Caption Management, LLC Q1 2019 Filing

Filed May 14, 2019

Portfolio Value

$1.8B

Holdings

347

Report Date

Q1 2019

Filing Type

13F-HR

All Holdings (347 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	BMYBRISTOL MYERS SQUIBB CO	1,770,700	$84.5M	4.66%	Put
2	CELGCELGENE CORP	699,212	$66.0M	3.64%	Put
3	BABOEING CO	126,600	$48.3M	2.66%	Put
4	TPRTAPESTRY INC	1,444,000	$46.9M	2.59%	Put
5	TRGPTARGA RES CORP	850,100	$35.3M	1.95%	Put
6	CNCCENTENE CORP DEL	607,500	$32.3M	1.78%	Put
7	DISDISNEY WALT CO	290,400	$32.2M	1.78%	Call
8	PCGPG&E CORP	1,645,000	$29.3M	1.61%	Put
9	—MEDICINES CO	974,960	$27.2M	1.50%	Put
10	—WAGEWORKS INC	623,900	$23.6M	1.30%	Put
11	—MYLAN N V	822,200	$23.3M	1.28%	Put
12	LVSLAS VEGAS SANDS CORP	380,100	$23.2M	1.28%	Put
13	NVAXNOVAVAX INC	2,021,600	$22.3M	1.23%	Call
14	EXASEXACT SCIENCES CORP	251,800	$21.8M	1.20%	Put
15	MDGLMADRIGAL PHARMACEUTICALS INC	164,700	$20.6M	1.14%	Put
16	EIXEDISON INTL	300,400	$18.6M	1.03%	Put
17	EWEDWARDS LIFESCIENCES CORP	95,700	$18.3M	1.01%	Put
18	ASNDASCENDIS PHARMA A S	153,800	$18.1M	1.00%	Call
19	PLNTPLANET FITNESS INC	250,000	$17.2M	0.95%	Put
20	SIXEURSIX FLAGS ENTMT CORP NEW	344,460	$17.0M	0.94%	Put
21	DKDELEK US HLDGS INC NEW	464,000	$16.9M	0.93%	Put
22	UNPUNION PACIFIC CORP	100,000	$16.7M	0.92%	Call
23	ZBHZIMMER BIOMET HLDGS INC	130,000	$16.6M	0.92%	Call
24	ICPTUSDINTERCEPT PHARMACEUTICALS IN	140,300	$15.7M	0.87%	Put
25	—SPARK THERAPEUTICS INC	137,000	$15.6M	0.86%	Put
26	PZZAPAPA JOHNS INTL INC	293,200	$15.5M	0.86%	Call
27	MLMMARTIN MARIETTA MATLS INC	77,100	$15.5M	0.85%	Put
28	EAELECTRONIC ARTS INC	146,900	$14.9M	0.82%	Put
29	MARMARRIOTT INTL INC NEW	118,000	$14.8M	0.81%	Put
30	SGENEURSEATTLE GENETICS INC	193,300	$14.2M	0.78%	Put
31	BURLBURLINGTON STORES INC	85,000	$13.3M	0.73%	Put
32	ZSZSCALER INC	184,000	$13.1M	0.72%	Put
33	LUVSOUTHWEST AIRLS CO	245,500	$12.7M	0.70%	Put
34	ABBVABBVIE INC	155,000	$12.5M	0.69%	Put
35	UNITUNITI GROUP INC	1,108,000	$12.4M	0.68%	Put
36	TPDTEMPUR SEALY INTL INC	214,500	$12.4M	0.68%	Call
37	CROXCROCS INC	457,600	$11.8M	0.65%	Put
38	ZAYOEURZAYO GROUP HLDGS INC	412,862	$11.7M	0.65%	Put
39	NBIXNEUROCRINE BIOSCIENCES INC	132,500	$11.7M	0.64%	Put
40	—ZOGENIX INC	210,100	$11.6M	0.64%	Put
41	SG7SAGE THERAPEUTICS INC	72,600	$11.5M	0.64%	Put
42	—BIOHAVEN PHARMACTL HLDG CO L	223,400	$11.5M	0.63%	Put
43	SESEA LTD	480,300	$11.3M	0.62%	Put
44	VRTXVERTEX PHARMACEUTICALS INC	60,000	$11.0M	0.61%	Put
45	NTNXNUTANIX INC	284,100	$10.7M	0.59%	Put
46	TXNTEXAS INSTRS INC	100,000	$10.6M	0.58%	Call
47	SL2SLEEP NUMBER CORP	220,500	$10.4M	0.57%	Put
48	GOOSCANADA GOOSE HOLDINGS INC	215,400	$10.3M	0.57%	Put
