CAPSTONE INVESTMENT ADVISORS, LLC Q4 2018 Filing
Filed February 14, 2019
Portfolio Value
$8.1B
Holdings
551
Report Date
Q4 2018
Filing Type
13F-HR
All Holdings (551 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | BIIBBIOGEN INC | 48,045 | $14.5B | 178.49% | Put |
| 102 | GILDGILEAD SCIENCES INC | 229,485 | $14.4B | 177.23% | Put |
| 103 | ELVANTHEM INC | 54,601 | $14.3B | 177.04% | Put |
| 104 | —BARCLAYS BK PLC | 305,000 | $14.3B | 176.53% | Put |
| 105 | NKENIKE INC | 191,408 | $14.2B | 175.21% | Put |
| 106 | ABTABBOTT LABS | 193,600 | $14.0B | 172.88% | Put |
| 107 | —TESARO INC | 185,634 | $13.8B | 170.18% | Put |
| 108 | GSGOLDMAN SACHS GROUP INC | 82,052 | $13.7B | 169.23% | Put |
| 109 | —CLEVELAND CLIFFS INC | 11,998,000 | $13.4B | 165.30% | |
| 110 | ASHRDBX ETF TR | 600,000 | $13.2B | 162.45% | Put |
| 111 | BLKCHFBLACKROCK INC | 33,483 | $13.2B | 162.39% | Put |
| 112 | NEENEXTERA ENERGY INC | 73,040 | $12.7B | 156.75% | Put |
| 113 | TRCOTRIBUNE MEDIA CO | 279,235 | $12.7B | 156.45% | Call |
| 114 | COPCONOCOPHILLIPS | 201,215 | $12.5B | 154.88% | Put |
| 115 | CVSCVS HEALTH CORP | 189,904 | $12.4B | 153.61% | Put |
| 116 | LMTLOCKHEED MARTIN CORP | 47,250 | $12.4B | 152.75% | Put |
| 117 | —INTREXON CORP | 17,500,000 | $12.2B | 151.23% | |
| 118 | BABAALIBABA GROUP HLDG LTD | 85,938 | $11.8B | 145.43% | Put |
| 119 | —ACORDA THERAPEUTICS INC | 13,873,000 | $11.5B | 142.57% | |
| 120 | HUMHUMANA INC | 40,019 | $11.5B | 141.54% | Put |
| 121 | EWZISHARES INC | 300,000 | $11.5B | 141.49% | Put |
| 122 | CCOCAMECO CORP | 1,000,000 | $11.3B | 140.13% | Put |
| 123 | SMHVANECK VECTORS ETF TR | 130,001 | $11.3B | 140.09% | Put |
| 124 | —DUN & BRADSTREET CORP DEL NE | 79,322 | $11.3B | 139.78% | |
| 125 | ACNACCENTURE PLC IRELAND | 79,819 | $11.3B | 138.96% | Put |
| 126 | CHTRCHARTER COMMUNICATIONS INC N | 38,615 | $11.0B | 135.87% | Put |
| 127 | ARNCCHFARCONIC INC | 651,660 | $11.0B | 135.65% | Put |
| 128 | PNCPNC FINL SVCS GROUP INC | 89,306 | $10.4B | 128.91% | Put |
| 129 | UPSUNITED PARCEL SERVICE INC | 106,859 | $10.4B | 128.67% | Put |
| 130 | —ARRIS INTL INC | 336,561 | $10.3B | 127.03% | |
| 131 | ISRGINTUITIVE SURGICAL INC | 20,987 | $10.1B | 124.09% | Put |
| 132 | —MYLAN N V | 363,479 | $10.0B | 122.96% | Put |
| 133 | KELKELLOGG CO | 172,352 | $9.8B | 121.30% | Put |
| 134 | —UNISYS CORP | 7,000,000 | $9.8B | 121.09% | |
| 135 | —CEMEX SAB DE CV | 10,000,000 | $9.8B | 120.71% | |
| 136 | MDLZMONDELEZ INTL INC | 242,742 | $9.7B | 119.97% | Put |
| 137 | DEDEERE & CO | 65,129 | $9.7B | 119.94% | Put |
| 138 | SLBSCHLUMBERGER LTD | 269,097 | $9.7B | 119.87% | Put |
| 139 | MUMICRON TECHNOLOGY INC | 303,275 | $9.6B | 118.81% | Put |
| 140 | LOWLOWES COS INC | 103,404 | $9.6B | 117.92% | Put |
| 141 | KSUEURKANSAS CITY SOUTHERN | 97,626 | $9.3B | 115.05% | Put |
| 142 | DWDMORGAN STANLEY | 234,331 | $9.3B | 114.72% | Put |
| 143 | OZKBANK OZK | 406,700 | $9.3B | 114.63% | Put |
| 144 | —CHESAPEAKE ENERGY CORP | 11,500,000 | $9.3B | 114.63% | |
| 145 | JCIJOHNSON CTLS INTL PLC | 312,400 | $9.3B | 114.35% | Put |
| 146 | FDXFEDEX CORP | 56,401 | $9.1B | 112.34% | Put |
| 147 | —TEVA PHARMACEUTICAL FIN LLC | 10,000,000 | $9.1B | 112.04% | |
| 148 | —TERADYNE INC | 7,500,000 | $8.9B | 110.02% | |
| 149 | NOCNORTHROP GRUMMAN CORP | 35,676 | $8.7B | 107.87% | Put |
