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 |
|---|---|---|---|---|---|
| 201 | —OCLARO INC | 326,342 | $2.9B | 44.72% | |
| 202 | MCXMCCORMICK & CO INC | 25,019 | $2.9B | 44.56% | Put |
| 203 | GNWGENWORTH FINL INC | 642,518 | $2.9B | 44.36% | |
| 204 | CMECME GROUP INC | 17,210 | $2.8B | 43.29% | Put |
| 205 | —ILG INC | 84,785 | $2.8B | 42.97% | |
| 206 | USBUS BANCORP DEL | 55,806 | $2.8B | 42.84% | Put |
| 207 | HALHALLIBURTON CO | 61,690 | $2.8B | 42.66% | Put |
| 208 | UPSUNITED PARCEL SERVICE INC | 25,436 | $2.7B | 41.46% | Put |
| 209 | ENBENBRIDGE INC | 75,000 | $2.7B | 41.08% | Put |
| 210 | —SCANA CORP NEW | 68,702 | $2.6B | 40.60% | |
| 211 | —ICONIX BRAND GROUP INC | 4,000,000 | $2.6B | 40.45% | |
| 212 | —CAPELLA EDUCATION COMPANY | 26,599 | $2.6B | 40.28% | |
| 213 | BDXBECTON DICKINSON & CO | 10,934 | $2.6B | 40.20% | Put |
| 214 | —CONNECTICUT WTR SVC INC | 40,092 | $2.6B | 40.19% | |
| 215 | AMATAPPLIED MATLS INC | 53,716 | $2.5B | 38.06% | Put |
| 216 | —TRONOX LTD | 125,000 | $2.5B | 37.75% | |
| 217 | —COBIZ FINANCIAL INC | 114,476 | $2.5B | 37.73% | |
| 218 | OXYOCCIDENTAL PETE CORP DEL | 29,126 | $2.4B | 37.41% | Put |
| 219 | APCANADARKO PETE CORP | 32,868 | $2.4B | 36.94% | Put |
| 220 | DKDELEK US HLDGS INC NEW | 47,214 | $2.4B | 36.35% | |
| 221 | —RITE AID CORP | 1,350,000 | $2.3B | 35.85% | Call |
| 222 | NOCNORTHROP GRUMMAN CORP | 7,377 | $2.3B | 34.83% | Put |
| 223 | AXPAMERICAN EXPRESS CO | 23,010 | $2.3B | 34.59% | Put |
| 224 | GDGENERAL DYNAMICS CORP | 11,696 | $2.2B | 33.45% | Put |
| 225 | DHRDANAHER CORP DEL | 21,104 | $2.1B | 31.96% | Put |
| 226 | —PARSLEY ENERGY INC | 66,803 | $2.0B | 31.04% | |
| 227 | —ANDEAVOR | 15,157 | $2.0B | 30.51% | |
| 228 | EWWISHARES INC | 41,200 | $1.9B | 29.80% | Put |
| 229 | EWGISHARES INC | 63,703 | $1.9B | 29.31% | |
| 230 | SCHWSCHWAB CHARLES CORP NEW | 36,819 | $1.9B | 28.88% | Put |
| 231 | EOGEOG RES INC | 15,111 | $1.9B | 28.86% | Put |
| 232 | EWHISHARES INC | 77,582 | $1.9B | 28.82% | |
| 233 | WMBWILLIAMS COS INC DEL | 69,200 | $1.9B | 28.79% | Put |
| 234 | —SPRINT CORP | 341,449 | $1.9B | 28.50% | |
| 235 | —RSP PERMIAN INC | 41,091 | $1.8B | 27.76% | |
| 236 | IAUUSDISHARES GOLD TRUST | 150,000 | $1.8B | 27.67% | |
| 237 | WWAYFAIR INC | 15,100 | $1.8B | 27.51% | Put |
| 238 | —STATE BK FINL CORP | 53,521 | $1.8B | 27.44% | |
| 239 | ZZILLOW GROUP INC | 30,200 | $1.8B | 27.38% | |
| 240 | DUKDUKE ENERGY CORP NEW | 22,271 | $1.8B | 27.02% | Put |
| 241 | TAPMOLSON COORS BREWING CO | 25,000 | $1.7B | 26.10% | Put |
| 242 | GMGENERAL MTRS CO | 43,100 | $1.7B | 26.06% | Put |
| 243 | AONAON PLC | 12,323 | $1.7B | 25.93% | Put |
| 244 | VLOVALERO ENERGY CORP NEW | 15,079 | $1.7B | 25.64% | Put |
| 245 | DYHTARGET CORP | 21,768 | $1.7B | 25.43% | Put |
| 246 | —DERMIRA INC | 2,000,000 | $1.7B | 25.38% | |
| 247 | AMTAMERICAN TOWER CORP NEW | 11,381 | $1.6B | 25.18% | Put |
| 248 | AQLTISHARES TR | 16,461 | $1.6B | 24.69% | |
| 249 | —GUARANTY BANCORP DEL | 53,695 | $1.6B | 24.55% | |
| 250 | ELVANTHEM INC | 6,632 | $1.6B | 24.23% | Put |
