CAPSTONE INVESTMENT ADVISORS, LLC Q3 2020 Filing

Filed November 16, 2020

Portfolio Value

$19.6B

Holdings

615

Report Date

Q3 2020

Filing Type

13F-HR

All Holdings (615 positions)

#	Stock	Shares	Value	% Portfolio	Type
401	BHCBAUSCH HEALTH COS INC	303,327	$4.7M	0.02%	Put
402	MGMMGM RESORTS INTERNATIONAL	216,600	$4.7M	0.02%	Put
403	HWMHOWMET AEROSPACE INC	280,787	$4.7M	0.02%	Put
404	CMACOMERICA INC	121,478	$4.6M	0.02%	Put
405	ZBRAZEBRA TECHNOLOGIES CORPORATI	18,400	$4.6M	0.02%	Put
406	DTEDTE ENERGY CO	39,800	$4.6M	0.02%	Put
407	MOSMOSAIC CO NEW	249,981	$4.6M	0.02%	Put
408	EIXEDISON INTL	89,787	$4.6M	0.02%	Put
409	RSGREPUBLIC SVCS INC	48,900	$4.6M	0.02%	Put
410	ODFLOLD DOMINION FREIGHT LINE IN	25,100	$4.5M	0.02%	Put
411	AJGGALLAGHER ARTHUR J & CO	42,400	$4.5M	0.02%	Put
412	ALBALBEMARLE CORP	49,200	$4.4M	0.02%	Put
413	ORLYOREILLY AUTOMOTIVE INC	9,500	$4.4M	0.02%	Put
414	SMHVANECK VECTORS ETF TR	25,001	$4.4M	0.02%	Put
415	CTVACORTEVA INC	149,524	$4.3M	0.02%	Put
416	OXYOCCIDENTAL PETE CORP	424,851	$4.3M	0.02%	Put
417	ABMDEURABIOMED INC	15,300	$4.2M	0.02%	Put
418	RWT 4.75 08/15/23REDWOOD TR INC	4,500,000	$4.1M	0.02%
419	WECWEC ENERGY GROUP INC	42,600	$4.1M	0.02%	Put
420	PVHPVH CORPORATION	68,721	$4.1M	0.02%	Put
421	ALKALASKA AIR GROUP INC	110,106	$4.0M	0.02%	Put
422	RACEFERRARI N V	21,000	$3.9M	0.02%	Call
423	CFGCITIZENS FINL GROUP INC	152,641	$3.9M	0.02%	Put
424	JECUSDJACOBS ENGR GROUP INC	41,600	$3.9M	0.02%	Put
425	PDDPINDUODUO INC	51,880	$3.8M	0.02%	Put
426	CTLEURLUMEN TECHNOLOGIES INC	379,454	$3.8M	0.02%	Put
427	TAPMOLSON COORS BEVERAGE CO	113,699	$3.8M	0.02%	Put
428	—MFA FINL INC	4,000,000	$3.8M	0.02%
429	EXPDEXPEDITORS INTL WASH INC	41,500	$3.8M	0.02%	Put
430	USX1UNITED STATES STL CORP NEW	511,233	$3.8M	0.02%	Put
431	WRKUSDWESTROCK CO	107,747	$3.7M	0.02%	Put
432	JNPJUNIPER NETWORKS INC	173,725	$3.7M	0.02%	Put
433	—VIRTUSA CORP	75,739	$3.7M	0.02%
434	EWJISHARES INC	62,565	$3.7M	0.02%	Put
435	DVNDEVON ENERGY CORP NEW	389,925	$3.7M	0.02%	Put
436	EQREQUITY RESIDENTIAL	71,594	$3.7M	0.02%	Put
437	LBEURL BRANDS INC	114,000	$3.6M	0.02%	Put
438	UHSUNIVERSAL HLTH SVCS INC	33,501	$3.6M	0.02%	Put
439	EMNEASTMAN CHEM CO	45,800	$3.6M	0.02%	Put
440	9990302DAPACHE CORP	376,942	$3.6M	0.02%	Put
441	LNCLINCOLN NATL CORP IND	113,060	$3.5M	0.02%	Put
442	AVBAVALONBAY CMNTYS INC	23,700	$3.5M	0.02%	Put
443	CARRCARRIER GLOBAL CORPORATION	113,932	$3.5M	0.02%	Put
444	TRIPTRIPADVISOR INC	177,357	$3.5M	0.02%	Put
445	DXCDXC TECHNOLOGY CO	189,895	$3.4M	0.02%	Put
446	IRMIRON MTN INC NEW	124,313	$3.3M	0.02%	Put
447	A4SAMERIPRISE FINL INC	21,600	$3.3M	0.02%	Put
448	CHDCHURCH & DWIGHT INC	35,200	$3.3M	0.02%	Put
