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
401	9990302DAPACHE CORP	255,553	$3.5M	0.02%	Put
402	OLEDUNIVERSAL DISPLAY CORP	22,948	$3.4M	0.02%	Put
403	LUVSOUTHWEST AIRLS CO	99,900	$3.4M	0.02%	Put
404	NTESNETEASE INC	7,900	$3.4M	0.02%	Put
405	WDAYWORKDAY INC	18,000	$3.4M	0.02%	Put
406	HOGHARLEY DAVIDSON INC	141,221	$3.4M	0.02%	Put
407	ALKALASKA AIR GROUP INC	91,365	$3.3M	0.02%	Put
408	TAPMOLSON COORS BEVERAGE CO	95,422	$3.3M	0.02%	Put
409	ABMDEURABIOMED INC	13,500	$3.3M	0.02%	Put
410	UHSUNIVERSAL HLTH SVCS INC	34,508	$3.2M	0.02%	Put
411	CHRWC H ROBINSON WORLDWIDE INC	40,400	$3.2M	0.02%	Put
412	CFGCITIZENS FINANCIAL GROUP INC	126,040	$3.2M	0.02%	Put
413	ASMLASML HOLDING N V	8,600	$3.2M	0.02%	Put
414	AZOAUTOZONE INC	2,800	$3.2M	0.02%	Put
415	CTVACORTEVA INC	116,500	$3.1M	0.02%	Put
416	FCXFREEPORT-MCMORAN INC	266,700	$3.1M	0.02%	Put
417	DRIDARDEN RESTAURANTS INC	40,600	$3.1M	0.02%	Put
418	EWWISHARES INC	94,000	$3.0M	0.02%	Put
419	—PORTOLA PHARMACEUTICALS INC	166,055	$3.0M	0.02%
420	—THERAVANCE BIOPHARMA INC	3,000,000	$2.9M	0.02%
421	IPGINTERPUBLIC GROUP COS INC	169,488	$2.9M	0.02%	Put
422	COOCOOPER COS INC	10,200	$2.9M	0.02%	Put
423	—IHS MARKIT LTD	38,300	$2.9M	0.02%	Put
424	PLDPROLOGIS INC.	30,900	$2.9M	0.02%	Put
425	AJGGALLAGHER ARTHUR J & CO	29,500	$2.9M	0.02%	Put
426	WECWEC ENERGY GROUP INC	32,700	$2.9M	0.02%	Put
427	LNCLINCOLN NATL CORP IND	77,526	$2.9M	0.02%	Put
428	DISHDISH NETWORK CORPORATION	81,900	$2.8M	0.02%	Put
429	EMNEASTMAN CHEM CO	39,900	$2.8M	0.02%	Put
430	DXCDXC TECHNOLOGY CO	166,730	$2.8M	0.02%	Put
431	AREALEXANDRIA REAL ESTATE EQ IN	16,800	$2.7M	0.02%	Put
432	PVHPVH CORPORATION	55,938	$2.7M	0.02%	Put
433	IRMIRON MTN INC NEW	102,955	$2.7M	0.02%	Put
434	ALBALBEMARLE CORP	34,800	$2.7M	0.02%	Put
435	WRKUSDWESTROCK CO	92,772	$2.6M	0.02%	Put
436	AVBAVALONBAY CMNTYS INC	16,600	$2.6M	0.02%	Put
437	OTISOTIS WORLDWIDE CORP	44,443	$2.5M	0.02%
438	PCARPACCAR INC	33,600	$2.5M	0.02%	Put
439	ALUBALUSSA ENERGY ACQUISITION CO	250,000	$2.5M	0.02%
440	ESEVERSOURCE ENERGY	29,500	$2.5M	0.02%	Put
441	IPGPIPG PHOTONICS CORP	14,900	$2.4M	0.02%	Put
442	DTEDTE ENERGY CO	22,000	$2.4M	0.02%	Put
443	—DELPHI TECHNOLOGIES PL	164,962	$2.3M	0.02%
444	HFCUSDHOLLYFRONTIER CORP	79,621	$2.3M	0.02%	Put
445	EQREQUITY RESIDENTIAL	39,500	$2.3M	0.02%	Put
446	AXDX 2.5 03/15/23ACCELERATE DIAGNOSTICS INC	3,250,000	$2.3M	0.02%
447	CMGCHIPOTLE MEXICAN GRILL INC	2,200	$2.3M	0.02%	Put
448	NIONIO INC	297,800	$2.3M	0.02%	Put
449	CBBCINCINNATI BELL INC NEW	151,903	$2.3M	0.01%
450	KSSKOHLS CORP	108,479	$2.3M	0.01%	Put
