CAPSTONE INVESTMENT ADVISORS, LLC Q1 2019 Filing

Filed May 15, 2019

Portfolio Value

$10.9B

Holdings

553

Report Date

Q1 2019

Filing Type

13F-HR

All Holdings (553 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	AAPLAPPLE INC	2,702,280	$513.3M	4.71%	Put
2	EFAISHARES TR	6,545,509	$424.5M	3.89%	Put
3	NDQINVESCO QQQ TR	2,142,492	$384.9M	3.53%	Put
4	SPYSPDR S&P 500 ETF TR	1,306,214	$369.0M	3.38%	Put
5	AMZNAMAZON COM INC	207,193	$369.0M	3.38%	Put
6	IWMISHARES TR	2,285,200	$349.8M	3.21%	Put
7	MSFTMICROSOFT CORP	2,254,417	$265.9M	2.44%	Put
8	EEMISHARES TR	5,225,094	$224.3M	2.06%	Put
9	FXIISHARES TR	4,863,053	$215.3M	1.97%	Put
10	PGPROCTER AND GAMBLE CO	1,788,000	$186.0M	1.71%	Put
11	METAFACEBOOK INC	944,899	$157.5M	1.44%	Put
12	GOOGALPHABET INC	132,083	$155.0M	1.42%	Put
13	GOOGLALPHABET INC	113,707	$133.8M	1.23%	Put
14	INTCINTEL CORP	2,207,300	$118.5M	1.09%	Put
15	GEGENERAL ELECTRIC CO	11,670,972	$116.6M	1.07%	Put
16	CVXCHEVRON CORP NEW	891,512	$109.8M	1.01%	Put
17	PEPPEPSICO INC	884,500	$108.4M	0.99%	Put
18	JPMJPMORGAN CHASE & CO	1,057,773	$107.1M	0.98%	Put
19	IBMINTERNATIONAL BUSINESS MACHS	701,800	$99.0M	0.91%	Put
20	JNJJOHNSON & JOHNSON	680,164	$95.1M	0.87%	Put
21	BRK/BBERKSHIRE HATHAWAY INC DEL	467,362	$93.9M	0.86%	Put
22	XOMEXXON MOBIL CORP	1,160,789	$93.8M	0.86%	Put
23	KOCOCA COLA CO	1,907,510	$89.4M	0.82%	Put
24	HYGISHARES TR	1,025,000	$88.6M	0.81%	Put
25	FDXFEDEX CORP	484,058	$87.8M	0.81%	Put
26	CELGCELGENE CORP	912,564	$86.1M	0.79%	Put
27	VVISA INC	548,100	$85.6M	0.79%	Put
28	CSCOCISCO SYS INC	1,579,700	$85.3M	0.78%	Put
29	DISDISNEY WALT CO	678,721	$75.4M	0.69%	Put
30	NEENEXTERA ENERGY INC	378,000	$73.1M	0.67%	Put
31	—HERBALIFE LTD	57,500,000	$71.6M	0.66%
32	MCDMCDONALDS CORP	367,000	$69.7M	0.64%	Put
33	UNHUNITEDHEALTH GROUP INC	281,749	$69.7M	0.64%	Put
34	BACBANK AMER CORP	2,509,908	$69.2M	0.64%	Put
35	TAT&T INC	2,179,239	$68.3M	0.63%	Put
36	BACVERIZON COMMUNICATIONS INC	1,127,634	$66.7M	0.61%	Put
37	RHT1EURRED HAT INC	358,510	$65.5M	0.60%	Put
38	CMCSACOMCAST CORP NEW	1,611,800	$64.4M	0.59%	Put
39	BABOEING CO	162,953	$62.2M	0.57%	Put
40	—TESLA INC	60,000,000	$61.8M	0.57%
41	MRKMERCK & CO INC	742,500	$61.8M	0.57%	Put
42	PFEPFIZER INC	1,433,564	$60.9M	0.56%	Put
43	MAMASTERCARD INC	256,100	$60.3M	0.55%	Put
44	NVDANVIDIA CORP	330,418	$59.3M	0.54%	Put
45	WMTWALMART INC	606,203	$59.1M	0.54%	Put
46	—BARCLAYS BK PLC	2,007,500	$58.7M	0.54%	Put
47	—CAESARS ENTMT CORP	40,000,000	$57.0M	0.52%
48	HDHOME DEPOT INC	291,904	$56.0M	0.51%	Put
49	KELKELLOGG CO	958,100	$55.0M	0.50%	Put
