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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
ADP icon
976
Automatic Data Processing
ADP
$110B
$499K ﹤0.01%
2,090
-598
-22% -$147K
HWM icon
977
CALL
Howmet Aerospace
HWM
$113B
$497K ﹤0.01%
12,600
+600
+5% +$21.9K
VICI icon
978
PUT
VICI Properties
VICI
$29B
$496K ﹤0.01%
+15,300
New +$492K
JNPR
979
CALL
DELISTED
Juniper Networks
JNPR
$492K ﹤0.01%
15,400
+1,600
+12% +$48.5K
TEL icon
980
PUT
TE Connectivity
TEL
$62.2B
$482K ﹤0.01%
4,200
– –
IR icon
981
PUT
Ingersoll Rand
IR
$32.7B
$481K ﹤0.01%
9,200
-67,700
-88% -$3.46M
GRMN
982
PUT
Garmin
GRMN
$60.2B
$480K ﹤0.01%
5,200
-30,200
-85% -$2.67M
ALB icon
983
CALL
Albemarle
ALB
$15.4B
$477K ﹤0.01%
2,200
+200
+10% +$53.3K
ILMN icon
984
Illumina
ILMN
$29.1B
$476K ﹤0.01%
2,422
-6,288
-72% -$1.3M
XLF icon
985
PUT
State Street Financial Select Sector SPDR ETF
XLF
$59.5B
$475K ﹤0.01%
13,900
-180,000
-93% -$6.09M
MCO icon
986
CALL
Moody's
MCO
$84.6B
$474K ﹤0.01%
1,700
-5,200
-75% -$1.42M
ANET icon
987
CALL
Arista Networks
ANET
$257B
$473K ﹤0.01%
15,600
– –
TDOC icon
988
CALL
Teladoc Health
TDOC
$1.26B
$473K ﹤0.01%
20,000
-55,000
-73% -$1.48M
EVRG icon
989
CALL
Evergy
EVRG
$19.3B
$472K ﹤0.01%
7,500
– –
DTE icon
990
PUT
DTE Energy
DTE
$29B
$470K ﹤0.01%
4,000
– –
DOC icon
991
PUT
Healthpeak Properties
DOC
$14.3B
$469K ﹤0.01%
18,700
+8,200
+78% +$199K
MSTR icon
992
PUT
Strategy Inc
MSTR
$38.2B
$467K ﹤0.01%
+33,000
New +$674K
BMY icon
993
Bristol-Myers Squibb
BMY
$132B
$467K ﹤0.01%
6,485
+5,885
+981% +$444K
APH icon
994
CALL
Amphenol
APH
$204B
$464K ﹤0.01%
12,200
– –
SOFI icon
995
SoFi Technologies
SOFI
$23.8B
$461K ﹤0.01%
+99,923
New +$496K
IP icon
996
PUT
International Paper
IP
$21.8B
$461K ﹤0.01%
13,300
-15,600
-54% -$539K
RL icon
997
Ralph Lauren
RL
$23.1B
$455K ﹤0.01%
4,310
-6,768
-61% -$678K
SOC icon
998
Sable Offshore Corp
SOC
$773M
$451K ﹤0.01%
44,900
– –
LUV icon
999
CALL
Southwest Airlines
LUV
$22B
$451K ﹤0.01%
13,400
+2,600
+24% +$93.7K
COR icon
1000
CALL
Cencora
COR
$59.2B
$447K ﹤0.01%
2,700
– –
38 39
40
41 42

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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.