CAPSTONE INVESTMENT ADVISORS, LLC Q3 2020 Filing

Filed November 16, 2020

Portfolio Value

$19.6B

Holdings

615

Report Date

Q3 2020

Filing Type

13F-HR

All Holdings (615 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	AAPLAPPLE INC	14,338,716	$1.7B	8.49%	Put
2	AMZNAMAZON COM INC	329,553	$1.0B	5.30%	Put
3	MSFTMICROSOFT CORP	4,535,479	$953.9M	4.88%	Put
4	SPYSPDR S&P 500 ETF TR	2,544,552	$852.1M	4.36%	Put
5	EFAISHARES TR	9,353,300	$595.3M	3.04%	Put
6	NDQINVESCO QQQ TR	1,847,001	$513.2M	2.62%	Put
7	METAFACEBOOK INC	1,913,479	$501.1M	2.56%	Put
8	FXIISHARES TR	10,277,694	$431.7M	2.21%	Put
9	NVDANVIDIA CORPORATION	576,267	$311.9M	1.59%	Put
10	GOOGLALPHABET INC	203,100	$297.7M	1.52%	Put
11	GOOGALPHABET INC	190,945	$280.6M	1.43%	Put
12	EEMISHARES TR	5,204,462	$229.5M	1.17%	Put
13	BRK/BBERKSHIRE HATHAWAY INC DEL	1,070,900	$228.0M	1.17%	Put
14	NFLXNETFLIX INC	366,600	$183.3M	0.94%	Put
15	PYPLPAYPAL HLDGS INC	907,900	$178.9M	0.91%	Put
16	VVISA INC	860,040	$172.0M	0.88%	Put
17	MAMASTERCARD INCORPORATED	467,800	$158.2M	0.81%	Put
18	ADBEADOBE SYSTEMS INCORPORATED	312,583	$153.3M	0.78%	Put
19	DISDISNEY WALT CO	1,220,452	$151.4M	0.77%	Put
20	JNJJOHNSON & JOHNSON	954,700	$142.1M	0.73%	Put
21	JPMJPMORGAN CHASE & CO	1,416,008	$136.3M	0.70%	Put
22	HDHOME DEPOT INC	487,500	$135.4M	0.69%	Put
23	INTCINTEL CORP	2,553,800	$132.2M	0.68%	Put
24	UNHUNITEDHEALTH GROUP INC	419,400	$130.8M	0.67%	Put
25	PGPROCTER AND GAMBLE CO	883,300	$122.8M	0.63%	Put
26	CRMSALESFORCE COM INC	474,450	$119.2M	0.61%	Put
27	TIFEURTIFFANY & CO NEW	1,013,602	$117.4M	0.60%	Put
28	CMCSACOMCAST CORP NEW	2,314,900	$107.1M	0.55%	Put
29	COSTCOSTCO WHSL CORP NEW	296,595	$105.3M	0.54%	Put
30	TSLATESLA INC	244,150	$104.7M	0.54%	Put
31	XOMEXXON MOBIL CORP	3,004,062	$103.1M	0.53%	Put
32	CSCOCISCO SYS INC	2,611,890	$102.9M	0.53%	Put
33	AMGNAMGEN INC	399,900	$101.6M	0.52%	Put
34	AVGOBROADCOM INC	273,440	$99.6M	0.51%	Put
35	QCOMQUALCOMM INC	842,300	$99.1M	0.51%	Put
36	CHTRCHARTER COMMUNICATIONS INC N	154,400	$96.4M	0.49%	Put
37	TMOTHERMO FISHER SCIENTIFIC INC	214,100	$94.5M	0.48%	Put
38	—TESLA INC	13,500,000	$93.4M	0.48%
39	PEPPEPSICO INC	658,100	$91.2M	0.47%	Put
40	LOWLOWES COS INC	527,400	$87.5M	0.45%	Put
41	WMTWALMART INC	609,072	$85.2M	0.44%	Put
42	ABTABBOTT LABS	761,800	$82.9M	0.42%	Put
43	MCDMCDONALDS CORP	363,492	$79.8M	0.41%	Put
44	UNPUNION PAC CORP	403,992	$79.5M	0.41%	Put
45	NEENEXTERA ENERGY INC	285,787	$79.3M	0.41%	Put
46	DHRDANAHER CORPORATION	366,400	$78.9M	0.40%	Put
47	BACBK OF AMERICA CORP	3,252,833	$78.4M	0.40%	Put
48	RTXRAYTHEON TECHNOLOGIES CORP	1,357,995	$78.1M	0.40%	Put
