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 |
|---|---|---|---|---|---|
| 1 | —POWERSHARES QQQ TRUST | 2,821,571 | $451.8B | 8638.41% | Put |
| 2 | SPYSPDR S&P 500 ETF TR | 1,654,522 | $435.4B | 8324.28% | Put |
| 3 | IWMISHARES TR | 2,709,031 | $411.3B | 7863.96% | Put |
| 4 | AMZNAMAZON COM INC | 161,700 | $234.0B | 4474.57% | Put |
| 5 | GOOGALPHABET INC | 212,725 | $219.5B | 4196.42% | Put |
| 6 | AAPLAPPLE INC | 1,186,236 | $199.0B | 3805.24% | Put |
| 7 | METAFACEBOOK INC | 920,916 | $147.2B | 2813.45% | Put |
| 8 | FXIISHARES TR | 2,809,100 | $132.7B | 2537.16% | Put |
| 9 | TWXCHFTIME WARNER INC | 1,250,136 | $118.2B | 2260.62% | Call |
| 10 | NXPINXP SEMICONDUCTORS N V | 968,524 | $113.3B | 2166.55% | Put |
| 11 | MSFTMICROSOFT CORP | 1,214,885 | $110.9B | 2119.98% | Put |
| 12 | JNJJOHNSON & JOHNSON | 782,012 | $100.2B | 1916.03% | Put |
| 13 | —AETNA INC NEW | 549,694 | $92.9B | 1776.16% | Put |
| 14 | —NXP SEMICONDUCTORS N V | 72,000,000 | $89.5B | 1710.35% | |
| 15 | HYGISHARES TR | 960,000 | $82.2B | 1571.87% | Put |
| 16 | —SERVICENOW INC | 35,043,000 | $78.4B | 1498.99% | |
| 17 | —ROCKWELL COLLINS INC | 549,824 | $74.1B | 1417.58% | |
| 18 | XLUSELECT SECTOR SPDR TR | 1,347,391 | $68.1B | 1301.71% | Put |
| 19 | —BARCLAYS BK PLC | 1,349,300 | $63.8B | 1220.49% | Put |
| 20 | —MERCADOLIBRE INC | 22,500,000 | $63.7B | 1218.28% | |
| 21 | GQ9SPDR GOLD TRUST | 481,103 | $60.5B | 1157.06% | Put |
| 22 | XLFISELECT SECTOR SPDR TR | 1,122,780 | $59.1B | 1129.79% | Put |
| 23 | EWYISHARES INC | 750,000 | $56.6B | 1081.90% | Call |
| 24 | —TESLA INC | 52,500,000 | $52.5B | 1002.98% | |
| 25 | EEMISHARES TR | 1,030,554 | $49.8B | 951.28% | Put |
| 26 | —MONSANTO CO NEW | 417,000 | $48.7B | 930.34% | Call |
| 27 | —ORBITAL ATK INC | 344,420 | $45.7B | 873.25% | Call |
| 28 | —ALON USA ENERGY INC | 25,991,000 | $39.7B | 759.64% | |
| 29 | TSLATESLA INC | 146,711 | $39.0B | 746.49% | Put |
| 30 | —SOLARCITY CORP | 39,500,000 | $38.8B | 741.06% | |
| 31 | —NAVISTAR INTL CORP NEW | 37,000,000 | $38.2B | 729.51% | |
| 32 | AABAUSDALTABA INC | 461,137 | $34.1B | 652.79% | |
| 33 | —WHITING PETE CORP NEW | 36,000,000 | $34.1B | 651.30% | |
| 34 | —TEVA PHARMACEUTICAL FIN LLC | 37,354,000 | $32.9B | 629.50% | |
| 35 | PGPROCTER AND GAMBLE CO | 400,307 | $31.7B | 606.77% | Put |
| 36 | IBMINTERNATIONAL BUSINESS MACHS | 205,147 | $31.5B | 601.80% | Put |
| 37 | —VIPSHOP HLDGS LTD | 29,000,000 | $31.3B | 597.90% | |
| 38 | —DR PEPPER SNAPPLE GROUP INC | 250,100 | $29.6B | 566.06% | Call |
| 39 | —IMPAX LABORATORIES INC | 29,500,000 | $29.4B | 561.38% | |
| 40 | —DOWDUPONT INC | 432,352 | $27.5B | 526.64% | Call |
| 41 | VGR V2.5 01/15/19VECTOR GROUP LTD | 19,000,000 | $27.3B | 521.29% | |
| 42 | —REDWOOD TR INC | 25,000,000 | $25.1B | 480.37% | |
| 43 | —BROOKDALE SR LIVING INC | 24,941,000 | $25.0B | 477.45% | |
| 44 | TAT&T INC | 693,700 | $24.7B | 472.82% | Put |
| 45 | —CTRIP COM INTL LTD | 20,000,000 | $24.4B | 466.51% | |
| 46 | —MEDICINES CO | 25,000,000 | $24.1B | 461.31% | |
| 47 | —VALIDUS HOLDINGS LTD | 356,881 | $24.1B | 460.24% | |
| 48 | KMIKINDER MORGAN INC DEL | 1,578,873 | $23.8B | 454.62% | Put |
| 49 | WMTWALMART INC | 260,491 | $23.2B | 443.11% | Put |
