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
401	COOCOOPER COS INC	5,500	$1.5M	0.02%	Put
402	WBAWALGREENS BOOTS ALLIANCE INC	32,800	$1.5M	0.02%	Put
403	AALAMERICAN AIRLS GROUP INC	122,700	$1.5M	0.02%	Put
404	MXIMMAXIM INTEGRATED PRODS INC	30,300	$1.5M	0.02%	Put
405	JNPJUNIPER NETWORKS INC	76,400	$1.5M	0.02%	Put
406	JWNUSDNORDSTROM INC	95,341	$1.5M	0.02%	Put
407	CMGCHIPOTLE MEXICAN GRILL INC	2,200	$1.4M	0.02%	Put
408	CFGCITIZENS FINANCIAL GROUP INC	75,363	$1.4M	0.02%	Put
409	ALBALBEMARLE CORP	25,100	$1.4M	0.02%	Put
410	ABMDEURABIOMED INC	9,700	$1.4M	0.02%	Put
411	AMTTD AMERITRADE HLDG CORP	40,283	$1.4M	0.02%
412	IPGINTERPUBLIC GROUP COS INC	84,895	$1.4M	0.02%	Put
413	LBEURL BRANDS INC	118,336	$1.4M	0.02%	Put
414	MHKMOHAWK INDS INC	17,799	$1.4M	0.02%	Put
415	EAELECTRONIC ARTS INC	13,500	$1.4M	0.02%	Put
416	LKQ1LKQ CORP	65,700	$1.3M	0.02%	Put
417	HSICHENRY SCHEIN INC	25,900	$1.3M	0.02%	Put
418	—UNION ACQUISITION CORP II	127,500	$1.2M	0.02%
419	TPRTAPESTRY INC	96,152	$1.2M	0.02%	Put
420	MCKMCKESSON CORP	9,200	$1.2M	0.02%	Put
421	8CWCROWN CASTLE INTL CORP NEW	8,600	$1.2M	0.02%	Put
422	TWTRUSDTWITTER INC	50,400	$1.2M	0.02%	Put
423	DISCAUSDDISCOVERY INC	61,474	$1.2M	0.02%	Put
424	IRMIRON MTN INC NEW	50,100	$1.2M	0.02%	Put
425	9990302DAPACHE CORP	282,787	$1.2M	0.02%	Put
426	CCLCARNIVAL CORP	89,011	$1.2M	0.02%	Put
427	NBL2EURNOBLE ENERGY INC	191,197	$1.2M	0.02%	Put
428	FTITECHNIPFMC PLC	166,192	$1.1M	0.02%	Put
429	HPHELMERICH & PAYNE INC	71,428	$1.1M	0.02%	Put
430	GAPGAP INC	158,814	$1.1M	0.02%	Put
431	FDXFEDEX CORP	9,200	$1.1M	0.02%	Put
432	ARNCCHFARCONIC INC	68,873	$1.1M	0.02%
433	—CHP MERGER CORP	112,500	$1.1M	0.02%
434	TLRYEURTILRAY INC	155,500	$1.1M	0.02%	Put
435	CBCHUBB LIMITED	9,500	$1.1M	0.02%	Put
436	LEGLEGGETT & PLATT INC	39,507	$1.1M	0.02%	Put
437	XECEURCIMAREX ENERGY CO	61,623	$1.0M	0.02%	Put
438	CLVSEURCLOVIS ONCOLOGY INC	161,603	$1.0M	0.02%	Put
439	DALDELTA AIR LINES INC DEL	36,000	$1.0M	0.02%	Put
440	IVZINVESCO LTD	111,852	$1.0M	0.02%	Put
441	W3UWESTERN UN CO	55,400	$1.0M	0.02%	Put
442	COTYCOTY INC	194,231	$1.0M	0.02%	Put
443	CPBCAMPBELL SOUP CO	21,600	$997K	0.02%	Put
444	CPRICAPRI HOLDINGS LIMITED	89,832	$970K	0.02%	Put
445	CTLEURCENTURYLINK INC	101,500	$960K	0.02%	Put
446	CERNCHFCERNER CORP	15,100	$951K	0.02%	Put
447	CBBCINCINNATI BELL INC NEW	64,079	$938K	0.02%
448	—CYPRESS SEMICONDUCTOR CORP	40,000	$933K	0.02%	Put
