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 |
|---|---|---|---|---|---|
| 101 | —MEDICINES CO | 33,460,000 | $33.6B | 243.36% | |
| 102 | CHTRCHARTER COMMUNICATIONS INC N | 83,200 | $32.9B | 237.90% | Put |
| 103 | ELVANTHEM INC | 113,908 | $32.1B | 232.59% | Put |
| 104 | GILDGILEAD SCIENCES INC | 474,793 | $32.1B | 232.10% | Put |
| 105 | MDLZMONDELEZ INTL INC | 583,400 | $31.4B | 227.53% | Put |
| 106 | BIIBBIOGEN INC | 132,898 | $31.1B | 224.90% | Put |
| 107 | LOWLOWES COS INC | 307,041 | $31.0B | 224.19% | Put |
| 108 | WCGEURWELLCARE HEALTH PLANS INC | 105,631 | $30.1B | 217.88% | Put |
| 109 | USBUS BANCORP DEL | 567,007 | $29.7B | 214.97% | Put |
| 110 | INTUINTUIT | 113,000 | $29.5B | 213.67% | Put |
| 111 | AMTAMERICAN TOWER CORP NEW | 144,100 | $29.5B | 213.17% | Put |
| 112 | ACNACCENTURE PLC IRELAND | 158,999 | $29.4B | 212.57% | Put |
| 113 | BLKCHFBLACKROCK INC | 62,300 | $29.2B | 211.56% | Put |
| 114 | GSGOLDMAN SACHS GROUP INC | 141,647 | $29.0B | 209.70% | Put |
| 115 | COPCONOCOPHILLIPS | 472,836 | $28.8B | 208.69% | Put |
| 116 | —SPARK THERAPEUTICS INC | 280,991 | $28.8B | 208.16% | Put |
| 117 | —GOLAR LNG LTD | 30,000,000 | $27.8B | 201.06% | |
| 118 | BMYBRISTOL MYERS SQUIBB CO | 610,349 | $27.7B | 200.29% | Put |
| 119 | EWYISHARES INC | 460,356 | $27.6B | 199.43% | Put |
| 120 | PNCPNC FINL SVCS GROUP INC | 199,749 | $27.4B | 198.41% | Put |
| 121 | UPSUNITED PARCEL SERVICE INC | 264,820 | $27.3B | 197.88% | Put |
| 122 | CMECME GROUP INC | 134,078 | $26.0B | 188.32% | Put |
| 123 | DUKDUKE ENERGY CORP NEW | 294,401 | $26.0B | 187.97% | Put |
| 124 | CLCOLGATE PALMOLIVE CO | 358,817 | $25.7B | 186.08% | Put |
| 125 | —PATTERN ENERGY GROUP INC | 25,400,000 | $25.7B | 186.07% | |
| 126 | —MEDIDATA SOLUTIONS INC | 279,560 | $25.3B | 183.09% | |
| 127 | SOSOUTHERN CO | 449,467 | $24.8B | 179.79% | Put |
| 128 | WBAWALGREENS BOOTS ALLIANCE INC | 452,078 | $24.7B | 178.83% | Put |
| 129 | VSMEURVERSUM MATLS INC | 477,177 | $24.6B | 178.09% | |
| 130 | SLBSCHLUMBERGER LTD | 594,094 | $23.6B | 170.84% | Put |
| 131 | DHRDANAHER CORPORATION | 164,873 | $23.6B | 170.50% | Put |
| 132 | BABAALIBABA GROUP HLDG LTD | 136,800 | $23.2B | 167.73% | Put |
| 133 | —ARRAY BIOPHARMA INC | 7,600,000 | $23.1B | 167.41% | |
| 134 | —RESTORATION HARDWARE HLDGS I | 20,000,000 | $23.0B | 166.46% | |
| 135 | ILMNILLUMINA INC | 62,268 | $22.9B | 165.87% | Put |
| 136 | DWDMORGAN STANLEY | 522,853 | $22.9B | 165.74% | Put |
| 137 | KELKELLOGG CO | 404,535 | $21.7B | 156.81% | Put |
| 138 | OXYOCCIDENTAL PETE CORP | 429,654 | $21.6B | 156.31% | Put |
| 139 | NSCNORFOLK SOUTHERN CORP | 107,100 | $21.3B | 154.47% | Put |
| 140 | —BHP GROUP PLC | 409,218 | $20.9B | 151.34% | |
| 141 | SYKSTRYKER CORP | 101,321 | $20.8B | 150.72% | Put |
| 142 | SPGSIMON PPTY GROUP INC NEW | 129,929 | $20.8B | 150.19% | Put |
| 143 | RTN1USDRAYTHEON CO | 117,620 | $20.5B | 147.99% | Put |
| 144 | —TWO HBRS INVT CORP | 20,000,000 | $20.2B | 146.22% | |
| 145 | —SHUTTERFLY INC | 397,196 | $20.1B | 145.28% | |
| 146 | ADPAUTOMATIC DATA PROCESSING IN | 120,894 | $20.0B | 144.62% | Put |
| 147 | NOCNORTHROP GRUMMAN CORP | 61,700 | $19.9B | 144.25% | Put |
| 148 | TAPMOLSON COORS BREWING CO | 353,231 | $19.8B | 143.14% | Put |
| 149 | —TESLA INC | 20,000,000 | $19.7B | 142.49% | |
| 150 | VLOVALERO ENERGY CORP NEW | 229,522 | $19.6B | 142.18% | Put |
