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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
AMT icon
601
American Tower
AMT
$81.2B
$1.79M 0.01%
8,446
-876
-9% -$182K
WST icon
602
CALL
West Pharmaceutical
WST
$24.4B
$1.79M 0.01%
+7,600
New +$1.8M
JBHT icon
603
PUT
JB Hunt Transport Services
JBHT
$26.5B
$1.78M 0.01%
10,200
– –
MSI icon
604
CALL
Motorola Solutions
MSI
$77B
$1.78M 0.01%
6,900
– –
FANG icon
605
PUT
Diamondback Energy
FANG
$55.9B
$1.75M 0.01%
12,800
+300
+2% +$43.8K
HST icon
606
PUT
Host Hotels & Resorts
HST
$15.6B
$1.75M 0.01%
109,000
+9,000
+9% +$157K
WY icon
607
Weyerhaeuser
WY
$17.9B
$1.73M 0.01%
55,874
-119,343
-68% -$3.7M
CNK icon
608
PUT
Cinemark Holdings
CNK
$4.37B
$1.73M 0.01%
200,000
– –
KMB icon
609
CALL
Kimberly-Clark
KMB
$36.8B
$1.72M 0.01%
12,700
+300
+2% +$38.1K
PPL
610
CALL
PPL Corp
PPL
$26.8B
$1.72M 0.01%
59,000
+8,000
+16% +$220K
LEN icon
611
Lennar Class A
LEN
$21.1B
$1.72M 0.01%
19,619
-8,753
-31% -$709K
KEYS icon
612
Keysight
KEYS
$60.5B
$1.72M 0.01%
10,044
-1,161
-10% -$198K
SBNY
613
CALL
DELISTED
Signature Bank
SBNY
$1.72M 0.01%
14,900
+14,100
+1,763% +$1.94M
ORCL icon
614
CALL
Oracle
ORCL
$450B
$1.7M 0.01%
20,800
+6,000
+41% +$456K
MCO icon
615
PUT
Moody's
MCO
$84.6B
$1.7M 0.01%
6,100
-24,300
-80% -$6.65M
DVN icon
616
PUT
Devon Energy
DVN
$48.8B
$1.7M 0.01%
27,600
+11,300
+69% +$770K
BIIB icon
617
CALL
Biogen
BIIB
$31.1B
$1.69M 0.01%
6,100
+100
+2% +$28.2K
TSCO icon
618
PUT
Tractor Supply
TSCO
$18.8B
$1.69M 0.01%
37,500
+1,500
+4% +$63.7K
RCL icon
619
PUT
Royal Caribbean
RCL
$82.9B
$1.68M 0.01%
33,900
-44,900
-57% -$2.35M
BKR icon
620
CALL
Baker Hughes
BKR
$63B
$1.66M 0.01%
56,200
+800
+1% +$22.1K
DISA
621
DELISTED
Disruptive Acquisition Corporation I Class A Ordinary Shares
DISA
$1.65M 0.01%
164,000
– –
HAL icon
622
CALL
Halliburton
HAL
$27.4B
$1.65M 0.01%
42,000
+5,700
+16% +$202K
GIS icon
623
CALL
General Mills
GIS
$20.8B
$1.64M 0.01%
19,600
+3,500
+22% +$285K
QCOM icon
624
CALL
Qualcomm
QCOM
$173B
$1.64M 0.01%
14,900
+2,200
+17% +$257K
HLT icon
625
CALL
Hilton Worldwide
HLT
$72.2B
$1.63M 0.01%
12,900
+1,100
+9% +$145K
23 24
25
26 27

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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.