CAPSTONE INVESTMENT ADVISORS, LLC Q3 2018 Filing

Filed November 14, 2018

Portfolio Value

$8.8B

Holdings

567

Report Date

Q3 2018

Filing Type

13F-HR

All Holdings (567 positions)

#	Stock	Shares	Value	% Portfolio	Type
401	—NEWFIELD EXPL CO	43,644	$1.3M	0.01%	Put
402	SYMCEURSYMANTEC CORP	58,288	$1.2M	0.01%	Put
403	HBANHUNTINGTON BANCSHARES INC	82,084	$1.2M	0.01%	Put
404	ALBALBEMARLE CORP	12,144	$1.2M	0.01%	Put
405	ROPROPER TECHNOLOGIES INC	4,085	$1.2M	0.01%	Put
406	PAYXPAYCHEX INC	16,400	$1.2M	0.01%	Put
407	CERNCHFCERNER CORP	18,659	$1.2M	0.01%	Put
408	MGMMGM RESORTS INTERNATIONAL	42,203	$1.2M	0.01%	Put
409	FITBFIFTH THIRD BANCORP	42,200	$1.2M	0.01%	Put
410	CLRUSDCONTINENTAL RESOURCES INC	16,800	$1.1M	0.01%
411	CPBCAMPBELL SOUP CO	31,301	$1.1M	0.01%	Put
412	IDXXIDEXX LABS INC	4,543	$1.1M	0.01%	Put
413	ETRAE TRADE FINANCIAL CORP	21,167	$1.1M	0.01%	Put
414	FEFIRSTENERGY CORP	29,765	$1.1M	0.01%	Put
415	SIRIEURSIRIUS XM HLDGS INC	175,000	$1.1M	0.01%	Call
416	HESHESS CORP	15,408	$1.1M	0.01%	Put
417	—ZOES KITCHEN INC	86,627	$1.1M	0.01%
418	—PARSLEY ENERGY INC	37,500	$1.1M	0.01%
419	MCHPMICROCHIP TECHNOLOGY INC	13,857	$1.1M	0.01%	Put
420	—ENERGY XXI GULF COAST INC	130,687	$1.1M	0.01%
421	NOVEURNATIONAL OILWELL VARCO INC	25,279	$1.1M	0.01%	Put
422	NCLHNORWEGIAN CRUISE LINE HLDG L	18,853	$1.1M	0.01%	Put
423	KRKROGER CO	37,100	$1.1M	0.01%	Put
424	GPCGENUINE PARTS CO	10,743	$1.1M	0.01%	Put
425	STXSEAGATE TECHNOLOGY PLC	22,058	$1.0M	0.01%	Put
426	CAHCARDINAL HEALTH INC	19,140	$1.0M	0.01%	Put
427	URIUNITED RENTALS INC	6,300	$1.0M	0.01%	Put
428	—CONNECTICUT WTR SVC INC	14,642	$1.0M	0.01%
429	LENLENNAR CORP	21,604	$1.0M	0.01%	Put
430	MRO*MARATHON OIL CORP	43,000	$1.0M	0.01%	Put
431	NBL2EURNOBLE ENERGY INC	31,936	$996K	0.01%	Put
432	DFSEURDISCOVER FINL SVCS	12,931	$988K	0.01%	Put
433	TPRTAPESTRY INC	19,595	$986K	0.01%	Put
434	MSIMOTOROLA SOLUTIONS INC	7,548	$982K	0.01%	Put
435	—ELLIS PERRY INTL INC	35,878	$981K	0.01%
436	—ESSENDANT INC	76,441	$980K	0.01%
437	HFCUSDHOLLYFRONTIER CORP	13,900	$971K	0.01%	Put
438	FDO.FMACYS INC	27,847	$967K	0.01%	Put
439	—GOPRO INC	1,000,000	$957K	0.01%
440	—BENEFICIAL BANCORP INC	56,584	$956K	0.01%
441	DRIDARDEN RESTAURANTS INC	8,528	$948K	0.01%	Put
442	ANETEURARISTA NETWORKS INC	3,545	$943K	0.01%	Put
443	OMCOMNICOM GROUP INC	13,866	$943K	0.01%	Put
444	CTRACABOT OIL & GAS CORP	41,835	$942K	0.01%	Put
445	ZTSZOETIS INC	10,249	$939K	0.01%	Put
446	TSCOTRACTOR SUPPLY CO	10,310	$937K	0.01%	Put
447	WATTENERGOUS CORP	92,500	$936K	0.01%	Put
