CAPSTONE INVESTMENT ADVISORS, LLC Q2 2020 Filing
Filed August 14, 2020
Portfolio Value
$15.1B
Holdings
595
Report Date
Q2 2020
Filing Type
13F-HR
All Holdings (595 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | PGRPROGRESSIVE CORP OHIO | 347,800 | $27.9B | 184.14% | Put |
| 102 | KLACKLA CORP | 142,800 | $27.8B | 183.55% | Put |
| 103 | ADPAUTOMATIC DATA PROCESSING IN | 184,100 | $27.4B | 181.16% | Put |
| 104 | TMUST-MOBILE US INC | 259,300 | $27.0B | 178.49% | Put |
| 105 | PNCPNC FINL SVCS GROUP INC | 253,942 | $26.7B | 176.58% | Put |
| 106 | —TESLA INC | 7,500,000 | $26.3B | 174.04% | |
| 107 | MOALTRIA GROUP INC | 670,775 | $26.3B | 174.00% | Put |
| 108 | BAXBAXTER INTL INC | 305,000 | $26.3B | 173.56% | Put |
| 109 | ILMNILLUMINA INC | 70,200 | $26.0B | 171.83% | Put |
| 110 | NOWSERVICENOW INC | 63,100 | $25.6B | 168.93% | Put |
| 111 | HUMHUMANA INC | 65,600 | $25.4B | 168.12% | Put |
| 112 | SOSOUTHERN CO | 489,775 | $25.4B | 167.84% | Put |
| 113 | —TWO HBRS INVT CORP | 25,000,000 | $25.1B | 165.95% | |
| 114 | W 1.125 11/01/24WAYFAIR INC | 14,000,000 | $25.0B | 165.44% | |
| 115 | —TESLA INC | 7,500,000 | $24.9B | 164.36% | |
| 116 | AMATAPPLIED MATLS INC | 409,000 | $24.7B | 163.40% | Put |
| 117 | ZTSZOETIS INC | 179,300 | $24.6B | 162.39% | Put |
| 118 | PSAPUBLIC STORAGE | 127,874 | $24.5B | 162.17% | Put |
| 119 | UPSUNITED PARCEL SERVICE INC | 218,600 | $24.3B | 160.63% | Put |
| 120 | LUV 1.25 05/01/25SOUTHWEST AIRLS CO | 20,000,000 | $24.1B | 159.42% | |
| 121 | SPGSIMON PPTY GROUP INC NEW | 350,245 | $23.9B | 158.29% | Put |
| 122 | TJXTJX COS INC NEW | 472,518 | $23.9B | 157.90% | Put |
| 123 | NOCNORTHROP GRUMMAN CORP | 77,302 | $23.8B | 157.07% | Put |
| 124 | MDLZMONDELEZ INTL INC | 458,600 | $23.4B | 154.97% | Put |
| 125 | AXPAMERICAN EXPRESS CO | 240,344 | $22.9B | 151.22% | Put |
| 126 | SLBSCHLUMBERGER LTD | 1,210,766 | $22.3B | 147.15% | Put |
| 127 | USBUS BANCORP DEL | 603,985 | $22.2B | 146.98% | Put |
| 128 | FISFIDELITY NATL INFORMATION SV | 164,800 | $22.1B | 146.05% | Put |
| 129 | NSCNORFOLK SOUTHERN CORP | 124,760 | $21.9B | 144.77% | Put |
| 130 | DWDMORGAN STANLEY | 453,000 | $21.9B | 144.61% | Put |
| 131 | XLNXEURXILINX INC | 220,933 | $21.7B | 143.66% | Put |
| 132 | WMBWILLIAMS COS INC | 1,127,316 | $21.4B | 141.71% | Put |
| 133 | HYGISHARES TR | 262,300 | $21.4B | 141.49% | Put |
| 134 | —WAYFAIR INC | 11,000,000 | $20.9B | 138.26% | |
| 135 | GPNGLOBAL PMTS INC | 123,100 | $20.9B | 138.00% | Put |
| 136 | —NIO INC | 20,500,000 | $20.7B | 136.50% | |
| 137 | LRCXEURLAM RESEARCH CORP | 63,700 | $20.6B | 136.17% | Put |
| 138 | BIIBBIOGEN INC | 76,346 | $20.4B | 135.00% | Put |
| 139 | VLOVALERO ENERGY CORP | 346,975 | $20.4B | 134.88% | Put |
| 140 | GSGOLDMAN SACHS GROUP INC | 103,100 | $20.4B | 134.66% | Put |
| 141 | ADSKAUTODESK INC | 83,900 | $20.1B | 132.63% | Put |
| 142 | DDDUPONT DE NEMOURS INC | 372,054 | $19.8B | 130.64% | Put |
| 143 | FISVFISERV INC | 200,269 | $19.6B | 129.21% | Put |
| 144 | AFLAFLAC INC | 538,405 | $19.4B | 128.21% | Put |
| 145 | COFCAPITAL ONE FINL CORP | 308,952 | $19.3B | 127.80% | Put |
| 146 | LHXL3HARRIS TECHNOLOGIES INC | 113,481 | $19.3B | 127.25% | Put |
| 147 | BABAALIBABA GROUP HLDG LTD | 88,769 | $19.1B | 126.55% | Put |
| 148 | PRUPRUDENTIAL FINL INC | 306,708 | $18.7B | 123.45% | Put |
