CAPSTONE INVESTMENT ADVISORS, LLC Q1 2020 Filing

Filed May 15, 2020

Portfolio Value

$6.2B

Holdings

495

Report Date

Q1 2020

Filing Type

13F-HR

All Holdings (495 positions)

#	Stock	Shares	Value	% Portfolio	Type
301	QCOMQUALCOMM INC	53,300	$3.6M	0.06%	Put
302	TRIPTRIPADVISOR INC	207,164	$3.6M	0.06%	Put
303	ADSKAUTODESK INC	22,800	$3.6M	0.06%	Put
304	WYWEYERHAEUSER CO	209,691	$3.6M	0.06%	Put
305	—SPRINT CORPORATION	411,386	$3.5M	0.06%
306	NRANRG ENERGY INC	129,658	$3.5M	0.06%	Put
307	QRVOQORVO INC	43,216	$3.5M	0.06%	Put
308	—AMAG PHARMACEUTICALS INC	4,500,000	$3.5M	0.06%
309	ADBEADOBE INC	10,900	$3.5M	0.06%	Put
310	CFCF INDS HLDGS INC	126,583	$3.4M	0.06%	Put
311	DRIDARDEN RESTAURANTS INC	61,929	$3.4M	0.05%	Put
312	AWNADVANCE AUTO PARTS INC	35,539	$3.3M	0.05%	Put
313	—IBERIABANK CORP	91,202	$3.3M	0.05%
314	HASHASBRO INC	45,709	$3.3M	0.05%	Put
315	XLESELECT SECTOR SPDR TR	112,045	$3.3M	0.05%	Put
316	DVADAVITA INC	42,000	$3.2M	0.05%	Put
317	HLTHILTON WORLDWIDE HLDGS INC	46,200	$3.2M	0.05%	Put
318	MCHPMICROCHIP TECHNOLOGY INC	45,600	$3.1M	0.05%	Put
319	OKEONEOK INC NEW	141,082	$3.1M	0.05%	Put
320	AZOAUTOZONE INC	3,600	$3.0M	0.05%	Put
321	FEFIRSTENERGY CORP	75,800	$3.0M	0.05%	Put
322	CBOECBOE GLOBAL MARKETS INC	33,862	$3.0M	0.05%	Put
323	OMCOMNICOM GROUP INC	54,867	$3.0M	0.05%	Put
324	CHRWC H ROBINSON WORLDWIDE INC	45,391	$3.0M	0.05%	Put
325	MUMICRON TECHNOLOGY INC	70,600	$3.0M	0.05%	Put
326	GRMNGARMIN LTD	39,600	$3.0M	0.05%	Put
327	HWMHOWMET AEROSPACE INC	184,500	$3.0M	0.05%	Put
328	ROKROCKWELL AUTOMATION INC	19,200	$2.9M	0.05%	Put
329	—THERAVANCE BIOPHARMA INC	3,000,000	$2.9M	0.05%
330	LMEURLEGG MASON INC	58,448	$2.9M	0.05%
331	—FITBIT INC	425,000	$2.8M	0.05%	Put
332	TTWOTAKE-TWO INTERACTIVE SOFTWAR	23,400	$2.8M	0.04%	Put
333	BKRBAKER HUGHES COMPANY	264,292	$2.8M	0.04%	Put
334	FFORD MTR CO DEL	560,900	$2.7M	0.04%	Put
335	UALUNITED AIRLS HLDGS INC	85,224	$2.7M	0.04%	Put
336	KMXCARMAX INC	49,781	$2.7M	0.04%	Put
337	HOGHARLEY DAVIDSON INC	140,141	$2.7M	0.04%	Put
338	SJMSMUCKER J M CO	23,700	$2.6M	0.04%	Put
339	MOSMOSAIC CO NEW	241,381	$2.6M	0.04%	Put
340	CMACOMERICA INC	86,720	$2.5M	0.04%	Put
341	TSCOTRACTOR SUPPLY CO	30,000	$2.5M	0.04%	Put
342	GDGENERAL DYNAMICS CORP	18,700	$2.5M	0.04%	Put
343	CLVTRIP COM GROUP LTD	105,000	$2.5M	0.04%	Put
344	FOXAFOX CORP	104,200	$2.5M	0.04%	Put
345	PYPLPAYPAL HLDGS INC	25,700	$2.5M	0.04%	Put
346	CTVACORTEVA INC	103,300	$2.4M	0.04%	Put
347	—MYLAN NV	162,700	$2.4M	0.04%	Put
348	ZBRAZEBRA TECHNOLOGIES CORP	13,200	$2.4M	0.04%	Put
349	ALUBALUSSA ENERGY ACQUISITION CO	250,000	$2.4M	0.04%
