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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
J icon
1126
PUT
Jacobs Solutions
J
$16.8B
$216K ﹤0.01%
2,176
– –
WIX icon
1127
WIX.com
WIX
$3.35B
$215K ﹤0.01%
2,800
– –
MHK icon
1128
CALL
Mohawk Industries
MHK
$9.42B
$215K ﹤0.01%
2,100
– –
CZR icon
1129
PUT
Caesars Entertainment
CZR
$6.04B
$212K ﹤0.01%
5,100
-1,300
-20% -$57.9K
IRM icon
1130
Iron Mountain
IRM
$37.7B
$212K ﹤0.01%
4,253
+2,704
+175% +$137K
AOS icon
1131
PUT
A.O. Smith
AOS
$8.49B
$212K ﹤0.01%
+3,700
New +$207K
SWKS icon
1132
PUT
Skyworks Solutions
SWKS
$10.5B
$210K ﹤0.01%
2,300
-36,900
-94% -$3.31M
JBHT icon
1133
CALL
JB Hunt Transport Services
JBHT
$26.5B
$209K ﹤0.01%
1,200
+100
+9% +$17.5K
TMUS icon
1134
T-Mobile US
TMUS
$197B
$208K ﹤0.01%
+1,484
New +$213K
HAS icon
1135
PUT
Hasbro
HAS
$13.6B
$207K ﹤0.01%
3,400
-12,700
-79% -$793K
CITE
1136
DELISTED
Cartica Acquisition Corp Class A Ordinary Shares
CITE
$207K ﹤0.01%
20,000
– –
CHRW icon
1137
C.H. Robinson
CHRW
$17.5B
$207K ﹤0.01%
+2,265
New +$216K
IDXX icon
1138
CALL
Idexx Laboratories
IDXX
$44.7B
$204K ﹤0.01%
500
-600
-55% -$233K
CTRA
1139
DELISTED
Coterra Energy
CTRA
$203K ﹤0.01%
8,281
-28,592
-78% -$789K
SLAM
1140
DELISTED
Slam Corp. Class A Ordinary Share
SLAM
$202K ﹤0.01%
20,000
– –
NTRS icon
1141
Northern Trust
NTRS
$34.8B
$202K ﹤0.01%
+2,284
New +$200K
WPCB
1142
DELISTED
Warburg Pincus Capital Corporation I-B
WPCB
$202K ﹤0.01%
20,000
– –
BALL icon
1143
Ball Corp
BALL
$16.4B
$202K ﹤0.01%
3,944
-31,400
-89% -$1.63M
DVA icon
1144
CALL
DaVita
DVA
$11.4B
$202K ﹤0.01%
2,700
– –
BKNG icon
1145
CALL
Booking.com
BKNG
$160B
$202K ﹤0.01%
2,500
– –
BKNG icon
1146
PUT
Booking.com
BKNG
$160B
$202K ﹤0.01%
2,500
– –
FFIV icon
1147
PUT
F5
FFIV
$23.6B
$201K ﹤0.01%
1,400
-4,500
-76% -$659K
CBOE icon
1148
CALL
Cboe Global Markets
CBOE
$30.6B
$201K ﹤0.01%
1,600
+300
+23% +$37K
WEC icon
1149
WEC Energy
WEC
$35.9B
$199K ﹤0.01%
+2,125
New +$196K
WHR icon
1150
Whirlpool
WHR
$2.79B
$198K ﹤0.01%
1,398
-9,778
-87% -$1.39M
44 45
46
47 48

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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.