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
201	SPGIS&P GLOBAL INC	28,600	$7.0B	112.70%	Put
202	ADIANALOG DEVICES INC	76,700	$6.9B	110.58%	Put
203	LRCXEURLAM RESEARCH CORP	28,300	$6.8B	109.23%	Put
204	FTNTFORTINET INC	67,000	$6.8B	109.02%	Put
205	IQVIQVIA HLDGS INC	62,808	$6.8B	108.96%	Put
206	FTVFORTIVE CORP	122,071	$6.7B	108.36%	Put
207	—MERITOR INC	7,875,000	$6.7B	107.81%
208	AKAMAKAMAI TECHNOLOGIES INC	73,000	$6.7B	107.41%	Put
209	—GRANITE PT MTG TR INC	12,000,000	$6.7B	107.11%
210	SCHWSCHWAB CHARLES CORP	195,000	$6.6B	105.43%	Put
211	MLMMARTIN MARIETTA MATLS INC	34,576	$6.5B	105.23%	Put
212	EFXEQUIFAX INC	54,600	$6.5B	104.89%	Put
213	KEYKEYCORP	627,163	$6.5B	104.60%	Put
214	MAMASTERCARD INC	26,800	$6.5B	104.12%	Put
215	DEDEERE & CO	46,700	$6.5B	103.76%	Put
216	MMM3M CO	47,100	$6.4B	103.39%	Put
217	CTSHCOGNIZANT TECHNOLOGY SOLUTIO	138,197	$6.4B	103.28%	Put
218	BALLBALL CORP	99,000	$6.4B	102.94%	Put
219	KEYSKEYSIGHT TECHNOLOGIES INC	76,069	$6.4B	102.38%	Put
220	WHRWHIRLPOOL CORP	73,583	$6.3B	101.54%	Put
221	LMTLOCKHEED MARTIN CORP	18,100	$6.1B	98.66%	Put
222	ULTAULTA BEAUTY INC	34,884	$6.1B	98.58%	Put
223	IPINTL PAPER CO	194,470	$6.1B	97.36%	Put
224	—RADIUS HEALTH INC	8,500,000	$6.0B	97.23%
225	AIZASSURANT INC	58,009	$6.0B	97.10%	Put
226	—CYPRESS SEMICONDUCTOR CORP	5,000,000	$6.0B	96.65%
227	DGDOLLAR GEN CORP NEW	39,500	$6.0B	95.93%	Put
228	ECLECOLAB INC	38,100	$5.9B	95.48%	Put
229	MCDMCDONALDS CORP	35,515	$5.9B	94.43%	Put
230	HESHESS CORP	175,991	$5.9B	94.24%	Put
231	ETNEATON CORP PLC	75,200	$5.8B	93.97%	Put
232	PAYCPAYCOM SOFTWARE INC	28,482	$5.8B	92.54%	Put
233	STXSEAGATE TECHNOLOGY PLC	117,247	$5.7B	92.02%	Put
234	LENLENNAR CORP	147,380	$5.6B	90.53%	Put
235	TVTX 2.5 09/15/25RETROPHIN INC	7,000,000	$5.5B	88.87%
236	PEOEXELON CORP	148,200	$5.5B	87.73%	Put
237	KMBKIMBERLY CLARK CORP	42,500	$5.4B	87.39%	Put
238	GWWGRAINGER W W INC	21,830	$5.4B	87.23%	Put
239	MSIMOTOROLA SOLUTIONS INC	40,300	$5.4B	86.15%	Put
240	0VVBVIACOMCBS INC	381,110	$5.3B	85.86%	Put
241	CYTK 4 11/15/26CYTOKINETICS INC	4,000,000	$5.3B	85.01%
242	FFIVF5 NETWORKS INC	49,561	$5.3B	84.99%	Put
243	ILMNILLUMINA INC	19,100	$5.2B	83.90%	Put
244	PHMPULTE GROUP INC	230,685	$5.1B	82.81%	Put
245	OREALTY INCOME CORP	102,930	$5.1B	82.53%	Put
246	KRKROGER CO	169,400	$5.1B	82.05%	Put
247	—PARATEK PHARMACEUTICALS INC	6,500,000	$5.1B	81.41%
248	EDCONSOLIDATED EDISON INC	64,600	$5.0B	81.02%	Put
249	PPGPPG INDS INC	60,180	$5.0B	80.91%	Put
250	ANETEURARISTA NETWORKS INC	24,700	$5.0B	80.46%	Put
251	TXTTEXTRON INC	185,157	$4.9B	79.41%	Put