448	OREALTY INCOME CORP	16,400	$933K	0.01%	Put
449	HOLXHOLOGIC INC	22,796	$933K	0.01%	Put
450	ABMDEURABIOMED INC	2,071	$932K	0.01%	Put
451	DDOMINION ENERGY INC	13,200	$927K	0.01%	Put
452	VIABVIACOM INC NEW	27,466	$926K	0.01%	Put
453	DBDEURDIEBOLD NXDF INC	204,700	$921K	0.01%	Put
454	OPKOPKO HEALTH INC	264,000	$913K	0.01%	Put
455	MCOMOODYS CORP	5,443	$910K	0.01%	Put
456	NWLNEWELL BRANDS INC	44,687	$907K	0.01%	Put
457	TIFEURTIFFANY & CO NEW	6,974	$900K	0.01%	Put
458	FISFIDELITY NATL INFORMATION SV	8,200	$894K	0.01%	Put
459	MNSTMONSTER BEVERAGE CORP NEW	15,309	$892K	0.01%	Put
460	—GUARANTY BANCORP DEL	29,612	$879K	0.01%
461	—SOLARCITY CORP	1,000,000	$877K	0.01%
462	OASEUROASIS PETE INC NEW	61,200	$868K	0.01%
463	KBHKB HOME	36,200	$866K	0.01%
464	EFXEQUIFAX INC	6,600	$862K	0.01%	Put
465	CHRWC H ROBINSON WORLDWIDE INC	8,800	$861K	0.01%	Put
466	BKRBAKER HUGHES A GE CO	25,349	$858K	0.01%	Put
467	ZIONZIONS BANCORPORATION	17,074	$857K	0.01%	Put
468	JACKJACK IN THE BOX INC	10,000	$838K	0.01%	Put
469	SYFSYNCHRONY FINL	26,915	$836K	0.01%	Put
470	MHKMOHAWK INDS INC	4,767	$836K	0.01%	Put
471	TUR*ISHARES INC	34,837	$829K	0.01%	Put
472	FFIVF5 NETWORKS INC	4,119	$822K	0.01%	Put
473	SENS 5.25 02/01/23SENSEONICS HLDGS INC	500,000	$817K	0.01%
474	—NIELSEN HLDGS PLC	29,215	$809K	0.01%	Put
475	ZNGAEURZYNGA INC	200,000	$802K	0.01%	Call
476	—MICHAEL KORS HLDGS LTD	11,667	$800K	0.01%	Put
477	—GREEN BANCORP INC	36,117	$798K	0.01%
478	CBOECBOE GLOBAL MARKETS INC	8,305	$797K	0.01%	Put
479	FASTFASTENAL CO	13,383	$776K	0.01%	Put
480	VGREURVECTOR GROUP LTD	56,228	$775K	0.01%
481	NVAX 3.75 02/01/23NOVAVAX INC	1,250,000	$772K	0.01%
482	HASHASBRO INC	7,258	$764K	0.01%	Put
483	DHID R HORTON INC	18,000	$759K	0.01%	Put
484	—WPX ENERGY INC	37,500	$755K	0.01%
485	FMCF M C CORP	8,608	$750K	0.01%	Put
486	FTITECHNIPFMC PLC	23,947	$748K	0.01%	Put
487	HOGHARLEY DAVIDSON INC	16,153	$731K	0.01%	Put
488	MRSHMARSH & MCLENNAN COS INC	8,808	$728K	0.01%	Put
489	APDAIR PRODS & CHEMS INC	4,300	$718K	0.01%	Put
490	QRVOQORVO INC	9,262	$712K	0.01%	Put
491	KMXCARMAX INC	9,506	$709K	0.01%	Put
492	CMACOMERICA INC	7,765	$700K	0.01%	Put
493	CMGCHIPOTLE MEXICAN GRILL INC	1,539	$700K	0.01%	Put
494	PSAPUBLIC STORAGE	3,458	$697K	0.01%	Put
495	WELLWELLTOWER INC	10,721	$690K	0.01%	Put
496	WYNNWYNN RESORTS LTD	5,422	$689K	0.01%	Put
497	EWYISHARES INC	10,000	$683K	0.01%	Call
498	DGXQUEST DIAGNOSTICS INC	6,296	$679K	0.01%	Put
499	—STAMPS COM INC	3,000	$678K	0.01%	Put
500	MOSMOSAIC CO NEW	20,643	$671K	0.01%	Put

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