CAPSTONE INVESTMENT ADVISORS, LLC Q2 2021 Filing

Filed August 16, 2021

Portfolio Value

$44.0T

Holdings

858

Report Date

Q2 2021

Filing Type

13F-HR

All Holdings (858 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR S&P 500 ETF TR
6,629,541$2.8T6.45%Put
2
MSFTMICROSOFT CORP
7,263,105$2.0T4.47%Put
3
AAPLAPPLE INC
13,734,400$1.9T4.28%Put
4
EFAISHARES TR
23,787,310$1.9T4.27%Put
5
AMZNAMAZON COM INC
428,043$1.5T3.35%Put
6
METAFACEBOOK INC
2,920,754$1.0T2.31%Put
7
EEMISHARES TR
18,355,143$1.0T2.30%Put
8
GOOGALPHABET INC
394,477$988.7B2.25%Put
9
NVDANVIDIA CORPORATION
1,127,309$902.0B2.05%Put
10
GOOGLALPHABET INC
330,474$806.9B1.84%Put
11
BRK/BBERKSHIRE HATHAWAY INC DEL
2,313,667$643.0B1.46%Put
12
TSLATESLA INC
652,595$443.6B1.01%Put
13
JPMJPMORGAN CHASE & CO
2,845,319$442.6B1.01%Put
14
FXIISHARES TR
8,979,900$416.0B0.95%Put
15
VVISA INC
1,643,491$384.3B0.87%Put
16
JNJJOHNSON & JOHNSON
2,261,462$372.6B0.85%Put
17
UNHUNITEDHEALTH GROUP INC
911,577$365.0B0.83%Put
18
PYPLPAYPAL HLDGS INC
1,242,600$362.2B0.82%Put
19
HDHOME DEPOT INC
1,094,005$348.9B0.79%Put
20
NFLXNETFLIX INC
638,122$337.1B0.77%Put
21
MAMASTERCARD INCORPORATED
881,764$321.9B0.73%Put
22
NDQINVESCO QQQ TR
875,761$310.4B0.71%Put
23
ADBEADOBE SYSTEMS INCORPORATED
525,942$308.0B0.70%Put
24
XOMEXXON MOBIL CORP
4,762,855$300.4B0.68%Put
25
BACBK OF AMERICA CORP
7,274,957$299.9B0.68%Put
26
PGPROCTER AND GAMBLE CO
2,119,958$286.0B0.65%Put
27
INTCINTEL CORP
4,786,358$268.7B0.61%Put
28
DISDISNEY WALT CO
1,518,004$266.8B0.61%Put
29
CSCOCISCO SYS INC
5,011,939$265.6B0.60%Put
30
CVXCHEVRON CORP NEW
2,458,148$257.5B0.59%Put
31
LLYLILLY ELI & CO
1,099,585$252.4B0.57%Put
32
CMCSACOMCAST CORP NEW
4,239,538$241.7B0.55%Put
33
CRMSALESFORCE COM INC
982,541$240.0B0.55%Put
34
AVGOBROADCOM INC
499,560$238.2B0.54%Put
35
TXNTEXAS INSTRS INC
1,221,513$234.9B0.53%Put
36
IHS MARKIT LTD
2,084,902$234.9B0.53%Put
37
KOCOCA COLA CO
4,202,265$227.4B0.52%Put
38
IWMISHARES TR
958,346$219.8B0.50%Put
39
PFEPFIZER INC
5,589,417$218.9B0.50%Put
40
QCOMQUALCOMM INC
1,500,435$214.5B0.49%Put
41
NKENIKE INC
1,323,900$204.5B0.47%Put
42
ABBVABBVIE INC
1,809,034$203.8B0.46%Put
43
WMTWALMART INC
1,422,735$200.6B0.46%Put
44
WFCWELLS FARGO CO NEW
4,381,153$198.4B0.45%Put
45
TAT&T INC
6,818,336$196.2B0.45%Put
46
TMOTHERMO FISHER SCIENTIFIC INC
387,346$195.4B0.44%Put
47
WORKSLACK TECHNOLOGIES INC
4,396,777$194.8B0.44%
48
ALXNALEXION PHARMACEUTICALS INC
1,058,044$194.4B0.44%Put
49
BACVERIZON COMMUNICATIONS INC
3,449,141$193.3B0.44%Put
