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Capstone Investment Advisors

Capstone Investment Advisors Portfolio holdings

AUM $54B
1-Year Est. Return 23.5%
This Fund
S&P 500
This Quarter Est. Return
+3.11%
1 Year Est. Return
+23.5%
3 Year Est. Return
+44.04%
5 Year Est. Return
+34.53%
10 Year Est. Return
+154.24%
AUM
$13.7B
AUM Growth
-$2.83B
Cap. Flow
-$3.16B
Cap. Flow %
-23.02%
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 Miscellaneous 92.39%
2 Technology 1.84%
3 Financials 1.69%
4 Consumer Discretionary 1.14%
5 Communication Services 0.66%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BSKY
1576
DELISTED
Big Sky Growth Partners, Inc. Class A Common Stock
BSKY
– –
-60,000
Closed -$587K
SHAC
1577
DELISTED
SCP & CO Healthcare Acquisition Company Class A Common Stock
SHAC
– –
-50,000
Closed -$494K
CLIM
1578
DELISTED
Climate Real Impact Solutions II Acquisition Corporation
CLIM
– –
-20,000
Closed -$197K
ZWRK
1579
DELISTED
Z-Work Acquisition Corp. Class A Common Stock
ZWRK
– –
-278,668
Closed -$2.75M
CLRM
1580
DELISTED
Clarim Acquisition Corp. Class A Common Stock
CLRM
– –
-150,000
Closed -$1.48M
MACC
1581
DELISTED
Mission Advancement Corp.
MACC
– –
-300,000
Closed -$2.95M
SWCH
1582
CALL
DELISTED
Switch, Inc. Class A Common Stock
SWCH
– –
-1,300
Closed -$44K
SWCH
1583
DELISTED
Switch, Inc. Class A Common Stock
SWCH
– –
-179,325
Closed -$6.04M
ACII
1584
DELISTED
Atlas Crest Investment Corp. II
ACII
– –
-50,000
Closed -$493K
OHPA
1585
DELISTED
Orion Acquisition Corp. Class A common stock
OHPA
– –
-92,668
Closed -$912K
TMAC
1586
DELISTED
The Music Acquisition Corporation
TMAC
– –
-300,100
Closed -$2.95M
SBII
1587
DELISTED
Sandbridge X2 Corp.
SBII
– –
-20,000
Closed -$197K
FRW
1588
DELISTED
PWP Forward Acquisition Corp. I Class A Common Stock
FRW
– –
-20,000
Closed -$196K
ASZ
1589
DELISTED
Austerlitz Acquisition Corporation II
ASZ
– –
-60,000
Closed -$589K
FVIV
1590
DELISTED
Fortress Value Acquisition Corp. IV
FVIV
– –
-207,128
Closed -$2.04M
AUS
1591
DELISTED
Austerlitz Acquisition Corporation I
AUS
– –
-10,000
Closed -$98K
ZEN
1592
DELISTED
ZENDESK INC
ZEN
– –
-49,326
Closed -$3.75M
IACC
1593
DELISTED
ION Acquisition Corp 3 Ltd.
IACC
– –
-100,000
Closed -$987K
TEN
1594
CALL
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
– –
-1,000
Closed -$17K
TEN
1595
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
– –
-20,804
Closed -$362K
TWTR
1596
CALL
DELISTED
Twitter, Inc.
TWTR
– –
-41,100
Closed -$1.8M
TWTR
1597
DELISTED
Twitter, Inc.
TWTR
– –
-11,207
Closed -$491K
TWTR
1598
PUT
DELISTED
Twitter, Inc.
TWTR
– –
-131,700
Closed -$5.77M
SANB
1599
DELISTED
Sanaby Health Acquisition Corp. I Class A Common Stock
SANB
– –
-50,000
Closed -$506K
Y
1600
DELISTED
Alleghany Corp
Y
– –
-18,027
Closed -$15.1M
61 62 63
64
65

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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 $3.16B 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 Miscellaneous at 92% of assets, up from 89% a quarter earlier, followed by Technology and Financials.

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.