CAPSTONE INVESTMENT ADVISORS, LLC Q2 2018 Filing
Filed August 13, 2018
Portfolio Value
$6.5T
Holdings
358
Report Date
Q2 2018
Filing Type
13F-HR
All Holdings (358 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | IWMISHARES TR | 4,223,316 | $691.7B | 10.61% | Put |
| 2 | NDQINVESCO QQQ TR | 2,498,376 | $428.8B | 6.58% | Put |
| 3 | EFAISHARES TR | 5,992,345 | $401.3B | 6.16% | Put |
| 4 | HYGISHARES TR | 4,000,000 | $340.3B | 5.22% | Put |
| 5 | FXIISHARES TR | 6,354,833 | $273.1B | 4.19% | Put |
| 6 | GOOGALPHABET INC | 243,486 | $271.6B | 4.17% | Put |
| 7 | SPYSPDR S&P 500 ETF TR | 868,722 | $235.7B | 3.62% | Put |
| 8 | METAFACEBOOK INC | 1,020,016 | $198.2B | 3.04% | Put |
| 9 | AMZNAMAZON COM INC | 104,449 | $177.5B | 2.72% | Put |
| 10 | AAPLAPPLE INC | 920,499 | $170.4B | 2.61% | Put |
| 11 | —MICRON TECHNOLOGY INC | 87,250,000 | $157.3B | 2.41% | |
| 12 | FXEINVESCO CURRENCYSHARES EURO | 950,000 | $106.5B | 1.63% | Put |
| 13 | MSFTMICROSOFT CORP | 1,013,248 | $99.9B | 1.53% | Put |
| 14 | —SHIRE PLC | 528,176 | $89.2B | 1.37% | Put |
| 15 | —TESLA INC | 78,819,000 | $87.0B | 1.33% | |
| 16 | —AETNA INC NEW | 447,692 | $82.2B | 1.26% | Put |
| 17 | —NXP SEMICONDUCTORS N V | 63,500,000 | $76.6B | 1.17% | |
| 18 | EEMISHARES TR | 1,467,100 | $63.6B | 0.98% | Put |
| 19 | NXPINXP SEMICONDUCTORS N V | 575,910 | $62.9B | 0.97% | Put |
| 20 | AABAUSDALTABA INC | 831,434 | $60.9B | 0.93% | |
| 21 | —HERBALIFE LTD | 43,825,000 | $56.8B | 0.87% | |
| 22 | —MERCADOLIBRE INC | 22,500,000 | $53.4B | 0.82% | |
| 23 | —ROCKWELL COLLINS INC | 395,471 | $53.3B | 0.82% | |
| 24 | —TESLA INC | 45,000,000 | $50.8B | 0.78% | |
| 25 | —SOLARCITY CORP | 41,500,000 | $41.2B | 0.63% | |
| 26 | —CAESARS ENTMT CORP | 22,500,000 | $38.5B | 0.59% | |
| 27 | —WHITING PETE CORP NEW | 40,000,000 | $38.3B | 0.59% | |
| 28 | —VIPSHOP HLDGS LTD | 38,000,000 | $37.5B | 0.58% | |
| 29 | —CIENA CORP | 25,000,000 | $35.3B | 0.54% | |
| 30 | XLFISELECT SECTOR SPDR TR | 672,728 | $34.7B | 0.53% | Call |
| 31 | —NAVISTAR INTL CORP NEW | 33,050,000 | $34.1B | 0.52% | |
| 32 | TSLATESLA INC | 98,000 | $33.6B | 0.52% | Put |
| 33 | NVDANVIDIA CORP | 133,969 | $31.7B | 0.49% | Put |
| 34 | —MEDICINES CO | 30,500,000 | $30.8B | 0.47% | |
| 35 | —TWENTY FIRST CENTY FOX INC | 591,085 | $29.4B | 0.45% | Call |
| 36 | —XL GROUP LTD | 520,317 | $29.1B | 0.45% | Call |
| 37 | DELLDELL TECHNOLOGIES INC | 336,000 | $28.4B | 0.44% | Put |
| 38 | XLESELECT SECTOR SPDR TR | 370,645 | $28.1B | 0.43% | Put |
| 39 | FEZSPDR INDEX SHS FDS | 729,978 | $28.0B | 0.43% | Put |
| 40 | —ENVISION HEALTHCARE CORP | 625,709 | $27.5B | 0.42% | Put |
| 41 | —INSULET CORP | 18,000,000 | $27.4B | 0.42% | |
| 42 | —BARCLAYS BK PLC | 731,800 | $27.1B | 0.42% | Put |
| 43 | —TERADYNE INC | 20,000,000 | $26.7B | 0.41% | |
| 44 | GQ9SPDR GOLD TRUST | 223,411 | $26.5B | 0.41% | Call |
| 45 | —VECTREN CORP | 370,427 | $26.5B | 0.41% | |
| 46 | GOOGLALPHABET INC | 23,101 | $26.1B | 0.40% | Put |
| 47 | JCIJOHNSON CTLS INTL PLC | 765,178 | $25.6B | 0.39% | Put |
| 48 | VGR V2.5 01/15/19VECTOR GROUP LTD | 19,000,000 | $25.3B | 0.39% | |
| 49 | —EXPRESS SCRIPTS HLDG CO | 310,735 | $24.0B | 0.37% | Put |
| 50 | —PATTERN ENERGY GROUP INC | 22,740,000 | $22.7B | 0.35% | |
