CAPSTONE INVESTMENT ADVISORS, LLC Q1 2021 Filing

Filed May 17, 2021

Portfolio Value

$34.1B

Holdings

901

Report Date

Q1 2021

Filing Type

13F-HR

All Holdings (901 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	NDQINVESCO QQQ TR	6,392,572	$2.0B	5.98%	Put
2	AAPLAPPLE INC	12,352,396	$1.5B	4.42%	Put
3	MSFTMICROSOFT CORP	5,819,711	$1.4B	4.02%	Put
4	EFAISHARES TR	17,244,073	$1.3B	3.83%	Put
5	AMZNAMAZON COM INC	340,240	$1.1B	3.08%	Put
6	SPYSPDR S&P 500 ETF TR	2,200,415	$872.1M	2.55%	Put
7	IWMISHARES TR	3,503,088	$774.0M	2.27%	Put
8	EEMISHARES TR	11,631,924	$620.4M	1.82%	Put
9	METAFACEBOOK INC	2,073,786	$610.8M	1.79%	Put
10	GOOGALPHABET INC	288,261	$596.3M	1.75%	Put
11	GOOGLALPHABET INC	251,253	$518.2M	1.52%	Put
12	FXIISHARES TR	9,336,542	$435.6M	1.28%	Put
13	NVDANVIDIA CORPORATION	815,716	$435.5M	1.28%	Put
14	BRK/BBERKSHIRE HATHAWAY INC DEL	1,669,906	$426.6M	1.25%	Put
15	TSLATESLA INC	621,254	$415.0M	1.22%	Put
16	JPMJPMORGAN CHASE & CO	2,488,818	$378.9M	1.11%	Put
17	DISDISNEY WALT CO	1,785,196	$329.4M	0.96%	Put
18	JNJJOHNSON & JOHNSON	1,794,800	$295.0M	0.86%	Put
19	NFLXNETFLIX INC	561,900	$293.1M	0.86%	Put
20	INTCINTEL CORP	4,572,076	$292.6M	0.86%	Put
21	HDHOME DEPOT INC	929,500	$283.7M	0.83%	Put
22	UNHUNITEDHEALTH GROUP INC	743,273	$276.6M	0.81%	Put
23	MAMASTERCARD INCORPORATED	765,814	$272.7M	0.80%	Put
24	VVISA INC	1,241,400	$262.8M	0.77%	Put
25	PYPLPAYPAL HLDGS INC	1,039,335	$252.4M	0.74%	Put
26	BACBK OF AMERICA CORP	6,520,564	$252.3M	0.74%	Put
27	PGPROCTER AND GAMBLE CO	1,774,957	$240.4M	0.70%	Put
28	WORKSLACK TECHNOLOGIES INC	5,821,206	$236.5M	0.69%
29	CVXCHEVRON CORP NEW	2,225,893	$233.3M	0.68%	Put
30	XOMEXXON MOBIL CORP	4,093,420	$228.5M	0.67%	Put
31	CMCSACOMCAST CORP NEW	4,068,578	$220.2M	0.64%	Put
32	ALXNALEXION PHARMACEUTICALS INC	1,349,299	$206.3M	0.60%	Put
33	AVGOBROADCOM INC	444,372	$206.0M	0.60%	Put
34	TXNTEXAS INSTRS INC	1,017,981	$192.4M	0.56%	Put
35	ABTABBOTT LABS	1,591,400	$190.7M	0.56%	Put
36	ADBEADOBE SYSTEMS INCORPORATED	393,870	$187.2M	0.55%	Put
37	CSCOCISCO SYS INC	3,571,300	$184.7M	0.54%	Put
38	CRMSALESFORCE COM INC	828,661	$175.6M	0.51%	Put
39	QCOMQUALCOMM INC	1,317,232	$174.7M	0.51%	Put
40	WMTWALMART INC	1,222,249	$166.0M	0.49%	Put
41	—IHS MARKIT LTD	1,686,730	$163.2M	0.48%	Put
42	BABOEING CO	635,676	$161.9M	0.47%	Put
43	PFEPFIZER INC	4,427,200	$160.4M	0.47%	Put
44	TMOTHERMO FISHER SCIENTIFIC INC	349,001	$159.3M	0.47%	Put
45	ABBVABBVIE INC	1,471,600	$159.3M	0.47%	Put
46	LLYLILLY ELI & CO	835,391	$156.1M	0.46%	Put
47	WFCWELLS FARGO CO NEW	3,957,357	$154.6M	0.45%	Put
48	GSGOLDMAN SACHS GROUP INC	471,921	$154.3M	0.45%	Put
49	COSTCOSTCO WHSL CORP NEW	436,249	$153.8M	0.45%	Put
