Caption Management, LLC Q2 2018 Filing

Filed August 14, 2018

Portfolio Value

$1.3T

Holdings

273

Report Date

Q2 2018

Filing Type

13F-HR

All Holdings (273 positions)

#StockSharesValue% PortfolioType
1
MUMICRON TECHNOLOGY INC
1,094,900$57.4B4.45%Put
2
STZCONSTELLATION BRANDS INC
173,700$38.0B2.94%Put
3
NXPINXP SEMICONDUCTORS N V
338,300$37.0B2.86%Put
4
JWNUSDNORDSTROM INC
621,600$32.2B2.49%Put
5
KSSKOHLS CORP
436,000$31.8B2.46%Put
6
WYNNWYNN RESORTS LTD
165,800$27.7B2.15%Put
7
LNWOSCIENTIFIC GAMES CORP
563,400$27.7B2.14%Put
8
LVLNSPDR SERIES TRUST
307,000$25.3B1.96%Call
9
LOWLOWES COS INC
245,000$23.4B1.81%Call
10
EAELECTRONIC ARTS INC
110,000$15.5B1.20%Call
11
2362120DSINCLAIR BROADCAST GROUP INC
460,100$14.8B1.15%Put
12
EIXEDISON INTL
233,700$14.8B1.14%Put
13
VVISA INC
110,000$14.6B1.13%Call
14
XLISELECT SECTOR SPDR TR
200,000$14.3B1.11%Call
15
DGDOLLAR GEN CORP NEW
138,800$13.7B1.06%Call
16
TRVCCITIGROUP INC
200,000$13.4B1.04%Call
17
OSVEURVANECK VECTORS ETF TR
500,000$13.1B1.02%Call
18
NXSTNEXSTAR MEDIA GROUP INC
175,500$12.9B1.00%Put
19
AYIACUITY BRANDS INC
110,000$12.7B0.99%Put
20
CA8ACACI INTL INC
75,500$12.7B0.99%Put
21
HLTHILTON WORLDWIDE HLDGS INC
160,000$12.7B0.98%Put
22
PAGSPAGSEGURO DIGITAL LTD
454,272$12.6B0.98%Put
23
HAINHAIN CELESTIAL GROUP INC
412,800$12.3B0.95%Put
24
AETNA INC NEW
65,800$12.1B0.93%Call
25
CMGCHIPOTLE MEXICAN GRILL INC
27,200$11.7B0.91%Put
26
LNGCHENIERE ENERGY INC
180,000$11.7B0.91%Put
27
CTRACABOT OIL & GAS CORP
487,700$11.6B0.90%Put
28
ADSKAUTODESK INC
87,500$11.5B0.89%Call
29
FEZSPDR INDEX SHS FDS
294,800$11.3B0.87%Put
30
TWENTY FIRST CENTY FOX INC
224,100$11.1B0.86%Put
31
RCLROYAL CARIBBEAN CRUISES LTD
106,000$11.0B0.85%Call
32
DHID R HORTON INC
267,400$11.0B0.85%Put
33
TTWOTAKE-TWO INTERACTIVE SOFTWAR
90,000$10.7B0.82%Put
34
BUNGE LIMITED
152,600$10.6B0.82%Put
35
NOWSERVICENOW INC
61,500$10.6B0.82%Put
36
OKEONEOK INC NEW
150,000$10.5B0.81%Call
37
MPCMARATHON PETE CORP
147,500$10.3B0.80%Put
38
CCOCAMECO CORP
906,400$10.2B0.79%Put
39
SUPERVALU INC
474,600$9.7B0.75%Call
40
KLICKULICKE & SOFFA INDS INC
400,000$9.5B0.74%Put
41
BRK/BBERKSHIRE HATHAWAY INC DEL
50,000$9.3B0.72%Call
42
WSMWILLIAMS SONOMA INC
150,000$9.2B0.71%Put
43
EQTEQT CORP
165,500$9.1B0.71%Put
44
PVHPVH CORP
60,000$9.0B0.70%Call
45
BERYEURBERRY GLOBAL GROUP INC
193,100$8.9B0.69%Put
46
PEOEXELON CORP
200,000$8.5B0.66%Call
47
DLTRDOLLAR TREE INC
100,000$8.5B0.66%Call
48
OXYOCCIDENTAL PETE CORP DEL
100,000$8.4B0.65%Call
49