| 51 | —MEDICINES CO | 18,500,000 | $22.6B | 0.35% | |
| 52 | GEGENERAL ELECTRIC CO | 1,614,956 | $22.0B | 0.34% | Put |
| 53 | —PINNACLE FOODS INC DEL | 333,617 | $21.7B | 0.33% | |
| 54 | —TEVA PHARMACEUTICAL FIN LLC | 23,000,000 | $21.4B | 0.33% | |
| 55 | —CHESAPEAKE ENERGY CORP | 21,000,000 | $21.4B | 0.33% | |
| 56 | —CITRIX SYS INC | 14,674,000 | $21.3B | 0.33% | |
| 57 | —GRANITE PT MTG TR INC | 20,500,000 | $20.9B | 0.32% | |
| 58 | EPDENTERPRISE PRODS PARTNERS L | 755,000 | $20.9B | 0.32% | Call |
| 59 | BABAALIBABA GROUP HLDG LTD | 112,400 | $20.9B | 0.32% | Put |
| 60 | MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC | 11,500,000 | $20.1B | 0.31% | |
| 61 | RWT 4.75 08/15/23REDWOOD TR INC | 20,000,000 | $19.4B | 0.30% | |
| 62 | DPZDOMINOS PIZZA INC | 66,900 | $18.9B | 0.29% | Put |
| 63 | TAT&T INC | 574,720 | $18.5B | 0.28% | Put |
| 64 | —ORBOTECH LTD | 289,042 | $17.9B | 0.27% | |
| 65 | —ACORDA THERAPEUTICS INC | 18,373,000 | $17.8B | 0.27% | |
| 66 | —MEDIDATA SOLUTIONS INC | 12,500,000 | $17.4B | 0.27% | |
| 67 | CICIGNA CORPORATION | 101,381 | $17.2B | 0.26% | Put |
| 68 | NKENIKE INC | 203,768 | $16.2B | 0.25% | Put |
| 69 | SLBSCHLUMBERGER LTD | 239,525 | $16.1B | 0.25% | Put |
| 70 | —CLEVELAND CLIFFS INC | 13,000,000 | $16.0B | 0.25% | |
| 71 | —IRONWOOD PHARMACEUTICALS INC | 12,000,000 | $16.0B | 0.25% | |
| 72 | —UNISYS CORP | 10,500,000 | $15.8B | 0.24% | |
| 73 | JPMJPMORGAN CHASE & CO | 151,256 | $15.8B | 0.24% | Put |
| 74 | SYMCEURSYMANTEC CORP | 759,900 | $15.7B | 0.24% | Call |
| 75 | CELGCELGENE CORP | 189,830 | $15.1B | 0.23% | Put |
| 76 | XOMEXXON MOBIL CORP | 181,257 | $15.0B | 0.23% | Put |
| 77 | JNJJOHNSON & JOHNSON | 122,770 | $14.9B | 0.23% | Put |
| 78 | —GOLAR LNG LTD | 13,245,000 | $14.5B | 0.22% | |
| 79 | EXASEXACT SCIENCES CORP | 12,500,000 | $13.2B | 0.20% | |
| 80 | —NUVASIVE INC | 12,000,000 | $13.0B | 0.20% | |
| 81 | CUCAAVIS BUDGET GROUP | 383,097 | $12.5B | 0.19% | Put |
| 82 | INTCINTEL CORP | 248,502 | $12.4B | 0.19% | Put |
| 83 | PGPROCTER AND GAMBLE CO | 155,681 | $12.2B | 0.19% | Put |
| 84 | TRVCCITIGROUP INC | 175,968 | $11.8B | 0.18% | Put |
| 85 | IBMINTERNATIONAL BUSINESS MACHS | 83,164 | $11.6B | 0.18% | Put |
| 86 | CSCOCISCO SYS INC | 266,840 | $11.5B | 0.18% | Put |
| 87 | —CIENA CORP | 8,510,000 | $11.3B | 0.17% | |
| 88 | BACBANK AMER CORP | 399,528 | $11.3B | 0.17% | Put |
| 89 | —NAVISTAR INTL CORP NEW | 11,000,000 | $11.1B | 0.17% | |
| 90 | TLTISHARES TR | 89,821 | $10.9B | 0.17% | Call |
| 91 | —BIOMARIN PHARMACEUTICAL INC | 10,000,000 | $10.6B | 0.16% | |
| 92 | TRCOTRIBUNE MEDIA CO | 269,812 | $10.3B | 0.16% | |
| 93 | VVISA INC | 76,444 | $10.1B | 0.16% | Put |
| 94 | —WEATHERFORD INTL LTD | 9,500,000 | $9.4B | 0.14% | |
| 95 | —BLACKSTONE MTG TR INC | 9,500,000 | $9.4B | 0.14% | |
| 96 | CVXCHEVRON CORP NEW | 74,032 | $9.4B | 0.14% | Put |
| 97 | CFCF INDS HLDGS INC | 209,842 | $9.3B | 0.14% | Put |
| 98 | USX1UNITED STATES STL CORP NEW | 265,092 | $9.2B | 0.14% | Put |
| 99 | GSGOLDMAN SACHS GROUP INC | 40,785 | $9.0B | 0.14% | Put |
| 100 | —MICROCHIP TECHNOLOGY INC | 7,500,000 | $8.9B | 0.14% |
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