CAPSTONE INVESTMENT ADVISORS, LLC Q2 2017 Filing
Filed August 14, 2017
Portfolio Value
$3.7T
Holdings
537
Report Date
Q2 2017
Filing Type
13F-HR
All Holdings (537 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | AAPLAPPLE INC | 2,981,097 | $429.3B | 11.67% | Put |
| 2 | TWXCHFTIME WARNER INC | 1,685,000 | $169.2B | 4.60% | Put |
| 3 | —POWERSHARES QQQ TRUST | 1,216,939 | $167.5B | 4.55% | Put |
| 4 | GQ9SPDR GOLD TRUST | 1,115,784 | $131.7B | 3.58% | Put |
| 5 | —MOBILEYE N V AMSTELVEEN | 1,681,730 | $105.6B | 2.87% | Put |
| 6 | TLTISHARES TR | 831,258 | $104.0B | 2.83% | Put |
| 7 | EFAISHARES TR | 1,506,090 | $98.2B | 2.67% | Put |
| 8 | INTC 3.25 08/01/39INTEL CORP | 48,961,000 | $81.0B | 2.20% | |
| 9 | FXIISHARES TR | 1,949,672 | $77.4B | 2.10% | Put |
| 10 | NXPINXP SEMICONDUCTORS N V | 677,000 | $74.1B | 2.01% | Call |
| 11 | GDXVANECK VECTORS ETF TR | 3,283,000 | $72.5B | 1.97% | Put |
| 12 | —ALLIED WRLD ASSUR COM HLDG A | 1,310,119 | $69.3B | 1.88% | |
| 13 | AMZNAMAZON COM INC | 66,298 | $64.2B | 1.74% | Put |
| 14 | —INTEL CORP | 40,000,000 | $52.4B | 1.42% | |
| 15 | —TESLA INC | 45,000,000 | $51.5B | 1.40% | |
| 16 | SPYSPDR S&P 500 ETF TR | 179,242 | $43.3B | 1.18% | Put |
| 17 | —BARCLAYS BK PLC | 3,276,200 | $41.8B | 1.14% | Put |
| 18 | LULULULULEMON ATHLETICA INC | 644,200 | $38.4B | 1.04% | Put |
| 19 | —PANERA BREAD CO | 112,558 | $35.4B | 0.96% | Put |
| 20 | METAFACEBOOK INC | 229,754 | $34.7B | 0.94% | Put |
| 21 | —WHITING PETE CORP NEW | 38,000,000 | $32.3B | 0.88% | |
| 22 | —TESLA INC | 26,890,000 | $31.1B | 0.85% | |
| 23 | —BROCADE COMMUNICATIONS SYS I | 30,000,000 | $30.5B | 0.83% | |
| 24 | —CTRIP COM INTL LTD | 26,060,000 | $30.1B | 0.82% | |
| 25 | —DOUBLE EAGLE ACQUISITION COR | 2,992,800 | $29.9B | 0.81% | |
| 26 | TSLATESLA INC | 73,500 | $26.6B | 0.72% | Put |
| 27 | —REYNOLDS AMERICAN INC | 400,035 | $26.0B | 0.71% | |
| 28 | —MEDICINES CO | 19,935,000 | $26.0B | 0.71% | |
| 29 | —BOULEVARD ACQUISITION | 2,325,000 | $23.3B | 0.63% | |
| 30 | HLFHERBALIFE LTD | 324,800 | $23.2B | 0.63% | Put |
| 31 | —MERCADOLIBRE INC | 11,300,000 | $22.9B | 0.62% | |
| 32 | —NAVISTAR INTL CORP NEW | 23,000,000 | $22.5B | 0.61% | |
| 33 | EWUISHARES TR | 669,718 | $22.3B | 0.61% | |
| 34 | VGR V2.5 01/15/19VECTOR GROUP LTD | 14,836,000 | $21.8B | 0.59% | |
| 35 | —BROOKDALE SR LIVING INC | 21,313,000 | $21.2B | 0.58% | |
| 36 | MSFTMICROSOFT CORP | 307,770 | $21.2B | 0.58% | Put |
| 37 | HUNHUNTSMAN CORP | 785,000 | $20.3B | 0.55% | Put |
| 38 | —MEDICINES CO | 19,215,000 | $20.2B | 0.55% | |
| 39 | —SOLARCITY CORP | 20,000,000 | $20.0B | 0.54% | |
| 40 | —RTI INTL METALS INC | 17,810,000 | $19.1B | 0.52% | |
| 41 | BCRUSDBARD C R INC | 60,000 | $19.0B | 0.52% | |
| 42 | EEMISHARES TR | 458,100 | $19.0B | 0.52% | Put |
| 43 | —VCA INC | 200,000 | $18.5B | 0.50% | |
| 44 | STWD 4.375 04/01/23STARWOOD PPTY TR INC | 18,000,000 | $18.3B | 0.50% | |
| 45 | —STAPLES INC | 1,724,800 | $17.4B | 0.47% | |
| 46 | —WEST CORP | 739,705 | $17.2B | 0.47% | |
| 47 | —WHOLE FOODS MKT INC | 395,300 | $16.6B | 0.45% | |
| 48 | —UNISYS CORP | 10,500,000 | $16.1B | 0.44% | |
