CAPSTONE INVESTMENT ADVISORS, LLC Q3 2020 Filing
Filed November 16, 2020
Portfolio Value
$19.6B
Holdings
615
Report Date
Q3 2020
Filing Type
13F-HR
All Holdings (615 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | BLKCHFBLACKROCK INC | 70,500 | $39.7B | 203.10% | Put |
| 102 | CICIGNA CORP NEW | 232,284 | $39.4B | 201.16% | Put |
| 103 | EBAEBAY INC. | 743,500 | $38.7B | 198.02% | Put |
| 104 | EWEDWARDS LIFESCIENCES CORP | 483,000 | $38.6B | 197.08% | Put |
| 105 | ZTSZOETIS INC | 233,000 | $38.5B | 196.97% | Put |
| 106 | FISFIDELITY NATL INFORMATION SV | 253,200 | $37.3B | 190.54% | Put |
| 107 | IBMINTERNATIONAL BUSINESS MACHS | 305,700 | $37.2B | 190.13% | Put |
| 108 | CSXCSX CORP | 476,400 | $37.0B | 189.15% | Put |
| 109 | HUMHUMANA INC | 88,400 | $36.6B | 187.04% | Put |
| 110 | AMATAPPLIED MATLS INC | 613,013 | $36.4B | 186.30% | Put |
| 111 | LRCXEURLAM RESEARCH CORP | 108,072 | $35.9B | 183.28% | Put |
| 112 | DEDEERE & CO | 154,900 | $34.3B | 175.49% | Put |
| 113 | USBUS BANCORP DEL | 911,646 | $32.7B | 167.07% | Put |
| 114 | BIIBBIOGEN INC | 112,623 | $31.9B | 163.32% | Put |
| 115 | KLACKLA CORP | 164,100 | $31.8B | 162.52% | Put |
| 116 | NOCNORTHROP GRUMMAN CORP | 100,741 | $31.8B | 162.47% | Put |
| 117 | PNCPNC FINL SVCS GROUP INC | 286,733 | $31.5B | 161.10% | Put |
| 118 | MUMICRON TECHNOLOGY INC | 666,549 | $31.3B | 160.01% | Put |
| 119 | SCHWSCHWAB CHARLES CORP | 856,126 | $31.0B | 158.56% | Put |
| 120 | NSCNORFOLK SOUTHN CORP | 143,900 | $30.8B | 157.41% | Put |
| 121 | SOSOUTHERN CO | 556,774 | $30.2B | 154.32% | Put |
| 122 | LUV 1.25 05/01/25SOUTHWEST AIRLS CO | 23,000,000 | $30.1B | 154.02% | |
| 123 | MOALTRIA GROUP INC | 765,121 | $29.6B | 151.13% | Put |
| 124 | —CLEVELAND-CLIFFS INC NEW | 28,193,000 | $29.3B | 149.64% | |
| 125 | CATCATERPILLAR INC DEL | 195,607 | $29.2B | 149.14% | Put |
| 126 | BAXBAXTER INTL INC | 357,139 | $28.7B | 146.82% | Put |
| 127 | DDDUPONT DE NEMOURS INC | 512,408 | $28.4B | 145.32% | Put |
| 128 | ADSKAUTODESK INC | 122,500 | $28.3B | 144.66% | Put |
| 129 | LHXL3HARRIS TECHNOLOGIES INC | 165,023 | $28.0B | 143.28% | Put |
| 130 | GSGOLDMAN SACHS GROUP INC | 136,548 | $27.4B | 140.28% | Put |
| 131 | AXPAMERICAN EXPRESS CO | 272,600 | $27.3B | 139.70% | Put |
| 132 | SPGSIMON PPTY GROUP INC NEW | 414,399 | $26.8B | 137.02% | Put |
| 133 | NEMNEWMONT CORP | 416,800 | $26.4B | 135.19% | Put |
| 134 | ZMZOOM VIDEO COMMUNICATIONS IN | 56,200 | $26.4B | 135.06% | Put |
| 135 | ISRGINTUITIVE SURGICAL INC | 36,900 | $26.2B | 133.84% | Put |
| 136 | W 1.125 11/01/24WAYFAIR INC | 10,000,000 | $25.7B | 131.48% | |
| 137 | FISVFISERV INC | 248,000 | $25.6B | 130.65% | Put |
| 138 | AFWALIGN TECHNOLOGY INC | 76,800 | $25.1B | 128.52% | Put |
| 139 | COFCAPITAL ONE FINL CORP | 349,014 | $25.1B | 128.21% | Put |
| 140 | —TWO HBRS INVT CORP | 25,000,000 | $25.1B | 128.12% | |
| 141 | SRESEMPRA ENERGY | 209,521 | $24.8B | 126.77% | Put |
| 142 | CVSCVS HEALTH CORP | 423,800 | $24.8B | 126.52% | Put |
| 143 | ICEINTERCONTINENTAL EXCHANGE IN | 246,100 | $24.6B | 125.87% | Put |
| 144 | ATVIEURACTIVISION BLIZZARD INC | 301,300 | $24.4B | 124.68% | Put |
| 145 | ROSTROSS STORES INC | 260,047 | $24.3B | 124.05% | Put |
| 146 | MPCMARATHON PETE CORP | 825,824 | $24.2B | 123.86% | Put |
| 147 | WMBWILLIAMS COS INC | 1,218,758 | $23.9B | 122.43% | Put |
| 148 | XLNXEURXILINX INC | 229,124 | $23.9B | 122.09% | Put |
