CAPSTONE INVESTMENT ADVISORS, LLC Q3 2019 Filing

Filed November 14, 2019

Portfolio Value

$14.6B

Holdings

602

Report Date

Q3 2019

Filing Type

13F-HR

All Holdings (602 positions)

#	Stock	Shares	Value	% Portfolio	Type
101	—BHP GROUP PLC	769,883	$33.0M	0.23%
102	CICIGNA CORP NEW	217,229	$33.0M	0.23%	Put
103	FDXFEDEX CORP	221,751	$32.3M	0.22%	Put
104	CATCATERPILLAR INC DEL	254,117	$32.1M	0.22%	Put
105	USBUS BANCORP DEL	577,100	$31.9M	0.22%	Put
106	REGNREGENERON PHARMACEUTICALS	114,774	$31.8M	0.22%	Put
107	TJXTJX COS INC NEW	570,655	$31.8M	0.22%	Put
108	BIIBBIOGEN INC	132,384	$30.8M	0.21%	Put
109	SYKSTRYKER CORP	142,200	$30.8M	0.21%	Put
110	PNCPNC FINL SVCS GROUP INC	216,951	$30.4M	0.21%	Put
111	MUMICRON TECHNOLOGY INC	704,900	$30.2M	0.21%	Put
112	COPCONOCOPHILLIPS	521,109	$29.7M	0.20%	Put
113	OXYOCCIDENTAL PETE CORP	642,014	$28.6M	0.20%	Put
114	EWYISHARES INC	500,000	$28.2M	0.19%	Put
115	ILMNILLUMINA INC	88,913	$27.0M	0.19%	Put
116	DEDEERE & CO	159,100	$26.8M	0.18%	Put
117	—GOLAR LNG LTD	30,700,000	$26.8M	0.18%
118	LRCXEURLAM RESEARCH CORP	114,800	$26.5M	0.18%	Put
119	GWRUSDGENESEE & WYO INC	234,538	$25.9M	0.18%
120	ADPAUTOMATIC DATA PROCESSING IN	159,195	$25.7M	0.18%	Put
121	DWDMORGAN STANLEY	596,716	$25.5M	0.17%	Put
122	CSXCSX CORP	357,666	$24.8M	0.17%	Put
123	YUMYUM BRANDS INC	217,976	$24.7M	0.17%	Put
124	BLKCHFBLACKROCK INC	54,022	$24.1M	0.17%	Put
125	GMGENERAL MTRS CO	641,168	$24.0M	0.17%	Put
126	SLBSCHLUMBERGER LTD	682,637	$23.3M	0.16%	Put
127	ICEINTERCONTINENTAL EXCHANGE IN	251,555	$23.2M	0.16%	Put
128	8CWCROWN CASTLE INTL CORP NEW	166,519	$23.1M	0.16%	Put
129	NSCNORFOLK SOUTHERN CORP	127,595	$22.9M	0.16%	Put
130	PGRPROGRESSIVE CORP OHIO	295,805	$22.9M	0.16%	Put
131	PRUPRUDENTIAL FINL INC	253,351	$22.8M	0.16%	Put
132	COFCAPITAL ONE FINL CORP	243,800	$22.2M	0.15%	Put
133	WBAWALGREENS BOOTS ALLIANCE INC	395,107	$21.9M	0.15%	Put
134	BAXBAXTER INTL INC	248,400	$21.7M	0.15%	Put
135	SPGSIMON PPTY GROUP INC NEW	139,549	$21.7M	0.15%	Put
136	EWEDWARDS LIFESCIENCES CORP	97,109	$21.4M	0.15%	Put
137	EOGEOG RES INC	283,442	$21.0M	0.14%	Put
138	DUKDUKE ENERGY CORP NEW	216,900	$20.8M	0.14%	Put
139	—TWO HBRS INVT CORP	20,000,000	$20.6M	0.14%
140	AIGAMERICAN INTL GROUP INC	369,700	$20.6M	0.14%	Put
141	AMATAPPLIED MATLS INC	411,300	$20.5M	0.14%	Put
142	DDOMINION ENERGY INC	251,800	$20.4M	0.14%	Put
143	HUMHUMANA INC	79,097	$20.2M	0.14%	Put
144	ZTSZOETIS INC	160,796	$20.0M	0.14%	Put
145	MPCMARATHON PETE CORP	329,369	$20.0M	0.14%	Put
146	RTN1USDRAYTHEON CO	101,809	$20.0M	0.14%	Put
147	BSXBOSTON SCIENTIFIC CORP	489,529	$19.9M	0.14%	Put
148	AFLAFLAC INC	376,615	$19.7M	0.14%	Put
149	PSAPUBLIC STORAGE	79,900	$19.6M	0.13%	Put
