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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
MRO
651
CALL
DELISTED
Marathon Oil Corporation
MRO
$1.52M 0.01%
56,200
+3,000
+6% +$87K
DXC icon
652
PUT
DXC Technology
DXC
$1.79B
$1.52M 0.01%
57,400
-100
-0.2% -$2.78K
MU icon
653
CALL
Micron Technology
MU
$1.07T
$1.52M 0.01%
30,400
+5,600
+23% +$306K
VBOC
654
DELISTED
Viscogliosi Brothers Acquisition Corp Common Stock
VBOC
$1.52M 0.01%
150,000
– –
REGN icon
655
CALL
Regeneron Pharmaceuticals
REGN
$83B
$1.52M 0.01%
2,100
– –
TRCA
656
DELISTED
Twin Ridge Capital Acquisition Corp.
TRCA
$1.51M 0.01%
150,000
– –
GPN icon
657
Global Payments
GPN
$25.1B
$1.5M 0.01%
15,100
-9,460
-39% -$986K
MIT
658
DELISTED
Mason Industrial Technology, Inc.
MIT
$1.5M 0.01%
150,000
– –
NTAP icon
659
CALL
NetApp
NTAP
$40.2B
$1.5M 0.01%
24,900
+900
+4% +$59.7K
IRM icon
660
PUT
Iron Mountain
IRM
$37.7B
$1.49M 0.01%
29,800
+1,600
+6% +$80.8K
SYF icon
661
CALL
Synchrony
SYF
$26.1B
$1.48M 0.01%
44,900
+1,200
+3% +$41.1K
MRO
662
PUT
DELISTED
Marathon Oil Corporation
MRO
$1.47M 0.01%
54,200
+20,400
+60% +$592K
YUM icon
663
CALL
Yum! Brands
YUM
$41.2B
$1.45M 0.01%
11,300
+3,100
+38% +$375K
RF icon
664
PUT
Regions Financial
RF
$27B
$1.44M 0.01%
66,700
-3,100
-4% -$67.2K
GM icon
665
PUT
General Motors
GM
$75.8B
$1.43M 0.01%
42,600
-110,700
-72% -$4.09M
FOXA icon
666
Fox Class A
FOXA
$27.5B
$1.43M 0.01%
46,950
+12,549
+36% +$383K
OTIS icon
667
CALL
Otis Worldwide
OTIS
$27.8B
$1.43M 0.01%
18,200
+1,100
+6% +$81.2K
MO icon
668
Altria Group
MO
$109B
$1.42M 0.01%
31,152
+535
+2% +$24.2K
WBD icon
669
Warner Bros
WBD
$69.6B
$1.42M 0.01%
149,744
-7,360
-5% -$83.1K
RCL icon
670
Royal Caribbean
RCL
$82.9B
$1.41M 0.01%
28,623
-38,444
-57% -$2.02M
JWN
671
DELISTED
Nordstrom
JWN
$1.41M 0.01%
87,595
+26,156
+43% +$501K
EVRG icon
672
PUT
Evergy
EVRG
$19.3B
$1.41M 0.01%
22,400
– –
LVS icon
673
PUT
Las Vegas Sands
LVS
$29.6B
$1.41M 0.01%
29,300
+10,500
+56% +$446K
AMD icon
674
PUT
Advanced Micro Devices
AMD
$789B
$1.41M 0.01%
21,700
+3,200
+17% +$211K
LEN icon
675
CALL
Lennar Class A
LEN
$21.1B
$1.4M 0.01%
16,012
+1,343
+9% +$109K
25 26
27
28 29

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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.