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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
EFX icon
1276
Equifax
EFX
$21.8B
$70.7K ﹤0.01%
364
-25,362
-99% -$4.63M
GPC icon
1277
CALL
Genuine Parts
GPC
$18.7B
$69.4K ﹤0.01%
400
-700
-64% -$122K
CCL icon
1278
Carnival Corporation Ltd
CCL
$38.9B
$68.6K ﹤0.01%
8,510
-85,476
-91% -$737K
GAP
1279
CALL
The Gap Inc
GAP
$7.34B
$67.7K ﹤0.01%
6,000
– –
BXP icon
1280
CALL
Boston Properties
BXP
$11B
$67.6K ﹤0.01%
1,000
– –
QRVO icon
1281
Qorvo
QRVO
$8.68B
$67.2K ﹤0.01%
741
-5,325
-88% -$481K
MLM icon
1282
Martin Marietta Materials
MLM
$32.7B
$66.6K ﹤0.01%
197
+182
+1,213% +$62.1K
MTCH icon
1283
Match Group
MTCH
$8.56B
$65.3K ﹤0.01%
+1,575
New +$71.2K
WBD icon
1284
CALL
Warner Bros
WBD
$69.6B
$62.6K ﹤0.01%
6,600
– –
ZION icon
1285
Zions Bancorporation
ZION
$10.5B
$62.5K ﹤0.01%
1,271
-8,462
-87% -$423K
FMC icon
1286
CALL
FMC
FMC
$1.27B
$62.4K ﹤0.01%
+500
New +$61.3K
STX icon
1287
Seagate
STX
$209B
$60.1K ﹤0.01%
1,142
-48,060
-98% -$2.55M
PTC icon
1288
CALL
PTC
PTC
$16.7B
$60K ﹤0.01%
500
-3,600
-88% -$431K
HBI
1289
DELISTED
Hanesbrands
HBI
$58.5K ﹤0.01%
9,200
-24,608
-73% -$169K
HBI
1290
PUT
DELISTED
Hanesbrands
HBI
$58.5K ﹤0.01%
9,200
-25,100
-73% -$172K
VFC icon
1291
VF Corp
VFC
$5.79B
$55.4K ﹤0.01%
2,008
-33,145
-94% -$974K
KEY icon
1292
KeyCorp
KEY
$24.6B
$55.2K ﹤0.01%
3,166
-102,495
-97% -$1.8M
DVN icon
1293
Devon Energy
DVN
$48.8B
$53.1K ﹤0.01%
+863
New +$58.8K
PKG icon
1294
CALL
Packaging Corp of America
PKG
$22.9B
$51.2K ﹤0.01%
400
– –
UDR icon
1295
CALL
UDR
UDR
$12.2B
$50.3K ﹤0.01%
+1,300
New +$51.4K
IR icon
1296
CALL
Ingersoll Rand
IR
$32.7B
$47K ﹤0.01%
900
-7,600
-89% -$388K
ARE icon
1297
Alexandria Real Estate Equities
ARE
$8.33B
$46.3K ﹤0.01%
+318
New +$46K
NWL icon
1298
PUT
Newell Brands
NWL
$2.63B
$45.8K ﹤0.01%
3,500
-67,600
-95% -$924K
ATO icon
1299
CALL
Atmos Energy
ATO
$28.7B
$44.8K ﹤0.01%
400
– –
ESS icon
1300
CALL
Essex Property Trust
ESS
$18.5B
$42.4K ﹤0.01%
+200
New +$43.7K
50 51
52
53 54

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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.