CAPSTONE INVESTMENT ADVISORS, LLC Q4 2021 Filing

Filed February 11, 2022

Portfolio Value

$59.8B

Holdings

1,019

Report Date

Q4 2021

Filing Type

13F-HR

All Holdings (1,019 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	NDQINVESCO QQQ TR	10,788,200	$4.3B	7.18%	Put
2	AAPLAPPLE INC	19,881,547	$3.5B	5.90%	Put
3	MSFTMICROSOFT CORP	9,563,698	$3.2B	5.38%	Put
4	IWMISHARES TR	11,283,199	$2.5B	4.20%	Put
5	EFAISHARES TR	19,748,778	$1.6B	2.60%	Put
6	NVDANVIDIA CORPORATION	4,584,852	$1.3B	2.26%	Put
7	GOOGLALPHABET INC	444,245	$1.3B	2.15%	Put
8	AMZNAMAZON COM INC	380,149	$1.3B	2.12%	Put
9	GOOGALPHABET INC	415,072	$1.2B	2.01%	Put
10	METAMETA PLATFORMS INC	3,100,159	$1.0B	1.74%	Put
11	TSLATESLA INC	898,998	$950.0M	1.59%	Put
12	BRK/BBERKSHIRE HATHAWAY INC DEL	2,571,786	$769.0M	1.29%	Put
13	UNHUNITEDHEALTH GROUP INC	1,245,587	$625.5M	1.05%	Put
14	GEGENERAL ELECTRIC CO	6,618,037	$625.2M	1.05%	Put
15	HDHOME DEPOT INC	1,311,484	$544.3M	0.91%	Put
16	JPMJPMORGAN CHASE & CO	3,161,763	$500.7M	0.84%	Put
17	PGPROCTER AND GAMBLE CO	2,794,800	$457.2M	0.76%	Put
18	JNJJOHNSON & JOHNSON	2,649,633	$453.3M	0.76%	Put
19	AVGOBROADCOM INC	662,802	$441.0M	0.74%	Put
20	PFEPFIZER INC	7,116,598	$420.2M	0.70%	Put
21	BACBK OF AMERICA CORP	9,328,718	$415.0M	0.69%	Put
22	TMOTHERMO FISHER SCIENTIFIC INC	599,074	$399.7M	0.67%	Put
23	VVISA INC	1,839,161	$398.6M	0.67%	Put
24	COSTCOSTCO WHSL CORP NEW	686,554	$389.8M	0.65%	Put
25	DISDISNEY WALT CO	2,464,412	$381.7M	0.64%	Put
26	ADBEADOBE SYSTEMS INCORPORATED	668,919	$379.3M	0.63%	Put
27	PYPLPAYPAL HLDGS INC	2,006,909	$378.5M	0.63%	Put
28	HYGISHARES TR	4,148,800	$361.0M	0.60%	Put
29	ACNACCENTURE PLC IRELAND	860,388	$356.7M	0.60%	Put
30	NFLXNETFLIX INC	588,474	$354.5M	0.59%	Put
31	SPYSPDR S&P 500 ETF TR	744,972	$353.8M	0.59%	Put
32	CSCOCISCO SYS INC	5,451,100	$345.4M	0.58%	Put
33	MAMASTERCARD INCORPORATED	918,785	$330.1M	0.55%	Put
34	QCOMQUALCOMM INC	1,801,869	$329.5M	0.55%	Put
35	XLNXEURXILINX INC	1,501,360	$318.3M	0.53%	Put
36	DHRDANAHER CORPORATION	936,265	$308.0M	0.52%	Put
37	MCDMCDONALDS CORP	1,118,127	$299.7M	0.50%	Put
38	XOMEXXON MOBIL CORP	4,827,314	$295.4M	0.49%	Put
39	CRMSALESFORCE COM INC	1,161,624	$295.2M	0.49%	Put
40	ABBVABBVIE INC	2,175,438	$294.6M	0.49%	Put
41	PEPPEPSICO INC	1,683,743	$292.5M	0.49%	Put
42	CVXCHEVRON CORP NEW	2,474,271	$290.4M	0.49%	Put
43	NKENIKE INC	1,713,208	$285.5M	0.48%	Put
44	ABTABBOTT LABS	2,020,613	$284.4M	0.48%	Put
45	LOWLOWES COS INC	1,064,500	$275.2M	0.46%	Put
46	KOCOCA COLA CO	4,622,080	$273.7M	0.46%	Put
47	INTUINTUIT	422,702	$271.9M	0.45%	Put
48	GSGOLDMAN SACHS GROUP INC	702,184	$268.6M	0.45%	Put
49	LLYLILLY ELI & CO	963,812	$266.2M	0.45%	Put