449	FDO.FMACYS INC	188,912	$927K	0.01%	Put
450	BFHALLIANCE DATA SYSTEMS CORP	26,670	$898K	0.01%	Put
451	—ACORDA THERAPEUTICS INC	1,000,000	$876K	0.01%
452	GILTGILAT SATELLITE NETWORKS LTD	120,850	$857K	0.01%
453	CLFCLEVELAND CLIFFS INC	215,000	$849K	0.01%	Put
454	PRGOPERRIGO CO PLC	16,800	$808K	0.01%	Put
455	UAAUNDER ARMOUR INC	83,685	$771K	0.01%	Put
456	NIONIO INC	270,800	$753K	0.01%	Put
457	FCXFREEPORT-MCMORAN INC	111,300	$751K	0.01%	Put
458	—CENTRAL EUROPEAN MEDIA ENTRP	235,209	$736K	0.01%
459	—NIELSEN HLDGS PLC	57,597	$722K	0.01%	Put
460	HBANHUNTINGTON BANCSHARES INC	81,500	$669K	0.01%	Put
461	PMTPENNYMAC MTG INVT TR	62,400	$663K	0.01%	Put
462	—GAIN CAP HLDGS INC	114,964	$641K	0.01%
463	LYVLIVE NATION ENTERTAINMENT IN	13,900	$632K	0.01%	Put
464	SBUXSTARBUCKS CORP	9,600	$631K	0.01%	Put
465	GLNGGOLAR LNG LTD	76,800	$605K	0.01%	Put
466	UAUNDER ARMOUR INC	70,738	$570K	0.01%	Put
467	—FGL HLDGS	52,595	$515K	0.01%
468	AM6AMICUS THERAPEUTICS INC	53,700	$496K	0.01%	Call
469	—OSPREY TECHNLGY AQUISTION CO	50,000	$486K	0.01%
470	HRBBLOCK H & R INC	32,521	$458K	0.01%	Put
471	NCLHNORWEGIAN CRUISE LINE HLDG L	41,005	$450K	0.01%	Put
472	—FORTY SEVEN INC	4,466	$426K	0.01%	Put
473	MRO*MARATHON OIL CORP	128,703	$423K	0.01%	Put
474	—ENSCO JERSEY FIN LTD	1,500,000	$412K	0.01%
475	NKTREURNEKTAR THERAPEUTICS	21,718	$387K	0.01%	Put
476	DGXQUEST DIAGNOSTICS INC	4,700	$378K	0.01%	Put
477	SM 1.5 07/01/21SM ENERGY CO	1,000,000	$371K	0.01%
478	ABGAMERISOURCEBERGEN CORP	3,900	$345K	0.01%	Put
479	TWOEURTWO HBRS INVT CORP	90,000	$343K	0.01%	Put
480	—ACCELERATE DIAGNOSTICS INC	37,800	$315K	0.01%	Put
481	—TELARIA INC	44,703	$268K	0.00%
482	LUVSOUTHWEST AIRLS CO	7,500	$267K	0.00%	Put
483	HOLXHOLOGIC INC	6,600	$232K	0.00%	Call
484	ACBAURORA CANNABIS INC	237,800	$215K	0.00%	Put
485	BUDANHEUSER BUSCH INBEV SA/NV	5,170	$209K	0.00%
486	HN9HANESBRANDS INC	22,800	$179K	0.00%	Put
487	OSVEURVANECK VECTORS ETF TR	36,113	$145K	0.00%
488	CUCAAVIS BUDGET GROUP	10,000	$139K	0.00%	Call
489	MFAUSDMFA FINL INC	87,000	$135K	0.00%	Put
490	PGENPRECIGEN INC	30,200	$103K	0.00%	Put
491	—WHITING PETE CORP NEW	151,997	$102K	0.00%	Put
492	RWTREDWOOD TR INC	17,800	$90K	0.00%	Put
493	—ACORDA THERAPEUTICS INC	53,235	$50K	0.00%
494	—BLACKSTONE MTG TR INC	54,000	$43K	0.00%
495	—LILIS ENERGY INC	101,385	$18K	0.00%

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