CAPSTONE INVESTMENT ADVISORS, LLC Q1 2022 Filing

Filed May 13, 2022

Portfolio Value

$36.4T

Holdings

1,155

Report Date

Q1 2022

Filing Type

13F-HR

All Holdings (1,155 positions)

#StockSharesValue% PortfolioType
1
NDQINVESCO QQQ TR
16,300,200$5.9T16.24%Put
2
IWMISHARES TR
12,778,911$2.6T7.21%Put
3
EFAISHARES TR
26,223,600$1.9T5.30%Put
4
AAPLAPPLE INC
8,758,221$1.5T4.20%Put
5
MSFTMICROSOFT CORP
3,741,579$1.2T3.17%Put
6
SPYSPDR S&P 500 ETF TR
2,236,500$1.0T2.78%Put
7
AMZNAMAZON COM INC
229,727$748.9B2.06%Put
8
GOOGLALPHABET INC
194,697$541.5B1.49%Put
9
TSLATESLA INC
494,700$533.1B1.47%Put
10
GOOGALPHABET INC
186,615$521.2B1.43%Put
11
METAMETA PLATFORMS INC
2,201,958$489.6B1.35%Put
12
BRK/BBERKSHIRE HATHAWAY INC DEL
1,304,814$460.5B1.27%Put
13
NVDANVIDIA CORPORATION
1,668,551$455.3B1.25%Put
14
HYGISHARES TR
4,933,400$406.0B1.12%Put
15
XOMEXXON MOBIL CORP
3,725,834$307.7B0.85%Put
16
NFLXNETFLIX INC
810,512$303.6B0.83%Put
17
JNJJOHNSON & JOHNSON
1,648,254$292.1B0.80%Put
18
CVXCHEVRON CORP NEW
1,722,000$280.4B0.77%Put
19
UNHUNITEDHEALTH GROUP INC
521,398$265.9B0.73%Put
20
EEMISHARES TR
5,368,615$242.4B0.67%Put
21
HDHOME DEPOT INC
736,050$220.3B0.61%Put
22
JPMJPMORGAN CHASE & CO
1,512,529$206.2B0.57%Put
23
AVGOBROADCOM INC
306,413$192.9B0.53%Put
24
VVISA INC
856,591$190.0B0.52%Put
25
PFEPFIZER INC
3,615,052$187.2B0.51%Put
26
ABBVABBVIE INC
1,135,923$184.1B0.51%Put
27
PGPROCTER AND GAMBLE CO
1,185,812$181.2B0.50%Put
28
COSTCOSTCO WHSL CORP NEW
304,647$175.4B0.48%Put
29
MAMASTERCARD INCORPORATED
480,455$171.7B0.47%Put
30
DISDISNEY WALT CO
1,152,153$158.0B0.43%Put
31
PYPLPAYPAL HLDGS INC
1,308,147$151.3B0.42%Put
32
TMOTHERMO FISHER SCIENTIFIC INC
232,795$137.5B0.38%Put
33
LLYLILLY ELI & CO
479,419$137.3B0.38%Put
34
XLESELECT SECTOR SPDR TR
1,784,094$136.4B0.37%Put
35
BACBK OF AMERICA CORP
3,278,619$135.1B0.37%Put
36
ADBEADOBE SYSTEMS INCORPORATED
288,717$131.5B0.36%Put
37
FXIISHARES TR
3,936,811$125.9B0.35%Put
38
WMTWALMART INC
831,023$123.8B0.34%Put
39
ACNACCENTURE PLC IRELAND
364,994$123.1B0.34%Put
40
CRMSALESFORCE COM INC
577,967$122.7B0.34%Put
41
QCOMQUALCOMM INC
800,740$122.4B0.34%Put
42
LMTLOCKHEED MARTIN CORP
274,698$121.3B0.33%Put
43
NKENIKE INC
881,925$118.7B0.33%Put
44
CSCOCISCO SYS INC
1,956,829$109.1B0.30%Put
45
KOCOCA COLA CO
1,711,914$106.1B0.29%Put
46
PEPPEPSICO INC
633,930$106.1B0.29%Put
47
DHRDANAHER CORPORATION
358,492$105.2B0.29%Put
48
INTCINTEL CORP
