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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
CTRA
1201
CALL
DELISTED
Coterra Energy
CTRA
$135K ﹤0.01%
5,500
+3,900
+244% +$108K
MHK icon
1202
PUT
Mohawk Industries
MHK
$9.42B
$133K ﹤0.01%
1,300
-800
-38% -$78.5K
CCL icon
1203
PUT
Carnival Corporation Ltd
CCL
$38.9B
$132K ﹤0.01%
16,400
-107,500
-87% -$927K
PENN icon
1204
PUT
PENN Entertainment
PENN
$2.53B
$131K ﹤0.01%
4,400
-29,200
-87% -$947K
OMC icon
1205
CALL
Omnicom Group
OMC
$24.2B
$131K ﹤0.01%
1,600
– –
CZR icon
1206
Caesars Entertainment
CZR
$6.04B
$129K ﹤0.01%
3,099
+2,890
+1,383% +$129K
RCL icon
1207
CALL
Royal Caribbean
RCL
$82.9B
$129K ﹤0.01%
2,600
+100
+4% +$5.24K
FHN icon
1208
CALL
First Horizon
FHN
$12.3B
$127K ﹤0.01%
5,200
– –
RL icon
1209
CALL
Ralph Lauren
RL
$23.1B
$127K ﹤0.01%
1,200
– –
CP icon
1210
PUT
Canadian Pacific Kansas City
CP
$82.6B
$127K ﹤0.01%
+1,700
New +$128K
ALGN icon
1211
Align Technology
ALGN
$12.5B
$127K ﹤0.01%
+601
New +$120K
RMD icon
1212
CALL
ResMed
RMD
$32.9B
$125K ﹤0.01%
600
-4,200
-88% -$923K
XYL icon
1213
CALL
Xylem
XYL
$28.1B
$122K ﹤0.01%
1,100
– –
KDP icon
1214
CALL
Keurig Dr Pepper
KDP
$42.3B
$121K ﹤0.01%
3,400
+1,900
+127% +$71.2K
FIS icon
1215
Fidelity National Information Services
FIS
$22.8B
$120K ﹤0.01%
1,769
-100,860
-98% -$7.17M
WAB icon
1216
CALL
Wabtec
WAB
$50.3B
$120K ﹤0.01%
1,200
– –
AAL icon
1217
CALL
American Airlines Group
AAL
$9.97B
$120K ﹤0.01%
9,400
+3,500
+59% +$47.5K
ES icon
1218
CALL
Eversource Energy
ES
$27.2B
$117K ﹤0.01%
1,400
– –
SWKS icon
1219
Skyworks Solutions
SWKS
$10.5B
$117K ﹤0.01%
1,281
-31,845
-96% -$2.85M
RSG icon
1220
CALL
Republic Services
RSG
$65.9B
$116K ﹤0.01%
900
– –
WU icon
1221
PUT
Western Union
WU
$2.34B
$114K ﹤0.01%
8,300
-41,700
-83% -$576K
SWK icon
1222
Stanley Black & Decker
SWK
$15.4B
$113K ﹤0.01%
1,504
-43,599
-97% -$3.4M
UDR icon
1223
PUT
UDR
UDR
$12.2B
$112K ﹤0.01%
+2,900
New +$115K
PENN icon
1224
CALL
PENN Entertainment
PENN
$2.53B
$110K ﹤0.01%
3,700
– –
PENN icon
1225
PENN Entertainment
PENN
$2.53B
$108K ﹤0.01%
3,643
-24,375
-87% -$791K
47 48
49
50 51

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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.