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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
EXC icon
201
PUT
Exelon
EXC
$41.6B
$7.28M 0.05%
168,500
+14,800
+10% +$585K
CAT icon
202
PUT
Caterpillar
CAT
$378B
$7.28M 0.05%
30,400
+3,100
+11% +$675K
JNJ icon
203
CALL
Johnson & Johnson
JNJ
$654B
$7.26M 0.05%
41,100
-22,000
-35% -$3.8M
MRNA icon
204
Moderna
MRNA
$79.4B
$7.26M 0.05%
40,399
-5,199
-11% -$850K
ZTS icon
205
Zoetis
ZTS
$29.4B
$7.21M 0.05%
49,213
-15,958
-24% -$2.36M
SBUX icon
206
CALL
Starbucks
SBUX
$108B
$7.2M 0.05%
72,600
+9,300
+15% +$878K
VZ icon
207
Verizon
VZ
$196B
$7.11M 0.05%
180,443
+113,541
+170% +$4.28M
INTC icon
208
CALL
Intel
INTC
$650B
$7.08M 0.05%
267,700
+13,600
+5% +$378K
CRM icon
209
CALL
Salesforce
CRM
$193B
$7.03M 0.05%
53,000
+39,900
+305% +$5.82M
PNC icon
210
PUT
PNC Financial Services
PNC
$90B
$6.97M 0.05%
44,100
+4,900
+13% +$771K
COST icon
211
Costco
COST
$409B
$6.96M 0.05%
15,244
+1,974
+15% +$965K
BSX icon
212
PUT
Boston Scientific
BSX
$63.7B
$6.93M 0.05%
149,800
+3,800
+3% +$165K
O icon
213
PUT
Realty Income
O
$52.6B
$6.88M 0.05%
108,400
+1,100
+1% +$68.3K
LI icon
214
Li Auto
LI
$11.2B
$6.84M 0.05%
+335,300
New +$6.38M
BIIB icon
215
PUT
Biogen
BIIB
$33.6B
$6.78M 0.05%
24,500
+900
+4% +$254K
TXN icon
216
Texas Instruments
TXN
$254B
$6.75M 0.05%
40,873
+14,326
+54% +$2.39M
NSC icon
217
PUT
Norfolk Southern
NSC
$70.3B
$6.63M 0.05%
26,900
-3,800
-12% -$899K
ICE icon
218
PUT
Intercontinental Exchange
ICE
$86.6B
$6.63M 0.05%
64,600
-66,200
-51% -$6.59M
MRK icon
219
CALL
Merck
MRK
$367B
$6.6M 0.05%
59,500
-78,500
-57% -$8.02M
QQQ icon
220
Invesco QQQ Trust
QQQ
$502B
$6.6M 0.05%
24,779
-291,566
-92% -$80.6M
TEAM icon
221
PUT
Atlassian
TEAM
$47.5B
$6.43M 0.05%
50,000
– –
CNC icon
222
PUT
Centene
CNC
$30.5B
$6.4M 0.05%
78,100
+5,500
+8% +$449K
M icon
223
CALL
Macy's
M
$5.91B
$6.4M 0.05%
+310,000
New +$6.35M
CSX icon
224
PUT
CSX Corp
CSX
$86.7B
$6.36M 0.05%
205,300
-39,400
-16% -$1.18M
AXP icon
225
American Express
AXP
$209B
$6.35M 0.05%
42,970
+9,801
+30% +$1.45M
7 8
9
10 11

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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.