CAPSTONE INVESTMENT ADVISORS, LLC Q4 2018 Filing

Filed February 14, 2019

Portfolio Value

$8.1B

Holdings

551

Report Date

Q4 2018

Filing Type

13F-HR

All Holdings (551 positions)

#	Stock	Shares	Value	% Portfolio	Type
401	CAHCARDINAL HEALTH INC	26,100	$1.2M	0.01%	Put
402	LENLENNAR CORP	29,600	$1.2M	0.01%	Put
403	WYNNWYNN RESORTS LTD	11,700	$1.2M	0.01%	Put
404	HOGHARLEY DAVIDSON INC	33,648	$1.1M	0.01%	Put
405	SWKSTANLEY BLACK & DECKER INC	9,400	$1.1M	0.01%	Put
406	KSSKOHLS CORP	16,900	$1.1M	0.01%	Put
407	FMCF M C CORP	15,000	$1.1M	0.01%	Put
408	CTRACABOT OIL & GAS CORP	49,393	$1.1M	0.01%	Put
409	USX1UNITED STATES STL CORP NEW	60,000	$1.1M	0.01%	Put
410	OMCOMNICOM GROUP INC	14,900	$1.1M	0.01%	Put
411	—TESARO INC	500,000	$1.1M	0.01%
412	HFCUSDHOLLYFRONTIER CORP	21,030	$1.1M	0.01%	Put
413	TAPMOLSON COORS BREWING CO	19,100	$1.1M	0.01%	Put
414	—MINDBODY INC	29,201	$1.1M	0.01%
415	MLMMARTIN MARIETTA MATLS INC	6,100	$1.0M	0.01%	Put
416	NCLHNORWEGIAN CRUISE LINE HLDG L	24,500	$1.0M	0.01%	Put
417	FFIVF5 NETWORKS INC	6,400	$1.0M	0.01%	Put
418	—CONNECTICUT WTR SVC INC	15,436	$1.0M	0.01%
419	DGXQUEST DIAGNOSTICS INC	12,255	$1.0M	0.01%	Put
420	RLRALPH LAUREN CORP	9,851	$1.0M	0.01%	Put
421	HASHASBRO INC	12,485	$1.0M	0.01%	Put
422	NRANRG ENERGY INC	25,500	$1.0M	0.01%	Put
423	SYFSYNCHRONY FINL	43,000	$1.0M	0.01%	Put
424	XRXCHFXEROX CORP	50,769	$1.0M	0.01%	Put
425	CHRWC H ROBINSON WORLDWIDE INC	11,900	$1.0M	0.01%	Put
426	IQIQIYI INC	67,200	$999K	0.01%	Put
427	—LSC COMMUNICATIONS INC	142,605	$998K	0.01%
428	HSYHERSHEY CO	9,300	$997K	0.01%	Put
429	NOVEURNATIONAL OILWELL VARCO INC	38,820	$997K	0.01%	Put
430	MNSTMONSTER BEVERAGE CORP NEW	20,200	$994K	0.01%	Put
431	WELLWELLTOWER INC	14,241	$989K	0.01%	Put
432	TPRTAPESTRY INC	29,211	$987K	0.01%	Put
433	FTITECHNIPFMC PLC	49,747	$974K	0.01%	Put
434	KMXCARMAX INC	15,500	$973K	0.01%	Put
435	BKRBAKER HUGHES A GE CO	45,178	$971K	0.01%	Put
436	VIABVIACOM INC NEW	37,561	$965K	0.01%	Put
437	—RITE AID CORP	1,350,000	$956K	0.01%	Call
438	FISFIDELITY NATL INFORMATION SV	9,290	$953K	0.01%	Put
439	ANETEURARISTA NETWORKS INC	4,500	$949K	0.01%	Put
440	FEFIRSTENERGY CORP	25,000	$939K	0.01%	Put
441	LVLNSPDR SERIES TRUST	20,001	$936K	0.01%
442	FASTFASTENAL CO	17,800	$930K	0.01%	Put
443	WHRWHIRLPOOL CORP	8,600	$919K	0.01%	Put
444	FTVFORTIVE CORP	13,500	$914K	0.01%	Put
445	NKTREURNEKTAR THERAPEUTICS	27,767	$913K	0.01%	Put
446	TSSTOTAL SYS SVCS INC	10,900	$886K	0.01%	Put
447	QRVOQORVO INC	14,509	$881K	0.01%	Put
448	—CEMEX SAB DE CV	900,000	$880K	0.01%
