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 |
|---|---|---|---|---|---|
| 201 | HCAHCA HEALTHCARE INC | 127,300 | $15.9B | 81.13% | Put |
| 202 | CMICUMMINS INC | 75,100 | $15.9B | 81.07% | Put |
| 203 | MNSTMONSTER BEVERAGE CORP NEW | 196,800 | $15.8B | 80.69% | Put |
| 204 | EOGEOG RES INC | 438,606 | $15.8B | 80.58% | Put |
| 205 | KHCKRAFT HEINZ CO | 522,272 | $15.6B | 79.96% | Put |
| 206 | HIGHARTFORD FINL SVCS GROUP INC | 423,413 | $15.6B | 79.78% | Put |
| 207 | ALXNALEXION PHARMACEUTICALS INC | 135,700 | $15.5B | 79.38% | Put |
| 208 | SPGIS&P GLOBAL INC | 42,700 | $15.4B | 78.71% | Put |
| 209 | WBAWALGREENS BOOTS ALLIANCE INC | 426,275 | $15.3B | 78.27% | Put |
| 210 | ECLECOLAB INC | 76,500 | $15.3B | 78.15% | Put |
| 211 | PEOEXELON CORP | 426,289 | $15.2B | 77.93% | Put |
| 212 | FTVFORTIVE CORP | 199,300 | $15.2B | 77.65% | Put |
| 213 | BSXBOSTON SCIENTIFIC CORP | 395,225 | $15.1B | 77.20% | Put |
| 214 | SWKSTANLEY BLACK & DECKER INC | 91,900 | $14.9B | 76.20% | Put |
| 215 | PXDEURPIONEER NAT RES CO | 172,956 | $14.9B | 76.03% | Put |
| 216 | AAL 6.5 07/01/25AMERICAN AIRLS GROUP INC | 16,000,000 | $14.8B | 75.81% | |
| 217 | DOCUDOCUSIGN INC | 67,686 | $14.6B | 74.48% | Put |
| 218 | TWTRUSDTWITTER INC | 326,200 | $14.5B | 74.20% | Put |
| 219 | PENN 2.75 05/15/26PENN NATL GAMING INC | 4,500,000 | $14.5B | 73.94% | |
| 220 | —GOLAR LNG LTD | 18,000,000 | $14.4B | 73.56% | |
| 221 | PAYXPAYCHEX INC | 179,900 | $14.4B | 73.36% | Put |
| 222 | MUBISHARES TR | 123,446 | $14.3B | 73.16% | |
| 223 | T7DTRANSDIGM GROUP INC | 29,868 | $14.2B | 72.54% | Put |
| 224 | SYYSYSCO CORP | 228,034 | $14.2B | 72.53% | Put |
| 225 | METMETLIFE INC | 381,593 | $14.2B | 72.51% | Put |
| 226 | VRSNVERISIGN INC | 69,200 | $14.2B | 72.47% | Put |
| 227 | LENLENNAR CORP | 173,300 | $14.2B | 72.36% | Put |
| 228 | LULULULULEMON ATHLETICA INC | 42,410 | $14.0B | 71.41% | Put |
| 229 | RFREGIONS FINANCIAL CORP NEW | 1,189,993 | $13.7B | 70.14% | Put |
| 230 | ETNEATON CORP PLC | 134,000 | $13.7B | 69.89% | Put |
| 231 | IQVIQVIA HLDGS INC | 85,900 | $13.5B | 69.22% | Put |
| 232 | AKAMAKAMAI TECHNOLOGIES INC | 121,900 | $13.5B | 68.88% | Put |
| 233 | WYNNWYNN RESORTS LTD | 185,773 | $13.3B | 68.19% | Put |
| 234 | CTXSEURCITRIX SYS INC | 95,700 | $13.2B | 67.37% | Put |
| 235 | EWYISHARES INC | 200,096 | $13.1B | 66.83% | Put |
| 236 | SNPSSYNOPSYS INC | 60,800 | $13.0B | 66.51% | Put |
| 237 | APLS 3.5 09/15/26APELLIS PHARMACEUTICALS INC | 12,000,000 | $12.9B | 65.87% | |
| 238 | LYBLYONDELLBASELL INDUSTRIES N | 181,203 | $12.8B | 65.29% | Put |
| 239 | DLTRDOLLAR TREE INC | 137,941 | $12.6B | 64.41% | Put |
| 240 | CLXCLOROX CO DEL | 59,400 | $12.5B | 63.82% | Put |
| 241 | GLWCORNING INC | 382,100 | $12.4B | 63.31% | Put |
| 242 | CYTK 4 11/15/26CYTOKINETICS INC | 5,500,000 | $12.2B | 62.54% | |
| 243 | STTSTATE STR CORP | 204,717 | $12.1B | 62.08% | Put |
| 244 | WDCWESTERN DIGITAL CORP. | 330,878 | $12.1B | 61.82% | Put |
| 245 | MCHPMICROCHIP TECHNOLOGY INC. | 117,500 | $12.1B | 61.72% | Put |
| 246 | ADMARCHER DANIELS MIDLAND CO | 258,800 | $12.0B | 61.51% | Put |
| 247 | MSIMOTOROLA SOLUTIONS INC | 76,600 | $12.0B | 61.40% | Put |
| 248 | —MERITOR INC | 11,475,000 | $11.9B | 61.01% | |
| 249 | BALLBALL CORP | 142,600 | $11.9B | 60.59% | Put |
