CAPSTONE INVESTMENT ADVISORS, LLC Q2 2020 Filing

Filed August 14, 2020

Portfolio Value

$15.1B

Holdings

595

Report Date

Q2 2020

Filing Type

13F-HR

All Holdings (595 positions)

#	Stock	Shares	Value	% Portfolio	Type
101	PGRPROGRESSIVE CORP OHIO	347,800	$27.9M	0.18%	Put
102	KLACKLA CORP	142,800	$27.8M	0.18%	Put
103	ADPAUTOMATIC DATA PROCESSING IN	184,100	$27.4M	0.18%	Put
104	TMUST-MOBILE US INC	259,300	$27.0M	0.18%	Put
105	PNCPNC FINL SVCS GROUP INC	253,942	$26.7M	0.18%	Put
106	—TESLA INC	7,500,000	$26.3M	0.17%
107	MOALTRIA GROUP INC	670,775	$26.3M	0.17%	Put
108	BAXBAXTER INTL INC	305,000	$26.3M	0.17%	Put
109	ILMNILLUMINA INC	70,200	$26.0M	0.17%	Put
110	NOWSERVICENOW INC	63,100	$25.6M	0.17%	Put
111	HUMHUMANA INC	65,600	$25.4M	0.17%	Put
112	SOSOUTHERN CO	489,775	$25.4M	0.17%	Put
113	—TWO HBRS INVT CORP	25,000,000	$25.1M	0.17%
114	W 1.125 11/01/24WAYFAIR INC	14,000,000	$25.0M	0.17%
115	—TESLA INC	7,500,000	$24.9M	0.16%
116	AMATAPPLIED MATLS INC	409,000	$24.7M	0.16%	Put
117	ZTSZOETIS INC	179,300	$24.6M	0.16%	Put
118	PSAPUBLIC STORAGE	127,874	$24.5M	0.16%	Put
119	UPSUNITED PARCEL SERVICE INC	218,600	$24.3M	0.16%	Put
120	LUV 1.25 05/01/25SOUTHWEST AIRLS CO	20,000,000	$24.1M	0.16%
121	SPGSIMON PPTY GROUP INC NEW	350,245	$23.9M	0.16%	Put
122	TJXTJX COS INC NEW	472,518	$23.9M	0.16%	Put
123	NOCNORTHROP GRUMMAN CORP	77,302	$23.8M	0.16%	Put
124	MDLZMONDELEZ INTL INC	458,600	$23.4M	0.15%	Put
125	AXPAMERICAN EXPRESS CO	240,344	$22.9M	0.15%	Put
126	SLBSCHLUMBERGER LTD	1,210,766	$22.3M	0.15%	Put
127	USBUS BANCORP DEL	603,985	$22.2M	0.15%	Put
128	FISFIDELITY NATL INFORMATION SV	164,800	$22.1M	0.15%	Put
129	NSCNORFOLK SOUTHERN CORP	124,760	$21.9M	0.14%	Put
130	DWDMORGAN STANLEY	453,000	$21.9M	0.14%	Put
131	XLNXEURXILINX INC	220,933	$21.7M	0.14%	Put
132	WMBWILLIAMS COS INC	1,127,316	$21.4M	0.14%	Put
133	HYGISHARES TR	262,300	$21.4M	0.14%	Put
134	—WAYFAIR INC	11,000,000	$20.9M	0.14%
135	GPNGLOBAL PMTS INC	123,100	$20.9M	0.14%	Put
136	—NIO INC	20,500,000	$20.7M	0.14%
137	LRCXEURLAM RESEARCH CORP	63,700	$20.6M	0.14%	Put
138	BIIBBIOGEN INC	76,346	$20.4M	0.13%	Put
139	VLOVALERO ENERGY CORP	346,975	$20.4M	0.13%	Put
140	GSGOLDMAN SACHS GROUP INC	103,100	$20.4M	0.13%	Put
141	ADSKAUTODESK INC	83,900	$20.1M	0.13%	Put
142	DDDUPONT DE NEMOURS INC	372,054	$19.8M	0.13%	Put
143	FISVFISERV INC	200,269	$19.6M	0.13%	Put
144	AFLAFLAC INC	538,405	$19.4M	0.13%	Put
145	COFCAPITAL ONE FINL CORP	308,952	$19.3M	0.13%	Put
146	LHXL3HARRIS TECHNOLOGIES INC	113,481	$19.3M	0.13%	Put
147	BABAALIBABA GROUP HLDG LTD	88,769	$19.1M	0.13%	Put
148	PRUPRUDENTIAL FINL INC	306,708	$18.7M	0.12%	Put
