CAPSTONE INVESTMENT ADVISORS, LLC Q4 2019 Filing

Filed February 14, 2020

Portfolio Value

$18.5B

Holdings

581

Report Date

Q4 2019

Filing Type

13F-HR

All Holdings (581 positions)

#	Stock	Shares	Value	% Portfolio	Type
101	LRCXEURLAM RESEARCH CORP	154,800	$45.3B	244.28%	Put
102	REGNREGENERON PHARMACEUTICALS	119,638	$44.9B	242.43%	Put
103	RTN1USDRAYTHEON CO	200,990	$44.2B	238.36%	Put
104	OXYOCCIDENTAL PETE CORP	1,057,954	$43.6B	235.29%	Put
105	EWEDWARDS LIFESCIENCES CORP	186,597	$43.5B	234.93%	Put
106	FDXFEDEX CORP	287,383	$43.5B	234.52%	Put
107	DWDMORGAN STANLEY	848,456	$43.4B	234.07%	Put
108	TJXTJX COS INC NEW	706,150	$43.1B	232.70%	Put
109	—TESLA INC	29,750,000	$42.2B	227.48%
110	CLCOLGATE PALMOLIVE CO	603,628	$41.6B	224.25%	Put
111	CSXCSX CORP	571,989	$41.4B	223.36%	Put
112	PNCPNC FINL SVCS GROUP INC	252,500	$40.3B	217.53%	Put
113	COPCONOCOPHILLIPS	615,500	$40.0B	216.01%	Put
114	CMECME GROUP INC	198,768	$39.9B	215.31%	Put
115	DYHTARGET CORP	310,500	$39.8B	214.84%	Put
116	ZAYOEURZAYO GROUP HLDGS INC	1,147,448	$39.8B	214.57%
117	NSCNORFOLK SOUTHERN CORP	204,166	$39.6B	213.90%	Put
118	SLBSCHLUMBERGER LTD	968,181	$38.9B	210.05%	Put
119	ZTSZOETIS INC	289,424	$38.3B	206.73%	Put
120	ELLAUDER ESTEE COS INC	183,200	$37.8B	204.21%	Put
121	GMGENERAL MTRS CO	1,016,951	$37.2B	200.87%	Put
122	AMATAPPLIED MATLS INC	602,409	$36.8B	198.45%	Put
123	SYKSTRYKER CORP	174,307	$36.6B	197.49%	Put
124	HUMHUMANA INC	99,400	$36.4B	196.62%	Put
125	BIIBBIOGEN INC	119,403	$35.4B	191.22%	Put
126	SPGIS&P GLOBAL INC	129,056	$35.2B	190.18%	Put
127	ILMNILLUMINA INC	105,781	$35.1B	189.38%	Put
128	SPGSIMON PPTY GROUP INC NEW	231,844	$34.5B	186.38%	Put
129	—BARCLAYS BK PLC	2,275,500	$34.4B	185.68%	Put
130	DEDEERE & CO	197,604	$34.2B	184.78%	Put
131	BLKCHFBLACKROCK INC	68,102	$34.2B	184.76%	Put
132	WBAWALGREENS BOOTS ALLIANCE INC	579,854	$34.2B	184.50%	Put
133	ADPAUTOMATIC DATA PROCESSING IN	197,163	$33.6B	181.42%	Put
134	VRTXVERTEX PHARMACEUTICALS INC	153,400	$33.6B	181.26%	Put
135	AIGAMERICAN INTL GROUP INC	651,210	$33.4B	180.40%	Put
136	METMETLIFE INC	628,137	$32.0B	172.79%	Put
137	COFCAPITAL ONE FINL CORP	309,939	$31.9B	172.14%	Put
138	BSXBOSTON SCIENTIFIC CORP	695,574	$31.5B	169.75%	Put
139	DUKDUKE ENERGY CORP NEW	341,641	$31.2B	168.17%	Put
140	—MEDICINES CO	8,973,000	$30.7B	165.62%
141	—GOLAR LNG LTD	33,700,000	$30.2B	163.17%
142	8CWCROWN CASTLE INTL CORP NEW	208,704	$29.7B	160.11%	Put
143	BAXBAXTER INTL INC	354,000	$29.6B	159.75%	Put
144	MPCMARATHON PETE CORP	490,659	$29.6B	159.54%	Put
145	WMBWILLIAMS COS INC DEL	1,228,687	$29.1B	157.29%	Put
146	PSAPUBLIC STORAGE	135,012	$28.8B	155.18%	Put
147	ICEINTERCONTINENTAL EXCHANGE IN	310,101	$28.7B	154.88%	Put
148	YUMYUM BRANDS INC	283,269	$28.5B	153.99%	Put
149	BDXBECTON DICKINSON & CO	104,658	$28.5B	153.62%	Put
