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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
KMI icon
901
CALL
Kinder Morgan
KMI
$71.4B
$638K ﹤0.01%
35,300
+4,300
+14% +$77.3K
FOXA icon
902
CALL
Fox Class A
FOXA
$27.5B
$638K ﹤0.01%
21,000
– –
LH icon
903
Labcorp
LH
$26.2B
$636K ﹤0.01%
3,144
-9,629
-75% -$1.88M
TSN icon
904
Tyson Foods
TSN
$19.8B
$636K ﹤0.01%
10,213
-18,694
-65% -$1.22M
BALL icon
905
CALL
Ball Corp
BALL
$16.4B
$634K ﹤0.01%
12,400
+2,300
+23% +$119K
CLX icon
906
CALL
Clorox
CLX
$12.9B
$631K ﹤0.01%
4,500
+500
+13% +$71K
DGX icon
907
CALL
Quest Diagnostics
DGX
$26.1B
$626K ﹤0.01%
4,000
+200
+5% +$28.7K
CCI icon
908
PUT
Crown Castle
CCI
$32.2B
$624K ﹤0.01%
4,600
-27,100
-85% -$3.66M
EA
909
CALL
DELISTED
Electronic Arts
EA
$623K ﹤0.01%
5,100
+400
+9% +$50.2K
NCLH icon
910
Norwegian Cruise Line
NCLH
$8.98B
$623K ﹤0.01%
50,902
-100,272
-66% -$1.51M
ETSY icon
911
CALL
Etsy
ETSY
$7.4B
$623K ﹤0.01%
5,200
+600
+13% +$68.7K
DXCM icon
912
DexCom
DXCM
$34.5B
$622K ﹤0.01%
5,494
-16,869
-75% -$1.85M
VLO icon
913
CALL
Valero Energy
VLO
$98.7B
$622K ﹤0.01%
4,900
-26,200
-84% -$3.29M
ROK icon
914
PUT
Rockwell Automation
ROK
$49.5B
$618K ﹤0.01%
2,400
-25,700
-91% -$6.45M
HON icon
915
Honeywell
HON
$74.2B
$616K ﹤0.01%
3,051
-13,815
-82% -$2.64M
WY icon
916
CALL
Weyerhaeuser
WY
$17.9B
$608K ﹤0.01%
19,600
+700
+4% +$21.7K
HIG icon
917
CALL
Hartford Financial Services
HIG
$37.8B
$607K ﹤0.01%
8,000
+1,700
+27% +$122K
TFC icon
918
Truist Financial
TFC
$64.7B
$603K ﹤0.01%
14,022
-29,219
-68% -$1.28M
NRG icon
919
PUT
NRG Energy
NRG
$25.2B
$601K ﹤0.01%
18,900
+2,000
+12% +$79.1K
PTON icon
920
CALL
Peloton Interactive
PTON
$2.44B
$596K ﹤0.01%
75,000
– –
SEDG icon
921
CALL
SolarEdge
SEDG
$1.98B
$595K ﹤0.01%
2,100
– –
TER icon
922
CALL
Teradyne
TER
$64.2B
$594K ﹤0.01%
6,800
+600
+10% +$51.4K
BBY icon
923
CALL
Best Buy
BBY
$18B
$594K ﹤0.01%
7,400
+1,000
+16% +$73.6K
HPQ icon
924
CALL
HP
HPQ
$28.6B
$588K ﹤0.01%
21,900
+2,500
+13% +$69.2K
ADTN icon
925
Adtran
ADTN
$658M
$572K ﹤0.01%
+30,468
New +$612K
35 36
37
38 39

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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.