CAPSTONE INVESTMENT ADVISORS, LLC Q3 2021 Filing

Filed November 15, 2021

Portfolio Value

$50.5B

Holdings

1,046

Report Date

Q3 2021

Filing Type

13F-HR

All Holdings (1,046 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	MSFTMICROSOFT CORP	8,951,612	$2.5B	5.00%	Put
2	AAPLAPPLE INC	16,318,118	$2.3B	4.58%	Put
3	SPYSPDR S&P 500 ETF TR	4,679,571	$2.0B	3.98%	Put
4	NDQINVESCO QQQ TR	5,314,300	$1.9B	3.77%	Put
5	EFAISHARES TR	18,774,236	$1.5B	2.90%	Put
6	AMZNAMAZON COM INC	427,748	$1.4B	2.78%	Put
7	IWMISHARES TR	6,299,336	$1.4B	2.73%	Put
8	METAFACEBOOK INC	3,251,087	$1.1B	2.19%	Put
9	GOOGALPHABET INC	399,641	$1.1B	2.11%	Put
10	GOOGLALPHABET INC	383,522	$1.0B	2.03%	Put
11	NVDANVIDIA CORPORATION	4,093,762	$848.1M	1.68%	Put
12	GEGENERAL ELECTRIC CO	6,218,038	$640.6M	1.27%	Put
13	TSLATESLA INC	719,834	$558.2M	1.11%	Put
14	BRK/BBERKSHIRE HATHAWAY INC DEL	2,012,331	$549.2M	1.09%	Put
15	JPMJPMORGAN CHASE & CO	2,987,027	$488.9M	0.97%	Put
16	HDHOME DEPOT INC	1,320,948	$433.6M	0.86%	Put
17	JNJJOHNSON & JOHNSON	2,498,917	$403.6M	0.80%	Put
18	UNHUNITEDHEALTH GROUP INC	1,026,657	$401.2M	0.79%	Put
19	NFLXNETFLIX INC	653,371	$398.8M	0.79%	Put
20	VVISA INC	1,688,306	$376.1M	0.75%	Put
21	PYPLPAYPAL HLDGS INC	1,426,497	$371.2M	0.74%	Put
22	DISDISNEY WALT CO	2,175,662	$368.1M	0.73%	Put
23	BACBK OF AMERICA CORP	8,333,248	$353.7M	0.70%	Put
24	PGPROCTER AND GAMBLE CO	2,474,102	$345.9M	0.69%	Put
25	ADBEADOBE SYSTEMS INCORPORATED	592,769	$341.3M	0.68%	Put
26	MAMASTERCARD INCORPORATED	953,714	$331.6M	0.66%	Put
27	CRMSALESFORCE COM INC	1,122,851	$304.5M	0.60%	Put
28	XOMEXXON MOBIL CORP	5,160,764	$303.6M	0.60%	Put
29	TMOTHERMO FISHER SCIENTIFIC INC	529,342	$302.4M	0.60%	Put
30	EEMISHARES TR	5,823,100	$293.4M	0.58%	Put
31	PFEPFIZER INC	6,426,834	$276.4M	0.55%	Put
32	COSTCOSTCO WHSL CORP NEW	608,295	$273.3M	0.54%	Put
33	CVXCHEVRON CORP NEW	2,650,652	$268.9M	0.53%	Put
34	AVGOBROADCOM INC	547,598	$265.5M	0.53%	Put
35	DHRDANAHER CORPORATION	828,376	$252.2M	0.50%	Put
36	WFCWELLS FARGO CO NEW	5,413,337	$251.2M	0.50%	Put
37	INTCINTEL CORP	4,385,047	$233.6M	0.46%	Put
38	NKENIKE INC	1,605,447	$233.2M	0.46%	Put
39	WMTWALMART INC	1,655,006	$230.7M	0.46%	Put
40	CSCOCISCO SYS INC	4,204,854	$228.9M	0.45%	Put
41	ACNACCENTURE PLC IRELAND	708,876	$226.8M	0.45%	Put
42	QCOMQUALCOMM INC	1,755,812	$226.5M	0.45%	Put
43	—IHS MARKIT LTD	1,939,521	$226.2M	0.45%	Put
44	TRVCCITIGROUP INC	3,177,785	$223.0M	0.44%	Put
45	LLYLILLY ELI & CO	964,869	$222.9M	0.44%	Put
46	XLNXEURXILINX INC	1,461,301	$220.6M	0.44%	Put
47	MCDMCDONALDS CORP	902,671	$217.6M	0.43%	Put
48	MRKMERCK & CO INC	2,873,516	$215.8M	0.43%	Put
49	GSGOLDMAN SACHS GROUP INC	563,146	$212.9M	0.42%	Put
