CAPSTONE INVESTMENT ADVISORS, LLC Q2 2018 Filing

Filed August 13, 2018

Portfolio Value

$6.5B

Holdings

358

Report Date

Q2 2018

Filing Type

13F-HR

All Holdings (358 positions)

#	Stock	Shares	Value	% Portfolio	Type
301	DONSPDR DOW JONES INDL AVRG ETF	3,540	$859K	0.01%
302	EQIXEQUINIX INC	1,974	$849K	0.01%	Put
303	GAPGAP INC DEL	25,000	$810K	0.01%	Put
304	HLFHERBALIFE NUTRITION LTD	15,000	$806K	0.01%	Put
305	—WHITING PETE CORP NEW	15,209	$802K	0.01%
306	STZCONSTELLATION BRANDS INC	3,597	$787K	0.01%	Put
307	MARMARRIOTT INTL INC NEW	6,162	$781K	0.01%	Put
308	SATSECHOSTAR CORP	17,600	$781K	0.01%	Call
309	SHWSHERWIN WILLIAMS CO	1,901	$775K	0.01%	Put
310	NVAX 3.75 02/01/23NOVAVAX INC	1,250,000	$739K	0.01%
311	—ECO STIM ENERGY SOLUTIONS IN	1,053,709	$685K	0.01%
312	CMICUMMINS INC	5,072	$675K	0.01%	Put
313	—XERIUM TECHNOLOGIES INC	50,930	$674K	0.01%
314	—PHH CORP	61,147	$664K	0.01%
315	PPGPPG INDS INC	6,342	$658K	0.01%	Put
316	—TRANSENTERIX INC	150,000	$654K	0.01%
317	SHYISHARES TR	7,715	$643K	0.01%
318	WYWEYERHAEUSER CO	17,642	$643K	0.01%	Put
319	ILMNILLUMINA INC	2,271	$634K	0.01%	Put
320	HUBSHUBSPOT INC	5,000	$627K	0.01%	Put
321	WDCWESTERN DIGITAL CORP	7,954	$615K	0.01%	Put
322	ADSKAUTODESK INC	4,455	$584K	0.01%	Put
323	—PENNEY J C INC	248,000	$580K	0.01%
324	NUANEURNUANCE COMMUNICATIONS INC	41,500	$576K	0.01%
325	TOLTOLL BROTHERS INC	15,100	$559K	0.01%
326	APDAIR PRODS & CHEMS INC	3,475	$541K	0.01%	Put
327	OASEUROASIS PETE INC NEW	41,000	$532K	0.01%
328	PSXPHILLIPS 66	4,700	$528K	0.01%	Put
329	KMIKINDER MORGAN INC DEL	28,434	$503K	0.01%	Put
330	SPLKCHFSPLUNK INC	5,000	$496K	0.01%	Call
331	—PARATEK PHARMACEUTICALS INC	46,600	$475K	0.01%
332	MCKMCKESSON CORP	3,283	$437K	0.01%	Put
333	EWQISHARES INC	14,270	$436K	0.01%
334	—MAGICJACK VOCALTEC LTD	50,974	$433K	0.01%
335	—INTREXON CORP	30,700	$428K	0.01%
336	FFORD MTR CO DEL	37,200	$412K	0.01%	Put
337	—NRG YIELD INC	23,700	$408K	0.01%
338	EWTISHARES INC	10,669	$384K	0.01%
339	TROWPRICE T ROWE GROUP INC	3,059	$355K	0.01%	Put
340	NSCNORFOLK SOUTHERN CORP	2,311	$349K	0.01%	Put
341	AIGAMERICAN INTL GROUP INC	6,517	$346K	0.01%	Put
342	PSAPUBLIC STORAGE	1,515	$344K	0.01%	Put
343	PEOEXELON CORP	7,696	$328K	0.01%	Put
344	SRESEMPRA ENERGY	2,581	$300K	0.00%	Put
345	ECLECOLAB INC	2,100	$295K	0.00%	Put
346	ELLAUDER ESTEE COS INC	2,051	$293K	0.00%	Put
347	FMUSDISHARES INC	9,918	$286K	0.00%
348	B7SBROOKDALE SR LIVING INC	30,972	$282K	0.00%
349	NBRNABORS INDUSTRIES LTD	41,600	$267K	0.00%
350	GISGENERAL MLS INC	5,996	$266K	0.00%	Put
351	—FNB BANCORP CALIF	7,220	$265K	0.00%
352	INTUINTUIT	1,245	$254K	0.00%	Put
353	SYYSYSCO CORP	3,601	$246K	0.00%	Put
354	MRSHMARSH & MCLENNAN COS INC	2,922	$240K	0.00%	Put
355	PRUPRUDENTIAL FINL INC	2,418	$226K	0.00%	Put
356	BSXBOSTON SCIENTIFIC CORP	6,577	$216K	0.00%	Put
357	FISVFISERV INC	2,720	$202K	0.00%	Put
358	—COMMUNITY HEALTH SYS INC NEW	2,000,000	$20K	0.00%

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