CAPSTONE INVESTMENT ADVISORS, LLC Q2 2019 Filing

Filed August 14, 2019

Portfolio Value

$13.8B

Holdings

587

Report Date

Q2 2019

Filing Type

13F-HR

All Holdings (587 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	AAPLAPPLE INC	2,737,325	$541.8M	3.92%	Put
2	SPYSPDR S&P 500 ETF TR	1,439,191	$421.7M	3.05%	Put
3	MSFTMICROSOFT CORP	2,850,406	$381.8M	2.76%	Put
4	AMZNAMAZON COM INC	199,406	$377.6M	2.73%	Put
5	FXIISHARES TR	7,264,805	$310.7M	2.25%	Put
6	NDQINVESCO QQQ TR	1,634,703	$305.3M	2.21%	Put
7	EEMISHARES TR	6,665,427	$286.0M	2.07%	Put
8	EFAISHARES TR	3,871,936	$254.5M	1.84%	Put
9	METAFACEBOOK INC	1,143,157	$220.6M	1.60%	Put
10	APCANADARKO PETE CORP	3,045,728	$214.9M	1.56%	Put
11	IWMISHARES TR	1,359,435	$211.4M	1.53%	Put
12	CELGCELGENE CORP	2,280,783	$210.8M	1.53%	Put
13	RHT1EURRED HAT INC	908,192	$170.5M	1.23%	Put
14	GOOGALPHABET INC	156,351	$169.0M	1.22%	Put
15	BRK/BBERKSHIRE HATHAWAY INC DEL	713,213	$152.0M	1.10%	Put
16	DISDISNEY WALT CO	1,012,000	$141.3M	1.02%	Put
17	GQ9SPDR GOLD TRUST	1,049,664	$139.8M	1.01%	Put
18	HYGISHARES TR	1,557,400	$135.8M	0.98%	Put
19	JPMJPMORGAN CHASE & CO	1,200,790	$134.2M	0.97%	Put
20	JNJJOHNSON & JOHNSON	936,375	$130.4M	0.94%	Put
21	GOOGLALPHABET INC	109,755	$118.8M	0.86%	Put
22	XOMEXXON MOBIL CORP	1,545,445	$118.4M	0.86%	Put
23	PGPROCTER AND GAMBLE CO	1,057,985	$116.0M	0.84%	Put
24	VVISA INC	664,562	$115.3M	0.83%	Put
25	INTCINTEL CORP	2,365,189	$113.2M	0.82%	Put
26	NVDANVIDIA CORP	684,269	$112.4M	0.81%	Put
27	SMHVANECK VECTORS ETF TR	996,600	$109.8M	0.79%	Put
28	AABAUSDALTABA INC	1,553,848	$107.8M	0.78%
29	MAMASTERCARD INC	403,629	$106.8M	0.77%	Put
30	CSCOCISCO SYS INC	1,884,281	$103.1M	0.75%	Put
31	—ALLERGAN PLC	601,074	$100.6M	0.73%	Put
32	IBMINTERNATIONAL BUSINESS MACHS	726,292	$100.2M	0.72%	Put
33	PEPPEPSICO INC	723,298	$94.8M	0.69%	Put
34	GEGENERAL ELECTRIC CO	9,022,891	$94.7M	0.69%	Put
35	KOCOCA COLA CO	1,672,102	$85.1M	0.62%	Put
36	BACBANK AMER CORP	2,915,150	$84.5M	0.61%	Put
37	UNHUNITEDHEALTH GROUP INC	342,748	$83.6M	0.61%	Put
38	MRKMERCK & CO INC	979,915	$82.2M	0.59%	Put
39	BACVERIZON COMMUNICATIONS INC	1,423,983	$81.4M	0.59%	Put
40	HDHOME DEPOT INC	390,813	$81.3M	0.59%	Put
41	PFEPFIZER INC	1,859,496	$80.6M	0.58%	Put
42	TAT&T INC	2,236,110	$74.9M	0.54%	Put
43	WFCWELLS FARGO CO NEW	1,578,681	$74.7M	0.54%	Put
44	FDXFEDEX CORP	450,913	$74.0M	0.54%	Put
45	XLUSELECT SECTOR SPDR TR	1,221,402	$72.8M	0.53%	Put
46	CVXCHEVRON CORP NEW	580,990	$72.3M	0.52%	Put
47	BABOEING CO	187,990	$68.4M	0.50%	Put
48	—TESLA INC	72,000,000	$68.4M	0.49%