| 250 | VAREURVARIAN MED SYS INC | 68,174 | $11.7B | 59.94% | |
| 251 | —INVITAE CORP | 7,000,000 | $11.5B | 59.02% | |
| 252 | BIDUNBAIDU INC | 90,980 | $11.5B | 58.87% | Put |
| 253 | LVSLAS VEGAS SANDS CORP | 245,119 | $11.4B | 58.47% | Put |
| 254 | BMY-RBRISTOL-MYERS SQUIBB CO | 5,038,994 | $11.3B | 57.96% | |
| 255 | HPEHEWLETT PACKARD ENTERPRISE C | 1,206,683 | $11.3B | 57.80% | Put |
| 256 | KEYSKEYSIGHT TECHNOLOGIES INC | 113,833 | $11.2B | 57.48% | Put |
| 257 | ULTAULTA BEAUTY INC | 50,178 | $11.2B | 57.45% | Put |
| 258 | DC4DEXCOM INC | 27,200 | $11.2B | 57.32% | Put |
| 259 | PPGPPG INDS INC | 91,800 | $11.2B | 57.29% | Put |
| 260 | —ISTAR INC | 10,429,000 | $11.2B | 57.23% | |
| 261 | MRSHMARSH & MCLENNAN COS INC | 96,700 | $11.1B | 56.70% | Put |
| 262 | GENNORTONLIFELOCK INC | 531,300 | $11.1B | 56.60% | Put |
| 263 | OREALTY INCOME CORP | 181,327 | $11.0B | 56.31% | Put |
| 264 | —IRONWOOD PHARMACEUTICALS INC | 11,000,000 | $11.0B | 56.26% | |
| 265 | EXAS 0.375 03/01/28EXACT SCIENCES CORP | 10,000,000 | $10.8B | 55.45% | |
| 266 | AKAM 0.125 05/01/25AKAMAI TECHNOLOGIES INC | 8,400,000 | $10.8B | 55.43% | |
| 267 | CITCINTAS CORP | 32,500 | $10.8B | 55.30% | Put |
| 268 | GDGENERAL DYNAMICS CORP | 76,940 | $10.7B | 54.45% | Put |
| 269 | KSUEURKANSAS CITY SOUTHERN | 58,100 | $10.5B | 53.71% | Put |
| 270 | FTNTFORTINET INC | 88,192 | $10.4B | 53.11% | Put |
| 271 | W 1 08/15/26WAYFAIR INC | 5,000,000 | $10.4B | 53.10% | |
| 272 | ROKROCKWELL AUTOMATION INC | 46,700 | $10.3B | 52.68% | Put |
| 273 | WTWWILLIS TOWERS WATSON PLC LTD | 49,350 | $10.3B | 52.68% | Put |
| 274 | URIUNITED RENTALS INC | 58,900 | $10.3B | 52.54% | Put |
| 275 | APTVAPTIV PLC | 111,900 | $10.3B | 52.44% | Put |
| 276 | MCKMCKESSON CORP | 68,300 | $10.2B | 52.00% | Put |
| 277 | WHRWHIRLPOOL CORP | 55,300 | $10.2B | 51.99% | Put |
| 278 | KEYKEYCORP | 851,800 | $10.2B | 51.95% | Put |
| 279 | AEPAMERICAN ELEC PWR CO INC | 123,400 | $10.1B | 51.56% | Put |
| 280 | HESHESS CORP | 245,554 | $10.1B | 51.38% | Put |
| 281 | HLF 2.625 03/15/24HERBALIFE LTD | 10,000,000 | $10.0B | 51.22% | |
| 282 | —GRANITE PT MTG TR INC | 10,700,000 | $10.0B | 51.07% | |
| 283 | YUMYUM BRANDS INC | 109,212 | $10.0B | 50.98% | Put |
| 284 | TTWOTAKE-TWO INTERACTIVE SOFTWAR | 59,900 | $9.9B | 50.59% | Put |
| 285 | SBACSBA COMMUNICATIONS CORP NEW | 30,800 | $9.8B | 50.14% | Put |
| 286 | WDAYWORKDAY INC | 44,694 | $9.6B | 49.15% | Put |
| 287 | EDCONSOLIDATED EDISON INC | 123,365 | $9.6B | 49.06% | Put |
| 288 | PHMPULTE GROUP INC | 206,800 | $9.6B | 48.94% | Put |
| 289 | VFCV F CORP | 136,267 | $9.6B | 48.94% | Put |
| 290 | KRKROGER CO | 280,800 | $9.5B | 48.68% | Put |
| 291 | TELTE CONNECTIVITY LTD | 97,300 | $9.5B | 48.61% | Put |
| 292 | MCXMCCORMICK & CO INC | 48,600 | $9.4B | 48.23% | Put |
| 293 | DFSEURDISCOVER FINL SVCS | 163,016 | $9.4B | 48.15% | Put |
| 294 | AONAON PLC | 45,500 | $9.4B | 47.99% | Put |
| 295 | FASTFASTENAL CO | 207,700 | $9.4B | 47.87% | Put |
| 296 | TSNTYSON FOODS INC | 155,771 | $9.3B | 47.36% | Put |
| 297 | TROWPRICE T ROWE GROUP INC | 72,000 | $9.2B | 47.19% | Put |
| 298 | HYGISHARES TR | 109,800 | $9.2B | 47.09% | Put |
| 299 | ETRAE TRADE FINANCIAL CORP | 183,800 | $9.2B | 47.03% | Put |
| 300 | WELLWELLTOWER INC | 166,794 | $9.2B | 46.97% | Put |