150	AFLAFLAC INC	533,684	$28.2B	152.36%	Put
151	EOGEOG RES INC	329,668	$27.6B	149.02%	Put
152	VLOVALERO ENERGY CORP NEW	293,075	$27.4B	148.12%	Put
153	ATVIEURACTIVISION BLIZZARD INC	460,389	$27.4B	147.64%	Put
154	PGRPROGRESSIVE CORP OHIO	373,189	$27.0B	145.80%	Put
155	PRUPRUDENTIAL FINL INC	284,397	$26.7B	143.88%	Put
156	TFCTRUIST FINL CORP	471,305	$26.5B	143.25%	Put
157	NEMNEWMONT GOLDCORP CORPORATION	602,700	$26.2B	141.33%	Put
158	MARMARRIOTT INTL INC NEW	171,905	$26.0B	140.49%	Put
159	ADSKAUTODESK INC	138,700	$25.4B	137.33%	Put
160	—CTRIP COM INTL LTD	25,697,000	$25.3B	136.79%
161	EAELECTRONIC ARTS INC	235,409	$25.3B	136.59%	Put
162	DDOMINION ENERGY INC	301,637	$25.0B	134.82%	Put
163	AFWALIGN TECHNOLOGY INC	89,230	$24.9B	134.38%	Put
164	DGDOLLAR GEN CORP NEW	155,800	$24.3B	131.15%	Put
165	HSYHERSHEY CO	164,427	$24.2B	130.43%	Put
166	WMWASTE MGMT INC DEL	210,300	$24.0B	129.34%	Put
167	JCIJOHNSON CTLS INTL PLC	572,316	$23.3B	125.74%	Put
168	BKBANK NEW YORK MELLON CORP	458,908	$23.1B	124.65%	Put
169	DALDELTA AIR LINES INC DEL	394,800	$23.1B	124.60%	Put
170	PXDEURPIONEER NAT RES CO	152,164	$23.0B	124.31%	Put
171	ALSALLSTATE CORP	203,900	$22.9B	123.74%	Put
172	XLNXEURXILINX INC	232,144	$22.7B	122.49%	Put
173	EBAEBAY INC	612,782	$22.1B	119.42%	Put
174	FISVFISERV INC	189,551	$21.9B	118.29%	Put
175	ROSTROSS STORES INC	186,956	$21.8B	117.47%	Put
176	STZCONSTELLATION BRANDS INC	113,398	$21.5B	116.12%	Put
177	DOWDOW INC	383,820	$21.0B	113.37%	Put
178	TWTRUSDTWITTER INC	650,289	$20.8B	112.48%	Put
179	—WHITING PETE CORP NEW	21,203,000	$20.8B	112.27%
180	ADIANALOG DEVICES INC	174,304	$20.7B	111.79%	Put
181	0VVBVIACOMCBS INC	489,741	$20.6B	110.93%	Put
182	TIFEURTIFFANY & CO NEW	150,715	$20.1B	108.71%	Put
183	HCAHCA HEALTHCARE INC	136,200	$20.1B	108.65%	Put
184	GPNGLOBAL PMTS INC	109,600	$20.0B	107.98%	Put
185	—AEROJET ROCKETDYNE HLDGS INC	11,000,000	$20.0B	107.97%
186	EMREMERSON ELEC CO	262,200	$20.0B	107.91%	Put
187	GLWCORNING INC	677,346	$19.7B	106.41%	Put
188	RWT 4.75 08/15/23REDWOOD TR INC	19,159,000	$19.7B	106.18%
189	RWT 5.625 07/15/24REDWOOD TR INC	19,249,000	$19.7B	106.09%
190	FFORD MTR CO DEL	2,100,368	$19.5B	105.42%	Put
191	GISGENERAL MLS INC	363,900	$19.5B	105.18%	Put
192	CMGCHIPOTLE MEXICAN GRILL INC	22,912	$19.2B	103.52%	Put
193	VENVENTAS INC	328,168	$18.9B	102.26%	Put
194	KMBKIMBERLY CLARK CORP	136,954	$18.8B	101.67%	Put
195	GDGENERAL DYNAMICS CORP	106,501	$18.8B	101.36%	Put
196	PSXPHILLIPS 66	164,511	$18.3B	98.91%	Put
197	AZOAUTOZONE INC	15,166	$18.1B	97.51%	Put
198	SCHWTHE CHARLES SCHWAB CORPORATI	378,406	$18.0B	97.13%	Put
199	7HPHP INC	872,200	$17.9B	96.73%	Put
200	CTSHCOGNIZANT TECHNOLOGY SOLUTIO	288,665	$17.9B	96.62%	Put

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