CAPSTONE INVESTMENT ADVISORS, LLC Q2 2020 Filing

Filed August 14, 2020

Portfolio Value

$15.1B

Holdings

595

Report Date

Q2 2020

Filing Type

13F-HR

All Holdings (595 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P 500 ETF TR	3,376,161	$1.0B	6.88%	Put
2	AAPLAPPLE INC	2,797,669	$1.0B	6.75%	Put
3	NDQINVESCO QQQ TR	3,660,680	$906.4M	5.99%	Put
4	MSFTMICROSOFT CORP	4,326,288	$880.4M	5.82%	Put
5	EFAISHARES TR	11,408,730	$694.5M	4.59%	Put
6	AMZNAMAZON COM INC	230,105	$634.8M	4.20%	Put
7	METAFACEBOOK INC	1,644,562	$373.4M	2.47%	Put
8	FXIISHARES TR	6,347,503	$252.0M	1.67%	Put
9	GOOGALPHABET INC	175,598	$248.2M	1.64%	Put
10	GOOGLALPHABET INC	166,392	$236.0M	1.56%	Put
11	NVDANVIDIA CORPORATION	375,499	$142.7M	0.94%	Put
12	BRK/BBERKSHIRE HATHAWAY INC DEL	778,612	$139.0M	0.92%	Put
13	ADBEADOBE INC	304,891	$132.7M	0.88%	Put
14	TIFEURTIFFANY & CO NEW	1,073,269	$130.9M	0.86%	Put
15	EEMISHARES TR	3,104,894	$124.2M	0.82%	Put
16	INTCINTEL CORP	2,021,752	$121.0M	0.80%	Put
17	NFLXNETFLIX INC	257,800	$117.3M	0.78%	Put
18	PYPLPAYPAL HLDGS INC	650,600	$113.4M	0.75%	Put
19	JNJJOHNSON & JOHNSON	773,800	$108.8M	0.72%	Put
20	DISDISNEY WALT CO	942,468	$105.1M	0.69%	Put
21	UNHUNITEDHEALTH GROUP INC	343,700	$101.4M	0.67%	Put
22	VVISA INC	510,200	$98.6M	0.65%	Put
23	JPMJPMORGAN CHASE & CO	992,909	$93.4M	0.62%	Put
24	HDHOME DEPOT INC	366,500	$91.8M	0.61%	Put
25	MAMASTERCARD INCORPORATED	309,911	$91.6M	0.61%	Put
26	XOMEXXON MOBIL CORP	1,899,343	$84.9M	0.56%	Put
27	CZREURCAESARS ENTMT CORP	6,951,033	$84.3M	0.56%	Put
28	TRVCCITIGROUP INC	1,604,951	$82.0M	0.54%	Put
29	BACBK OF AMERICA CORP	3,280,639	$77.9M	0.51%	Put
30	CSCOCISCO SYS INC	1,637,869	$76.4M	0.50%	Put
31	—BARCLAYS BK PLC	2,068,500	$70.2M	0.46%	Put
32	PEPPEPSICO INC	521,500	$69.0M	0.46%	Put
33	RTXRAYTHEON TECHNOLOGIES CORP	1,118,642	$68.9M	0.46%	Put
34	TMOTHERMO FISHER SCIENTIFIC INC	188,000	$68.1M	0.45%	Put
35	ABBVABBVIE INC	680,100	$66.8M	0.44%	Put
36	QCOMQUALCOMM INC	698,800	$63.7M	0.42%	Put
37	PGPROCTER AND GAMBLE CO	522,900	$62.5M	0.41%	Put
38	AMGNAMGEN INC	253,000	$59.7M	0.39%	Put
39	COSTCOSTCO WHSL CORP NEW	195,500	$59.3M	0.39%	Put
40	AVGOBROADCOM INC	186,000	$58.7M	0.39%	Put
41	ABTABBOTT LABS	635,900	$58.1M	0.38%	Put
42	CHTRCHARTER COMMUNICATIONS INC N	112,000	$57.1M	0.38%	Put
43	CRMSALESFORCE COM INC	301,800	$56.5M	0.37%	Put
44	LOWLOWES COS INC	398,100	$53.8M	0.36%	Put
45	LLYLILLY ELI & CO	326,900	$53.7M	0.35%	Put
46	BACVERIZON COMMUNICATIONS INC	966,391	$53.3M	0.35%	Put
47	TXNTEXAS INSTRS INC	414,500	$52.6M	0.35%	Put
48	ACNACCENTURE PLC IRELAND	240,100	$51.6M	0.34%	Put
