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	$45.3M	0.24%	Put
102	REGNREGENERON PHARMACEUTICALS	119,638	$44.9M	0.24%	Put
103	RTN1USDRAYTHEON CO	200,990	$44.2M	0.24%	Put
104	OXYOCCIDENTAL PETE CORP	1,057,954	$43.6M	0.24%	Put
105	EWEDWARDS LIFESCIENCES CORP	186,597	$43.5M	0.23%	Put
106	FDXFEDEX CORP	287,383	$43.5M	0.23%	Put
107	DWDMORGAN STANLEY	848,456	$43.4M	0.23%	Put
108	TJXTJX COS INC NEW	706,150	$43.1M	0.23%	Put
109	—TESLA INC	29,750,000	$42.2M	0.23%
110	CLCOLGATE PALMOLIVE CO	603,628	$41.6M	0.22%	Put
111	CSXCSX CORP	571,989	$41.4M	0.22%	Put
112	PNCPNC FINL SVCS GROUP INC	252,500	$40.3M	0.22%	Put
113	COPCONOCOPHILLIPS	615,500	$40.0M	0.22%	Put
114	CMECME GROUP INC	198,768	$39.9M	0.22%	Put
115	DYHTARGET CORP	310,500	$39.8M	0.21%	Put
116	ZAYOEURZAYO GROUP HLDGS INC	1,147,448	$39.8M	0.21%
117	NSCNORFOLK SOUTHERN CORP	204,166	$39.6M	0.21%	Put
118	SLBSCHLUMBERGER LTD	968,181	$38.9M	0.21%	Put
119	ZTSZOETIS INC	289,424	$38.3M	0.21%	Put
120	ELLAUDER ESTEE COS INC	183,200	$37.8M	0.20%	Put
121	GMGENERAL MTRS CO	1,016,951	$37.2M	0.20%	Put
122	AMATAPPLIED MATLS INC	602,409	$36.8M	0.20%	Put
123	SYKSTRYKER CORP	174,307	$36.6M	0.20%	Put
124	HUMHUMANA INC	99,400	$36.4M	0.20%	Put
125	BIIBBIOGEN INC	119,403	$35.4M	0.19%	Put
126	SPGIS&P GLOBAL INC	129,056	$35.2M	0.19%	Put
127	ILMNILLUMINA INC	105,781	$35.1M	0.19%	Put
128	SPGSIMON PPTY GROUP INC NEW	231,844	$34.5M	0.19%	Put
129	—BARCLAYS BK PLC	2,275,500	$34.4M	0.19%	Put
130	DEDEERE & CO	197,604	$34.2M	0.18%	Put
131	BLKCHFBLACKROCK INC	68,102	$34.2M	0.18%	Put
132	WBAWALGREENS BOOTS ALLIANCE INC	579,854	$34.2M	0.18%	Put
133	ADPAUTOMATIC DATA PROCESSING IN	197,163	$33.6M	0.18%	Put
134	VRTXVERTEX PHARMACEUTICALS INC	153,400	$33.6M	0.18%	Put
135	AIGAMERICAN INTL GROUP INC	651,210	$33.4M	0.18%	Put
136	METMETLIFE INC	628,137	$32.0M	0.17%	Put
137	COFCAPITAL ONE FINL CORP	309,939	$31.9M	0.17%	Put
138	BSXBOSTON SCIENTIFIC CORP	695,574	$31.5M	0.17%	Put
139	DUKDUKE ENERGY CORP NEW	341,641	$31.2M	0.17%	Put
140	—MEDICINES CO	8,973,000	$30.7M	0.17%
141	—GOLAR LNG LTD	33,700,000	$30.2M	0.16%
142	8CWCROWN CASTLE INTL CORP NEW	208,704	$29.7M	0.16%	Put
143	BAXBAXTER INTL INC	354,000	$29.6M	0.16%	Put
144	MPCMARATHON PETE CORP	490,659	$29.6M	0.16%	Put
145	WMBWILLIAMS COS INC DEL	1,228,687	$29.1M	0.16%	Put
146	PSAPUBLIC STORAGE	135,012	$28.8M	0.16%	Put
147	ICEINTERCONTINENTAL EXCHANGE IN	310,101	$28.7M	0.15%	Put
148	YUMYUM BRANDS INC	283,269	$28.5M	0.15%	Put
149	BDXBECTON DICKINSON & CO	104,658	$28.5M	0.15%	Put
150	AFLAFLAC INC	533,684	$28.2M	0.15%	Put
151	EOGEOG RES INC	329,668	$27.6M	0.15%	Put
