CAPSTONE INVESTMENT ADVISORS, LLC Q1 2019 Filing

Filed May 15, 2019

Portfolio Value

$10.9T

Holdings

553

Report Date

Q1 2019

Filing Type

13F-HR

All Holdings (553 positions)

#StockSharesValue% PortfolioType
1
AAPLAPPLE INC
2,702,280$513.3B4.71%Put
2
EFAISHARES TR
6,545,509$424.5B3.89%Put
3
NDQINVESCO QQQ TR
2,142,492$384.9B3.53%Put
4
SPYSPDR S&P 500 ETF TR
1,306,214$369.0B3.38%Put
5
AMZNAMAZON COM INC
207,193$369.0B3.38%Put
6
IWMISHARES TR
2,285,200$349.8B3.21%Put
7
MSFTMICROSOFT CORP
2,254,417$265.9B2.44%Put
8
EEMISHARES TR
5,225,094$224.3B2.06%Put
9
FXIISHARES TR
4,863,053$215.3B1.97%Put
10
PGPROCTER AND GAMBLE CO
1,788,000$186.0B1.71%Put
11
METAFACEBOOK INC
944,899$157.5B1.44%Put
12
GOOGALPHABET INC
132,083$155.0B1.42%Put
13
GOOGLALPHABET INC
113,707$133.8B1.23%Put
14
INTCINTEL CORP
2,207,300$118.5B1.09%Put
15
GEGENERAL ELECTRIC CO
11,670,972$116.6B1.07%Put
16
CVXCHEVRON CORP NEW
891,512$109.8B1.01%Put
17
PEPPEPSICO INC
884,500$108.4B0.99%Put
18
JPMJPMORGAN CHASE & CO
1,057,773$107.1B0.98%Put
19
IBMINTERNATIONAL BUSINESS MACHS
701,800$99.0B0.91%Put
20
JNJJOHNSON & JOHNSON
680,164$95.1B0.87%Put
21
BRK/BBERKSHIRE HATHAWAY INC DEL
467,362$93.9B0.86%Put
22
XOMEXXON MOBIL CORP
1,160,789$93.8B0.86%Put
23
KOCOCA COLA CO
1,907,510$89.4B0.82%Put
24
HYGISHARES TR
1,025,000$88.6B0.81%Put
25
FDXFEDEX CORP
484,058$87.8B0.81%Put
26
CELGCELGENE CORP
912,564$86.1B0.79%Put
27
VVISA INC
548,100$85.6B0.79%Put
28
CSCOCISCO SYS INC
1,579,700$85.3B0.78%Put
29
DISDISNEY WALT CO
678,721$75.4B0.69%Put
30
NEENEXTERA ENERGY INC
378,000$73.1B0.67%Put
31
HERBALIFE LTD
57,500,000$71.6B0.66%
32
MCDMCDONALDS CORP
367,000$69.7B0.64%Put
33
UNHUNITEDHEALTH GROUP INC
281,749$69.7B0.64%Put
34
BACBANK AMER CORP
2,509,908$69.2B0.64%Put
35
TAT&T INC
2,179,239$68.3B0.63%Put
36
BACVERIZON COMMUNICATIONS INC
1,127,634$66.7B0.61%Put
37
RHT1EURRED HAT INC
358,510$65.5B0.60%Put
38
CMCSACOMCAST CORP NEW
1,611,800$64.4B0.59%Put
39
BABOEING CO
162,953$62.2B0.57%Put
40
TESLA INC
60,000,000$61.8B0.57%
41
MRKMERCK & CO INC
742,500$61.8B0.57%Put
42
PFEPFIZER INC
1,433,564$60.9B0.56%Put
43
MAMASTERCARD INC
256,100$60.3B0.55%Put
44
NVDANVIDIA CORP
330,418$59.3B0.54%Put
45
WMTWALMART INC
606,203$59.1B0.54%Put
46
BARCLAYS BK PLC
2,007,500$58.7B0.54%Put
47
CAESARS ENTMT CORP
40,000,000$57.0B0.52%
48
HDHOME DEPOT INC
291,904$56.0B0.51%Put
49
KELKELLOGG CO
958,100$55.0B0.50%Put
