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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
-7.05%
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
$20.5B
AUM Growth
-$15.9B
Cap. Flow
-$2.35B
Cap. Flow %
-11.48%
Top 10 Hldgs %
47.91%
Holding
2,223
New
127
Increased
186
Reduced
987
Closed
417

Top Buys

Rank Stock Value
1
USMV icon
iShares MSCI USA Min Vol Factor ETF
USMV
+$98.6M
2
AMZN icon
Amazon
AMZN
+$94.1M
3
VTV icon
Vanguard Morningstar Value ETF
VTV
+$62.3M
4
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$57.9M
5
NVDA icon
NVIDIA
NVDA
+$46.3M

Top Sells

Rank Stock Value
1
GOOG icon
Alphabet (Google) Class C
GOOG
+$26.1M
2
PFE icon
Pfizer
PFE
+$21.9M
3
MSFT icon
Microsoft
MSFT
+$19.5M
4
PYPL icon
PayPal
PYPL
+$18.2M
5
LOW icon
Lowe's Companies
LOW
+$15.8M

Sector Composition

Rank Sector Weight
1 Miscellaneous 92.58%
2 Technology 1.89%
3 Financials 1.74%
4 Consumer Discretionary 1.34%
5 Communication Services 0.67%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FISV
151
PUT
Fiserv Inc
FISV
$24.7B
$12.3M 0.06%
137,900
-135,500
-50% -$13.1M
ADBE icon
152
Adobe
ADBE
$93.6B
$12.1M 0.06%
33,171
+5,154
+18% +$2.1M
FEZ icon
153
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.35B
$12M 0.06%
+345,100
New +$13.2M
XLF icon
154
CALL
State Street Financial Select Sector SPDR ETF
XLF
$52.6B
$12M 0.06%
380,100
+68,300
+22% +$2.36M
GLD icon
155
CALL
SPDR Gold Trust
GLD
$145B
$11.8M 0.06%
+70,000
New +$12.2M
TXN icon
156
PUT
Texas Instruments
TXN
$254B
$11.8M 0.06%
76,700
-262,000
-77% -$44.1M
XLE icon
157
CALL
State Street Energy Select Sector SPDR ETF
XLE
$40.2B
$11.8M 0.06%
329,600
-789,000
-71% -$31.7M
INTU icon
158
Intuit
INTU
$73.7B
$11.7M 0.06%
30,329
-10,764
-26% -$4.46M
MMM icon
159
PUT
3M
MMM
$87.4B
$11.6M 0.06%
107,401
-142,563
-57% -$17.2M
MRNA icon
160
PUT
Moderna
MRNA
$79.4B
$11.6M 0.06%
81,100
-145,500
-64% -$20.8M
MU icon
161
PUT
Micron Technology
MU
$1.22T
$11.5M 0.06%
208,900
-474,400
-69% -$32.2M
CSCO icon
162
Cisco
CSCO
$421B
$11.5M 0.06%
269,198
+215,769
+404% +$10.3M
PCGU
163
DELISTED
PG&E Corporation
PCGU
$11.5M 0.06%
120,000
– –
CI icon
164
PUT
Cigna
CI
$71.9B
$11.5M 0.06%
43,500
-178,000
-80% -$45.9M
GS icon
165
PUT
Goldman Sachs
GS
$272B
$11.4M 0.06%
38,300
-94,500
-71% -$29.4M
INTC icon
166
CALL
Intel
INTC
$650B
$11.2M 0.05%
300,700
-378,600
-56% -$16.4M
CB icon
167
PUT
Chubb
CB
$129B
$11.2M 0.05%
57,200
-52,700
-48% -$10.9M
PFE icon
168
CALL
Pfizer
PFE
$163B
$11.1M 0.05%
212,500
-400,000
-65% -$20.4M
HCA icon
169
PUT
HCA Healthcare
HCA
$94.3B
$11.1M 0.05%
65,900
-72,800
-52% -$15.6M
NEE icon
170
PUT
NextEra Energy
NEE
$159B
$11M 0.05%
142,200
-587,900
-81% -$44.8M
KRE icon
171
State Street SPDR S&P Regional Banking ETF
KRE
$3.81B
$10.9M 0.05%
188,385
+48,987
+35% +$3.06M
COP icon
172
PUT
ConocoPhillips
COP
$153B
$10.9M 0.05%
121,400
-147,500
-55% -$15.2M
CME icon
173
PUT
CME Group
CME
$95.1B
$10.8M 0.05%
53,000
-219,400
-81% -$46.5M
IWM icon
174
iShares Russell 2000 ETF
IWM
$77.3B
$10.8M 0.05%
63,923
+56,412
+751% +$10.4M
CTRA
175
PUT
DELISTED
Coterra Energy
CTRA
$10.7M 0.05%
415,100
-38,300
-8% -$1.16M
5 6
7
8 9

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Capstone Investment Advisors's Q2 2022 Portfolio in Review

As of Q2 2022, Capstone Investment Advisors held 2,223 positions worth $20.5B, down 44% from $36.4B the previous quarter. Its ten largest holdings account for 48% of the portfolio.

Capstone Investment Advisors withdrew a net $2.35B in Q2 2022, closing 417 positions and reducing 987 holdings. Its most notable exit was PayPal, an estimated $18.2M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 93% of assets, down from 95% 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 $94.6M.

  • Capstone Investment Advisors's largest Q2 2022 buy was iShares MSCI USA Min Vol Factor ETF: 1,347,200 shares worth $94.6M.
  • Capstone Investment Advisors added most to Amazon in Q2 2022, an estimated $94.1M increase.
  • Capstone Investment Advisors's biggest Q2 2022 reduction was Alphabet (Google) Class C, cutting an estimated $26.1M.
  • Capstone Investment Advisors fully exited PayPal in Q2 2022, selling an estimated $18.2M.
  • Capstone Investment Advisors's ten largest holdings make up 48% of its $20.5B portfolio in Q2 2022.
  • Capstone Investment Advisors opened 127 new positions and closed 417 in Q2 2022.
  • Capstone Investment Advisors's portfolio value fell 44% quarter-over-quarter to $20.5B.

Based on Capstone Investment Advisors's 13F filing for Q2 2022, filed 15 Aug 2022.