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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
AME icon
1351
PUT
Ametek
AME
$57.5B
– –
-2,800
Closed -$318K
AMGN icon
1352
Amgen
AMGN
$224B
– –
-48
Closed -$12.9K
AMP icon
1353
CALL
Ameriprise Financial
AMP
$43.5B
– –
-1,700
Closed -$428K
AMP icon
1354
Ameriprise Financial
AMP
$43.5B
– –
-2,648
Closed -$667K
AMP icon
1355
PUT
Ameriprise Financial
AMP
$43.5B
– –
-8,300
Closed -$2.09M
AON icon
1356
Aon
AON
$59B
– –
-17
Closed -$4.97K
APD icon
1357
Air Products & Chemicals
APD
$62.7B
– –
-22,411
Closed -$6.32M
ASX icon
1358
ASE Group
ASX
$115B
– –
-134,500
Closed -$671K
AWK icon
1359
CALL
American Water Works
AWK
$26B
– –
-4,900
Closed -$638K
AWK icon
1360
American Water Works
AWK
$26B
– –
-8,585
Closed -$1.12M
AWK icon
1361
PUT
American Water Works
AWK
$26B
– –
-15,700
Closed -$2.04M
BDX icon
1362
Becton Dickinson
BDX
$50.1B
– –
-20,840
Closed -$4.92M
BF.B icon
1363
CALL
Brown-Forman Class B
BF.B
$12B
– –
-600
Closed -$40K
BF.B icon
1364
PUT
Brown-Forman Class B
BF.B
$12B
– –
-5,000
Closed -$333K
BHP icon
1365
BHP
BHP
$216B
– –
-1,311
Closed -$73.7K
BILL icon
1366
CALL
BILL Holdings
BILL
$3.77B
– –
-14,600
Closed -$1.93M
BILL icon
1367
PUT
BILL Holdings
BILL
$3.77B
– –
-10,000
Closed -$1.32M
BMBL icon
1368
CALL
Bumble
BMBL
$351M
– –
-82,200
Closed -$1.77M
BR icon
1369
CALL
Broadridge
BR
$18.7B
– –
-500
Closed -$72K
BR icon
1370
PUT
Broadridge
BR
$18.7B
– –
-2,300
Closed -$332K
BSX icon
1371
Boston Scientific
BSX
$63.7B
– –
-10,836
Closed -$469K
CAG icon
1372
Conagra Brands
CAG
$6.87B
– –
-11,003
Closed -$399K
CAH icon
1373
CALL
Cardinal Health
CAH
$51B
– –
-4,100
Closed -$273K
CAR icon
1374
Avis
CAR
$3.83B
– –
-3,792
Closed -$563K
CB icon
1375
Chubb
CB
$129B
– –
-953
Closed -$198K
53 54
55
56 57

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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.