CAPSTONE INVESTMENT ADVISORS, LLC Q3 2019 Filing
Filed November 14, 2019
Portfolio Value
$14.6T
Holdings
602
Report Date
Q3 2019
Filing Type
13F-HR
All Holdings (602 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 3,102,231 | $920.6B | 6.33% | Put |
| 2 | MSFTMICROSOFT CORP | 4,069,472 | $565.8B | 3.89% | Put |
| 3 | AAPLAPPLE INC | 2,499,762 | $559.9B | 3.85% | Put |
| 4 | AMZNAMAZON COM INC | 194,681 | $337.9B | 2.32% | Put |
| 5 | NDQINVESCO QQQ TR | 1,786,901 | $337.4B | 2.32% | Put |
| 6 | EEMISHARES TR | 7,282,849 | $297.6B | 2.05% | Put |
| 7 | CELGCELGENE CORP | 2,758,761 | $273.9B | 1.88% | Put |
| 8 | FXIISHARES TR | 6,079,306 | $242.0B | 1.66% | Put |
| 9 | IWMISHARES TR | 1,533,400 | $232.1B | 1.59% | Put |
| 10 | EFAISHARES TR | 3,160,000 | $206.1B | 1.42% | Put |
| 11 | METAFACEBOOK INC | 1,052,137 | $187.4B | 1.29% | Put |
| 12 | GOOGALPHABET INC | 152,584 | $186.0B | 1.28% | Put |
| 13 | PGPROCTER & GAMBLE CO | 1,406,248 | $174.9B | 1.20% | Put |
| 14 | DISDISNEY WALT CO | 1,270,285 | $165.5B | 1.14% | Put |
| 15 | VVISA INC | 953,538 | $164.0B | 1.13% | Put |
| 16 | GOOGLALPHABET INC | 134,012 | $163.6B | 1.12% | Put |
| 17 | BRK/BBERKSHIRE HATHAWAY INC DEL | 747,773 | $155.6B | 1.07% | Put |
| 18 | MAMASTERCARD INC | 550,594 | $149.5B | 1.03% | Put |
| 19 | HYGISHARES TR | 1,556,400 | $135.7B | 0.93% | Put |
| 20 | JNJJOHNSON & JOHNSON | 1,035,410 | $134.0B | 0.92% | Put |
| 21 | —ALLERGAN PLC | 775,158 | $130.5B | 0.90% | Put |
| 22 | JPMJPMORGAN CHASE & CO | 1,097,186 | $129.1B | 0.89% | Put |
| 23 | XOMEXXON MOBIL CORP | 1,776,967 | $125.5B | 0.86% | Put |
| 24 | IYRISHARES TR | 1,329,500 | $124.4B | 0.85% | Put |
| 25 | INTCINTEL CORP | 2,403,151 | $123.8B | 0.85% | Put |
| 26 | TAT&T INC | 3,188,600 | $120.7B | 0.83% | Put |
| 27 | HDHOME DEPOT INC | 517,300 | $120.0B | 0.82% | Put |
| 28 | BACVERIZON COMMUNICATIONS INC | 1,763,368 | $106.4B | 0.73% | Put |
| 29 | MRKMERCK & CO INC | 1,219,100 | $102.6B | 0.71% | Put |
| 30 | CSCOCISCO SYS INC | 2,044,052 | $101.0B | 0.69% | Put |
| 31 | KOCOCA COLA CO | 1,842,902 | $100.3B | 0.69% | Put |
| 32 | MCDMCDONALDS CORP | 445,100 | $95.6B | 0.66% | Put |
| 33 | BACBANK AMER CORP | 3,264,541 | $95.2B | 0.65% | Put |
| 34 | CVXCHEVRON CORP NEW | 780,257 | $92.5B | 0.64% | Put |
| 35 | CMCSACOMCAST CORP NEW | 2,009,226 | $90.6B | 0.62% | Put |
| 36 | WMTWALMART INC | 761,087 | $90.3B | 0.62% | Put |
| 37 | WFCWELLS FARGO CO NEW | 1,722,320 | $86.9B | 0.60% | Put |
| 38 | PEPPEPSICO INC | 616,296 | $84.5B | 0.58% | Put |
| 39 | NVDANVIDIA CORP | 480,348 | $83.6B | 0.57% | Put |
| 40 | NEENEXTERA ENERGY INC | 346,687 | $80.8B | 0.56% | Put |
| 41 | BABOEING CO | 209,662 | $79.8B | 0.55% | Put |
| 42 | COSTCOSTCO WHSL CORP NEW | 276,800 | $79.7B | 0.55% | Put |
| 43 | UNHUNITEDHEALTH GROUP INC | 363,317 | $79.0B | 0.54% | Put |
| 44 | PFEPFIZER INC | 2,189,051 | $78.7B | 0.54% | Put |
| 45 | —TESLA INC | 72,000,000 | $70.4B | 0.48% | |
| 46 | SBUXSTARBUCKS CORP | 760,054 | $67.2B | 0.46% | Put |
| 47 | DDDUPONT DE NEMOURS INC | 938,932 | $67.0B | 0.46% | Put |
| 48 | ORCLORACLE CORP | 1,213,879 | $66.8B | 0.46% | Put |
| 49 | TRVCCITIGROUP INC | 964,292 | $66.6B | 0.46% | Put |
