CAPSTONE INVESTMENT ADVISORS, LLC Q1 2020 Filing
Filed May 15, 2020
Portfolio Value
$6.2T
Holdings
495
Report Date
Q1 2020
Filing Type
13F-HR
All Holdings (495 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | NDQINVESCO QQQ TR | 3,182,233 | $605.9B | 9.74% | Put |
| 2 | SPYSPDR S&P 500 ETF TR | 902,200 | $232.5B | 3.74% | Put |
| 3 | EFAISHARES TR | 4,017,353 | $214.8B | 3.45% | Put |
| 4 | AAPLAPPLE INC | 709,145 | $180.3B | 2.90% | Put |
| 5 | AMZNAMAZON COM INC | 90,389 | $176.2B | 2.83% | Put |
| 6 | MSFTMICROSOFT CORP | 1,058,318 | $166.9B | 2.68% | Put |
| 7 | FXIISHARES TR | 3,445,840 | $129.4B | 2.08% | Put |
| 8 | EEMISHARES TR | 2,934,196 | $100.1B | 1.61% | Put |
| 9 | METAFACEBOOK INC | 551,811 | $92.0B | 1.48% | Put |
| 10 | —ALLERGAN PLC | 436,210 | $77.3B | 1.24% | Put |
| 11 | IWMISHARES TR | 670,000 | $76.7B | 1.23% | Put |
| 12 | BRK/BBERKSHIRE HATHAWAY INC DEL | 394,924 | $72.2B | 1.16% | Put |
| 13 | XOMEXXON MOBIL CORP | 1,870,625 | $71.0B | 1.14% | Put |
| 14 | VVISA INC | 358,260 | $57.7B | 0.93% | Put |
| 15 | GOOGALPHABET INC | 43,493 | $50.6B | 0.81% | Put |
| 16 | HYGISHARES TR | 611,100 | $47.1B | 0.76% | Put |
| 17 | CVXCHEVRON CORP NEW | 627,012 | $45.4B | 0.73% | Put |
| 18 | UNPUNION PAC CORP | 307,678 | $43.4B | 0.70% | Put |
| 19 | LLYLILLY ELI & CO | 309,500 | $42.9B | 0.69% | Put |
| 20 | UNHUNITEDHEALTH GROUP INC | 170,449 | $42.5B | 0.68% | Put |
| 21 | RTN1USDRAYTHEON CO | 313,940 | $41.2B | 0.66% | Put |
| 22 | TRVCCITIGROUP INC | 976,908 | $41.1B | 0.66% | Put |
| 23 | CICIGNA CORP NEW | 210,700 | $37.3B | 0.60% | Put |
| 24 | PGPROCTER & GAMBLE CO | 329,500 | $36.2B | 0.58% | Put |
| 25 | ABTABBOTT LABS | 448,700 | $35.4B | 0.57% | Put |
| 26 | ELVANTHEM INC | 153,154 | $34.8B | 0.56% | Put |
| 27 | JPMJPMORGAN CHASE & CO | 384,900 | $34.7B | 0.56% | Put |
| 28 | MRKMERCK & CO. INC | 435,600 | $33.5B | 0.54% | Put |
| 29 | WFCWELLS FARGO CO NEW | 1,139,901 | $32.7B | 0.53% | Put |
| 30 | 4I1PHILIP MORRIS INTL INC | 444,900 | $32.5B | 0.52% | Put |
| 31 | WMTWALMART INC | 284,150 | $32.3B | 0.52% | Put |
| 32 | NFLXNETFLIX INC | 84,694 | $31.8B | 0.51% | Put |
| 33 | PFEPFIZER INC | 953,200 | $31.1B | 0.50% | Put |
| 34 | LOWLOWES COS INC | 357,689 | $30.8B | 0.49% | Put |
| 35 | NSCNORFOLK SOUTHERN CORP | 204,211 | $29.8B | 0.48% | Put |
| 36 | ORCLORACLE CORP | 605,300 | $29.3B | 0.47% | Put |
| 37 | SOSOUTHERN CO | 526,439 | $28.5B | 0.46% | Put |
| 38 | CMECME GROUP INC | 159,228 | $27.5B | 0.44% | Put |
| 39 | TMOTHERMO FISHER SCIENTIFIC INC | 93,700 | $26.6B | 0.43% | Put |
| 40 | BAXBAXTER INTL INC | 325,200 | $26.4B | 0.42% | Put |
| 41 | ZTSZOETIS INC | 219,501 | $25.8B | 0.42% | Put |
| 42 | ACNACCENTURE PLC IRELAND | 157,366 | $25.7B | 0.41% | Put |
| 43 | CSXCSX CORP | 445,285 | $25.5B | 0.41% | Put |
| 44 | —BARCLAYS BK PLC | 545,800 | $25.2B | 0.41% | Put |
| 45 | INTUINTUIT | 108,352 | $24.9B | 0.40% | Put |
| 46 | XLNXEURXILINX INC | 319,401 | $24.9B | 0.40% | Put |
| 47 | YUMYUM BRANDS INC | 357,126 | $24.5B | 0.39% | Put |
| 48 | —CTRIP COM INTL LTD | 25,000,000 | $24.4B | 0.39% | |
| 49 | SHWSHERWIN WILLIAMS CO | 51,931 | $23.9B | 0.38% | Put |
| 50 | —CLEVELAND CLIFFS INC | 33,193,000 | $23.6B | 0.38% | |
