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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
BLK icon
76
PUT
Blackrock
BLK
$168B
$18.6M 0.14%
26,200
-10,200
-28% -$6.81M
HD icon
77
Home Depot
HD
$293B
$18.4M 0.13%
58,185
-65,486
-53% -$19.9M
DHR icon
78
PUT
Danaher
DHR
$158B
$18.2M 0.13%
77,268
+14,213
+23% +$3.29M
T icon
79
PUT
AT&T
T
$174B
$18M 0.13%
975,200
+80,700
+9% +$1.44M
BA icon
80
PUT
Boeing
BA
$157B
$17.9M 0.13%
94,100
+17,600
+23% +$2.88M
MS icon
81
PUT
Morgan Stanley
MS
$308B
$17.6M 0.13%
206,600
-19,600
-9% -$1.67M
V icon
82
PUT
Visa
V
$690B
$17.6M 0.13%
84,500
+13,800
+20% +$2.78M
BRK.B icon
83
CALL
Berkshire Hathaway Class B
BRK.B
$1.08T
$17.4M 0.13%
56,400
+8,000
+17% +$2.38M
ADP icon
84
PUT
Automatic Data Processing
ADP
$105B
$17.3M 0.13%
72,400
+7,800
+12% +$1.92M
SJR
85
PUT
DELISTED
Shaw Communications Inc.
SJR
$17.3M 0.13%
+600,000
New +$15.7M
KO icon
86
PUT
Coca-Cola
KO
$378B
$17M 0.12%
267,400
+1,900
+0.7% +$115K
MA icon
87
PUT
Mastercard
MA
$497B
$16.9M 0.12%
48,700
+3,000
+7% +$987K
JD icon
88
CALL
JD.com
JD
$35.8B
$16.8M 0.12%
+300,000
New +$15.1M
SCHW
89
PUT
Charles Schwab
SCHW
$171B
$16.8M 0.12%
202,000
+1,800
+0.9% +$140K
AMGN icon
90
PUT
Amgen
AMGN
$224B
$16.7M 0.12%
63,600
+4,700
+8% +$1.26M
CSCO icon
91
CALL
Cisco
CSCO
$421B
$16.6M 0.12%
347,500
-77,500
-18% -$3.53M
AVGO icon
92
Broadcom
AVGO
$1.68T
$16.5M 0.12%
294,800
-52,220
-15% -$2.62M
XLE icon
93
PUT
State Street Energy Select Sector SPDR ETF
XLE
$40.2B
$16.5M 0.12%
376,200
– –
BAC icon
94
PUT
Bank of America
BAC
$396B
$16.4M 0.12%
495,100
-473,000
-49% -$16.3M
WMT icon
95
PUT
Walmart Inc
WMT
$857B
$16M 0.12%
338,400
+35,100
+12% +$1.67M
MCD icon
96
PUT
McDonald's
MCD
$167B
$15.9M 0.12%
60,400
+1,100
+2% +$290K
CVX icon
97
PUT
Chevron
CVX
$401B
$15.9M 0.12%
88,600
-71,400
-45% -$12.5M
WFC icon
98
PUT
Wells Fargo
WFC
$251B
$15.8M 0.12%
383,100
-7,200
-2% -$319K
COST icon
99
PUT
Costco
COST
$409B
$15.5M 0.11%
34,000
-1,100
-3% -$538K
V icon
100
CALL
Visa
V
$690B
$15.3M 0.11%
73,800
+4,500
+6% +$907K
2 3
4
5 6

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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.