CAPSTONE INVESTMENT ADVISORS, LLC Q1 2020 Filing
Filed May 15, 2020
Portfolio Value
$6.2T
Holdings
495
Report Date
Q1 2020
Filing Type
13F-HR
All Holdings (495 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 201 | SPGIS&P GLOBAL INC | 28,600 | $7.0B | 0.11% | Put |
| 202 | ADIANALOG DEVICES INC | 76,700 | $6.9B | 0.11% | Put |
| 203 | LRCXEURLAM RESEARCH CORP | 28,300 | $6.8B | 0.11% | Put |
| 204 | FTNTFORTINET INC | 67,000 | $6.8B | 0.11% | Put |
| 205 | IQVIQVIA HLDGS INC | 62,808 | $6.8B | 0.11% | Put |
| 206 | FTVFORTIVE CORP | 122,071 | $6.7B | 0.11% | Put |
| 207 | —MERITOR INC | 7,875,000 | $6.7B | 0.11% | |
| 208 | AKAMAKAMAI TECHNOLOGIES INC | 73,000 | $6.7B | 0.11% | Put |
| 209 | —GRANITE PT MTG TR INC | 12,000,000 | $6.7B | 0.11% | |
| 210 | SCHWSCHWAB CHARLES CORP | 195,000 | $6.6B | 0.11% | Put |
| 211 | MLMMARTIN MARIETTA MATLS INC | 34,576 | $6.5B | 0.11% | Put |
| 212 | EFXEQUIFAX INC | 54,600 | $6.5B | 0.10% | Put |
| 213 | KEYKEYCORP | 627,163 | $6.5B | 0.10% | Put |
| 214 | MAMASTERCARD INC | 26,800 | $6.5B | 0.10% | Put |
| 215 | DEDEERE & CO | 46,700 | $6.5B | 0.10% | Put |
| 216 | MMM3M CO | 47,100 | $6.4B | 0.10% | Put |
| 217 | CTSHCOGNIZANT TECHNOLOGY SOLUTIO | 138,197 | $6.4B | 0.10% | Put |
| 218 | BALLBALL CORP | 99,000 | $6.4B | 0.10% | Put |
| 219 | KEYSKEYSIGHT TECHNOLOGIES INC | 76,069 | $6.4B | 0.10% | Put |
| 220 | WHRWHIRLPOOL CORP | 73,583 | $6.3B | 0.10% | Put |
| 221 | LMTLOCKHEED MARTIN CORP | 18,100 | $6.1B | 0.10% | Put |
| 222 | ULTAULTA BEAUTY INC | 34,884 | $6.1B | 0.10% | Put |
| 223 | IPINTL PAPER CO | 194,470 | $6.1B | 0.10% | Put |
| 224 | —RADIUS HEALTH INC | 8,500,000 | $6.0B | 0.10% | |
| 225 | AIZASSURANT INC | 58,009 | $6.0B | 0.10% | Put |
| 226 | —CYPRESS SEMICONDUCTOR CORP | 5,000,000 | $6.0B | 0.10% | |
| 227 | DGDOLLAR GEN CORP NEW | 39,500 | $6.0B | 0.10% | Put |
| 228 | ECLECOLAB INC | 38,100 | $5.9B | 0.10% | Put |
| 229 | MCDMCDONALDS CORP | 35,515 | $5.9B | 0.09% | Put |
| 230 | HESHESS CORP | 175,991 | $5.9B | 0.09% | Put |
| 231 | ETNEATON CORP PLC | 75,200 | $5.8B | 0.09% | Put |
| 232 | PAYCPAYCOM SOFTWARE INC | 28,482 | $5.8B | 0.09% | Put |
| 233 | STXSEAGATE TECHNOLOGY PLC | 117,247 | $5.7B | 0.09% | Put |
| 234 | LENLENNAR CORP | 147,380 | $5.6B | 0.09% | Put |
| 235 | TVTX 2.5 09/15/25RETROPHIN INC | 7,000,000 | $5.5B | 0.09% | |
| 236 | PEOEXELON CORP | 148,200 | $5.5B | 0.09% | Put |
| 237 | KMBKIMBERLY CLARK CORP | 42,500 | $5.4B | 0.09% | Put |
| 238 | GWWGRAINGER W W INC | 21,830 | $5.4B | 0.09% | Put |
| 239 | MSIMOTOROLA SOLUTIONS INC | 40,300 | $5.4B | 0.09% | Put |
| 240 | 0VVBVIACOMCBS INC | 381,110 | $5.3B | 0.09% | Put |
| 241 | CYTK 4 11/15/26CYTOKINETICS INC | 4,000,000 | $5.3B | 0.09% | |
| 242 | FFIVF5 NETWORKS INC | 49,561 | $5.3B | 0.08% | Put |
| 243 | ILMNILLUMINA INC | 19,100 | $5.2B | 0.08% | Put |
| 244 | PHMPULTE GROUP INC | 230,685 | $5.1B | 0.08% | Put |
| 245 | OREALTY INCOME CORP | 102,930 | $5.1B | 0.08% | Put |
| 246 | KRKROGER CO | 169,400 | $5.1B | 0.08% | Put |
| 247 | —PARATEK PHARMACEUTICALS INC | 6,500,000 | $5.1B | 0.08% | |
| 248 | EDCONSOLIDATED EDISON INC | 64,600 | $5.0B | 0.08% | Put |
| 249 | PPGPPG INDS INC | 60,180 | $5.0B | 0.08% | Put |