50
DHRDANAHER CORPORATION
709,900$190.5B0.43%Put
51
ABTABBOTT LABS
1,632,115$189.2B0.43%Put
52
GSGOLDMAN SACHS GROUP INC
495,700$188.1B0.43%Put
53
PEPPEPSICO INC
1,264,300$187.3B0.43%Put
54
TRVCCITIGROUP INC
2,646,997$187.3B0.43%Put
55
MUMICRON TECHNOLOGY INC
2,169,939$184.4B0.42%Put
56
ACNACCENTURE PLC IRELAND
624,000$183.9B0.42%Put
57
ORCLORACLE CORP
2,306,983$179.6B0.41%Put
58
XLNXEURXILINX INC
1,239,347$179.3B0.41%Put
59
MCDMCDONALDS CORP
763,443$176.3B0.40%Put
60
COSTCOSTCO WHSL CORP NEW
440,300$174.2B0.40%Put
61
MRKMERCK & CO INC
2,197,700$170.9B0.39%Put
62
AMATAPPLIED MATLS INC
1,200,146$170.9B0.39%Put
63
MDTMEDTRONIC PLC
1,373,264$170.5B0.39%Put
64
UNPUNION PAC CORP
751,977$165.4B0.38%Put
65
MXIMMAXIM INTEGRATED PRODS INC
1,569,611$165.4B0.38%Put
66
HONHONEYWELL INTL INC
749,591$164.4B0.37%Put
67
INTUINTUIT
335,000$164.2B0.37%Put
68
BABOEING CO
668,984$160.3B0.36%Put
69
IBMINTERNATIONAL BUSINESS MACHS
1,093,000$160.2B0.36%Put
70
UPSUNITED PARCEL SERVICE INC
766,800$159.5B0.36%Put
71
AMGNAMGEN INC
641,117$156.3B0.36%Put
72
LOWLOWES COS INC
791,800$153.6B0.35%Put
73
AMDADVANCED MICRO DEVICES INC
1,580,900$148.5B0.34%Put
74
SBUXSTARBUCKS CORP
1,288,553$144.1B0.33%Put
75
DWDMORGAN STANLEY
1,531,900$140.5B0.32%Put
76
CATCATERPILLAR INC
644,100$140.2B0.32%Put
77
DYHTARGET CORP
577,509$139.6B0.32%Put
78
RTXRAYTHEON TECHNOLOGIES CORP
1,624,641$138.6B0.32%Put
79
4I1PHILIP MORRIS INTL INC
1,314,905$130.3B0.30%Put
80
AXPAMERICAN EXPRESS CO
770,089$127.2B0.29%Put
81
DEDEERE & CO
355,124$125.3B0.28%Put
82
BMYBRISTOL-MYERS SQUIBB CO
1,871,900$125.1B0.28%Put
83
CVSCVS HEALTH CORP
1,494,869$124.7B0.28%Put
84
NEENEXTERA ENERGY INC
1,619,797$118.7B0.27%Put
85
NOWSERVICENOW INC
213,200$117.2B0.27%Put
86
GMGENERAL MTRS CO
1,975,405$116.9B0.27%Put
87
ELVANTHEM INC
303,347$115.8B0.26%Put
88
LMTLOCKHEED MARTIN CORP
294,519$111.4B0.25%Put
89
HYGISHARES TR
1,249,342$110.0B0.25%Put
90
LRCXEURLAM RESEARCH CORP
168,318$109.5B0.25%Put
91
AMTAMERICAN TOWER CORP NEW
389,000$105.1B0.24%Put
92
XLESELECT SECTOR SPDR TR
1,918,180$103.3B0.23%Put
93
GILDGILEAD SCIENCES INC
1,481,500$102.0B0.23%Put
94
COFCAPITAL ONE FINL CORP
649,892$100.5B0.23%Put
95
ADIANALOG DEVICES INC
582,800$100.3B0.23%Put
96
NUANEURNUANCE COMMUNICATIONS INC
1,828,601$99.5B0.23%
97
LINLINDE PLC
343,027$99.2B0.23%Put
98
SPGIS&P GLOBAL INC
239,100$98.1B0.22%Put
99
FDXFEDEX CORP
315,651$94.2B0.21%Put
100
MMM3M CO
466,170$92.6B0.21%Put
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