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)

#	Stock	Shares	Value	% Portfolio	Type
1	NDQINVESCO QQQ TR	16,300,200	$5.9B	16.24%	Put
2	IWMISHARES TR	12,778,911	$2.6B	7.21%	Put
3	EFAISHARES TR	26,223,600	$1.9B	5.30%	Put
4	AAPLAPPLE INC	8,758,221	$1.5B	4.20%	Put
5	MSFTMICROSOFT CORP	3,741,579	$1.2B	3.17%	Put
6	SPYSPDR S&P 500 ETF TR	2,236,500	$1.0B	2.78%	Put
7	AMZNAMAZON COM INC	229,727	$748.9M	2.06%	Put
8	GOOGLALPHABET INC	194,697	$541.5M	1.49%	Put
9	TSLATESLA INC	494,700	$533.1M	1.47%	Put
10	GOOGALPHABET INC	186,615	$521.2M	1.43%	Put
11	METAMETA PLATFORMS INC	2,201,958	$489.6M	1.35%	Put
12	BRK/BBERKSHIRE HATHAWAY INC DEL	1,304,814	$460.5M	1.27%	Put
13	NVDANVIDIA CORPORATION	1,668,551	$455.3M	1.25%	Put
14	HYGISHARES TR	4,933,400	$406.0M	1.12%	Put
15	XOMEXXON MOBIL CORP	3,725,834	$307.7M	0.85%	Put
16	NFLXNETFLIX INC	810,512	$303.6M	0.83%	Put
17	JNJJOHNSON & JOHNSON	1,648,254	$292.1M	0.80%	Put
18	CVXCHEVRON CORP NEW	1,722,000	$280.4M	0.77%	Put
19	UNHUNITEDHEALTH GROUP INC	521,398	$265.9M	0.73%	Put
20	EEMISHARES TR	5,368,615	$242.4M	0.67%	Put
21	HDHOME DEPOT INC	736,050	$220.3M	0.61%	Put
22	JPMJPMORGAN CHASE & CO	1,512,529	$206.2M	0.57%	Put
23	AVGOBROADCOM INC	306,413	$192.9M	0.53%	Put
24	VVISA INC	856,591	$190.0M	0.52%	Put
25	PFEPFIZER INC	3,615,052	$187.2M	0.51%	Put
26	ABBVABBVIE INC	1,135,923	$184.1M	0.51%	Put
27	PGPROCTER AND GAMBLE CO	1,185,812	$181.2M	0.50%	Put
28	COSTCOSTCO WHSL CORP NEW	304,647	$175.4M	0.48%	Put
29	MAMASTERCARD INCORPORATED	480,455	$171.7M	0.47%	Put
30	DISDISNEY WALT CO	1,152,153	$158.0M	0.43%	Put
31	PYPLPAYPAL HLDGS INC	1,308,147	$151.3M	0.42%	Put
32	TMOTHERMO FISHER SCIENTIFIC INC	232,795	$137.5M	0.38%	Put
33	LLYLILLY ELI & CO	479,419	$137.3M	0.38%	Put
34	XLESELECT SECTOR SPDR TR	1,784,094	$136.4M	0.37%	Put
35	BACBK OF AMERICA CORP	3,278,619	$135.1M	0.37%	Put
36	ADBEADOBE SYSTEMS INCORPORATED	288,717	$131.5M	0.36%	Put
37	FXIISHARES TR	3,936,811	$125.9M	0.35%	Put
38	WMTWALMART INC	831,023	$123.8M	0.34%	Put
39	ACNACCENTURE PLC IRELAND	364,994	$123.1M	0.34%	Put
40	CRMSALESFORCE COM INC	577,967	$122.7M	0.34%	Put
41	QCOMQUALCOMM INC	800,740	$122.4M	0.34%	Put
42	LMTLOCKHEED MARTIN CORP	274,698	$121.3M	0.33%	Put
43	NKENIKE INC	881,925	$118.7M	0.33%	Put
44	CSCOCISCO SYS INC	1,956,829	$109.1M	0.30%	Put
45	KOCOCA COLA CO	1,711,914	$106.1M	0.29%	Put
46	PEPPEPSICO INC	633,930	$106.1M	0.29%	Put
47	DHRDANAHER CORPORATION	358,492	$105.2M	0.29%	Put
48	INTCINTEL CORP	2,108,934	$104.5M	0.29%	Put
49	MCDMCDONALDS CORP	421,039	$104.1M	0.29%	Put
50	WFCWELLS FARGO CO NEW	2,131,104	$103.3M	0.28%	Put
