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 | $1.0T | 6880.56% | Put |
| 2 | AAPLAPPLE INC | 2,797,669 | $1.0T | 6745.19% | Put |
| 3 | NDQINVESCO QQQ TR | 3,660,680 | $906.4B | 5990.39% | Put |
| 4 | MSFTMICROSOFT CORP | 4,326,288 | $880.4B | 5818.94% | Put |
| 5 | EFAISHARES TR | 11,408,730 | $694.5B | 4589.69% | Put |
| 6 | AMZNAMAZON COM INC | 230,105 | $634.8B | 4195.58% | Put |
| 7 | METAFACEBOOK INC | 1,644,562 | $373.4B | 2468.04% | Put |
| 8 | FXIISHARES TR | 6,347,503 | $252.0B | 1665.47% | Put |
| 9 | GOOGALPHABET INC | 175,598 | $248.2B | 1640.56% | Put |
| 10 | GOOGLALPHABET INC | 166,392 | $236.0B | 1559.44% | Put |
| 11 | NVDANVIDIA CORPORATION | 375,499 | $142.7B | 942.83% | Put |
| 12 | BRK/BBERKSHIRE HATHAWAY INC DEL | 778,612 | $139.0B | 918.60% | Put |
| 13 | ADBEADOBE INC | 304,891 | $132.7B | 877.17% | Put |
| 14 | TIFEURTIFFANY & CO NEW | 1,073,269 | $130.9B | 864.97% | Put |
| 15 | EEMISHARES TR | 3,104,894 | $124.2B | 820.62% | Put |
| 16 | INTCINTEL CORP | 2,021,752 | $121.0B | 799.45% | Put |
| 17 | NFLXNETFLIX INC | 257,800 | $117.3B | 775.31% | Put |
| 18 | PYPLPAYPAL HLDGS INC | 650,600 | $113.4B | 749.17% | Put |
| 19 | JNJJOHNSON & JOHNSON | 773,800 | $108.8B | 719.20% | Put |
| 20 | DISDISNEY WALT CO | 942,468 | $105.1B | 694.58% | Put |
| 21 | UNHUNITEDHEALTH GROUP INC | 343,700 | $101.4B | 669.99% | Put |
| 22 | VVISA INC | 510,200 | $98.6B | 651.37% | Put |
| 23 | JPMJPMORGAN CHASE & CO | 992,909 | $93.4B | 617.25% | Put |
| 24 | HDHOME DEPOT INC | 366,500 | $91.8B | 606.80% | Put |
| 25 | MAMASTERCARD INCORPORATED | 309,911 | $91.6B | 605.66% | Put |
| 26 | XOMEXXON MOBIL CORP | 1,899,343 | $84.9B | 561.37% | Put |
| 27 | CZREURCAESARS ENTMT CORP | 6,951,033 | $84.3B | 557.25% | Put |
| 28 | TRVCCITIGROUP INC | 1,604,951 | $82.0B | 542.03% | Put |
| 29 | BACBK OF AMERICA CORP | 3,280,639 | $77.9B | 514.95% | Put |
| 30 | CSCOCISCO SYS INC | 1,637,869 | $76.4B | 504.87% | Put |
| 31 | —BARCLAYS BK PLC | 2,068,500 | $70.2B | 464.12% | Put |
| 32 | PEPPEPSICO INC | 521,500 | $69.0B | 455.85% | Put |
| 33 | RTXRAYTHEON TECHNOLOGIES CORP | 1,118,642 | $68.9B | 455.57% | Put |
| 34 | TMOTHERMO FISHER SCIENTIFIC INC | 188,000 | $68.1B | 450.21% | Put |
| 35 | ABBVABBVIE INC | 680,100 | $66.8B | 441.30% | Put |
| 36 | QCOMQUALCOMM INC | 698,800 | $63.7B | 421.24% | Put |
| 37 | PGPROCTER AND GAMBLE CO | 522,900 | $62.5B | 413.22% | Put |
| 38 | AMGNAMGEN INC | 253,000 | $59.7B | 394.38% | Put |
| 39 | COSTCOSTCO WHSL CORP NEW | 195,500 | $59.3B | 391.77% | Put |
| 40 | AVGOBROADCOM INC | 186,000 | $58.7B | 387.98% | Put |
| 41 | ABTABBOTT LABS | 635,900 | $58.1B | 384.26% | Put |
| 42 | CHTRCHARTER COMMUNICATIONS INC N | 112,000 | $57.1B | 377.55% | Put |
| 43 | CRMSALESFORCE COM INC | 301,800 | $56.5B | 373.65% | Put |
| 44 | LOWLOWES COS INC | 398,100 | $53.8B | 355.51% | Put |
| 45 | LLYLILLY ELI & CO | 326,900 | $53.7B | 354.72% | Put |
| 46 | BACVERIZON COMMUNICATIONS INC | 966,391 | $53.3B | 352.11% | Put |
| 47 | TXNTEXAS INSTRS INC | 414,500 | $52.6B | 347.84% | Put |
| 48 | ACNACCENTURE PLC IRELAND | 240,100 | $51.6B | 340.73% | Put |
| 49 | KOCOCA COLA CO | 1,137,200 | $50.8B | 335.81% | Put |
| 50 | BMYBRISTOL-MYERS SQUIBB CO | 848,653 | $49.9B | 329.80% | Put |
