CAPSTONE INVESTMENT ADVISORS, LLC Q1 2016 Filing
Filed May 16, 2016
Portfolio Value
$3.3T
Holdings
583
Report Date
Q1 2016
Filing Type
13F-HR
All Holdings (583 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | FXIISHARES TR | 5,782,644 | $195.3B | 5.96% | Put |
| 2 | TAT&T INC | 3,989,861 | $156.3B | 4.77% | Put |
| 3 | SNDK 1.5 08/15/17SANDISK CORP | 71,500,000 | $112.8B | 3.44% | |
| 4 | GQ9SPDR GOLD TRUST | 933,200 | $109.8B | 3.35% | Put |
| 5 | MSFTMICROSOFT CORP | 1,938,545 | $107.1B | 3.27% | Put |
| 6 | —ALLERGAN PLC | 367,275 | $98.4B | 3.00% | Put |
| 7 | AAPLAPPLE INC | 856,382 | $93.3B | 2.85% | Put |
| 8 | EFAISHARES TR | 1,560,200 | $89.2B | 2.72% | Put |
| 9 | JPMJPMORGAN CHASE & CO | 1,266,018 | $75.0B | 2.29% | Put |
| 10 | —JETBLUE AIRWAYS CORP | 17,026,000 | $73.9B | 2.25% | |
| 11 | XOMEXXON MOBIL CORP | 860,667 | $71.9B | 2.20% | Put |
| 12 | —SANDISK CORP | 68,000,000 | $70.8B | 2.16% | |
| 13 | HYGISHARES TR | 781,400 | $63.8B | 1.95% | Put |
| 14 | —E M C CORP MASS | 2,320,602 | $61.8B | 1.89% | Put |
| 15 | BIDUNBAIDU INC | 314,000 | $59.9B | 1.83% | Put |
| 16 | —WESCO INTL INC | 28,549,000 | $54.9B | 1.67% | |
| 17 | —CTRIP COM INTL LTD | 34,000,000 | $43.7B | 1.33% | |
| 18 | —STARWOOD HOTELS&RESORTS WRLD | 500,000 | $41.7B | 1.27% | |
| 19 | —BARCLAYS BK PLC | 1,771,900 | $39.7B | 1.21% | Call |
| 20 | 4I1PHILIP MORRIS INTL INC | 400,400 | $39.3B | 1.20% | Call |
| 21 | CEFCENTRAL FD CDA LTD | 3,228,773 | $38.7B | 1.18% | |
| 22 | —TESLA MTRS INC | 20,000,000 | $36.8B | 1.12% | |
| 23 | —CEMEX SAB DE CV | 32,500,000 | $33.9B | 1.03% | |
| 24 | —MICRON TECHNOLOGY INC | 25,986,000 | $33.2B | 1.01% | |
| 25 | —HEARTLAND PMT SYS INC | 337,043 | $32.5B | 0.99% | |
| 26 | SPYSPDR S&P 500 ETF TR | 155,000 | $31.9B | 0.97% | Put |
| 27 | —LINKEDIN CORP | 272,600 | $31.2B | 0.95% | Put |
| 28 | NFLXNETFLIX INC | 297,414 | $30.4B | 0.93% | Put |
| 29 | CAMCAMERON INTERNATIONAL CORP | 450,000 | $30.2B | 0.92% | |
| 30 | MARMARRIOTT INTL INC NEW | 416,900 | $29.7B | 0.91% | Call |
| 31 | —AIRGAS INC | 206,435 | $29.2B | 0.89% | |
| 32 | —TAKE-TWO INTERACTIVE SOFTWAR | 14,795,000 | $29.2B | 0.89% | |
| 33 | —DOUBLE EAGLE ACQUISITION COR | 3,000,000 | $29.2B | 0.89% | |
| 34 | —ALERE INC | 562,863 | $28.5B | 0.87% | Put |
| 35 | —SYNGENTA AG | 333,300 | $27.6B | 0.84% | Put |
| 36 | XMESPDR SERIES TRUST | 1,316,100 | $26.9B | 0.82% | Put |
| 37 | —BOULEVARD ACQUISITION | 2,625,000 | $25.6B | 0.78% | |
| 38 | —WL ROSS HLDG CORP | 2,311,435 | $23.2B | 0.71% | |
| 39 | —XPO LOGISTICS INC | 11,973,000 | $22.6B | 0.69% | |
| 40 | HLFHERBALIFE LTD | 347,754 | $21.4B | 0.65% | |
| 41 | —THE ADT CORPORATION | 441,690 | $18.2B | 0.56% | Put |
| 42 | IBMINTERNATIONAL BUSINESS MACHS | 116,800 | $17.7B | 0.54% | Put |
| 43 | —ATMEL CORP | 2,123,992 | $17.2B | 0.53% | |
| 44 | —PACE HLDGS CORP | 1,750,000 | $17.1B | 0.52% | |
| 45 | —QUINPARIO ACQUISITION CORP 2 | 1,750,000 | $17.1B | 0.52% | |
| 46 | ALR 3 05/15/16ALERE INC | 14,500,000 | $16.8B | 0.51% | |
| 47 | —RITE AID CORP | 2,000,000 | $16.3B | 0.50% | |
| 48 | —JARDEN CORP | 268,901 | $15.9B | 0.48% | |
