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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
EMR icon
426
CALL
Emerson Electric
EMR
$91.6B
$3.06M 0.02%
31,900
+2,000
+7% +$180K
SHW icon
427
CALL
Sherwin-Williams
SHW
$87.8B
$3.04M 0.02%
12,800
+1,600
+14% +$370K
MDLZ icon
428
CALL
Mondelez International
MDLZ
$81.1B
$3.03M 0.02%
45,500
-1,000
-2% -$63.2K
ALCE
429
DELISTED
Alternus Clean Energy Inc
ALCE
$3.03M 0.02%
12,000
– –
EXPE icon
430
CALL
Expedia Group
EXPE
$39.4B
$3.02M 0.02%
34,500
+28,100
+439% +$2.66M
FPAC
431
DELISTED
Far Peak Acquisition Corporation
FPAC
$3.01M 0.02%
300,000
– –
GXII
432
DELISTED
GX Acquisition Corp. II Class A Common Stock
GXII
$3M 0.02%
300,000
– –
ISRG icon
433
CALL
Intuitive Surgical
ISRG
$142B
$3M 0.02%
11,300
+800
+8% +$195K
INCY icon
434
PUT
Incyte
INCY
$24.4B
$3M 0.02%
37,300
+3,100
+9% +$237K
D icon
435
Dominion Energy
D
$60.3B
$2.99M 0.02%
48,803
+26,754
+121% +$1.68M
AMD icon
436
CALL
Advanced Micro Devices
AMD
$789B
$2.99M 0.02%
46,100
+36,500
+380% +$2.41M
HBAN icon
437
PUT
Huntington Bancshares
HBAN
$35.9B
$2.98M 0.02%
211,400
-29,300
-12% -$424K
BHP icon
438
PUT
BHP
BHP
$222B
$2.98M 0.02%
48,000
-15,000
-24% -$844K
AMT icon
439
CALL
American Tower
AMT
$81.2B
$2.97M 0.02%
14,000
+2,500
+22% +$520K
SBNY
440
DELISTED
Signature Bank
SBNY
$2.96M 0.02%
25,685
-12,305
-32% -$1.69M
DE icon
441
CALL
Deere & Co
DE
$165B
$2.96M 0.02%
6,900
+900
+15% +$366K
CB icon
442
CALL
Chubb
CB
$133B
$2.96M 0.02%
13,400
– –
WMB icon
443
PUT
Williams Companies
WMB
$89.3B
$2.95M 0.02%
89,700
+7,500
+9% +$244K
HAL icon
444
PUT
Halliburton
HAL
$27.4B
$2.94M 0.02%
74,600
+14,500
+24% +$513K
SPGI icon
445
CALL
S&P Global
SPGI
$125B
$2.91M 0.02%
8,700
+100
+1% +$33K
PRU icon
446
CALL
Prudential Financial
PRU
$43B
$2.9M 0.02%
29,200
+500
+2% +$50.6K
ETN icon
447
Eaton
ETN
$176B
$2.9M 0.02%
18,463
-16,936
-48% -$2.6M
CMBT
448
CMB.TECH NV
CMBT
$4.92B
$2.9M 0.02%
+170,000
New +$3.07M
UPS icon
449
United Parcel Service
UPS
$89.8B
$2.9M 0.02%
16,654
-4,539
-21% -$786K
FTNT icon
450
PUT
Fortinet
FTNT
$121B
$2.89M 0.02%
59,200
-700
-1% -$36.5K
16 17
18
19 20

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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.