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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
MTB icon
851
CALL
M&T Bank
MTB
$36.6B
$798K 0.01%
5,500
– –
MAR icon
852
Marriott International
MAR
$91.9B
$797K 0.01%
5,355
-1,423
-21% -$219K
CHRW icon
853
CALL
C.H. Robinson
CHRW
$17.5B
$797K 0.01%
8,700
+300
+4% +$28.6K
CZR icon
854
CALL
Caesars Entertainment
CZR
$6.04B
$795K 0.01%
19,100
+400
+2% +$17.8K
BBWI icon
855
Bath & Body Works
BBWI
$3.76B
$788K 0.01%
18,688
-44,862
-71% -$1.67M
GE icon
856
CALL
GE Aerospace
GE
$374B
$779K 0.01%
14,927
+2,728
+22% +$134K
TROW icon
857
PUT
T. Rowe Price
TROW
$23.7B
$774K 0.01%
7,100
-29,800
-81% -$3.37M
ENTF
858
DELISTED
Enterprise 4.0 Technology Acquisition Corp. Class A Ordinary Shares
ENTF
$771K 0.01%
75,000
– –
NEM icon
859
Newmont
NEM
$120B
$770K 0.01%
16,324
+12,221
+298% +$546K
ODFL icon
860
PUT
Old Dominion Freight Line
ODFL
$44.7B
$766K 0.01%
5,400
+1,000
+23% +$142K
DISH
861
PUT
DELISTED
DISH Network Corp.
DISH
$758K 0.01%
54,000
-31,700
-37% -$468K
KMB icon
862
Kimberly-Clark
KMB
$36.8B
$755K 0.01%
5,564
-13,202
-70% -$1.68M
ON icon
863
PUT
ON Semiconductor
ON
$31.8B
$755K 0.01%
12,100
+5,400
+81% +$360K
SDAC
864
DELISTED
Sustainable Development Acquisition I Corp. Class A Common Stock
SDAC
$755K 0.01%
75,000
– –
FTPA
865
DELISTED
FTAC Parnassus Acquisition Corp. Class A Common Stock
FTPA
$752K 0.01%
75,000
– –
VTRS icon
866
Viatris
VTRS
$18.4B
$752K 0.01%
67,573
-10,874
-14% -$114K
DOW icon
867
CALL
Dow Inc
DOW
$21.9B
$751K 0.01%
14,900
+1,700
+13% +$83K
WEC icon
868
PUT
WEC Energy
WEC
$35.9B
$741K 0.01%
7,900
– –
LDTC
869
DELISTED
LeddarTech
LDTC
$736K 0.01%
148,030
– –
PHM icon
870
CALL
Pultegroup
PHM
$24.9B
$733K 0.01%
16,100
+700
+5% +$29.5K
LH icon
871
CALL
Labcorp
LH
$26.2B
$730K 0.01%
3,608
+465
+15% +$90.9K
KHC icon
872
CALL
Kraft Heinz
KHC
$30.1B
$729K 0.01%
17,900
+400
+2% +$15.2K
FAST icon
873
Fastenal
FAST
$58.9B
$721K 0.01%
30,484
+8,856
+41% +$217K
AHRN
874
DELISTED
Ahren Acquisition Corp
AHRN
$716K 0.01%
70,000
– –
VTR icon
875
CALL
Ventas
VTR
$46.3B
$712K 0.01%
15,800
+1,200
+8% +$50.6K
33 34
35
36 37

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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.