Capstone Investment Advisors

Latest statistics and disclosures from Capstone Investment Advisors's latest quarterly 13F-HR filing:

Tip: Access up to 7 years of quarterly data

Positions held by Capstone Investment Advisors consolidated in one spreadsheet with up to 7 years of data

Download as csvDownload consolidated filings csv Download as ExcelDownload consolidated filings xlsx

Portfolio Holdings for Capstone Investment Advisors

Capstone Investment Advisors holds 763 positions in its portfolio as reported in the December 2022 quarterly 13F filing

Capstone Investment Advisors has 763 total positions. Only the first 250 positions are shown.

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Invesco Qqq Tr Unit Ser 1 Call Option (QQQ) 15.8 $2.2B -34% 8.2M 266.28
Ishares Tr Russell 2000 Etf Put Option (IWM) 10.3 $1.4B -44% 8.1M 174.36
Spdr S&p 500 Etf Tr Tr Unit Call Option (SPY) 5.2 $716M +92% 1.9M 382.43
Ishares Tr Msci Eafe Etf (EFA) 4.0 $547M -42% 8.3M 65.64
Spdr Gold Tr Gold Shs Call Option (GLD) 2.2 $306M NEW 1.8M 169.64
Ishares Tr Iboxx Hi Yd Etf Put Option (HYG) 1.9 $258M -22% 3.5M 73.63
Ishares Tr China Lg-cap Etf (FXI) 1.8 $250M +88% 8.8M 28.30
Apple Call Option (AAPL) 1.6 $218M -21% 1.7M 129.93
Microsoft Corporation Call Option (MSFT) 1.3 $180M -46% 752k 239.82
Ishares Tr Msci Emg Mkt Etf (EEM) 1.0 $135M -77% 3.6M 37.90
Berkshire Hathaway Inc Del Cl B New Call Option (BRK.B) 0.8 $112M -11% 362k 308.90
UnitedHealth Call Option (UNH) 0.8 $109M +56% 205k 530.18
Ishares Tr Iboxx Inv Cp Etf (LQD) 0.8 $108M 1.0M 105.43
Amazon Put Option (AMZN) 0.8 $107M -55% 1.3M 84.00

Setup an alert

Capstone Investment Advisors will file the next quarterly 13-HR in about 2 months. Would you like to be notified?

