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
401	USX1UNITED STATES STL CORP NEW	300,004	$3.5M	0.02%	Put
402	AIZASSURANT INC	27,500	$3.5M	0.02%	Put
403	XYZSQUARE INC	54,701	$3.4M	0.02%	Put
404	TPRTAPESTRY INC	128,957	$3.4M	0.02%	Put
405	GAPGAP INC	193,424	$3.4M	0.02%	Put
406	KEYSKEYSIGHT TECHNOLOGIES INC	34,500	$3.4M	0.02%	Put
407	INSM 1.75 01/15/25INSMED INC	3,935,000	$3.3M	0.02%
408	NCLHNORWEGIAN CRUISE LINE HLDG L	63,100	$3.3M	0.02%	Put
409	DVADAVITA INC	57,038	$3.3M	0.02%	Put
410	AXDX 2.5 03/15/23ACCELERATE DIAGNOSTICS INC	4,000,000	$3.2M	0.02%
411	CLVS 1.25 05/01/25CLOVIS ONCOLOGY INC	7,500,000	$3.2M	0.02%
412	CAGCONAGRA BRANDS INC	103,900	$3.2M	0.02%	Put
413	CPBCAMPBELL SOUP CO	66,800	$3.1M	0.02%	Put
414	TSLATESLA INC	13,000	$3.1M	0.02%	Put
415	ZZILLOW GROUP INC	104,500	$3.1M	0.02%
416	JNPJUNIPER NETWORKS INC	125,698	$3.1M	0.02%	Put
417	DOVDOVER CORP	30,900	$3.1M	0.02%	Put
418	RMERESMED INC	22,600	$3.1M	0.02%	Put
419	CTRACABOT OIL & GAS CORP	173,743	$3.1M	0.02%	Put
420	RLRALPH LAUREN CORP	31,795	$3.0M	0.02%	Put
421	CPRTCOPART INC	37,600	$3.0M	0.02%	Put
422	DXCDXC TECHNOLOGY CO	101,994	$3.0M	0.02%	Put
423	—NAVIGANT CONSULTING INC	107,590	$3.0M	0.02%
424	OMCOMNICOM GROUP INC	38,200	$3.0M	0.02%	Put
425	FMCF M C CORP	34,000	$3.0M	0.02%	Put
426	NWLNEWELL BRANDS INC	159,281	$3.0M	0.02%	Put
427	MHKMOHAWK INDS INC	23,920	$3.0M	0.02%	Put
428	HOLXHOLOGIC INC	58,600	$3.0M	0.02%	Put
429	—PIVOTAL SOFTWARE INC	198,000	$3.0M	0.02%
430	DGXQUEST DIAGNOSTICS INC	27,000	$2.9M	0.02%	Put
431	LKQ1LKQ CORP	91,800	$2.9M	0.02%	Put
432	XRAYDENTSPLY SIRONA INC	52,100	$2.8M	0.02%	Put
433	MOMO 1.25 07/01/25MOMO INC	3,000,000	$2.7M	0.02%
434	ALKALASKA AIR GROUP INC	41,400	$2.7M	0.02%	Put
435	JWNUSDNORDSTROM INC	78,778	$2.7M	0.02%	Put
436	NIONIO INC	1,654,500	$2.6M	0.02%	Put
437	WAIREURWESCO AIRCRAFT HLDGS INC	230,994	$2.5M	0.02%
438	CUCAAVIS BUDGET GROUP INC	89,000	$2.5M	0.02%	Call
439	UAAUNDER ARMOUR INC	125,550	$2.5M	0.02%	Put
440	MASMASCO CORP	58,900	$2.5M	0.02%	Put
441	HFCUSDHOLLYFRONTIER CORP	45,700	$2.5M	0.02%	Put
442	XECEURCIMAREX ENERGY CO	50,766	$2.4M	0.02%	Put
443	AMRNAMARIN CORP PLC	159,095	$2.4M	0.02%	Put
444	—MONOTYPE IMAGING HOLDINGS IN	120,310	$2.4M	0.02%
445	—ENSCO JERSEY FIN LTD	3,500,000	$2.4M	0.02%
446	BHCBAUSCH HEALTH COS INC	106,861	$2.3M	0.02%	Put
447	PTCTPTC THERAPEUTICS INC	68,200	$2.3M	0.02%	Put
448	CPRICAPRI HOLDINGS LIMITED	68,869	$2.3M	0.02%	Put
449	HRLHORMEL FOODS CORP	52,100	$2.3M	0.02%	Put