152	VLOVALERO ENERGY CORP NEW	293,075	$27.4M	0.15%	Put
153	ATVIEURACTIVISION BLIZZARD INC	460,389	$27.4M	0.15%	Put
154	PGRPROGRESSIVE CORP OHIO	373,189	$27.0M	0.15%	Put
155	PRUPRUDENTIAL FINL INC	284,397	$26.7M	0.14%	Put
156	TFCTRUIST FINL CORP	471,305	$26.5M	0.14%	Put
157	NEMNEWMONT GOLDCORP CORPORATION	602,700	$26.2M	0.14%	Put
158	MARMARRIOTT INTL INC NEW	171,905	$26.0M	0.14%	Put
159	ADSKAUTODESK INC	138,700	$25.4M	0.14%	Put
160	—CTRIP COM INTL LTD	25,697,000	$25.3M	0.14%
161	EAELECTRONIC ARTS INC	235,409	$25.3M	0.14%	Put
162	DDOMINION ENERGY INC	301,637	$25.0M	0.13%	Put
163	AFWALIGN TECHNOLOGY INC	89,230	$24.9M	0.13%	Put
164	DGDOLLAR GEN CORP NEW	155,800	$24.3M	0.13%	Put
165	HSYHERSHEY CO	164,427	$24.2M	0.13%	Put
166	WMWASTE MGMT INC DEL	210,300	$24.0M	0.13%	Put
167	JCIJOHNSON CTLS INTL PLC	572,316	$23.3M	0.13%	Put
168	BKBANK NEW YORK MELLON CORP	458,908	$23.1M	0.12%	Put
169	DALDELTA AIR LINES INC DEL	394,800	$23.1M	0.12%	Put
170	PXDEURPIONEER NAT RES CO	152,164	$23.0M	0.12%	Put
171	ALSALLSTATE CORP	203,900	$22.9M	0.12%	Put
172	XLNXEURXILINX INC	232,144	$22.7M	0.12%	Put
173	EBAEBAY INC	612,782	$22.1M	0.12%	Put
174	FISVFISERV INC	189,551	$21.9M	0.12%	Put
175	ROSTROSS STORES INC	186,956	$21.8M	0.12%	Put
176	STZCONSTELLATION BRANDS INC	113,398	$21.5M	0.12%	Put
177	DOWDOW INC	383,820	$21.0M	0.11%	Put
178	TWTRUSDTWITTER INC	650,289	$20.8M	0.11%	Put
179	—WHITING PETE CORP NEW	21,203,000	$20.8M	0.11%
180	ADIANALOG DEVICES INC	174,304	$20.7M	0.11%	Put
181	0VVBVIACOMCBS INC	489,741	$20.6M	0.11%	Put
182	TIFEURTIFFANY & CO NEW	150,715	$20.1M	0.11%	Put
183	HCAHCA HEALTHCARE INC	136,200	$20.1M	0.11%	Put
184	GPNGLOBAL PMTS INC	109,600	$20.0M	0.11%	Put
185	—AEROJET ROCKETDYNE HLDGS INC	11,000,000	$20.0M	0.11%
186	EMREMERSON ELEC CO	262,200	$20.0M	0.11%	Put
187	GLWCORNING INC	677,346	$19.7M	0.11%	Put
188	RWT 4.75 08/15/23REDWOOD TR INC	19,159,000	$19.7M	0.11%
189	RWT 5.625 07/15/24REDWOOD TR INC	19,249,000	$19.7M	0.11%
190	FFORD MTR CO DEL	2,100,368	$19.5M	0.11%	Put
191	GISGENERAL MLS INC	363,900	$19.5M	0.11%	Put
192	CMGCHIPOTLE MEXICAN GRILL INC	22,912	$19.2M	0.10%	Put
193	VENVENTAS INC	328,168	$18.9M	0.10%	Put
194	KMBKIMBERLY CLARK CORP	136,954	$18.8M	0.10%	Put
195	GDGENERAL DYNAMICS CORP	106,501	$18.8M	0.10%	Put
196	PSXPHILLIPS 66	164,511	$18.3M	0.10%	Put
197	AZOAUTOZONE INC	15,166	$18.1M	0.10%	Put
198	SCHWTHE CHARLES SCHWAB CORPORATI	378,406	$18.0M	0.10%	Put
199	7HPHP INC	872,200	$17.9M	0.10%	Put
200	CTSHCOGNIZANT TECHNOLOGY SOLUTIO	288,665	$17.9M	0.10%	Put

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