350	HSTHOST HOTELS & RESORTS INC	217,136	$2.4M	0.04%	Put
351	DLTRDOLLAR TREE INC	32,400	$2.4M	0.04%	Put
352	BMRNBIOMARIN PHARMACEUTICAL INC	28,000	$2.4M	0.04%
353	FASTFASTENAL CO	75,600	$2.4M	0.04%	Put
354	MARMARRIOTT INTL INC NEW	31,000	$2.3M	0.04%	Put
355	HRLHORMEL FOODS CORP	49,700	$2.3M	0.04%	Put
356	NOVEURNATIONAL OILWELL VARCO INC	235,115	$2.3M	0.04%	Put
357	OXYOCCIDENTAL PETE CORP	198,879	$2.3M	0.04%	Put
358	RLRALPH LAUREN CORP	33,999	$2.3M	0.04%	Put
359	CAHCARDINAL HEALTH INC	46,500	$2.2M	0.04%	Put
360	WRKUSDWESTROCK CO	78,790	$2.2M	0.04%	Put
361	KHCKRAFT HEINZ CO	89,800	$2.2M	0.04%	Put
362	KSSKOHLS CORP	149,331	$2.2M	0.04%	Put
363	CAGCONAGRA BRANDS INC	73,300	$2.2M	0.03%	Put
364	SNAPSNAP INC	180,986	$2.2M	0.03%	Put
365	EMNEASTMAN CHEM CO	45,926	$2.1M	0.03%	Put
366	—UNISYS CORP	1,500,000	$2.1M	0.03%
367	—RESTORATION HARDWARE HLDGS I	2,000,000	$2.1M	0.03%
368	KELKELLOGG CO	35,100	$2.1M	0.03%	Put
369	WWAYFAIR INC	39,200	$2.1M	0.03%	Put
370	EWJISHARES INC	42,400	$2.1M	0.03%	Put
371	LVSLAS VEGAS SANDS CORP	49,100	$2.1M	0.03%	Put
372	GNWGENWORTH FINL INC	616,771	$2.0M	0.03%	Put
373	MGMMGM RESORTS INTERNATIONAL	172,552	$2.0M	0.03%	Put
374	PVHPVH CORPORATION	53,947	$2.0M	0.03%	Put
375	ALKALASKA AIR GROUP INC	69,961	$2.0M	0.03%	Put
376	IPGPIPG PHOTONICS CORP	17,639	$1.9M	0.03%	Put
377	MNSTMONSTER BEVERAGE CORP NEW	34,500	$1.9M	0.03%	Put
378	DVNDEVON ENERGY CORP NEW	276,090	$1.9M	0.03%	Put
379	DISHDISH NETWORK CORPORATION	95,031	$1.9M	0.03%	Put
380	JBHTHUNT J B TRANS SVCS INC	20,500	$1.9M	0.03%	Put
381	ATVIEURACTIVISION BLIZZARD INC	31,600	$1.9M	0.03%	Put
382	DXCDXC TECHNOLOGY CO	140,582	$1.8M	0.03%	Put
383	MASMASCO CORP	52,700	$1.8M	0.03%	Put
384	SYFSYNCHRONY FINL	113,264	$1.8M	0.03%	Put
385	AXDX 2.5 03/15/23ACCELERATE DIAGNOSTICS INC	3,250,000	$1.8M	0.03%
386	AMDADVANCED MICRO DEVICES INC	39,800	$1.8M	0.03%	Put
387	CTRACABOT OIL & GAS CORP	105,000	$1.8M	0.03%	Put
388	KMIKINDER MORGAN INC DEL	127,500	$1.8M	0.03%	Put
389	AJRDEURAEROJET ROCKETDYNE HLDGS INC	42,100	$1.8M	0.03%
390	—ADESTO TECHNOLOGIES CORP	157,396	$1.8M	0.03%
391	BPBP PLC	72,100	$1.8M	0.03%	Put
392	SENS 5.25 02/01/23SENSEONICS HLDGS INC	1,750,000	$1.7M	0.03%
393	—WRIGHT MED GROUP N V	59,751	$1.7M	0.03%
394	EXPEEXPEDIA GROUP INC	29,972	$1.7M	0.03%	Put
395	EIXEDISON INTL	29,900	$1.6M	0.03%	Put
396	NWLNEWELL BRANDS INC	122,817	$1.6M	0.03%	Put
397	UHSUNIVERSAL HLTH SVCS INC	16,400	$1.6M	0.03%	Put
398	WABWABTEC	32,900	$1.6M	0.03%	Put
399	HFCUSDHOLLYFRONTIER CORP	63,975	$1.6M	0.03%	Put
400	LNCLINCOLN NATL CORP IND	58,016	$1.5M	0.02%	Put

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