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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
CHD icon
1151
Church & Dwight Co
CHD
$24B
$194K ﹤0.01%
2,404
-10,610
-82% -$814K
ANSS
1152
CALL
DELISTED
Ansys
ANSS
$193K ﹤0.01%
800
+100
+14% +$23.3K
HLTH
1153
DELISTED
Cue Health Inc. Common Stock
HLTH
$191K ﹤0.01%
92,372
– –
NRG icon
1154
CALL
NRG Energy
NRG
$25.2B
$191K ﹤0.01%
6,000
+800
+15% +$31.6K
LYV icon
1155
Live Nation Entertainment
LYV
$43.3B
$190K ﹤0.01%
2,720
-14,870
-85% -$1.1M
WAB icon
1156
PUT
Wabtec
WAB
$50.3B
$190K ﹤0.01%
1,900
– –
STX icon
1157
PUT
Seagate
STX
$209B
$189K ﹤0.01%
3,600
-51,400
-93% -$2.73M
ARE icon
1158
PUT
Alexandria Real Estate Equities
ARE
$8.33B
$189K ﹤0.01%
+1,300
New +$188K
BXP icon
1159
PUT
Boston Properties
BXP
$11B
$189K ﹤0.01%
2,800
– –
ZION icon
1160
PUT
Zions Bancorporation
ZION
$10.5B
$187K ﹤0.01%
3,800
-15,500
-80% -$775K
PFG icon
1161
CALL
Principal Financial Group
PFG
$24.6B
$185K ﹤0.01%
2,200
– –
TEL icon
1162
CALL
TE Connectivity
TEL
$62.2B
$184K ﹤0.01%
1,600
– –
VFC icon
1163
PUT
VF Corp
VFC
$5.79B
$182K ﹤0.01%
6,600
-37,300
-85% -$1.1M
WYNN icon
1164
CALL
Wynn Resorts
WYNN
$10.5B
$181K ﹤0.01%
2,200
+100
+5% +$7.32K
VICI icon
1165
VICI Properties
VICI
$29B
$181K ﹤0.01%
+5,584
New +$179K
ALK icon
1166
CALL
Alaska Air
ALK
$5.3B
$180K ﹤0.01%
4,200
+100
+2% +$4.41K
ROSS
1167
DELISTED
Ross Acquisition Corp II
ROSS
$180K ﹤0.01%
17,800
– –
EBAY icon
1168
eBay
EBAY
$46.5B
$180K ﹤0.01%
4,334
-67,657
-94% -$2.8M
TER icon
1169
Teradyne
TER
$64.2B
$179K ﹤0.01%
2,054
-26,689
-93% -$2.29M
ODFL icon
1170
Old Dominion Freight Line
ODFL
$44.7B
$179K ﹤0.01%
+1,262
New +$179K
TEL icon
1171
TE Connectivity
TEL
$62.2B
$176K ﹤0.01%
+1,532
New +$182K
DOC icon
1172
Healthpeak Properties
DOC
$14.3B
$172K ﹤0.01%
6,872
+5,992
+681% +$146K
ALGN icon
1173
PUT
Align Technology
ALGN
$12.5B
$169K ﹤0.01%
800
-200
-20% -$40K
OGN icon
1174
Organon & Co
OGN
$3.6B
$169K ﹤0.01%
6,036
-2,519
-29% -$64.4K
JD icon
1175
JD.com
JD
$39.6B
$168K ﹤0.01%
3,000
-120,545
-98% -$6.07M
45 46
47
48 49

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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.