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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
AES icon
826
CALL
AES
AES
$10.5B
$877K 0.01%
30,500
+700
+2% +$18.9K
LIEN
827
Chicago Atlantic BDC
LIEN
$216M
$874K 0.01%
89,193
-594
-0.7% -$6.01K
PXD
828
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
$868K 0.01%
3,800
+1,400
+58% +$341K
XLB icon
829
State Street Materials Select Sector SPDR ETF
XLB
$8.57B
$865K 0.01%
+22,262
New +$855K
DXCM icon
830
CALL
DexCom
DXCM
$34.5B
$861K 0.01%
7,600
+2,100
+38% +$231K
HPQ icon
831
PUT
HP
HPQ
$28.6B
$852K 0.01%
31,700
-11,300
-26% -$313K
ETSY icon
832
PUT
Etsy
ETSY
$7.4B
$850K 0.01%
7,100
-18,300
-72% -$2.09M
ILMN icon
833
CALL
Illumina
ILMN
$29.1B
$849K 0.01%
4,318
+720
+20% +$149K
GRMN
834
CALL
Garmin
GRMN
$60.2B
$849K 0.01%
9,200
+200
+2% +$17.7K
CCJ icon
835
Cameco
CCJ
$42.6B
$848K 0.01%
+37,401
New +$880K
DHI icon
836
CALL
D.R. Horton
DHI
$41.9B
$847K 0.01%
9,500
+1,300
+16% +$104K
NDAQ icon
837
CALL
Nasdaq
NDAQ
$54.6B
$847K 0.01%
13,800
+1,200
+10% +$74.7K
BAX icon
838
PUT
Baxter International
BAX
$14B
$846K 0.01%
16,600
-69,900
-81% -$3.75M
MOS icon
839
CALL
The Mosaic Company
MOS
$6.92B
$838K 0.01%
19,100
+1,300
+7% +$64.4K
NDAQ icon
840
Nasdaq
NDAQ
$54.6B
$832K 0.01%
13,562
-3,357
-20% -$209K
NUE icon
841
CALL
Nucor
NUE
$61.8B
$830K 0.01%
6,300
-800
-11% -$109K
BALL icon
842
PUT
Ball Corp
BALL
$16.4B
$823K 0.01%
16,100
-29,400
-65% -$1.52M
TGT icon
843
Target
TGT
$70.6B
$817K 0.01%
5,485
-49,436
-90% -$7.76M
MTB icon
844
M&T Bank
MTB
$36.6B
$815K 0.01%
+5,615
New +$923K
A icon
845
Agilent Technologies
A
$42.2B
$808K 0.01%
5,397
-26,753
-83% -$3.82M
NICE icon
846
Nice
NICE
$6.17B
$808K 0.01%
4,200
– –
MACA
847
DELISTED
Moringa Acquisition Corp Class A Ordinary Shares
MACA
$806K 0.01%
80,000
– –
ECL icon
848
Ecolab
ECL
$77.4B
$802K 0.01%
5,509
-34,585
-86% -$5.08M
GEN icon
849
PUT
Gen Digital
GEN
$17.7B
$799K 0.01%
37,300
-20,400
-35% -$451K
OGN icon
850
PUT
Organon & Co
OGN
$3.6B
$799K 0.01%
28,600
+5,700
+25% +$146K
32 33
34
35 36

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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.