252	CPRTCOPART INC	71,493	$4.9B	78.79%	Put
253	CXOEURCONCHO RES INC	113,879	$4.9B	78.46%	Put
254	BABAALIBABA GROUP HLDG LTD	24,995	$4.9B	78.21%	Put
255	FISVFISERV INC	50,500	$4.8B	77.15%	Put
256	CLVS 1.25 05/01/25CLOVIS ONCOLOGY INC	7,500,000	$4.7B	76.33%
257	TAT&T INC	162,000	$4.7B	75.96%	Put
258	KSUEURKANSAS CITY SOUTHERN	36,600	$4.7B	74.85%	Put
259	ZIONZIONS BANCORPORATION N A	173,681	$4.6B	74.73%	Put
260	NUENUCOR CORP	128,929	$4.6B	74.69%	Put
261	ROKUROKU INC	53,000	$4.6B	74.56%	Put
262	FITBFIFTH THIRD BANCORP	308,579	$4.6B	73.69%	Put
263	TTTRANE TECHNOLOGIES PLC	54,900	$4.5B	72.93%	Put
264	CMICUMMINS INC	33,100	$4.5B	72.03%	Put
265	BABOEING CO	29,700	$4.4B	71.23%	Put
266	CLXCLOROX CO DEL	25,300	$4.4B	70.49%	Put
267	MCXMCCORMICK & CO INC	30,900	$4.4B	70.17%	Put
268	ALNYALNYLAM PHARMACEUTICALS INC	40,000	$4.4B	70.02%	Call
269	EXAS 0.375 03/01/28EXACT SCIENCES CORP	5,500,000	$4.3B	69.84%
270	XYZSQUARE INC	82,600	$4.3B	69.59%
271	MDLZMONDELEZ INTL INC	86,300	$4.3B	69.51%	Put
272	NOWSERVICENOW INC	15,000	$4.3B	69.12%	Put
273	AWMSKYWORKS SOLUTIONS INC	47,700	$4.3B	68.57%	Put
274	ISRGINTUITIVE SURGICAL INC	8,601	$4.3B	68.51%	Put
275	GPCGENUINE PARTS CO	63,109	$4.2B	68.33%	Put
276	DFSEURDISCOVER FINL SVCS	117,750	$4.2B	67.54%	Put
277	XLFSELECT SECTOR SPDR TR	199,628	$4.2B	66.84%	Put
278	TAPMOLSON COORS BEVERAGE CO	105,393	$4.1B	66.13%	Put
279	XRXXEROX HOLDINGS CORP	216,767	$4.1B	66.03%	Put
280	VFCV F CORP	74,500	$4.0B	64.79%	Put
281	FANGDIAMONDBACK ENERGY INC	153,609	$4.0B	64.73%	Put
282	IFFINTERNATIONAL FLAVORS&FRAGRA	39,236	$4.0B	64.41%	Put
283	DISH 2.375 03/15/24DISH NETWORK CORPORATION	5,024,000	$4.0B	64.33%
284	CVSCVS HEALTH CORP	67,200	$4.0B	64.12%	Put
285	ALXNALEXION PHARMACEUTICALS INC	43,700	$3.9B	63.11%	Put
286	—ACACIA COMMUNICATIONS INC	58,223	$3.9B	62.90%
287	INCYINCYTE CORP	53,200	$3.9B	62.66%	Put
288	PPLPPL CORP	156,434	$3.9B	62.09%	Put
289	—TAUBMAN CTRS INC	91,933	$3.9B	61.92%
290	CDNSCADENCE DESIGN SYSTEM INC	57,700	$3.8B	61.27%	Put
291	XRAYDENTSPLY SIRONA INC	97,315	$3.8B	60.77%	Put
292	PAYXPAYCHEX INC	60,000	$3.8B	60.71%	Put
293	WELLWELLTOWER INC	82,200	$3.8B	60.52%	Put
294	AEPAMERICAN ELEC PWR CO INC	46,900	$3.8B	60.32%	Put
295	VMCVULCAN MATLS CO	34,500	$3.7B	59.95%	Put
296	NTAPNETAPP INC	88,975	$3.7B	59.65%	Put
297	RCLROYAL CARIBBEAN CRUISES LTD	115,218	$3.7B	59.62%	Put
298	HALHALLIBURTON CO	540,289	$3.7B	59.52%	Put
299	DOVDOVER CORP	44,100	$3.7B	59.52%	Put
300	APTVAPTIV PLC	73,675	$3.6B	58.33%	Put

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