49	KOCOCA COLA CO	1,137,200	$50.8M	0.34%	Put
50	BMYBRISTOL-MYERS SQUIBB CO	848,653	$49.9M	0.33%	Put
51	CVXCHEVRON CORP NEW	558,274	$49.8M	0.33%	Put
52	UNPUNION PAC CORP	293,452	$49.6M	0.33%	Put
53	IBMINTERNATIONAL BUSINESS MACHS	409,888	$49.5M	0.33%	Put
54	TSLATESLA INC	45,100	$48.7M	0.32%	Put
55	WFCWELLS FARGO CO NEW	1,890,377	$48.4M	0.32%	Put
56	LINLINDE PLC	225,700	$47.9M	0.32%	Put
57	GILDGILEAD SCIENCES INC	619,500	$47.7M	0.32%	Put
58	VRTXVERTEX PHARMACEUTICALS INC	163,800	$47.6M	0.31%	Put
59	MRKMERCK & CO. INC	609,900	$47.2M	0.31%	Put
60	TAT&T INC	1,558,478	$47.1M	0.31%	Put
61	ORCLORACLE CORP	844,400	$46.7M	0.31%	Put
62	WMTWALMART INC	388,685	$46.6M	0.31%	Put
63	WTWWILLIS TOWERS WATSON PLC LTD	234,352	$46.2M	0.31%	Put
64	CMCSACOMCAST CORP NEW	1,182,700	$46.1M	0.30%	Put
65	GOTUGSX TECHEDU INC	750,000	$45.0M	0.30%
66	AMTAMERICAN TOWER CORP NEW	172,800	$44.7M	0.30%	Put
67	WUBAUSD58 COM INC	821,708	$44.3M	0.29%
68	INTUINTUIT	149,100	$44.2M	0.29%	Put
69	LMTLOCKHEED MARTIN CORP	115,852	$42.3M	0.28%	Put
70	MMM3M CO	263,165	$41.1M	0.27%	Put
71	ELVANTHEM INC	155,739	$41.0M	0.27%	Put
72	MCDMCDONALDS CORP	221,800	$40.9M	0.27%	Put
73	NEENEXTERA ENERGY INC	170,300	$40.9M	0.27%	Put
74	CMECME GROUP INC	250,744	$40.8M	0.27%	Put
75	BABOEING CO	220,100	$40.3M	0.27%	Put
76	BDXBECTON DICKINSON & CO	163,165	$39.0M	0.26%	Put
77	SBUXSTARBUCKS CORP	527,827	$38.8M	0.26%	Put
78	DHRDANAHER CORPORATION	214,700	$38.0M	0.25%	Put
79	PFEPFIZER INC	1,160,800	$38.0M	0.25%	Put
80	MUMICRON TECHNOLOGY INC	732,150	$37.7M	0.25%	Put
81	4I1PHILIP MORRIS INTL INC	530,772	$37.2M	0.25%	Put
82	BIDUNBAIDU INC	310,000	$37.2M	0.25%	Put
83	—CAESARS ENTMT CORP	21,000,000	$35.4M	0.23%
84	AMDADVANCED MICRO DEVICES INC	664,308	$35.0M	0.23%	Put
85	CICIGNA CORP NEW	184,700	$34.7M	0.23%	Put
86	NKENIKE INC	339,400	$33.3M	0.22%	Put
87	BLKCHFBLACKROCK INC	60,600	$33.0M	0.22%	Put
88	MDTMEDTRONIC PLC	353,600	$32.4M	0.21%	Put
89	EBAEBAY INC.	610,400	$32.0M	0.21%	Put
90	TFCTRUIST FINL CORP	842,780	$31.6M	0.21%	Put
91	HONHONEYWELL INTL INC	217,400	$31.4M	0.21%	Put
92	ISRGINTUITIVE SURGICAL INC	54,168	$30.9M	0.20%	Put
93	CLCOLGATE PALMOLIVE CO	419,400	$30.7M	0.20%	Put
94	EWEDWARDS LIFESCIENCES CORP	443,787	$30.7M	0.20%	Put
95	—CLEVELAND CLIFFS INC	33,193,000	$30.4M	0.20%
96	SYKSTRYKER CORPORATION	166,326	$30.0M	0.20%	Put
97	REGNREGENERON PHARMACEUTICALS	47,664	$29.7M	0.20%	Put
98	SHWSHERWIN WILLIAMS CO	51,347	$29.7M	0.20%	Put
99	CSXCSX CORP	408,200	$28.5M	0.19%	Put
100	MPCMARATHON PETE CORP	748,045	$28.0M	0.18%	Put

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