449	AZOAUTOZONE INC	2,800	$3.3M	0.02%	Put
450	HOGHARLEY DAVIDSON INC	133,874	$3.3M	0.02%	Put
451	—MYLAN NV	219,552	$3.3M	0.02%	Put
452	ABGAMERISOURCEBERGEN CORP	33,300	$3.2M	0.02%	Put
453	DISHDISH NETWORK CORPORATION	110,723	$3.2M	0.02%	Put
454	FBINFORTUNE BRANDS HOME & SEC IN	37,100	$3.2M	0.02%	Put
455	IPGINTERPUBLIC GROUP COS INC	189,015	$3.2M	0.02%	Put
456	OTISOTIS WORLDWIDE CORP	49,628	$3.1M	0.02%
457	LYVLIVE NATION ENTERTAINMENT IN	56,500	$3.0M	0.02%	Put
458	IGIBISHARES TR	49,019	$3.0M	0.02%
459	DPZDOMINOS PIZZA INC	7,000	$3.0M	0.02%	Put
460	MHKMOHAWK INDS INC	30,173	$2.9M	0.02%	Put
461	FMCF M C CORP	27,500	$2.9M	0.01%	Put
462	XYLXYLEM INC	34,600	$2.9M	0.01%	Put
463	RMERESMED INC	16,900	$2.9M	0.01%	Put
464	HBANHUNTINGTON BANCSHARES INC	311,621	$2.9M	0.01%	Put
465	—AERIE PHARMACEUTICALS INC	3,500,000	$2.9M	0.01%
466	SGENEURSEATTLE GENETICS INC	14,500	$2.8M	0.01%	Put
467	—ROSETTA STONE INC	92,413	$2.8M	0.01%
468	RLRALPH LAUREN CORP	40,597	$2.8M	0.01%	Put
469	CMGCHIPOTLE MEXICAN GRILL INC	2,200	$2.7M	0.01%	Put
470	VTVVANGUARD INDEX FDS	26,182	$2.7M	0.01%
471	W3UWESTERN UN CO	126,957	$2.7M	0.01%	Put
472	—AMAG PHARMACEUTICALS INC	3,000,000	$2.7M	0.01%
473	PEGPUBLIC SVC ENTERPRISE GRP IN	49,300	$2.7M	0.01%	Put
474	LKQ1LKQ CORP	97,503	$2.7M	0.01%	Put
475	—THERAVANCE BIOPHARMA INC	3,000,000	$2.6M	0.01%
476	AREALEXANDRIA REAL ESTATE EQ IN	16,100	$2.6M	0.01%	Put
477	CHKPCHECK POINT SOFTWARE TECH LT	20,958	$2.5M	0.01%	Put
478	WK 1.125 08/15/26WORKIVA INC	2,500,000	$2.5M	0.01%
479	ALUBALUSSA ENERGY ACQUISITION CO	250,000	$2.5M	0.01%
480	KSSKOHLS CORP	133,113	$2.5M	0.01%	Put
481	NWLNEWELL BRANDS INC	142,494	$2.4M	0.01%	Put
482	IPGPIPG PHOTONICS CORP	14,200	$2.4M	0.01%	Put
483	MTBM & T BK CORP	25,980	$2.4M	0.01%	Put
484	CLVTRIP COM GROUP LTD	76,700	$2.4M	0.01%	Put
485	—AIMMUNE THERAPEUTICS INC	68,692	$2.4M	0.01%
486	CPBCAMPBELL SOUP CO	48,800	$2.4M	0.01%	Put
487	LEGLEGGETT & PLATT INC	57,150	$2.4M	0.01%	Put
488	MAAMID-AMER APT CMNTYS INC	20,200	$2.3M	0.01%	Put
489	CTRACABOT OIL & GAS CORP	134,016	$2.3M	0.01%	Put
490	CBBCINCINNATI BELL INC NEW	152,317	$2.3M	0.01%
491	—FITBIT INC	328,307	$2.3M	0.01%	Call
492	HN9HANESBRANDS INC	142,564	$2.2M	0.01%	Put
493	HFCUSDHOLLYFRONTIER CORP	111,469	$2.2M	0.01%	Put
494	BXPBOSTON PROPERTIES INC	27,212	$2.2M	0.01%	Put
495	IEXIDEX CORP	11,900	$2.2M	0.01%	Put
496	NCLHNORWEGIAN CRUISE LINE HLDG L	123,000	$2.1M	0.01%	Put
497	AXDX 2.5 03/15/23ACCELERATE DIAGNOSTICS INC	3,250,000	$2.1M	0.01%
498	—GCI LIBERTY INC	25,100	$2.1M	0.01%
499	—QIAGEN NV	39,248	$2.1M	0.01%	Call
500	TEVATEVA PHARMACEUTICAL INDS LTD	225,700	$2.0M	0.01%	Put

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