CAPSTONE INVESTMENT ADVISORS, LLC Q3 2017 Filing
Filed November 14, 2017
Portfolio Value
$2.8T
Holdings
443
Report Date
Q3 2017
Filing Type
13F-HR
All Holdings (443 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | TWXCHFTIME WARNER INC | 2,249,604 | $230.5B | 8.09% | Put |
| 2 | AAPLAPPLE INC | 1,252,557 | $193.0B | 6.78% | Put |
| 3 | GQ9SPDR GOLD TRUST | 1,539,700 | $187.2B | 6.57% | Put |
| 4 | INTC 3.25 08/01/39INTEL CORP | 76,500,000 | $140.7B | 4.94% | |
| 5 | XLESELECT SECTOR SPDR TR | 1,383,900 | $94.8B | 3.33% | Put |
| 6 | TLTISHARES TR | 675,928 | $84.3B | 2.96% | Put |
| 7 | EFAISHARES TR | 1,207,556 | $82.7B | 2.90% | Put |
| 8 | NXPINXP SEMICONDUCTORS N V | 678,202 | $76.7B | 2.69% | Call |
| 9 | —INTEL CORP | 42,500,000 | $60.6B | 2.13% | |
| 10 | FXIISHARES TR | 1,359,034 | $59.8B | 2.10% | Put |
| 11 | GDXVANECK VECTORS ETF TR | 2,437,300 | $55.9B | 1.96% | Put |
| 12 | EWYISHARES INC | 741,040 | $51.2B | 1.80% | Put |
| 13 | EEMISHARES TR | 1,108,100 | $49.7B | 1.74% | Put |
| 14 | PGPROCTER AND GAMBLE CO | 500,000 | $45.5B | 1.60% | Put |
| 15 | TAT&T INC | 1,097,800 | $43.0B | 1.51% | Put |
| 16 | —BROCADE COMMUNICATIONS SYS I | 40,683,000 | $40.8B | 1.43% | |
| 17 | NFLXNETFLIX INC | 211,113 | $38.3B | 1.34% | Put |
| 18 | —TESLA INC | 32,500,000 | $35.8B | 1.26% | |
| 19 | —WHITING PETE CORP NEW | 39,100,000 | $35.0B | 1.23% | |
| 20 | —SOLARCITY CORP | 32,500,000 | $32.4B | 1.14% | |
| 21 | —TESLA INC | 25,000,000 | $28.2B | 0.99% | |
| 22 | TSLATESLA INC | 75,876 | $25.9B | 0.91% | Put |
| 23 | —CTRIP COM INTL LTD | 22,500,000 | $25.6B | 0.90% | |
| 24 | —MEDICINES CO | 24,215,000 | $25.6B | 0.90% | |
| 25 | —MEDICINES CO | 19,435,000 | $24.6B | 0.86% | |
| 26 | VGR V2.5 01/15/19VECTOR GROUP LTD | 16,500,000 | $24.4B | 0.86% | |
| 27 | —BROOKDALE SR LIVING INC | 23,841,000 | $23.8B | 0.84% | |
| 28 | —MERCADOLIBRE INC | 11,300,000 | $23.7B | 0.83% | |
| 29 | —GOLDCORP INC NEW | 1,819,722 | $23.6B | 0.83% | Put |
| 30 | —BOULEVARD ACQUISITION | 2,325,000 | $23.3B | 0.82% | |
| 31 | HUNHUNTSMAN CORP | 839,900 | $23.0B | 0.81% | Put |
| 32 | —NAVISTAR INTL CORP NEW | 20,000,000 | $22.0B | 0.77% | |
| 33 | —PATTERN ENERGY GROUP INC | 21,000,000 | $21.9B | 0.77% | |
| 34 | BACVERIZON COMMUNICATIONS INC | 417,400 | $20.7B | 0.72% | Put |
| 35 | —KITE PHARMA INC | 112,200 | $20.2B | 0.71% | Put |
| 36 | RWT 4.75 08/15/23REDWOOD TR INC | 20,000,000 | $20.0B | 0.70% | |
| 37 | EWPISHARES INC | 562,871 | $19.0B | 0.67% | |
| 38 | BCRUSDBARD C R INC | 56,629 | $18.1B | 0.64% | |
| 39 | —IRONWOOD PHARMACEUTICALS INC | 15,000,000 | $17.9B | 0.63% | |
| 40 | VMWEURVMWARE INC | 162,300 | $17.7B | 0.62% | Put |
| 41 | —CLOVIS ONCOLOGY INC | 9,074,000 | $14.0B | 0.49% | |
| 42 | SMHVANECK VECTORS ETF TR | 150,001 | $14.0B | 0.49% | Put |
| 43 | EWLISHARES INC | 397,389 | $13.9B | 0.49% | |
| 44 | —ROCKWELL COLLINS INC | 106,200 | $13.9B | 0.49% | Put |
| 45 | SHYISHARES TR | 164,236 | $13.9B | 0.49% | |
| 46 | —STRAIGHT PATH COMMUNICATNS I | 75,100 | $13.6B | 0.48% | Call |
| 47 | —ALON USA ENERGY INC | 11,500,000 | $13.0B | 0.46% | |