50
NFLXNETFLIX INC
151,779$54.1B0.50%Put
51
WFCWELLS FARGO CO NEW
1,103,967$53.3B0.49%Put
52
LULULULULEMON ATHLETICA INC
325,500$53.3B0.49%Put
53
RESTORATION HARDWARE HLDGS I
51,500,000$51.9B0.48%
54
BKNGBOOKING HLDGS INC
28,442$49.6B0.46%Put
55
AVGOBROADCOM INC
160,300$48.2B0.44%Put
56
TRVCCITIGROUP INC
769,131$47.9B0.44%Put
57
WBAWALGREENS BOOTS ALLIANCE INC
738,530$46.7B0.43%Put
58
BMYBRISTOL MYERS SQUIBB CO
904,571$43.2B0.40%Put
59
MDLZMONDELEZ INTL INC
850,200$42.4B0.39%Put
60
UTXZUNITED TECHNOLOGIES CORP
329,100$42.4B0.39%Put
61
DUKDUKE ENERGY CORP NEW
469,100$42.2B0.39%Put
62
AMGNAMGEN INC
221,482$42.1B0.39%Put
63
ADBEADOBE INC
156,670$41.8B0.38%Put
64
4I1PHILIP MORRIS INTL INC
469,100$41.5B0.38%Put
65
MEDICINES CO
47,530,000$40.2B0.37%
66
ORCLORACLE CORP
724,469$38.9B0.36%Put
67
PYPLPAYPAL HLDGS INC
362,395$37.6B0.35%Put
68
AABAUSDALTABA INC
500,000$37.1B0.34%
69
CRMSALESFORCE COM INC
232,870$36.9B0.34%Put
70
MELLANOX TECHNOLOGIES LTD
311,203$36.8B0.34%Call
71
HONHONEYWELL INTL INC
227,500$36.2B0.33%Put
72
WHITING PETE CORP NEW
36,300,000$35.2B0.32%
73
REGNREGENERON PHARMACEUTICALS
84,081$34.5B0.32%Put
74
EWZISHARES INC
836,900$34.3B0.31%Put
75
MMM3M CO
164,412$34.2B0.31%Put
76
UNPUNION PACIFIC CORP
203,375$34.0B0.31%Put
77
SMHVANECK VECTORS ETF TR
318,400$33.9B0.31%Put
78
LLYLILLY ELI & CO
253,456$32.9B0.30%Put
79
COSTCOSTCO WHSL CORP NEW
131,100$31.7B0.29%Put
80
NKENIKE INC
374,418$31.5B0.29%Put
81
BABAALIBABA GROUP HLDG LTD
171,116$31.2B0.29%Put
82
LOWLOWES COS INC
277,000$30.3B0.28%Put
83
DOWDUPONT INC
567,922$30.3B0.28%Put
84
GISGENERAL MLS INC
573,100$29.7B0.27%Put
85
MUMICRON TECHNOLOGY INC
692,683$28.6B0.26%Put
86
NXP SEMICONDUCTORS N V
27,500,000$28.2B0.26%
87
ABTABBOTT LABS
345,744$27.6B0.25%Put
88
MDTMEDTRONIC PLC
303,018$27.6B0.25%Put
89
ABBVABBVIE INC
336,736$27.1B0.25%Put
90
DEDEERE & CO
165,600$26.5B0.24%Put
91
MEDICINES CO
26,200,000$26.3B0.24%
92
ISRGINTUITIVE SURGICAL INC
44,678$25.5B0.23%Put
93
LINLINDE PLC
144,700$25.5B0.23%Put
94
CICIGNA CORP NEW
156,410$25.2B0.23%Put
95
WBC1EURWABCO HLDGS INC
185,603$24.5B0.22%Call
96
TXNTEXAS INSTRS INC
230,620$24.5B0.22%Put
97
ADPAUTOMATIC DATA PROCESSING IN
152,700$24.4B0.22%Put
98
ELVANTHEM INC
83,294$23.9B0.22%Put
99
CHTRCHARTER COMMUNICATIONS INC N
68,700$23.8B0.22%Put
100
MOALTRIA GROUP INC
404,665$23.2B0.21%Put
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