CAPSTONE INVESTMENT ADVISORS, LLC Q2 2021 Filing

Filed August 16, 2021

Portfolio Value

$44.0B

Holdings

858

Report Date

Q2 2021

Filing Type

13F-HR

All Holdings (858 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P 500 ETF TR	6,629,541	$2.8T	6453.66%	Put
2	MSFTMICROSOFT CORP	7,263,105	$2.0T	4474.55%	Put
3	AAPLAPPLE INC	13,734,400	$1.9T	4277.81%	Put
4	EFAISHARES TR	23,787,310	$1.9T	4267.07%	Put
5	AMZNAMAZON COM INC	428,043	$1.5T	3348.76%	Put
6	METAFACEBOOK INC	2,920,754	$1.0T	2309.56%	Put
7	EEMISHARES TR	18,355,143	$1.0T	2302.09%	Put
8	GOOGALPHABET INC	394,477	$988.7B	2248.42%	Put
9	NVDANVIDIA CORPORATION	1,127,309	$902.0B	2051.19%	Put
10	GOOGLALPHABET INC	330,474	$806.9B	1835.12%	Put
11	BRK/BBERKSHIRE HATHAWAY INC DEL	2,313,667	$643.0B	1462.31%	Put
12	TSLATESLA INC	652,595	$443.6B	1008.74%	Put
13	JPMJPMORGAN CHASE & CO	2,845,319	$442.6B	1006.45%	Put
14	FXIISHARES TR	8,979,900	$416.0B	946.13%	Put
15	VVISA INC	1,643,491	$384.3B	873.91%	Put
16	JNJJOHNSON & JOHNSON	2,261,462	$372.6B	847.24%	Put
17	UNHUNITEDHEALTH GROUP INC	911,577	$365.0B	830.14%	Put
18	PYPLPAYPAL HLDGS INC	1,242,600	$362.2B	823.68%	Put
19	HDHOME DEPOT INC	1,094,005	$348.9B	793.37%	Put
20	NFLXNETFLIX INC	638,122	$337.1B	766.53%	Put
21	MAMASTERCARD INCORPORATED	881,764	$321.9B	732.10%	Put
22	NDQINVESCO QQQ TR	875,761	$310.4B	705.89%	Put
23	ADBEADOBE SYSTEMS INCORPORATED	525,942	$308.0B	700.47%	Put
24	XOMEXXON MOBIL CORP	4,762,855	$300.4B	683.25%	Put
25	BACBK OF AMERICA CORP	7,274,957	$299.9B	682.12%	Put
26	PGPROCTER AND GAMBLE CO	2,119,958	$286.0B	650.51%	Put
27	INTCINTEL CORP	4,786,358	$268.7B	611.08%	Put
28	DISDISNEY WALT CO	1,518,004	$266.8B	606.79%	Put
29	CSCOCISCO SYS INC	5,011,939	$265.6B	604.09%	Put
30	CVXCHEVRON CORP NEW	2,458,148	$257.5B	585.51%	Put
31	LLYLILLY ELI & CO	1,099,585	$252.4B	573.94%	Put
32	CMCSACOMCAST CORP NEW	4,239,538	$241.7B	549.75%	Put
33	CRMSALESFORCE COM INC	982,541	$240.0B	545.81%	Put
34	AVGOBROADCOM INC	499,560	$238.2B	541.72%	Put
35	TXNTEXAS INSTRS INC	1,221,513	$234.9B	534.19%	Put
36	—IHS MARKIT LTD	2,084,902	$234.9B	534.16%	Put
37	KOCOCA COLA CO	4,202,265	$227.4B	517.10%	Put
38	IWMISHARES TR	958,346	$219.8B	499.89%	Put
39	PFEPFIZER INC	5,589,417	$218.9B	497.77%	Put
40	QCOMQUALCOMM INC	1,500,435	$214.5B	487.71%	Put
41	NKENIKE INC	1,323,900	$204.5B	465.13%	Put
42	ABBVABBVIE INC	1,809,034	$203.8B	463.40%	Put
43	WMTWALMART INC	1,422,735	$200.6B	456.27%	Put
44	WFCWELLS FARGO CO NEW	4,381,153	$198.4B	451.24%	Put
45	TAT&T INC	6,818,336	$196.2B	446.26%	Put
46	TMOTHERMO FISHER SCIENTIFIC INC	387,346	$195.4B	444.38%	Put
47	WORKSLACK TECHNOLOGIES INC	4,396,777	$194.8B	442.95%
48	ALXNALEXION PHARMACEUTICALS INC	1,058,044	$194.4B	442.03%	Put
49	BACVERIZON COMMUNICATIONS INC	3,449,141	$193.3B	439.49%	Put
