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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
HWM icon
701
PUT
Howmet Aerospace
HWM
$113B
$1.3M 0.01%
32,900
+2,600
+9% +$94.8K
PPL
702
PUT
PPL Corp
PPL
$26.8B
$1.29M 0.01%
44,200
+10,500
+31% +$289K
CPRI icon
703
PUT
Capri Holdings
CPRI
$1.77B
$1.29M 0.01%
+22,500
New +$1.14M
AKAM icon
704
Akamai
AKAM
$18B
$1.28M 0.01%
15,195
-548
-3% -$47.7K
ARTE
705
DELISTED
Artemis Strategic Investment Corporation Class A Common Stock
ARTE
$1.28M 0.01%
125,000
– –
BMAC
706
DELISTED
Black Mountain Acquisition Corp.
BMAC
$1.27M 0.01%
125,000
– –
LHX icon
707
CALL
L3Harris
LHX
$53.7B
$1.27M 0.01%
6,100
– –
SPG icon
708
CALL
Simon Property Group
SPG
$71.7B
$1.27M 0.01%
10,800
+1,900
+21% +$211K
DRI icon
709
Darden Restaurants
DRI
$25.4B
$1.27M 0.01%
9,170
-4,361
-32% -$608K
PAYX icon
710
Paychex
PAYX
$44.6B
$1.26M 0.01%
10,944
+378
+4% +$44.2K
DHR icon
711
Danaher
DHR
$143B
$1.25M 0.01%
5,320
-9,196
-63% -$2.13M
KLAC icon
712
KLA
KLAC
$274B
$1.24M 0.01%
32,970
-15,230
-32% -$531K
ILMN icon
713
PUT
Illumina
ILMN
$29.1B
$1.23M 0.01%
6,271
-9,560
-60% -$1.98M
CL icon
714
CALL
Colgate-Palmolive
CL
$74.1B
$1.23M 0.01%
15,600
+2,500
+19% +$187K
MET icon
715
CALL
MetLife
MET
$61.9B
$1.22M 0.01%
16,900
+800
+5% +$57.3K
TFC icon
716
PUT
Truist Financial
TFC
$64.7B
$1.22M 0.01%
28,400
-58,000
-67% -$2.54M
DEVS
717
DELISTED
DevvStream Corp
DEVS
$1.22M 0.01%
12,000
– –
DD icon
718
DuPont de Nemours
DD
$19.5B
$1.22M 0.01%
14,162
+8,573
+153% +$685K
WMT icon
719
Walmart Inc
WMT
$921B
$1.21M 0.01%
25,599
-17,040
-40% -$809K
APA icon
720
PUT
APA Corp
APA
$14B
$1.2M 0.01%
25,800
+3,200
+14% +$143K
MRNA icon
721
CALL
Moderna
MRNA
$25.4B
$1.2M 0.01%
6,700
+1,100
+20% +$180K
WBA
722
CALL
DELISTED
Walgreens Boots Alliance
WBA
$1.2M 0.01%
32,200
+4,000
+14% +$150K
GLW icon
723
CALL
Corning
GLW
$137B
$1.2M 0.01%
37,500
+500
+1% +$16.2K
CEG icon
724
PUT
Constellation Energy
CEG
$98.7B
$1.19M 0.01%
13,800
+5,900
+75% +$531K
UAL icon
725
United Airlines
UAL
$41B
$1.19M 0.01%
31,456
-1,982
-6% -$80.4K
27 28
29
30 31

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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.