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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
FIS icon
926
PUT
Fidelity National Information Services
FIS
$22.8B
$570K ﹤0.01%
8,400
-125,900
-94% -$8.94M
HZNP
927
CALL
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$569K ﹤0.01%
+5,000
New +$415K
YUMC icon
928
CALL
Yum China
YUMC
$16.2B
$568K ﹤0.01%
10,400
-4,400
-30% -$224K
PAYC icon
929
PUT
Paycom
PAYC
$10.1B
$559K ﹤0.01%
1,800
– –
CHD icon
930
CALL
Church & Dwight Co
CHD
$24B
$556K ﹤0.01%
6,900
– –
DGX icon
931
Quest Diagnostics
DGX
$26.1B
$553K ﹤0.01%
3,533
-9,160
-72% -$1.32M
EBAY icon
932
CALL
eBay
EBAY
$46.5B
$547K ﹤0.01%
13,200
+500
+4% +$20.7K
MRSH
933
PUT
Marsh
MRSH
$90B
$546K ﹤0.01%
3,300
– –
WELL icon
934
CALL
Welltower
WELL
$169B
$544K ﹤0.01%
8,300
+600
+8% +$38.6K
GAP
935
PUT
The Gap Inc
GAP
$7.34B
$534K ﹤0.01%
47,300
– –
URI icon
936
CALL
United Rentals
URI
$69.7B
$533K ﹤0.01%
1,500
– –
F icon
937
Ford
F
$55.4B
$533K ﹤0.01%
45,819
-390,831
-90% -$5.02M
XYL icon
938
PUT
Xylem
XYL
$28.1B
$531K ﹤0.01%
4,800
– –
F icon
939
PUT
Ford
F
$55.4B
$530K ﹤0.01%
45,600
-489,900
-91% -$6.29M
COF icon
940
PUT
Capital One
COF
$137B
$530K ﹤0.01%
5,700
-67,700
-92% -$6.66M
PVH icon
941
CALL
PVH
PVH
$3.77B
$529K ﹤0.01%
7,500
– –
LRCX icon
942
Lam Research
LRCX
$422B
$527K ﹤0.01%
12,540
-71,300
-85% -$2.98M
GAP
943
The Gap Inc
GAP
$7.34B
$524K ﹤0.01%
46,435
+1,087
+2% +$13K
ADSK icon
944
CALL
Autodesk
ADSK
$54.5B
$523K ﹤0.01%
2,800
+500
+22% +$100K
MCAA
945
DELISTED
Mountain & Co. I Acquisition Corp. Class A Ordinary Shares
MCAA
$519K ﹤0.01%
50,000
– –
TOAC
946
DELISTED
Talon 1 Acquisition Corp. Class A Ordinary Shares
TOAC
$519K ﹤0.01%
50,000
– –
DFS
947
CALL
DELISTED
Discover Financial Services
DFS
$518K ﹤0.01%
5,300
+300
+6% +$30.2K
TGR
948
DELISTED
Kimbell Tiger Acquisition Corporation
TGR
$515K ﹤0.01%
50,000
– –
RRAC
949
DELISTED
Rigel Resource Acquisition Corp.
RRAC
$515K ﹤0.01%
50,000
– –
NCAC
950
DELISTED
Newcourt Acquisition Corp Class A Ordinary Share
NCAC
$514K ﹤0.01%
50,000
– –
36 37
38
39 40

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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.