| 49 | —AMERICAN RLTY CAP PPTYS INC | 15,000,000 | $14.6B | 0.45% | |
| 50 | —GORES HLDGS INC | 1,500,000 | $14.6B | 0.45% | |
| 51 | —STARWOOD PPTY TR INC | 14,500,000 | $14.3B | 0.44% | |
| 52 | —COLUMBIA PIPELINE GROUP INC | 540,247 | $13.6B | 0.41% | |
| 53 | BGCP 4.5 07/15/16BGC PARTNERS INC | 12,200,000 | $12.5B | 0.38% | |
| 54 | —TERRAPIN 3 ACQUISITION CORP | 1,250,000 | $12.4B | 0.38% | |
| 55 | —TESLA MTRS INC | 13,500,000 | $12.3B | 0.38% | |
| 56 | ALLYALLY FINL INC | 652,600 | $12.2B | 0.37% | Put |
| 57 | —CHESAPEAKE ENERGY CORP | 18,500,000 | $11.9B | 0.36% | |
| 58 | —BROOKDALE SR LIVING INC | 12,000,000 | $11.5B | 0.35% | |
| 59 | —SPIRIT RLTY CAP INC NEW | 11,000,000 | $11.1B | 0.34% | |
| 60 | —TESARO INC | 7,000,000 | $10.3B | 0.31% | |
| 61 | —ISIS PHARMACEUTICALS INC DEL | 11,000,000 | $10.0B | 0.31% | |
| 62 | —GLOBAL PARTNER ACQUISITION C | 1,000,000 | $9.8B | 0.30% | |
| 63 | —HENNESSY CAP ACQUISITION COR | 1,000,000 | $9.7B | 0.30% | |
| 64 | —DEPOMED INC | 10,000,000 | $9.3B | 0.29% | |
| 65 | —YAHOO INC | 250,000 | $9.2B | 0.28% | Put |
| 66 | —MENTOR GRAPHICS CORP | 8,785,000 | $9.2B | 0.28% | |
| 67 | —DU PONT E I DE NEMOURS & CO | 136,832 | $8.7B | 0.26% | |
| 68 | —AFFYMETRIX INC | 3,250,000 | $7.8B | 0.24% | |
| 69 | —ALON USA ENERGY INC | 8,000,000 | $7.8B | 0.24% | |
| 70 | —STARWOOD WAYPOINT RESIDENTL | 7,500,000 | $7.4B | 0.23% | |
| 71 | —FIRSTMERIT CORP | 350,774 | $7.4B | 0.23% | |
| 72 | —PROOFPOINT INC | 5,000,000 | $7.3B | 0.22% | |
| 73 | XLFSELECT SECTOR SPDR TR | 299,300 | $6.7B | 0.21% | Put |
| 74 | —CHENIERE ENERGY INC | 12,500,000 | $6.6B | 0.20% | |
| 75 | —CIENA CORP | 5,000,000 | $6.3B | 0.19% | |
| 76 | WWEUSDWORLD WRESTLING ENTMT INC | 350,000 | $6.2B | 0.19% | Put |
| 77 | —AMERICAN RLTY CAP PPTYS INC | 6,240,000 | $6.0B | 0.18% | |
| 78 | —WRIGHT MED GROUP INC | 6,500,000 | $5.8B | 0.18% | |
| 79 | —COBALT INTL ENERGY INC | 11,500,000 | $5.8B | 0.18% | |
| 80 | —FRESH MKT INC | 200,000 | $5.7B | 0.17% | |
| 81 | EXECHESAPEAKE ENERGY CORP | 8,700,000 | $5.6B | 0.17% | |
| 82 | —ISTAR INC | 5,400,000 | $5.6B | 0.17% | |
| 83 | XLNXEURXILINX INC | 115,100 | $5.5B | 0.17% | |
| 84 | FDXFEDEX CORP | 33,546 | $5.5B | 0.17% | |
| 85 | DISDISNEY WALT CO | 54,178 | $5.4B | 0.16% | Call |
| 86 | KELKELLOGG CO | 69,151 | $5.3B | 0.16% | |
| 87 | DPZDOMINOS PIZZA INC | 39,815 | $5.3B | 0.16% | |
| 88 | —CLECO CORP NEW | 95,000 | $5.2B | 0.16% | Call |
| 89 | HONHONEYWELL INTL INC | 44,861 | $5.0B | 0.15% | |
| 90 | PGPROCTER & GAMBLE CO | 58,577 | $4.8B | 0.15% | |
| 91 | RTN1USDRAYTHEON CO | 38,379 | $4.7B | 0.14% | |
| 92 | PNCPNC FINL SVCS GROUP INC | 53,802 | $4.5B | 0.14% | |
| 93 | NEENEXTERA ENERGY INC | 38,360 | $4.5B | 0.14% | |
| 94 | CVCEURCABLEVISION SYS CORP | 137,100 | $4.5B | 0.14% | Call |
| 95 | —ANACOR PHARMACEUTICALS INC | 84,469 | $4.5B | 0.14% | |
| 96 | —NIELSEN HLDGS PLC | 85,243 | $4.5B | 0.14% | |
| 97 | LKQ1LKQ CORP | 138,002 | $4.4B | 0.13% | |
| 98 | —TESLA MTRS INC | 5,000,000 | $4.3B | 0.13% | |
| 99 | —EXELIXIS INC | 4,293,000 | $4.3B | 0.13% | |
| 100 | —CLOVIS ONCOLOGY INC | 6,000,000 | $4.1B | 0.13% |
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