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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
GWW icon
1801
CALL
W.W. Grainger
GWW
$58.5B
– –
-2,900
Closed -$1.5M
GWW icon
1802
PUT
W.W. Grainger
GWW
$58.5B
– –
-4,200
Closed -$2.17M
HAL icon
1803
Halliburton
HAL
$27.3B
$0 ﹤0.01%
2
– –
HDB icon
1804
HDFC Bank
HDB
$118B
– –
-6,848
Closed -$210K
HIG icon
1805
Hartford Financial Services
HIG
$33.7B
– –
-3,801
Closed -$266K
HII icon
1806
CALL
Huntington Ingalls Industries
HII
$10.4B
– –
-1,400
Closed -$279K
HII icon
1807
PUT
Huntington Ingalls Industries
HII
$10.4B
– –
-6,900
Closed -$1.38M
HSBC icon
1808
CALL
HSBC
HSBC
$345B
– –
-47,600
Closed -$1.63M
HSBC icon
1809
PUT
HSBC
HSBC
$345B
– –
-103,200
Closed -$3.53M
HSIC icon
1810
CALL
Henry Schein
HSIC
$9.63B
– –
-800
Closed -$70K
HSIC icon
1811
Henry Schein
HSIC
$9.63B
– –
-2,389
Closed -$208K
HSIC icon
1812
PUT
Henry Schein
HSIC
$9.63B
– –
-6,500
Closed -$567K
HSY icon
1813
Hershey
HSY
$33.4B
– –
-961
Closed -$209K
HUM icon
1814
Humana
HUM
$47.8B
– –
-470
Closed -$209K
IBB icon
1815
CALL
iShares Biotechnology ETF
IBB
$10.8B
– –
-25,000
Closed -$3.26M
IBB icon
1816
iShares Biotechnology ETF
IBB
$10.8B
– –
-3
Closed –
IEX icon
1817
CALL
IDEX
IEX
$17B
– –
-400
Closed -$77K
IEX icon
1818
PUT
IDEX
IEX
$17B
– –
-2,900
Closed -$556K
IP icon
1819
International Paper
IP
$18.5B
– –
-11,894
Closed -$552K
IPG
1820
CALL
DELISTED
Interpublic Group of Companies
IPG
– –
-5,800
Closed -$206K
IPG
1821
DELISTED
Interpublic Group of Companies
IPG
– –
-5,749
Closed -$204K
IPG
1822
PUT
DELISTED
Interpublic Group of Companies
IPG
– –
-18,900
Closed -$670K
IQV icon
1823
IQVIA
IQV
$44.5B
– –
-900
Closed -$195K
ITW icon
1824
Illinois Tool Works
ITW
$78.1B
– –
-1,939
Closed -$388K
IWM icon
1825
CALL
iShares Russell 2000 ETF
IWM
$77.3B
– –
-33,400
Closed -$6.86M
71 72
73
74 75

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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.