| 150 | ECLECOLAB INC | 58,994 | $8.7B | 107.33% | Put |
| 151 | AXPAMERICAN EXPRESS CO | 91,174 | $8.7B | 107.30% | Put |
| 152 | ILMNILLUMINA INC | 28,874 | $8.7B | 106.92% | Put |
| 153 | DUKDUKE ENERGY CORP NEW | 98,239 | $8.5B | 104.67% | Put |
| 154 | —NUVASIVE INC | 8,000,000 | $8.4B | 104.20% | |
| 155 | —NUTRI SYS INC NEW | 190,029 | $8.3B | 102.94% | |
| 156 | CLCOLGATE PALMOLIVE CO | 137,377 | $8.2B | 100.94% | Put |
| 157 | TLRYEURTILRAY INC | 115,100 | $8.1B | 100.25% | Put |
| 158 | —TRAVELPORT WORLDWIDE LTD | 517,850 | $8.1B | 99.87% | |
| 159 | CELGCELGENE CORP | 125,570 | $8.0B | 99.36% | Put |
| 160 | CMECME GROUP INC | 42,700 | $8.0B | 99.16% | Put |
| 161 | TAKTAKEDA PHARMACEUTICAL CO LTD | 477,200 | $8.0B | 99.09% | Put |
| 162 | GMGENERAL MTRS CO | 233,928 | $7.8B | 96.61% | Put |
| 163 | USBUS BANCORP DEL | 169,150 | $7.7B | 95.44% | Put |
| 164 | RTN1USDRAYTHEON CO | 49,858 | $7.6B | 94.40% | Put |
| 165 | —CLOVIS ONCOLOGY INC | 9,074,000 | $7.6B | 94.10% | |
| 166 | WBAWALGREENS BOOTS ALLIANCE INC | 111,500 | $7.6B | 94.05% | Put |
| 167 | TJXTJX COS INC NEW | 167,005 | $7.5B | 92.26% | Put |
| 168 | NXPINXP SEMICONDUCTORS N V | 101,000 | $7.4B | 91.37% | Put |
| 169 | CSXCSX CORP | 116,848 | $7.3B | 89.63% | Put |
| 170 | —ISTAR INC | 8,000,000 | $7.2B | 89.24% | |
| 171 | EMREMERSON ELEC CO | 120,696 | $7.2B | 89.04% | Put |
| 172 | MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC | 5,000,000 | $7.1B | 87.25% | |
| 173 | DHRDANAHER CORP DEL | 68,500 | $7.1B | 87.21% | Put |
| 174 | CLVS 1.25 05/01/25CLOVIS ONCOLOGY INC | 10,000,000 | $7.0B | 86.78% | |
| 175 | —ASPEN INSURANCE HOLDINGS LTD | 161,749 | $6.8B | 83.86% | |
| 176 | INTUINTUIT | 34,300 | $6.8B | 83.36% | Put |
| 177 | EOGEOG RES INC | 77,409 | $6.8B | 83.35% | Put |
| 178 | —FLEXION THERAPEUTICS INC | 8,000,000 | $6.6B | 81.71% | |
| 179 | —CTRIP COM INTL LTD | 7,000,000 | $6.5B | 80.26% | |
| 180 | OXYOCCIDENTAL PETE CORP DEL | 105,592 | $6.5B | 80.02% | Put |
| 181 | EPDENTERPRISE PRODS PARTNERS L | 262,600 | $6.5B | 79.72% | Call |
| 182 | AMATAPPLIED MATLS INC | 193,381 | $6.3B | 78.16% | Put |
| 183 | NSCNORFOLK SOUTHERN CORP | 41,517 | $6.2B | 76.65% | Put |
| 184 | SCHWSCHWAB CHARLES CORP NEW | 147,710 | $6.1B | 75.73% | Put |
| 185 | —ORBOTECH LTD | 107,111 | $6.1B | 74.77% | |
| 186 | XLESELECT SECTOR SPDR TR | 105,300 | $6.0B | 74.56% | Put |
| 187 | GDGENERAL DYNAMICS CORP | 38,376 | $6.0B | 74.48% | Put |
| 188 | MARMARRIOTT INTL INC NEW | 54,478 | $5.9B | 73.03% | Put |
| 189 | 8CWCROWN CASTLE INTL CORP NEW | 54,229 | $5.9B | 72.72% | Put |
| 190 | PSXPHILLIPS 66 | 66,381 | $5.7B | 70.61% | Put |
| 191 | VRTXVERTEX PHARMACEUTICALS INC | 34,258 | $5.7B | 70.09% | Put |
| 192 | SPGSIMON PPTY GROUP INC NEW | 33,465 | $5.6B | 69.42% | Put |
| 193 | CUCAAVIS BUDGET GROUP | 246,600 | $5.5B | 68.45% | Put |
| 194 | DDOMINION ENERGY INC | 77,455 | $5.5B | 68.34% | Put |
| 195 | PCGPG&E CORP | 232,671 | $5.5B | 68.23% | Put |
| 196 | —PROS HOLDINGS INC | 5,000,000 | $5.3B | 65.98% | |
| 197 | —TEAM INC | 5,339,000 | $5.3B | 65.85% | |
| 198 | ALXNALEXION PHARMACEUTICALS INC | 54,723 | $5.3B | 65.78% | Put |
| 199 | PACBPACIFIC BIOSCIENCES CALIF IN | 717,892 | $5.3B | 65.58% | Put |
| 200 | ATVIEURACTIVISION BLIZZARD INC | 113,561 | $5.3B | 65.29% | Put |