CAPSTONE INVESTMENT ADVISORS, LLC Q4 2020 Filing

Filed February 16, 2021

Portfolio Value

$29.9T

Holdings

818

Report Date

Q4 2020

Filing Type

13F-HR

All Holdings (818 positions)

#StockSharesValue% PortfolioType
1
NDQINVESCO QQQ TR
8,178,531$2.6T8.60%Put
2
AAPLAPPLE INC
15,879,584$2.1T7.06%Put
3
SPYSPDR S&P 500 ETF TR
3,948,508$1.5T4.95%Put
4
EFAISHARES TR
18,550,500$1.4T4.53%Put
5
MSFTMICROSOFT CORP
5,150,139$1.1T3.84%Put
6
AMZNAMAZON COM INC
270,830$882.1B2.95%Put
7
IWMISHARES TR
3,798,718$744.8B2.50%Put
8
EEMISHARES TR
13,591,695$702.3B2.35%Put
9
METAFACEBOOK INC
2,389,187$652.6B2.19%Put
10
FXIISHARES TR
10,914,865$506.8B1.70%Put
11
GOOGLALPHABET INC
240,974$422.3B1.41%Put
12
GOOGALPHABET INC
233,781$409.6B1.37%Put
13
DISDISNEY WALT CO
1,859,400$336.9B1.13%Put
14
NVDANVIDIA CORPORATION
625,618$326.7B1.09%Put
15
BRK/BBERKSHIRE HATHAWAY INC DEL
1,314,800$304.9B1.02%Put
16
VVISA INC
1,275,000$278.9B0.93%Put
17
PYPLPAYPAL HLDGS INC
1,187,103$278.0B0.93%Put
18
JPMJPMORGAN CHASE & CO
1,937,100$246.1B0.82%Put
19
MAMASTERCARD INCORPORATED
652,200$232.8B0.78%Put
20
NFLXNETFLIX INC
385,713$208.6B0.70%Put
21
CMCSACOMCAST CORP NEW
3,832,900$200.8B0.67%Put
22
UNHUNITEDHEALTH GROUP INC
558,700$195.9B0.66%Put
23
QCOMQUALCOMM INC
1,154,600$175.9B0.59%Put
24
COSTCOSTCO WHSL CORP NEW
456,000$171.8B0.58%Put
25
HDHOME DEPOT INC
637,890$169.4B0.57%Put
26
PGPROCTER AND GAMBLE CO
1,189,600$165.5B0.55%Put
27
JNJJOHNSON & JOHNSON
1,025,300$161.4B0.54%Put
28
ADBEADOBE SYSTEMS INCORPORATED
322,300$161.2B0.54%Put
29
CRMSALESFORCE COM INC
704,740$156.8B0.53%Put
30
TSLATESLA INC
217,422$153.4B0.51%Put
31
PFEPFIZER INC
4,088,522$150.5B0.50%Put
32
WORKSLACK TECHNOLOGIES INC
3,536,973$149.4B0.50%
33
TESLA INC
13,132,000$149.3B0.50%
34
TMOTHERMO FISHER SCIENTIFIC INC
319,200$148.7B0.50%Put
35
WMTWALMART INC
988,379$142.5B0.48%Put
36
TXNTEXAS INSTRS INC
857,802$140.8B0.47%Put
37
VAREURVARIAN MED SYS INC
780,743$136.6B0.46%Put
38
ABTABBOTT LABS
1,206,700$132.1B0.44%Put
39
INTCINTEL CORP
2,635,701$131.3B0.44%Put
40
ABBVABBVIE INC
1,217,000$130.4B0.44%Put
41
BACBK OF AMERICA CORP
4,292,585$130.1B0.44%Put
42
AMDADVANCED MICRO DEVICES INC
1,415,379$129.8B0.43%Put
43
XOMEXXON MOBIL CORP
3,137,124$129.3B0.43%Put
44
AVGOBROADCOM INC
284,351$124.5B0.42%Put
45
DHRDANAHER CORPORATION
541,400$120.3B0.40%Put
46
CVXCHEVRON CORP NEW
1,404,099$118.6B0.40%Put
47
SBUXSTARBUCKS CORP
1,064,600$113.9B0.38%Put
48
AMGNAMGEN INC