150	RWT 5.625 07/15/24REDWOOD TR INC	19,249,000	$19.6M	0.13%
151	ALSALLSTATE CORP	179,100	$19.5M	0.13%	Put
152	BKBANK NEW YORK MELLON CORP	424,117	$19.2M	0.13%	Put
153	RWT 4.75 08/15/23REDWOOD TR INC	19,159,000	$19.1M	0.13%
154	METMETLIFE INC	399,900	$18.9M	0.13%	Put
155	HLF 2.625 03/15/24HERBALIFE LTD	20,000,000	$18.7M	0.13%
156	DALDELTA AIR LINES INC DEL	323,400	$18.6M	0.13%	Put
157	WMBWILLIAMS COS INC DEL	765,350	$18.4M	0.13%	Put
158	—TESLA INC	18,000,000	$18.3M	0.13%
159	NEMNEWMONT GOLDCORP CORPORATION	481,300	$18.3M	0.13%	Put
160	XLNXEURXILINX INC	190,192	$18.2M	0.13%	Put
161	DYHTARGET CORP	168,600	$18.0M	0.12%	Put
162	7HPHP INC	950,901	$18.0M	0.12%	Put
163	—WHITING PETE CORP NEW	18,349,000	$18.0M	0.12%
164	SPGIS&P GLOBAL INC	73,286	$18.0M	0.12%	Put
165	BDXBECTON DICKINSON & CO	70,024	$17.7M	0.12%	Put
166	ADSKAUTODESK INC	119,338	$17.6M	0.12%	Put
167	LUVSOUTHWEST AIRLS CO	326,300	$17.6M	0.12%	Put
168	VLOVALERO ENERGY CORP NEW	205,672	$17.5M	0.12%	Put
169	EAELECTRONIC ARTS INC	178,687	$17.5M	0.12%	Put
170	KMBKIMBERLY CLARK CORP	122,809	$17.4M	0.12%	Put
171	HSYHERSHEY CO	111,400	$17.3M	0.12%	Put
172	VRTXVERTEX PHARMACEUTICALS INC	100,558	$17.0M	0.12%	Put
173	ELLAUDER ESTEE COS INC	85,500	$17.0M	0.12%	Put
174	ATVIEURACTIVISION BLIZZARD INC	319,930	$16.9M	0.12%	Put
175	SMHVANECK VECTORS ETF TR	141,700	$16.9M	0.12%	Put
176	—SUNTRUST BKS INC	245,137	$16.9M	0.12%	Put
177	WMWASTE MGMT INC DEL	146,500	$16.8M	0.12%	Put
178	MARMARRIOTT INTL INC NEW	134,922	$16.8M	0.12%	Put
179	ECLECOLAB INC	83,900	$16.6M	0.11%	Put
180	GDGENERAL DYNAMICS CORP	88,890	$16.2M	0.11%	Put
181	FFORD MTR CO DEL	1,708,492	$15.7M	0.11%	Put
182	STZCONSTELLATION BRANDS INC	73,937	$15.3M	0.11%	Put
183	AMDADVANCED MICRO DEVICES INC	527,600	$15.3M	0.11%	Put
184	ADIANALOG DEVICES INC	136,480	$15.2M	0.10%	Put
185	XLYSELECT SECTOR SPDR TR	125,986	$15.2M	0.10%	Put
186	—ALDER BIOPHARMACEUTICALS INC	13,500,000	$15.0M	0.10%
187	TRVTRAVELERS COMPANIES INC	100,873	$15.0M	0.10%	Put
188	—AEROJET ROCKETDYNE HLDGS INC	7,500,000	$15.0M	0.10%
189	—MFA FINL INC	14,500,000	$15.0M	0.10%
190	EBAEBAY INC	377,909	$14.7M	0.10%	Put
191	DGDOLLAR GEN CORP NEW	92,500	$14.7M	0.10%	Put
192	JCIJOHNSON CTLS INTL PLC	334,100	$14.7M	0.10%	Put
193	ALXNALEXION PHARMACEUTICALS INC	145,821	$14.3M	0.10%	Put
194	SRESEMPRA ENERGY	96,603	$14.3M	0.10%	Put
195	—PATTERN ENERGY GROUP INC	13,400,000	$14.1M	0.10%
196	CUKCARNIVAL PLC	334,805	$14.1M	0.10%
197	BBTUSDBB&T CORP	262,465	$14.0M	0.10%	Put
198	KMIKINDER MORGAN INC DEL	678,800	$14.0M	0.10%	Put
199	HCAHCA HEALTHCARE INC	114,454	$13.8M	0.09%	Put
200	AFWALIGN TECHNOLOGY INC	75,530	$13.7M	0.09%	Put

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