CAPSTONE INVESTMENT ADVISORS, LLC Q1 2022 Filing

Filed May 13, 2022

Portfolio Value

$36.4B

Holdings

1,155

Report Date

Q1 2022

Filing Type

13F-HR

All Holdings (1,155 positions)

#StockSharesValue% PortfolioType
1
NDQINVESCO QQQ TR
16,300,200$5.9T16241.27%Put
2
IWMISHARES TR
12,778,911$2.6T7209.26%Put
3
EFAISHARES TR
26,223,600$1.9T5304.46%Put
4
AAPLAPPLE INC
8,758,221$1.5T4202.97%Put
5
MSFTMICROSOFT CORP
3,741,579$1.2T3170.40%Put
6
SPYSPDR S&P 500 ETF TR
2,236,500$1.0T2776.08%Put
7
AMZNAMAZON COM INC
229,727$748.9B2058.23%Put
8
GOOGLALPHABET INC
194,697$541.5B1488.28%Put
9
TSLATESLA INC
494,700$533.1B1465.11%Put
10
GOOGALPHABET INC
186,615$521.2B1432.48%Put
11
METAMETA PLATFORMS INC
2,201,958$489.6B1345.67%Put
12
BRK/BBERKSHIRE HATHAWAY INC DEL
1,304,814$460.5B1265.56%Put
13
NVDANVIDIA CORPORATION
1,668,551$455.3B1251.27%Put
14
HYGISHARES TR
4,933,400$406.0B1115.74%Put
15
XOMEXXON MOBIL CORP
3,725,834$307.7B845.71%Put
16
NFLXNETFLIX INC
810,512$303.6B834.42%Put
17
JNJJOHNSON & JOHNSON
1,648,254$292.1B802.85%Put
18
CVXCHEVRON CORP NEW
1,722,000$280.4B770.62%Put
19
UNHUNITEDHEALTH GROUP INC
521,398$265.9B730.78%Put
20
EEMISHARES TR
5,368,615$242.4B666.18%Put
21
HDHOME DEPOT INC
736,050$220.3B605.52%Put
22
JPMJPMORGAN CHASE & CO
1,512,529$206.2B566.68%Put
23
AVGOBROADCOM INC
306,413$192.9B530.27%Put
24
VVISA INC
856,591$190.0B522.09%Put
25
PFEPFIZER INC
3,615,052$187.2B514.36%Put
26
ABBVABBVIE INC
1,135,923$184.1B506.09%Put
27
PGPROCTER AND GAMBLE CO
1,185,812$181.2B497.98%Put
28
COSTCOSTCO WHSL CORP NEW
304,647$175.4B482.14%Put
29
MAMASTERCARD INCORPORATED
480,455$171.7B471.90%Put
30
DISDISNEY WALT CO
1,152,153$158.0B434.32%Put
31
PYPLPAYPAL HLDGS INC
1,308,147$151.3B415.79%Put
32
TMOTHERMO FISHER SCIENTIFIC INC
232,795$137.5B377.90%Put
33
LLYLILLY ELI & CO
479,419$137.3B377.33%Put
34
XLESELECT SECTOR SPDR TR
1,784,094$136.4B374.81%Put
35
BACBK OF AMERICA CORP
3,278,619$135.1B371.42%Put
36
ADBEADOBE SYSTEMS INCORPORATED
288,717$131.5B361.53%Put
37
FXIISHARES TR
3,936,811$125.9B345.90%Put
38
WMTWALMART INC
831,023$123.8B340.12%Put
39
ACNACCENTURE PLC IRELAND
364,994$123.1B338.29%Put
40
CRMSALESFORCE COM INC
577,967$122.7B337.26%Put
41
QCOMQUALCOMM INC
800,740$122.4B336.31%Put
42
LMTLOCKHEED MARTIN CORP
274,698$121.3B333.24%Put
43
NKENIKE INC
881,925$118.7B326.15%Put
44
CSCOCISCO SYS INC
1,956,829$109.1B299.88%Put
45
KOCOCA COLA CO
1,711,914$106.1B291.71%Put
46
PEPPEPSICO INC
633,930$106.1B291.62%Put
47
DHRDANAHER CORPORATION
358,492$105.2B289.00%Put
48
INTCINTEL CORP
