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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
AMT icon
326
PUT
American Tower
AMT
$81.3B
$4.15M 0.03%
19,600
-600
-3% -$125K
TSM icon
327
PUT
TSMC
TSM
$2.23T
$4.14M 0.03%
55,600
– –
FITB
328
Fifth Third Bancorp
FITB
$52.6B
$4.11M 0.03%
125,316
+27,293
+28% +$932K
MO icon
329
PUT
Altria Group
MO
$109B
$4.1M 0.03%
89,800
-5,900
-6% -$267K
DIS icon
330
CALL
Walt Disney
DIS
$181B
$4.1M 0.03%
47,200
+7,500
+19% +$717K
LMT icon
331
Lockheed Martin
LMT
$138B
$4.09M 0.03%
+8,414
New +$3.91M
LNC icon
332
Lincoln National
LNC
$8.66B
$4.09M 0.03%
133,171
+8,569
+7% +$340K
PLD icon
333
CALL
Prologis
PLD
$134B
$4.08M 0.03%
36,200
– –
ZTS icon
334
CALL
Zoetis
ZTS
$31.2B
$4.07M 0.03%
27,800
+1,800
+7% +$266K
CHTR icon
335
CALL
Charter Communications
CHTR
$18.7B
$4.07M 0.03%
12,000
+8,700
+264% +$3.06M
SYF icon
336
PUT
Synchrony
SYF
$26.1B
$4.07M 0.03%
123,800
-64,700
-34% -$2.22M
NOC icon
337
CALL
Northrop Grumman
NOC
$81.7B
$4.04M 0.03%
7,400
+700
+10% +$365K
WMT icon
338
CALL
Walmart Inc
WMT
$921B
$4.03M 0.03%
85,200
+25,500
+43% +$1.21M
AON icon
339
PUT
Aon
AON
$75.9B
$4.02M 0.03%
13,400
+2,100
+19% +$614K
GD icon
340
PUT
General Dynamics
GD
$106B
$4.02M 0.03%
16,200
+1,800
+13% +$439K
JPM icon
341
JPMorgan Chase
JPM
$965B
$4.01M 0.03%
29,868
-270,793
-90% -$34.3M
SRE icon
342
PUT
Sempra
SRE
$56.6B
$4M 0.03%
51,800
+14,200
+38% +$1.1M
VZ icon
343
CALL
Verizon
VZ
$200B
$3.99M 0.03%
101,300
+6,400
+7% +$241K
PGR icon
344
CALL
Progressive
PGR
$122B
$3.98M 0.03%
30,700
+1,200
+4% +$152K
YUMC icon
345
Yum China
YUMC
$16.2B
$3.95M 0.03%
+72,351
New +$3.68M
BKNG icon
346
Booking.com
BKNG
$160B
$3.95M 0.03%
49,025
+25
+0.1% +$1.9K
ADI icon
347
Analog Devices
ADI
$186B
$3.94M 0.03%
24,028
-3,167
-12% -$494K
ADP icon
348
CALL
Automatic Data Processing
ADP
$110B
$3.94M 0.03%
16,500
+3,700
+29% +$908K
PYPL icon
349
PUT
PayPal
PYPL
$51.8B
$3.94M 0.03%
55,300
-3,000
-5% -$240K
AMAT icon
350
Applied Materials
AMAT
$423B
$3.93M 0.03%
40,358
-104,572
-72% -$10M
12 13
14
15 16

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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.