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
301	CXOEURCONCHO RES INC	125,583	$6.5M	0.04%	Put
302	SBACSBA COMMUNICATIONS CORP NEW	21,600	$6.4M	0.04%	Put
303	DOVDOVER CORP	65,503	$6.3M	0.04%	Put
304	APTVAPTIV PLC	80,900	$6.3M	0.04%	Put
305	LULULULULEMON ATHLETICA INC	20,200	$6.3M	0.04%	Put
306	RWT 5.625 07/15/24REDWOOD TR INC	7,249,000	$6.3M	0.04%
307	TSCOTRACTOR SUPPLY CO	47,600	$6.3M	0.04%	Put
308	—RADIUS HEALTH INC	8,500,000	$6.3M	0.04%
309	VFCV F CORP	102,596	$6.3M	0.04%	Put
310	FASTFASTENAL CO	144,900	$6.2M	0.04%	Put
311	DOWDOW INC	152,100	$6.2M	0.04%	Put
312	FQIDIGITAL RLTY TR INC	43,000	$6.1M	0.04%	Put
313	AEPAMERICAN ELEC PWR CO INC	76,700	$6.1M	0.04%	Put
314	—ACACIA COMMUNICATIONS INC	89,396	$6.0M	0.04%
315	RCLROYAL CARIBBEAN CRUISES LTD	118,182	$5.9M	0.04%	Put
316	IFFINTERNATIONAL FLAVORS&FRAGRA	48,400	$5.9M	0.04%	Put
317	ALNYALNYLAM PHARMACEUTICALS INC	40,000	$5.9M	0.04%	Call
318	VALEVALE S A	573,293	$5.9M	0.04%	Put
319	AKXANSYS INC	20,100	$5.9M	0.04%	Put
320	TXTTEXTRON INC	178,155	$5.9M	0.04%	Put
321	TVTX 2.5 09/15/25RETROPHIN INC	7,000,000	$5.8M	0.04%
322	BMRNBIOMARIN PHARMACEUTICAL INC	46,446	$5.7M	0.04%	Put
323	GWWGRAINGER W W INC	18,200	$5.7M	0.04%	Put
324	WYWEYERHAEUSER CO MTN BE	252,716	$5.7M	0.04%	Put
325	HLTHILTON WORLDWIDE HLDGS INC	76,700	$5.6M	0.04%	Put
326	AIZASSURANT INC	54,172	$5.6M	0.04%	Put
327	0VVBVIACOMCBS INC	237,728	$5.5M	0.04%	Put
328	PPLPPL CORP	211,948	$5.5M	0.04%	Put
329	MXIMMAXIM INTEGRATED PRODS INC	89,900	$5.4M	0.04%	Put
330	AWNADVANCE AUTO PARTS INC	38,228	$5.4M	0.04%	Put
331	FFORD MTR CO DEL	892,400	$5.4M	0.04%	Put
332	KMIKINDER MORGAN INC DEL	355,300	$5.4M	0.04%	Put
333	PAYCPAYCOM SOFTWARE INC	17,350	$5.4M	0.04%	Put
334	EQIXEQUINIX INC	7,600	$5.3M	0.04%	Put
335	GPCGENUINE PARTS CO	61,087	$5.3M	0.04%	Put
336	—PARATEK PHARMACEUTICALS INC	6,500,000	$5.3M	0.04%
337	EXAS 0.375 03/01/28EXACT SCIENCES CORP	5,500,000	$5.3M	0.03%
338	ORLYOREILLY AUTOMOTIVE INC	12,400	$5.2M	0.03%	Put
339	OMCOMNICOM GROUP INC	94,803	$5.2M	0.03%	Put
340	CGCCANOPY GROWTH CORP	315,653	$5.1M	0.03%	Put
341	EXPEEXPEDIA GROUP INC	61,700	$5.1M	0.03%	Put
342	WABWABTEC	88,063	$5.1M	0.03%	Put
343	KMXCARMAX INC	55,700	$5.0M	0.03%	Put
344	BKRBAKER HUGHES COMPANY	323,923	$5.0M	0.03%	Put
345	CITCINTAS CORP	18,500	$4.9M	0.03%	Put
346	TTTRANE TECHNOLOGIES PLC	54,900	$4.9M	0.03%	Put
347	GRMNGARMIN LTD	49,500	$4.8M	0.03%	Put
348	LOGMEURLOGMEIN INC	56,378	$4.8M	0.03%
349	SJMSMUCKER J M CO	45,100	$4.8M	0.03%	Put
350	CERNCHFCERNER CORP	68,800	$4.7M	0.03%	Put
