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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
CLX icon
676
PUT
Clorox
CLX
$12.9B
$1.39M 0.01%
9,900
-7,900
-44% -$1.12M
XOM icon
677
ExxonMobil
XOM
$652B
$1.39M 0.01%
+12,569
New +$1.35M
COUP
678
CALL
DELISTED
Coupa Software Incorporated
COUP
$1.39M 0.01%
+17,500
New +$1.05M
ADSK icon
679
Autodesk
ADSK
$54.5B
$1.38M 0.01%
7,397
+418
+6% +$83.9K
ENPH icon
680
CALL
Enphase Energy
ENPH
$5.39B
$1.38M 0.01%
5,200
– –
CNC icon
681
CALL
Centene
CNC
$32.6B
$1.37M 0.01%
16,700
+1,100
+7% +$89.9K
EOCW
682
DELISTED
Elliott Opportunity II Corp.
EOCW
$1.36M 0.01%
135,000
– –
CFG icon
683
Citizens Financial Group
CFG
$31.2B
$1.35M 0.01%
34,354
-33,507
-49% -$1.31M
AAL icon
684
American Airlines Group
AAL
$9.97B
$1.35M 0.01%
106,204
+25,505
+32% +$346K
MCHP icon
685
CALL
Microchip Technology
MCHP
$42.2B
$1.35M 0.01%
19,200
+2,100
+12% +$145K
EXC icon
686
CALL
Exelon
EXC
$47B
$1.35M 0.01%
31,200
+2,600
+9% +$103K
GPN icon
687
CALL
Global Payments
GPN
$25.1B
$1.33M 0.01%
13,400
+2,100
+19% +$219K
CDNS icon
688
Cadence Design Systems
CDNS
$89.2B
$1.33M 0.01%
+8,284
New +$1.32M
CPRT icon
689
CALL
Copart
CPRT
$27.2B
$1.33M 0.01%
43,600
+3,200
+8% +$95.8K
GM icon
690
CALL
General Motors
GM
$75.8B
$1.32M 0.01%
39,200
+1,200
+3% +$44.3K
ULTA icon
691
PUT
Ulta Beauty
ULTA
$22.2B
$1.31M 0.01%
2,800
– –
APTV icon
692
CALL
Aptiv
APTV
$10.2B
$1.31M 0.01%
14,100
– –
GLW icon
693
Corning
GLW
$137B
$1.31M 0.01%
41,029
-29,639
-42% -$961K
LIN icon
694
Linde
LIN
$220B
$1.31M 0.01%
4,004
-24,362
-86% -$7.64M
JNPR
695
PUT
DELISTED
Juniper Networks
JNPR
$1.3M 0.01%
40,800
+8,800
+28% +$266K
IVZ icon
696
Invesco
IVZ
$14.3B
$1.3M 0.01%
72,445
-909
-1% -$15.5K
PHM icon
697
PUT
Pultegroup
PHM
$24.9B
$1.3M 0.01%
28,600
-4,300
-13% -$181K
FANG icon
698
CALL
Diamondback Energy
FANG
$55.9B
$1.3M 0.01%
9,500
– –
EW icon
699
PUT
Edwards Lifesciences
EW
$53.4B
$1.3M 0.01%
17,400
-69,400
-80% -$5.35M
BBWI icon
700
PUT
Bath & Body Works
BBWI
$3.76B
$1.3M 0.01%
30,800
-43,600
-59% -$1.63M
26 27
28
29 30

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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.