CAPSTONE INVESTMENT ADVISORS, LLC Q4 2017 Filing
Filed February 14, 2018
Portfolio Value
$3.5T
Holdings
401
Report Date
Q4 2017
Filing Type
13F-HR
All Holdings (401 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 2,070,571 | $552.5B | 15.61% | Put |
| 2 | IWMISHARES TR | 1,823,120 | $278.0B | 7.85% | Put |
| 3 | —POWERSHARES QQQ TRUST | 1,725,080 | $268.7B | 7.59% | Put |
| 4 | EEMISHARES TR | 2,400,000 | $113.1B | 3.19% | Put |
| 5 | NXPINXP SEMICONDUCTORS N V | 888,300 | $104.0B | 2.94% | Call |
| 6 | INTC 3.25 08/01/39INTEL CORP | 40,500,000 | $90.0B | 2.54% | |
| 7 | TAT&T INC | 2,201,446 | $85.6B | 2.42% | Put |
| 8 | TWXCHFTIME WARNER INC | 804,750 | $73.6B | 2.08% | Call |
| 9 | EFAISHARES TR | 965,172 | $67.9B | 1.92% | Put |
| 10 | —ROCKWELL COLLINS INC | 450,000 | $61.0B | 1.72% | |
| 11 | TRVCCITIGROUP INC | 815,700 | $60.7B | 1.71% | |
| 12 | FXIISHARES TR | 1,134,400 | $52.4B | 1.48% | Put |
| 13 | —MONSANTO CO NEW | 445,000 | $52.0B | 1.47% | Call |
| 14 | GQ9SPDR GOLD TRUST | 418,077 | $51.7B | 1.46% | Put |
| 15 | JNJJOHNSON & JOHNSON | 348,318 | $48.7B | 1.37% | Put |
| 16 | —MERCADOLIBRE INC | 18,411,000 | $46.2B | 1.30% | |
| 17 | —WHITING PETE CORP NEW | 42,600,000 | $39.4B | 1.11% | |
| 18 | —TESLA INC | 35,000,000 | $37.9B | 1.07% | |
| 19 | —IMPAX LABORATORIES INC | 37,200,000 | $36.3B | 1.02% | |
| 20 | —SOLARCITY CORP | 33,500,000 | $33.3B | 0.94% | |
| 21 | TSLATESLA INC | 106,500 | $33.2B | 0.94% | Put |
| 22 | MCDMCDONALDS CORP | 192,000 | $33.0B | 0.93% | |
| 23 | —CEMEX SAB DE CV | 31,748,000 | $32.3B | 0.91% | |
| 24 | VGR V2.5 01/15/19VECTOR GROUP LTD | 19,000,000 | $30.2B | 0.85% | |
| 25 | —AETNA INC NEW | 150,005 | $27.1B | 0.76% | |
| 26 | SNISCRIPPS NETWORKS INTERACT IN | 312,300 | $26.7B | 0.75% | Call |
| 27 | —NAVISTAR INTL CORP NEW | 24,500,000 | $26.6B | 0.75% | |
| 28 | —HERBALIFE LTD | 24,000,000 | $24.2B | 0.68% | |
| 29 | EWYISHARES INC | 321,894 | $24.1B | 0.68% | Put |
| 30 | —CEMEX SAB DE CV | 22,500,000 | $23.3B | 0.66% | |
| 31 | —TESLA INC | 22,000,000 | $23.3B | 0.66% | |
| 32 | —BROOKDALE SR LIVING INC | 22,941,000 | $23.0B | 0.65% | |
| 33 | —GRANITE PT MTG TR INC | 22,500,000 | $22.4B | 0.63% | |
| 34 | —MEDICINES CO | 24,215,000 | $22.3B | 0.63% | |
| 35 | —CALPINE CORP | 1,425,309 | $21.6B | 0.61% | |
| 36 | —TWO HBRS INVT CORP | 20,000,000 | $21.2B | 0.60% | |
| 37 | —PATTERN ENERGY GROUP INC | 20,740,000 | $21.1B | 0.60% | |
