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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
HES
551
CALL
DELISTED
Hess
HES
$2.1M 0.02%
14,800
+1,600
+12% +$220K
ZTO icon
552
ZTO Express
ZTO
$17.4B
$2.1M 0.02%
78,100
-178,678
-70% -$4.11M
SWK icon
553
CALL
Stanley Black & Decker
SWK
$15.4B
$2.09M 0.02%
27,800
+23,200
+504% +$1.81M
EQR icon
554
Equity Residential
EQR
$24.7B
$2.09M 0.02%
35,394
+15,960
+82% +$999K
HRL icon
555
PUT
Hormel Foods
HRL
$13.4B
$2.08M 0.02%
45,700
+5,200
+13% +$242K
A icon
556
CALL
Agilent Technologies
A
$42.2B
$2.05M 0.01%
13,700
+2,300
+20% +$328K
LAD icon
557
CALL
Lithia Motors
LAD
$8.32B
$2.05M 0.01%
+10,000
New +$2.14M
LAD icon
558
PUT
Lithia Motors
LAD
$8.32B
$2.05M 0.01%
+10,000
New +$2.14M
KR icon
559
PUT
Kroger
KR
$35.1B
$2.04M 0.01%
45,700
+8,300
+22% +$381K
EPAM icon
560
CALL
EPAM Systems
EPAM
$5.24B
$2.03M 0.01%
6,200
+6,000
+3,000% +$2.04M
TAP icon
561
PUT
Molson Coors Class B
TAP
$7.85B
$2.02M 0.01%
39,300
+1,100
+3% +$56.4K
CSLM
562
DELISTED
CSLM Acquisition Corp. Class A Ordinary Share
CSLM
$2.02M 0.01%
200,000
– –
FTNT icon
563
Fortinet
FTNT
$121B
$2.02M 0.01%
41,254
+20,002
+94% +$1.04M
FOXA icon
564
PUT
Fox Class A
FOXA
$27.5B
$2.02M 0.01%
66,400
-4,200
-6% -$128K
CLAA
565
DELISTED
Colonnade Acquisition Corp. II
CLAA
$2.01M 0.01%
200,000
– –
AONC
566
DELISTED
American Oncology Network, Inc. Class A Common Stock
AONC
$2.01M 0.01%
200,000
– –
FSNB
567
DELISTED
Fusion Acquisition Corp. II
FSNB
$2.01M 0.01%
200,000
– –
PTOC
568
DELISTED
Pine Technology Acquisition Corp. Class A Common Stock
PTOC
$2.01M 0.01%
200,000
– –
COCH icon
569
Envoy Medical
COCH
$57.6M
$2M 0.01%
200,000
– –
HOLX
570
PUT
DELISTED
Hologic
HOLX
$1.99M 0.01%
26,600
+3,700
+16% +$263K
BIDU icon
571
Baidu
BIDU
$35.5B
$1.99M 0.01%
17,375
-12,247
-41% -$1.25M
BLK icon
572
CALL
Blackrock
BLK
$183B
$1.98M 0.01%
2,800
+600
+27% +$401K
FCX icon
573
Freeport-McMoran
FCX
$93.6B
$1.98M 0.01%
52,040
-16,957
-25% -$593K
LUV icon
574
PUT
Southwest Airlines
LUV
$22B
$1.98M 0.01%
58,700
-3,700
-6% -$133K
LNC icon
575
PUT
Lincoln National
LNC
$8.67B
$1.98M 0.01%
64,300
+1,400
+2% +$55.6K
21 22
23
24 25

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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.