2,108,934$104.5B287.25%Put
49
MCDMCDONALDS CORP
421,039$104.1B286.14%Put
50
WFCWELLS FARGO CO NEW
2,131,104$103.3B283.83%Put
51
UNPUNION PAC CORP
363,131$99.2B272.67%Put
52
LINLINDE PLC
308,889$98.7B271.17%Put
53
LOWLOWES COS INC
483,440$97.7B268.65%Put
54
ABTABBOTT LABS
816,753$96.7B265.69%Put
55
MRKMERCK & CO INC
1,174,178$96.3B264.78%Put
56
INTUINTUIT
193,893$93.2B256.23%Put
57
CONMED CORP
53,974,000$93.0B255.66%
58
CMECME GROUP INC
381,655$90.8B249.49%Put
59
NEENEXTERA ENERGY INC
1,067,320$90.4B248.49%Put
6040,800,000$88.5B243.24%
61
DWDMORGAN STANLEY
1,005,705$87.9B241.58%Put
62
TRVCCITIGROUP INC
1,630,610$87.1B239.31%Put
63
NOWSERVICENOW INC
155,250$86.5B237.61%Put
64
Z 1.375 09/01/26ZILLOW GROUP INC
64,722,000$86.0B236.24%
65
ELVANTHEM INC
174,435$85.7B235.49%Put
66
MUMICRON TECHNOLOGY INC
1,096,896$85.4B234.81%Put
67
BABOEING CO
442,392$84.7B232.84%Put
68
IBMINTERNATIONAL BUSINESS MACHS
649,913$84.5B232.24%Put
69
CMCSACOMCAST CORP NEW
1,803,898$84.5B232.12%Put
70
TXNTEXAS INSTRS INC
451,384$82.8B227.62%Put
71
CVSCVS HEALTH CORP
813,424$82.3B226.26%Put
72
ISRGINTUITIVE SURGICAL INC
272,259$82.1B225.74%Put
73
CATCATERPILLAR INC
358,339$79.8B219.44%Put
74
BMYBRISTOL-MYERS SQUIBB CO
1,089,000$79.5B218.58%Put
75
TAT&T INC
3,322,488$78.5B215.78%Put
76
SBUXSTARBUCKS CORP
841,611$76.6B210.42%Put
77
UPSUNITED PARCEL SERVICE INC
355,707$76.3B209.66%Put
78
XLFSELECT SECTOR SPDR TR
1,969,179$75.5B207.39%Put
7934,478,000$75.0B206.10%
80
RTXRAYTHEON TECHNOLOGIES CORP
753,277$74.6B205.10%Put
81
AMATAPPLIED MATLS INC
545,266$71.9B197.51%Put
82
MDTMEDTRONIC PLC
639,164$70.9B194.90%Put
83
ADIANALOG DEVICES INC
428,188$70.7B194.38%Put
84
CICIGNA CORP NEW
290,268$69.6B191.15%Put
85
AXPAMERICAN EXPRESS CO
370,883$69.4B190.61%Put
86
GSGOLDMAN SACHS GROUP INC
205,507$67.8B186.44%Put
87
BLKCHFBLACKROCK INC
86,890$66.4B182.49%Put
88
AMGNAMGEN INC
273,402$66.1B181.70%Put
89
AMTAMERICAN TOWER CORP NEW
262,071$65.8B180.95%Put
90
DEDEERE & CO
155,887$64.8B178.00%Put
91
SNAPSNAP INC
1,774,504$63.9B175.52%Put
9236,700,000$62.6B172.13%
9320,000,000$62.3B171.15%
94
AMDADVANCED MICRO DEVICES INC
565,750$61.9B170.01%Put
95
NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC
38,320,000$61.8B169.88%
96
VRNS 1.25 08/15/25VARONIS SYS INC
36,723,000$61.3B168.55%
97
SCHWSCHWAB CHARLES CORP
726,039$61.2B168.23%Put
98
GEGENERAL ELECTRIC CO
660,084$60.4B165.99%Put
99
FCN 2 08/15/23FTI CONSULTING INC
37,500,000$59.7B164.17%
100
BDXBECTON DICKINSON & CO
222,711$59.2B162.81%Put
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