50	DHRDANAHER CORPORATION	709,900	$190.5B	433.25%	Put
51	ABTABBOTT LABS	1,632,115	$189.2B	430.29%	Put
52	GSGOLDMAN SACHS GROUP INC	495,700	$188.1B	427.84%	Put
53	PEPPEPSICO INC	1,264,300	$187.3B	426.02%	Put
54	TRVCCITIGROUP INC	2,646,997	$187.3B	425.89%	Put
55	MUMICRON TECHNOLOGY INC	2,169,939	$184.4B	419.36%	Put
56	ACNACCENTURE PLC IRELAND	624,000	$183.9B	418.33%	Put
57	ORCLORACLE CORP	2,306,983	$179.6B	408.38%	Put
58	XLNXEURXILINX INC	1,239,347	$179.3B	407.66%	Put
59	MCDMCDONALDS CORP	763,443	$176.3B	401.04%	Put
60	COSTCOSTCO WHSL CORP NEW	440,300	$174.2B	396.19%	Put
61	MRKMERCK & CO INC	2,197,700	$170.9B	388.69%	Put
62	AMATAPPLIED MATLS INC	1,200,146	$170.9B	388.65%	Put
63	MDTMEDTRONIC PLC	1,373,264	$170.5B	387.66%	Put
64	UNPUNION PAC CORP	751,977	$165.4B	376.10%	Put
65	MXIMMAXIM INTEGRATED PRODS INC	1,569,611	$165.4B	376.08%	Put
66	HONHONEYWELL INTL INC	749,591	$164.4B	373.92%	Put
67	INTUINTUIT	335,000	$164.2B	373.43%	Put
68	BABOEING CO	668,984	$160.3B	364.46%	Put
69	IBMINTERNATIONAL BUSINESS MACHS	1,093,000	$160.2B	364.37%	Put
70	UPSUNITED PARCEL SERVICE INC	766,800	$159.5B	362.66%	Put
71	AMGNAMGEN INC	641,117	$156.3B	355.39%	Put
72	LOWLOWES COS INC	791,800	$153.6B	349.27%	Put
73	AMDADVANCED MICRO DEVICES INC	1,580,900	$148.5B	337.70%	Put
74	SBUXSTARBUCKS CORP	1,288,553	$144.1B	327.64%	Put
75	DWDMORGAN STANLEY	1,531,900	$140.5B	319.43%	Put
76	CATCATERPILLAR INC	644,100	$140.2B	318.78%	Put
77	DYHTARGET CORP	577,509	$139.6B	317.49%	Put
78	RTXRAYTHEON TECHNOLOGIES CORP	1,624,641	$138.6B	315.19%	Put
79	4I1PHILIP MORRIS INTL INC	1,314,905	$130.3B	296.37%	Put
80	AXPAMERICAN EXPRESS CO	770,089	$127.2B	289.37%	Put
81	DEDEERE & CO	355,124	$125.3B	284.85%	Put
82	BMYBRISTOL-MYERS SQUIBB CO	1,871,900	$125.1B	284.45%	Put
83	CVSCVS HEALTH CORP	1,494,869	$124.7B	283.66%	Put
84	NEENEXTERA ENERGY INC	1,619,797	$118.7B	269.94%	Put
85	NOWSERVICENOW INC	213,200	$117.2B	266.45%	Put
86	GMGENERAL MTRS CO	1,975,405	$116.9B	265.81%	Put
87	ELVANTHEM INC	303,347	$115.8B	263.39%	Put
88	LMTLOCKHEED MARTIN CORP	294,519	$111.4B	253.41%	Put
89	HYGISHARES TR	1,249,342	$110.0B	250.14%	Put
90	LRCXEURLAM RESEARCH CORP	168,318	$109.5B	249.08%	Put
91	AMTAMERICAN TOWER CORP NEW	389,000	$105.1B	238.98%	Put
92	XLESELECT SECTOR SPDR TR	1,918,180	$103.3B	234.99%	Put
93	GILDGILEAD SCIENCES INC	1,481,500	$102.0B	232.00%	Put
94	COFCAPITAL ONE FINL CORP	649,892	$100.5B	228.62%	Put
95	ADIANALOG DEVICES INC	582,800	$100.3B	228.18%	Put
96	NUANEURNUANCE COMMUNICATIONS INC	1,828,601	$99.5B	226.39%
97	LINLINDE PLC	343,027	$99.2B	225.52%	Put
98	SPGIS&P GLOBAL INC	239,100	$98.1B	223.18%	Put
99	FDXFEDEX CORP	315,651	$94.2B	214.15%	Put
100	MMM3M CO	466,170	$92.6B	210.57%	Put

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