EPDENTERPRISE PRODS PARTNERS L
300,000$8.3B0.64%Call
50
PINNACLE FOODS INC DEL
125,000$8.1B0.63%Call
51
RIGTRANSOCEAN LTD
585,000$7.9B0.61%Put
52
USX1UNITED STATES STL CORP NEW
217,000$7.5B0.58%Call
53
LULULULULEMON ATHLETICA INC
60,000$7.5B0.58%Call
54
DNKNDUNKIN BRANDS GROUP INC
103,500$7.1B0.55%Put
55
XBISPDR SERIES TRUST
75,000$7.1B0.55%Put
56
COUPEURCOUPA SOFTWARE INC
114,200$7.1B0.55%Put
57
VACMARRIOTT VACATIONS WRLDWDE C
62,500$7.1B0.55%Call
58
SFMSPROUTS FMRS MKT INC
317,500$7.0B0.54%Call
59
CATCATERPILLAR INC DEL
50,000$6.8B0.53%Call
60
VLOVALERO ENERGY CORP NEW
60,800$6.7B0.52%Call
61
DISHDISH NETWORK CORP
200,000$6.7B0.52%Call
62
TCXTUCOWS INC
110,492$6.7B0.52%
63
LEGLEGGETT & PLATT INC
150,000$6.7B0.52%Put
64
PBRPETROLEO BRASILEIRO SA PETRO
663,600$6.7B0.52%Put
65
TNDMTANDEM DIABETES CARE INC
301,100$6.6B0.51%Put
66
SPLKCHFSPLUNK INC
65,000$6.4B0.50%Call
67
TPDTEMPUR SEALY INTL INC
133,400$6.4B0.50%Put
68
THCTENET HEALTHCARE CORP
190,000$6.4B0.49%Call
69
CZREURCAESARS ENTMT CORP
590,000$6.3B0.49%Call
70
PCGPG&E CORP
145,000$6.2B0.48%Put
71
FDCFIRST DATA CORP NEW
290,000$6.1B0.47%Call
72
TRITHOMSON REUTERS CORP
150,000$6.0B0.47%Call
73
EDUCATION RLTY TR INC
145,700$6.0B0.47%Call
74
QA4AGENTHERM INC
153,200$6.0B0.47%Call
75
VCVISTEON CORP
45,400$5.9B0.45%Call
76
CHTRCHARTER COMMUNICATIONS INC N
20,000$5.9B0.45%Put
77
WBC1EURWABCO HLDGS INC
50,000$5.9B0.45%Put
78
MOSMOSAIC CO NEW
200,000$5.6B0.43%Put
79
APDAIR PRODS & CHEMS INC
35,000$5.5B0.42%Put
80
YELPYELP INC
136,100$5.3B0.41%Call
81
ENERGY TRANSFER PARTNERS LP
279,000$5.3B0.41%Call
82
LENLENNAR CORP
100,000$5.3B0.41%Put
83
VMWEURVMWARE INC
35,000$5.1B0.40%Call
84
MTZMASTEC INC
100,000$5.1B0.39%Put
85
PZZAPAPA JOHNS INTL INC
100,000$5.1B0.39%Call
86
RLRALPH LAUREN CORP
40,000$5.0B0.39%Put
87
WYNEURWYNDHAM DESTINATIONS INC
110,800$4.9B0.38%Call
88
CUCAAVIS BUDGET GROUP
150,000$4.9B0.38%Put
89
DONSPDR DOW JONES INDL AVRG ETF
20,000$4.9B0.38%Put
90
AKAMAKAMAI TECHNOLOGIES INC
66,000$4.8B0.37%Call
91
BBBLACKBERRY LTD
500,000$4.8B0.37%Put
92
HCCWARRIOR MET COAL INC
167,000$4.6B0.36%Put
93
SKAASKECHERS U S A INC
147,900$4.4B0.34%Put
94
DVNDEVON ENERGY CORP NEW
100,000$4.4B0.34%Call
95
NRANRG ENERGY INC
140,000$4.3B0.33%Put
96
CICIGNA CORPORATION
23,300$4.0B0.31%Put
97
SEDGSOLAREDGE TECHNOLOGIES INC
82,500$3.9B0.31%Put
98
TAHOE RES INC
788,000$3.9B0.30%Call
99
HORTONWORKS INC
210,366$3.8B0.30%
100
MGMMGM RESORTS INTERNATIONAL
129,800$3.8B0.29%Call
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