CAPSTONE INVESTMENT ADVISORS, LLC Q4 2020 Filing

Filed February 16, 2021

Portfolio Value

$29.9B

Holdings

818

Report Date

Q4 2020

Filing Type

13F-HR

All Holdings (818 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	NDQINVESCO QQQ TR	8,178,531	$2.6B	8.60%	Put
2	AAPLAPPLE INC	15,879,584	$2.1B	7.06%	Put
3	SPYSPDR S&P 500 ETF TR	3,948,508	$1.5B	4.95%	Put
4	EFAISHARES TR	18,550,500	$1.4B	4.53%	Put
5	MSFTMICROSOFT CORP	5,150,139	$1.1B	3.84%	Put
6	AMZNAMAZON COM INC	270,830	$882.1M	2.95%	Put
7	IWMISHARES TR	3,798,718	$744.8M	2.50%	Put
8	EEMISHARES TR	13,591,695	$702.3M	2.35%	Put
9	METAFACEBOOK INC	2,389,187	$652.6M	2.19%	Put
10	FXIISHARES TR	10,914,865	$506.8M	1.70%	Put
11	GOOGLALPHABET INC	240,974	$422.3M	1.41%	Put
12	GOOGALPHABET INC	233,781	$409.6M	1.37%	Put
13	DISDISNEY WALT CO	1,859,400	$336.9M	1.13%	Put
14	NVDANVIDIA CORPORATION	625,618	$326.7M	1.09%	Put
15	BRK/BBERKSHIRE HATHAWAY INC DEL	1,314,800	$304.9M	1.02%	Put
16	VVISA INC	1,275,000	$278.9M	0.93%	Put
17	PYPLPAYPAL HLDGS INC	1,187,103	$278.0M	0.93%	Put
18	JPMJPMORGAN CHASE & CO	1,937,100	$246.1M	0.82%	Put
19	MAMASTERCARD INCORPORATED	652,200	$232.8M	0.78%	Put
20	NFLXNETFLIX INC	385,713	$208.6M	0.70%	Put
21	CMCSACOMCAST CORP NEW	3,832,900	$200.8M	0.67%	Put
22	UNHUNITEDHEALTH GROUP INC	558,700	$195.9M	0.66%	Put
23	QCOMQUALCOMM INC	1,154,600	$175.9M	0.59%	Put
24	COSTCOSTCO WHSL CORP NEW	456,000	$171.8M	0.58%	Put
25	HDHOME DEPOT INC	637,890	$169.4M	0.57%	Put
26	PGPROCTER AND GAMBLE CO	1,189,600	$165.5M	0.55%	Put
27	JNJJOHNSON & JOHNSON	1,025,300	$161.4M	0.54%	Put
28	ADBEADOBE SYSTEMS INCORPORATED	322,300	$161.2M	0.54%	Put
29	CRMSALESFORCE COM INC	704,740	$156.8M	0.53%	Put
30	TSLATESLA INC	217,422	$153.4M	0.51%	Put
31	PFEPFIZER INC	4,088,522	$150.5M	0.50%	Put
32	WORKSLACK TECHNOLOGIES INC	3,536,973	$149.4M	0.50%
33	—TESLA INC	13,132,000	$149.3M	0.50%
34	TMOTHERMO FISHER SCIENTIFIC INC	319,200	$148.7M	0.50%	Put
35	WMTWALMART INC	988,379	$142.5M	0.48%	Put
36	TXNTEXAS INSTRS INC	857,802	$140.8M	0.47%	Put
37	VAREURVARIAN MED SYS INC	780,743	$136.6M	0.46%	Put
38	ABTABBOTT LABS	1,206,700	$132.1M	0.44%	Put
39	INTCINTEL CORP	2,635,701	$131.3M	0.44%	Put
40	ABBVABBVIE INC	1,217,000	$130.4M	0.44%	Put
41	BACBK OF AMERICA CORP	4,292,585	$130.1M	0.44%	Put
42	AMDADVANCED MICRO DEVICES INC	1,415,379	$129.8M	0.43%	Put
43	XOMEXXON MOBIL CORP	3,137,124	$129.3M	0.43%	Put
44	AVGOBROADCOM INC	284,351	$124.5M	0.42%	Put
45	DHRDANAHER CORPORATION	541,400	$120.3M	0.40%	Put
46	CVXCHEVRON CORP NEW	1,404,099	$118.6M	0.40%	Put
47	SBUXSTARBUCKS CORP	1,064,600	$113.9M	0.38%	Put
48	AMGNAMGEN INC	480,666	$110.5M	0.37%	Put
