CAPSTONE INVESTMENT ADVISORS, LLC Q1 2020 Filing
Filed May 15, 2020
Portfolio Value
$6.2B
Holdings
495
Report Date
Q1 2020
Filing Type
13F-HR
All Holdings (495 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | DYHTARGET CORP | 159,392 | $14.8B | 238.32% | Put |
| 102 | PRUPRUDENTIAL FINL INC | 283,821 | $14.8B | 238.00% | Put |
| 103 | AFLAFLAC INC | 430,076 | $14.7B | 236.83% | Put |
| 104 | AMATAPPLIED MATLS INC | 317,118 | $14.5B | 233.67% | Put |
| 105 | WMBWILLIAMS COS INC | 1,025,411 | $14.5B | 233.35% | Put |
| 106 | JCIJOHNSON CTLS INTL PLC | 535,778 | $14.4B | 232.31% | Put |
| 107 | STZCONSTELLATION BRANDS INC | 100,122 | $14.4B | 230.84% | Put |
| 108 | BMY-RBRISTOL-MYERS SQUIBB CO | 3,775,203 | $14.3B | 230.71% | |
| 109 | TXNTEXAS INSTRS INC | 141,400 | $14.1B | 227.24% | Put |
| 110 | PSXPHILLIPS 66 | 263,208 | $14.1B | 227.10% | Put |
| 111 | REGNREGENERON PHARMACEUTICALS | 28,800 | $14.1B | 226.16% | Put |
| 112 | HSYHERSHEY CO | 105,021 | $13.9B | 223.80% | Put |
| 113 | PEPPEPSICO INC | 112,700 | $13.5B | 217.69% | Put |
| 114 | ICEINTERCONTINENTAL EXCHANGE IN | 167,200 | $13.5B | 217.12% | Put |
| 115 | —EL PASO ELEC CO | 197,112 | $13.4B | 215.44% | |
| 116 | AIGAMERICAN INTL GROUP INC | 551,317 | $13.4B | 215.02% | Put |
| 117 | PXDEURPIONEER NAT RES CO | 184,398 | $12.9B | 208.02% | Put |
| 118 | —TESLA INC | 7,500,000 | $12.9B | 206.72% | |
| 119 | GPNGLOBAL PMTS INC | 88,700 | $12.8B | 205.74% | Put |
| 120 | ROSTROSS STORES INC | 145,254 | $12.6B | 203.17% | Put |
| 121 | EOGEOG RES INC | 351,467 | $12.6B | 203.04% | Put |
| 122 | 7HPHP INC | 725,713 | $12.6B | 202.60% | Put |
| 123 | RWT 4.75 08/15/23REDWOOD TR INC | 19,159,000 | $12.5B | 201.33% | |
| 124 | CNCCENTENE CORP DEL | 209,500 | $12.4B | 200.16% | Put |
| 125 | —TECH DATA CORP | 95,084 | $12.4B | 200.09% | |
| 126 | DHRDANAHER CORPORATION | 89,500 | $12.4B | 199.23% | Put |
| 127 | BACVERIZON COMMUNICATIONS INC | 229,700 | $12.3B | 198.49% | Put |
| 128 | AMGNAMGEN INC | 59,400 | $12.0B | 193.66% | Put |
| 129 | BSXBOSTON SCIENTIFIC CORP | 366,318 | $12.0B | 192.23% | Put |
| 130 | TSLATESLA INC | 22,500 | $11.8B | 189.61% | Put |
| 131 | CTXSEURCITRIX SYS INC | 83,100 | $11.8B | 189.17% | Put |
| 132 | SRESEMPRA ENERGY | 104,016 | $11.8B | 189.00% | Put |
| 133 | —NIO INC | 20,500,000 | $11.1B | 178.85% | |
| 134 | NVDANVIDIA CORP | 42,000 | $11.1B | 178.05% | Put |
| 135 | NEMNEWMONT CORP | 239,000 | $10.8B | 174.04% | Put |
| 136 | RWT 5.625 07/15/24REDWOOD TR INC | 19,249,000 | $10.7B | 171.52% | |
| 137 | HIGHARTFORD FINL SVCS GROUP INC | 300,971 | $10.6B | 170.58% | Put |
| 138 | METMETLIFE INC | 345,362 | $10.6B | 169.80% | Put |
| 139 | AFWALIGN TECHNOLOGY INC | 60,087 | $10.5B | 168.11% | Put |
| 140 | CRMSALESFORCE COM INC | 72,400 | $10.4B | 167.64% | Put |
| 141 | ABBVABBVIE INC | 135,200 | $10.3B | 165.66% | Put |
| 142 | —ISTAR INC | 10,429,000 | $10.2B | 164.60% | |
| 143 | FISFIDELITY NATL INFORMATION SV | 82,500 | $10.0B | 161.38% | Put |
| 144 | BWABORGWARNER INC | 411,123 | $10.0B | 161.13% | |
| 145 | LHXL3HARRIS TECHNOLOGIES INC | 55,300 | $10.0B | 160.19% | Put |
| 146 | TJXTJX COS INC NEW | 207,600 | $9.9B | 159.62% | Put |
| 147 | MOALTRIA GROUP INC | 256,200 | $9.9B | 159.33% | Put |
| 148 | UTXZUNITED TECHNOLOGIES CORP | 104,668 | $9.9B | 158.78% | |