| 51 | CVXCHEVRON CORP NEW | 558,274 | $49.8B | 329.23% | Put |
| 52 | UNPUNION PAC CORP | 293,452 | $49.6B | 327.90% | Put |
| 53 | IBMINTERNATIONAL BUSINESS MACHS | 409,888 | $49.5B | 327.16% | Put |
| 54 | TSLATESLA INC | 45,100 | $48.7B | 321.86% | Put |
| 55 | WFCWELLS FARGO CO NEW | 1,890,377 | $48.4B | 319.84% | Put |
| 56 | LINLINDE PLC | 225,700 | $47.9B | 316.40% | Put |
| 57 | GILDGILEAD SCIENCES INC | 619,500 | $47.7B | 315.02% | Put |
| 58 | VRTXVERTEX PHARMACEUTICALS INC | 163,800 | $47.6B | 314.28% | Put |
| 59 | MRKMERCK & CO. INC | 609,900 | $47.2B | 311.71% | Put |
| 60 | TAT&T INC | 1,558,478 | $47.1B | 311.37% | Put |
| 61 | ORCLORACLE CORP | 844,400 | $46.7B | 308.45% | Put |
| 62 | WMTWALMART INC | 388,685 | $46.6B | 307.69% | Put |
| 63 | WTWWILLIS TOWERS WATSON PLC LTD | 234,352 | $46.2B | 305.05% | Put |
| 64 | CMCSACOMCAST CORP NEW | 1,182,700 | $46.1B | 304.69% | Put |
| 65 | GOTUGSX TECHEDU INC | 750,000 | $45.0B | 297.36% | |
| 66 | AMTAMERICAN TOWER CORP NEW | 172,800 | $44.7B | 295.27% | Put |
| 67 | WUBAUSD58 COM INC | 821,708 | $44.3B | 292.94% | |
| 68 | INTUINTUIT | 149,100 | $44.2B | 291.87% | Put |
| 69 | LMTLOCKHEED MARTIN CORP | 115,852 | $42.3B | 279.41% | Put |
| 70 | MMM3M CO | 263,165 | $41.1B | 271.31% | Put |
| 71 | ELVANTHEM INC | 155,739 | $41.0B | 270.68% | Put |
| 72 | MCDMCDONALDS CORP | 221,800 | $40.9B | 270.42% | Put |
| 73 | NEENEXTERA ENERGY INC | 170,300 | $40.9B | 270.32% | Put |
| 74 | CMECME GROUP INC | 250,744 | $40.8B | 269.36% | Put |
| 75 | BABOEING CO | 220,100 | $40.3B | 266.64% | Put |
| 76 | BDXBECTON DICKINSON & CO | 163,165 | $39.0B | 258.03% | Put |
| 77 | SBUXSTARBUCKS CORP | 527,827 | $38.8B | 256.71% | Put |
| 78 | DHRDANAHER CORPORATION | 214,700 | $38.0B | 250.91% | Put |
| 79 | PFEPFIZER INC | 1,160,800 | $38.0B | 250.87% | Put |
| 80 | MUMICRON TECHNOLOGY INC | 732,150 | $37.7B | 249.30% | Put |
| 81 | 4I1PHILIP MORRIS INTL INC | 530,772 | $37.2B | 245.77% | Put |
| 82 | BIDUNBAIDU INC | 310,000 | $37.2B | 245.63% | Put |
| 83 | —CAESARS ENTMT CORP | 21,000,000 | $35.4B | 233.96% | |
| 84 | AMDADVANCED MICRO DEVICES INC | 664,308 | $35.0B | 230.99% | Put |
| 85 | CICIGNA CORP NEW | 184,700 | $34.7B | 229.06% | Put |
| 86 | NKENIKE INC | 339,400 | $33.3B | 219.94% | Put |
| 87 | BLKCHFBLACKROCK INC | 60,600 | $33.0B | 217.92% | Put |
| 88 | MDTMEDTRONIC PLC | 353,600 | $32.4B | 214.30% | Put |
| 89 | EBAEBAY INC. | 610,400 | $32.0B | 211.59% | Put |
| 90 | TFCTRUIST FINL CORP | 842,780 | $31.6B | 209.15% | Put |
| 91 | HONHONEYWELL INTL INC | 217,400 | $31.4B | 207.75% | Put |
| 92 | ISRGINTUITIVE SURGICAL INC | 54,168 | $30.9B | 204.00% | Put |
| 93 | CLCOLGATE PALMOLIVE CO | 419,400 | $30.7B | 203.06% | Put |
| 94 | EWEDWARDS LIFESCIENCES CORP | 443,787 | $30.7B | 202.71% | Put |
| 95 | —CLEVELAND CLIFFS INC | 33,193,000 | $30.4B | 200.81% | |
| 96 | SYKSTRYKER CORPORATION | 166,326 | $30.0B | 198.07% | Put |
| 97 | REGNREGENERON PHARMACEUTICALS | 47,664 | $29.7B | 196.46% | Put |
| 98 | SHWSHERWIN WILLIAMS CO | 51,347 | $29.7B | 196.09% | Put |
| 99 | CSXCSX CORP | 408,200 | $28.5B | 188.15% | Put |
| 100 | MPCMARATHON PETE CORP | 748,045 | $28.0B | 184.80% | Put |
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