49	RTXRAYTHEON TECHNOLOGIES CORP	1,542,620	$110.3M	0.37%	Put
50	MDTMEDTRONIC PLC	926,427	$108.5M	0.36%	Put
51	—NIO INC	20,500,000	$106.4M	0.36%
52	HONHONEYWELL INTL INC	499,600	$106.3M	0.36%	Put
53	NKENIKE INC	746,313	$105.6M	0.35%	Put
54	PEPPEPSICO INC	693,700	$102.9M	0.34%	Put
55	NEENEXTERA ENERGY INC	1,305,100	$100.7M	0.34%	Put
56	KOCOCA COLA CO	1,829,900	$100.4M	0.34%	Put
57	BACVERIZON COMMUNICATIONS INC	1,688,298	$99.2M	0.33%	Put
58	ACNACCENTURE PLC IRELAND	375,900	$98.2M	0.33%	Put
59	MCDMCDONALDS CORP	455,000	$97.6M	0.33%	Put
60	CHTRCHARTER COMMUNICATIONS INC N	146,200	$96.7M	0.32%	Put
61	CSCOCISCO SYS INC	2,151,278	$96.3M	0.32%	Put
62	LLYLILLY ELI & CO	562,704	$95.0M	0.32%	Put
63	WFCWELLS FARGO CO NEW	3,038,341	$91.7M	0.31%	Put
64	NOWSERVICENOW INC	165,900	$91.3M	0.31%	Put
65	—CHINA BIOLOGIC PRODS HLDGS I	766,288	$90.5M	0.30%
66	ORCLORACLE CORP	1,378,172	$89.2M	0.30%	Put
67	INTUINTUIT	230,800	$87.7M	0.29%	Put
68	BABOEING CO	407,817	$87.3M	0.29%	Put
69	UNPUNION PAC CORP	418,600	$87.2M	0.29%	Put
70	SYKSTRYKER CORPORATION	349,213	$85.6M	0.29%	Put
71	XLNXEURXILINX INC	602,418	$85.4M	0.29%	Put
72	TAT&T INC	2,969,055	$85.4M	0.29%	Put
73	LOWLOWES COS INC	522,900	$83.9M	0.28%	Put
74	UPSUNITED PARCEL SERVICE INC	487,587	$82.1M	0.28%	Put
75	TRVCCITIGROUP INC	1,311,585	$80.9M	0.27%	Put
76	DWDMORGAN STANLEY	1,128,500	$77.3M	0.26%	Put
77	AMATAPPLIED MATLS INC	840,800	$72.6M	0.24%	Put
78	FDXFEDEX CORP	277,693	$72.1M	0.24%	Put
79	MRKMERCK & CO. INC	879,933	$72.0M	0.24%	Put
80	MUMICRON TECHNOLOGY INC	953,400	$71.7M	0.24%	Put
81	TMUST-MOBILE US INC	522,100	$70.4M	0.24%	Put
82	GSGOLDMAN SACHS GROUP INC	263,900	$69.6M	0.23%	Put
83	CLCOLGATE PALMOLIVE CO	785,300	$67.2M	0.22%	Put
84	BMYBRISTOL-MYERS SQUIBB CO	1,041,468	$64.6M	0.22%	Put
85	—BARCLAYS BANK PLC	3,639,500	$61.1M	0.20%	Put
86	CSXCSX CORP	673,100	$61.1M	0.20%	Put
87	LINLINDE PLC	228,641	$60.2M	0.20%	Put
88	BLKCHFBLACKROCK INC	83,000	$59.9M	0.20%	Put
89	ELVANTHEM INC	186,200	$59.8M	0.20%	Put
90	BABAALIBABA GROUP HLDG LTD	256,166	$59.6M	0.20%	Put
91	GILDGILEAD SCIENCES INC	1,010,479	$58.9M	0.20%	Put
92	AXPAMERICAN EXPRESS CO	479,200	$57.9M	0.19%	Put
93	ALXNALEXION PHARMACEUTICALS INC	360,244	$56.3M	0.19%	Put
94	DEDEERE & CO	206,636	$55.6M	0.19%	Put
95	GEGENERAL ELECTRIC CO	5,003,800	$54.0M	0.18%	Put
96	ADPAUTOMATIC DATA PROCESSING IN	302,170	$53.2M	0.18%	Put
97	CMECME GROUP INC	292,147	$53.2M	0.18%	Put
98	LRCXEURLAM RESEARCH CORP	112,161	$53.0M	0.18%	Put
99	GMGENERAL MTRS CO	1,238,700	$51.6M	0.17%	Put
100	CATCATERPILLAR INC	280,800	$51.1M	0.17%	Put

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