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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
DOW icon
1001
Dow Inc
DOW
$21.9B
$445K ﹤0.01%
8,826
+2,940
+50% +$144K
TAP icon
1002
CALL
Molson Coors Class B
TAP
$7.85B
$443K ﹤0.01%
8,600
+400
+5% +$20.5K
MLM icon
1003
PUT
Martin Marietta Materials
MLM
$32.7B
$439K ﹤0.01%
1,300
-1,600
-55% -$546K
MDY icon
1004
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.3B
$435K ﹤0.01%
983
-1,418
-59% -$627K
NIO icon
1005
CALL
NIO
NIO
$11.3B
$435K ﹤0.01%
+44,600
New +$514K
MCO icon
1006
Moody's
MCO
$84.6B
$434K ﹤0.01%
1,559
-23,140
-94% -$6.33M
CAG icon
1007
CALL
Conagra Brands
CAG
$7.39B
$433K ﹤0.01%
11,200
+700
+7% +$25.4K
COP icon
1008
CALL
ConocoPhillips
COP
$150B
$425K ﹤0.01%
3,600
-2,100
-37% -$255K
CTSH icon
1009
Cognizant
CTSH
$26.7B
$424K ﹤0.01%
7,414
-28,000
-79% -$1.64M
EBAY icon
1010
PUT
eBay
EBAY
$46.5B
$423K ﹤0.01%
10,200
-75,900
-88% -$3.14M
DRI icon
1011
CALL
Darden Restaurants
DRI
$25.4B
$415K ﹤0.01%
3,000
+800
+36% +$112K
RSG icon
1012
PUT
Republic Services
RSG
$65.9B
$413K ﹤0.01%
3,200
– –
ALK icon
1013
PUT
Alaska Air
ALK
$5.3B
$412K ﹤0.01%
9,600
-2,600
-21% -$115K
HOLX
1014
CALL
DELISTED
Hologic
HOLX
$411K ﹤0.01%
5,500
+1,300
+31% +$92.6K
LW icon
1015
CALL
Lamb Weston
LW
$7.39B
$411K ﹤0.01%
4,600
+200
+5% +$17K
QRVO icon
1016
CALL
Qorvo
QRVO
$8.68B
$408K ﹤0.01%
4,500
– –
AVB icon
1017
PUT
AvalonBay Communities
AVB
$26.3B
$404K ﹤0.01%
2,500
-700
-22% -$119K
ES icon
1018
PUT
Eversource Energy
ES
$27.2B
$402K ﹤0.01%
4,800
– –
FZT
1019
DELISTED
FAST Acquisition Corp. II
FZT
$400K ﹤0.01%
40,000
– –
HRL icon
1020
CALL
Hormel Foods
HRL
$13.4B
$396K ﹤0.01%
8,700
+700
+9% +$32.6K
RMD icon
1021
PUT
ResMed
RMD
$32.9B
$395K ﹤0.01%
1,900
-18,200
-91% -$4M
XBI icon
1022
State Street SPDR S&P Biotech ETF
XBI
$10.3B
$394K ﹤0.01%
+4,746
New +$384K
STZ icon
1023
Constellation Brands
STZ
$23.3B
$383K ﹤0.01%
+1,653
New +$396K
CPB icon
1024
CALL
Campbell Soup
CPB
$6.94B
$375K ﹤0.01%
6,600
+100
+2% +$5.25K
HAS icon
1025
CALL
Hasbro
HAS
$13.6B
$372K ﹤0.01%
6,100
+500
+9% +$31.2K
39 40
41
42 43

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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.