CAPSTONE INVESTMENT ADVISORS, LLC Q1 2018 Filing
Filed May 15, 2018
Portfolio Value
$5.2T
Holdings
229
Report Date
Q1 2018
Filing Type
13F-HR
All Holdings (229 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | —POWERSHARES QQQ TRUST | 2,821,571 | $451.8B | 8.64% | Put |
| 2 | SPYSPDR S&P 500 ETF TR | 1,654,522 | $435.4B | 8.32% | Put |
| 3 | IWMISHARES TR | 2,709,031 | $411.3B | 7.86% | Put |
| 4 | AMZNAMAZON COM INC | 161,700 | $234.0B | 4.47% | Put |
| 5 | GOOGALPHABET INC | 212,725 | $219.5B | 4.20% | Put |
| 6 | AAPLAPPLE INC | 1,186,236 | $199.0B | 3.81% | Put |
| 7 | METAFACEBOOK INC | 920,916 | $147.2B | 2.81% | Put |
| 8 | FXIISHARES TR | 2,809,100 | $132.7B | 2.54% | Put |
| 9 | TWXCHFTIME WARNER INC | 1,250,136 | $118.2B | 2.26% | Call |
| 10 | NXPINXP SEMICONDUCTORS N V | 968,524 | $113.3B | 2.17% | Put |
| 11 | MSFTMICROSOFT CORP | 1,214,885 | $110.9B | 2.12% | Put |
| 12 | JNJJOHNSON & JOHNSON | 782,012 | $100.2B | 1.92% | Put |
| 13 | —AETNA INC NEW | 549,694 | $92.9B | 1.78% | Put |
| 14 | —NXP SEMICONDUCTORS N V | 72,000,000 | $89.5B | 1.71% | |
| 15 | HYGISHARES TR | 960,000 | $82.2B | 1.57% | Put |
| 16 | —SERVICENOW INC | 35,043,000 | $78.4B | 1.50% | |
| 17 | —ROCKWELL COLLINS INC | 549,824 | $74.1B | 1.42% | |
| 18 | XLUSELECT SECTOR SPDR TR | 1,347,391 | $68.1B | 1.30% | Put |
| 19 | —BARCLAYS BK PLC | 1,349,300 | $63.8B | 1.22% | Put |
| 20 | —MERCADOLIBRE INC | 22,500,000 | $63.7B | 1.22% | |
| 21 | GQ9SPDR GOLD TRUST | 481,103 | $60.5B | 1.16% | Put |
| 22 | XLFISELECT SECTOR SPDR TR | 1,122,780 | $59.1B | 1.13% | Put |
| 23 | EWYISHARES INC | 750,000 | $56.6B | 1.08% | Call |
| 24 | —TESLA INC | 52,500,000 | $52.5B | 1.00% | |
| 25 | EEMISHARES TR | 1,030,554 | $49.8B | 0.95% | Put |
| 26 | —MONSANTO CO NEW | 417,000 | $48.7B | 0.93% | Call |
| 27 | —ORBITAL ATK INC | 344,420 | $45.7B | 0.87% | Call |
| 28 | —ALON USA ENERGY INC | 25,991,000 | $39.7B | 0.76% | |
| 29 | TSLATESLA INC | 146,711 | $39.0B | 0.75% | Put |
| 30 | —SOLARCITY CORP | 39,500,000 | $38.8B | 0.74% | |
| 31 | —NAVISTAR INTL CORP NEW | 37,000,000 | $38.2B | 0.73% | |
| 32 | AABAUSDALTABA INC | 461,137 | $34.1B | 0.65% | |
| 33 | —WHITING PETE CORP NEW | 36,000,000 | $34.1B | 0.65% | |
| 34 | —TEVA PHARMACEUTICAL FIN LLC | 37,354,000 | $32.9B | 0.63% | |
| 35 | PGPROCTER AND GAMBLE CO | 400,307 | $31.7B | 0.61% | Put |
| 36 | IBMINTERNATIONAL BUSINESS MACHS | 205,147 | $31.5B | 0.60% | Put |
| 37 | —VIPSHOP HLDGS LTD | 29,000,000 | $31.3B | 0.60% | |
| 38 | —DR PEPPER SNAPPLE GROUP INC | 250,100 | $29.6B | 0.57% | Call |
| 39 | —IMPAX LABORATORIES INC | 29,500,000 | $29.4B | 0.56% | |
| 40 | —DOWDUPONT INC | 432,352 | $27.5B | 0.53% | Call |
| 41 | VGR V2.5 01/15/19VECTOR GROUP LTD | 19,000,000 | $27.3B | 0.52% | |
| 42 | —REDWOOD TR INC | 25,000,000 | $25.1B | 0.48% | |
| 43 | —BROOKDALE SR LIVING INC | 24,941,000 | $25.0B | 0.48% | |
| 44 | TAT&T INC | 693,700 | $24.7B | 0.47% | Put |
| 45 | —CTRIP COM INTL LTD | 20,000,000 | $24.4B | 0.47% | |
| 46 | —MEDICINES CO | 25,000,000 | $24.1B | 0.46% | |
| 47 | —VALIDUS HOLDINGS LTD | 356,881 | $24.1B | 0.46% | |
| 48 | KMIKINDER MORGAN INC DEL | 1,578,873 | $23.8B | 0.45% | Put |
| 49 | WMTWALMART INC | 260,491 | $23.2B | 0.44% | Put |