| 50 | —PATTERN ENERGY GROUP INC | 22,740,000 | $22.5B | 431.04% | |
| 51 | —TWO HBRS INVT CORP | 21,500,000 | $22.5B | 430.37% | |
| 52 | —GRANITE PT MTG TR INC | 22,500,000 | $22.1B | 423.40% | |
| 53 | —MICROSEMI CORP | 338,787 | $21.9B | 419.21% | Put |
| 54 | EWHISHARES INC | 820,488 | $20.8B | 397.07% | Put |
| 55 | —XL GROUP LTD | 374,167 | $20.7B | 395.31% | Put |
| 56 | —DST SYS INC DEL | 243,537 | $20.4B | 389.50% | |
| 57 | BABAALIBABA GROUP HLDG LTD | 109,600 | $20.1B | 384.60% | Put |
| 58 | —CORNERSTONE ONDEMAND INC | 20,000,000 | $20.0B | 382.48% | |
| 59 | RWT 4.75 08/15/23REDWOOD TR INC | 20,000,000 | $19.4B | 371.60% | |
| 60 | —GOLAR LNG LTD | 17,500,000 | $17.9B | 342.71% | |
| 61 | DELLDELL TECHNOLOGIES INC | 234,700 | $17.2B | 328.53% | Put |
| 62 | GSGOLDMAN SACHS GROUP INC | 63,836 | $16.1B | 307.42% | Put |
| 63 | —NAVISTAR INTL CORP NEW | 15,000,000 | $15.2B | 291.17% | |
| 64 | VRSN 3.25 08/15/37VERISIGN INC | 127,500 | $15.1B | 289.01% | Put |
| 65 | —MEDICINES CO | 13,000,000 | $15.0B | 287.13% | |
| 66 | —TESLA INC | 15,000,000 | $14.9B | 285.51% | |
| 67 | BKNGBOOKING HLDGS INC | 7,117 | $14.8B | 283.08% | Put |
| 68 | —IRONWOOD PHARMACEUTICALS INC | 12,000,000 | $14.2B | 271.21% | |
| 69 | —CHESAPEAKE ENERGY CORP | 16,000,000 | $13.9B | 264.95% | |
| 70 | —UNISYS CORP | 10,500,000 | $13.8B | 264.71% | |
| 71 | MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC | 7,500,000 | $13.3B | 254.59% | |
| 72 | —NUVASIVE INC | 12,000,000 | $13.2B | 253.16% | |
| 73 | —CIENA CORP | 9,910,000 | $13.1B | 250.29% | |
| 74 | GECBLE 4.5 11/15/29GENERAL CABLE CORP DEL NEW | 12,000,000 | $12.7B | 243.02% | |
| 75 | —MULESOFT INC | 279,840 | $12.3B | 235.30% | |
| 76 | —BLACKHAWK NETWORK HLDGS INC | 268,881 | $12.0B | 229.79% | |
| 77 | —TWENTY FIRST CENTY FOX INC | 314,873 | $11.6B | 220.88% | Call |
| 78 | HLFHERBALIFE LTD | 112,202 | $10.9B | 209.11% | Put |
| 79 | —BLACKSTONE MTG TR INC | 11,000,000 | $10.9B | 207.60% | |
| 80 | XLKSELECT SECTOR SPDR TR | 160,001 | $10.5B | 200.14% | Put |
| 81 | —ORBOTECH LTD | 159,784 | $9.9B | 189.95% | |
| 82 | QCOMQUALCOMM INC | 169,714 | $9.4B | 179.80% | Put |
| 83 | —TRONOX LTD | 500,000 | $9.2B | 176.28% | Put |
| 84 | —MICROCHIP TECHNOLOGY INC | 7,500,000 | $9.0B | 171.54% | |
| 85 | EXASEXACT SCIENCES CORP | 10,000,000 | $8.9B | 170.81% | |
| 86 | —CLEVELAND CLIFFS INC | 8,000,000 | $8.7B | 165.44% | |
| 87 | VMWEURVMWARE INC | 70,000 | $8.5B | 162.30% | Put |
| 88 | —MEDIDATA SOLUTIONS INC | 7,500,000 | $8.5B | 161.67% | |
| 89 | CICIGNA CORPORATION | 50,000 | $8.4B | 160.35% | Call |
| 90 | TRCOTRIBUNE MEDIA CO | 206,496 | $8.4B | 159.93% | |
| 91 | —INSULET CORP | 5,000,000 | $7.8B | 148.48% | |
| 92 | —ALLERGAN PLC | 45,941 | $7.7B | 147.83% | Put |
| 93 | —CAVIUM INC | 96,554 | $7.7B | 146.53% | |
| 94 | —BUNGE LIMITED | 100,000 | $7.4B | 141.37% | Call |
| 95 | STCSTEWART INFORMATION SVCS COR | 165,222 | $7.3B | 138.81% | |
| 96 | AVGOBROADCOM LTD | 30,717 | $7.2B | 138.38% | |
| 97 | —ACORDA THERAPEUTICS INC | 7,873,000 | $7.2B | 137.56% | |
| 98 | CATCATERPILLAR INC DEL | 46,191 | $6.8B | 130.14% | Put |
| 99 | RHRH | 71,300 | $6.8B | 129.88% | Put |
| 100 | —HERBALIFE LTD | 5,500,000 | $6.7B | 127.64% |
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