CAPSTONE INVESTMENT ADVISORS, LLC Q1 2019 Filing

Filed May 15, 2019

Portfolio Value

$10.9B

Holdings

553

Report Date

Q1 2019

Filing Type

13F-HR

All Holdings (553 positions)

#	Stock	Shares	Value	% Portfolio	Type
401	T7DTRANSDIGM GROUP INC	5,300	$2.4M	0.02%	Put
402	BKRBAKER HUGHES A GE CO	85,574	$2.4M	0.02%	Put
403	WELLWELLTOWER INC	30,200	$2.3M	0.02%	Put
404	HRSEURHARRIS CORP DEL	14,500	$2.3M	0.02%	Put
405	FFIVF5 NETWORKS INC	14,677	$2.3M	0.02%	Put
406	IDXXIDEXX LABS INC	10,300	$2.3M	0.02%	Put
407	KMXCARMAX INC	33,000	$2.3M	0.02%	Put
408	DISHDISH NETWORK CORP	71,900	$2.3M	0.02%	Put
409	SYYSYSCO CORP	34,000	$2.3M	0.02%	Put
410	DGXQUEST DIAGNOSTICS INC	25,200	$2.3M	0.02%	Put
411	FASTFASTENAL CO	35,200	$2.3M	0.02%	Put
412	PVHPVH CORP	18,500	$2.3M	0.02%	Put
413	A4SAMERIPRISE FINL INC	17,300	$2.2M	0.02%	Put
414	CHGGCHEGG INC	58,000	$2.2M	0.02%
415	EIXEDISON INTL	35,200	$2.2M	0.02%	Put
416	HFCUSDHOLLYFRONTIER CORP	43,586	$2.1M	0.02%	Put
417	WHRWHIRLPOOL CORP	16,100	$2.1M	0.02%	Put
418	EFXEQUIFAX INC	17,900	$2.1M	0.02%	Put
419	—NIGHTSTAR THERAPEUTICS PLC	83,060	$2.1M	0.02%
420	OMEROMEROS CORP	120,000	$2.1M	0.02%
421	ARNCCHFARCONIC INC	109,043	$2.1M	0.02%	Put
422	FMCF M C CORP	27,000	$2.1M	0.02%	Put
423	GAPGAP INC	78,477	$2.1M	0.02%	Put
424	HOGHARLEY DAVIDSON INC	56,011	$2.0M	0.02%	Put
425	CMGCHIPOTLE MEXICAN GRILL INC	2,800	$2.0M	0.02%	Put
426	NCLHNORWEGIAN CRUISE LINE HLDG L	35,900	$2.0M	0.02%	Put
427	TPRTAPESTRY INC	60,494	$2.0M	0.02%	Put
428	OMCOMNICOM GROUP INC	26,600	$1.9M	0.02%	Put
429	—ASSERTIO THERAPEUTICS INC	2,500,000	$1.9M	0.02%
430	VRSNVERISIGN INC	10,600	$1.9M	0.02%	Put
431	CPBCAMPBELL SOUP CO	50,195	$1.9M	0.02%	Put
432	XRXCHFXEROX CORP	59,700	$1.9M	0.02%	Put
433	MNSTMONSTER BEVERAGE CORP NEW	34,200	$1.9M	0.02%	Put
434	SENS 5.25 02/01/23SENSEONICS HLDGS INC	1,750,000	$1.9M	0.02%
435	PHMPULTE GROUP INC	66,400	$1.9M	0.02%	Put
436	VIABVIACOM INC NEW	65,944	$1.9M	0.02%	Put
437	CHRWC H ROBINSON WORLDWIDE INC	21,000	$1.8M	0.02%	Put
438	QRVOQORVO INC	25,000	$1.8M	0.02%	Put
439	ENQENTEGRIS INC	50,000	$1.8M	0.02%	Call
440	NRANRG ENERGY INC	41,900	$1.8M	0.02%	Put
441	CTRACABOT OIL & GAS CORP	68,100	$1.8M	0.02%	Put
442	GNWGENWORTH FINL INC	461,700	$1.8M	0.02%
443	FISVFISERV INC	19,800	$1.7M	0.02%	Put
444	DVADAVITA INC	31,388	$1.7M	0.02%	Put
445	FISFIDELITY NATL INFORMATION SV	14,500	$1.6M	0.02%	Put
446	FTNTFORTINET INC	19,200	$1.6M	0.01%	Put
447	STCSTEWART INFORMATION SVCS COR	37,680	$1.6M	0.01%
448	—HEALTH INS INNOVATIONS INC	60,000	$1.6M	0.01%
449	IQIQIYI INC	67,200	$1.6M	0.01%	Put