480,666$110.5B0.37%Put
49
RTXRAYTHEON TECHNOLOGIES CORP
1,542,620$110.3B0.37%Put
50
MDTMEDTRONIC PLC
926,427$108.5B0.36%Put
51
NIO INC
20,500,000$106.4B0.36%
52
HONHONEYWELL INTL INC
499,600$106.3B0.36%Put
53
NKENIKE INC
746,313$105.6B0.35%Put
54
PEPPEPSICO INC
693,700$102.9B0.34%Put
55
NEENEXTERA ENERGY INC
1,305,100$100.7B0.34%Put
56
KOCOCA COLA CO
1,829,900$100.4B0.34%Put
57
BACVERIZON COMMUNICATIONS INC
1,688,298$99.2B0.33%Put
58
ACNACCENTURE PLC IRELAND
375,900$98.2B0.33%Put
59
MCDMCDONALDS CORP
455,000$97.6B0.33%Put
60
CHTRCHARTER COMMUNICATIONS INC N
146,200$96.7B0.32%Put
61
CSCOCISCO SYS INC
2,151,278$96.3B0.32%Put
62
LLYLILLY ELI & CO
562,704$95.0B0.32%Put
63
WFCWELLS FARGO CO NEW
3,038,341$91.7B0.31%Put
64
NOWSERVICENOW INC
165,900$91.3B0.31%Put
65
CHINA BIOLOGIC PRODS HLDGS I
766,288$90.5B0.30%
66
ORCLORACLE CORP
1,378,172$89.2B0.30%Put
67
INTUINTUIT
230,800$87.7B0.29%Put
68
BABOEING CO
407,817$87.3B0.29%Put
69
UNPUNION PAC CORP
418,600$87.2B0.29%Put
70
SYKSTRYKER CORPORATION
349,213$85.6B0.29%Put
71
XLNXEURXILINX INC
602,418$85.4B0.29%Put
72
TAT&T INC
2,969,055$85.4B0.29%Put
73
LOWLOWES COS INC
522,900$83.9B0.28%Put
74
UPSUNITED PARCEL SERVICE INC
487,587$82.1B0.28%Put
75
TRVCCITIGROUP INC
1,311,585$80.9B0.27%Put
76
DWDMORGAN STANLEY
1,128,500$77.3B0.26%Put
77
AMATAPPLIED MATLS INC
840,800$72.6B0.24%Put
78
FDXFEDEX CORP
277,693$72.1B0.24%Put
79
MRKMERCK & CO. INC
879,933$72.0B0.24%Put
80
MUMICRON TECHNOLOGY INC
953,400$71.7B0.24%Put
81
TMUST-MOBILE US INC
522,100$70.4B0.24%Put
82
GSGOLDMAN SACHS GROUP INC
263,900$69.6B0.23%Put
83
CLCOLGATE PALMOLIVE CO
785,300$67.2B0.22%Put
84
BMYBRISTOL-MYERS SQUIBB CO
1,041,468$64.6B0.22%Put
85
BARCLAYS BANK PLC
3,639,500$61.1B0.20%Put
86
CSXCSX CORP
673,100$61.1B0.20%Put
87
LINLINDE PLC
228,641$60.2B0.20%Put
88
BLKCHFBLACKROCK INC
83,000$59.9B0.20%Put
89
ELVANTHEM INC
186,200$59.8B0.20%Put
90
BABAALIBABA GROUP HLDG LTD
256,166$59.6B0.20%Put
91
GILDGILEAD SCIENCES INC
1,010,479$58.9B0.20%Put
92
AXPAMERICAN EXPRESS CO
479,200$57.9B0.19%Put
93
ALXNALEXION PHARMACEUTICALS INC
360,244$56.3B0.19%Put
94
DEDEERE & CO
206,636$55.6B0.19%Put
95
GEGENERAL ELECTRIC CO
5,003,800$54.0B0.18%Put
96
ADPAUTOMATIC DATA PROCESSING IN
302,170$53.2B0.18%Put
97
CMECME GROUP INC
292,147$53.2B0.18%Put
98
LRCXEURLAM RESEARCH CORP
112,161$53.0B0.18%Put
99
GMGENERAL MTRS CO
1,238,700$51.6B0.17%Put
100
CATCATERPILLAR INC
280,800$51.1B0.17%Put
Page 1 of 9Next