Exxon Mobil Corporation Call Option (XOM) 0.7 $100M -13% 904k 110.30
JPMorgan Chase & Co. Call Option (JPM) 0.7 $98M -11% 727k 134.10
Alphabet Cap Stk Cl C Call Option (GOOG) 0.6 $79M +8% 893k 88.73
KBR Note 2.500%11/0 (Principal) 0.5 $73M 35M 2.11
Alphabet Cap Stk Cl A Call Option (GOOGL) 0.5 $73M -19% 824k 88.23
Cisco Systems Call Option (CSCO) 0.5 $71M 1.5M 47.64
Insight Enterprises Note 0.750% 2/1 (Principal) 0.5 $68M +18% 45M 1.51
Eli Lilly & Co. Call Option (LLY) 0.5 $68M +52% 186k 365.84
Procter & Gamble Company Call Option (PG) 0.5 $66M -8% 435k 151.56
Home Depot Call Option (HD) 0.5 $64M -32% 202k 315.86
Vanguard Index Fds Value Etf (VTV) 0.4 $61M +38% 436k 140.37
Insmed Note 0.750% 6/0 (Principal) 0.4 $60M +9% 73M 0.83
Fti Consulting Note 2.000% 8/1 (Principal) 0.4 $59M 38M 1.58
Meta Platforms Cl A Put Option (META) 0.4 $58M -33% 480k 120.34
Broadcom Call Option (AVGO) 0.4 $57M 102k 559.13
Palo Alto Networks Note 0.375% 6/0 (Principal) 0.4 $56M 38M 1.48
Ishares Msci Brazil Etf (EWZ) 0.4 $56M +122% 2.0M 27.97
Dexcom Note 0.750%12/0 (Principal) 0.4 $55M 20M 2.76
Johnson & Johnson Call Option (JNJ) 0.4 $54M +5% 303k 176.65
Activision Blizzard Call Option (ATVI) 0.4 $52M +270% 678k 76.55
Realty Income Call Option (O) 0.4 $51M +321% 803k 63.43
Accenture Plc Ireland Shs Class A Put Option (ACN) 0.4 $51M +17% 189k 266.84
World Wrestling Entmt Note 3.375%12/1 (Principal) 0.4 $49M +62% 18M 2.77
Ishares Tr Msci Usa Min Vol (USMV) 0.3 $46M NEW 643k 72.10
Atlassian Corporation Cl A Call Option (TEAM) 0.3 $46M NEW 357k 128.68
Mongodb Note 0.250% 1/1 (Principal) 0.3 $45M -19% 38M 1.18
NVIDIA Corporation Put Option (NVDA) 0.3 $45M +43% 308k 146.14
Abbvie Call Option (ABBV) 0.3 $45M -4% 278k 161.61
Travere Therapeutics Note 2.250% 3/0 (Principal) 0.3 $44M +37% 48M 0.92
Encore Cap Group Note 3.250%10/0 (Principal) 0.3 $44M 33M 1.31
Lumentum Hldgs Note 0.250% 3/1 (Principal) 0.3 $44M -29% 42M 1.05
Abbott Laboratories Call Option (ABT) 0.3 $44M 398k 109.79
At&t Call Option (T) 0.3 $43M +6% 2.3M 18.41
Pfizer Put Option (PFE) 0.3 $43M 840k 51.24
National Vision Hldgs Note 2.500% 5/1 (Principal) 0.3 $42M 31M 1.38
Dbx Etf Tr Xtrack Hrvst Csi Call Option (ASHR) 0.3 $42M NEW 1.5M 28.02
Insulet Corp Note 0.375% 9/0 (Principal) 0.3 $42M +20% 29M 1.42
Livent Corp Note 4.125% 7/1 (Principal) 0.3 $41M 17M 2.40
Nova Note 10/1 (Principal) 0.3 $40M 33M 1.22
Wells Fargo & Company Call Option (WFC) 0.3 $39M +11% 951k 41.29
Copa Holdings Sa Note 4.500% 4/1 (Principal) 0.3 $38M 22M 1.71
Bank of America Corporation Call Option (BAC) 0.3 $38M -42% 1.1M 33.12
Pure Storage Note 0.125% 4/1 (Principal) 0.3 $37M 35M 1.08
Visa Com Cl A Put Option (V) 0.3 $37M +19% 178k 207.76
Starbucks Corporation Put Option (SBUX) 0.3 $35M -9% 356k 99.20
Cytokinetics Note 4.000%11/1 (Principal) 0.2 $34M 7.5M 4.49
Morgan Stanley Com New Call Option (MS) 0.2 $34M -4% 395k 85.02
Nuvasive Note 1.000% 6/0 (Principal) 0.2 $33M +3% 34M 0.98