351	HSTHOST HOTELS & RESORTS INC	433,557	$4.7M	0.03%	Put
352	AMTTD AMERITRADE HLDG CORP	128,333	$4.7M	0.03%
353	CLVS 1.25 05/01/25CLOVIS ONCOLOGY INC	7,500,000	$4.7M	0.03%
354	TELTE CONNECTIVITY LTD	55,900	$4.6M	0.03%	Put
355	FLT1EURFLEETCOR TECHNOLOGIES INC	18,100	$4.6M	0.03%	Put
356	ZMZOOM VIDEO COMMUNICATIONS IN	17,700	$4.5M	0.03%	Put
357	ZBRAZEBRA TECHNOLOGIES CORPORATI	17,400	$4.5M	0.03%	Put
358	AALAMERICAN AIRLS GROUP INC	340,700	$4.5M	0.03%	Put
359	CAGCONAGRA BRANDS INC	125,400	$4.4M	0.03%	Put
360	OXYOCCIDENTAL PETE CORP	238,900	$4.4M	0.03%	Put
361	NUENUCOR CORP	105,500	$4.4M	0.03%	Put
362	QRVOQORVO INC	39,500	$4.4M	0.03%	Put
363	CCLCARNIVAL CORP	264,782	$4.3M	0.03%	Put
364	CMACOMERICA INC	112,544	$4.3M	0.03%	Put
365	HWMHOWMET AEROSPACE INC	270,252	$4.3M	0.03%	Put
366	CBOECBOE GLOBAL MARKETS INC	45,769	$4.3M	0.03%	Put
367	NRANRG ENERGY INC	130,558	$4.3M	0.03%	Put
368	CFCF INDS HLDGS INC	148,631	$4.2M	0.03%	Put
369	MRSHMARSH & MCLENNAN COS INC	38,700	$4.2M	0.03%	Put
370	XRXXEROX HOLDINGS CORP	269,844	$4.1M	0.03%	Put
371	AONAON PLC	21,400	$4.1M	0.03%	Put
372	HALHALLIBURTON CO	316,177	$4.1M	0.03%	Put
373	SYFSYNCHRONY FINANCIAL	183,675	$4.1M	0.03%	Put
374	RWT 4.75 08/15/23REDWOOD TR INC	4,500,000	$4.1M	0.03%
375	DALDELTA AIR LINES INC DEL	144,000	$4.0M	0.03%	Put
376	HASHASBRO INC	53,671	$4.0M	0.03%	Put
377	TROWPRICE T ROWE GROUP INC	32,300	$4.0M	0.03%	Put
378	FOXAFOX CORP	148,462	$4.0M	0.03%	Put
379	DVADAVITA INC	50,300	$4.0M	0.03%	Put
380	UALUNITED AIRLS HLDGS INC	114,500	$4.0M	0.03%	Put
381	EIXEDISON INTL	72,870	$4.0M	0.03%	Put
382	DVNDEVON ENERGY CORP NEW	348,973	$4.0M	0.03%	Put
383	VMCVULCAN MATLS CO	34,000	$3.9M	0.03%	Put
384	HRLHORMEL FOODS CORP	80,200	$3.9M	0.03%	Put
385	—RESTORATION HARDWARE HLDGS I	2,000,000	$3.9M	0.03%
386	XRAYDENTSPLY SIRONA INC	87,800	$3.9M	0.03%	Put
387	MASMASCO CORP	76,900	$3.9M	0.03%	Put
388	JBHTHUNT J B TRANS SVCS INC	31,800	$3.8M	0.03%	Put
389	MOSMOSAIC CO NEW	298,287	$3.7M	0.02%	Put
390	CAHCARDINAL HEALTH INC	71,000	$3.7M	0.02%	Put
391	TRIPTRIPADVISOR INC	194,834	$3.7M	0.02%	Put
392	APHAMPHENOL CORP NEW	38,600	$3.7M	0.02%	Put
393	FEFIRSTENERGY CORP	94,900	$3.7M	0.02%	Put
394	ODFLOLD DOMINION FREIGHT LINE IN	21,600	$3.7M	0.02%	Put
395	DGXQUEST DIAGNOSTICS INC	31,500	$3.6M	0.02%	Put
396	—MFA FINL INC	4,000,000	$3.6M	0.02%
397	—MYLAN NV	220,200	$3.5M	0.02%	Put
398	—AMAG PHARMACEUTICALS INC	4,500,000	$3.5M	0.02%
399	IGIBISHARES TR	58,277	$3.5M	0.02%
400	RMERESMED INC	18,100	$3.5M	0.02%	Put

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