149	ELLAUDER ESTEE COS INC	98,700	$18.6M	0.12%	Put
150	JCIJOHNSON CTLS INTL PLC	542,889	$18.5M	0.12%	Put
151	NEMNEWMONT CORP	298,500	$18.4M	0.12%	Put
152	SRESEMPRA ENERGY	157,101	$18.4M	0.12%	Put
153	MCOMOODYS CORP	66,900	$18.4M	0.12%	Put
154	ROSTROSS STORES INC	214,635	$18.3M	0.12%	Put
155	CATCATERPILLAR INC DEL	144,600	$18.3M	0.12%	Put
156	COPCONOCOPHILLIPS	424,365	$17.8M	0.12%	Put
157	ICEINTERCONTINENTAL EXCHANGE IN	193,600	$17.7M	0.12%	Put
158	PSXPHILLIPS 66	238,983	$17.2M	0.11%	Put
159	ATVIEURACTIVISION BLIZZARD INC	224,500	$17.0M	0.11%	Put
160	ALSALLSTATE CORP	171,006	$16.6M	0.11%	Put
161	GEGENERAL ELECTRIC CO	2,359,100	$16.1M	0.11%	Put
162	AFWALIGN TECHNOLOGY INC	57,200	$15.7M	0.10%	Put
163	EOGEOG RES INC	307,791	$15.6M	0.10%	Put
164	KMBKIMBERLY CLARK CORP	109,800	$15.5M	0.10%	Put
165	DDOMINION ENERGY INC	190,400	$15.5M	0.10%	Put
166	7HPHP INC	882,944	$15.4M	0.10%	Put
167	DEDEERE & CO	97,800	$15.4M	0.10%	Put
168	VENVENTAS INC	419,126	$15.3M	0.10%	Put
169	CNCCENTENE CORP DEL	241,500	$15.3M	0.10%	Put
170	DYHTARGET CORP	127,600	$15.3M	0.10%	Put
171	STZCONSTELLATION BRANDS INC	86,276	$15.1M	0.10%	Put
172	TRVTRAVELERS COMPANIES INC	129,600	$14.8M	0.10%	Put
173	PXDEURPIONEER NAT RES CO	150,891	$14.7M	0.10%	Put
174	GMGENERAL MTRS CO	576,110	$14.6M	0.10%	Put
175	CVSCVS HEALTH CORP	224,100	$14.6M	0.10%	Put
176	SPGIS&P GLOBAL INC	44,000	$14.5M	0.10%	Put
177	BMY-RBRISTOL-MYERS SQUIBB CO	4,016,838	$14.4M	0.10%
178	CBCHUBB LIMITED	111,800	$14.2M	0.09%	Put
179	CLVTRIP COM GROUP LTD	545,524	$14.1M	0.09%	Put
180	ETRAE TRADE FINANCIAL CORP	281,417	$14.0M	0.09%	Put
181	CTXSEURCITRIX SYS INC	93,200	$13.8M	0.09%	Put
182	ADIANALOG DEVICES INC	112,300	$13.8M	0.09%	Put
183	DHID R HORTON INC	244,186	$13.5M	0.09%	Put
184	—REALPAGE INC	12,500,000	$13.5M	0.09%
185	HSYHERSHEY CO	103,170	$13.4M	0.09%	Put
186	—GOLAR LNG LTD	18,000,000	$13.3M	0.09%
187	HIGHARTFORD FINL SVCS GROUP INC	345,141	$13.3M	0.09%	Put
188	AAL 6.5 07/01/25AMERICAN AIRLS GROUP INC	14,000,000	$13.2M	0.09%
189	ECLECOLAB INC	66,500	$13.2M	0.09%	Put
190	EMREMERSON ELEC CO	207,824	$12.9M	0.09%	Put
191	SLVISHARES SILVER TR	750,000	$12.8M	0.08%	Call
192	—AURORA CANNABIS INC	27,250,000	$12.7M	0.08%
193	GISGENERAL MLS INC	205,500	$12.7M	0.08%	Put
194	IWMISHARES TR	88,451	$12.7M	0.08%	Put
195	AG8AGILENT TECHNOLOGIES INC	142,400	$12.6M	0.08%	Put
196	DUKDUKE ENERGY CORP NEW	156,400	$12.5M	0.08%	Put
197	BBYBEST BUY INC	142,800	$12.5M	0.08%	Put
198	BKBANK NEW YORK MELLON CORP	322,272	$12.5M	0.08%	Put
199	TWTRUSDTWITTER INC	417,124	$12.4M	0.08%	Put
200	WYNNWYNN RESORTS LTD	165,342	$12.3M	0.08%	Put

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