450	FTITECHNIPFMC PLC	68,026	$1.6M	0.01%	Put
451	BIDUNBAIDU INC	9,654	$1.6M	0.01%	Put
452	ALKALASKA AIR GROUP INC	28,269	$1.6M	0.01%	Put
453	MTORMERITOR INC	77,600	$1.6M	0.01%
454	DOVDOVER CORP	16,700	$1.6M	0.01%	Put
455	JWNUSDNORDSTROM INC	35,158	$1.6M	0.01%	Put
456	IPGINTERPUBLIC GROUP COS INC	72,904	$1.5M	0.01%	Put
457	WOOFOOT LOCKER INC	24,800	$1.5M	0.01%	Put
458	STLAFIAT CHRYSLER AUTOMOBILES N	100,000	$1.5M	0.01%	Call
459	—INTEGRATED DEVICE TECHNOLOGY	30,000	$1.5M	0.01%	Call
460	—ACCELERATE DIAGNOSTICS INC	69,800	$1.5M	0.01%	Put
461	NKTREURNEKTAR THERAPEUTICS	43,010	$1.4M	0.01%	Put
462	NBL2EURNOBLE ENERGY INC	57,973	$1.4M	0.01%	Put
463	CPRICAPRI HOLDINGS LIMITED	30,725	$1.4M	0.01%	Put
464	DISCKUSDDISCOVERY INC	55,200	$1.4M	0.01%	Put
465	CAGCONAGRA BRANDS INC	50,100	$1.4M	0.01%	Put
466	—RTI INTL METALS INC	1,400,000	$1.4M	0.01%
467	COOCOOPER COS INC	4,600	$1.4M	0.01%	Put
468	DBDEUTSCHE BANK AG	166,600	$1.4M	0.01%	Put
469	SNPSSYNOPSYS INC	11,600	$1.3M	0.01%	Put
470	BALLBALL CORP	23,100	$1.3M	0.01%	Put
471	HSTHOST HOTELS & RESORTS INC	70,400	$1.3M	0.01%	Put
472	HLFHERBALIFE NUTRITION LTD	25,000	$1.3M	0.01%	Put
473	HN9HANESBRANDS INC	73,900	$1.3M	0.01%	Put
474	RMERESMED INC	12,600	$1.3M	0.01%	Put
475	NWLNEWELL BRANDS INC	84,675	$1.3M	0.01%	Put
476	TRIPTRIPADVISOR INC	25,146	$1.3M	0.01%	Put
477	TALTAL EDUCATION GROUP	35,800	$1.3M	0.01%	Put
478	BHFBRIGHTHOUSE FINL INC	35,168	$1.3M	0.01%	Put
479	TROWPRICE T ROWE GROUP INC	12,600	$1.3M	0.01%	Put
480	—WEATHERFORD INTL LTD	1,500,000	$1.2M	0.01%
481	PRGOPERRIGO CO PLC	25,060	$1.2M	0.01%	Put
482	HRLHORMEL FOODS CORP	26,400	$1.2M	0.01%	Put
483	LIONFIDELITY SOUTHERN CORP NEW	41,963	$1.1M	0.01%
484	MXIMMAXIM INTEGRATED PRODS INC	21,400	$1.1M	0.01%	Put
485	CLVSEURCLOVIS ONCOLOGY INC	45,000	$1.1M	0.01%	Call
486	MACMACERICH CO	25,726	$1.1M	0.01%	Put
487	HPHELMERICH & PAYNE INC	19,500	$1.1M	0.01%	Put
488	IRMIRON MTN INC NEW	30,500	$1.1M	0.01%	Put
489	—LSC COMMUNICATIONS INC	162,014	$1.1M	0.01%
490	LBEURL BRANDS INC	37,400	$1.0M	0.01%	Put
491	MHKMOHAWK INDS INC	8,156	$1.0M	0.01%	Put
492	UAAUNDER ARMOUR INC	48,400	$1.0M	0.01%	Put
493	XECEURCIMAREX ENERGY CO	14,100	$986K	0.01%	Put
494	—PARSLEY ENERGY INC	50,000	$965K	0.01%	Call
495	—CONNECTICUT WTR SVC INC	13,930	$956K	0.01%
496	MCXMCCORMICK & CO INC	6,300	$949K	0.01%	Put
497	SEESEALED AIR CORP NEW	20,300	$935K	0.01%	Put
498	—SPRINT CORPORATION	162,272	$917K	0.01%
499	XYLXYLEM INC	11,400	$901K	0.01%	Put
500	PDDPINDUODUO INC	36,000	$893K	0.01%	Put

PreviousPage 5 of 6Next