CAPSTONE INVESTMENT ADVISORS, LLC Q1 2017 Filing
Filed May 15, 2017
Portfolio Value
$4.0T
Holdings
697
Report Date
Q1 2017
Filing Type
13F-HR
All Holdings (697 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | XLFSELECT SECTOR SPDR TR | 12,683,000 | $301.0B | 7.53% | Put |
| 2 | EEMISHARES TR | 6,995,400 | $275.5B | 6.89% | Put |
| 3 | TLTISHARES TR | 2,049,228 | $247.3B | 6.19% | Put |
| 4 | IWMISHARES TR | 1,396,400 | $192.0B | 4.80% | Put |
| 5 | EFAISHARES TR | 2,572,320 | $160.2B | 4.01% | Put |
| 6 | NXPINXP SEMICONDUCTORS N V | 857,159 | $88.7B | 2.22% | Call |
| 7 | SPYSPDR S&P 500 ETF TR | 373,568 | $88.1B | 2.20% | Put |
| 8 | GQ9SPDR GOLD TRUST | 650,400 | $77.2B | 1.93% | Put |
| 9 | —MOBILEYE N V AMSTELVEEN | 1,243,421 | $76.3B | 1.91% | Put |
| 10 | GDXVANECK VECTORS ETF TR | 3,169,000 | $72.3B | 1.81% | Put |
| 11 | —DU PONT E I DE NEMOURS & CO | 636,400 | $51.1B | 1.28% | Put |
| 12 | —SYNGENTA AG | 516,700 | $45.7B | 1.14% | Put |
| 13 | —LEVEL 3 COMMUNICATIONS INC | 781,931 | $44.7B | 1.12% | |
| 14 | —REYNOLDS AMERICAN INC | 700,000 | $44.1B | 1.10% | |
| 15 | —INTEL CORP | 31,500,000 | $43.0B | 1.07% | |
| 16 | —VCA INC | 450,000 | $41.2B | 1.03% | |
| 17 | —MEDICINES CO | 23,970,000 | $37.9B | 0.95% | |
| 18 | TTENTOTAL S A | 750,000 | $37.8B | 0.95% | Put |
| 19 | —BROCADE COMMUNICATIONS SYS I | 36,901,000 | $37.4B | 0.94% | |
| 20 | INTC 3.25 08/01/39INTEL CORP | 20,000,000 | $35.0B | 0.88% | |
| 21 | USX1UNITED STATES STL CORP NEW | 1,032,549 | $34.9B | 0.87% | Put |
| 22 | —ALLIED WRLD ASSUR COM HLDG A | 643,553 | $34.2B | 0.85% | |
| 23 | —TESLA INC | 31,500,000 | $31.6B | 0.79% | |
| 24 | —DOUBLE EAGLE ACQUISITION COR | 2,996,000 | $30.0B | 0.75% | |
| 25 | —B/E AEROSPACE INC | 450,000 | $28.8B | 0.72% | |
| 26 | —CEMEX SAB DE CV | 24,403,000 | $28.6B | 0.72% | |
| 27 | TWXCHFTIME WARNER INC | 290,900 | $28.4B | 0.71% | Put |
| 28 | SNYSANOFI | 600,000 | $27.1B | 0.68% | Put |
| 29 | GSGOLDMAN SACHS GROUP INC | 117,425 | $27.0B | 0.67% | Put |
| 30 | —WHITING PETE CORP NEW | 29,500,000 | $25.8B | 0.65% | |
| 31 | —NAVISTAR INTL CORP NEW | 26,000,000 | $25.1B | 0.63% | |
| 32 | —TWO HBRS INVT CORP | 24,000,000 | $24.7B | 0.62% | |
| 33 | AAPLAPPLE INC | 168,053 | $24.1B | 0.60% | Put |
| 34 | HPEHEWLETT PACKARD ENTERPRISE C | 1,004,500 | $23.8B | 0.60% | Put |
| 35 | —BOULEVARD ACQUISITION | 2,325,000 | $23.3B | 0.58% | |
| 36 | HLFHERBALIFE LTD | 385,400 | $22.4B | 0.56% | Put |
| 37 | LULULULULEMON ATHLETICA INC | 421,558 | $21.8B | 0.55% | Put |
| 38 | FCXFREEPORT-MCMORAN INC | 1,607,756 | $21.5B | 0.54% | Put |
| 39 | —MEAD JOHNSON NUTRITION CO | 230,694 | $20.5B | 0.51% | Call |
| 40 | —BROOKDALE SR LIVING INC | 20,013,000 | $19.8B | 0.49% | |
| 41 | —POWERSHARES QQQ TRUST | 144,511 | $19.1B | 0.48% | Put |
| 42 | —VALSPAR CORP | 171,844 | $19.1B | 0.48% | Call |
| 43 | —NXP SEMICONDUCTORS N V | 16,000,000 | $18.6B | 0.47% | |
| 44 | STWD 4.375 04/01/23STARWOOD PPTY TR INC | 17,500,000 | $17.5B | 0.44% | |
| 45 | DEDEERE & CO | 145,400 | $15.8B | 0.40% | Put |
| 46 | —TESLA INC | 15,000,000 | $15.7B | 0.39% | |
| 47 | SHYISHARES TR | 171,388 | $14.5B | 0.36% | |
