CAPSTONE INVESTMENT ADVISORS, LLC Q2 2019 Filing

Filed August 14, 2019

Portfolio Value

$13.8T

Holdings

587

Report Date

Q2 2019

Filing Type

13F-HR

All Holdings (587 positions)

#StockSharesValue% PortfolioType
1
AAPLAPPLE INC
2,737,325$541.8B3.92%Put
2
SPYSPDR S&P 500 ETF TR
1,439,191$421.7B3.05%Put
3
MSFTMICROSOFT CORP
2,850,406$381.8B2.76%Put
4
AMZNAMAZON COM INC
199,406$377.6B2.73%Put
5
FXIISHARES TR
7,264,805$310.7B2.25%Put
6
NDQINVESCO QQQ TR
1,634,703$305.3B2.21%Put
7
EEMISHARES TR
6,665,427$286.0B2.07%Put
8
EFAISHARES TR
3,871,936$254.5B1.84%Put
9
METAFACEBOOK INC
1,143,157$220.6B1.60%Put
10
APCANADARKO PETE CORP
3,045,728$214.9B1.56%Put
11
IWMISHARES TR
1,359,435$211.4B1.53%Put
12
CELGCELGENE CORP
2,280,783$210.8B1.53%Put
13
RHT1EURRED HAT INC
908,192$170.5B1.23%Put
14
GOOGALPHABET INC
156,351$169.0B1.22%Put
15
BRK/BBERKSHIRE HATHAWAY INC DEL
713,213$152.0B1.10%Put
16
DISDISNEY WALT CO
1,012,000$141.3B1.02%Put
17
GQ9SPDR GOLD TRUST
1,049,664$139.8B1.01%Put
18
HYGISHARES TR
1,557,400$135.8B0.98%Put
19
JPMJPMORGAN CHASE & CO
1,200,790$134.2B0.97%Put
20
JNJJOHNSON & JOHNSON
936,375$130.4B0.94%Put
21
GOOGLALPHABET INC
109,755$118.8B0.86%Put
22
XOMEXXON MOBIL CORP
1,545,445$118.4B0.86%Put
23
PGPROCTER AND GAMBLE CO
1,057,985$116.0B0.84%Put
24
VVISA INC
664,562$115.3B0.83%Put
25
INTCINTEL CORP
2,365,189$113.2B0.82%Put
26
NVDANVIDIA CORP
684,269$112.4B0.81%Put
27
SMHVANECK VECTORS ETF TR
996,600$109.8B0.79%Put
28
AABAUSDALTABA INC
1,553,848$107.8B0.78%
29
MAMASTERCARD INC
403,629$106.8B0.77%Put
30
CSCOCISCO SYS INC
1,884,281$103.1B0.75%Put
31
ALLERGAN PLC
601,074$100.6B0.73%Put
32
IBMINTERNATIONAL BUSINESS MACHS
726,292$100.2B0.72%Put
33
PEPPEPSICO INC
723,298$94.8B0.69%Put
34
GEGENERAL ELECTRIC CO
9,022,891$94.7B0.69%Put
35
KOCOCA COLA CO
1,672,102$85.1B0.62%Put
36
BACBANK AMER CORP
2,915,150$84.5B0.61%Put
37
UNHUNITEDHEALTH GROUP INC
342,748$83.6B0.61%Put
38
MRKMERCK & CO INC
979,915$82.2B0.59%Put
39
BACVERIZON COMMUNICATIONS INC
1,423,983$81.4B0.59%Put
40
HDHOME DEPOT INC
390,813$81.3B0.59%Put
41
PFEPFIZER INC
1,859,496$80.6B0.58%Put
42
TAT&T INC
2,236,110$74.9B0.54%Put
43
WFCWELLS FARGO CO NEW
1,578,681$74.7B0.54%Put
44
FDXFEDEX CORP
450,913$74.0B0.54%Put
45
XLUSELECT SECTOR SPDR TR
1,221,402$72.8B0.53%Put
46
CVXCHEVRON CORP NEW
580,990$72.3B0.52%Put
47
BABOEING CO
187,990$68.4B0.50%Put
48
TESLA INC
72,000,000$68.4B0.49%