Comcast Corp Cl A Put Option (CMCSA) 0.2 $33M +13% 944k 34.97
Linde SHS Call Option (LIN) 0.2 $32M -17% 98k 326.18
BlackRock Call Option (BLK) 0.2 $32M -35% 45k 708.63
Mastercard Incorporated Cl A Call Option (MA) 0.2 $32M +5% 91k 347.73
Palo Alto Networks Note 0.750% 7/0 (Principal) 0.2 $32M +100% 20M 1.58
Danaher Corporation Call Option (DHR) 0.2 $31M +42% 117k 265.42
Exact Sciences Corp Note 0.375% 3/0 (Principal) 0.2 $31M -2% 39M 0.79
United States Stl Corp Note 5.000%11/0 (Principal) 0.2 $30M 15M 2.00
Stryker Corporation Call Option (SYK) 0.2 $30M -10% 121k 244.49
Vertex Pharmaceuticals Incorporated Call Option (VRTX) 0.2 $29M +20% 101k 288.78
Taiwan Semiconductor Mfg Sponsored Ads Call Option (TSM) 0.2 $29M +238% 390k 74.49
Cigna Corp Call Option (CI) 0.2 $29M +9% 87k 331.34
Thermo Fisher Scientific Call Option (TMO) 0.2 $29M -17% 53k 550.69
Cutera Note 2.250% 3/1 (Principal) 0.2 $29M 19M 1.48
Zillow Group Note 1.375% 9/0 (Principal) 0.2 $29M -15% 28M 1.02
Intuit Call Option (INTU) 0.2 $29M -29% 73k 389.22
Becton, Dickinson and Call Option (BDX) 0.2 $29M -12% 112k 254.30
Anthem Put Option (ELV) 0.2 $28M +14% 55k 512.97
Tesla Motors Call Option (TSLA) 0.2 $28M -24% 227k 123.18
Pepsi Call Option (PEP) 0.2 $28M +11% 154k 180.66
Select Sector Spdr Tr Energy (XLE) 0.2 $27M -47% 314k 87.47
Bristol Myers Squibb Call Option (BMY) 0.2 $27M +30% 381k 71.95
Lockheed Martin Corporation Put Option (LMT) 0.2 $27M -14% 56k 486.49
New Relic Note 0.500% 5/0 (Principal) 0.2 $27M +12% 28M 0.98
Vmware Cl A Com Call Option (VMW) 0.2 $27M +388% 221k 122.76
Charles Schwab Corporation Call Option (SCHW) 0.2 $27M -6% 322k 83.26
Ishares Tr Rus 2000 Val Etf (IWN) 0.2 $27M +34% 192k 138.67
Costco Wholesale Corporation Call Option (COST) 0.2 $26M +7% 57k 456.50
Impinj Note 1.125% 5/1 (Principal) 0.2 $26M NEW 21M 1.21
Bill Com Hldgs Note 12/0 (Principal) 0.2 $26M -24% 25M 1.03
Metropcs Communications Put Option (TMUS) 0.2 $25M +5% 180k 140.00
Zscaler Note 0.125% 7/0 (Principal) 0.2 $25M -20% 24M 1.05
Ironwood Pharmaceuticals Note 1.500% 6/1 (Principal) 0.2 $25M 23M 1.10
Ironwood Pharmaceuticals Note 0.750% 6/1 (Principal) 0.2 $25M 23M 1.08
Intel Corporation Call Option (INTC) 0.2 $24M -3% 903k 26.43
Akamai Technologies Note 0.125% 5/0 (Principal) 0.2 $23M -44% 22M 1.05
Iqiyi Sponsored Ads Put Option (IQ) 0.2 $23M NEW 4.3M 5.30
Wolfspeed Note 1.750% 5/0 (Principal) 0.2 $23M -16% 14M 1.61
Gilead Sciences Call Option (GILD) 0.2 $23M -33% 267k 85.85
Akamai Technologies Note 0.375% 9/0 (Principal) 0.2 $23M -35% 24M 0.97
Boeing Company Call Option (BA) 0.2 $23M -34% 119k 190.49
Texas Instruments Incorporated Call Option (TXN) 0.2 $22M +26% 135k 165.22
Natera Note 2.250% 5/0 (Principal) 0.2 $22M 17M 1.28
Netflix Call Option (NFLX) 0.2 $22M -41% 75k 294.88
Alibaba Group Hldg Sponsored Ads Call Option (BABA) 0.2 $22M +854% 251k 88.09
Mgp Ingredients Note 1.875%11/1 (Principal) 0.2 $22M NEW 18M 1.26
Coca-Cola Company Call Option (KO) 0.2 $22M -7% 347k 63.61