50	MCDMCDONALDS CORP	683,600	$153.2M	0.45%	Put
51	PEPPEPSICO INC	1,074,026	$151.9M	0.44%	Put
52	AMATAPPLIED MATLS INC	1,125,823	$150.4M	0.44%	Put
53	KOCOCA COLA CO	2,824,628	$148.9M	0.44%	Put
54	MDTMEDTRONIC PLC	1,256,400	$148.4M	0.43%	Put
55	TRVCCITIGROUP INC	2,021,752	$147.1M	0.43%	Put
56	ACNACCENTURE PLC IRELAND	519,600	$143.5M	0.42%	Put
57	AMGNAMGEN INC	574,600	$143.0M	0.42%	Put
58	MUMICRON TECHNOLOGY INC	1,599,267	$141.1M	0.41%	Put
59	DHRDANAHER CORPORATION	624,830	$140.6M	0.41%	Put
60	MRKMERCK & CO. INC	1,823,326	$140.6M	0.41%	Put
61	NKENIKE INC	1,054,277	$140.1M	0.41%	Put
62	TAT&T INC	4,528,300	$137.1M	0.40%	Put
63	BACVERIZON COMMUNICATIONS INC	2,334,000	$135.7M	0.40%	Put
64	HONHONEYWELL INTL INC	616,900	$133.9M	0.39%	Put
65	AMDADVANCED MICRO DEVICES INC	1,676,204	$131.6M	0.39%	Put
66	DEDEERE & CO	349,045	$130.6M	0.38%	Put
67	XLNXEURXILINX INC	1,044,004	$129.4M	0.38%	Put
68	UNPUNION PAC CORP	579,900	$127.8M	0.37%	Put
69	ORCLORACLE CORP	1,799,800	$126.3M	0.37%	Put
70	CATCATERPILLAR INC	521,083	$120.8M	0.35%	Put
71	SBUXSTARBUCKS CORP	1,047,461	$114.5M	0.34%	Put
72	RTXRAYTHEON TECHNOLOGIES CORP	1,427,451	$110.3M	0.32%	Put
73	INTUINTUIT	282,254	$108.1M	0.32%	Put
74	GEGENERAL ELECTRIC CO	8,113,891	$106.5M	0.31%	Put
75	NOWSERVICENOW INC	212,386	$106.2M	0.31%	Put
76	UPSUNITED PARCEL SERVICE INC	601,700	$102.3M	0.30%	Put
77	CVSCVS HEALTH CORP	1,346,611	$101.3M	0.30%	Put
78	DWDMORGAN STANLEY	1,304,437	$101.3M	0.30%	Put
79	LOWLOWES COS INC	512,000	$97.4M	0.29%	Put
80	AXPAMERICAN EXPRESS CO	684,600	$96.8M	0.28%	Put
81	IBMINTERNATIONAL BUSINESS MACHS	709,700	$94.6M	0.28%	Put
82	LMTLOCKHEED MARTIN CORP	255,300	$94.3M	0.28%	Put
83	NEENEXTERA ENERGY INC	1,187,109	$89.8M	0.26%	Put
84	4I1PHILIP MORRIS INTL INC	1,008,300	$89.5M	0.26%	Put
85	LRCXEURLAM RESEARCH CORP	145,766	$86.8M	0.25%	Put
86	GMGENERAL MTRS CO	1,506,000	$86.5M	0.25%	Put
87	CICIGNA CORP NEW	353,100	$85.4M	0.25%	Put
88	MOALTRIA GROUP INC	1,639,394	$83.9M	0.25%	Put
89	ELVANTHEM INC	232,800	$83.6M	0.24%	Put
90	BLKCHFBLACKROCK INC	110,600	$83.4M	0.24%	Put
91	FDXFEDEX CORP	289,400	$82.2M	0.24%	Put
92	ATVIEURACTIVISION BLIZZARD INC	866,304	$80.6M	0.24%	Put
93	BMYBRISTOL-MYERS SQUIBB CO	1,271,300	$80.3M	0.24%	Put
94	GILDGILEAD SCIENCES INC	1,235,400	$79.8M	0.23%	Put
95	DYHTARGET CORP	383,800	$76.0M	0.22%	Put
96	LINLINDE PLC	269,900	$75.6M	0.22%	Put
97	COFCAPITAL ONE FINL CORP	569,400	$72.4M	0.21%	Put
98	TWTRUSDTWITTER INC	1,128,000	$71.8M	0.21%	Put
99	FISFIDELITY NATL INFORMATION SV	504,574	$70.9M	0.21%	Put
100	ADIANALOG DEVICES INC	454,235	$70.4M	0.21%	Put

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