CAPSTONE INVESTMENT ADVISORS, LLC Q4 2020 Filing

Filed February 16, 2021

Portfolio Value

$29.9B

Holdings

818

Report Date

Q4 2020

Filing Type

13F-HR

All Holdings (818 positions)

#	Stock	Shares	Value	% Portfolio	Type
101	MXIMMAXIM INTEGRATED PRODS INC	567,794	$50.3B	168.62%	Put
102	LMTLOCKHEED MARTIN CORP	140,350	$49.8B	166.91%	Put
103	REGNREGENERON PHARMACEUTICALS	100,285	$48.4B	162.30%	Put
104	DYHTARGET CORP	270,300	$47.7B	159.85%	Put
105	PGRPROGRESSIVE CORP	480,200	$47.5B	159.07%	Put
106	NSCNORFOLK SOUTHN CORP	199,600	$47.4B	158.88%	Put
107	KLACKLA CORP	183,000	$47.4B	158.73%	Put
108	MMM3M CO	270,700	$47.3B	158.51%	Put
109	USBUS BANCORP DEL	999,787	$46.6B	156.05%	Put
110	VRTXVERTEX PHARMACEUTICALS INC	196,087	$46.3B	155.25%	Put
111	FISFIDELITY NATL INFORMATION SV	325,179	$46.0B	154.10%	Put
112	ATVIEURACTIVISION BLIZZARD INC	486,000	$45.1B	151.17%	Put
113	CICIGNA CORP NEW	213,900	$44.5B	149.17%	Put
114	AFWALIGN TECHNOLOGY INC	82,000	$43.8B	146.80%	Put
115	ZTSZOETIS INC	260,900	$43.2B	144.65%	Put
116	SPGSIMON PPTY GROUP INC NEW	505,113	$43.1B	144.31%	Put
117	EWEDWARDS LIFESCIENCES CORP	467,000	$42.6B	142.73%	Put
118	DDDUPONT DE NEMOURS INC	597,800	$42.5B	142.41%	Put
119	TFCTRUIST FINL CORP	885,900	$42.5B	142.25%	Put
120	EBAEBAY INC.	836,233	$42.0B	140.77%	Put
121	MELI 2 08/15/28MERCADOLIBRE INC	11,000,000	$41.7B	139.79%
122	CBCHUBB LIMITED	266,500	$41.0B	137.42%	Put
123	SLVISHARES SILVER TR	1,657,800	$40.7B	136.45%	Put
124	CVSCVS HEALTH CORP	592,400	$40.5B	135.55%	Put
125	TJXTJX COS INC NEW	590,400	$40.3B	135.07%	Put
126	ISRGINTUITIVE SURGICAL INC	49,200	$40.3B	134.84%	Put
127	SHWSHERWIN WILLIAMS CO	54,500	$40.1B	134.18%	Put
128	—CLEVELAND-CLIFFS INC NEW	20,500,000	$39.9B	133.71%
129	FISVFISERV INC	348,200	$39.6B	132.82%	Put
130	AMTAMERICAN TOWER CORP NEW	174,510	$39.2B	131.22%	Put
131	MOALTRIA GROUP INC	944,143	$38.7B	129.68%	Put
132	IBMINTERNATIONAL BUSINESS MACHS	307,400	$38.7B	129.63%	Put
133	SLBSCHLUMBERGER LTD	1,762,400	$38.5B	128.89%	Put
134	CACCCREDIT ACCEP CORP MICH	110,600	$38.3B	128.25%	Put
135	ELLAUDER ESTEE COS INC	141,100	$37.6B	125.83%	Put
136	4I1PHILIP MORRIS INTL INC	449,801	$37.2B	124.75%	Put
137	MDLZMONDELEZ INTL INC	617,636	$36.1B	120.98%	Put
138	ICEINTERCONTINENTAL EXCHANGE IN	313,200	$36.1B	120.96%	Put
139	W 1 08/15/26WAYFAIR INC	21,310,000	$35.8B	120.00%
140	FCXFREEPORT-MCMORAN INC	1,363,887	$35.5B	118.89%	Put
141	LHXL3HARRIS TECHNOLOGIES INC	185,198	$35.0B	117.28%	Put
142	EMREMERSON ELEC CO	426,900	$34.3B	114.94%	Put
143	BDXBECTON DICKINSON & CO	134,817	$33.7B	113.01%	Put
144	LUV 1.25 05/01/25SOUTHWEST AIRLS CO	23,000,000	$33.5B	112.30%
145	SCHWSCHWAB CHARLES CORP	631,200	$33.5B	112.16%	Put
146	USMVISHARES TR	492,989	$33.5B	112.11%
147	SOSOUTHERN CO	544,700	$33.5B	112.10%	Put