Automatic Data Processing Call Option (ADP) 0.2 $22M +13% 91k 238.86
Merck & Co Call Option (MRK) 0.2 $22M -18% 196k 110.95
Goldman Sachs Call Option (GS) 0.2 $22M -4% 63k 343.38
Walt Disney Company Call Option (DIS) 0.2 $22M -31% 247k 86.88
Varonis Sys Note 1.250% 8/1 (Principal) 0.2 $21M -22% 20M 1.05
Permian Resources Corp Note 3.250% 4/0 (Principal) 0.2 $21M 13M 1.70
Wal-Mart Stores Call Option (WMT) 0.2 $21M +10% 150k 141.79
Sherwin-Williams Company Put Option (SHW) 0.2 $21M -25% 89k 237.33
McDonald's Corporation Call Option (MCD) 0.2 $21M -7% 79k 263.53
Moderna Put Option (MRNA) 0.2 $21M +3% 116k 179.62
Hca Holdings Call Option (HCA) 0.2 $21M -23% 87k 239.96
International Business Machines Call Option (IBM) 0.1 $21M +35% 146k 140.89
Verizon Communications Call Option (VZ) 0.1 $20M +55% 519k 39.40
Zoetis Cl A Call Option (ZTS) 0.1 $20M -24% 137k 146.55
Nextera Energy Call Option (NEE) 0.1 $20M +15% 237k 83.60
Amgen Call Option (AMGN) 0.1 $20M +5% 75k 262.64
Lowe's Companies Call Option (LOW) 0.1 $20M -15% 98k 199.24
Integra Lifesciences Hldgs C Note 0.500% 8/1 (Principal) 0.1 $20M -11% 20M 0.97
CVS Caremark Corporation Put Option (CVS) 0.1 $19M +28% 199k 93.19
Veeco Instrs Inc Del Note 3.750% 6/0 (Principal) 0.1 $19M 12M 1.55
Zillow Group Note 0.750% 9/0 (Principal) 0.1 $18M 18M 1.04
Air Products & Chemicals Call Option (APD) 0.1 $18M -26% 59k 308.26
Citigroup Com New Call Option (C) 0.1 $18M -54% 404k 45.23
Conmed Corp Note 2.625% 2/0 (Principal) 0.1 $18M +6% 16M 1.14
Chevron Corporation Put Option (CVX) 0.1 $18M -58% 101k 179.49
American Express Company Call Option (AXP) 0.1 $18M +16% 122k 147.75
Mannkind Corp Note 2.500% 3/0 (Principal) 0.1 $18M -28% 15M 1.19
S&p Global Call Option (SPGI) 0.1 $18M -43% 52k 334.94
TJX Companies Call Option (TJX) 0.1 $18M -13% 220k 79.60
Perficient Note 0.125%11/1 (Principal) 0.1 $18M NEW 23M 0.78
Raytheon Technologies Corp Call Option (RTX) 0.1 $18M +22% 173k 100.92
Guardant Health Note 11/1 (Principal) 0.1 $17M -31% 28M 0.63
Oracle Corporation Call Option (ORCL) 0.1 $17M +8% 212k 81.74
Progressive Corporation Call Option (PGR) 0.1 $17M +18% 133k 129.71
Shaw Communications Cl B Conv Put Option (SJR) 0.1 $17M NEW 600k 28.78
Granite Constr Note 2.750%11/0 (Principal) 0.1 $17M 14M 1.22
Alphatec Hldgs Note 0.750% 8/0 (Principal) 0.1 $17M +223% 19M 0.92
Jd.com Spon Adr Cl A Call Option (JD) 0.1 $17M +145% 303k 56.13
Datadog Note 0.125% 6/1 (Principal) 0.1 $17M 16M 1.10
Fiserv Call Option (FISV) 0.1 $17M -3% 167k 101.07
Dish Network Corporation Note 12/1 (Principal) 0.1 $17M -19% 26M 0.64
General Electric Com New Call Option (GE) 0.1 $17M -8% 199k 83.79
Ionis Pharmaceuticals Note 4/0 (Principal) 0.1 $17M -4% 18M 0.93
Rapid7 Note 0.250% 3/1 (Principal) 0.1 $17M -19% 21M 0.79
Nike CL B Call Option (NKE) 0.1 $17M -69% 142k 117.01
Pra Group Note 3.500% 6/0 (Principal) 0.1 $17M 17M 0.99
Bentley Sys Note 0.375% 7/0 (Principal) 0.1 $16M -13% 20M 0.82
Pinduoduo Sponsored Ads Call Option (PDD) 0.1 $16M +511% 200k 81.55