| 251 | —JA SOLAR HOLDINGS CO LTD | 228,356 | $1.6B | 23.86% | |
| 252 | 7HPHP INC | 66,075 | $1.5B | 23.02% | Put |
| 253 | BOXBOX INC | 60,000 | $1.5B | 23.00% | Call |
| 254 | ATVIEURACTIVISION BLIZZARD INC | 19,600 | $1.5B | 22.96% | Put |
| 255 | TJXTJX COS INC NEW | 15,485 | $1.5B | 22.62% | Put |
| 256 | —EHI CAR SVCS LTD | 113,016 | $1.5B | 22.48% | |
| 257 | SLVISHARES SILVER TRUST | 95,921 | $1.5B | 22.30% | |
| 258 | AAALCOA CORP | 30,623 | $1.4B | 22.04% | |
| 259 | UALUNITED CONTL HLDGS INC | 20,600 | $1.4B | 22.04% | |
| 260 | EBAEBAY INC | 39,563 | $1.4B | 22.01% | Put |
| 261 | SENS 5.25 02/01/23SENSEONICS HLDGS INC | 1,000,000 | $1.4B | 21.94% | |
| 262 | DEDEERE & CO | 10,162 | $1.4B | 21.81% | Put |
| 263 | PLDPROLOGIS INC | 20,952 | $1.4B | 21.12% | Put |
| 264 | LLYLILLY ELI & CO | 16,106 | $1.4B | 21.08% | Put |
| 265 | TELTE CONNECTIVITY LTD | 15,114 | $1.4B | 20.90% | Put |
| 266 | EWYISHARES INC | 19,908 | $1.3B | 20.69% | |
| 267 | SYKSTRYKER CORP | 7,952 | $1.3B | 20.59% | Put |
| 268 | CLCOLGATE PALMOLIVE CO | 20,653 | $1.3B | 20.55% | Put |
| 269 | CLRUSDCONTINENTAL RESOURCES INC | 19,700 | $1.3B | 19.58% | |
| 270 | —FIRST CONN BANCORP INC MD | 41,668 | $1.3B | 19.57% | |
| 271 | EWIISHARES INC | 43,797 | $1.3B | 19.41% | |
| 272 | XLYSELECT SECTOR SPDR TR | 11,575 | $1.3B | 19.41% | |
| 273 | DVNDEVON ENERGY CORP NEW | 28,300 | $1.2B | 19.09% | |
| 274 | EMREMERSON ELEC CO | 17,632 | $1.2B | 18.71% | Put |
| 275 | —LILIS ENERGY INC | 224,634 | $1.2B | 17.92% | |
| 276 | LUVSOUTHWEST AIRLS CO | 22,819 | $1.2B | 17.82% | Put |
| 277 | ROPROPER TECHNOLOGIES INC | 4,127 | $1.1B | 17.48% | Put |
| 278 | DALDELTA AIR LINES INC DEL | 22,701 | $1.1B | 17.26% | Put |
| 279 | ISRGINTUITIVE SURGICAL INC | 2,349 | $1.1B | 17.25% | Put |
| 280 | ADIANALOG DEVICES INC | 11,679 | $1.1B | 17.20% | Put |
| 281 | LRCXEURLAM RESEARCH CORP | 6,442 | $1.1B | 17.09% | Put |
| 282 | PXDEURPIONEER NAT RES CO | 5,879 | $1.1B | 17.08% | Put |
| 283 | CSXCSX CORP | 16,998 | $1.1B | 16.63% | Put |
| 284 | KMBKIMBERLY CLARK CORP | 9,742 | $1.0B | 15.74% | Put |
| 285 | —CHARTER FINL CORP MD | 42,132 | $1.0B | 15.61% | |
| 286 | XLISELECT SECTOR SPDR TR | 14,101 | $1.0B | 15.50% | Put |
| 287 | RRCRANGE RES CORP | 60,000 | $1.0B | 15.41% | |
| 288 | KHCKRAFT HEINZ CO | 15,900 | $999.0M | 15.33% | Put |
| 289 | RHT1EURRED HAT INC | 7,430 | $998.0M | 15.31% | Put |
| 290 | WMWASTE MGMT INC DEL | 11,930 | $971.0M | 14.90% | Put |
| 291 | —NEWFIELD EXPL CO | 31,412 | $950.0M | 14.58% | |
| 292 | —IDERA PHARMACEUTICALS INC | 707,128 | $933.0M | 14.32% | |
| 293 | —GOPRO INC | 1,000,000 | $928.0M | 14.24% | |
| 294 | SOSOUTHERN CO | 19,845 | $919.0M | 14.10% | Put |
| 295 | SPGSIMON PPTY GROUP INC NEW | 5,202 | $886.0M | 13.60% | Put |
| 296 | MDBMONGODB INC | 17,600 | $873.0M | 13.40% | |
| 297 | MCOMOODYS CORP | 5,100 | $870.0M | 13.35% | Put |
| 298 | EWSISHARES INC | 36,269 | $870.0M | 13.35% | |
| 299 | —WPX ENERGY INC | 48,000 | $865.0M | 13.27% | |
| 300 | 8CWCROWN CASTLE INTL CORP NEW | 8,002 | $863.0M | 13.24% | Put |