPM icon
JPMorgan Chase
JPM
+$34.3M

Sector Composition

Rank Sector Weight
1 Technology 1.84%
2 Financials 1.69%
3 Consumer Discretionary 1.14%
4 Communication Services 0.66%
5 Healthcare 0.56%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PNC icon
451
CALL
PNC Financial Services
PNC
$102B
$2.89M 0.02%
18,300
+1,900
+12% +$299K
IFF icon
452
International Flavors & Fragrances
IFF
$21.4B
$2.88M 0.02%
27,437
-1,445
-5% -$142K
NDAQ icon
453
PUT
Nasdaq
NDAQ
$54.6B
$2.87M 0.02%
46,800
-600
-1% -$37.4K
HES
454
PUT
DELISTED
Hess
HES
$2.86M 0.02%
20,200
+3,800
+23% +$522K
EIX icon
455
PUT
Edison International
EIX
$27.2B
$2.86M 0.02%
44,900
+1,000
+2% +$61.4K
ROST icon
456
CALL
Ross Stores
ROST
$78.6B
$2.84M 0.02%
24,500
+1,200
+5% +$122K
LOW icon
457
CALL
Lowe's Companies
LOW
$122B
$2.81M 0.02%
14,100
+2,300
+19% +$460K
AJRD
458
CALL
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$2.8M 0.02%
+50,000
New +$2.48M
KYCH
459
DELISTED
Keyarch Acquisition Corporation Ordinary Shares
KYCH
$2.78M 0.02%
275,000
– –
KMX icon
460
CALL
CarMax
KMX
$8.52B
$2.77M 0.02%
45,500
+40,500
+810% +$2.6M
PRU icon
461
Prudential Financial
PRU
$43B
$2.76M 0.02%
27,730
-13,196
-32% -$1.34M
MAR icon
462
PUT
Marriott International
MAR
$91.9B
$2.75M 0.02%
18,500
+5,600
+43% +$862K
GPN icon
463
PUT
Global Payments
GPN
$25.1B
$2.75M 0.02%
27,700
-22,200
-44% -$2.31M
WYNN icon
464
PUT
Wynn Resorts
WYNN
$10.5B
$2.75M 0.02%
33,300
+700
+2% +$51.2K
MTB icon
465
PUT
M&T Bank
MTB
$36.6B
$2.7M 0.02%
18,600
-1,900
-9% -$312K
LNC icon
466
CALL
Lincoln National
LNC
$8.67B
$2.7M 0.02%
87,800
+80,300
+1,071% +$3.19M
TPR icon
467
PUT
Tapestry
TPR
$25.9B
$2.68M 0.02%
70,400
+40,300
+134% +$1.38M
MSI icon
468
PUT
Motorola Solutions
MSI
$77B
$2.65M 0.02%
10,300
– –
KMI icon
469
PUT
Kinder Morgan
KMI
$71.4B
$2.65M 0.02%
146,700
+33,700
+30% +$606K
HSY icon
470
CALL
Hershey
HSY
$37.4B
$2.64M 0.02%
11,400
+1,300
+13% +$300K
BBY icon
471
PUT
Best Buy
BBY
$18B
$2.64M 0.02%
32,900
-6,900
-17% -$508K
LQD icon
472
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.8B
$2.64M 0.02%
25,000
– –
CAT icon
473
CALL
Caterpillar
CAT
$393B
$2.64M 0.02%
11,000
+200
+2% +$43.5K
RMGC
474
DELISTED
RMG Acquisition Corp. III Class A Ordinary Shares
RMGC
$2.62M 0.02%
260,000
– –
HUM icon
475
CALL
Humana
HUM
$46.2B
$2.61M 0.02%
5,100
-3,100
-38% -$1.63M
17 18
19
20 21

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Capstone Investment Advisors's Q4 2022 Portfolio in Review

As of Q4 2022, Capstone Investment Advisors held 1,769 positions worth $13.7B, down 17% from $16.6B the previous quarter. Its ten largest holdings account for 40% of the portfolio.

Capstone Investment Advisors withdrew a net $5.88B in Q4 2022, closing 276 positions and reducing 424 holdings. Its most notable exit was iShares US Real Estate ETF, an estimated $22.4M position sold in full.

By sector, the portfolio is most concentrated in Technology at 1.8% of assets, down from 2.7% a quarter earlier, followed by Financials and Consumer Discretionary.

Against the trend, Capstone Investment Advisors opened a new position in iShares MSCI USA Min Vol Factor ETF worth $46.4M.

  • Capstone Investment Advisors's largest Q4 2022 buy was iShares MSCI USA Min Vol Factor ETF: 643,380 shares worth $46.4M.
  • Capstone Investment Advisors added most to Realty Income in Q4 2022, an estimated $37.9M increase.
  • Capstone Investment Advisors's biggest Q4 2022 reduction was Microsoft, cutting an estimated $109M.
  • Capstone Investment Advisors fully exited iShares US Real Estate ETF in Q4 2022, selling an estimated $22.4M.
  • Capstone Investment Advisors's ten largest holdings make up 40% of its $13.7B portfolio in Q4 2022.
  • Capstone Investment Advisors opened 118 new positions and closed 276 in Q4 2022.
  • Capstone Investment Advisors's portfolio value fell 17% quarter-over-quarter to $13.7B.

Based on Capstone Investment Advisors's 13F filing for Q4 2022, filed 10 Feb 2023.