CAPSTONE INVESTMENT ADVISORS, LLC Q4 2019 Filing

Filed February 14, 2020

Portfolio Value

$18.5B

Holdings

581

Report Date

Q4 2019

Filing Type

13F-HR

All Holdings (581 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	AAPLAPPLE INC	3,647,402	$1.1B	5.78%	Put
2	NDQINVESCO QQQ TR	3,916,333	$832.7M	4.49%	Put
3	MSFTMICROSOFT CORP	5,020,113	$791.7M	4.27%	Put
4	AMZNAMAZON COM INC	240,121	$443.7M	2.39%	Put
5	SPYSPDR S&P 500 ETF TR	1,183,300	$380.9M	2.06%	Put
6	EFAISHARES TR	4,827,500	$335.2M	1.81%	Put
7	METAFACEBOOK INC	1,486,917	$305.2M	1.65%	Put
8	GOOGALPHABET INC	216,714	$289.8M	1.56%	Put
9	GOOGLALPHABET INC	210,158	$281.5M	1.52%	Put
10	BRK/BBERKSHIRE HATHAWAY INC DEL	1,136,040	$257.3M	1.39%	Put
11	JPMJPMORGAN CHASE & CO	1,667,927	$232.5M	1.25%	Put
12	PGPROCTER & GAMBLE CO	1,764,294	$220.4M	1.19%	Put
13	EEMISHARES TR	4,895,564	$219.7M	1.19%	Put
14	VVISA INC	1,162,183	$218.4M	1.18%	Put
15	JNJJOHNSON & JOHNSON	1,358,139	$198.1M	1.07%	Put
16	DISDISNEY WALT CO	1,295,334	$187.3M	1.01%	Put
17	MAMASTERCARD INC	623,632	$186.2M	1.00%	Put
18	INTCINTEL CORP	2,768,300	$165.7M	0.89%	Put
19	BACBANK AMER CORP	4,698,593	$165.5M	0.89%	Put
20	UNHUNITEDHEALTH GROUP INC	541,205	$159.1M	0.86%	Put
21	TAT&T INC	3,975,914	$155.4M	0.84%	Put
22	XOMEXXON MOBIL CORP	2,028,710	$141.6M	0.76%	Put
23	MRKMERCK & CO INC	1,522,397	$138.5M	0.75%	Put
24	HDHOME DEPOT INC	625,930	$136.7M	0.74%	Put
25	TRVCCITIGROUP INC	1,668,233	$133.3M	0.72%	Put
26	WMTWALMART INC	1,100,633	$130.8M	0.71%	Put
27	COSTCOSTCO WHSL CORP NEW	438,264	$128.8M	0.70%	Put
28	WFCWELLS FARGO CO NEW	2,329,909	$125.3M	0.68%	Put
29	NVDANVIDIA CORP	528,500	$124.4M	0.67%	Put
30	KOCOCA COLA CO	2,196,730	$121.6M	0.66%	Put
31	BACVERIZON COMMUNICATIONS INC	1,967,424	$120.8M	0.65%	Put
32	CSCOCISCO SYS INC	2,406,514	$115.4M	0.62%	Put
33	PFEPFIZER INC	2,905,079	$113.8M	0.61%	Put
34	PEPPEPSICO INC	761,543	$104.1M	0.56%	Put
35	CMCSACOMCAST CORP NEW	2,296,293	$103.3M	0.56%	Put
36	AMGNAMGEN INC	423,663	$102.1M	0.55%	Put
37	CVXCHEVRON CORP NEW	847,394	$102.1M	0.55%	Put
38	FXIISHARES TR	2,148,351	$93.7M	0.51%	Put
39	MCDMCDONALDS CORP	466,269	$92.1M	0.50%	Put
40	BABOEING CO	281,436	$91.7M	0.49%	Put
41	ADBEADOBE INC	276,300	$91.1M	0.49%	Put
42	—MEDICINES CO	35,500,000	$89.9M	0.49%
43	NEENEXTERA ENERGY INC	359,102	$87.0M	0.47%	Put
44	LINLINDE PLC	407,614	$86.8M	0.47%	Put
45	BMYBRISTOL MYERS SQUIBB CO	1,351,749	$86.8M	0.47%	Put
46	ORCLORACLE CORP	1,563,259	$82.8M	0.45%	Put
47	CHTRCHARTER COMMUNICATIONS INC N	169,873	$82.4M	0.44%	Put
48	UNPUNION PACIFIC CORP	450,439	$81.4M	0.44%	Put