| 50 | —PATTERN ENERGY GROUP INC | 22,740,000 | $22.5B | 0.43% | |
| 51 | —TWO HBRS INVT CORP | 21,500,000 | $22.5B | 0.43% | |
| 52 | —GRANITE PT MTG TR INC | 22,500,000 | $22.1B | 0.42% | |
| 53 | —MICROSEMI CORP | 338,787 | $21.9B | 0.42% | Put |
| 54 | EWHISHARES INC | 820,488 | $20.8B | 0.40% | Put |
| 55 | —XL GROUP LTD | 374,167 | $20.7B | 0.40% | Put |
| 56 | —DST SYS INC DEL | 243,537 | $20.4B | 0.39% | |
| 57 | BABAALIBABA GROUP HLDG LTD | 109,600 | $20.1B | 0.38% | Put |
| 58 | —CORNERSTONE ONDEMAND INC | 20,000,000 | $20.0B | 0.38% | |
| 59 | RWT 4.75 08/15/23REDWOOD TR INC | 20,000,000 | $19.4B | 0.37% | |
| 60 | —GOLAR LNG LTD | 17,500,000 | $17.9B | 0.34% | |
| 61 | DELLDELL TECHNOLOGIES INC | 234,700 | $17.2B | 0.33% | Put |
| 62 | GSGOLDMAN SACHS GROUP INC | 63,836 | $16.1B | 0.31% | Put |
| 63 | —NAVISTAR INTL CORP NEW | 15,000,000 | $15.2B | 0.29% | |
| 64 | VRSN 3.25 08/15/37VERISIGN INC | 127,500 | $15.1B | 0.29% | Put |
| 65 | —MEDICINES CO | 13,000,000 | $15.0B | 0.29% | |
| 66 | —TESLA INC | 15,000,000 | $14.9B | 0.29% | |
| 67 | BKNGBOOKING HLDGS INC | 7,117 | $14.8B | 0.28% | Put |
| 68 | —IRONWOOD PHARMACEUTICALS INC | 12,000,000 | $14.2B | 0.27% | |
| 69 | —CHESAPEAKE ENERGY CORP | 16,000,000 | $13.9B | 0.26% | |
| 70 | —UNISYS CORP | 10,500,000 | $13.8B | 0.26% | |
| 71 | MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC | 7,500,000 | $13.3B | 0.25% | |
| 72 | —NUVASIVE INC | 12,000,000 | $13.2B | 0.25% | |
| 73 | —CIENA CORP | 9,910,000 | $13.1B | 0.25% | |
| 74 | GECBLE 4.5 11/15/29GENERAL CABLE CORP DEL NEW | 12,000,000 | $12.7B | 0.24% | |
| 75 | —MULESOFT INC | 279,840 | $12.3B | 0.24% | |
| 76 | —BLACKHAWK NETWORK HLDGS INC | 268,881 | $12.0B | 0.23% | |
| 77 | —TWENTY FIRST CENTY FOX INC | 314,873 | $11.6B | 0.22% | Call |
| 78 | HLFHERBALIFE LTD | 112,202 | $10.9B | 0.21% | Put |
| 79 | —BLACKSTONE MTG TR INC | 11,000,000 | $10.9B | 0.21% | |
| 80 | XLKSELECT SECTOR SPDR TR | 160,001 | $10.5B | 0.20% | Put |
| 81 | —ORBOTECH LTD | 159,784 | $9.9B | 0.19% | |
| 82 | QCOMQUALCOMM INC | 169,714 | $9.4B | 0.18% | Put |
| 83 | —TRONOX LTD | 500,000 | $9.2B | 0.18% | Put |
| 84 | —MICROCHIP TECHNOLOGY INC | 7,500,000 | $9.0B | 0.17% | |
| 85 | EXASEXACT SCIENCES CORP | 10,000,000 | $8.9B | 0.17% | |
| 86 | —CLEVELAND CLIFFS INC | 8,000,000 | $8.7B | 0.17% | |
| 87 | VMWEURVMWARE INC | 70,000 | $8.5B | 0.16% | Put |
| 88 | —MEDIDATA SOLUTIONS INC | 7,500,000 | $8.5B | 0.16% | |
| 89 | CICIGNA CORPORATION | 50,000 | $8.4B | 0.16% | Call |
| 90 | TRCOTRIBUNE MEDIA CO | 206,496 | $8.4B | 0.16% | |
| 91 | —INSULET CORP | 5,000,000 | $7.8B | 0.15% | |
| 92 | —ALLERGAN PLC | 45,941 | $7.7B | 0.15% | Put |
| 93 | —CAVIUM INC | 96,554 | $7.7B | 0.15% | |
| 94 | —BUNGE LIMITED | 100,000 | $7.4B | 0.14% | Call |
| 95 | STCSTEWART INFORMATION SVCS COR | 165,222 | $7.3B | 0.14% | |
| 96 | AVGOBROADCOM LTD | 30,717 | $7.2B | 0.14% | |
| 97 | —ACORDA THERAPEUTICS INC | 7,873,000 | $7.2B | 0.14% | |
| 98 | CATCATERPILLAR INC DEL | 46,191 | $6.8B | 0.13% | Put |
| 99 | RHRH | 71,300 | $6.8B | 0.13% | Put |
| 100 | —HERBALIFE LTD | 5,500,000 | $6.7B | 0.13% |
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