50	NFLXNETFLIX INC	151,779	$54.1M	0.50%	Put
51	WFCWELLS FARGO CO NEW	1,103,967	$53.3M	0.49%	Put
52	LULULULULEMON ATHLETICA INC	325,500	$53.3M	0.49%	Put
53	—RESTORATION HARDWARE HLDGS I	51,500,000	$51.9M	0.48%
54	BKNGBOOKING HLDGS INC	28,442	$49.6M	0.46%	Put
55	AVGOBROADCOM INC	160,300	$48.2M	0.44%	Put
56	TRVCCITIGROUP INC	769,131	$47.9M	0.44%	Put
57	WBAWALGREENS BOOTS ALLIANCE INC	738,530	$46.7M	0.43%	Put
58	BMYBRISTOL MYERS SQUIBB CO	904,571	$43.2M	0.40%	Put
59	MDLZMONDELEZ INTL INC	850,200	$42.4M	0.39%	Put
60	UTXZUNITED TECHNOLOGIES CORP	329,100	$42.4M	0.39%	Put
61	DUKDUKE ENERGY CORP NEW	469,100	$42.2M	0.39%	Put
62	AMGNAMGEN INC	221,482	$42.1M	0.39%	Put
63	ADBEADOBE INC	156,670	$41.8M	0.38%	Put
64	4I1PHILIP MORRIS INTL INC	469,100	$41.5M	0.38%	Put
65	—MEDICINES CO	47,530,000	$40.2M	0.37%
66	ORCLORACLE CORP	724,469	$38.9M	0.36%	Put
67	PYPLPAYPAL HLDGS INC	362,395	$37.6M	0.35%	Put
68	AABAUSDALTABA INC	500,000	$37.1M	0.34%
69	CRMSALESFORCE COM INC	232,870	$36.9M	0.34%	Put
70	—MELLANOX TECHNOLOGIES LTD	311,203	$36.8M	0.34%	Call
71	HONHONEYWELL INTL INC	227,500	$36.2M	0.33%	Put
72	—WHITING PETE CORP NEW	36,300,000	$35.2M	0.32%
73	REGNREGENERON PHARMACEUTICALS	84,081	$34.5M	0.32%	Put
74	EWZISHARES INC	836,900	$34.3M	0.31%	Put
75	MMM3M CO	164,412	$34.2M	0.31%	Put
76	UNPUNION PACIFIC CORP	203,375	$34.0M	0.31%	Put
77	SMHVANECK VECTORS ETF TR	318,400	$33.9M	0.31%	Put
78	LLYLILLY ELI & CO	253,456	$32.9M	0.30%	Put
79	COSTCOSTCO WHSL CORP NEW	131,100	$31.7M	0.29%	Put
80	NKENIKE INC	374,418	$31.5M	0.29%	Put
81	BABAALIBABA GROUP HLDG LTD	171,116	$31.2M	0.29%	Put
82	LOWLOWES COS INC	277,000	$30.3M	0.28%	Put
83	—DOWDUPONT INC	567,922	$30.3M	0.28%	Put
84	GISGENERAL MLS INC	573,100	$29.7M	0.27%	Put
85	MUMICRON TECHNOLOGY INC	692,683	$28.6M	0.26%	Put
86	—NXP SEMICONDUCTORS N V	27,500,000	$28.2M	0.26%
87	ABTABBOTT LABS	345,744	$27.6M	0.25%	Put
88	MDTMEDTRONIC PLC	303,018	$27.6M	0.25%	Put
89	ABBVABBVIE INC	336,736	$27.1M	0.25%	Put
90	DEDEERE & CO	165,600	$26.5M	0.24%	Put
91	—MEDICINES CO	26,200,000	$26.3M	0.24%
92	ISRGINTUITIVE SURGICAL INC	44,678	$25.5M	0.23%	Put
93	LINLINDE PLC	144,700	$25.5M	0.23%	Put
94	CICIGNA CORP NEW	156,410	$25.2M	0.23%	Put
95	WBC1EURWABCO HLDGS INC	185,603	$24.5M	0.22%	Call
96	TXNTEXAS INSTRS INC	230,620	$24.5M	0.22%	Put
97	ADPAUTOMATIC DATA PROCESSING IN	152,700	$24.4M	0.22%	Put
98	ELVANTHEM INC	83,294	$23.9M	0.22%	Put
99	CHTRCHARTER COMMUNICATIONS INC N	68,700	$23.8M	0.22%	Put
100	MOALTRIA GROUP INC	404,665	$23.2M	0.21%	Put

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