CAPSTONE INVESTMENT ADVISORS, LLC Q3 2019 Filing

Filed November 14, 2019

Portfolio Value

$14.6B

Holdings

602

Report Date

Q3 2019

Filing Type

13F-HR

All Holdings (602 positions)

#	Stock	Shares	Value	% Portfolio	Type
301	PPLPPL CORP	199,000	$6.3M	0.04%	Put
302	OREALTY INCOME CORP	81,500	$6.3M	0.04%	Put
303	BALLBALL CORP	85,700	$6.2M	0.04%	Put
304	9990302DAPACHE CORP	243,621	$6.2M	0.04%	Put
305	DRIDARDEN RESTAURANTS INC	52,700	$6.2M	0.04%	Put
306	AWMSKYWORKS SOLUTIONS INC	78,571	$6.2M	0.04%	Put
307	CMACOMERICA INC	93,579	$6.2M	0.04%	Put
308	CTLEURCENTURYLINK INC	493,568	$6.2M	0.04%	Put
309	EIXEDISON INTL	81,100	$6.1M	0.04%	Put
310	EQIXEQUINIX INC	10,400	$6.0M	0.04%	Put
311	INCYINCYTE CORP	80,116	$5.9M	0.04%	Put
312	TXTTEXTRON INC	121,439	$5.9M	0.04%	Put
313	T7DTRANSDIGM GROUP INC	11,400	$5.9M	0.04%	Put
314	SYYSYSCO CORP	74,700	$5.9M	0.04%	Put
315	ABGAMERISOURCEBERGEN CORP	71,900	$5.9M	0.04%	Put
316	TIFEURTIFFANY & CO NEW	63,514	$5.9M	0.04%	Put
317	URIUNITED RENTALS INC	47,100	$5.9M	0.04%	Put
318	FEFIRSTENERGY CORP	121,400	$5.9M	0.04%	Put
319	TMUST MOBILE US INC	73,900	$5.8M	0.04%	Put
320	BXMT 4.75 03/15/23BLACKSTONE MTG TR INC	5,507,000	$5.8M	0.04%
321	KMXCARMAX INC	65,000	$5.7M	0.04%	Put
322	VSMEURVERSUM MATLS INC	106,069	$5.6M	0.04%
323	—ACACIA COMMUNICATIONS INC	85,755	$5.6M	0.04%
324	MGMMGM RESORTS INTERNATIONAL	202,300	$5.6M	0.04%	Put
325	HASHASBRO INC	47,100	$5.6M	0.04%	Put
326	STXSEAGATE TECHNOLOGY PLC	103,600	$5.6M	0.04%	Put
327	PHMPULTE GROUP INC	151,500	$5.5M	0.04%	Put
328	—ACORDA THERAPEUTICS INC	7,000,000	$5.5M	0.04%
329	SHWSHERWIN WILLIAMS CO	10,000	$5.5M	0.04%	Put
330	MRO*MARATHON OIL CORP	443,366	$5.4M	0.04%	Put
331	IDXXIDEXX LABS INC	20,000	$5.4M	0.04%	Put
332	CTRPUSDCTRIP COM INTL LTD	184,418	$5.4M	0.04%	Put
333	ANETEURARISTA NETWORKS INC	22,470	$5.4M	0.04%	Put
334	GPCGENUINE PARTS CO	53,600	$5.3M	0.04%	Put
335	—PARATEK PHARMACEUTICALS INC	7,182,000	$5.3M	0.04%
336	—HORIZON PHARMA INVT LTD	4,500,000	$5.3M	0.04%
337	FISFIDELITY NATL INFORMATION SV	39,170	$5.2M	0.04%	Put
338	—CAMBREX CORP	86,826	$5.2M	0.04%
339	ARNCCHFARCONIC INC	198,500	$5.2M	0.04%	Put
340	ABMDEURABIOMED INC	28,720	$5.1M	0.04%	Put
341	WYWEYERHAEUSER CO	182,932	$5.1M	0.03%	Put
342	SJMSMUCKER J M CO	45,600	$5.0M	0.03%	Put
343	—RADIUS HEALTH INC	5,500,000	$5.0M	0.03%
344	LHXL3HARRIS TECHNOLOGIES INC	23,900	$5.0M	0.03%	Put
345	—AMAG PHARMACEUTICALS INC	6,000,000	$5.0M	0.03%
346	KELKELLOGG CO	76,800	$4.9M	0.03%	Put
347	FASTFASTENAL CO	150,800	$4.9M	0.03%	Put
348	GNWGENWORTH FINL INC	1,117,596	$4.9M	0.03%	Put
349	—CYPRESS SEMICONDUCTOR CORP	209,687	$4.9M	0.03%	Call