451	JECUSDJACOBS ENGR GROUP INC	26,500	$2.2M	0.01%	Put
452	ROPROPER TECHNOLOGIES INC	5,700	$2.2M	0.01%	Put
453	RLRALPH LAUREN CORP	30,302	$2.2M	0.01%	Put
454	JNPJUNIPER NETWORKS INC	94,817	$2.2M	0.01%	Put
455	CPBCAMPBELL SOUP CO	43,500	$2.2M	0.01%	Put
456	CTRACABOT OIL & GAS CORP	123,600	$2.1M	0.01%	Put
457	—GW PHARMACEUTICALS PLC	17,000	$2.1M	0.01%	Call
458	IQIQIYI INC	88,400	$2.0M	0.01%	Put
459	A4SAMERIPRISE FINL INC	13,500	$2.0M	0.01%	Put
460	LKQ1LKQ CORP	76,100	$2.0M	0.01%	Put
461	CARRCARRIER GLOBAL CORPORATION	89,630	$2.0M	0.01%
462	PEGPUBLIC SVC ENTERPRISE GRP IN	40,400	$2.0M	0.01%	Put
463	HBANHUNTINGTON BANCSHARES INC	218,486	$2.0M	0.01%	Put
464	RSGREPUBLIC SVCS INC	23,800	$2.0M	0.01%	Put
465	PRGOPERRIGO CO PLC	35,300	$2.0M	0.01%	Put
466	—GCI LIBERTY INC	27,260	$1.9M	0.01%
467	CTLEURCENTURYLINK INC	192,200	$1.9M	0.01%	Put
468	LQDISHARES TR	14,293	$1.9M	0.01%
469	—UNISYS CORP	1,500,000	$1.9M	0.01%
470	NBL2EURNOBLE ENERGY INC	213,883	$1.9M	0.01%	Put
471	W3UWESTERN UN CO	88,458	$1.9M	0.01%	Put
472	CPRICAPRI HOLDINGS LIMITED	121,886	$1.9M	0.01%	Put
473	—FITBIT INC	293,405	$1.9M	0.01%
474	AJRDEURAEROJET ROCKETDYNE HLDGS INC	47,707	$1.9M	0.01%
475	MHKMOHAWK INDS INC	18,500	$1.9M	0.01%	Put
476	LEGLEGGETT & PLATT INC	52,924	$1.9M	0.01%	Put
477	NWLNEWELL BRANDS INC	114,085	$1.8M	0.01%	Put
478	LBEURL BRANDS INC	120,835	$1.8M	0.01%	Put
479	ABGAMERISOURCEBERGEN CORP	17,900	$1.8M	0.01%	Put
480	CHDCHURCH & DWIGHT INC	22,000	$1.7M	0.01%	Put
481	HPHELMERICH & PAYNE INC	87,136	$1.7M	0.01%	Put
482	DPZDOMINOS PIZZA INC	4,600	$1.7M	0.01%	Put
483	—FLEXION THERAPEUTICS INC	2,000,000	$1.7M	0.01%
484	DOCHEALTHPEAK PROPERTIES INC	59,400	$1.6M	0.01%	Put
485	NOVEURNATIONAL OILWELL VARCO INC	133,600	$1.6M	0.01%	Put
486	PG4PRINCIPAL FINANCIAL GROUP IN	39,200	$1.6M	0.01%	Put
487	XECEURCIMAREX ENERGY CO	58,403	$1.6M	0.01%	Put
488	HSICHENRY SCHEIN INC	26,500	$1.5M	0.01%	Put
489	—TAUBMAN CTRS INC	40,871	$1.5M	0.01%	Put
490	IVZINVESCO LTD	141,840	$1.5M	0.01%	Put
491	BFHALLIANCE DATA SYSTEMS CORP	33,804	$1.5M	0.01%	Put
492	LYVLIVE NATION ENTERTAINMENT IN	33,900	$1.5M	0.01%	Put
493	MGMMGM RESORTS INTERNATIONAL	89,200	$1.5M	0.01%	Put
494	CBRECBRE GROUP INC	32,800	$1.5M	0.01%	Put
495	MAAMID-AMER APT CMNTYS INC	12,900	$1.5M	0.01%	Put
496	SENS 5.25 02/01/23SENSEONICS HLDGS INC	1,750,000	$1.5M	0.01%
497	EXPDEXPEDITORS INTL WASH INC	19,100	$1.5M	0.01%	Put
498	ETRENTERGY CORP NEW	15,400	$1.4M	0.01%	Put
499	FBINFORTUNE BRANDS HOME & SEC IN	22,200	$1.4M	0.01%	Put
500	MTBM & T BK CORP	13,600	$1.4M	0.01%	Put

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