CAPSTONE INVESTMENT ADVISORS, LLC Q4 2016 Filing
Filed February 14, 2017
Portfolio Value
$3.2T
Holdings
709
Report Date
Q4 2016
Filing Type
13F-HR
All Holdings (709 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | AAPLAPPLE INC | 3,131,174 | $362.6B | 11.20% | Put |
| 2 | MSFTMICROSOFT CORP | 2,354,932 | $146.3B | 4.52% | Put |
| 3 | DEDEERE & CO | 1,134,498 | $116.9B | 3.61% | Put |
| 4 | —POWERSHARES QQQ TRUST | 948,149 | $112.3B | 3.47% | Put |
| 5 | AMZNAMAZON COM INC | 140,400 | $105.3B | 3.25% | Put |
| 6 | IWMISHARES TR | 578,699 | $78.0B | 2.41% | Put |
| 7 | NXPINXP SEMICONDUCTORS N V | 690,715 | $67.7B | 2.09% | Call |
| 8 | SPYSPDR S&P 500 ETF TR | 248,392 | $55.5B | 1.72% | Put |
| 9 | GDXVANECK VECTORS ETF TR | 2,269,000 | $47.5B | 1.47% | Put |
| 10 | —HARMAN INTL INDS INC | 421,930 | $46.9B | 1.45% | Call |
| 11 | —BARCLAYS BK PLC | 1,776,600 | $45.3B | 1.40% | Put |
| 12 | XLESELECT SECTOR SPDR TR | 535,904 | $40.4B | 1.25% | Put |
| 13 | CSCOCISCO SYS INC | 1,184,893 | $35.8B | 1.11% | Put |
| 14 | PGPROCTER AND GAMBLE CO | 423,245 | $35.6B | 1.10% | Put |
| 15 | —BROCADE COMMUNICATIONS SYS I | 34,958,000 | $35.2B | 1.09% | |
| 16 | —CEMEX SAB DE CV | 30,000,000 | $33.8B | 1.04% | |
| 17 | FXIISHARES TR | 967,535 | $33.6B | 1.04% | Put |
| 18 | NFLXNETFLIX INC | 251,857 | $31.2B | 0.96% | Put |
| 19 | —DOUBLE EAGLE ACQUISITION COR | 3,000,000 | $29.9B | 0.92% | |
| 20 | —ENDURANCE SPECIALTY HLDGS LT | 310,913 | $28.7B | 0.89% | |
| 21 | IBMINTERNATIONAL BUSINESS MACHS | 164,333 | $27.3B | 0.84% | Put |
| 22 | INTC 3.25 08/01/39INTEL CORP | 15,000,000 | $26.5B | 0.82% | |
| 23 | FOXATWENTY FIRST CENTY FOX INC | 900,000 | $24.5B | 0.76% | |
| 24 | EEMISHARES TR | 681,239 | $23.8B | 0.74% | Put |
| 25 | —BOULEVARD ACQUISITION | 2,325,000 | $23.1B | 0.71% | |
| 26 | —NAVISTAR INTL CORP NEW | 22,000,000 | $21.8B | 0.67% | |
| 27 | VVISA INC | 276,906 | $21.6B | 0.67% | Put |
| 28 | TAT&T INC | 472,200 | $20.1B | 0.62% | Put |
| 29 | TWXCHFTIME WARNER INC | 200,866 | $19.4B | 0.60% | Put |
| 30 | HUMHUMANA INC | 92,000 | $18.8B | 0.58% | Call |
| 31 | MNSTMONSTER BEVERAGE CORP NEW | 400,000 | $17.7B | 0.55% | Call |
| 32 | —PACE HLDGS CORP | 1,700,553 | $17.2B | 0.53% | |
| 33 | TLTISHARES TR | 140,287 | $16.7B | 0.52% | Call |
| 34 | HLFHERBALIFE LTD | 340,416 | $16.4B | 0.51% | |
| 35 | —XPO LOGISTICS INC | 5,988,000 | $15.8B | 0.49% | |
| 36 | —NUANCE COMMUNICATIONS INC | 16,000,000 | $15.6B | 0.48% | |
| 37 | —SYNGENTA AG | 194,752 | $15.4B | 0.48% | Call |
| 38 | —QUINPARIO ACQUISITION CORP 2 | 1,500,000 | $14.9B | 0.46% | |
| 39 | SHYISHARES TR | 172,066 | $14.5B | 0.45% | |
| 40 | BIDUNBAIDU INC | 87,605 | $14.4B | 0.44% | Put |
| 41 | JPMJPMORGAN CHASE & CO | 166,902 | $14.4B | 0.44% | Put |
| 42 | —WHITING PETE CORP NEW | 16,000,000 | $14.1B | 0.44% | |
| 43 | —INTEL CORP | 10,000,000 | $13.5B | 0.42% | |
| 44 | —MENTOR GRAPHICS CORP | 7,100,000 | $13.2B | 0.41% | |
| 45 | —BROOKDALE SR LIVING INC | 12,500,000 | $12.2B | 0.38% | |
| 46 | EXECHESAPEAKE ENERGY CORP | 12,001,000 | $12.2B | 0.38% | |
| 47 | —ALON USA ENERGY INC | 11,500,000 | $12.1B | 0.38% | |
| 48 | LQDISHARES TR | 99,818 | $11.7B | 0.36% | |
| 49 | —PANDORA MEDIA INC | 11,000,000 | $11.3B | 0.35% | |
