CAPSTONE INVESTMENT ADVISORS, LLC Q3 2019 Filing

Filed November 14, 2019

Portfolio Value

$14.6B

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

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