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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
NCLH icon
876
PUT
Norwegian Cruise Line
NCLH
$8.98B
$705K 0.01%
57,600
-172,300
-75% -$2.59M
PAYX icon
877
CALL
Paychex
PAYX
$44.6B
$705K 0.01%
6,100
+800
+15% +$93.6K
ATAQ
878
DELISTED
Altimar Acquisition Corp III
ATAQ
$705K 0.01%
70,000
– –
SYY icon
879
CALL
Sysco
SYY
$40B
$703K 0.01%
9,200
– –
FDX icon
880
FedEx
FDX
$80.3B
$693K 0.01%
4,000
-2,887
-42% -$480K
CTSH icon
881
PUT
Cognizant
CTSH
$26.7B
$692K 0.01%
12,100
-40,700
-77% -$2.39M
APA icon
882
CALL
APA Corp
APA
$14B
$691K 0.01%
14,800
+800
+6% +$35.8K
FFIV icon
883
CALL
F5
FFIV
$23.6B
$689K 0.01%
4,800
+100
+2% +$14.6K
EW icon
884
Edwards Lifesciences
EW
$53.4B
$686K 0.01%
9,188
-41,513
-82% -$3.2M
LYB icon
885
CALL
LyondellBasell Industries
LYB
$20.2B
$681K 0.01%
8,200
+2,600
+46% +$213K
CHRW icon
886
PUT
C.H. Robinson
CHRW
$17.5B
$678K ﹤0.01%
7,400
-1,200
-14% -$114K
TTWO icon
887
Take-Two Interactive
TTWO
$45.2B
$676K ﹤0.01%
6,491
+193
+3% +$20.9K
WYNN icon
888
Wynn Resorts
WYNN
$10.5B
$675K ﹤0.01%
8,188
-10,275
-56% -$752K
PARA
889
PUT
DELISTED
Paramount Global Class B
PARA
$670K ﹤0.01%
39,700
-211,700
-84% -$3.89M
CHTR icon
890
Charter Communications
CHTR
$18.7B
$670K ﹤0.01%
1,976
+1,702
+621% +$598K
PHM icon
891
Pultegroup
PHM
$24.9B
$666K ﹤0.01%
14,636
-5,915
-29% -$249K
CLX icon
892
Clorox
CLX
$12.9B
$665K ﹤0.01%
4,741
-6,017
-56% -$854K
DLR icon
893
PUT
Digital Realty Trust
DLR
$73.1B
$662K ﹤0.01%
6,600
+1,700
+35% +$173K
BBWI icon
894
CALL
Bath & Body Works
BBWI
$3.76B
$662K ﹤0.01%
15,700
+1,100
+8% +$41K
NXPI icon
895
NXP Semiconductors
NXPI
$58.5B
$661K ﹤0.01%
4,182
-6,666
-61% -$1.06M
FDX icon
896
CALL
FedEx
FDX
$80.3B
$658K ﹤0.01%
3,800
+600
+19% +$99.7K
AKAM icon
897
CALL
Akamai
AKAM
$18B
$658K ﹤0.01%
7,800
– –
HBAN icon
898
CALL
Huntington Bancshares
HBAN
$35.9B
$656K ﹤0.01%
46,500
– –
CHD icon
899
PUT
Church & Dwight Co
CHD
$24B
$645K ﹤0.01%
8,000
-13,700
-63% -$1.05M
VTRS icon
900
CALL
Viatris
VTRS
$18.4B
$639K ﹤0.01%
57,400
– –
34 35
36
37 38

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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.