449	AG8AGILENT TECHNOLOGIES INC	13,000	$877K	0.01%	Put
450	—BLUE HILLS BANCORP INC	40,924	$873K	0.01%
451	DISCKUSDDISCOVERY INC	37,800	$872K	0.01%	Put
452	EFXEQUIFAX INC	9,300	$866K	0.01%	Put
453	KLACKLA-TENCOR CORP	9,600	$859K	0.01%	Put
454	IQVIQVIA HLDGS INC	7,400	$859K	0.01%	Put
455	NWLNEWELL BRANDS INC	46,041	$857K	0.01%	Put
456	MRO*MARATHON OIL CORP	59,500	$853K	0.01%	Put
457	WOOFOOT LOCKER INC	16,000	$851K	0.01%	Put
458	XPOXPO LOGISTICS INC	14,900	$849K	0.01%	Put
459	BOXBOX INC	50,000	$844K	0.01%	Call
460	—BELMOND LTD	33,537	$839K	0.01%
461	ZIONZIONS BANCORPORATION N A	20,300	$827K	0.01%	Put
462	—GOPRO INC	1,000,000	$824K	0.01%
463	HRSEURHARRIS CORP DEL	6,100	$821K	0.01%	Put
464	CMGCHIPOTLE MEXICAN GRILL INC	1,900	$820K	0.01%	Put
465	HN9HANESBRANDS INC	64,051	$803K	0.01%	Put
466	—ACCELERATE DIAGNOSTICS INC	69,800	$803K	0.01%	Put
467	MACMACERICH CO	18,558	$802K	0.01%	Put
468	IDXXIDEXX LABS INC	4,300	$800K	0.01%	Put
469	NBL2EURNOBLE ENERGY INC	42,327	$794K	0.01%	Put
470	T7DTRANSDIGM GROUP INC	2,300	$782K	0.01%	Put
471	PHMPULTE GROUP INC	30,000	$780K	0.01%	Put
472	—RADIUS HEALTH INC	1,000,000	$771K	0.01%
473	MRSHMARSH & MCLENNAN COS INC	9,648	$770K	0.01%	Put
474	NVAX 3.75 02/01/23NOVAVAX INC	1,250,000	$766K	0.01%
475	GRMNGARMIN LTD	11,900	$754K	0.01%	Put
476	RMERESMED INC	6,600	$751K	0.01%	Put
477	APDAIR PRODS & CHEMS INC	4,646	$743K	0.01%	Put
478	AONAON PLC	4,700	$684K	0.01%	Put
479	ALKALASKA AIR GROUP INC	11,100	$675K	0.01%	Put
480	EQTEQT CORP	35,609	$673K	0.01%	Put
481	COOCOOPER COS INC	2,600	$662K	0.01%	Put
482	DVADAVITA INC	12,690	$654K	0.01%	Put
483	XECEURCIMAREX ENERGY CO	10,592	$653K	0.01%	Put
484	PRGOPERRIGO CO PLC	16,604	$643K	0.01%	Put
485	BHFBRIGHTHOUSE FINL INC	20,932	$638K	0.01%	Put
486	HRLHORMEL FOODS CORP	14,800	$631K	0.01%	Put
487	JWNUSDNORDSTROM INC	13,513	$630K	0.01%	Put
488	VENVENTAS INC	10,700	$626K	0.01%	Put
489	MHKMOHAWK INDS INC	5,352	$626K	0.01%	Put
490	—STAMPS COM INC	3,900	$606K	0.01%	Put
491	HSTHOST HOTELS & RESORTS INC	36,200	$603K	0.01%	Put
492	CBCHUBB LIMITED	4,649	$601K	0.01%	Put
493	DOVDOVER CORP	8,300	$589K	0.01%	Put
494	TRIPTRIPADVISOR INC	10,800	$583K	0.01%	Put
495	AKAMAKAMAI TECHNOLOGIES INC	9,400	$574K	0.01%	Put
496	TROWPRICE T ROWE GROUP INC	6,194	$571K	0.01%	Put
497	—CIVITAS SOLUTIONS INC	31,424	$550K	0.01%
498	SENS 5.25 02/01/23SENSEONICS HLDGS INC	500,000	$545K	0.01%
499	—ELECTRO SCIENTIFIC INDS	18,077	$542K	0.01%
500	LBEURL BRANDS INC	21,000	$539K	0.01%	Put

PreviousPage 5 of 6Next