CAPSTONE INVESTMENT ADVISORS, LLC Q3 2016 Filing
Filed November 14, 2016
Portfolio Value
$4.6T
Holdings
625
Report Date
Q3 2016
Filing Type
13F-HR
All Holdings (625 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | AAPLAPPLE INC | 6,295,559 | $711.7B | 15.58% | Put |
| 2 | FXIISHARES TR | 10,297,553 | $391.4B | 8.57% | Put |
| 3 | DELLDELL TECHNOLOGIES INC | 3,540,400 | $169.2B | 3.70% | Put |
| 4 | PGPROCTER AND GAMBLE CO | 1,835,057 | $164.7B | 3.60% | Put |
| 5 | TLTISHARES TR | 913,000 | $125.5B | 2.75% | Put |
| 6 | DEDEERE & CO | 1,182,300 | $100.9B | 2.21% | Put |
| 7 | —LINKEDIN CORP | 89,100,000 | $88.3B | 1.93% | |
| 8 | —LINKEDIN CORP | 449,814 | $86.0B | 1.88% | Call |
| 9 | CSCOCISCO SYS INC | 2,637,400 | $83.7B | 1.83% | Put |
| 10 | EEMISHARES TR | 2,200,000 | $82.4B | 1.80% | Put |
| 11 | EWYISHARES | 1,407,300 | $81.8B | 1.79% | Put |
| 12 | IBMINTERNATIONAL BUSINESS MACHS | 483,500 | $76.8B | 1.68% | Put |
| 13 | JPMJPMORGAN CHASE & CO | 1,050,100 | $69.9B | 1.53% | Put |
| 14 | MSFTMICROSOFT CORP | 1,209,442 | $69.7B | 1.52% | Put |
| 15 | DXJWISDOMTREE TR | 1,360,806 | $58.4B | 1.28% | Put |
| 16 | —PRIVATEBANCORP INC | 1,225,000 | $56.3B | 1.23% | |
| 17 | TAT&T INC | 1,315,013 | $53.4B | 1.17% | Put |
| 18 | —CTRIP COM INTL LTD | 40,000,000 | $51.7B | 1.13% | |
| 19 | QCOMQUALCOMM INC | 729,800 | $50.0B | 1.09% | Put |
| 20 | KOCOCA COLA CO | 1,111,800 | $47.1B | 1.03% | Put |
| 21 | —VALSPAR CORP | 439,614 | $46.6B | 1.02% | |
| 22 | —JETBLUE AIRWAYS CORP | 11,817,000 | $41.7B | 0.91% | |
| 23 | BKNGPRICELINE GRP INC | 28,218 | $41.5B | 0.91% | Put |
| 24 | GOOGLALPHABET INC | 49,674 | $39.9B | 0.87% | Put |
| 25 | —CEMEX SAB DE CV | 32,500,000 | $36.6B | 0.80% | |
| 26 | SPYSPDR S&P 500 ETF TR | 165,000 | $35.7B | 0.78% | Put |
| 27 | XLESELECT SECTOR SPDR TR | 442,700 | $31.3B | 0.68% | Put |
| 28 | VVISA INC | 369,600 | $30.6B | 0.67% | Put |
| 29 | —DOUBLE EAGLE ACQUISITION COR | 3,000,000 | $29.7B | 0.65% | |
| 30 | EWZISHARES | 874,300 | $29.5B | 0.65% | Put |
| 31 | NFLXNETFLIX INC | 290,251 | $28.6B | 0.63% | Put |
| 32 | —WHITING PETE CORP NEW | 27,491,760 | $28.0B | 0.61% | |
| 33 | —RITE AID CORP | 3,473,400 | $26.7B | 0.58% | Call |
| 34 | —MEDICINES CO | 19,500,000 | $25.3B | 0.55% | |
| 35 | BABOEING CO | 180,100 | $23.7B | 0.52% | Call |
| 36 | —BOULEVARD ACQUISITION | 2,325,000 | $22.9B | 0.50% | |
| 37 | COTYCOTY INC | 932,100 | $21.9B | 0.48% | Call |
| 38 | BIDUNBAIDU INC | 117,100 | $21.3B | 0.47% | Put |
| 39 | HLFHERBALIFE LTD | 332,693 | $20.6B | 0.45% | |
| 40 | —NUANCE COMMUNICATIONS INC | 20,000,000 | $18.9B | 0.41% | |
| 41 | —MENTOR GRAPHICS CORP | 14,000,000 | $18.7B | 0.41% | |
| 42 | HUMHUMANA INC | 105,200 | $18.6B | 0.41% | Call |
| 43 | —SYNGENTA AG | 208,500 | $18.3B | 0.40% | Call |
| 44 | EWWISHARES | 374,000 | $18.1B | 0.40% | Put |
| 45 | —BARCLAYS BK PLC | 515,718 | $17.6B | 0.38% | Put |
| 46 | —PACE HLDGS CORP | 1,750,000 | $17.2B | 0.38% | |
| 47 | —XPO LOGISTICS INC | 7,500,000 | $16.9B | 0.37% | |
| 48 | —LINEAR TECHNOLOGY CORP | 276,749 | $16.4B | 0.36% | |
| 49 | —QUINPARIO ACQUISITION CORP 2 | 1,500,000 | $14.9B | 0.33% | |