Novocure Note 11/0 (Principal) 0.1 $16M -12% 18M 0.89
Progress Software Corp Note 1.000% 4/1 (Principal) 0.1 $16M 16M 1.03
Wayfair Note 1.000% 8/1 (Principal) 0.1 $16M 28M 0.57
salesforce Call Option (CRM) 0.1 $16M +59% 119k 132.59
Analog Devices Call Option (ADI) 0.1 $16M +3% 96k 164.03
Intercontinental Exchange Call Option (ICE) 0.1 $16M -46% 152k 102.59
Topgolf Callaway Brands Corp Note 2.750% 5/0 (Principal) 0.1 $16M -31% 12M 1.31
Occidental Petroleum Corporation Call Option (OXY) 0.1 $15M +14% 241k 62.99
Li Auto Note 0.250% 5/0 (Principal) 0.1 $15M 15M 1.01
PNC Financial Services Call Option (PNC) 0.1 $15M +22% 96k 157.94
Prologis Call Option (PLD) 0.1 $15M -43% 133k 112.73
Marathon Petroleum Corp Call Option (MPC) 0.1 $15M +85% 128k 116.39
Techtarget Note 0.125%12/1 (Principal) 0.1 $15M 16M 0.91
Repligen Corp Note 0.375% 7/1 (Principal) 0.1 $15M 9.0M 1.61
Intuitive Surgical Com New Put Option (ISRG) 0.1 $14M -12% 54k 265.35
Eaton Corp SHS Call Option (ETN) 0.1 $14M -12% 92k 156.95
Middleby Corp Note 1.000% 9/0 (Principal) 0.1 $14M 12M 1.18
Encore Cap Europe Fin Note 4.500% 9/0 (Principal) 0.1 $14M 12M 1.18
Philip Morris International Call Option (PM) 0.1 $14M -9% 140k 101.21
Evolent Health Note 3.500%12/0 (Principal) 0.1 $14M +142% 8.5M 1.63
Honeywell International Call Option (HON) 0.1 $14M -13% 65k 214.30
Colgate-Palmolive Company Call Option (CL) 0.1 $14M -10% 174k 78.79
Northrop Grumman Corporation Put Option (NOC) 0.1 $14M +6% 25k 545.61
Prudential Financial Call Option (PRU) 0.1 $14M -6% 135k 99.46
Mondelez Intl Cl A Call Option (MDLZ) 0.1 $14M -14% 202k 66.65
Winnebago Inds Note 1.500% 4/0 (Principal) 0.1 $13M 13M 1.05
McKesson Corporation Call Option (MCK) 0.1 $13M +58% 36k 375.12
Rapid7 Note 2.250% 5/0 (Principal) 0.1 $13M -57% 13M 0.96
Chubb Call Option (CB) 0.1 $13M 57k 220.60
Applied Materials Call Option (AMAT) 0.1 $13M -62% 129k 97.38
Perficient Note 1.250% 8/0 (Principal) 0.1 $13M 8.4M 1.49
Norfolk Southern Call Option (NSC) 0.1 $12M -15% 50k 246.42
Select Sector Spdr Tr Financial Call Option (XLF) 0.1 $12M -49% 358k 34.20
Agilent Technologies Inc C ommon Call Option (A) 0.1 $12M -22% 82k 149.65
Paypal Holdings Call Option (PYPL) 0.1 $12M +38% 171k 71.22
Harmonic DBCV 2.000% 9/0 (Principal) 0.1 $12M 7.7M 1.58
Kraneshares Tr Csi Chi Internet Call Option (KWEB) 0.1 $12M 400k 30.20
CSX Corporation Call Option (CSX) 0.1 $12M -15% 389k 30.98
Sea Note 0.250% 9/1 (Principal) 0.1 $12M -5% 16M 0.74
Micron Technology Call Option (MU) 0.1 $12M -33% 234k 49.98
Union Pacific Corporation Put Option (UNP) 0.1 $11M -30% 55k 207.07
Adobe Systems Incorporated Put Option (ADBE) 0.1 $11M +99% 34k 336.53
Ati Note 3.500% 6/1 (Principal) 0.1 $11M 5.7M 2.01
Ross Stores Call Option (ROST) 0.1 $11M -23% 98k 116.07
Mesa Labs Note 1.375% 8/1 (Principal) 0.1 $11M -26% 13M 0.90
Qualcomm Call Option (QCOM) 0.1 $11M -59% 102k 109.94
Microchip Technology Call Option (MCHP) 0.1 $11M -5% 159k 70.25
