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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
BYND icon
1026
PUT
Beyond Meat
BYND
$210M
$369K ﹤0.01%
30,000
– –
IDXX icon
1027
PUT
Idexx Laboratories
IDXX
$44.7B
$367K ﹤0.01%
900
-9,000
-91% -$3.49M
PVH icon
1028
PUT
PVH
PVH
$3.77B
$367K ﹤0.01%
5,200
-4,200
-45% -$250K
TPR icon
1029
Tapestry
TPR
$25.9B
$366K ﹤0.01%
9,603
-8,323
-46% -$285K
MET icon
1030
MetLife
MET
$61.9B
$362K ﹤0.01%
+4,997
New +$358K
HAIA
1031
DELISTED
Healthcare AI Acquisition Corp. Class A Ordinary Shares
HAIA
$359K ﹤0.01%
35,000
– –
WM icon
1032
Waste Management
WM
$89.6B
$358K ﹤0.01%
+2,281
New +$367K
HRL icon
1033
Hormel Foods
HRL
$13.4B
$355K ﹤0.01%
7,804
+4,992
+178% +$232K
GEN icon
1034
Gen Digital
GEN
$17.7B
$355K ﹤0.01%
16,573
-7,586
-31% -$168K
IVZ icon
1035
CALL
Invesco
IVZ
$14.3B
$354K ﹤0.01%
19,700
+400
+2% +$6.84K
OGN icon
1036
CALL
Organon & Co
OGN
$3.6B
$352K ﹤0.01%
12,600
+200
+2% +$5.11K
EXPE icon
1037
PUT
Expedia Group
EXPE
$39.4B
$350K ﹤0.01%
4,000
-27,300
-87% -$2.58M
UAL icon
1038
CALL
United Airlines
UAL
$41B
$343K ﹤0.01%
9,100
+200
+2% +$8.12K
LYV icon
1039
PUT
Live Nation Entertainment
LYV
$43.3B
$342K ﹤0.01%
4,900
-19,600
-80% -$1.45M
WTW icon
1040
Willis Towers Watson
WTW
$31B
$340K ﹤0.01%
1,392
-14,382
-91% -$3.29M
HOUS
1041
DELISTED
Anywhere Real Estate
HOUS
$339K ﹤0.01%
53,100
– –
LLY icon
1042
Eli Lilly
LLY
$1.08T
$339K ﹤0.01%
+926
New +$328K
APTV icon
1043
Aptiv
APTV
$10.2B
$338K ﹤0.01%
3,628
-5,462
-60% -$519K
FTNT icon
1044
CALL
Fortinet
FTNT
$121B
$337K ﹤0.01%
6,900
+1,500
+28% +$78.2K
AFTR
1045
DELISTED
AfterNext HealthTech Acquisition Corp
AFTR
$333K ﹤0.01%
33,188
– –
JNPR
1046
DELISTED
Juniper Networks
JNPR
$331K ﹤0.01%
10,367
-3,721
-26% -$113K
DLR icon
1047
CALL
Digital Realty Trust
DLR
$73.1B
$331K ﹤0.01%
3,300
+1,500
+83% +$153K
SWK icon
1048
PUT
Stanley Black & Decker
SWK
$15.4B
$331K ﹤0.01%
4,400
-44,600
-91% -$3.48M
MMM icon
1049
3M
MMM
$94.2B
$322K ﹤0.01%
3,215
-82,808
-96% -$8.44M
APH icon
1050
PUT
Amphenol
APH
$204B
$320K ﹤0.01%
8,400
– –
40 41
42
43 44

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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.