| 49 | —CLOVIS ONCOLOGY INC | 9,074,000 | $15.4B | 0.42% | |
| 50 | —BLACKSTONE MTG TR INC | 13,500,000 | $13.8B | 0.38% | |
| 51 | —MONSANTO CO NEW | 115,000 | $13.6B | 0.37% | |
| 52 | —STRAIGHT PATH COMMUNICATNS I | 75,100 | $13.5B | 0.37% | Call |
| 53 | —IRONWOOD PHARMACEUTICALS INC | 10,000,000 | $13.4B | 0.36% | |
| 54 | —SALESFORCE COM INC | 10,000,000 | $13.2B | 0.36% | |
| 55 | —HERBALIFE LTD | 12,500,000 | $13.0B | 0.35% | |
| 56 | AABAUSDALTABA INC | 237,834 | $13.0B | 0.35% | Call |
| 57 | —PROOFPOINT INC | 5,634,000 | $12.5B | 0.34% | |
| 58 | —NXP SEMICONDUCTORS N V | 10,000,000 | $12.0B | 0.33% | |
| 59 | —PATTERN ENERGY GROUP INC | 11,000,000 | $11.6B | 0.32% | |
| 60 | DXJWISDOMTREE TR | 215,154 | $11.2B | 0.30% | |
| 61 | —CTRIP COM INTL LTD | 7,500,000 | $10.6B | 0.29% | |
| 62 | —TWO HBRS INVT CORP | 10,000,000 | $10.5B | 0.29% | |
| 63 | —CABELAS INC | 175,200 | $10.4B | 0.28% | Call |
| 64 | —ALON USA ENERGY INC | 9,100,000 | $10.4B | 0.28% | |
| 65 | KHCKRAFT HEINZ CO | 117,848 | $10.1B | 0.27% | |
| 66 | —STANDARD PAC CORP NEW | 10,012,000 | $10.1B | 0.27% | |
| 67 | —GLOBAL PARTNER ACQUISITION C | 999,703 | $9.9B | 0.27% | |
| 68 | BNDVANGUARD BD INDEX FD INC | 119,882 | $9.8B | 0.27% | |
| 69 | SHYISHARES TR | 116,092 | $9.8B | 0.27% | |
| 70 | AGGISHARES TR | 89,556 | $9.8B | 0.27% | |
| 71 | SBUXSTARBUCKS CORP | 159,270 | $9.3B | 0.25% | |
| 72 | —PALO ALTO NETWORKS INC | 6,842,000 | $9.0B | 0.24% | |
| 73 | GOOGLALPHABET INC | 9,674 | $9.0B | 0.24% | Put |
| 74 | AIGAMERICAN INTL GROUP INC | 136,977 | $8.6B | 0.23% | |
| 75 | EWPISHARES | 257,413 | $8.5B | 0.23% | |
| 76 | WMTWAL-MART STORES INC | 110,472 | $8.4B | 0.23% | |
| 77 | —CEMEX SAB DE CV | 7,000,000 | $8.1B | 0.22% | |
| 78 | FEZSPDR INDEX SHS FDS | 203,531 | $7.8B | 0.21% | |
| 79 | COOCOOPER COS INC | 32,241 | $7.7B | 0.21% | |
| 80 | —WGL HLDGS INC | 90,806 | $7.6B | 0.21% | |
| 81 | ORCLORACLE CORP | 149,529 | $7.5B | 0.20% | Put |
| 82 | GEGENERAL ELECTRIC CO | 273,640 | $7.4B | 0.20% | Put |
| 83 | SOSOUTHERN CO | 144,567 | $6.9B | 0.19% | |
| 84 | RHT1EURRED HAT INC | 70,948 | $6.8B | 0.18% | |
| 85 | TMOTHERMO FISHER SCIENTIFIC INC | 38,560 | $6.7B | 0.18% | |
| 86 | —PAREXEL INTL CORP | 77,000 | $6.7B | 0.18% | |
| 87 | —BANK OF THE OZARKS INC | 137,099 | $6.4B | 0.17% | |
| 88 | DHRDANAHER CORP DEL | 74,183 | $6.3B | 0.17% | |
| 89 | —AMAG PHARMACEUTICALS INC | 6,500,000 | $6.2B | 0.17% | |
| 90 | ROSTROSS STORES INC | 108,222 | $6.2B | 0.17% | |
| 91 | BBYBEST BUY INC | 107,469 | $6.2B | 0.17% | |
| 92 | —ACORDA THERAPEUTICS INC | 7,000,000 | $6.0B | 0.16% | |
| 93 | —DOW CHEM CO | 95,327 | $6.0B | 0.16% | |
| 94 | ULTAULTA BEAUTY INC | 20,900 | $6.0B | 0.16% | |
| 95 | HDHOME DEPOT INC | 38,951 | $6.0B | 0.16% | Call |
| 96 | —LIBERTY MEDIA CORP | 11,000,000 | $6.0B | 0.16% | |
| 97 | —LEVEL 3 COMMUNICATIONS INC | 100,000 | $5.9B | 0.16% | |
| 98 | ORLYO REILLY AUTOMOTIVE INC NEW | 27,106 | $5.9B | 0.16% | |
| 99 | —RITE AID CORP | 2,000,000 | $5.9B | 0.16% | Put |
| 100 | SABRSABRE CORP | 271,000 | $5.9B | 0.16% |
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