| 250 | ANETEURARISTA NETWORKS INC | 24,700 | $5.0B | 0.08% | Put |
| 251 | TXTTEXTRON INC | 185,157 | $4.9B | 0.08% | Put |
| 252 | CPRTCOPART INC | 71,493 | $4.9B | 0.08% | Put |
| 253 | CXOEURCONCHO RES INC | 113,879 | $4.9B | 0.08% | Put |
| 254 | BABAALIBABA GROUP HLDG LTD | 24,995 | $4.9B | 0.08% | Put |
| 255 | FISVFISERV INC | 50,500 | $4.8B | 0.08% | Put |
| 256 | CLVS 1.25 05/01/25CLOVIS ONCOLOGY INC | 7,500,000 | $4.7B | 0.08% | |
| 257 | TAT&T INC | 162,000 | $4.7B | 0.08% | Put |
| 258 | KSUEURKANSAS CITY SOUTHERN | 36,600 | $4.7B | 0.07% | Put |
| 259 | ZIONZIONS BANCORPORATION N A | 173,681 | $4.6B | 0.07% | Put |
| 260 | NUENUCOR CORP | 128,929 | $4.6B | 0.07% | Put |
| 261 | ROKUROKU INC | 53,000 | $4.6B | 0.07% | Put |
| 262 | FITBFIFTH THIRD BANCORP | 308,579 | $4.6B | 0.07% | Put |
| 263 | TTTRANE TECHNOLOGIES PLC | 54,900 | $4.5B | 0.07% | Put |
| 264 | CMICUMMINS INC | 33,100 | $4.5B | 0.07% | Put |
| 265 | BABOEING CO | 29,700 | $4.4B | 0.07% | Put |
| 266 | CLXCLOROX CO DEL | 25,300 | $4.4B | 0.07% | Put |
| 267 | MCXMCCORMICK & CO INC | 30,900 | $4.4B | 0.07% | Put |
| 268 | ALNYALNYLAM PHARMACEUTICALS INC | 40,000 | $4.4B | 0.07% | Call |
| 269 | EXAS 0.375 03/01/28EXACT SCIENCES CORP | 5,500,000 | $4.3B | 0.07% | |
| 270 | XYZSQUARE INC | 82,600 | $4.3B | 0.07% | |
| 271 | MDLZMONDELEZ INTL INC | 86,300 | $4.3B | 0.07% | Put |
| 272 | NOWSERVICENOW INC | 15,000 | $4.3B | 0.07% | Put |
| 273 | AWMSKYWORKS SOLUTIONS INC | 47,700 | $4.3B | 0.07% | Put |
| 274 | ISRGINTUITIVE SURGICAL INC | 8,601 | $4.3B | 0.07% | Put |
| 275 | GPCGENUINE PARTS CO | 63,109 | $4.2B | 0.07% | Put |
| 276 | DFSEURDISCOVER FINL SVCS | 117,750 | $4.2B | 0.07% | Put |
| 277 | XLFSELECT SECTOR SPDR TR | 199,628 | $4.2B | 0.07% | Put |
| 278 | TAPMOLSON COORS BEVERAGE CO | 105,393 | $4.1B | 0.07% | Put |
| 279 | XRXXEROX HOLDINGS CORP | 216,767 | $4.1B | 0.07% | Put |
| 280 | VFCV F CORP | 74,500 | $4.0B | 0.06% | Put |
| 281 | FANGDIAMONDBACK ENERGY INC | 153,609 | $4.0B | 0.06% | Put |
| 282 | IFFINTERNATIONAL FLAVORS&FRAGRA | 39,236 | $4.0B | 0.06% | Put |
| 283 | DISH 2.375 03/15/24DISH NETWORK CORPORATION | 5,024,000 | $4.0B | 0.06% | |
| 284 | CVSCVS HEALTH CORP | 67,200 | $4.0B | 0.06% | Put |
| 285 | ALXNALEXION PHARMACEUTICALS INC | 43,700 | $3.9B | 0.06% | Put |
| 286 | —ACACIA COMMUNICATIONS INC | 58,223 | $3.9B | 0.06% | |
| 287 | INCYINCYTE CORP | 53,200 | $3.9B | 0.06% | Put |
| 288 | PPLPPL CORP | 156,434 | $3.9B | 0.06% | Put |
| 289 | —TAUBMAN CTRS INC | 91,933 | $3.9B | 0.06% | |
| 290 | CDNSCADENCE DESIGN SYSTEM INC | 57,700 | $3.8B | 0.06% | Put |
| 291 | XRAYDENTSPLY SIRONA INC | 97,315 | $3.8B | 0.06% | Put |
| 292 | PAYXPAYCHEX INC | 60,000 | $3.8B | 0.06% | Put |
| 293 | WELLWELLTOWER INC | 82,200 | $3.8B | 0.06% | Put |
| 294 | AEPAMERICAN ELEC PWR CO INC | 46,900 | $3.8B | 0.06% | Put |
| 295 | VMCVULCAN MATLS CO | 34,500 | $3.7B | 0.06% | Put |
| 296 | NTAPNETAPP INC | 88,975 | $3.7B | 0.06% | Put |
| 297 | RCLROYAL CARIBBEAN CRUISES LTD | 115,218 | $3.7B | 0.06% | Put |
| 298 | HALHALLIBURTON CO | 540,289 | $3.7B | 0.06% | Put |
| 299 | DOVDOVER CORP | 44,100 | $3.7B | 0.06% | Put |
| 300 | APTVAPTIV PLC | 73,675 | $3.6B | 0.06% | Put |