CAPSTONE INVESTMENT ADVISORS, LLC Q2 2019 Filing

Filed August 14, 2019

Portfolio Value

$13.8B

Holdings

587

Report Date

Q2 2019

Filing Type

13F-HR

All Holdings (587 positions)

#	Stock	Shares	Value	% Portfolio	Type
301	KEYKEYCORP NEW	365,599	$6.5B	46.95%	Put
302	CLXCLOROX CO DEL	41,916	$6.4B	46.44%	Put
303	PHPARKER HANNIFIN CORP	37,674	$6.4B	46.35%	Put
304	ETNEATON CORP PLC	76,215	$6.3B	45.93%	Put
305	TVTX 2.5 09/15/25RETROPHIN INC	7,000,000	$6.3B	45.63%
306	CCLCARNIVAL CORP	134,494	$6.3B	45.30%	Put
307	HPEHEWLETT PACKARD ENTERPRISE C	414,450	$6.2B	44.83%	Put
308	AG8AGILENT TECHNOLOGIES INC	82,149	$6.1B	44.39%	Put
309	PAYXPAYCHEX INC	73,200	$6.0B	43.59%	Put
310	DHID R HORTON INC	139,028	$6.0B	43.39%	Put
311	SYMCEURSYMANTEC CORP	275,142	$6.0B	43.33%	Put
312	GNWGENWORTH FINL INC	1,608,432	$6.0B	43.18%	Put
313	APTVAPTIV PLC	73,745	$6.0B	43.13%	Put
314	FANGDIAMONDBACK ENERGY INC	54,600	$5.9B	43.05%	Put
315	VMCVULCAN MATLS CO	43,200	$5.9B	42.92%	Put
316	—CTRIP COM INTL LTD	6,000,000	$5.9B	42.91%
317	CTXSEURCITRIX SYS INC	60,024	$5.9B	42.63%	Put
318	AWMSKYWORKS SOLUTIONS INC	75,533	$5.8B	42.23%	Put
319	BXMT 4.75 03/15/23BLACKSTONE MTG TR INC	5,507,000	$5.8B	41.70%
320	XLBSELECT SECTOR SPDR TR	97,946	$5.7B	41.46%
321	VFCV F CORP	65,428	$5.7B	41.35%	Put
322	INCYINCYTE CORP	66,717	$5.7B	41.01%	Put
323	LENLENNAR CORP	116,878	$5.7B	40.98%	Put
324	TXTTEXTRON INC	105,983	$5.6B	40.67%	Put
325	CAHCARDINAL HEALTH INC	118,706	$5.6B	40.46%	Put
326	PDDPINDUODUO INC	270,452	$5.6B	40.37%	Put
327	CTLEURCENTURYLINK INC	470,879	$5.5B	40.06%	Put
328	KLACKLA-TENCOR CORP	46,500	$5.5B	39.77%	Put
329	DVNDEVON ENERGY CORP NEW	192,468	$5.5B	39.72%	Put
330	TRCOTRIBUNE MEDIA CO	118,314	$5.5B	39.57%
331	IQIQIYI INC	256,278	$5.3B	38.30%	Put
332	—TCF FINL CORP	252,617	$5.3B	38.00%
333	CMACOMERICA INC	71,707	$5.2B	37.69%	Put
334	9990302DAPACHE CORP	178,298	$5.2B	37.37%	Put
335	—CRAY INC	147,764	$5.1B	37.23%
336	HESHESS CORP	79,800	$5.1B	36.71%	Put
337	BBYBEST BUY INC	72,588	$5.1B	36.62%	Put
338	EFXEQUIFAX INC	37,400	$5.1B	36.60%	Put
339	TIFEURTIFFANY & CO NEW	53,982	$5.1B	36.58%	Put
340	—MYLAN N V	264,490	$5.0B	36.44%	Put
341	—LIBERTY EXPEDIA HLDGS INC	105,237	$5.0B	36.39%
342	CLVS 1.25 05/01/25CLOVIS ONCOLOGY INC	8,000,000	$5.0B	36.30%
343	RWT 5.625 07/15/24REDWOOD TR INC	4,999,000	$5.0B	36.06%
344	WYWEYERHAEUSER CO	188,584	$5.0B	35.95%	Put
345	TSNTYSON FOODS INC	61,200	$4.9B	35.75%	Put
346	AALAMERICAN AIRLS GROUP INC	150,917	$4.9B	35.61%	Put
347	DRIDARDEN RESTAURANTS INC	40,300	$4.9B	35.50%	Put
348	—PARATEK PHARMACEUTICALS INC	7,182,000	$4.9B	35.47%
349	ROKROCKWELL AUTOMATION INC	29,899	$4.9B	35.44%	Put