49	NKENIKE INC	619,972	$77.8M	0.40%	Put
50	DWDMORGAN STANLEY	1,590,772	$76.9M	0.39%	Put
51	AMDADVANCED MICRO DEVICES INC	930,500	$76.3M	0.39%	Put
52	BACVERIZON COMMUNICATIONS INC	1,278,800	$76.1M	0.39%	Put
53	LLYLILLY ELI & CO	505,281	$74.8M	0.38%	Put
54	KOCOCA COLA CO	1,513,841	$74.7M	0.38%	Put
55	PFEPFIZER INC	2,036,000	$74.7M	0.38%	Put
56	IWMISHARES TR	489,000	$73.2M	0.37%	Put
57	—IMMUNOMEDICS INC	851,800	$72.4M	0.37%	Put
58	TXNTEXAS INSTRS INC	498,400	$71.2M	0.36%	Put
59	MRKMERCK & CO. INC	846,931	$70.3M	0.36%	Put
60	ACNACCENTURE PLC IRELAND	307,900	$69.6M	0.36%	Put
61	LINLINDE PLC	287,300	$68.4M	0.35%	Put
62	GILDGILEAD SCIENCES INC	1,048,523	$66.3M	0.34%	Put
63	CVXCHEVRON CORP NEW	911,431	$65.6M	0.34%	Put
64	UPSUNITED PARCEL SERVICE INC	387,338	$64.5M	0.33%	Put
65	SBUXSTARBUCKS CORP	748,900	$64.3M	0.33%	Put
66	TRVCCITIGROUP INC	1,447,226	$62.4M	0.32%	Put
67	AMTAMERICAN TOWER CORP NEW	255,403	$61.7M	0.32%	Put
68	BMYBRISTOL-MYERS SQUIBB CO	1,016,000	$61.3M	0.31%	Put
69	ORCLORACLE CORP	1,003,900	$59.9M	0.31%	Put
70	WFCWELLS FARGO CO NEW	2,501,104	$58.8M	0.30%	Put
71	ABBVABBVIE INC	649,629	$56.9M	0.29%	Put
72	CMECME GROUP INC	338,539	$56.6M	0.29%	Put
73	INTUINTUIT	173,000	$56.4M	0.29%	Put
74	—CHINA BIOLOGIC PRODS HLDGS I	500,216	$55.6M	0.28%
75	ELVANTHEM INC	202,071	$54.3M	0.28%	Put
76	HONHONEYWELL INTL INC	320,500	$52.8M	0.27%	Put
77	MDTMEDTRONIC PLC	489,000	$50.8M	0.26%	Put
78	TMUST-MOBILE US INC	438,500	$50.1M	0.26%	Put
79	VRTXVERTEX PHARMACEUTICALS INC	183,100	$49.8M	0.25%	Put
80	—TESLA INC	7,500,000	$49.1M	0.25%
81	—NIO INC	20,500,000	$48.9M	0.25%
82	BABOEING CO	294,424	$48.7M	0.25%	Put
83	REGNREGENERON PHARMACEUTICALS	85,689	$48.0M	0.25%	Put
84	MXIMMAXIM INTEGRATED PRODS INC	698,932	$47.3M	0.24%	Put
85	LMTLOCKHEED MARTIN CORP	122,490	$46.9M	0.24%	Put
86	ADPAUTOMATIC DATA PROCESSING IN	326,265	$45.5M	0.23%	Put
87	NOWSERVICENOW INC	93,000	$45.1M	0.23%	Put
88	FDXFEDEX CORP	175,900	$44.2M	0.23%	Put
89	BDXBECTON DICKINSON & CO	188,911	$44.0M	0.22%	Put
90	PGRPROGRESSIVE CORP	462,600	$43.8M	0.22%	Put
91	TAT&T INC	1,515,700	$43.2M	0.22%	Put
92	CLCOLGATE PALMOLIVE CO	554,400	$42.8M	0.22%	Put
93	TFCTRUIST FINL CORP	1,120,124	$42.6M	0.22%	Put
94	MDLZMONDELEZ INTL INC	738,200	$42.4M	0.22%	Put
95	SHWSHERWIN WILLIAMS CO	60,300	$42.0M	0.21%	Put
96	SYKSTRYKER CORPORATION	197,400	$41.1M	0.21%	Put
97	ILMNILLUMINA INC	132,984	$41.1M	0.21%	Put
98	MMM3M CO	255,219	$40.9M	0.21%	Put
99	DYHTARGET CORP	257,600	$40.6M	0.21%	Put
100	4I1PHILIP MORRIS INTL INC	537,386	$40.3M	0.21%	Put

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