49
DDDUPONT DE NEMOURS INC
895,116$67.2B0.49%Put
50
PYPLPAYPAL HLDGS INC
578,906$66.3B0.48%Put
51
NFLXNETFLIX INC
177,689$65.3B0.47%Put
52
WMTWALMART INC
574,822$63.5B0.46%Put
53
ORCLORACLE CORP
1,103,174$62.8B0.45%Put
54
HERBALIFE LTD
60,500,000$62.4B0.45%
55
CMCSACOMCAST CORP NEW
1,456,151$61.6B0.45%Put
56
XOPUSDSPDR SERIES TRUST
2,251,100$61.3B0.44%Put
57
MELLANOX TECHNOLOGIES LTD
536,982$59.4B0.43%Put
58
ADBEADOBE INC
197,600$58.2B0.42%Put
59
MCDMCDONALDS CORP
271,897$56.5B0.41%Put
60
DEDEERE & CO
333,700$55.3B0.40%Put
61
TRVCCITIGROUP INC
785,081$55.0B0.40%Put
62
CAESARS ENTMT CORP
31,000,000$53.1B0.38%
63
4I1PHILIP MORRIS INTL INC
667,938$52.5B0.38%Put
64
AVGOBROADCOM INC
179,400$51.6B0.37%Put
65
MMM3M CO
295,057$51.1B0.37%Put
66
XLESELECT SECTOR SPDR TR
800,600$51.0B0.37%Put
67
HONHONEYWELL INTL INC
291,741$50.9B0.37%Put
68
CRMSALESFORCE COM INC
327,012$49.6B0.36%Put
69
CATCATERPILLAR INC DEL
347,026$47.3B0.34%Put
70
UNPUNION PACIFIC CORP
277,741$47.0B0.34%Put
71
NEENEXTERA ENERGY INC
228,800$46.9B0.34%Put
72
COSTCOSTCO WHSL CORP NEW
177,000$46.8B0.34%Put
73
ABTABBOTT LABS
549,716$46.2B0.33%Put
74
AMGNAMGEN INC
249,052$45.9B0.33%Put
75
ABBVABBVIE INC
626,192$45.5B0.33%Put
76
QCOMQUALCOMM INC
579,300$44.1B0.32%Put
77
UTXZUNITED TECHNOLOGIES CORP
337,922$44.0B0.32%Put
78
LLYLILLY ELI & CO
396,598$43.9B0.32%Put
79
BARCLAYS BK PLC
1,685,200$43.8B0.32%Put
80
MOALTRIA GROUP INC
912,666$43.2B0.31%Put
81
ZAYOEURZAYO GROUP HLDGS INC
1,307,784$43.0B0.31%
82
DATATABLEAU SOFTWARE INC
258,177$42.9B0.31%
83
MDTMEDTRONIC PLC
433,865$42.3B0.31%Put
84
SBUXSTARBUCKS CORP
501,795$42.1B0.30%Put
85
LINLINDE PLC
203,100$40.8B0.30%Put
86
TXNTEXAS INSTRS INC
354,528$40.7B0.29%Put
87
REGNREGENERON PHARMACEUTICALS
128,986$40.4B0.29%Put
88
XYZSQUARE INC
543,628$39.4B0.29%Put
89
GDXVANECK VECTORS ETF TR
1,510,300$38.6B0.28%Put
90
TMOTHERMO FISHER SCIENTIFIC INC
131,223$38.5B0.28%Put
91
MEDICINES CO
31,200,000$37.6B0.27%
92
MUMICRON TECHNOLOGY INC
966,646$37.3B0.27%Put
93
ISRGINTUITIVE SURGICAL INC
69,553$36.5B0.26%Put
94
WHITING PETE CORP NEW
37,300,000$36.2B0.26%
95
LMTLOCKHEED MARTIN CORP
98,639$35.9B0.26%Put
96
CVSCVS HEALTH CORP
647,783$35.3B0.26%Put
97
BKNGBOOKING HLDGS INC
18,660$35.0B0.25%Put
98
CICIGNA CORP NEW
220,415$34.7B0.25%Put
99
AXPAMERICAN EXPRESS CO
279,337$34.5B0.25%Put
100
NKENIKE INC
404,949$34.0B0.25%Put
Page 1 of 6Next