| 149 | —MOMENTA PHARMACEUTICALS INC | 453,362 | $23.8B | 121.62% | |
| 150 | AFLAFLAC INC | 649,776 | $23.6B | 120.74% | Put |
| 151 | ELLAUDER ESTEE COS INC | 106,700 | $23.3B | 119.04% | Put |
| 152 | CACCCREDIT ACCEP CORP MICH | 68,700 | $23.3B | 118.93% | Put |
| 153 | GPNGLOBAL PMTS INC | 130,600 | $23.2B | 118.56% | Put |
| 154 | KMBKIMBERLY CLARK CORP | 156,300 | $23.1B | 117.98% | Put |
| 155 | MCOMOODYS CORP | 79,600 | $23.1B | 117.94% | Put |
| 156 | TJXTJX COS INC NEW | 407,300 | $22.7B | 115.87% | Put |
| 157 | PRUPRUDENTIAL FINL INC | 356,360 | $22.6B | 115.71% | Put |
| 158 | SLBSCHLUMBERGER LTD | 1,440,123 | $22.4B | 114.55% | Put |
| 159 | DHID R HORTON INC | 291,900 | $22.1B | 112.85% | Put |
| 160 | PSAPUBLIC STORAGE | 99,083 | $22.1B | 112.81% | Put |
| 161 | 8CWCROWN CASTLE INTL CORP NEW | 132,200 | $22.0B | 112.52% | Put |
| 162 | JCIJOHNSON CTLS INTL PLC | 530,827 | $21.7B | 110.85% | Put |
| 163 | ADIANALOG DEVICES INC | 184,600 | $21.6B | 110.16% | Put |
| 164 | TDOCTELADOC HEALTH INC | 98,051 | $21.5B | 109.89% | |
| 165 | COPCONOCOPHILLIPS | 639,907 | $21.0B | 107.42% | Put |
| 166 | BKNGBOOKING HOLDINGS INC | 12,100 | $20.7B | 105.82% | Put |
| 167 | APDAIR PRODS & CHEMS INC | 69,200 | $20.6B | 105.37% | Put |
| 168 | GMGENERAL MTRS CO | 688,947 | $20.4B | 104.21% | Put |
| 169 | EMREMERSON ELEC CO | 306,044 | $20.1B | 102.58% | Put |
| 170 | ALSALLSTATE CORP | 207,430 | $19.5B | 99.82% | Put |
| 171 | VLOVALERO ENERGY CORP | 442,498 | $19.2B | 98.00% | Put |
| 172 | PSXPHILLIPS 66 | 365,283 | $18.9B | 96.80% | Put |
| 173 | EAELECTRONIC ARTS INC | 144,100 | $18.8B | 96.06% | Put |
| 174 | CBCHUBB LIMITED | 160,400 | $18.6B | 95.21% | Put |
| 175 | VENVENTAS INC | 443,133 | $18.6B | 95.05% | Put |
| 176 | TRVTRAVELERS COMPANIES INC | 171,386 | $18.5B | 94.79% | Put |
| 177 | DDOMINION ENERGY INC | 234,792 | $18.5B | 94.73% | Put |
| 178 | BBYBEST BUY INC | 164,200 | $18.3B | 93.42% | Put |
| 179 | —BARCLAYS BANK PLC | 717,200 | $17.9B | 91.29% | Put |
| 180 | DGDOLLAR GEN CORP NEW | 85,100 | $17.8B | 91.19% | Put |
| 181 | BKBANK NEW YORK MELLON CORP | 517,552 | $17.8B | 90.85% | Put |
| 182 | CDNSCADENCE DESIGN SYSTEM INC | 163,200 | $17.4B | 88.96% | Put |
| 183 | GISGENERAL MLS INC | 278,700 | $17.2B | 87.87% | Put |
| 184 | AG8AGILENT TECHNOLOGIES INC | 170,000 | $17.2B | 87.72% | Put |
| 185 | GEGENERAL ELECTRIC CO | 2,744,826 | $17.1B | 87.41% | Put |
| 186 | MARMARRIOTT INTL INC NEW | 183,472 | $17.0B | 86.83% | Put |
| 187 | AWMSKYWORKS SOLUTIONS INC | 116,200 | $16.9B | 86.43% | Put |
| 188 | DOWDOW INC | 354,374 | $16.7B | 85.24% | Put |
| 189 | AIGAMERICAN INTL GROUP INC | 602,834 | $16.6B | 84.84% | Put |
| 190 | STZCONSTELLATION BRANDS INC | 87,200 | $16.5B | 84.48% | Put |
| 191 | DUKDUKE ENERGY CORP NEW | 186,000 | $16.5B | 84.21% | Put |
| 192 | ITWILLINOIS TOOL WKS INC | 85,200 | $16.5B | 84.15% | Put |
| 193 | CNCCENTENE CORP DEL | 278,933 | $16.3B | 83.17% | Put |
| 194 | 7HPHP INC | 855,383 | $16.2B | 83.04% | Put |
| 195 | SLVISHARES SILVER TR | 750,000 | $16.2B | 82.97% | Call |
| 196 | JDJD.COM INC | 207,200 | $16.1B | 82.21% | Put |
| 197 | CPRTCOPART INC | 152,400 | $16.0B | 81.92% | Put |
| 198 | CTSHCOGNIZANT TECHNOLOGY SOLUTIO | 230,100 | $16.0B | 81.65% | Put |
| 199 | HSYHERSHEY CO | 111,100 | $15.9B | 81.41% | Put |
| 200 | WMWASTE MGMT INC DEL | 140,300 | $15.9B | 81.17% | Put |