50	INTCINTEL CORP	4,818,352	$248.1M	0.42%	Put
51	TRVCCITIGROUP INC	4,101,681	$247.7M	0.41%	Put
52	CMCSACOMCAST CORP NEW	4,804,914	$241.8M	0.40%	Put
53	TXNTEXAS INSTRS INC	1,267,784	$238.9M	0.40%	Put
54	AMDADVANCED MICRO DEVICES INC	1,651,519	$237.7M	0.40%	Put
55	WFCWELLS FARGO CO NEW	4,885,140	$234.4M	0.39%	Put
56	—IHS MARKIT LTD	1,754,916	$233.3M	0.39%	Put
57	WMTWALMART INC	1,589,707	$230.0M	0.38%	Put
58	EEMISHARES TR	4,681,095	$228.7M	0.38%	Put
59	MRKMERCK & CO INC	2,937,439	$225.1M	0.38%	Put
60	TAT&T INC	9,109,042	$224.1M	0.37%	Put
61	ORCLORACLE CORP	2,447,160	$213.4M	0.36%	Put
62	NOWSERVICENOW INC	324,721	$210.8M	0.35%	Put
63	NEENEXTERA ENERGY INC	2,255,800	$210.6M	0.35%	Put
64	MUMICRON TECHNOLOGY INC	2,260,084	$210.5M	0.35%	Put
65	BACVERIZON COMMUNICATIONS INC	3,934,617	$204.4M	0.34%	Put
66	BABOEING CO	1,008,646	$203.1M	0.34%	Put
67	CVSCVS HEALTH CORP	1,960,746	$202.3M	0.34%	Put
68	UNPUNION PAC CORP	794,982	$200.3M	0.33%	Put
69	MDTMEDTRONIC PLC	1,931,052	$199.8M	0.33%	Put
70	ELVANTHEM INC	419,414	$194.4M	0.33%	Put
71	AMATAPPLIED MATLS INC	1,173,500	$184.7M	0.31%	Put
72	UPSUNITED PARCEL SERVICE INC	858,172	$183.9M	0.31%	Put
73	BLKCHFBLACKROCK INC	193,975	$177.6M	0.30%	Put
74	DWDMORGAN STANLEY	1,804,793	$177.2M	0.30%	Put
75	SBUXSTARBUCKS CORP	1,496,205	$175.0M	0.29%	Put
76	HONHONEYWELL INTL INC	838,738	$174.9M	0.29%	Put
77	IBMINTERNATIONAL BUSINESS MACHS	1,264,294	$169.0M	0.28%	Put
78	LINLINDE PLC	478,100	$165.6M	0.28%	Put
79	CATCATERPILLAR INC	792,059	$163.8M	0.27%	Put
80	DYHTARGET CORP	692,422	$160.3M	0.27%	Put
81	LMTLOCKHEED MARTIN CORP	442,393	$157.2M	0.26%	Put
82	AXPAMERICAN EXPRESS CO	952,464	$155.8M	0.26%	Put
83	ZTSZOETIS INC	636,130	$155.2M	0.26%	Put
84	AMGNAMGEN INC	672,270	$151.2M	0.25%	Put
85	NUANEURNUANCE COMMUNICATIONS INC	2,658,070	$147.0M	0.25%
86	AMTAMERICAN TOWER CORP NEW	498,776	$145.9M	0.24%	Put
87	ADIANALOG DEVICES INC	810,475	$142.5M	0.24%	Put
88	RTXRAYTHEON TECHNOLOGIES CORP	1,594,922	$137.3M	0.23%	Put
89	SPGIS&P GLOBAL INC	287,400	$135.6M	0.23%	Put
90	DEDEERE & CO	395,431	$135.6M	0.23%	Put
91	BMYBRISTOL-MYERS SQUIBB CO	2,122,893	$132.4M	0.22%	Put
92	FXIISHARES TR	3,573,574	$130.7M	0.22%	Put
93	4I1PHILIP MORRIS INTL INC	1,338,916	$127.2M	0.21%	Put
94	SCHWSCHWAB CHARLES CORP	1,498,922	$126.1M	0.21%	Put
95	GMGENERAL MTRS CO	2,118,182	$124.2M	0.21%	Put
96	MMM3M CO	680,797	$120.9M	0.20%	Put
97	SHWSHERWIN WILLIAMS CO	331,144	$116.6M	0.20%	Put
98	CMECME GROUP INC	502,000	$114.7M	0.19%	Put
99	ATVIEURACTIVISION BLIZZARD INC	1,676,267	$111.5M	0.19%	Put
100	FDXFEDEX CORP	424,709	$109.8M	0.18%	Put

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