| 50 | GEGENERAL ELECTRIC CO | 7,101,846 | $63.5B | 0.44% | Put |
| 51 | PYPLPAYPAL HLDGS INC | 610,329 | $63.2B | 0.43% | Put |
| 52 | HONHONEYWELL INTL INC | 371,201 | $62.8B | 0.43% | Put |
| 53 | BKNGBOOKING HLDGS INC | 30,893 | $60.6B | 0.42% | Put |
| 54 | TXNTEXAS INSTRS INC | 465,505 | $60.2B | 0.41% | Put |
| 55 | ADBEADOBE INC | 216,064 | $59.7B | 0.41% | Put |
| 56 | LMTLOCKHEED MARTIN CORP | 152,822 | $59.6B | 0.41% | Put |
| 57 | —CAESARS ENTMT CORP | 34,500,000 | $58.7B | 0.40% | |
| 58 | TMOTHERMO FISHER SCIENTIFIC INC | 200,233 | $58.3B | 0.40% | Put |
| 59 | IBMINTERNATIONAL BUSINESS MACHS | 396,917 | $57.7B | 0.40% | Put |
| 60 | MDTMEDTRONIC PLC | 530,848 | $57.7B | 0.40% | Put |
| 61 | LINLINDE PLC | 296,700 | $57.5B | 0.39% | Put |
| 62 | NFLXNETFLIX INC | 209,564 | $56.1B | 0.39% | Put |
| 63 | AMGNAMGEN INC | 289,163 | $56.0B | 0.38% | Put |
| 64 | CRMSALESFORCE COM INC | 376,362 | $55.9B | 0.38% | Put |
| 65 | NKENIKE INC | 584,100 | $54.9B | 0.38% | Put |
| 66 | 4I1PHILIP MORRIS INTL INC | 714,801 | $54.3B | 0.37% | Put |
| 67 | AVGOBROADCOM INC | 196,300 | $54.2B | 0.37% | Put |
| 68 | ABTABBOTT LABS | 643,165 | $53.8B | 0.37% | Put |
| 69 | MMM3M CO | 318,751 | $52.4B | 0.36% | Put |
| 70 | UNPUNION PACIFIC CORP | 320,869 | $52.0B | 0.36% | Put |
| 71 | UTXZUNITED TECHNOLOGIES CORP | 371,000 | $50.6B | 0.35% | Put |
| 72 | ABBVABBVIE INC | 620,780 | $47.0B | 0.32% | Put |
| 73 | QCOMQUALCOMM INC | 600,879 | $45.8B | 0.31% | Put |
| 74 | UPSUNITED PARCEL SERVICE INC | 382,294 | $45.8B | 0.31% | Put |
| 75 | LLYLILLY ELI & CO | 396,924 | $44.4B | 0.30% | Put |
| 76 | CHTRCHARTER COMMUNICATIONS INC N | 105,300 | $43.4B | 0.30% | Put |
| 77 | GSGOLDMAN SACHS GROUP INC | 209,263 | $43.4B | 0.30% | Put |
| 78 | BABAALIBABA GROUP HLDG LTD | 251,845 | $42.1B | 0.29% | Put |
| 79 | ACNACCENTURE PLC IRELAND | 217,569 | $41.8B | 0.29% | Put |
| 80 | MDLZMONDELEZ INTL INC | 745,200 | $41.2B | 0.28% | Put |
| 81 | NOCNORTHROP GRUMMAN CORP | 108,750 | $40.8B | 0.28% | Put |
| 82 | AMTAMERICAN TOWER CORP NEW | 184,000 | $40.7B | 0.28% | Put |
| 83 | —MEDICINES CO | 27,000,000 | $40.7B | 0.28% | |
| 84 | MOALTRIA GROUP INC | 971,313 | $39.7B | 0.27% | Put |
| 85 | LOWLOWES COS INC | 357,602 | $39.3B | 0.27% | Put |
| 86 | ZAYOEURZAYO GROUP HLDGS INC | 1,134,327 | $38.5B | 0.26% | |
| 87 | AXPAMERICAN EXPRESS CO | 322,158 | $38.1B | 0.26% | Put |
| 88 | DHRDANAHER CORPORATION | 262,711 | $37.9B | 0.26% | Put |
| 89 | —BARCLAYS BK PLC | 1,581,300 | $37.5B | 0.26% | Put |
| 90 | BMYBRISTOL MYERS SQUIBB CO | 738,700 | $37.5B | 0.26% | Put |
| 91 | INTUINTUIT | 140,200 | $37.3B | 0.26% | Put |
| 92 | ISRGINTUITIVE SURGICAL INC | 67,709 | $36.6B | 0.25% | Put |
| 93 | GILDGILEAD SCIENCES INC | 572,726 | $36.3B | 0.25% | Put |
| 94 | —MEDICINES CO | 29,993,000 | $36.3B | 0.25% | |
| 95 | CVSCVS HEALTH CORP | 573,200 | $36.2B | 0.25% | Put |
| 96 | CLCOLGATE PALMOLIVE CO | 490,679 | $36.1B | 0.25% | Put |
| 97 | ELVANTHEM INC | 149,517 | $35.9B | 0.25% | Put |
| 98 | SOSOUTHERN CO | 577,600 | $35.7B | 0.25% | Put |
| 99 | CMECME GROUP INC | 160,300 | $33.9B | 0.23% | Put |
| 100 | AABAUSDALTABA INC | 1,701,157 | $33.1B | 0.23% |
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