350	WHRWHIRLPOOL CORP	30,400	$4.8M	0.03%	Put
351	GWWGRAINGER W W INC	16,000	$4.8M	0.03%	Put
352	TAPMOLSON COORS BREWING CO	82,181	$4.7M	0.03%	Put
353	CERNCHFCERNER CORP	69,300	$4.7M	0.03%	Put
354	KSUEURKANSAS CITY SOUTHERN	35,500	$4.7M	0.03%	Put
355	MNSTMONSTER BEVERAGE CORP NEW	80,700	$4.7M	0.03%	Put
356	CFCF INDS HLDGS INC	95,200	$4.7M	0.03%	Put
357	PHPARKER HANNIFIN CORP	25,800	$4.7M	0.03%	Put
358	—EL PASO ELEC CO	69,130	$4.6M	0.03%
359	KSSKOHLS CORP	93,149	$4.6M	0.03%	Put
360	MYGNMYRIAD GENETICS INC	156,993	$4.5M	0.03%	Put
361	NOVEURNATIONAL OILWELL VARCO INC	211,924	$4.5M	0.03%	Put
362	—RESTORATION HARDWARE HLDGS I	3,000,000	$4.5M	0.03%
363	TVTX 2.5 09/15/25RETROPHIN INC	6,000,000	$4.5M	0.03%
364	—PTC THERAPEUTICS INC	4,298,000	$4.5M	0.03%
365	—NIELSEN HLDGS PLC	210,251	$4.5M	0.03%	Put
366	CHRWC H ROBINSON WORLDWIDE INC	52,680	$4.5M	0.03%	Put
367	MOSMOSAIC CO NEW	215,304	$4.4M	0.03%	Put
368	AKAMAKAMAI TECHNOLOGIES INC	48,200	$4.4M	0.03%	Put
369	CTVACORTEVA INC	154,627	$4.3M	0.03%	Put
370	HUBSHUBSPOT INC	28,400	$4.3M	0.03%	Put
371	HBANHUNTINGTON BANCSHARES INC	300,200	$4.3M	0.03%	Put
372	EXASEXACT SCIENCES CORP	46,402	$4.2M	0.03%
373	GRMNGARMIN LTD	49,500	$4.2M	0.03%	Put
374	CBOECBOE GLOBAL MARKETS INC	36,400	$4.2M	0.03%	Put
375	CAHCARDINAL HEALTH INC	87,200	$4.1M	0.03%	Put
376	PVHPVH CORP	46,546	$4.1M	0.03%	Put
377	HSTHOST HOTELS & RESORTS INC	235,288	$4.1M	0.03%	Put
378	AWNADVANCE AUTO PARTS INC	24,600	$4.1M	0.03%	Put
379	FFIVF5 NETWORKS INC	28,883	$4.1M	0.03%	Put
380	ALBALBEMARLE CORP	58,317	$4.1M	0.03%	Put
381	TSCOTRACTOR SUPPLY CO	44,658	$4.0M	0.03%	Put
382	IQVIQVIA HLDGS INC	27,000	$4.0M	0.03%	Put
383	—MILACRON HLDGS CORP	241,296	$4.0M	0.03%
384	XRXXEROX HOLDINGS CORP	132,616	$4.0M	0.03%	Put
385	ROKROCKWELL AUTOMATION INC	24,000	$4.0M	0.03%	Put
386	TRIPTRIPADVISOR INC	102,238	$4.0M	0.03%	Put
387	SYFSYNCHRONY FINL	115,700	$3.9M	0.03%	Put
388	ETRAE TRADE FINANCIAL CORP	90,133	$3.9M	0.03%	Put
389	MXIMMAXIM INTEGRATED PRODS INC	67,700	$3.9M	0.03%	Put
390	FDO.FMACYS INC	249,666	$3.9M	0.03%	Put
391	LNCLINCOLN NATL CORP IND	63,349	$3.8M	0.03%	Put
392	HOGHARLEY DAVIDSON INC	104,937	$3.8M	0.03%	Put
393	BYNDBEYOND MEAT INC	25,000	$3.7M	0.03%
394	NRANRG ENERGY INC	93,100	$3.7M	0.03%	Put
395	FTNTFORTINET INC	47,900	$3.7M	0.03%	Put
396	WELLWELLTOWER INC	40,302	$3.7M	0.03%	Put
397	FANGDIAMONDBACK ENERGY INC	39,816	$3.6M	0.02%	Put
398	BKRBAKER HUGHES A GE CO	154,207	$3.6M	0.02%	Put
399	ZIONZIONS BANCORPORATION N A	79,597	$3.5M	0.02%	Put
400	QRVOQORVO INC	47,200	$3.5M	0.02%	Put

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