51	UNPUNION PAC CORP	363,131	$99.2M	0.27%	Put
52	LINLINDE PLC	308,889	$98.7M	0.27%	Put
53	LOWLOWES COS INC	483,440	$97.7M	0.27%	Put
54	ABTABBOTT LABS	816,753	$96.7M	0.27%	Put
55	MRKMERCK & CO INC	1,174,178	$96.3M	0.26%	Put
56	INTUINTUIT	193,893	$93.2M	0.26%	Put
57	—CONMED CORP	53,974,000	$93.0M	0.26%
58	CMECME GROUP INC	381,655	$90.8M	0.25%	Put
59	NEENEXTERA ENERGY INC	1,067,320	$90.4M	0.25%	Put
60	MDB 0.25 01/15/26MONGODB INC	40,800,000	$88.5M	0.24%
61	DWDMORGAN STANLEY	1,005,705	$87.9M	0.24%	Put
62	TRVCCITIGROUP INC	1,630,610	$87.1M	0.24%	Put
63	NOWSERVICENOW INC	155,250	$86.5M	0.24%	Put
64	Z 1.375 09/01/26ZILLOW GROUP INC	64,722,000	$86.0M	0.24%
65	ELVANTHEM INC	174,435	$85.7M	0.24%	Put
66	MUMICRON TECHNOLOGY INC	1,096,896	$85.4M	0.23%	Put
67	BABOEING CO	442,392	$84.7M	0.23%	Put
68	IBMINTERNATIONAL BUSINESS MACHS	649,913	$84.5M	0.23%	Put
69	CMCSACOMCAST CORP NEW	1,803,898	$84.5M	0.23%	Put
70	TXNTEXAS INSTRS INC	451,384	$82.8M	0.23%	Put
71	CVSCVS HEALTH CORP	813,424	$82.3M	0.23%	Put
72	ISRGINTUITIVE SURGICAL INC	272,259	$82.1M	0.23%	Put
73	CATCATERPILLAR INC	358,339	$79.8M	0.22%	Put
74	BMYBRISTOL-MYERS SQUIBB CO	1,089,000	$79.5M	0.22%	Put
75	TAT&T INC	3,322,488	$78.5M	0.22%	Put
76	SBUXSTARBUCKS CORP	841,611	$76.6M	0.21%	Put
77	UPSUNITED PARCEL SERVICE INC	355,707	$76.3M	0.21%	Put
78	XLFSELECT SECTOR SPDR TR	1,969,179	$75.5M	0.21%	Put
79	KBR 2.5 11/01/23KBR INC	34,478,000	$75.0M	0.21%
80	RTXRAYTHEON TECHNOLOGIES CORP	753,277	$74.6M	0.21%	Put
81	AMATAPPLIED MATLS INC	545,266	$71.9M	0.20%	Put
82	MDTMEDTRONIC PLC	639,164	$70.9M	0.19%	Put
83	ADIANALOG DEVICES INC	428,188	$70.7M	0.19%	Put
84	CICIGNA CORP NEW	290,268	$69.6M	0.19%	Put
85	AXPAMERICAN EXPRESS CO	370,883	$69.4M	0.19%	Put
86	GSGOLDMAN SACHS GROUP INC	205,507	$67.8M	0.19%	Put
87	BLKCHFBLACKROCK INC	86,890	$66.4M	0.18%	Put
88	AMGNAMGEN INC	273,402	$66.1M	0.18%	Put
89	AMTAMERICAN TOWER CORP NEW	262,071	$65.8M	0.18%	Put
90	DEDEERE & CO	155,887	$64.8M	0.18%	Put
91	SNAPSNAP INC	1,774,504	$63.9M	0.18%	Put
92	ZS 0.125 07/01/25ZSCALER INC	36,700,000	$62.6M	0.17%
93	DXCM 0.75 12/01/23DEXCOM INC	20,000,000	$62.3M	0.17%
94	AMDADVANCED MICRO DEVICES INC	565,750	$61.9M	0.17%	Put
95	NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC	38,320,000	$61.8M	0.17%
96	VRNS 1.25 08/15/25VARONIS SYS INC	36,723,000	$61.3M	0.17%
97	SCHWSCHWAB CHARLES CORP	726,039	$61.2M	0.17%	Put
98	GEGENERAL ELECTRIC CO	660,084	$60.4M	0.17%	Put
99	FCN 2 08/15/23FTI CONSULTING INC	37,500,000	$59.7M	0.16%
100	BDXBECTON DICKINSON & CO	222,711	$59.2M	0.16%	Put

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