| 48 | EWWISHARES INC | 236,714 | $12.9B | 0.45% | |
| 49 | —CALPINE CORP | 869,700 | $12.8B | 0.45% | Put |
| 50 | —BLACKSTONE MTG TR INC | 12,500,000 | $12.6B | 0.44% | |
| 51 | —UNISYS CORP | 10,500,000 | $12.2B | 0.43% | |
| 52 | —PAREXEL INTL CORP | 133,437 | $11.8B | 0.41% | |
| 53 | JPMJPMORGAN CHASE & CO | 122,500 | $11.7B | 0.41% | Put |
| 54 | —REDWOOD TR INC | 11,500,000 | $11.6B | 0.41% | |
| 55 | EWTISHARES INC | 306,696 | $11.1B | 0.39% | |
| 56 | IWMISHARES TR | 74,001 | $11.0B | 0.38% | Call |
| 57 | IBMINTERNATIONAL BUSINESS MACHS | 71,786 | $10.4B | 0.37% | Put |
| 58 | —HERBALIFE LTD | 10,000,000 | $10.0B | 0.35% | |
| 59 | —NUVASIVE INC | 8,500,000 | $9.7B | 0.34% | |
| 60 | SNISCRIPPS NETWORKS INTERACT IN | 112,145 | $9.6B | 0.34% | Call |
| 61 | GSGOLDMAN SACHS GROUP INC | 39,500 | $9.4B | 0.33% | Put |
| 62 | —MONSANTO CO NEW | 75,000 | $9.0B | 0.32% | |
| 63 | LULULULULEMON ATHLETICA INC | 139,200 | $8.7B | 0.30% | Put |
| 64 | STWD 4.375 04/01/23STARWOOD PPTY TR INC | 8,000,000 | $8.1B | 0.29% | |
| 65 | EWHISHARES INC | 308,055 | $7.6B | 0.27% | |
| 66 | AQLTISHARES TR | 78,100 | $7.3B | 0.26% | |
| 67 | SNAPSNAP INC | 500,000 | $7.3B | 0.26% | |
| 68 | FMUSDISHARES INC | 223,760 | $7.0B | 0.25% | |
| 69 | DONSPDR DOW JONES INDL AVRG ETF | 31,235 | $7.0B | 0.25% | |
| 70 | —DOWDUPONT INC | 100,152 | $6.9B | 0.24% | Call |
| 71 | XLFISELECT SECTOR SPDR TR | 127,580 | $6.9B | 0.24% | |
| 72 | IAUUSDISHARES GOLD TRUST | 546,523 | $6.7B | 0.24% | |
| 73 | —VWR CORP | 200,000 | $6.6B | 0.23% | |
| 74 | EWZISHARES INC | 154,605 | $6.4B | 0.23% | |
| 75 | XLYSELECT SECTOR SPDR TR | 71,188 | $6.4B | 0.23% | |
| 76 | TRCOTRIBUNE MEDIA CO | 155,538 | $6.4B | 0.22% | Put |
| 77 | —GLOBAL PARTNER ACQUISITION C | 616,227 | $6.2B | 0.22% | |
| 78 | —ADVISORY BRD CO | 115,000 | $6.2B | 0.22% | |
| 79 | TRVCCITIGROUP INC | 84,024 | $6.1B | 0.21% | Put |
| 80 | —CORNERSTONE ONDEMAND INC | 6,000,000 | $6.1B | 0.21% | |
| 81 | —QIAGEN NV | 185,848 | $5.9B | 0.21% | |
| 82 | JNJJOHNSON & JOHNSON | 44,281 | $5.8B | 0.20% | Put |
| 83 | ECHISHARES INC | 117,789 | $5.7B | 0.20% | |
| 84 | XLUSELECT SECTOR SPDR TR | 107,817 | $5.7B | 0.20% | |
| 85 | STTSPDR SERIES TRUST | 146,598 | $5.5B | 0.19% | |
| 86 | DISHDISH NETWORK CORP | 100,000 | $5.4B | 0.19% | Call |
| 87 | EQTEQT CORP | 80,800 | $5.3B | 0.19% | Call |
| 88 | EWSISHARES INC | 215,243 | $5.3B | 0.18% | |
| 89 | —CAPITAL BK FINL CORP | 125,000 | $5.1B | 0.18% | |
| 90 | —WGL HLDGS INC | 60,000 | $5.1B | 0.18% | |
| 91 | —ACACIA COMMUNICATIONS INC | 100,900 | $4.8B | 0.17% | |
| 92 | —ACORDA THERAPEUTICS INC | 5,000,000 | $4.5B | 0.16% | |
| 93 | —RADIUS HEALTH INC | 4,500,000 | $4.5B | 0.16% | |
| 94 | NAVNAVISTAR INTL CORP NEW | 100,200 | $4.4B | 0.15% | Put |
| 95 | RHRH | 62,800 | $4.4B | 0.15% | Put |
| 96 | —PHARMERICA CORP | 150,000 | $4.4B | 0.15% | |
| 97 | HLFHERBALIFE LTD | 63,000 | $4.3B | 0.15% | Put |
| 98 | —LIBERTY MEDIA CORP | 7,500,000 | $4.1B | 0.15% | |
| 99 | METAFACEBOOK INC | 24,100 | $4.1B | 0.14% | Put |
| 100 | BKNGPRICELINE GRP INC | 2,200 | $4.0B | 0.14% |
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