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 |
|---|---|---|---|---|---|
| 201 | CDNSCADENCE DESIGN SYSTEM INC | 127,800 | $12.3B | 81.05% | Put |
| 202 | RFREGIONS FINANCIAL CORP NEW | 1,094,122 | $12.2B | 80.41% | Put |
| 203 | DGDOLLAR GEN CORP NEW | 63,500 | $12.1B | 79.96% | Put |
| 204 | AWMSKYWORKS SOLUTIONS INC | 94,100 | $12.0B | 79.52% | Put |
| 205 | BSXBOSTON SCIENTIFIC CORP | 341,909 | $12.0B | 79.34% | Put |
| 206 | AKAMAKAMAI TECHNOLOGIES INC | 110,900 | $11.9B | 78.50% | Put |
| 207 | ITWILLINOIS TOOL WKS INC | 67,900 | $11.9B | 78.46% | Put |
| 208 | STTSTATE STR CORP | 186,743 | $11.9B | 78.44% | Put |
| 209 | T7DTRANSDIGM GROUP INC | 26,799 | $11.8B | 78.29% | Put |
| 210 | AIGAMERICAN INTL GROUP INC | 377,791 | $11.8B | 77.86% | Put |
| 211 | CLXCLOROX CO DEL | 51,900 | $11.4B | 75.24% | Put |
| 212 | —ISTAR INC | 10,429,000 | $11.2B | 74.06% | |
| 213 | CTSHCOGNIZANT TECHNOLOGY SOLUTIO | 196,400 | $11.2B | 73.75% | Put |
| 214 | INCYINCYTE CORP | 107,200 | $11.1B | 73.67% | Put |
| 215 | CPRTCOPART INC | 132,424 | $11.0B | 72.89% | Put |
| 216 | LVSLAS VEGAS SANDS CORP | 241,533 | $11.0B | 72.69% | Put |
| 217 | SWKSTANLEY BLACK & DECKER INC | 78,700 | $11.0B | 72.50% | Put |
| 218 | —EL PASO ELEC CO | 162,578 | $10.9B | 71.99% | |
| 219 | GENNORTONLIFELOCK INC | 547,300 | $10.9B | 71.73% | Put |
| 220 | HCAHCA HEALTHCARE INC | 110,878 | $10.8B | 71.13% | Put |
| 221 | SYYSYSCO CORP | 196,628 | $10.7B | 71.03% | Put |
| 222 | DC4DEXCOM INC | 26,500 | $10.7B | 71.00% | Put |
| 223 | OIHVANECK VECTORS ETF TR | 87,925 | $10.7B | 70.82% | Put |
| 224 | PEOEXELON CORP | 294,777 | $10.7B | 70.70% | Put |
| 225 | PPGPPG INDS INC | 100,300 | $10.6B | 70.31% | Put |
| 226 | 8CWCROWN CASTLE INTL CORP NEW | 63,300 | $10.6B | 70.02% | Put |
| 227 | WMWASTE MGMT INC DEL | 99,900 | $10.6B | 69.93% | Put |
| 228 | WDCWESTERN DIGITAL CORP. | 236,685 | $10.4B | 69.07% | Put |
| 229 | METMETLIFE INC | 285,336 | $10.4B | 68.87% | Put |
| 230 | —INTREXON CORP | 17,500,000 | $10.2B | 67.48% | |
| 231 | KELKELLOGG CO | 154,500 | $10.2B | 67.45% | Put |
| 232 | HPEHEWLETT PACKARD ENTERPRISE C | 1,037,755 | $10.1B | 66.73% | Put |
| 233 | IQVIQVIA HLDGS INC | 71,000 | $10.1B | 66.57% | Put |
| 234 | EAELECTRONIC ARTS INC | 76,100 | $10.0B | 66.41% | Put |
| 235 | LYBLYONDELLBASELL INDUSTRIES N | 151,991 | $10.0B | 66.01% | Put |
| 236 | KHCKRAFT HEINZ CO | 311,615 | $9.9B | 65.68% | Put |
| 237 | VRSNVERISIGN INC | 48,000 | $9.9B | 65.61% | Put |
| 238 | EFXEQUIFAX INC | 57,500 | $9.9B | 65.32% | Put |
| 239 | HLF 2.625 03/15/24HERBALIFE LTD | 10,000,000 | $9.9B | 65.26% | |
| 240 | FTVFORTIVE CORP | 145,305 | $9.8B | 64.98% | Put |
| 241 | FTNTFORTINET INC | 70,100 | $9.6B | 63.59% | Put |
| 242 | CYTK 4 11/15/26CYTOKINETICS INC | 4,000,000 | $9.5B | 63.06% | |
| 243 | MCHPMICROCHIP TECHNOLOGY INC. | 89,800 | $9.5B | 62.50% | Put |
| 244 | SCHWSCHWAB CHARLES CORP | 274,400 | $9.3B | 61.19% | Put |
| 245 | —TILRAY INC | 20,000,000 | $9.3B | 61.13% | |
| 246 | ALXNALEXION PHARMACEUTICALS INC | 82,200 | $9.2B | 60.98% | Put |
| 247 | YUMYUM BRANDS INC | 104,089 | $9.0B | 59.79% | Put |
| 248 | —MERITOR INC | 8,975,000 | $9.0B | 59.24% | |
| 249 | KEYKEYCORP | 726,905 | $8.9B | 58.52% | Put |