Q2 HLDGS Note 0.750% 6/0 (Principal) 0.1 $11M -32% 13M 0.83
PPG Industries Call Option (PPG) 0.1 $11M +12% 88k 125.74
Spdr Ser Tr S&p Regl Bkg (KRE) 0.1 $11M +206% 188k 58.74
Humana Call Option (HUM) 0.1 $11M -21% 21k 512.19
Servicenow Put Option (NOW) 0.1 $11M -25% 28k 388.27
Omnicell Note 0.250% 9/1 (Principal) 0.1 $11M -51% 12M 0.88
Bloom Energy Corp Note 2.500% 8/1 (Principal) 0.1 $11M -20% 7.9M 1.35
Simon Property Call Option (SPG) 0.1 $11M -48% 90k 117.48
Willis Towers Watson SHS Call Option (WTW) 0.1 $11M -24% 43k 244.58
Corteva Call Option (CTVA) 0.1 $11M +4% 178k 58.78
MetLife Call Option (MET) 0.1 $11M +151% 145k 72.37
Dominion Resources Call Option (D) 0.1 $10M +6% 167k 61.32
Innoviva Note 2.500% 8/1 (Principal) 0.1 $10M 10M 1.02
Waste Management Call Option (WM) 0.1 $10M +13% 65k 156.88
Model N Note 2.625% 6/0 (Principal) 0.1 $10M +36% 7.5M 1.35
NetApp Call Option (NTAP) 0.1 $10M +9% 169k 60.06
Pg&e Corp Unit 08/16/2023 (PCGU) 0.1 $10M 70k 144.24
Lauder Estee Cos Cl A Call Option (EL) 0.1 $10M -33% 40k 248.11
Caterpillar Call Option (CAT) 0.1 $9.9M -9% 42k 239.56
Cabot Oil & Gas Corporation Call Option (CTRA) 0.1 $9.9M -3% 403k 24.57
Digitalocean Hldgs Note 12/0 (Principal) 0.1 $9.9M NEW 13M 0.75
Cloudflare Note 8/1 (Principal) 0.1 $9.8M -27% 12M 0.82
Coherus Biosciences Note 1.500% 4/1 (Principal) 0.1 $9.7M -2% 15M 0.66
United Parcel Service CL B Call Option (UPS) 0.1 $9.7M -23% 56k 173.84
Cinemark Hldgs Note 4.500% 8/1 (Principal) 0.1 $9.6M -34% 10M 0.96
Fifth Third Ban Call Option (FITB) 0.1 $9.6M +13% 292k 32.81
Lci Inds Note 1.125% 5/1 (Principal) 0.1 $9.5M +28% 11M 0.85
Bank of New York Mellon Corporation Put Option (BK) 0.1 $9.5M -44% 209k 45.52
Confluent Note 1/1 (Principal) 0.1 $9.5M NEW 13M 0.76
Cme Call Option (CME) 0.1 $9.5M -40% 56k 168.16
General Mills Call Option (GIS) 0.1 $9.4M +16% 112k 83.85
Infinera Corp Debt 3.750% 8/0 (Principal) 0.1 $9.3M +50% 7.5M 1.24
Us Bancorp Del Com New Call Option (USB) 0.1 $9.3M -64% 213k 43.61
EOG Resources Call Option (EOG) 0.1 $9.3M +6% 72k 129.52
Schlumberger Com Stk Call Option (SLB) 0.1 $9.3M +81% 174k 53.46
Bandwidth Note 0.500% 4/0 (Principal) 0.1 $9.2M +81% 15M 0.63
American Tower Reit Call Option (AMT) 0.1 $8.9M +2% 42k 211.86
Hershey Company Call Option (HSY) 0.1 $8.9M +7% 38k 231.57
Freeport-mcmoran CL B Call Option (FCX) 0.1 $8.8M 233k 38.00
Keysight Technologies Call Option (KEYS) 0.1 $8.8M -3% 51k 171.07
Lincoln National Corporation Call Option (LNC) 0.1 $8.8M +46% 285k 30.72
Upstart Hldgs Note 0.250% 8/1 (Principal) 0.1 $8.7M -8% 17M 0.53
Synchrony Financial Call Option (SYF) 0.1 $8.7M -32% 265k 32.86
Pegasystems Note 0.750% 3/0 (Principal) 0.1 $8.7M -16% 10M 0.87
Exelon Corporation Call Option (EXC) 0.1 $8.6M +9% 200k 43.23
Liveperson Note 0.750% 3/0 (Principal) 0.1 $8.6M -14% 9.2M 0.94

Past Filings by Capstone Investment Advisors

SEC 13F filings are viewable for Capstone Investment Advisors going back to 2010

View all past filings