CAPSTONE INVESTMENT ADVISORS, LLC Q4 2019 Filing

Filed February 14, 2020

Portfolio Value

$18.5B

Holdings

581

Report Date

Q4 2019

Filing Type

13F-HR

All Holdings (581 positions)

#	Stock	Shares	Value	% Portfolio	Type
301	LVSLAS VEGAS SANDS CORP	132,167	$9.1M	0.05%	Put
302	PPLPPL CORP	253,500	$9.1M	0.05%	Put
303	9990302DAPACHE CORP	353,519	$9.0M	0.05%	Put
304	FANGDIAMONDBACK ENERGY INC	97,130	$9.0M	0.05%	Put
305	—ARQULE INC	451,547	$9.0M	0.05%
306	STXSEAGATE TECHNOLOGY PLC	150,500	$9.0M	0.05%	Put
307	ARNCCHFARCONIC INC	290,600	$8.9M	0.05%	Put
308	INCYINCYTE CORP	101,200	$8.8M	0.05%	Put
309	CTVACORTEVA INC	295,933	$8.7M	0.05%	Put
310	BALLBALL CORP	134,685	$8.7M	0.05%	Put
311	CAHCARDINAL HEALTH INC	171,465	$8.7M	0.05%	Put
312	FTNTFORTINET INC	81,200	$8.7M	0.05%	Put
313	WBC1EURWABCO HLDGS INC	62,521	$8.5M	0.05%
314	ANETEURARISTA NETWORKS INC	40,881	$8.3M	0.04%	Put
315	AWNADVANCE AUTO PARTS INC	51,804	$8.3M	0.04%	Put
316	—INSTRUCTURE INC	171,731	$8.3M	0.04%	Call
317	DVNDEVON ENERGY CORP NEW	316,882	$8.2M	0.04%	Put
318	ABGAMERISOURCEBERGEN CORP	96,184	$8.2M	0.04%	Put
319	—MYLAN N V	404,125	$8.1M	0.04%	Put
320	ADSWADVANCED DISP SVCS INC DEL	246,629	$8.1M	0.04%
321	IQVIQVIA HLDGS INC	50,528	$7.8M	0.04%	Put
322	QRVOQORVO INC	66,400	$7.7M	0.04%	Put
323	CMACOMERICA INC	106,899	$7.7M	0.04%	Put
324	NIONIO INC	1,905,600	$7.7M	0.04%	Put
325	VMCVULCAN MATLS CO	53,200	$7.7M	0.04%	Put
326	BKRBAKER HUGHES COMPANY	297,180	$7.6M	0.04%	Put
327	CBCHUBB LIMITED	48,901	$7.6M	0.04%	Put
328	FEFIRSTENERGY CORP	155,900	$7.6M	0.04%	Put
329	TSLATESLA INC	18,100	$7.6M	0.04%	Put
330	KSSKOHLS CORP	148,120	$7.5M	0.04%	Put
331	MNSTMONSTER BEVERAGE CORP NEW	118,500	$7.5M	0.04%	Put
332	MRO*MARATHON OIL CORP	546,106	$7.4M	0.04%	Put
333	GPCGENUINE PARTS CO	69,700	$7.4M	0.04%	Put
334	PHMPULTE GROUP INC	189,758	$7.4M	0.04%	Put
335	NCLHNORWEGIAN CRUISE LINE HLDG L	125,500	$7.3M	0.04%	Put
336	MOSMOSAIC CO NEW	334,238	$7.2M	0.04%	Put
337	RIORIO TINTO PLC	121,300	$7.2M	0.04%	Call
338	ETRAE TRADE FINANCIAL CORP	157,883	$7.2M	0.04%	Put
339	EWZISHARES INC	150,248	$7.1M	0.04%	Put
340	WYWEYERHAEUSER CO	234,371	$7.1M	0.04%	Put
341	EIXEDISON INTL	92,298	$7.0M	0.04%	Put
342	NOVEURNATIONAL OILWELL VARCO INC	277,415	$7.0M	0.04%	Put
343	CHRWC H ROBINSON WORLDWIDE INC	88,634	$6.9M	0.04%	Put
344	DISH 2.375 03/15/24DISH NETWORK CORP	7,500,000	$6.9M	0.04%
345	—ACACIA COMMUNICATIONS INC	101,333	$6.9M	0.04%
346	AKAMAKAMAI TECHNOLOGIES INC	79,300	$6.8M	0.04%	Put
347	KEYSKEYSIGHT TECHNOLOGIES INC	66,690	$6.8M	0.04%	Put
348	FASTFASTENAL CO	183,800	$6.8M	0.04%	Put
