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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
ALGN icon
501
CALL
Align Technology
ALGN
$12.5B
$2.47M 0.02%
11,700
+7,600
+185% +$1.52M
GNRC icon
502
CALL
Generac Holdings
GNRC
$12.8B
$2.46M 0.02%
24,400
+22,500
+1,184% +$2.55M
FHN icon
503
First Horizon
FHN
$12.3B
$2.45M 0.02%
100,000
-236,865
-70% -$5.74M
NKE icon
504
CALL
Nike
NKE
$61.2B
$2.43M 0.02%
20,800
+1,300
+7% +$131K
INTU icon
505
CALL
Intuit
INTU
$98B
$2.41M 0.02%
6,200
+1,600
+35% +$635K
FISV
506
Fiserv Inc
FISV
$29.5B
$2.41M 0.02%
23,857
-12,785
-35% -$1.27M
DOW icon
507
PUT
Dow Inc
DOW
$21.9B
$2.39M 0.02%
47,400
+7,400
+19% +$362K
FE icon
508
PUT
FirstEnergy
FE
$27.1B
$2.36M 0.02%
56,300
+1,100
+2% +$43K
TGT icon
509
PUT
Target
TGT
$70.6B
$2.35M 0.02%
15,800
-58,600
-79% -$9.19M
EQR icon
510
PUT
Equity Residential
EQR
$24.7B
$2.33M 0.02%
39,500
+2,600
+7% +$163K
ENER
511
DELISTED
Accretion Acquisition Corp
ENER
$2.32M 0.02%
230,600
– –
GME icon
512
PUT
GameStop
GME
$8.33B
$2.31M 0.02%
+125,000
New +$3.07M
ED icon
513
PUT
Consolidated Edison
ED
$40.1B
$2.31M 0.02%
24,200
+5,000
+26% +$455K
MTCH icon
514
CALL
Match Group
MTCH
$8.56B
$2.3M 0.02%
55,500
+41,600
+299% +$1.88M
O icon
515
CALL
Realty Income
O
$59.6B
$2.3M 0.02%
36,300
+1,900
+6% +$118K
CEG icon
516
CALL
Constellation Energy
CEG
$98.7B
$2.3M 0.02%
26,700
-8,300
-24% -$747K
SIVB
517
CALL
DELISTED
SVB Financial Group
SIVB
$2.3M 0.02%
10,000
+8,400
+525% +$2.09M
ADSK icon
518
PUT
Autodesk
ADSK
$54.5B
$2.3M 0.02%
12,300
-4,700
-28% -$943K
CCI icon
519
CALL
Crown Castle
CCI
$32.2B
$2.29M 0.02%
16,900
+2,600
+18% +$352K
DAL icon
520
Delta Air Lines
DAL
$60B
$2.29M 0.02%
69,748
-15,436
-18% -$512K
AEP icon
521
PUT
American Electric Power
AEP
$68.3B
$2.29M 0.02%
24,100
+1,000
+4% +$91K
DHI icon
522
D.R. Horton
DHI
$41.9B
$2.29M 0.02%
25,665
-22,761
-47% -$1.82M
FISV
523
CALL
Fiserv Inc
FISV
$29.5B
$2.28M 0.02%
22,600
+4,500
+25% +$448K
DUK icon
524
CALL
Duke Energy
DUK
$97.1B
$2.28M 0.02%
22,100
+1,100
+5% +$106K
HZNP
525
PUT
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$2.28M 0.02%
+20,000
New +$1.66M
19 20
21
22 23

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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.