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Capstone Investment Advisors Portfolio holdings
AUM
$57.4B
1-Year Est. Return
26.91%
This Fund
S&P 500
This Quarter
Est. Return
-7.05%
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
$20.5B
AUM Growth
-$15.9B
(-44%)
Cap. Flow
-$13.1B
Cap. Flow
% of AUM
-64.08%
Top 10 Holdings %
Top 10 Hldgs %
47.91%
Holding
2,223
New
128
Increased
186
Reduced
987
Closed
417
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI USA Min Vol Factor ETF
USMV
|
+$98.6M |
| 2 |
Amazon
AMZN
|
+$94.1M |
| 3 |
Vanguard Morningstar Value ETF
VTV
|
+$62.3M |
| 4 |
iShares MSCI Emerging Markets ETF
EEM
|
+$57.9M |
| 5 |
NVIDIA
NVDA
|
+$46.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alphabet (Google) Class C
GOOG
|
+$26.1M |
| 2 |
Pfizer
PFE
|
+$21.9M |
| 3 |
Microsoft
MSFT
|
+$19.5M |
| 4 |
PayPal
PYPL
|
+$18.2M |
| 5 |
Lowe's Companies
LOW
|
+$15.8M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 1.89% |
| 2 | Financials | 1.74% |
| 3 | Consumer Discretionary | 1.34% |
| 4 | Communication Services | 0.67% |
| 5 | Healthcare | 0.58% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
PUT
iShares Russell 2000 ETF
IWM
$81.8B
| $2.62B | 12.78% |
15,472,500
+2,734,500
| +21% | +$504M |
|
2
PUT
iShares MSCI EAFE ETF
EFA
$79.9B
| $1.7B | 8.28% |
27,169,200
+1,729,200
| +7% | +$118M |
|
3
PUT
Invesco QQQ Trust
QQQ
$478B
| $1.48B | 7.2% |
5,269,400
-7,233,300
| -58% | -$2.24B |
|
4
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$807B
| $981M | 4.78% |
2,600,000
+763,500
| +42% | +$313M |
|
|
5
CALL
Invesco QQQ Trust
QQQ
$478B
| $853M | 4.16% |
3,044,700
-752,800
| -20% | -$234M |
|
|
6
CALL
iShares MSCI Emerging Markets ETF
EEM
$29.9B
| $681M | 3.32% |
16,977,000
+16,468,200
| +3,237% | +$691M |
|
|
7
PUT
iShares MSCI Emerging Markets ETF
EEM
$29.9B
| $568M | 2.77% |
14,176,800
+9,478,500
| +202% | +$398M |
|
8
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.9B
| $331M | 1.62% |
4,500,000
-433,400
| -9% | -$33.7M |
|
9
PUT
iShares China Large-Cap ETF
FXI
$4.25B
| $311M | 1.52% |
9,162,400
+7,968,300
| +667% | +$250M |
|
|
10
PUT
Amazon
AMZN
$2.94T
| $300M | 1.46% |
2,826,700
-919,300
| -25% | -$115M |
|
11
PUT
Apple
AAPL
$4.45T
| $289M | 1.41% |
2,110,200
-4,817,800
| -70% | -$730M |
|
|
12
PUT
Microsoft
MSFT
$3.74T
| $249M | 1.22% |
970,800
-1,971,800
| -67% | -$535M |
|
13
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.6B
| $220M | 1.07% |
+2,000,000
| New | +$226M |
|
|
14
CALL
iShares China Large-Cap ETF
FXI
$4.25B
| $167M | 0.81% |
4,922,200
+2,287,600
| +87% | +$71.7M |
|
|
15
Amazon
AMZN
$2.94T
| $129M | 0.63% |
1,210,602
+752,062
| +164% | +$94.1M |
|
16
PUT
Berkshire Hathaway Class B
BRK.B
$1.11T
| $121M | 0.59% |
442,800
-596,400
| -57% | -$187M |
|
|
17
CALL
iShares MSCI EAFE ETF
EFA
$79.9B
| $119M | 0.58% |
1,900,300
+1,116,700
| +143% | +$76M |
|
|
18
CALL
Amazon
AMZN
$2.94T
| $119M | 0.58% |
1,117,500
+727,500
| +187% | +$91M |
|
|
19
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$807B
| $108M | 0.52% |
285,000
-115,000
| -29% | -$47.1M |
|
20
PUT
Meta Platforms (Facebook)
META
$1.53T
| $104M | 0.51% |
645,000
-735,000
| -53% | -$142M |
|
21
PUT
Johnson & Johnson
JNJ
$626B
| $94.8M | 0.46% |
534,100
-741,100
| -58% | -$132M |
|
|
22
iShares MSCI USA Min Vol Factor ETF
USMV
$24.4B
| $94.6M | 0.46% |
+1,347,200
| New | +$98.6M |
|
23
PUT
ExxonMobil
XOM
$657B
| $92.1M | 0.45% |
1,074,900
-1,811,500
| -63% | -$163M |
|
|
24
PUT
NVIDIA
NVDA
$5.27T
| $87.2M | 0.43% |
5,753,000
-7,675,000
| -57% | -$145M |
|
|
25
Apple
AAPL
$4.45T
| $84.1M | 0.41% |
615,444
+289,723
| +89% | +$43.9M |
|
Similar funds
NAMI
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 $13.1B 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 Technology at 1.9% of assets, up from 1.2% 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 $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 128 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.