| 51 | HONHONEYWELL INTL INC | 174,700 | $23.4B | 0.38% | Put |
| 52 | XOPSPDR SER TR | 696,600 | $22.9B | 0.37% | Put |
| 53 | PGRPROGRESSIVE CORP OHIO | 309,500 | $22.9B | 0.37% | Put |
| 54 | SYKSTRYKER CORP | 137,200 | $22.8B | 0.37% | Put |
| 55 | PNCPNC FINL SVCS GROUP INC | 234,306 | $22.4B | 0.36% | Put |
| 56 | —TWO HBRS INVT CORP | 25,000,000 | $22.3B | 0.36% | |
| 57 | BDXBECTON DICKINSON & CO | 97,107 | $22.3B | 0.36% | Put |
| 58 | LINLINDE PLC | 126,800 | $21.9B | 0.35% | Put |
| 59 | CLCOLGATE PALMOLIVE CO | 328,100 | $21.8B | 0.35% | Put |
| 60 | HUMHUMANA INC | 65,500 | $20.6B | 0.33% | Put |
| 61 | EWEDWARDS LIFESCIENCES CORP | 108,765 | $20.5B | 0.33% | Put |
| 62 | —CAESARS ENTMT CORP | 19,000,000 | $20.3B | 0.33% | |
| 63 | —GOLAR LNG LTD | 31,700,000 | $20.3B | 0.33% | |
| 64 | PSAPUBLIC STORAGE | 101,962 | $20.3B | 0.33% | Put |
| 65 | MDTMEDTRONIC PLC | 219,800 | $19.8B | 0.32% | Put |
| 66 | CHTRCHARTER COMMUNICATIONS INC N | 44,600 | $19.5B | 0.31% | Put |
| 67 | BLKCHFBLACKROCK INC | 43,700 | $19.2B | 0.31% | Put |
| 68 | AXPAMERICAN EXPRESS CO | 218,894 | $18.7B | 0.30% | Put |
| 69 | VLOVALERO ENERGY CORP | 408,275 | $18.5B | 0.30% | Put |
| 70 | EBAEBAY INC | 615,202 | $18.5B | 0.30% | Put |
| 71 | CSCOCISCO SYS INC | 469,100 | $18.4B | 0.30% | Put |
| 72 | BACBK OF AMERICA CORP | 867,200 | $18.4B | 0.30% | Put |
| 73 | TFCTRUIST FINL CORP | 596,432 | $18.4B | 0.30% | Put |
| 74 | DDDUPONT DE NEMOURS INC | 538,748 | $18.4B | 0.30% | Put |
| 75 | VRTXVERTEX PHARMACEUTICALS INC | 75,700 | $18.0B | 0.29% | Put |
| 76 | BMYBRISTOL-MYERS SQUIBB CO | 321,700 | $17.9B | 0.29% | Put |
| 77 | AMTAMERICAN TOWER CORP NEW | 82,300 | $17.9B | 0.29% | Put |
| 78 | UPSUNITED PARCEL SERVICE INC | 191,600 | $17.9B | 0.29% | Put |
| 79 | COFCAPITAL ONE FINL CORP | 353,307 | $17.8B | 0.29% | Put |
| 80 | ELLAUDER ESTEE COS INC | 109,667 | $17.5B | 0.28% | Put |
| 81 | SLBSCHLUMBERGER LTD | 1,293,749 | $17.5B | 0.28% | Put |
| 82 | COSTCOSTCO WHSL CORP NEW | 60,365 | $17.2B | 0.28% | Put |
| 83 | KLACKLA CORPORATION | 119,424 | $17.2B | 0.28% | Put |
| 84 | HDHOME DEPOT INC | 91,800 | $17.1B | 0.28% | Put |
| 85 | SPGSIMON PPTY GROUP INC NEW | 312,385 | $17.1B | 0.28% | Put |
| 86 | CMCSACOMCAST CORP NEW | 488,400 | $16.8B | 0.27% | Put |
| 87 | NOCNORTHROP GRUMMAN CORP | 55,000 | $16.6B | 0.27% | Put |
| 88 | COPCONOCOPHILLIPS | 538,200 | $16.6B | 0.27% | Put |
| 89 | DISDISNEY WALT CO | 171,000 | $16.5B | 0.27% | Put |
| 90 | NEENEXTERA ENERGY INC | 67,600 | $16.3B | 0.26% | Put |
| 91 | EMREMERSON ELEC CO | 336,784 | $16.0B | 0.26% | Put |
| 92 | INTCINTEL CORP | 294,700 | $15.9B | 0.26% | Put |
| 93 | USBUS BANCORP DEL | 460,951 | $15.9B | 0.26% | Put |
| 94 | ALSALLSTATE CORP | 172,357 | $15.8B | 0.25% | Put |
| 95 | GOOGLALPHABET INC | 13,300 | $15.5B | 0.25% | Put |
| 96 | MPCMARATHON PETE CORP | 651,210 | $15.4B | 0.25% | Put |
| 97 | GMGENERAL MTRS CO | 736,208 | $15.3B | 0.25% | Put |
| 98 | CATCATERPILLAR INC DEL | 131,309 | $15.2B | 0.25% | Put |
| 99 | BIIBBIOGEN INC | 47,300 | $15.0B | 0.24% | Put |
| 100 | ADPAUTOMATIC DATA PROCESSING IN | 109,200 | $14.9B | 0.24% | Put |
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