| 50 | VMWEURVMWARE INC | 197,800 | $14.5B | 0.32% | Call |
| 51 | —POWERSHARES QQQ TRUST | 121,206 | $14.4B | 0.31% | Put |
| 52 | EFAISHARES TR | 241,600 | $14.3B | 0.31% | Put |
| 53 | —NAVISTAR INTL CORP NEW | 15,000,000 | $14.1B | 0.31% | |
| 54 | AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC | 12,500,000 | $13.6B | 0.30% | |
| 55 | DISDISNEY WALT CO | 140,826 | $13.1B | 0.29% | Call |
| 56 | —AVG TECHNOLOGIES N V | 521,500 | $13.0B | 0.29% | Put |
| 57 | —BROOKDALE SR LIVING INC | 12,500,000 | $12.5B | 0.27% | |
| 58 | TAPMOLSON COORS BREWING CO | 107,908 | $11.8B | 0.26% | Put |
| 59 | —PROOFPOINT INC | 6,014,000 | $11.6B | 0.25% | |
| 60 | —ALON USA ENERGY INC | 12,000,000 | $11.5B | 0.25% | |
| 61 | —YAHOO INC | 263,400 | $11.4B | 0.25% | Put |
| 62 | STWD 4.55 03/01/18STARWOOD PPTY TR INC | 10,000,000 | $11.0B | 0.24% | |
| 63 | —AMERICAN RLTY CAP PPTYS INC | 10,540,000 | $10.8B | 0.24% | |
| 64 | —MONSANTO CO NEW | 104,383 | $10.7B | 0.23% | Call |
| 65 | —CEPHEID | 10,000,000 | $10.4B | 0.23% | |
| 66 | —WHITING PETE CORP NEW | 12,500,000 | $10.4B | 0.23% | |
| 67 | TSLATESLA MTRS INC | 50,803 | $10.4B | 0.23% | |
| 68 | —CTRIP COM INTL LTD | 9,500,000 | $10.3B | 0.23% | |
| 69 | —WEATHERFORD INTL LTD | 9,000,000 | $10.1B | 0.22% | |
| 70 | —GLOBAL PARTNER ACQUISITION C | 1,000,000 | $9.9B | 0.22% | |
| 71 | —HENNESSY CAP ACQUISITION COR | 1,000,000 | $9.8B | 0.21% | |
| 72 | —BROADSOFT INC | 7,000,000 | $9.3B | 0.20% | |
| 73 | —TESLA MTRS INC | 10,000,000 | $9.1B | 0.20% | |
| 74 | LRCXEURLAM RESEARCH CORP | 95,700 | $9.1B | 0.20% | Call |
| 75 | GLWCORNING INC | 382,700 | $9.1B | 0.20% | Put |
| 76 | CVSCVS HEALTH CORP | 99,665 | $8.9B | 0.19% | |
| 77 | TXNTEXAS INSTRS INC | 124,699 | $8.8B | 0.19% | |
| 78 | —OASIS PETE INC NEW | 7,500,000 | $8.5B | 0.19% | |
| 79 | —AMERICAN RLTY CAP PPTYS INC | 8,500,000 | $8.5B | 0.19% | |
| 80 | —NETSUITE INC | 7,500,000 | $8.3B | 0.18% | |
| 81 | —ST JUDE MED INC | 99,198 | $7.9B | 0.17% | |
| 82 | —G & K SVCS INC | 81,241 | $7.8B | 0.17% | |
| 83 | —ITC HLDGS CORP | 163,355 | $7.6B | 0.17% | |
| 84 | GEGENERAL ELECTRIC CO | 256,048 | $7.6B | 0.17% | Put |
| 85 | SBUXSTARBUCKS CORP | 137,343 | $7.4B | 0.16% | |
| 86 | —RACKSPACE HOSTING INC | 232,310 | $7.4B | 0.16% | |
| 87 | WFCWELLS FARGO & CO NEW | 165,853 | $7.3B | 0.16% | Put |
| 88 | —WHITEWAVE FOODS CO | 131,935 | $7.2B | 0.16% | Call |
| 89 | SIRIEURSIRIUS XM HLDGS INC | 1,715,270 | $7.2B | 0.16% | |
| 90 | —ISTAR INC | 6,900,000 | $7.0B | 0.15% | |
| 91 | TQJSIGNATURE BK NEW YORK N Y | 57,479 | $6.8B | 0.15% | |
| 92 | EBAEBAY INC | 206,280 | $6.8B | 0.15% | Call |
| 93 | —INTERCEPT PHARMACEUTICALS IN | 6,000,000 | $6.7B | 0.15% | |
| 94 | PFEPFIZER INC | 195,159 | $6.6B | 0.14% | Put |
| 95 | CTXSEURCITRIX SYS INC | 76,916 | $6.6B | 0.14% | |
| 96 | —CEPHEID | 123,300 | $6.5B | 0.14% | |
| 97 | CTSHCOGNIZANT TECHNOLOGY SOLUTIO | 135,126 | $6.4B | 0.14% | |
| 98 | —CST BRANDS INC | 132,848 | $6.4B | 0.14% | |
| 99 | —MYLAN N V | 164,902 | $6.3B | 0.14% | |
| 100 | IWMISHARES TR | 50,000 | $6.2B | 0.14% | Put |
Page 1 of 7Next