| 151 | EOGEOG RES INC | 209,715 | $19.5B | 141.37% | Put |
| 152 | HLF 2.625 03/15/24HERBALIFE LTD | 20,000,000 | $19.5B | 140.74% | |
| 153 | CSXCSX CORP | 250,296 | $19.4B | 140.13% | Put |
| 154 | ROSTROSS STORES INC | 193,100 | $19.1B | 138.49% | Put |
| 155 | RWT 4.75 08/15/23REDWOOD TR INC | 19,159,000 | $18.8B | 135.86% | |
| 156 | CXOEURCONCHO RES INC | 181,492 | $18.7B | 135.50% | Put |
| 157 | HUMHUMANA INC | 68,601 | $18.2B | 131.69% | Put |
| 158 | BKBANK NEW YORK MELLON CORP | 405,270 | $17.9B | 129.47% | Put |
| 159 | LRCXEURLAM RESEARCH CORP | 94,602 | $17.8B | 128.57% | Put |
| 160 | WBC1EURWABCO HLDGS INC | 132,902 | $17.6B | 127.52% | |
| 161 | 8CWCROWN CASTLE INTL CORP NEW | 135,097 | $17.6B | 127.42% | Put |
| 162 | TJXTJX COS INC NEW | 329,790 | $17.4B | 126.18% | Put |
| 163 | GMGENERAL MTRS CO | 451,387 | $17.4B | 125.84% | Put |
| 164 | PRUPRUDENTIAL FINL INC | 171,182 | $17.3B | 125.10% | Put |
| 165 | TSLATESLA INC | 76,200 | $17.0B | 123.21% | Put |
| 166 | —CYPRESS SEMICONDUCTOR CORP | 764,374 | $17.0B | 123.00% | Call |
| 167 | LUVSOUTHWEST AIRLS CO | 333,323 | $16.9B | 122.47% | Put |
| 168 | —SUNTRUST BKS INC | 264,455 | $16.6B | 120.27% | Put |
| 169 | COFCAPITAL ONE FINL CORP | 179,060 | $16.2B | 117.56% | Put |
| 170 | PGRPROGRESSIVE CORP OHIO | 201,802 | $16.1B | 116.71% | Put |
| 171 | SPGIS&P GLOBAL INC | 70,707 | $16.1B | 116.55% | Put |
| 172 | METMETLIFE INC | 323,800 | $16.1B | 116.37% | Put |
| 173 | EWEDWARDS LIFESCIENCES CORP | 86,551 | $16.0B | 115.69% | Put |
| 174 | AFLAFLAC INC | 289,626 | $15.9B | 114.86% | Put |
| 175 | AIGAMERICAN INTL GROUP INC | 295,700 | $15.8B | 114.00% | Put |
| 176 | HLTHILTON WORLDWIDE HLDGS INC | 158,900 | $15.5B | 112.37% | Put |
| 177 | VRTXVERTEX PHARMACEUTICALS INC | 84,282 | $15.5B | 111.83% | Put |
| 178 | —CTRIP COM INTL LTD | 15,500,000 | $15.4B | 111.70% | |
| 179 | SCHWTHE CHARLES SCHWAB CORPORATI | 380,284 | $15.3B | 110.59% | Put |
| 180 | MPCMARATHON PETE CORP | 273,518 | $15.3B | 110.59% | Put |
| 181 | ECLECOLAB INC | 77,100 | $15.2B | 110.15% | Put |
| 182 | MARMARRIOTT INTL INC NEW | 108,174 | $15.2B | 109.81% | Put |
| 183 | XLYSELECT SECTOR SPDR TR | 126,347 | $15.1B | 108.98% | Put |
| 184 | BAXBAXTER INTL INC | 183,626 | $15.0B | 108.82% | Put |
| 185 | TSSTOTAL SYS SVCS INC | 116,756 | $15.0B | 108.37% | Put |
| 186 | —ACORDA THERAPEUTICS INC | 17,500,000 | $15.0B | 108.34% | |
| 187 | GDGENERAL DYNAMICS CORP | 81,818 | $14.9B | 107.65% | Put |
| 188 | —MFA FINL INC | 14,500,000 | $14.6B | 105.90% | |
| 189 | DDOMINION ENERGY INC | 188,880 | $14.6B | 105.68% | Put |
| 190 | ALSALLSTATE CORP | 143,500 | $14.6B | 105.58% | Put |
| 191 | WMBWILLIAMS COS INC DEL | 515,230 | $14.4B | 104.54% | Put |
| 192 | ZTSZOETIS INC | 125,223 | $14.2B | 102.83% | Put |
| 193 | DALDELTA AIR LINES INC DEL | 247,598 | $14.1B | 101.68% | Put |
| 194 | BSXBOSTON SCIENTIFIC CORP | 322,390 | $13.9B | 100.26% | Put |
| 195 | EAELECTRONIC ARTS INC | 133,994 | $13.6B | 98.17% | Put |
| 196 | CNCCENTENE CORP DEL | 258,387 | $13.6B | 98.04% | Put |
| 197 | EWZISHARES INC | 307,478 | $13.4B | 97.27% | Put |
| 198 | ELLAUDER ESTEE COS INC | 73,300 | $13.4B | 97.12% | Put |
| 199 | AMATAPPLIED MATLS INC | 297,500 | $13.4B | 96.67% | Put |
| 200 | ALXNALEXION PHARMACEUTICALS INC | 100,148 | $13.1B | 94.91% | Put |