450	TFXTELEFLEX INC	6,700	$2.3M	0.02%	Put
451	PRGOPERRIGO CO PLC	40,600	$2.3M	0.02%	Put
452	IPGINTERPUBLIC GROUP COS INC	102,932	$2.2M	0.02%	Put
453	WOOFOOT LOCKER INC	51,196	$2.2M	0.02%	Put
454	DISH 2.375 03/15/24DISH NETWORK CORP	2,500,000	$2.2M	0.02%
455	WTWWILLIS TOWERS WATSON PUB LTD	11,300	$2.2M	0.01%	Put
456	APDAIR PRODS & CHEMS INC	9,800	$2.2M	0.01%	Put
457	MCXMCCORMICK & CO INC	13,900	$2.2M	0.01%	Put
458	EWWISHARES INC	50,294	$2.1M	0.01%	Put
459	DISHDISH NETWORK CORP	62,600	$2.1M	0.01%	Put
460	A4SAMERIPRISE FINL INC	14,400	$2.1M	0.01%	Put
461	ETSYETSY INC	37,274	$2.1M	0.01%
462	HPHELMERICH & PAYNE INC	52,505	$2.1M	0.01%	Put
463	NBL2EURNOBLE ENERGY INC	92,809	$2.1M	0.01%	Put
464	COTYCOTY INC	196,546	$2.1M	0.01%	Put
465	NTESNETEASE INC	7,730	$2.1M	0.01%	Put
466	TROWPRICE T ROWE GROUP INC	18,000	$2.1M	0.01%	Put
467	—CORINDUS VASCULAR ROBOTICS I	478,232	$2.0M	0.01%
468	AONAON PLC	10,500	$2.0M	0.01%	Put
469	ESSESSEX PPTY TR INC	6,200	$2.0M	0.01%	Put
470	—CARBON BLACK INC	76,625	$2.0M	0.01%
471	—PATTERN ENERGY GROUP INC	73,761	$2.0M	0.01%
472	VRSNVERISIGN INC	10,500	$2.0M	0.01%	Put
473	MRSHMARSH & MCLENNAN COS INC	19,700	$2.0M	0.01%	Put
474	ISCAUSDINTERNATIONAL SPEEDWAY CORP	42,598	$1.9M	0.01%
475	PDDPINDUODUO INC	59,321	$1.9M	0.01%	Put
476	—DERMIRA INC	2,250,000	$1.9M	0.01%
477	—MERITOR INC	1,875,000	$1.8M	0.01%
478	PFPTPROOFPOINT INC	13,904	$1.8M	0.01%
479	MTBM & T BK CORP	11,300	$1.8M	0.01%	Put
480	SENS 5.25 02/01/23SENSEONICS HLDGS INC	1,750,000	$1.8M	0.01%
481	WABWABTEC CORP	24,100	$1.7M	0.01%	Put
482	BXBLACKSTONE GROUP INC	35,100	$1.7M	0.01%	Put
483	—IHS MARKIT LTD	25,600	$1.7M	0.01%	Put
484	HN9HANESBRANDS INC	109,545	$1.7M	0.01%	Put
485	IVZINVESCO LTD	98,246	$1.7M	0.01%	Put
486	GCI1EURGANNETT CO INC	154,920	$1.7M	0.01%
487	BXPBOSTON PROPERTIES INC	12,200	$1.6M	0.01%	Put
488	FTITECHNIPFMC PLC	65,000	$1.6M	0.01%	Put
489	LBEURL BRANDS INC	80,042	$1.6M	0.01%	Put
490	AVBAVALONBAY CMNTYS INC	7,200	$1.6M	0.01%	Put
491	BMRNBIOMARIN PHARMACEUTICAL INC	22,500	$1.5M	0.01%
492	APHAMPHENOL CORP NEW	15,600	$1.5M	0.01%	Put
493	WECWEC ENERGY GROUP INC	15,800	$1.5M	0.01%	Put
494	ESEVERSOURCE ENERGY	17,300	$1.5M	0.01%	Put
495	—PRESIDIO INC	85,058	$1.4M	0.01%
496	LTXBUSDLEGACY TEX FINL GROUP INC	32,974	$1.4M	0.01%
497	COOCOOPER COS INC	4,800	$1.4M	0.01%	Put
498	XYLXYLEM INC	17,800	$1.4M	0.01%	Put
499	PACBPACIFIC BIOSCIENCES CALIF IN	274,245	$1.4M	0.01%	Call
500	SNPSSYNOPSYS INC	10,300	$1.4M	0.01%	Put

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