50	PEPPEPSICO INC	1,402,663	$211.0M	0.42%	Put
51	TXNTEXAS INSTRS INC	1,086,385	$208.8M	0.41%	Put
52	INTUINTUIT	378,432	$204.2M	0.40%	Put
53	CMCSACOMCAST CORP NEW	3,628,891	$203.0M	0.40%	Put
54	MUMICRON TECHNOLOGY INC	2,851,367	$202.4M	0.40%	Put
55	ORCLORACLE CORP	2,319,717	$202.1M	0.40%	Put
56	ABTABBOTT LABS	1,656,296	$195.7M	0.39%	Put
57	KOCOCA COLA CO	3,723,347	$195.4M	0.39%	Put
58	BACVERIZON COMMUNICATIONS INC	3,571,491	$192.9M	0.38%	Put
59	ABBVABBVIE INC	1,740,658	$187.8M	0.37%	Put
60	TAT&T INC	6,949,787	$187.7M	0.37%	Put
61	CATCATERPILLAR INC	972,448	$186.7M	0.37%	Put
62	NUANEURNUANCE COMMUNICATIONS INC	3,245,098	$178.6M	0.35%
63	LOWLOWES COS INC	877,611	$178.0M	0.35%	Put
64	NOWSERVICENOW INC	278,437	$173.3M	0.34%	Put
65	HYGISHARES TR	1,974,800	$172.8M	0.34%	Put
66	LINLINDE PLC	588,612	$172.7M	0.34%	Put
67	UNPUNION PAC CORP	868,828	$170.3M	0.34%	Put
68	DYHTARGET CORP	729,289	$166.8M	0.33%	Put
69	DWDMORGAN STANLEY	1,705,922	$166.0M	0.33%	Put
70	HONHONEYWELL INTL INC	782,002	$166.0M	0.33%	Put
71	DEDEERE & CO	491,391	$164.7M	0.33%	Put
72	BABOEING CO	731,109	$160.8M	0.32%	Put
73	UPSUNITED PARCEL SERVICE INC	877,718	$159.8M	0.32%	Put
74	TSMTAIWAN SEMICONDUCTOR MFG LTD	1,429,239	$159.6M	0.32%	Put
75	MDTMEDTRONIC PLC	1,270,993	$159.3M	0.32%	Put
76	SBUXSTARBUCKS CORP	1,429,915	$157.7M	0.31%	Put
77	AMTAMERICAN TOWER CORP NEW	591,969	$157.1M	0.31%	Put
78	NEENEXTERA ENERGY INC	1,966,216	$154.4M	0.31%	Put
79	AMDADVANCED MICRO DEVICES INC	1,468,500	$151.1M	0.30%	Put
80	XLESELECT SECTOR SPDR TR	2,846,615	$148.3M	0.29%	Put
81	AMGNAMGEN INC	696,512	$148.1M	0.29%	Put
82	IBMINTERNATIONAL BUSINESS MACHS	1,056,500	$146.8M	0.29%	Put
83	AMATAPPLIED MATLS INC	1,104,781	$142.2M	0.28%	Put
84	COPCONOCOPHILLIPS	2,022,300	$137.1M	0.27%	Put
85	FXIISHARES TR	3,400,959	$132.4M	0.26%	Put
86	CVSCVS HEALTH CORP	1,549,335	$131.5M	0.26%	Put
87	LMTLOCKHEED MARTIN CORP	378,839	$130.7M	0.26%	Put
88	RTXRAYTHEON TECHNOLOGIES CORP	1,504,400	$129.3M	0.26%	Put
89	GILDGILEAD SCIENCES INC	1,780,750	$124.4M	0.25%	Put
90	ELVANTHEM INC	327,289	$122.0M	0.24%	Put
91	FDXFEDEX CORP	553,314	$121.3M	0.24%	Put
92	AXPAMERICAN EXPRESS CO	707,300	$118.5M	0.23%	Put
93	COFCAPITAL ONE FINL CORP	719,630	$116.6M	0.23%	Put
94	ADIANALOG DEVICES INC	680,343	$113.9M	0.23%	Put
95	ZTSZOETIS INC	568,731	$110.4M	0.22%	Put
96	Z 1.375 09/01/26ZILLOW GROUP INC	52,222,000	$110.2M	0.22%
97	BMYBRISTOL-MYERS SQUIBB CO	1,820,021	$107.7M	0.21%	Put
98	SPGIS&P GLOBAL INC	248,600	$105.6M	0.21%	Put
99	MMM3M CO	597,745	$104.9M	0.21%	Put
100	CHTRCHARTER COMMUNICATIONS INC N	142,116	$103.4M	0.20%	Put

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