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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
USMV icon
26
iShares MSCI USA Min Vol Factor ETF
USMV
$23.6B
$46.4M 0.34%
+643,380
New +$45.8M
JNJ icon
27
PUT
Johnson & Johnson
JNJ
$654B
$46.3M 0.34%
262,100
+37,800
+17% +$6.53M
AMZN icon
28
Amazon
AMZN
$2.69T
$45.3M 0.33%
539,418
-297,372
-36% -$29.4M
JPM icon
29
CALL
JPMorgan Chase
JPM
$912B
$43.5M 0.32%
324,200
+211,400
+187% +$26.8M
PG icon
30
PUT
Procter & Gamble
PG
$340B
$43M 0.31%
284,000
+16,600
+6% +$2.33M
FXI icon
31
iShares China Large-Cap ETF
FXI
$4.05B
$42.6M 0.31%
1,506,596
+102,062
+7% +$2.64M
ASHR icon
32
CALL
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.47B
$42M 0.31%
+1,500,000
New +$40.8M
O icon
33
Realty Income
O
$52.6B
$41.8M 0.3%
658,299
+609,700
+1,255% +$37.9M
UNH icon
34
PUT
UnitedHealth
UNH
$338B
$41.1M 0.3%
77,500
+800
+1% +$424K
GLD icon
35
PUT
SPDR Gold Trust
GLD
$145B
$39.6M 0.29%
+233,400
New +$37.6M
TEAM icon
36
CALL
Atlassian
TEAM
$47.5B
$39.5M 0.29%
306,700
+256,700
+513% +$40.9M
GLD icon
37
SPDR Gold Trust
GLD
$145B
$38.8M 0.28%
+228,481
New +$36.8M
HD icon
38
PUT
Home Depot
HD
$293B
$37.4M 0.27%
118,400
-49,300
-29% -$15M
GOOG icon
39
PUT
Alphabet (Google) Class C
GOOG
$4.17T
$36.4M 0.26%
410,000
-19,100
-4% -$1.82M
GOOGL icon
40
PUT
Alphabet (Google) Class A
GOOGL
$4.21T
$35.4M 0.26%
401,000
-185,200
-32% -$17.6M
GOOG icon
41
CALL
Alphabet (Google) Class C
GOOG
$4.17T
$35M 0.26%
394,800
+250,300
+173% +$23.9M
AVGO icon
42
PUT
Broadcom
AVGO
$1.68T
$31.6M 0.23%
565,000
+18,000
+3% +$903K
CSCO icon
43
PUT
Cisco
CSCO
$421B
$31.1M 0.23%
652,800
+18,300
+3% +$833K
ABBV icon
44
PUT
AbbVie
ABBV
$467B
$30.3M 0.22%
187,700
+3,500
+2% +$537K
META icon
45
PUT
Meta Platforms (Facebook)
META
$1.91T
$27.4M 0.2%
227,600
-103,500
-31% -$12.2M
IWN icon
46
iShares Russell 2000 Value ETF
IWN
$14B
$26.6M 0.19%
191,575
+49,360
+35% +$6.97M
NVDA icon
47
PUT
NVIDIA
NVDA
$5.43T
$26M 0.19%
1,782,000
+510,000
+40% +$7.48M
PFE icon
48
PUT
Pfizer
PFE
$163B
$25.6M 0.19%
500,300
+43,300
+9% +$2.08M
VRTX icon
49
PUT
Vertex Pharmaceuticals
VRTX
$133B
$25.2M 0.18%
87,400
+15,300
+21% +$4.66M
EEM icon
50
CALL
iShares MSCI Emerging Markets ETF
EEM
$31.6B
$24.8M 0.18%
653,100
-7,554,200
-92% -$279M
1
2
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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.