CAPSTONE INVESTMENT ADVISORS, LLC Q3 2018 Filing
Filed November 14, 2018
Portfolio Value
$8.8T
Holdings
567
Report Date
Q3 2018
Filing Type
13F-HR
All Holdings (567 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | NDQINVESCO QQQ TR | 3,271,919 | $607.9B | 6.94% | Put |
| 2 | IWMISHARES TR | 3,321,500 | $559.8B | 6.39% | Put |
| 3 | EFAISHARES TR | 8,191,952 | $557.0B | 6.36% | Put |
| 4 | HYGISHARES TR | 6,250,000 | $540.3B | 6.17% | Put |
| 5 | EEMISHARES TR | 9,506,623 | $408.0B | 4.66% | Put |
| 6 | AMZNAMAZON COM INC | 180,921 | $362.4B | 4.14% | Put |
| 7 | FXIISHARES TR | 7,549,798 | $323.3B | 3.69% | Put |
| 8 | TSLATESLA INC | 961,400 | $254.6B | 2.90% | Put |
| 9 | AAPLAPPLE INC | 905,208 | $204.3B | 2.33% | Put |
| 10 | SPYSPDR S&P 500 ETF TR | 643,447 | $187.1B | 2.13% | Put |
| 11 | MSFTMICROSOFT CORP | 1,287,449 | $147.2B | 1.68% | Put |
| 12 | GOOGALPHABET INC | 113,202 | $135.1B | 1.54% | Put |
| 13 | —SHIRE PLC | 607,211 | $110.1B | 1.26% | Put |
| 14 | SOSOUTHERN CO | 2,435,386 | $106.2B | 1.21% | Put |
| 15 | METAFACEBOOK INC | 562,337 | $92.5B | 1.06% | Put |
| 16 | WMTWALMART INC | 745,672 | $70.0B | 0.80% | Put |
| 17 | —TESLA INC | 67,500,000 | $67.1B | 0.77% | |
| 18 | UALUNITED CONTL HLDGS INC | 750,805 | $66.9B | 0.76% | Put |
| 19 | —HERBALIFE LTD | 50,000,000 | $65.2B | 0.74% | |
| 20 | —YAHOO INC | 50,410,000 | $64.2B | 0.73% | |
| 21 | —TESLA INC | 55,000,000 | $52.7B | 0.60% | |
| 22 | IBMINTERNATIONAL BUSINESS MACHS | 348,706 | $52.7B | 0.60% | Put |
| 23 | —TWENTY FIRST CENTY FOX INC | 1,121,150 | $51.9B | 0.59% | Put |
| 24 | —AETNA INC NEW | 241,912 | $49.1B | 0.56% | Put |
| 25 | —ROCKWELL COLLINS INC | 320,693 | $45.0B | 0.51% | Put |
| 26 | IBBISHARES TR | 350,000 | $42.7B | 0.49% | Call |
| 27 | GEGENERAL ELECTRIC CO | 3,751,570 | $42.4B | 0.48% | Put |
| 28 | DELLDELL TECHNOLOGIES INC | 425,800 | $41.4B | 0.47% | Put |
| 29 | JNJJOHNSON & JOHNSON | 288,409 | $39.8B | 0.45% | Put |
| 30 | —CIENA CORP | 25,000,000 | $39.7B | 0.45% | |
| 31 | EPDENTERPRISE PRODS PARTNERS L | 1,368,000 | $39.3B | 0.45% | Put |
| 32 | —WHITING PETE CORP NEW | 40,000,000 | $38.5B | 0.44% | |
| 33 | BRK/BBERKSHIRE HATHAWAY INC DEL | 177,700 | $38.0B | 0.43% | Put |
| 34 | JPMJPMORGAN CHASE & CO | 336,367 | $38.0B | 0.43% | Put |
| 35 | GOOGLALPHABET INC | 31,119 | $37.6B | 0.43% | Put |
| 36 | NVDANVIDIA CORP | 130,052 | $36.5B | 0.42% | Put |
| 37 | —RESTORATION HARDWARE HLDGS I | 30,000,000 | $36.3B | 0.41% | |
| 38 | —VIPSHOP HLDGS LTD | 35,000,000 | $34.4B | 0.39% | |
| 39 | —SOLARCITY CORP | 32,500,000 | $32.1B | 0.37% | |
| 40 | NFLXNETFLIX INC | 84,572 | $31.6B | 0.36% | Put |
| 41 | —RESTORATION HARDWARE HLDGS I | 25,000,000 | $31.0B | 0.35% | |
| 42 | XOMEXXON MOBIL CORP | 362,160 | $30.8B | 0.35% | Put |
| 43 | HBC2HSBC HLDGS PLC | 682,613 | $30.0B | 0.34% | Put |
| 44 | —MEDICINES CO | 32,386,000 | $29.5B | 0.34% | |
| 45 | BACBANK AMER CORP | 981,905 | $28.9B | 0.33% | Put |
| 46 | INTCINTEL CORP | 604,183 | $28.6B | 0.33% | Put |
| 47 | VVISA INC | 186,616 | $28.0B | 0.32% | Put |
| 48 | —TERADYNE INC | 21,500,000 | $28.0B | 0.32% | |
| 49 | —CAESARS ENTMT CORP | 17,000,000 | $27.7B | 0.32% | |
| 50 | TAT&T INC | 780,913 | $26.2B | 0.30% | Put |
