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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
YUM icon
1051
Yum! Brands
YUM
$41.2B
$316K ﹤0.01%
2,467
-13,276
-84% -$1.61M
ANSS
1052
PUT
DELISTED
Ansys
ANSS
$314K ﹤0.01%
1,300
-1,100
-46% -$256K
MGM icon
1053
CALL
MGM Resorts International
MGM
$11.1B
$312K ﹤0.01%
9,300
+1,700
+22% +$58.9K
WHR icon
1054
PUT
Whirlpool
WHR
$2.79B
$311K ﹤0.01%
2,200
-11,700
-84% -$1.66M
EFX icon
1055
PUT
Equifax
EFX
$21.8B
$311K ﹤0.01%
1,600
-29,200
-95% -$5.34M
PAYC icon
1056
CALL
Paycom
PAYC
$10.1B
$310K ﹤0.01%
1,000
– –
UHS icon
1057
PUT
Universal Health Services
UHS
$10.1B
$310K ﹤0.01%
2,200
-16,200
-88% -$1.91M
EIX icon
1058
Edison International
EIX
$27.2B
$310K ﹤0.01%
4,866
-3,790
-44% -$233K
DVN icon
1059
CALL
Devon Energy
DVN
$48.8B
$308K ﹤0.01%
5,000
-9,300
-65% -$634K
TER icon
1060
PUT
Teradyne
TER
$64.2B
$306K ﹤0.01%
3,500
-29,600
-89% -$2.54M
LVS icon
1061
CALL
Las Vegas Sands
LVS
$29.6B
$303K ﹤0.01%
6,300
+1,100
+21% +$46.7K
TPR icon
1062
CALL
Tapestry
TPR
$25.9B
$301K ﹤0.01%
7,900
+500
+7% +$17.1K
EVRG icon
1063
Evergy
EVRG
$19.3B
$300K ﹤0.01%
4,769
+1,510
+46% +$90.7K
TSN icon
1064
CALL
Tyson Foods
TSN
$19.8B
$299K ﹤0.01%
4,800
+400
+9% +$26K
BAX icon
1065
Baxter International
BAX
$14B
$296K ﹤0.01%
5,816
-58,947
-91% -$3.17M
COF icon
1066
Capital One
COF
$137B
$293K ﹤0.01%
3,153
-56,839
-95% -$5.59M
ETSY icon
1067
Etsy
ETSY
$7.4B
$288K ﹤0.01%
2,408
+2,245
+1,377% +$257K
KR icon
1068
Kroger
KR
$35.1B
$288K ﹤0.01%
+6,468
New +$297K
CINF icon
1069
PUT
Cincinnati Financial
CINF
$26.5B
$287K ﹤0.01%
+2,800
New +$288K
RF icon
1070
Regions Financial
RF
$27B
$285K ﹤0.01%
13,210
+4,108
+45% +$89.1K
GILD icon
1071
CALL
Gilead Sciences
GILD
$171B
$283K ﹤0.01%
3,300
-14,500
-81% -$1.15M
NRG icon
1072
NRG Energy
NRG
$25.2B
$282K ﹤0.01%
+8,859
New +$350K
ON icon
1073
CALL
ON Semiconductor
ON
$31.8B
$281K ﹤0.01%
4,500
+1,200
+36% +$80K
SBAC icon
1074
PUT
SBA Communications
SBAC
$19.8B
$280K ﹤0.01%
1,000
-1,900
-66% -$529K
ATO icon
1075
PUT
Atmos Energy
ATO
$28.7B
$280K ﹤0.01%
2,500
– –
41 42
43
44 45

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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.