| 250 | MSIMOTOROLA SOLUTIONS INC | 61,871 | $8.7B | 57.30% | Put |
| 251 | HESHESS CORP | 165,906 | $8.6B | 56.81% | Put |
| 252 | ULTAULTA BEAUTY INC | 42,019 | $8.5B | 56.49% | Put |
| 253 | PAYXPAYCHEX INC | 112,500 | $8.5B | 56.32% | Put |
| 254 | DLTRDOLLAR TREE INC | 91,400 | $8.5B | 55.99% | Put |
| 255 | —GRANITE PT MTG TR INC | 12,000,000 | $8.5B | 55.91% | |
| 256 | KEYSKEYSIGHT TECHNOLOGIES INC | 83,900 | $8.5B | 55.89% | Put |
| 257 | GLWCORNING INC | 324,941 | $8.4B | 55.62% | Put |
| 258 | NXPINXP SEMICONDUCTORS N V | 73,700 | $8.4B | 55.54% | Put |
| 259 | KRKROGER CO | 247,200 | $8.4B | 55.30% | Put |
| 260 | STXSEAGATE TECHNOLOGY PLC | 170,714 | $8.3B | 54.62% | Put |
| 261 | WBAWALGREENS BOOTS ALLIANCE INC | 193,800 | $8.2B | 54.29% | Put |
| 262 | MARMARRIOTT INTL INC NEW | 95,599 | $8.2B | 54.17% | Put |
| 263 | SNPSSYNOPSYS INC | 41,800 | $8.2B | 53.88% | Put |
| 264 | ETNEATON CORP PLC | 92,900 | $8.1B | 53.71% | Put |
| 265 | BKNGBOOKING HOLDINGS INC | 5,100 | $8.1B | 53.67% | Put |
| 266 | LENLENNAR CORP | 130,300 | $8.0B | 53.06% | Put |
| 267 | NTAPNETAPP INC | 180,633 | $8.0B | 52.97% | Put |
| 268 | CMICUMMINS INC | 46,000 | $8.0B | 52.67% | Put |
| 269 | APDAIR PRODS & CHEMS INC | 33,000 | $8.0B | 52.66% | Put |
| 270 | OREALTY INCOME CORP | 132,342 | $7.9B | 52.05% | Put |
| 271 | ADMARCHER DANIELS MIDLAND CO | 196,463 | $7.8B | 51.81% | Put |
| 272 | BALLBALL CORP | 111,200 | $7.7B | 51.07% | Put |
| 273 | FANGDIAMONDBACK ENERGY INC | 184,220 | $7.7B | 50.92% | Put |
| 274 | GDGENERAL DYNAMICS CORP | 50,800 | $7.6B | 50.18% | Put |
| 275 | FDXFEDEX CORP | 54,100 | $7.6B | 50.14% | Put |
| 276 | EWYISHARES INC | 132,636 | $7.6B | 50.08% | Put |
| 277 | JDJD.COM INC | 124,894 | $7.5B | 49.67% | Put |
| 278 | EDCONSOLIDATED EDISON INC | 103,061 | $7.4B | 48.99% | Put |
| 279 | MCKMCKESSON CORP | 48,100 | $7.4B | 48.77% | Put |
| 280 | OKEONEOK INC NEW | 222,109 | $7.4B | 48.76% | Put |
| 281 | TSNTYSON FOODS INC | 123,458 | $7.4B | 48.72% | Put |
| 282 | URIUNITED RENTALS INC | 49,400 | $7.4B | 48.66% | Put |
| 283 | PHMPULTE GROUP INC | 215,948 | $7.3B | 48.57% | Put |
| 284 | MLMMARTIN MARIETTA MATLS INC | 35,212 | $7.3B | 48.07% | Put |
| 285 | MCXMCCORMICK & CO INC | 40,300 | $7.2B | 47.78% | Put |
| 286 | ROKROCKWELL AUTOMATION INC | 33,900 | $7.2B | 47.72% | Put |
| 287 | IPINTL PAPER CO | 203,992 | $7.2B | 47.47% | Put |
| 288 | KSUEURKANSAS CITY SOUTHERN | 47,500 | $7.1B | 46.87% | Put |
| 289 | WELLWELLTOWER INC | 136,343 | $7.1B | 46.63% | Put |
| 290 | TTWOTAKE-TWO INTERACTIVE SOFTWAR | 49,800 | $7.0B | 45.93% | Put |
| 291 | IDXXIDEXX LABS INC | 20,700 | $6.8B | 45.17% | Put |
| 292 | PENN 2.75 05/15/26PENN NATL GAMING INC | 4,500,000 | $6.8B | 44.70% | |
| 293 | —WRIGHT MED GROUP N V | 227,277 | $6.8B | 44.64% | |
| 294 | ZIONZIONS BANCORPORATION N A | 198,206 | $6.7B | 44.54% | Put |
| 295 | MNSTMONSTER BEVERAGE CORP NEW | 97,200 | $6.7B | 44.53% | Put |
| 296 | FITBFIFTH THIRD BANCORP | 348,995 | $6.7B | 44.47% | Put |
| 297 | FFIVF5 NETWORKS INC | 47,300 | $6.6B | 43.61% | Put |
| 298 | DFSEURDISCOVER FINL SVCS | 131,513 | $6.6B | 43.54% | Put |
| 299 | WHRWHIRLPOOL CORP | 50,716 | $6.6B | 43.42% | Put |
| 300 | ANETEURARISTA NETWORKS INC | 31,082 | $6.5B | 43.14% | Put |