CAPSTONE INVESTMENT ADVISORS, LLC Q1 2018 Filing

Filed May 15, 2018

Portfolio Value

$5.2B

Holdings

229

Report Date

Q1 2018

Filing Type

13F-HR

All Holdings (229 positions)

#	Stock	Shares	Value	% Portfolio	Type
101	—CLOVIS ONCOLOGY INC	5,574,000	$6.5M	0.12%
102	NFLXNETFLIX INC	20,759	$6.1M	0.12%	Put
103	4I1PHILIP MORRIS INTL INC	57,747	$5.7M	0.11%	Put
104	—RADIUS HEALTH INC	5,500,000	$5.6M	0.11%
105	—BLUE BUFFALO PET PRODS INC	134,053	$5.3M	0.10%
106	LQDISHARES TR	44,203	$5.2M	0.10%
107	—NXSTAGE MEDICAL INC	201,760	$5.0M	0.10%
108	—CSRA INC	119,713	$4.9M	0.09%
109	ORCLORACLE CORP	102,800	$4.7M	0.09%	Put
110	AVAAVISTA CORP	89,337	$4.6M	0.09%
111	EWAISHARES INC	206,834	$4.6M	0.09%
112	EWLISHARES INC	129,643	$4.5M	0.09%
113	—OCLARO INC	446,292	$4.3M	0.08%
114	EFAISHARES TR	60,691	$4.2M	0.08%	Call
115	EWGISHARES INC	128,000	$4.1M	0.08%
116	CTSHCOGNIZANT TECHNOLOGY SOLUTIO	50,900	$4.1M	0.08%	Put
117	—WGL HLDGS INC	48,492	$4.1M	0.08%
118	TDTORONTO DOMINION BK ONT	69,600	$4.0M	0.08%	Put
119	BXMT 4.75 03/15/23BLACKSTONE MTG TR INC	4,000,000	$3.9M	0.08%
120	—AKORN INC	202,163	$3.8M	0.07%	Put
121	—AMYRIS INC	4,000,000	$3.7M	0.07%
122	—CHICAGO BRIDGE & IRON CO N V	255,584	$3.7M	0.07%	Put
123	UALUNITED CONTL HLDGS INC	52,600	$3.7M	0.07%
124	XMESPDR SERIES TRUST	104,801	$3.6M	0.07%	Call
125	INSM 1.75 01/15/25INSMED INC	4,000,000	$3.5M	0.07%
126	SLBSCHLUMBERGER LTD	54,110	$3.5M	0.07%
127	—RSP PERMIAN INC	73,511	$3.4M	0.07%
128	—KAPSTONE PAPER & PACKAGING C	96,254	$3.3M	0.06%
129	EWPISHARES INC	100,000	$3.3M	0.06%
130	—WEATHERFORD INTL LTD	3,500,000	$3.1M	0.06%
131	SMHVANECK VECTORS ETF TR	29,201	$3.0M	0.06%	Put
132	—PINNACLE ENTMT INC NEW	100,330	$3.0M	0.06%
133	BNDVANGUARD BD INDEX FD INC	37,226	$3.0M	0.06%
134	—AMTRUST FINL SVCS INC	240,192	$3.0M	0.06%
135	—DYNEGY INC NEW DEL	211,940	$2.9M	0.05%
136	—EXPRESS SCRIPTS HLDG CO	41,360	$2.9M	0.05%
137	—U S G CORP	68,200	$2.8M	0.05%	Call
138	SENS 5.25 02/01/23SENSEONICS HLDGS INC	2,500,000	$2.7M	0.05%
139	CHRWC H ROBINSON WORLDWIDE INC	27,900	$2.6M	0.05%	Call
140	CXOEURCONCHO RES INC	17,000	$2.6M	0.05%
141	IAUUSDISHARES GOLD TRUST	200,000	$2.5M	0.05%
142	—ALMOST FAMILY INC	44,014	$2.5M	0.05%
143	—DEPOMED INC	3,000,000	$2.4M	0.05%
144	AGGISHARES TR	21,800	$2.3M	0.04%
145	MDTMEDTRONIC PLC	28,869	$2.3M	0.04%	Put
146	—SCANA CORP NEW	61,625	$2.3M	0.04%
147	—RITE AID CORP	1,350,000	$2.3M	0.04%	Call
148	—INFINITY PPTY & CAS CORP	19,091	$2.3M	0.04%