350	ABMDEURABIOMED INC	18,698	$4.9B	35.25%	Put
351	DLTRDOLLAR TREE INC	44,600	$4.8B	34.66%	Put
352	SYYSYSCO CORP	66,983	$4.7B	34.28%	Put
353	MGMMGM RESORTS INTERNATIONAL	165,286	$4.7B	34.17%	Put
354	PPLPPL CORP	151,532	$4.7B	34.00%	Put
355	ETRAE TRADE FINANCIAL CORP	105,159	$4.7B	33.94%	Put
356	MLMMARTIN MARIETTA MATLS INC	20,200	$4.6B	33.64%	Put
357	—HFF INC	101,907	$4.6B	33.54%
358	ARNCCHFARCONIC INC	178,400	$4.6B	33.33%	Put
359	KSUEURKANSAS CITY SOUTHERN	37,800	$4.6B	33.32%	Put
360	NOVEURNATIONAL OILWELL VARCO INC	206,612	$4.6B	33.23%	Put
361	OREALTY INCOME CORP	66,100	$4.6B	32.99%	Put
362	ABGAMERISOURCEBERGEN CORP	53,451	$4.6B	32.97%	Put
363	—RADIUS HEALTH INC	5,000,000	$4.5B	32.83%
364	—ENVESTNET INC	4,000,000	$4.5B	32.79%
365	STXSEAGATE TECHNOLOGY PLC	95,479	$4.5B	32.55%	Put
366	EIXEDISON INTL	66,519	$4.5B	32.45%	Put
367	SJMSMUCKER J M CO	38,876	$4.5B	32.40%	Put
368	CBOECBOE GLOBAL MARKETS INC	43,200	$4.5B	32.39%	Put
369	USX1UNITED STATES STL CORP NEW	291,570	$4.5B	32.30%	Put
370	AWNADVANCE AUTO PARTS INC	28,884	$4.5B	32.22%	Put
371	CERNCHFCERNER CORP	59,400	$4.4B	31.50%	Put
372	DFSEURDISCOVER FINL SVCS	55,987	$4.3B	31.43%	Put
373	MNSTMONSTER BEVERAGE CORP NEW	67,500	$4.3B	31.18%	Put
374	URIUNITED RENTALS INC	32,400	$4.3B	31.09%	Put
375	XLVSELECT SECTOR SPDR TR	46,200	$4.3B	30.97%	Put
376	HBANHUNTINGTON BANCSHARES INC	303,315	$4.2B	30.33%	Put
377	KMXCARMAX INC	47,500	$4.1B	29.85%	Put
378	HOGHARLEY DAVIDSON INC	114,659	$4.1B	29.72%	Put
379	KSSKOHLS CORP	86,193	$4.1B	29.65%	Put
380	TMUST MOBILE US INC	55,000	$4.1B	29.51%	Call
381	MRO*MARATHON OIL CORP	285,573	$4.1B	29.36%	Put
382	GPCGENUINE PARTS CO	39,050	$4.0B	29.27%	Put
383	LNCLINCOLN NATL CORP IND	62,022	$4.0B	28.92%	Put
384	FISVFISERV INC	43,600	$4.0B	28.76%	Put
385	MOSMOSAIC CO NEW	158,079	$4.0B	28.63%	Put
386	BHCBAUSCH HEALTH COS INC	156,800	$4.0B	28.62%	Put
387	CFCF INDS HLDGS INC	84,487	$3.9B	28.55%	Put
388	TSCOTRACTOR SUPPLY CO	36,200	$3.9B	28.50%	Put
389	DXCDXC TECHNOLOGY CO	71,328	$3.9B	28.46%	Put
390	—PARSLEY ENERGY INC	203,975	$3.9B	28.06%	Call
391	HSTHOST HOTELS & RESORTS INC	209,581	$3.8B	27.63%	Put
392	ALBALBEMARLE CORP	54,210	$3.8B	27.61%	Put
393	XRTSPDR SERIES TRUST	90,000	$3.8B	27.60%	Put
394	XRXCHFXEROX CORP	105,813	$3.7B	27.11%	Put
395	—NIELSEN HLDGS PLC	165,737	$3.7B	27.11%	Put
396	ANETEURARISTA NETWORKS INC	14,286	$3.7B	26.83%	Put
397	FASTFASTENAL CO	112,600	$3.7B	26.56%	Put
398	PACBPACIFIC BIOSCIENCES CALIF IN	603,830	$3.7B	26.43%	Put
399	SYFSYNCHRONY FINL	105,100	$3.6B	26.36%	Put
400	HASHASBRO INC	33,500	$3.5B	25.62%	Put

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