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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
WHR icon
1101
CALL
Whirlpool
WHR
$2.79B
$255K ﹤0.01%
1,800
– –
SBNY
1102
PUT
DELISTED
Signature Bank
SBNY
$253K ﹤0.01%
2,200
-700
-24% -$96.2K
IP icon
1103
CALL
International Paper
IP
$21.8B
$253K ﹤0.01%
7,300
+1,700
+30% +$58.8K
HERA
1104
DELISTED
FTAC Hera Acquisition Corp. Class A Ordinary Shares
HERA
$253K ﹤0.01%
25,000
– –
EFX icon
1105
CALL
Equifax
EFX
$21.8B
$253K ﹤0.01%
1,300
-7,900
-86% -$1.44M
FTEV
1106
DELISTED
FinTech Evolution Acquisition Group
FTEV
$253K ﹤0.01%
25,000
– –
QDRO
1107
DELISTED
Quadro Acquisition One Corp. Class A Ordinary Shares
QDRO
$252K ﹤0.01%
25,000
– –
IBER
1108
DELISTED
Ibere Pharmaceuticals
IBER
$252K ﹤0.01%
25,000
– –
SKYA
1109
DELISTED
Skydeck Acquisition Corp. Class A Ordinary Shares
SKYA
$252K ﹤0.01%
25,000
– –
JUGG
1110
DELISTED
Jaws Juggernaut Acquisition Corporation Class A Ordinary Share
JUGG
$251K ﹤0.01%
25,000
– –
AAP icon
1111
CALL
Advance Auto Parts
AAP
$3.46B
$250K ﹤0.01%
1,700
– –
KVSC
1112
DELISTED
Khosla Ventures Acquisition Co. III Class A Common Stock
KVSC
$249K ﹤0.01%
25,000
– –
KEY icon
1113
CALL
KeyCorp
KEY
$24.6B
$247K ﹤0.01%
14,200
– –
MCK icon
1114
McKesson
MCK
$99.9B
$245K ﹤0.01%
+653
New +$244K
GRMN
1115
Garmin
GRMN
$60.2B
$243K ﹤0.01%
2,634
-28,026
-91% -$2.48M
MTCH icon
1116
PUT
Match Group
MTCH
$8.56B
$241K ﹤0.01%
5,800
+900
+18% +$40.7K
WDC icon
1117
PUT
Western Digital
WDC
$168B
$233K ﹤0.01%
9,790
-125,024
-93% -$3.3M
INCY icon
1118
CALL
Incyte
INCY
$24.4B
$233K ﹤0.01%
2,900
+500
+21% +$38.3K
ESPR
1119
PUT
DELISTED
Esperion Therapeutics
ESPR
$232K ﹤0.01%
+37,200
New +$266K
DVA icon
1120
PUT
DaVita
DVA
$11.4B
$231K ﹤0.01%
3,100
-8,200
-73% -$637K
SJI
1121
PUT
DELISTED
South Jersey Industries, Inc.
SJI
$231K ﹤0.01%
+6,500
New +$225K
ODFL icon
1122
CALL
Old Dominion Freight Line
ODFL
$44.7B
$227K ﹤0.01%
1,600
+400
+33% +$56.8K
AJG icon
1123
CALL
Arthur J. Gallagher & Co
AJG
$65B
$226K ﹤0.01%
1,200
– –
ALK icon
1124
Alaska Air
ALK
$5.3B
$223K ﹤0.01%
5,193
-19,627
-79% -$865K
FE icon
1125
CALL
FirstEnergy
FE
$27.1B
$222K ﹤0.01%
5,300
+500
+10% +$19.5K
43 44
45
46 47

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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.