149	FXECURRENCYSHARES EURO TR	19,000	$2.2M	0.04%
150	XOMEXXON MOBIL CORP	29,891	$2.2M	0.04%	Put
151	—CAPELLA EDUCATION COMPANY	24,730	$2.2M	0.04%
152	MOALTRIA GROUP INC	33,960	$2.1M	0.04%	Put
153	AAALCOA CORP	46,423	$2.1M	0.04%
154	—NEWFIELD EXPL CO	84,112	$2.1M	0.04%
155	ZEN1EURZENDESK INC	41,800	$2.0M	0.04%
156	—PHH CORP	188,228	$2.0M	0.04%
157	HALHALLIBURTON CO	40,116	$1.9M	0.04%
158	—COMMERCEHUB INC	77,366	$1.7M	0.03%
159	CACCCREDIT ACCEP CORP MICH	5,000	$1.7M	0.03%	Put
160	—GOLDCORP INC NEW	117,245	$1.6M	0.03%	Put
161	JPMJPMORGAN CHASE & CO	14,647	$1.6M	0.03%	Put
162	AQLTISHARES TR	16,820	$1.6M	0.03%
163	XLYSELECT SECTOR SPDR TR	14,439	$1.5M	0.03%
164	—PARSLEY ENERGY INC	49,903	$1.4M	0.03%
165	XOPUSDSPDR SERIES TRUST	39,701	$1.4M	0.03%	Call
166	TLTISHARES TR	11,353	$1.4M	0.03%
167	—CURRENCYSHS JAPANESE YEN TR	15,000	$1.4M	0.03%
168	ECHISHARES INC	25,000	$1.3M	0.03%
169	GOOGLALPHABET INC	1,267	$1.3M	0.03%	Put
170	FMUSDISHARES INC	37,321	$1.3M	0.03%
171	GNWGENWORTH FINL INC	461,700	$1.3M	0.02%
172	GDXVANECK VECTORS ETF TR	56,126	$1.2M	0.02%	Put
173	—GENERAL CABLE CORP DEL NEW	38,310	$1.1M	0.02%
174	SHYISHARES TR	13,404	$1.1M	0.02%
175	SLVISHARES SILVER TRUST	67,070	$1.0M	0.02%	Put
176	BACBANK AMER CORP	34,355	$1.0M	0.02%	Put
177	NVDANVIDIA CORP	4,339	$1.0M	0.02%	Put
178	—ECO STIM ENERGY SOLUTIONS IN	1,053,709	$1.0M	0.02%
179	AKAMAKAMAI TECHNOLOGIES INC	14,000	$994K	0.02%
180	FEZSPDR INDEX SHS FDS	23,923	$963K	0.02%
181	—ICONIX BRAND GROUP INC	1,005,000	$933K	0.02%
182	—JA SOLAR HOLDINGS CO LTD	139,397	$914K	0.02%
183	—LILIS ENERGY INC	229,159	$910K	0.02%
184	—ABLYNX NV	16,613	$906K	0.02%
185	ETSYETSY INC	32,300	$906K	0.02%
186	CPE3EURCALLON PETE CO DEL	68,268	$904K	0.02%
187	—ACORDA THERAPEUTICS INC	38,200	$903K	0.02%	Put
188	NVAX 3.75 02/01/23NOVAVAX INC	1,250,000	$890K	0.02%
189	—APPTIO INC	29,500	$836K	0.02%
190	—IDERA PHARMACEUTICALS INC	424,597	$781K	0.01%
191	CMCSACOMCAST CORP NEW	21,654	$740K	0.01%	Put
192	NUANEURNUANCE COMMUNICATIONS INC	45,000	$709K	0.01%
193	PFEPFIZER INC	19,716	$700K	0.01%	Put
194	DONSPDR DOW JONES INDL AVRG ETF	2,804	$677K	0.01%
195	IWVISHARES TR	4,200	$657K	0.01%
196	BABOEING CO	1,926	$631K	0.01%	Put
197	—MCDERMOTT INTL INC	100,000	$609K	0.01%
198	CVXCHEVRON CORP NEW	5,337	$608K	0.01%	Put
199	XLESELECT SECTOR SPDR TR	8,895	$600K	0.01%
200	MAMASTERCARD INCORPORATED	3,234	$567K	0.01%	Put

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