| 50 | —PROOFPOINT INC | 6,014,000 | $11.0B | 0.34% | |
| 51 | ABTABBOTT LABS | 285,832 | $11.0B | 0.34% | Put |
| 52 | —CABELAS INC | 183,500 | $10.7B | 0.33% | Put |
| 53 | —AMERICAN RLTY CAP PPTYS INC | 10,540,000 | $10.6B | 0.33% | |
| 54 | —ALLIED WRLD ASSUR COM HLDG A | 192,145 | $10.3B | 0.32% | |
| 55 | —MEDICINES CO | 8,470,000 | $10.2B | 0.31% | |
| 56 | TSLATESLA MTRS INC | 47,656 | $10.2B | 0.31% | |
| 57 | SBUXSTARBUCKS CORP | 179,401 | $10.0B | 0.31% | Put |
| 58 | —GLOBAL PARTNER ACQUISITION C | 1,000,000 | $9.9B | 0.31% | |
| 59 | DISDISNEY WALT CO | 94,042 | $9.8B | 0.30% | Put |
| 60 | —HENNESSY CAP ACQUISITION COR | 971,288 | $9.8B | 0.30% | |
| 61 | JNJJOHNSON & JOHNSON | 83,755 | $9.6B | 0.30% | Put |
| 62 | EFAISHARES TR | 162,700 | $9.4B | 0.29% | Put |
| 63 | —TESLA MTRS INC | 10,000,000 | $9.3B | 0.29% | |
| 64 | CVXCHEVRON CORP NEW | 76,641 | $9.0B | 0.28% | Put |
| 65 | STWD 4.55 03/01/18STARWOOD PPTY TR INC | 8,000,000 | $8.8B | 0.27% | |
| 66 | —RITE AID CORP | 1,026,300 | $8.5B | 0.26% | Put |
| 67 | XOMEXXON MOBIL CORP | 93,463 | $8.4B | 0.26% | Put |
| 68 | JCIJOHNSON CTLS INTL PLC | 200,657 | $8.3B | 0.26% | |
| 69 | —PATTERN ENERGY GROUP INC | 8,500,000 | $8.2B | 0.25% | |
| 70 | GOOGLALPHABET INC | 10,377 | $8.2B | 0.25% | Put |
| 71 | CRMSALESFORCE COM INC | 119,967 | $8.2B | 0.25% | Call |
| 72 | —LEVEL 3 COMMUNICATIONS INC | 143,624 | $8.1B | 0.25% | |
| 73 | DXJWISDOMTREE TR | 162,299 | $8.0B | 0.25% | |
| 74 | HYGISHARES TR | 92,814 | $8.0B | 0.25% | Put |
| 75 | HSICSCHEIN HENRY INC | 52,358 | $7.9B | 0.25% | |
| 76 | AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC | 5,000,000 | $7.9B | 0.24% | |
| 77 | VGR V2.5 01/15/19VECTOR GROUP LTD | 5,000,000 | $7.8B | 0.24% | |
| 78 | WFCWELLS FARGO & CO NEW | 141,204 | $7.8B | 0.24% | Put |
| 79 | PEPPEPSICO INC | 73,992 | $7.7B | 0.24% | Put |
| 80 | VRSKVERISK ANALYTICS INC | 93,116 | $7.6B | 0.23% | |
| 81 | KOCOCA COLA CO | 182,042 | $7.5B | 0.23% | Put |
| 82 | NAVNAVISTAR INTL CORP NEW | 240,200 | $7.5B | 0.23% | Put |
| 83 | MRKMERCK & CO INC | 128,006 | $7.5B | 0.23% | Put |
| 84 | BRK/BBERKSHIRE HATHAWAY INC DEL | 46,200 | $7.5B | 0.23% | Put |
| 85 | FEFIRSTENERGY CORP | 241,027 | $7.5B | 0.23% | |
| 86 | BDXBECTON DICKINSON & CO | 44,987 | $7.4B | 0.23% | |
| 87 | —WHITEWAVE FOODS CO | 133,057 | $7.4B | 0.23% | Call |
| 88 | GILDGILEAD SCIENCES INC | 100,995 | $7.2B | 0.22% | Put |
| 89 | EPCEDGEWELL PERS CARE CO | 98,923 | $7.2B | 0.22% | |
| 90 | SPGIS&P GLOBAL INC | 64,888 | $7.0B | 0.22% | |
| 91 | UHSUNIVERSAL HLTH SVCS INC | 65,327 | $6.9B | 0.21% | |
| 92 | TMOTHERMO FISHER SCIENTIFIC INC | 47,756 | $6.7B | 0.21% | Put |
| 93 | GEGENERAL ELECTRIC CO | 213,200 | $6.7B | 0.21% | Put |
| 94 | MDTMEDTRONIC PLC | 94,406 | $6.7B | 0.21% | Put |
| 95 | —AMERICAN RLTY CAP PPTYS INC | 6,703,000 | $6.7B | 0.21% | |
| 96 | BKBANK NEW YORK MELLON CORP | 141,200 | $6.7B | 0.21% | |
| 97 | —MONSANTO CO NEW | 63,372 | $6.7B | 0.21% | Put |
| 98 | METAFACEBOOK INC | 57,367 | $6.6B | 0.20% | Put |
| 99 | —ALLERGAN PLC | 30,946 | $6.5B | 0.20% | Put |
| 100 | MATMATTEL INC | 231,612 | $6.4B | 0.20% |
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