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
501	KSSKOHLS CORP	9,000	$671K	0.01%	Put
502	ABGAMERISOURCEBERGEN CORP	7,100	$655K	0.01%	Put
503	PVHPVH CORP	4,500	$650K	0.01%	Put
504	SJMSMUCKER J M CO	6,275	$644K	0.01%	Put
505	NRANRG ENERGY INC	17,158	$642K	0.01%	Put
506	PRGOPERRIGO CO PLC	9,006	$638K	0.01%	Put
507	SHWSHERWIN WILLIAMS CO	1,383	$630K	0.01%	Put
508	DVADAVITA INC	8,600	$616K	0.01%	Put
509	NBRNABORS INDUSTRIES LTD	100,000	$616K	0.01%
510	WENWENDYS CO	35,900	$615K	0.01%	Put
511	CAGCONAGRA BRANDS INC	18,115	$615K	0.01%	Put
512	GRMNGARMIN LTD	8,651	$606K	0.01%	Put
513	DISCKUSDDISCOVERY INC	20,000	$592K	0.01%	Put
514	TROWPRICE T ROWE GROUP INC	5,244	$572K	0.01%	Put
515	LELANDS END INC NEW	32,423	$569K	0.01%	Put
516	—XERIUM TECHNOLOGIES INC	42,030	$566K	0.01%
517	—BLUE HILLS BANCORP INC	23,451	$565K	0.01%
518	—ENSCO PLC	66,600	$562K	0.01%	Put
519	MACMACERICH CO	9,844	$544K	0.01%	Put
520	FLRFLUOR CORP NEW	9,059	$526K	0.01%	Put
521	WOOFOOT LOCKER INC	10,295	$525K	0.01%	Put
522	HRLHORMEL FOODS CORP	13,101	$516K	0.01%	Put
523	—INTREXON CORP	29,414	$507K	0.01%
524	PHMPULTE GROUP INC	18,920	$468K	0.01%	Put
525	GAPGAP INC DEL	15,769	$455K	0.01%	Put
526	JNPJUNIPER NETWORKS INC	14,408	$432K	0.00%	Put
527	XRXCHFXEROX CORP	14,981	$404K	0.00%	Put
528	RLRALPH LAUREN CORP	2,901	$399K	0.00%	Put
529	RRCRANGE RES CORP	23,500	$399K	0.00%
530	ALKALASKA AIR GROUP INC	5,700	$393K	0.00%	Put
531	AKAMAKAMAI TECHNOLOGIES INC	5,300	$388K	0.00%	Put
532	HN9HANESBRANDS INC	20,862	$385K	0.00%	Put
533	SYYSYSCO CORP	5,100	$373K	0.00%	Put
534	WHRWHIRLPOOL CORP	3,100	$368K	0.00%	Put
535	JWNUSDNORDSTROM INC	6,107	$365K	0.00%	Put
536	TRIPTRIPADVISOR INC	7,061	$361K	0.00%	Put
537	SEESEALED AIR CORP NEW	8,937	$359K	0.00%	Put
538	LBEURL BRANDS INC	11,500	$349K	0.00%	Put
539	IVZINVESCO LTD	15,202	$347K	0.00%	Put
540	FISVFISERV INC	4,115	$339K	0.00%	Put
541	HPHELMERICH & PAYNE INC	4,910	$337K	0.00%	Put
542	PRSPPERSPECTA INC	13,012	$335K	0.00%
543	—EHI CAR SVCS LTD	28,354	$322K	0.00%
544	GTGOODYEAR TIRE & RUBR CO	13,469	$315K	0.00%	Put
545	HSTHOST HOTELS & RESORTS INC	14,750	$312K	0.00%	Put
546	AAALCOA CORP	7,623	$308K	0.00%
547	PEGPUBLIC SVC ENTERPRISE GROUP	5,836	$308K	0.00%	Put
548	XECEURCIMAREX ENERGY CO	3,300	$307K	0.00%	Put
549	—BROOKFIELD PPTY PARTNERS L P	14,595	$305K	0.00%	Put
550	—ECO STIM ENERGY SOLUTIONS IN	1,050,117	$295K	0.00%
551	IRMIRON MTN INC NEW	8,305	$287K	0.00%	Put
552	BHFBRIGHTHOUSE FINL INC	6,300	$279K	0.00%	Put
553	UAAUNDER ARMOUR INC	12,972	$275K	0.00%	Put
554	AEPAMERICAN ELEC PWR INC	3,571	$253K	0.00%	Put
555	IGTINTERNATIONAL GAME TECHNOLOG	12,717	$251K	0.00%
556	WBWEIBO CORP	3,200	$234K	0.00%	Call
557	HRBBLOCK H & R INC	8,800	$227K	0.00%	Put
558	STLDSTEEL DYNAMICS INC	5,000	$226K	0.00%	Put
559	CPRTCOPART INC	4,276	$220K	0.00%	Put
560	HRSEURHARRIS CORP DEL	1,200	$203K	0.00%	Put
561	MATMATTEL INC	11,823	$185K	0.00%	Put
562	—TRONOX LTD	14,900	$178K	0.00%
563	VIPSVIPSHOP HLDGS LTD	20,000	$125K	0.00%
564	—PARATEK PHARMACEUTICALS INC	12,900	$125K	0.00%
565	—MAGICJACK VOCALTEC LTD	13,494	$113K	0.00%
566	GONGERON CORP	50,000	$88K	0.00%
567	—COMMUNITY HEALTH SYS INC NEW	2,000,000	$12K	0.00%

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