148	BLDRBUILDERS FIRSTSOURCE INC	814,282	$33.2B	111.33%
149	CDNSCADENCE DESIGN SYSTEM INC	239,400	$32.7B	109.42%	Put
150	ADSKAUTODESK INC	106,600	$32.5B	109.04%	Put
151	NOCNORTHROP GRUMMAN CORP	106,642	$32.5B	108.86%	Put
152	COFCAPITAL ONE FINL CORP	325,900	$32.2B	107.92%	Put
153	BKNGBOOKING HOLDINGS INC	14,400	$32.1B	107.45%	Put
154	ADIANALOG DEVICES INC	212,400	$31.4B	105.11%	Put
155	—MERITOR INC	26,475,000	$30.5B	102.02%
156	HUMHUMANA INC	74,000	$30.4B	101.71%	Put
157	AG8AGILENT TECHNOLOGIES INC	252,360	$29.9B	100.17%	Put
158	MARMARRIOTT INTL INC NEW	226,300	$29.9B	100.01%	Put
159	PSXPHILLIPS 66	426,834	$29.9B	100.01%	Put
160	NEMNEWMONT CORP	492,642	$29.5B	98.84%	Put
161	COPCONOCOPHILLIPS	735,597	$29.4B	98.55%	Put
162	GQ9SPDR GOLD TR	159,760	$28.5B	95.46%	Call
163	BSXBOSTON SCIENTIFIC CORP	776,325	$27.9B	93.50%	Put
164	AIGAMERICAN INTL GROUP INC	733,943	$27.8B	93.09%	Put
165	EOGEOG RES INC	553,477	$27.6B	92.46%	Put
166	WTWWILLIS TOWERS WATSON PLC LTD	129,541	$27.3B	91.43%	Put
167	MCKMCKESSON CORP	156,150	$27.2B	90.98%	Put
168	RPREALPAGE INC	310,670	$27.1B	90.80%
169	8CWCROWN CASTLE INTL CORP NEW	169,731	$27.0B	90.52%	Put
170	APLS 3.5 09/15/26APELLIS PHARMACEUTICALS INC	16,000,000	$27.0B	90.46%
171	EQIXEQUINIX INC	37,778	$27.0B	90.38%	Put
172	CMICUMMINS INC	117,935	$26.8B	89.72%	Put
173	TWTRUSDTWITTER INC	493,600	$26.7B	89.54%	Put
174	PRUPRUDENTIAL FINL INC	341,507	$26.7B	89.32%	Put
175	DGDOLLAR GEN CORP NEW	125,500	$26.4B	88.42%	Put
176	ILMNILLUMINA INC	70,900	$26.2B	87.88%	Put
177	BKBANK NEW YORK MELLON CORP	612,640	$26.0B	87.10%	Put
178	—SPIRIT AIRLS INC	12,010,000	$25.9B	86.84%
179	PNCPNC FINL SVCS GROUP INC	173,400	$25.8B	86.56%	Put
180	AAL 6.5 07/01/25AMERICAN AIRLS GROUP INC	20,500,000	$25.8B	86.43%
181	TXNMPNM RES INC	526,735	$25.6B	85.63%
182	—TWO HBRS INVT CORP	25,000,000	$25.1B	83.96%
183	HCAHCA HEALTHCARE INC	152,300	$25.0B	83.91%	Put
184	VLOVALERO ENERGY CORP	441,861	$25.0B	83.74%	Put
185	HIGHARTFORD FINL SVCS GROUP INC	505,999	$24.8B	83.03%	Put
186	EAELECTRONIC ARTS INC	171,700	$24.7B	82.60%	Put
187	GLWCORNING INC	671,100	$24.2B	80.94%	Put
188	BAXBAXTER INTL INC	300,872	$24.1B	80.88%	Put
189	ROSTROSS STORES INC	195,000	$23.9B	80.23%	Put
190	METMETLIFE INC	502,000	$23.6B	78.95%	Put
191	MNSTMONSTER BEVERAGE CORP NEW	252,300	$23.3B	78.17%	Put
192	BBYBEST BUY INC	231,628	$23.1B	77.43%	Put
193	DHID R HORTON INC	333,840	$23.0B	77.08%	Put
194	ITWILLINOIS TOOL WKS INC	111,116	$22.7B	75.90%	Put
195	JCIJOHNSON CTLS INTL PLC	485,400	$22.6B	75.76%	Put
196	MUBISHARES TR	192,645	$22.6B	75.64%
197	BIIBBIOGEN INC	91,742	$22.5B	75.26%	Put
198	APTVAPTIV PLC	172,000	$22.4B	75.07%	Put
199	GPNGLOBAL PMTS INC	100,500	$21.6B	72.53%	Put
200	VENVENTAS INC	439,930	$21.6B	72.27%	Put

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