49	CLVSEURCLOVIS ONCOLOGY INC	414,100	$10.3M	0.57%	Put
50	CAGCONAGRA BRANDS INC	348,500	$9.7M	0.53%	Put
51	MIGAMICROSTRATEGY INC	66,500	$9.6M	0.53%	Put
52	LSTRLANDSTAR SYS INC	86,200	$9.4M	0.52%	Put
53	CPRICAPRI HOLDINGS LIMITED	200,000	$9.2M	0.50%	Put
54	—GW PHARMACEUTICALS PLC	54,100	$9.1M	0.50%	Put
55	—NIELSEN HLDGS PLC	384,000	$9.1M	0.50%	Call
56	ALRMALARM COM HLDGS INC	140,000	$9.1M	0.50%	Put
57	—HORIZON PHARMA PLC	342,800	$9.1M	0.50%	Put
58	XBISPDR SERIES TRUST	100,000	$9.1M	0.50%	Put
59	CNRCANADIAN NATL RY CO	100,000	$8.9M	0.49%	Put
60	VREXVAREX IMAGING CORP	262,500	$8.9M	0.49%	Put
61	TWTRUSDTWITTER INC	263,600	$8.7M	0.48%	Call
62	CICIGNA CORP NEW	53,800	$8.7M	0.48%	Put
63	ISIIONIS PHARMACEUTICALS INC	105,000	$8.5M	0.47%	Put
64	KSAISHARES TR	250,000	$8.3M	0.46%
65	MRKMERCK & CO INC	100,000	$8.3M	0.46%	Call
66	COFCAPITAL ONE FINL CORP	100,000	$8.2M	0.45%	Put
67	DYHTARGET CORP	100,000	$8.0M	0.44%	Call
68	CUCAAVIS BUDGET GROUP INC	226,000	$7.9M	0.43%	Put
69	—BLUEBIRD BIO INC	50,000	$7.9M	0.43%	Put
70	AMRNAMARIN CORP PLC	372,500	$7.7M	0.43%	Call
71	LULULULULEMON ATHLETICA INC	47,100	$7.7M	0.43%	Put
72	GNRCGENERAC HLDGS INC	145,900	$7.5M	0.41%	Put
73	BBTUSDBB&T CORP	160,000	$7.4M	0.41%	Put
74	SBUXSTARBUCKS CORP	100,000	$7.4M	0.41%	Call
75	HDSUSDHD SUPPLY HLDGS INC	170,400	$7.4M	0.41%	Put
76	EOGEOG RES INC	75,000	$7.1M	0.39%	Put
77	GDXVANECK VECTORS ETF TR	315,000	$7.1M	0.39%	Call
78	UPBDRENT A CTR INC NEW	331,900	$6.9M	0.38%
79	ACBAURORA CANNABIS INC	761,000	$6.9M	0.38%	Call
80	AWIARMSTRONG WORLD INDS INC NEW	85,000	$6.8M	0.37%	Call
81	PRAHPRA HEALTH SCIENCES INC	60,000	$6.6M	0.36%	Put
82	MPLXMPLX LP	200,000	$6.6M	0.36%	Put
83	—ENDO INTL PLC	800,000	$6.4M	0.35%	Put
84	DORMDORMAN PRODUCTS INC	71,600	$6.3M	0.35%	Put
85	DELLDELL TECHNOLOGIES INC	107,200	$6.3M	0.35%	Call
86	VSMEURVERSUM MATLS INC	120,000	$6.0M	0.33%	Put
87	HOUSREALOGY HLDGS CORP	525,000	$6.0M	0.33%	Put
88	—WRIGHT MED GROUP N V	190,000	$6.0M	0.33%	Call
89	FGENEURFIBROGEN INC	107,900	$5.9M	0.32%	Put
90	—ELDORADO RESORTS INC	122,500	$5.7M	0.32%	Put
91	ZEN1EURZENDESK INC	66,500	$5.7M	0.31%	Call
92	HAINHAIN CELESTIAL GROUP INC	243,000	$5.6M	0.31%	Put
93	—ULTIMATE SOFTWARE GROUP INC	17,000	$5.6M	0.31%
94	GPCGENUINE PARTS CO	50,000	$5.6M	0.31%	Call
95	CARSCARS COM INC	245,000	$5.6M	0.31%	Put
96	FDCFIRST DATA CORP NEW	205,000	$5.4M	0.30%	Put
97	CLHCLEAN HARBORS INC	75,000	$5.4M	0.30%
98	WTWEURWEIGHT WATCHERS INTL INC NEW	265,400	$5.3M	0.29%	Put
99	G3VGREEN PLAINS INC	320,000	$5.3M	0.29%	Call
100	HBC2HSBC HLDGS PLC	130,000	$5.3M	0.29%	Put

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