49	DDDUPONT DE NEMOURS INC	895,116	$67.2M	0.49%	Put
50	PYPLPAYPAL HLDGS INC	578,906	$66.3M	0.48%	Put
51	NFLXNETFLIX INC	177,689	$65.3M	0.47%	Put
52	WMTWALMART INC	574,822	$63.5M	0.46%	Put
53	ORCLORACLE CORP	1,103,174	$62.8M	0.45%	Put
54	—HERBALIFE LTD	60,500,000	$62.4M	0.45%
55	CMCSACOMCAST CORP NEW	1,456,151	$61.6M	0.45%	Put
56	XOPUSDSPDR SERIES TRUST	2,251,100	$61.3M	0.44%	Put
57	—MELLANOX TECHNOLOGIES LTD	536,982	$59.4M	0.43%	Put
58	ADBEADOBE INC	197,600	$58.2M	0.42%	Put
59	MCDMCDONALDS CORP	271,897	$56.5M	0.41%	Put
60	DEDEERE & CO	333,700	$55.3M	0.40%	Put
61	TRVCCITIGROUP INC	785,081	$55.0M	0.40%	Put
62	—CAESARS ENTMT CORP	31,000,000	$53.1M	0.38%
63	4I1PHILIP MORRIS INTL INC	667,938	$52.5M	0.38%	Put
64	AVGOBROADCOM INC	179,400	$51.6M	0.37%	Put
65	MMM3M CO	295,057	$51.1M	0.37%	Put
66	XLESELECT SECTOR SPDR TR	800,600	$51.0M	0.37%	Put
67	HONHONEYWELL INTL INC	291,741	$50.9M	0.37%	Put
68	CRMSALESFORCE COM INC	327,012	$49.6M	0.36%	Put
69	CATCATERPILLAR INC DEL	347,026	$47.3M	0.34%	Put
70	UNPUNION PACIFIC CORP	277,741	$47.0M	0.34%	Put
71	NEENEXTERA ENERGY INC	228,800	$46.9M	0.34%	Put
72	COSTCOSTCO WHSL CORP NEW	177,000	$46.8M	0.34%	Put
73	ABTABBOTT LABS	549,716	$46.2M	0.33%	Put
74	AMGNAMGEN INC	249,052	$45.9M	0.33%	Put
75	ABBVABBVIE INC	626,192	$45.5M	0.33%	Put
76	QCOMQUALCOMM INC	579,300	$44.1M	0.32%	Put
77	UTXZUNITED TECHNOLOGIES CORP	337,922	$44.0M	0.32%	Put
78	LLYLILLY ELI & CO	396,598	$43.9M	0.32%	Put
79	—BARCLAYS BK PLC	1,685,200	$43.8M	0.32%	Put
80	MOALTRIA GROUP INC	912,666	$43.2M	0.31%	Put
81	ZAYOEURZAYO GROUP HLDGS INC	1,307,784	$43.0M	0.31%
82	DATATABLEAU SOFTWARE INC	258,177	$42.9M	0.31%
83	MDTMEDTRONIC PLC	433,865	$42.3M	0.31%	Put
84	SBUXSTARBUCKS CORP	501,795	$42.1M	0.30%	Put
85	LINLINDE PLC	203,100	$40.8M	0.30%	Put
86	TXNTEXAS INSTRS INC	354,528	$40.7M	0.29%	Put
87	REGNREGENERON PHARMACEUTICALS	128,986	$40.4M	0.29%	Put
88	XYZSQUARE INC	543,628	$39.4M	0.29%	Put
89	GDXVANECK VECTORS ETF TR	1,510,300	$38.6M	0.28%	Put
90	TMOTHERMO FISHER SCIENTIFIC INC	131,223	$38.5M	0.28%	Put
91	—MEDICINES CO	31,200,000	$37.6M	0.27%
92	MUMICRON TECHNOLOGY INC	966,646	$37.3M	0.27%	Put
93	ISRGINTUITIVE SURGICAL INC	69,553	$36.5M	0.26%	Put
94	—WHITING PETE CORP NEW	37,300,000	$36.2M	0.26%
95	LMTLOCKHEED MARTIN CORP	98,639	$35.9M	0.26%	Put
96	CVSCVS HEALTH CORP	647,783	$35.3M	0.26%	Put
97	BKNGBOOKING HLDGS INC	18,660	$35.0M	0.25%	Put
98	CICIGNA CORP NEW	220,415	$34.7M	0.25%	Put
99	AXPAMERICAN EXPRESS CO	279,337	$34.5M	0.25%	Put
100	NKENIKE INC	404,949	$34.0M	0.25%	Put

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