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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
LYV icon
1176
CALL
Live Nation Entertainment
LYV
$43.3B
$167K ﹤0.01%
2,400
+600
+33% +$44.5K
MRSH
1177
CALL
Marsh
MRSH
$90B
$165K ﹤0.01%
1,000
– –
BXP icon
1178
Boston Properties
BXP
$11B
$165K ﹤0.01%
+2,448
New +$174K
AVB icon
1179
AvalonBay Communities
AVB
$26.3B
$165K ﹤0.01%
+1,021
New +$174K
TROW icon
1180
CALL
T. Rowe Price
TROW
$23.7B
$164K ﹤0.01%
1,500
-8,100
-84% -$916K
EPAM icon
1181
EPAM Systems
EPAM
$5.24B
$163K ﹤0.01%
+497
New +$169K
FMC icon
1182
PUT
FMC
FMC
$1.27B
$162K ﹤0.01%
+1,300
New +$159K
DVA icon
1183
DaVita
DVA
$11.4B
$162K ﹤0.01%
2,165
-4,353
-67% -$338K
MRK icon
1184
Merck
MRK
$334B
$158K ﹤0.01%
1,428
+1,185
+488% +$121K
DTE icon
1185
DTE Energy
DTE
$29B
$157K ﹤0.01%
+1,334
New +$151K
WDC icon
1186
Western Digital
WDC
$168B
$153K ﹤0.01%
6,399
-108,175
-94% -$2.85M
EXPE icon
1187
Expedia Group
EXPE
$39.4B
$150K ﹤0.01%
1,708
-26,200
-94% -$2.48M
KEY icon
1188
PUT
KeyCorp
KEY
$24.6B
$148K ﹤0.01%
8,500
-129,600
-94% -$2.28M
PCG icon
1189
PUT
PG&E
PCG
$38.5B
$146K ﹤0.01%
+9,000
New +$136K
PFG icon
1190
PUT
Principal Financial Group
PFG
$24.6B
$143K ﹤0.01%
1,700
– –
FFIV icon
1191
F5
FFIV
$23.6B
$143K ﹤0.01%
993
-2,809
-74% -$411K
WDC icon
1192
CALL
Western Digital
WDC
$168B
$142K ﹤0.01%
5,954
+1,323
+29% +$34.9K
WEC icon
1193
CALL
WEC Energy
WEC
$35.9B
$141K ﹤0.01%
1,500
– –
SBAC icon
1194
CALL
SBA Communications
SBAC
$19.8B
$140K ﹤0.01%
500
-300
-38% -$83.5K
ON icon
1195
ON Semiconductor
ON
$31.8B
$140K ﹤0.01%
+2,247
New +$150K
ES icon
1196
Eversource Energy
ES
$27.2B
$139K ﹤0.01%
+1,663
New +$132K
INVH icon
1197
Invitation Homes
INVH
$18B
$139K ﹤0.01%
+4,695
New +$149K
GPC icon
1198
PUT
Genuine Parts
GPC
$18.7B
$139K ﹤0.01%
800
-3,500
-81% -$609K
RMD icon
1199
ResMed
RMD
$32.9B
$138K ﹤0.01%
662
-4,213
-86% -$926K
MLM icon
1200
CALL
Martin Marietta Materials
MLM
$32.7B
$135K ﹤0.01%
400
-1,000
-71% -$341K
46 47
48
49 50

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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.