2,108,934$104.5B0.29%Put
49
MCDMCDONALDS CORP
421,039$104.1B0.29%Put
50
WFCWELLS FARGO CO NEW
2,131,104$103.3B0.28%Put
51
UNPUNION PAC CORP
363,131$99.2B0.27%Put
52
LINLINDE PLC
308,889$98.7B0.27%Put
53
LOWLOWES COS INC
483,440$97.7B0.27%Put
54
ABTABBOTT LABS
816,753$96.7B0.27%Put
55
MRKMERCK & CO INC
1,174,178$96.3B0.26%Put
56
INTUINTUIT
193,893$93.2B0.26%Put
57
CONMED CORP
53,974,000$93.0B0.26%
58
CMECME GROUP INC
381,655$90.8B0.25%Put
59
NEENEXTERA ENERGY INC
1,067,320$90.4B0.25%Put
6040,800,000$88.5B0.24%
61
DWDMORGAN STANLEY
1,005,705$87.9B0.24%Put
62
TRVCCITIGROUP INC
1,630,610$87.1B0.24%Put
63
NOWSERVICENOW INC
155,250$86.5B0.24%Put
64
Z 1.375 09/01/26ZILLOW GROUP INC
64,722,000$86.0B0.24%
65
ELVANTHEM INC
174,435$85.7B0.24%Put
66
MUMICRON TECHNOLOGY INC
1,096,896$85.4B0.23%Put
67
BABOEING CO
442,392$84.7B0.23%Put
68
IBMINTERNATIONAL BUSINESS MACHS
649,913$84.5B0.23%Put
69
CMCSACOMCAST CORP NEW
1,803,898$84.5B0.23%Put
70
TXNTEXAS INSTRS INC
451,384$82.8B0.23%Put
71
CVSCVS HEALTH CORP
813,424$82.3B0.23%Put
72
ISRGINTUITIVE SURGICAL INC
272,259$82.1B0.23%Put
73
CATCATERPILLAR INC
358,339$79.8B0.22%Put
74
BMYBRISTOL-MYERS SQUIBB CO
1,089,000$79.5B0.22%Put
75
TAT&T INC
3,322,488$78.5B0.22%Put
76
SBUXSTARBUCKS CORP
841,611$76.6B0.21%Put
77
UPSUNITED PARCEL SERVICE INC
355,707$76.3B0.21%Put
78
XLFSELECT SECTOR SPDR TR
1,969,179$75.5B0.21%Put
7934,478,000$75.0B0.21%
80
RTXRAYTHEON TECHNOLOGIES CORP
753,277$74.6B0.21%Put
81
AMATAPPLIED MATLS INC
545,266$71.9B0.20%Put
82
MDTMEDTRONIC PLC
639,164$70.9B0.19%Put
83
ADIANALOG DEVICES INC
428,188$70.7B0.19%Put
84
CICIGNA CORP NEW
290,268$69.6B0.19%Put
85
AXPAMERICAN EXPRESS CO
370,883$69.4B0.19%Put
86
GSGOLDMAN SACHS GROUP INC
205,507$67.8B0.19%Put
87
BLKCHFBLACKROCK INC
86,890$66.4B0.18%Put
88
AMGNAMGEN INC
273,402$66.1B0.18%Put
89
AMTAMERICAN TOWER CORP NEW
262,071$65.8B0.18%Put
90
DEDEERE & CO
155,887$64.8B0.18%Put
91
SNAPSNAP INC
1,774,504$63.9B0.18%Put
9236,700,000$62.6B0.17%
9320,000,000$62.3B0.17%
94
AMDADVANCED MICRO DEVICES INC
565,750$61.9B0.17%Put
95
NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC
38,320,000$61.8B0.17%
96
VRNS 1.25 08/15/25VARONIS SYS INC
36,723,000$61.3B0.17%
97
SCHWSCHWAB CHARLES CORP
726,039$61.2B0.17%Put
98
GEGENERAL ELECTRIC CO
660,084$60.4B0.17%Put
99
FCN 2 08/15/23FTI CONSULTING INC
37,500,000$59.7B0.16%
100
BDXBECTON DICKINSON & CO
222,711$59.2B0.16%Put
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