| 48 | VGR V2.5 01/15/19VECTOR GROUP LTD | 9,500,000 | $13.8B | 0.35% | |
| 49 | GOOGLALPHABET INC | 16,081 | $13.6B | 0.34% | Put |
| 50 | AGGISHARES TR | 124,794 | $13.5B | 0.34% | |
| 51 | —HERBALIFE LTD | 13,000,000 | $12.5B | 0.31% | |
| 52 | PGPROCTER AND GAMBLE CO | 132,734 | $11.9B | 0.30% | Put |
| 53 | —PRIVATEBANCORP INC | 200,000 | $11.9B | 0.30% | |
| 54 | —XPO LOGISTICS INC | 3,988,000 | $11.7B | 0.29% | |
| 55 | XLUSELECT SECTOR SPDR TR | 224,772 | $11.5B | 0.29% | Put |
| 56 | —PROOFPOINT INC | 6,014,000 | $11.5B | 0.29% | |
| 57 | INTUINTUIT | 98,197 | $11.4B | 0.28% | |
| 58 | JNJJOHNSON & JOHNSON | 86,708 | $10.8B | 0.27% | Put |
| 59 | ORCLORACLE CORP | 235,517 | $10.5B | 0.26% | Put |
| 60 | —AMERICAN RLTY CAP PPTYS INC | 10,203,000 | $10.2B | 0.26% | |
| 61 | —GLOBAL PARTNER ACQUISITION C | 999,703 | $10.0B | 0.25% | |
| 62 | —CTRIP COM INTL LTD | 7,500,000 | $9.9B | 0.25% | |
| 63 | FXIISHARES TR | 250,000 | $9.6B | 0.24% | Put |
| 64 | DALDELTA AIR LINES INC DEL | 208,597 | $9.6B | 0.24% | |
| 65 | BSXBOSTON SCIENTIFIC CORP | 384,549 | $9.6B | 0.24% | |
| 66 | YUMYUM BRANDS INC | 148,982 | $9.5B | 0.24% | |
| 67 | —CHEMTURA CORP | 283,060 | $9.5B | 0.24% | |
| 68 | MSFTMICROSOFT CORP | 141,000 | $9.3B | 0.23% | Put |
| 69 | TMOTHERMO FISHER SCIENTIFIC INC | 60,311 | $9.3B | 0.23% | |
| 70 | —STARWOOD PPTY TR INC | 9,005,000 | $9.2B | 0.23% | |
| 71 | —CLOVIS ONCOLOGY INC | 7,074,000 | $9.1B | 0.23% | |
| 72 | AMZNAMAZON COM INC | 10,100 | $8.9B | 0.22% | Put |
| 73 | FLT1EURFLEETCOR TECHNOLOGIES INC | 56,757 | $8.6B | 0.22% | |
| 74 | —PATTERN ENERGY GROUP INC | 8,500,000 | $8.5B | 0.21% | |
| 75 | MOALTRIA GROUP INC | 116,603 | $8.3B | 0.21% | Put |
| 76 | MNSTMONSTER BEVERAGE CORP NEW | 179,494 | $8.3B | 0.21% | |
| 77 | DXJWISDOMTREE TR | 162,219 | $8.2B | 0.21% | |
| 78 | —OASIS PETE INC NEW | 6,007,000 | $8.1B | 0.20% | |
| 79 | EMREMERSON ELEC CO | 135,169 | $8.1B | 0.20% | |
| 80 | AMGNAMGEN INC | 48,585 | $8.0B | 0.20% | Put |
| 81 | BACVERIZON COMMUNICATIONS INC | 163,306 | $8.0B | 0.20% | Put |
| 82 | GMGENERAL MTRS CO | 222,856 | $7.9B | 0.20% | Put |
| 83 | IBMINTERNATIONAL BUSINESS MACHS | 45,081 | $7.8B | 0.20% | Put |
| 84 | CVXCHEVRON CORP NEW | 72,061 | $7.7B | 0.19% | Put |
| 85 | CATCATERPILLAR INC DEL | 81,065 | $7.5B | 0.19% | |
| 86 | BKNGPRICELINE GRP INC | 4,214 | $7.5B | 0.19% | Put |
| 87 | VVISA INC | 82,974 | $7.4B | 0.18% | Put |
| 88 | GWWGRAINGER W W INC | 31,178 | $7.3B | 0.18% | |
| 89 | WOOFOOT LOCKER INC | 95,752 | $7.2B | 0.18% | |
| 90 | JPMJPMORGAN CHASE & CO | 81,300 | $7.1B | 0.18% | Put |
| 91 | METAFACEBOOK INC | 48,800 | $6.9B | 0.17% | Put |
| 92 | DXCDXC TECHNOLOGY CO | 100,000 | $6.9B | 0.17% | Call |
| 93 | FFORD MTR CO DEL | 591,871 | $6.9B | 0.17% | |
| 94 | —MYLAN N V | 172,627 | $6.7B | 0.17% | |
| 95 | —RITE AID CORP | 1,271,400 | $6.7B | 0.17% | Call |
| 96 | KELKELLOGG CO | 91,483 | $6.6B | 0.17% | |
| 97 | LKQ1LKQ CORP | 224,520 | $6.6B | 0.16% | |
| 98 | UNHUNITEDHEALTH GROUP INC | 39,978 | $6.6B | 0.16% | Put |
| 99 | SYFSYNCHRONY FINL | 191,033 | $6.6B | 0.16% | |
| 100 | TSCOTRACTOR SUPPLY CO | 94,748 | $6.5B | 0.16% |
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