| 149 | ELLAUDER ESTEE COS INC | 98,700 | $18.6B | 123.08% | Put |
| 150 | JCIJOHNSON CTLS INTL PLC | 542,889 | $18.5B | 122.49% | Put |
| 151 | NEMNEWMONT CORP | 298,500 | $18.4B | 121.81% | Put |
| 152 | SRESEMPRA ENERGY | 157,101 | $18.4B | 121.71% | Put |
| 153 | MCOMOODYS CORP | 66,900 | $18.4B | 121.47% | Put |
| 154 | ROSTROSS STORES INC | 214,635 | $18.3B | 120.91% | Put |
| 155 | CATCATERPILLAR INC DEL | 144,600 | $18.3B | 120.89% | Put |
| 156 | COPCONOCOPHILLIPS | 424,365 | $17.8B | 117.85% | Put |
| 157 | ICEINTERCONTINENTAL EXCHANGE IN | 193,600 | $17.7B | 117.21% | Put |
| 158 | PSXPHILLIPS 66 | 238,983 | $17.2B | 113.56% | Put |
| 159 | ATVIEURACTIVISION BLIZZARD INC | 224,500 | $17.0B | 112.61% | Put |
| 160 | ALSALLSTATE CORP | 171,006 | $16.6B | 109.62% | Put |
| 161 | GEGENERAL ELECTRIC CO | 2,359,100 | $16.1B | 106.49% | Put |
| 162 | AFWALIGN TECHNOLOGY INC | 57,200 | $15.7B | 103.75% | Put |
| 163 | EOGEOG RES INC | 307,791 | $15.6B | 103.06% | Put |
| 164 | KMBKIMBERLY CLARK CORP | 109,800 | $15.5B | 102.57% | Put |
| 165 | DDOMINION ENERGY INC | 190,400 | $15.5B | 102.16% | Put |
| 166 | 7HPHP INC | 882,944 | $15.4B | 101.71% | Put |
| 167 | DEDEERE & CO | 97,800 | $15.4B | 101.58% | Put |
| 168 | VENVENTAS INC | 419,126 | $15.3B | 101.44% | Put |
| 169 | CNCCENTENE CORP DEL | 241,500 | $15.3B | 101.43% | Put |
| 170 | DYHTARGET CORP | 127,600 | $15.3B | 101.15% | Put |
| 171 | STZCONSTELLATION BRANDS INC | 86,276 | $15.1B | 99.76% | Put |
| 172 | TRVTRAVELERS COMPANIES INC | 129,600 | $14.8B | 97.68% | Put |
| 173 | PXDEURPIONEER NAT RES CO | 150,891 | $14.7B | 97.43% | Put |
| 174 | GMGENERAL MTRS CO | 576,110 | $14.6B | 96.33% | Put |
| 175 | CVSCVS HEALTH CORP | 224,100 | $14.6B | 96.23% | Put |
| 176 | SPGIS&P GLOBAL INC | 44,000 | $14.5B | 95.81% | Put |
| 177 | BMY-RBRISTOL-MYERS SQUIBB CO | 4,016,838 | $14.4B | 95.04% | |
| 178 | CBCHUBB LIMITED | 111,800 | $14.2B | 93.56% | Put |
| 179 | CLVTRIP COM GROUP LTD | 545,524 | $14.1B | 93.46% | Put |
| 180 | ETRAE TRADE FINANCIAL CORP | 281,417 | $14.0B | 92.49% | Put |
| 181 | CTXSEURCITRIX SYS INC | 93,200 | $13.8B | 91.11% | Put |
| 182 | ADIANALOG DEVICES INC | 112,300 | $13.8B | 91.03% | Put |
| 183 | DHID R HORTON INC | 244,186 | $13.5B | 89.49% | Put |
| 184 | —REALPAGE INC | 12,500,000 | $13.5B | 89.24% | |
| 185 | HSYHERSHEY CO | 103,170 | $13.4B | 88.38% | Put |
| 186 | —GOLAR LNG LTD | 18,000,000 | $13.3B | 88.18% | |
| 187 | HIGHARTFORD FINL SVCS GROUP INC | 345,141 | $13.3B | 87.93% | Put |
| 188 | AAL 6.5 07/01/25AMERICAN AIRLS GROUP INC | 14,000,000 | $13.2B | 87.45% | |
| 189 | ECLECOLAB INC | 66,500 | $13.2B | 87.44% | Put |
| 190 | EMREMERSON ELEC CO | 207,824 | $12.9B | 85.20% | Put |
| 191 | SLVISHARES SILVER TR | 750,000 | $12.8B | 84.32% | Call |
| 192 | —AURORA CANNABIS INC | 27,250,000 | $12.7B | 84.03% | |
| 193 | GISGENERAL MLS INC | 205,500 | $12.7B | 83.73% | Put |
| 194 | IWMISHARES TR | 88,451 | $12.7B | 83.70% | Put |
| 195 | AG8AGILENT TECHNOLOGIES INC | 142,400 | $12.6B | 83.17% | Put |
| 196 | DUKDUKE ENERGY CORP NEW | 156,400 | $12.5B | 82.57% | Put |
| 197 | BBYBEST BUY INC | 142,800 | $12.5B | 82.36% | Put |
| 198 | BKBANK NEW YORK MELLON CORP | 322,272 | $12.5B | 82.32% | Put |
| 199 | TWTRUSDTWITTER INC | 417,124 | $12.4B | 82.12% | Put |
| 200 | WYNNWYNN RESORTS LTD | 165,342 | $12.3B | 81.40% | Put |