49	NFLXNETFLIX INC	251,384	$81.3M	0.44%	Put
50	NKENIKE INC	797,300	$80.8M	0.44%	Put
51	IWMISHARES TR	480,000	$79.5M	0.43%	Put
52	PYPLPAYPAL HLDGS INC	732,454	$79.2M	0.43%	Put
53	MDTMEDTRONIC PLC	689,967	$78.3M	0.42%	Put
54	AVGOBROADCOM INC	244,556	$77.3M	0.42%	Put
55	MMM3M CO	437,698	$77.2M	0.42%	Put
56	IYRISHARES TR	829,500	$77.2M	0.42%	Put
57	UTXZUNITED TECHNOLOGIES CORP	513,557	$76.9M	0.42%	Put
58	ABBVABBVIE INC	867,170	$76.8M	0.41%	Put
59	CRMSALESFORCE COM INC	464,387	$75.5M	0.41%	Put
60	GDXVANECK VECTORS ETF TRUST	2,575,000	$75.4M	0.41%
61	GSGOLDMAN SACHS GROUP INC	310,430	$71.4M	0.39%	Put
62	BKNGBOOKING HLDGS INC	34,681	$71.2M	0.38%	Put
63	GEGENERAL ELECTRIC CO	6,318,423	$70.5M	0.38%	Put
64	HYGISHARES TR	800,000	$70.4M	0.38%	Put
65	DDDUPONT DE NEMOURS INC	1,095,758	$70.3M	0.38%	Put
66	IBMINTERNATIONAL BUSINESS MACHS	520,384	$69.8M	0.38%	Put
67	CVSCVS HEALTH CORP	937,453	$69.6M	0.38%	Put
68	SBUXSTARBUCKS CORP	785,387	$69.1M	0.37%	Put
69	HONHONEYWELL INTL INC	384,986	$68.1M	0.37%	Put
70	LLYLILLY ELI & CO	509,908	$67.0M	0.36%	Put
71	TMOTHERMO FISHER SCIENTIFIC INC	204,800	$66.5M	0.36%	Put
72	AMTAMERICAN TOWER CORP NEW	289,160	$66.5M	0.36%	Put
73	LMTLOCKHEED MARTIN CORP	164,504	$64.1M	0.35%	Put
74	LOWLOWES COS INC	527,758	$63.2M	0.34%	Put
75	ABTABBOTT LABS	722,603	$62.8M	0.34%	Put
76	ACNACCENTURE PLC IRELAND	297,859	$62.7M	0.34%	Put
77	—ALLERGAN PLC	327,878	$62.7M	0.34%	Put
78	QCOMQUALCOMM INC	692,762	$61.1M	0.33%	Put
79	4I1PHILIP MORRIS INTL INC	715,890	$60.9M	0.33%	Put
80	TXNTEXAS INSTRS INC	473,972	$60.8M	0.33%	Put
81	SMHVANECK VECTORS ETF TRUST	429,000	$60.7M	0.33%	Put
82	—MEDICINES CO	33,519,000	$58.6M	0.32%
83	CICIGNA CORP NEW	284,924	$58.3M	0.31%	Put
84	MOALTRIA GROUP INC	1,146,699	$57.2M	0.31%	Put
85	UPSUNITED PARCEL SERVICE INC	472,573	$55.3M	0.30%	Put
86	ELVANTHEM INC	177,700	$53.7M	0.29%	Put
87	NOCNORTHROP GRUMMAN CORP	154,984	$53.3M	0.29%	Put
88	ISRGINTUITIVE SURGICAL INC	88,490	$52.3M	0.28%	Put
89	DHRDANAHER CORPORATION	337,100	$51.7M	0.28%	Put
90	—TESLA INC	40,000,000	$51.1M	0.28%
91	CATCATERPILLAR INC DEL	343,100	$50.7M	0.27%	Put
92	MDLZMONDELEZ INTL INC	887,013	$48.9M	0.26%	Put
93	GILDGILEAD SCIENCES INC	744,758	$48.4M	0.26%	Put
94	USBUS BANCORP DEL	813,647	$48.2M	0.26%	Put
95	—BHP GROUP PLC	1,012,860	$47.6M	0.26%
96	AMDADVANCED MICRO DEVICES INC	1,037,330	$47.6M	0.26%	Put
97	AXPAMERICAN EXPRESS CO	380,700	$47.4M	0.26%	Put
98	SOSOUTHERN CO	740,282	$47.2M	0.25%	Put
99	INTUINTUIT	179,600	$47.0M	0.25%	Put
100	MUMICRON TECHNOLOGY INC	844,300	$45.4M	0.25%	Put

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