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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
OMC icon
576
PUT
Omnicom Group
OMC
$24.2B
$1.97M 0.01%
24,100
– –
CDZI icon
577
Cadiz
CDZI
$295M
$1.96M 0.01%
+783,926
New +$1.63M
CFG icon
578
PUT
Citizens Financial Group
CFG
$31.2B
$1.95M 0.01%
49,500
-40,000
-45% -$1.56M
UAL icon
579
PUT
United Airlines
UAL
$41B
$1.93M 0.01%
51,200
+1,300
+3% +$52.8K
MGM icon
580
MGM Resorts International
MGM
$11.1B
$1.92M 0.01%
57,392
-19,412
-25% -$672K
ADM icon
581
CALL
Archer Daniels Midland
ADM
$38.6B
$1.92M 0.01%
20,700
+600
+3% +$55.4K
CBOE icon
582
PUT
Cboe Global Markets
CBOE
$30.6B
$1.92M 0.01%
15,300
+1,000
+7% +$123K
NEM icon
583
CALL
Newmont
NEM
$120B
$1.9M 0.01%
40,300
+3,600
+10% +$161K
CPB icon
584
PUT
Campbell Soup
CPB
$6.94B
$1.9M 0.01%
33,500
+2,100
+7% +$110K
WM icon
585
CALL
Waste Management
WM
$89.6B
$1.9M 0.01%
12,100
+2,300
+23% +$370K
PSX icon
586
CALL
Phillips 66
PSX
$92.8B
$1.88M 0.01%
18,100
-7,500
-29% -$767K
CSX icon
587
CALL
CSX Corp
CSX
$92.9B
$1.88M 0.01%
60,700
+1,200
+2% +$36.1K
ISRG icon
588
Intuitive Surgical
ISRG
$142B
$1.87M 0.01%
7,053
-11,977
-63% -$2.92M
KEYS icon
589
CALL
Keysight
KEYS
$60.5B
$1.86M 0.01%
10,900
– –
NOW icon
590
CALL
ServiceNow
NOW
$132B
$1.86M 0.01%
24,000
+1,500
+7% +$117K
BABA icon
591
CALL
Alibaba
BABA
$293B
$1.85M 0.01%
+21,000
New +$1.66M
AGAC
592
DELISTED
African Gold Acquisition Corp
AGAC
$1.85M 0.01%
184,010
– –
CARR icon
593
Carrier Global
CARR
$52.2B
$1.84M 0.01%
44,724
-25,875
-37% -$1.05M
HBAN icon
594
Huntington Bancshares
HBAN
$35.9B
$1.84M 0.01%
130,838
+987
+0.8% +$14.3K
AEP icon
595
CALL
American Electric Power
AEP
$68.3B
$1.83M 0.01%
19,300
+1,600
+9% +$146K
DFS
596
PUT
DELISTED
Discover Financial Services
DFS
$1.82M 0.01%
18,600
-10,000
-35% -$1.01M
ANET icon
597
Arista Networks
ANET
$257B
$1.81M 0.01%
59,688
+1,904
+3% +$58.6K
JCI icon
598
PUT
Johnson Controls International
JCI
$91.7B
$1.8M 0.01%
28,200
-8,900
-24% -$544K
CME icon
599
CME Group
CME
$96.1B
$1.8M 0.01%
10,696
-14,091
-57% -$2.45M
NEM icon
600
PUT
Newmont
NEM
$120B
$1.79M 0.01%
38,000
+4,000
+12% +$179K
22 23
24
25 26

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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.