| 51 | LLYLILLY ELI & CO | 244,000 | $26.2B | 0.30% | Put |
| 52 | —NXP SEMICONDUCTORS N V | 25,000,000 | $26.1B | 0.30% | |
| 53 | —INSULET CORP | 14,000,000 | $25.7B | 0.29% | |
| 54 | —NAVISTAR INTL CORP NEW | 25,050,000 | $25.4B | 0.29% | |
| 55 | CVXCHEVRON CORP NEW | 207,762 | $25.4B | 0.29% | Put |
| 56 | —MEDICINES CO | 23,500,000 | $25.3B | 0.29% | |
| 57 | —PATTERN ENERGY GROUP INC | 25,000,000 | $25.1B | 0.29% | |
| 58 | PGPROCTER AND GAMBLE CO | 296,998 | $24.7B | 0.28% | Put |
| 59 | —CLEVELAND CLIFFS INC | 14,998,000 | $24.6B | 0.28% | |
| 60 | —DUN & BRADSTREET CORP DEL NE | 170,069 | $24.2B | 0.28% | |
| 61 | UNHUNITEDHEALTH GROUP INC | 90,500 | $24.1B | 0.27% | Put |
| 62 | CSCOCISCO SYS INC | 494,355 | $24.1B | 0.27% | Put |
| 63 | GQ9SPDR GOLD TRUST | 205,520 | $23.2B | 0.26% | Put |
| 64 | FEZSPDR INDEX SHS FDS | 600,000 | $23.0B | 0.26% | Put |
| 65 | HDHOME DEPOT INC | 110,200 | $22.8B | 0.26% | Put |
| 66 | —CITRIX SYS INC | 14,674,000 | $22.6B | 0.26% | |
| 67 | AIMCUSDALTRA INDL MOTION CORP | 542,500 | $22.4B | 0.26% | Put |
| 68 | —TWO HBRS INVT CORP | 21,500,000 | $22.2B | 0.25% | |
| 69 | PFEPFIZER INC | 500,315 | $22.0B | 0.25% | Put |
| 70 | TRVCCITIGROUP INC | 304,799 | $21.9B | 0.25% | Put |
| 71 | BACVERIZON COMMUNICATIONS INC | 399,825 | $21.3B | 0.24% | Put |
| 72 | BABOEING CO | 57,394 | $21.3B | 0.24% | Put |
| 73 | —GRANITE PT MTG TR INC | 20,500,000 | $21.3B | 0.24% | |
| 74 | —INTREXON CORP | 17,500,000 | $20.9B | 0.24% | |
| 75 | —PINNACLE FOODS INC DEL | 319,192 | $20.7B | 0.24% | |
| 76 | VGR V2.5 01/15/19VECTOR GROUP LTD | 19,000,000 | $20.5B | 0.23% | |
| 77 | EIXEDISON INTL | 300,428 | $20.3B | 0.23% | Put |
| 78 | 4I1PHILIP MORRIS INTL INC | 246,303 | $20.1B | 0.23% | Put |
| 79 | —CTRIP COM INTL LTD | 19,967,000 | $20.0B | 0.23% | |
| 80 | —CHESAPEAKE ENERGY CORP | 20,000,000 | $19.8B | 0.23% | |
| 81 | —BARCLAYS BK PLC | 729,200 | $19.4B | 0.22% | Put |
| 82 | GLWCORNING INC | 549,521 | $19.4B | 0.22% | Put |
| 83 | WFCWELLS FARGO CO NEW | 367,961 | $19.3B | 0.22% | Put |
| 84 | CATCATERPILLAR INC DEL | 126,496 | $19.3B | 0.22% | Put |
| 85 | 7HPHP INC | 731,160 | $18.8B | 0.22% | Put |
| 86 | DISDISNEY WALT CO | 159,873 | $18.7B | 0.21% | Put |
| 87 | MAMASTERCARD INCORPORATED | 83,300 | $18.5B | 0.21% | Put |
| 88 | —BIOMARIN PHARMACEUTICAL INC | 17,000,000 | $17.6B | 0.20% | |
| 89 | MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC | 11,500,000 | $17.4B | 0.20% | |
| 90 | —EXPRESS SCRIPTS HLDG CO | 181,769 | $17.3B | 0.20% | Put |
| 91 | CMCSACOMCAST CORP NEW | 475,385 | $16.8B | 0.19% | Put |
| 92 | ABBVABBVIE INC | 175,678 | $16.6B | 0.19% | Put |
| 93 | MUMICRON TECHNOLOGY INC | 365,014 | $16.5B | 0.19% | Put |
| 94 | RWT 4.75 08/15/23REDWOOD TR INC | 17,159,000 | $16.5B | 0.19% | |
| 95 | BKNGBOOKING HLDGS INC | 8,294 | $16.5B | 0.19% | Put |
| 96 | MRKMERCK & CO INC | 230,521 | $16.4B | 0.19% | Put |
| 97 | KOCOCA COLA CO | 352,520 | $16.3B | 0.19% | Put |
| 98 | CCOCAMECO CORP | 1,400,000 | $16.0B | 0.18% | Put |
| 99 | —IRONWOOD PHARMACEUTICALS INC | 12,000,000 | $15.6B | 0.18% | |
| 100 | —UNISYS CORP | 7,000,000 | $15.4B | 0.18% |
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