| 149 | STTSTATE STR CORP | 184,675 | $9.8B | 158.20% | Put |
| 150 | SLVISHARES SILVER TRUST | 750,000 | $9.8B | 157.41% | Call |
| 151 | ADMARCHER DANIELS MIDLAND CO | 277,559 | $9.8B | 157.04% | Put |
| 152 | AVGOBROADCOM INC | 41,100 | $9.7B | 156.72% | Put |
| 153 | DHID R HORTON INC | 285,094 | $9.7B | 155.87% | Put |
| 154 | DWDMORGAN STANLEY | 284,133 | $9.7B | 155.35% | Put |
| 155 | T7DTRANSDIGM GROUP INC | 30,099 | $9.6B | 155.00% | Put |
| 156 | W 1.125 11/01/24WAYFAIR INC | 14,000,000 | $9.6B | 154.48% | |
| 157 | HPEHEWLETT PACKARD ENTERPRISE C | 987,768 | $9.6B | 154.23% | Put |
| 158 | —FORESCOUT TECHNOLOGIES INC | 300,058 | $9.5B | 152.44% | |
| 159 | VENVENTAS INC | 353,172 | $9.5B | 152.22% | Put |
| 160 | —INTREXON CORP | 17,500,000 | $9.4B | 150.71% | |
| 161 | TIFEURTIFFANY & CO NEW | 70,479 | $9.1B | 146.78% | Put |
| 162 | IYRISHARES TR | 128,000 | $8.9B | 143.21% | Put |
| 163 | TRVTRAVELERS COMPANIES INC | 89,501 | $8.9B | 143.00% | Put |
| 164 | TMUST MOBILE US INC | 105,900 | $8.9B | 142.89% | Put |
| 165 | ETRAE TRADE FINANCIAL CORP | 258,200 | $8.9B | 142.50% | Put |
| 166 | JNJJOHNSON & JOHNSON | 67,300 | $8.8B | 141.92% | Put |
| 167 | WDCWESTERN DIGITAL CORP. | 211,725 | $8.8B | 141.70% | Put |
| 168 | —MFA FINL INC | 14,500,000 | $8.8B | 141.64% | |
| 169 | NKENIKE INC | 105,600 | $8.7B | 140.51% | Put |
| 170 | HCAHCA HEALTHCARE INC | 96,672 | $8.7B | 139.69% | Put |
| 171 | GILDGILEAD SCIENCES INC | 115,100 | $8.6B | 138.39% | Put |
| 172 | WMWASTE MGMT INC DEL | 92,300 | $8.5B | 137.39% | Put |
| 173 | GEGENERAL ELECTRIC CO | 1,068,900 | $8.5B | 136.49% | Put |
| 174 | —WAYFAIR INC | 11,000,000 | $8.4B | 135.77% | |
| 175 | TSNTYSON FOODS INC | 145,413 | $8.4B | 135.33% | Put |
| 176 | GISGENERAL MLS INC | 159,400 | $8.4B | 135.28% | Put |
| 177 | AG8AGILENT TECHNOLOGIES INC | 116,300 | $8.3B | 133.95% | Put |
| 178 | KOCOCA COLA CO | 185,900 | $8.2B | 132.29% | Put |
| 179 | RFREGIONS FINANCIAL CORP NEW | 915,605 | $8.2B | 132.08% | Put |
| 180 | GLWCORNING INC | 397,698 | $8.2B | 131.37% | Put |
| 181 | WYNNWYNN RESORTS LTD | 135,118 | $8.1B | 130.80% | Put |
| 182 | BKNGBOOKING HLDGS INC | 6,000 | $8.1B | 129.81% | Put |
| 183 | BBYBEST BUY INC | 141,413 | $8.1B | 129.64% | Put |
| 184 | HLF 2.625 03/15/24HERBALIFE LTD | 10,000,000 | $8.1B | 129.51% | |
| 185 | SWKSTANLEY BLACK & DECKER INC | 80,030 | $8.0B | 128.71% | Put |
| 186 | LYBLYONDELLBASELL INDUSTRIES N | 161,165 | $8.0B | 128.62% | Put |
| 187 | LOGMEURLOGMEIN INC | 95,344 | $7.9B | 127.69% | |
| 188 | DDOMINION ENERGY INC | 108,100 | $7.8B | 125.50% | Put |
| 189 | ITWILLINOIS TOOL WKS INC | 54,400 | $7.7B | 124.35% | Put |
| 190 | GENNORTONLIFELOCK INC | 407,100 | $7.6B | 122.50% | Put |
| 191 | URIUNITED RENTALS INC | 73,832 | $7.6B | 122.19% | Put |
| 192 | WBC1EURWABCO HLDGS INC | 56,196 | $7.6B | 122.05% | |
| 193 | IBMINTERNATIONAL BUSINESS MACHS | 68,400 | $7.6B | 122.03% | Put |
| 194 | DOWDOW INC | 253,308 | $7.4B | 119.12% | Put |
| 195 | BKBANK NEW YORK MELLON CORP | 218,652 | $7.4B | 118.43% | Put |
| 196 | SYYSYSCO CORP | 160,965 | $7.3B | 118.12% | Put |
| 197 | MCOMOODYS CORP | 34,400 | $7.3B | 117.01% | Put |
| 198 | GSGOLDMAN SACHS GROUP INC | 46,911 | $7.3B | 116.63% | Put |
| 199 | —TILRAY INC | 22,500,000 | $7.2B | 116.16% | |
| 200 | DUKDUKE ENERGY CORP NEW | 87,900 | $7.1B | 114.34% | Put |