CAPSTONE INVESTMENT ADVISORS, LLC Q2 2018 Filing
Filed August 13, 2018
Portfolio Value
$6.5B
Holdings
358
Report Date
Q2 2018
Filing Type
13F-HR
All Holdings (358 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | —U S G CORP | 206,683 | $8.9B | 136.76% | Call |
| 102 | BABOEING CO | 25,789 | $8.7B | 132.78% | Put |
| 103 | —VALIDUS HOLDINGS LTD | 125,999 | $8.5B | 130.71% | |
| 104 | HDHOME DEPOT INC | 43,269 | $8.4B | 129.55% | Put |
| 105 | MOALTRIA GROUP INC | 147,990 | $8.4B | 128.96% | Put |
| 106 | WFCWELLS FARGO CO NEW | 150,617 | $8.4B | 128.15% | Put |
| 107 | NFLXNETFLIX INC | 21,191 | $8.3B | 127.29% | Put |
| 108 | —ALLERGAN PLC | 49,639 | $8.3B | 126.98% | Put |
| 109 | —MITEL NETWORKS CORP | 745,304 | $8.2B | 125.46% | |
| 110 | BACVERIZON COMMUNICATIONS INC | 156,909 | $7.9B | 121.14% | Put |
| 111 | DISDISNEY WALT CO | 73,248 | $7.7B | 117.82% | Put |
| 112 | 4I1PHILIP MORRIS INTL INC | 90,017 | $7.3B | 111.53% | Put |
| 113 | WMTWALMART INC | 84,220 | $7.2B | 110.69% | Put |
| 114 | CATCATERPILLAR INC DEL | 51,633 | $7.0B | 107.49% | Put |
| 115 | —DEPOMED INC | 8,500,000 | $7.0B | 107.05% | |
| 116 | TRIPTRIPADVISOR INC | 125,000 | $7.0B | 106.87% | Put |
| 117 | CMCSACOMCAST CORP NEW | 209,536 | $6.9B | 105.50% | Put |
| 118 | —YAHOO INC | 5,000,000 | $6.8B | 104.84% | |
| 119 | ON 1 12/01/20ON SEMICONDUCTOR CORP | 5,000,000 | $6.6B | 101.13% | |
| 120 | CXOEURCONCHO RES INC | 45,800 | $6.3B | 97.24% | Put |
| 121 | —COTIVITI HLDGS INC | 141,018 | $6.2B | 95.49% | |
| 122 | PFEPFIZER INC | 169,592 | $6.2B | 94.42% | Put |
| 123 | AVAAVISTA CORP | 116,452 | $6.1B | 94.10% | |
| 124 | PYPLPAYPAL HLDGS INC | 73,427 | $6.1B | 93.84% | Put |
| 125 | MAMASTERCARD INCORPORATED | 31,060 | $6.1B | 93.67% | Put |
| 126 | MRKMERCK & CO INC | 99,275 | $6.0B | 92.47% | Put |
| 127 | —CLOVIS ONCOLOGY INC | 5,574,000 | $6.0B | 92.38% | |
| 128 | —NXSTAGE MEDICAL INC | 214,674 | $6.0B | 91.90% | |
| 129 | —PROS HOLDINGS INC | 5,000,000 | $6.0B | 91.90% | |
| 130 | MDTMEDTRONIC PLC | 67,773 | $5.8B | 89.03% | Put |
| 131 | GILDGILEAD SCIENCES INC | 81,112 | $5.7B | 88.17% | Put |
| 132 | KOCOCA COLA CO | 130,683 | $5.7B | 87.96% | Put |
| 133 | RHRH | 40,300 | $5.6B | 86.39% | Put |
| 134 | DWDMORGAN STANLEY | 117,684 | $5.6B | 85.58% | Put |
| 135 | CLVS 1.25 05/01/25CLOVIS ONCOLOGY INC | 6,000,000 | $5.5B | 85.07% | |
| 136 | BNDVANGUARD BD INDEX FD INC | 69,578 | $5.5B | 84.55% | |
| 137 | —FLEXION THERAPEUTICS INC | 4,500,000 | $5.5B | 84.52% | |
| 138 | AGGISHARES TR | 50,936 | $5.4B | 83.11% | |
| 139 | ADBEADOBE SYS INC | 21,929 | $5.3B | 82.05% | Put |
| 140 | CVSCVS HEALTH CORP | 82,100 | $5.3B | 81.07% | Put |
| 141 | —RADIUS HEALTH INC | 5,500,000 | $5.1B | 78.72% | |
| 142 | —KAPSTONE PAPER & PACKAGING C | 147,587 | $5.1B | 78.14% | |
| 143 | BKNGBOOKING HLDGS INC | 2,500 | $5.1B | 77.77% | |
| 144 | PEPPEPSICO INC | 46,209 | $5.0B | 77.19% | Put |
| 145 | ABBVABBVIE INC | 52,311 | $4.8B | 74.38% | Put |
| 146 | ORCLORACLE CORP | 109,218 | $4.8B | 73.84% | Put |
| 147 | —AKORN INC | 289,233 | $4.8B | 73.63% | Put |
| 148 | UNHUNITEDHEALTH GROUP INC | 19,546 | $4.8B | 73.58% | Put |
| 149 | AVGOBROADCOM INC | 19,681 | $4.8B | 73.27% | Put |