349	INSM 1.75 01/15/25INSMED INC	6,935,000	$6.7M	0.04%
350	MCXMCCORMICK & CO INC	39,294	$6.7M	0.04%	Put
351	CFCF INDS HLDGS INC	139,480	$6.7M	0.04%	Put
352	SJMSMUCKER J M CO	63,939	$6.7M	0.04%	Put
353	FFIVF5 NETWORKS INC	47,206	$6.6M	0.04%	Put
354	DXCDXC TECHNOLOGY CO	171,938	$6.5M	0.03%	Put
355	KSUEURKANSAS CITY SOUTHERN	42,000	$6.4M	0.03%	Put
356	TAPMOLSON COORS BREWING CO	119,007	$6.4M	0.03%	Put
357	FLT1EURFLEETCOR TECHNOLOGIES INC	22,200	$6.4M	0.03%	Put
358	SYFSYNCHRONY FINL	177,300	$6.4M	0.03%	Put
359	CERNCHFCERNER CORP	86,800	$6.4M	0.03%	Put
360	XRXXEROX HOLDINGS CORP	172,694	$6.4M	0.03%	Put
361	HASHASBRO INC	59,400	$6.3M	0.03%	Put
362	PVHPVH CORP	59,153	$6.2M	0.03%	Put
363	KELKELLOGG CO	89,800	$6.2M	0.03%	Put
364	AMTTD AMERITRADE HLDG CORP	123,574	$6.1M	0.03%
365	ZIONZIONS BANCORPORATION N A	117,400	$6.1M	0.03%	Put
366	—CYPRESS SEMICONDUCTOR CORP	5,000,000	$6.1M	0.03%
367	MXIMMAXIM INTEGRATED PRODS INC	98,671	$6.1M	0.03%	Put
368	EDCONSOLIDATED EDISON INC	67,000	$6.1M	0.03%	Put
369	ALBALBEMARLE CORP	82,043	$6.0M	0.03%	Put
370	TSCOTRACTOR SUPPLY CO	63,718	$6.0M	0.03%	Put
371	BXMT 4.75 03/15/23BLACKSTONE MTG TR INC	5,507,000	$5.9M	0.03%
372	AIZASSURANT INC	44,928	$5.9M	0.03%	Put
373	—EL PASO ELEC CO	85,511	$5.8M	0.03%
374	ROKROCKWELL AUTOMATION INC	28,300	$5.7M	0.03%	Put
375	XRAYDENTSPLY SIRONA INC	101,000	$5.7M	0.03%	Put
376	—FITBIT INC	868,899	$5.7M	0.03%	Put
377	FDO.FMACYS INC	333,843	$5.7M	0.03%	Put
378	CBOECBOE GLOBAL MARKETS INC	47,000	$5.6M	0.03%	Put
379	TPRTAPESTRY INC	204,884	$5.5M	0.03%	Put
380	GNWGENWORTH FINL INC	1,254,821	$5.5M	0.03%	Put
381	JWNUSDNORDSTROM INC	134,388	$5.5M	0.03%	Put
382	—NIELSEN HLDGS PLC	270,848	$5.5M	0.03%	Put
383	CPRTCOPART INC	60,400	$5.5M	0.03%	Put
384	CZREURCAESARS ENTMT CORP	399,337	$5.4M	0.03%
385	LNCLINCOLN NATL CORP IND	90,551	$5.3M	0.03%	Put
386	GRMNGARMIN LTD	54,600	$5.3M	0.03%	Put
387	MCOMOODYS CORP	22,405	$5.3M	0.03%	Put
388	HBANHUNTINGTON BANCSHARES INC	349,573	$5.3M	0.03%	Put
389	NRANRG ENERGY INC	131,864	$5.2M	0.03%	Put
390	DOVDOVER CORP	45,300	$5.2M	0.03%	Put
391	JNPJUNIPER NETWORKS INC	211,206	$5.2M	0.03%	Put
392	AYAEURSTARS GROUP INC	198,600	$5.2M	0.03%
393	—AMAG PHARMACEUTICALS INC	6,000,000	$5.1M	0.03%
394	CAGCONAGRA BRANDS INC	146,900	$5.0M	0.03%	Put
395	GAPGAP INC	282,747	$5.0M	0.03%	Put
396	DVADAVITA INC	66,500	$5.0M	0.03%	Put
397	—AUDENTES THERAPEUTICS INC	83,114	$5.0M	0.03%	Put
398	CPBCAMPBELL SOUP CO	100,400	$5.0M	0.03%	Put
399	HSTHOST HOTELS & RESORTS INC	265,107	$4.9M	0.03%	Put
400	WELLWELLTOWER INC	59,270	$4.8M	0.03%	Put

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