| 150 | FCXFREEPORT-MCMORAN INC | 274,600 | $4.7B | 72.72% | Put |
| 151 | MCDMCDONALDS CORP | 28,691 | $4.5B | 68.98% | Put |
| 152 | MMM3M CO | 22,733 | $4.5B | 68.62% | Put |
| 153 | —DOWDUPONT INC | 64,479 | $4.3B | 65.22% | Put |
| 154 | UNPUNION PAC CORP | 29,453 | $4.2B | 64.04% | Put |
| 155 | —VERIFONE SYS INC | 182,215 | $4.2B | 63.81% | |
| 156 | TXNTEXAS INSTRS INC | 37,526 | $4.1B | 63.48% | Put |
| 157 | NEENEXTERA ENERGY INC | 24,511 | $4.1B | 62.82% | Put |
| 158 | ABTABBOTT LABS | 66,748 | $4.1B | 62.47% | Put |
| 159 | LMTLOCKHEED MARTIN CORP | 13,648 | $4.0B | 61.87% | Put |
| 160 | —ENERGY XXI GULF COAST INC | 453,200 | $4.0B | 61.47% | |
| 161 | —AMYRIS INC | 4,000,000 | $4.0B | 60.84% | |
| 162 | BXMT 4.75 03/15/23BLACKSTONE MTG TR INC | 4,000,000 | $3.9B | 59.80% | |
| 163 | DISHDISH NETWORK CORP | 112,500 | $3.8B | 58.02% | Put |
| 164 | —ACORDA THERAPEUTICS INC | 131,700 | $3.8B | 58.01% | Put |
| 165 | UPBDRENT A CTR INC NEW | 256,096 | $3.8B | 57.85% | |
| 166 | LQDISHARES TR | 32,757 | $3.8B | 57.59% | |
| 167 | INSM 1.75 01/15/25INSMED INC | 4,000,000 | $3.7B | 56.58% | |
| 168 | —CAVIUM INC | 42,177 | $3.6B | 55.98% | |
| 169 | STTSPDR SERIES TRUST | 102,130 | $3.6B | 55.61% | |
| 170 | CRMSALESFORCE COM INC | 26,552 | $3.6B | 55.58% | Put |
| 171 | BLKCHFBLACKROCK INC | 7,188 | $3.6B | 55.04% | Put |
| 172 | BIIBBIOGEN INC | 12,206 | $3.5B | 54.35% | Put |
| 173 | XOPUSDSPDR SERIES TRUST | 82,196 | $3.5B | 54.32% | Put |
| 174 | ACNACCENTURE PLC IRELAND | 21,626 | $3.5B | 54.29% | Put |
| 175 | RTN1USDRAYTHEON CO | 18,297 | $3.5B | 54.25% | Put |
| 176 | —CEMEX SAB DE CV | 3,505,000 | $3.5B | 53.99% | |
| 177 | COPCONOCOPHILLIPS | 50,424 | $3.5B | 53.88% | Put |
| 178 | SBUXSTARBUCKS CORP | 71,426 | $3.5B | 53.54% | Put |
| 179 | STCSTEWART INFORMATION SVCS COR | 80,888 | $3.5B | 53.46% | |
| 180 | FDXFEDEX CORP | 15,149 | $3.4B | 52.77% | Put |
| 181 | QCOMQUALCOMM INC | 60,828 | $3.4B | 52.39% | Put |
| 182 | TMOTHERMO FISHER SCIENTIFIC INC | 16,456 | $3.4B | 52.31% | Put |
| 183 | COSTCOSTCO WHSL CORP NEW | 16,065 | $3.4B | 51.51% | Put |
| 184 | —AMTRUST FINL SVCS INC | 229,491 | $3.3B | 51.31% | |
| 185 | HBC2HSBC HLDGS PLC | 70,900 | $3.3B | 51.28% | Put |
| 186 | AMGNAMGEN INC | 17,535 | $3.2B | 49.67% | Put |
| 187 | UTXZUNITED TECHNOLOGIES CORP | 25,800 | $3.2B | 49.50% | Put |
| 188 | HONHONEYWELL INTL INC | 22,294 | $3.2B | 49.29% | Put |
| 189 | PNCPNC FINL SVCS GROUP INC | 23,642 | $3.2B | 49.01% | Put |
| 190 | CHTRCHARTER COMMUNICATIONS INC N | 10,821 | $3.2B | 48.68% | Put |
| 191 | BMYBRISTOL MYERS SQUIBB CO | 57,299 | $3.2B | 48.66% | Put |
| 192 | LOWLOWES COS INC | 33,013 | $3.2B | 48.43% | Put |
| 193 | GTGOODYEAR TIRE & RUBR CO | 135,000 | $3.1B | 48.25% | Put |
| 194 | CBCHUBB LIMITED | 24,482 | $3.1B | 47.71% | Put |
| 195 | MDLZMONDELEZ INTL INC | 75,655 | $3.1B | 47.62% | Put |
| 196 | —XCERRA CORP | 221,233 | $3.1B | 47.43% | |
| 197 | —FOUNDATION MEDICINE INC | 22,567 | $3.1B | 47.34% | |
| 198 | MUMICRON TECHNOLOGY INC | 58,693 | $3.1B | 47.22% | Put |
| 199 | —PINNACLE ENTMT INC NEW | 89,085 | $3.0B | 46.11% | |
| 200 | SAMBOSTON BEER INC | 10,000 | $3.0B | 45.99% | Put |