| 38 | —CTRIP COM INTL LTD | 20,000,000 | $21.1B | 0.60% | |
| 39 | XMESPDR SERIES TRUST | 570,001 | $20.7B | 0.59% | Put |
| 40 | —ALON USA ENERGY INC | 15,329,000 | $20.4B | 0.58% | |
| 41 | XLFISELECT SECTOR SPDR TR | 358,470 | $20.4B | 0.58% | Put |
| 42 | RWT 4.75 08/15/23REDWOOD TR INC | 20,000,000 | $19.4B | 0.55% | |
| 43 | GDXVANECK VECTORS ETF TR | 829,100 | $19.3B | 0.54% | Put |
| 44 | —CLOVIS ONCOLOGY INC | 14,074,000 | $19.0B | 0.54% | |
| 45 | TLTISHARES TR | 145,000 | $18.4B | 0.52% | |
| 46 | HUNHUNTSMAN CORP | 552,000 | $18.4B | 0.52% | Put |
| 47 | CATCATERPILLAR INC DEL | 113,900 | $17.9B | 0.51% | Put |
| 48 | —IRONWOOD PHARMACEUTICALS INC | 14,500,000 | $16.9B | 0.48% | |
| 49 | —NAVISTAR INTL CORP NEW | 15,000,000 | $15.5B | 0.44% | |
| 50 | —MEDICINES CO | 14,435,000 | $15.3B | 0.43% | |
| 51 | —CALATLANTIC GROUP INC | 262,400 | $14.8B | 0.42% | |
| 52 | —REDWOOD TR INC | 14,500,000 | $14.6B | 0.41% | |
| 53 | —AKORN INC | 428,500 | $13.8B | 0.39% | Put |
| 54 | GECBLE 4.5 11/15/29GENERAL CABLE CORP DEL NEW | 13,000,000 | $13.8B | 0.39% | |
| 55 | AAPLAPPLE INC | 81,018 | $13.7B | 0.39% | Put |
| 56 | SLBSCHLUMBERGER LTD | 201,110 | $13.6B | 0.38% | Put |
| 57 | —BARCLAYS BK PLC | 472,224 | $13.2B | 0.37% | Put |
| 58 | METAFACEBOOK INC | 70,900 | $12.5B | 0.35% | Put |
| 59 | —PRICELINE GRP INC | 9,000,000 | $12.4B | 0.35% | |
| 60 | HYGISHARES TR | 141,200 | $12.3B | 0.35% | Put |
| 61 | —UNISYS CORP | 10,500,000 | $11.9B | 0.34% | |
| 62 | —MEDIDATA SOLUTIONS INC | 10,000,000 | $11.6B | 0.33% | |
| 63 | SMHVANECK VECTORS ETF TR | 115,001 | $11.2B | 0.32% | Put |
| 64 | —BLACKSTONE MTG TR INC | 11,000,000 | $11.2B | 0.32% | |
| 65 | MSFTMICROSOFT CORP | 129,700 | $11.1B | 0.31% | Put |
| 66 | GOOGALPHABET INC | 10,085 | $10.6B | 0.30% | Put |
| 67 | —CALGON CARBON CORP | 489,400 | $10.4B | 0.29% | Call |
| 68 | AMZNAMAZON COM INC | 8,869 | $10.4B | 0.29% | Put |
| 69 | CTXSEURCITRIX SYS INC | 117,000 | $10.3B | 0.29% | Call |
| 70 | TRCOTRIBUNE MEDIA CO | 241,969 | $10.3B | 0.29% | |
| 71 | —CTRIP COM INTL LTD | 8,500,000 | $10.0B | 0.28% | |
| 72 | JEF 3.875 11/01/29JEFFERIES GROUP INC NEW | 10,000,000 | $10.0B | 0.28% | |
| 73 | —CORNERSTONE ONDEMAND INC | 10,000,000 | $10.0B | 0.28% | |
| 74 | —ORBITAL ATK INC | 74,972 | $9.9B | 0.28% | |
| 75 | QCOMQUALCOMM INC | 153,409 | $9.8B | 0.28% | Call |
| 76 | —LIVE NATION ENTERTAINMENT IN | 7,500,000 | $9.7B | 0.27% | |
| 77 | —TRONOX LTD | 467,800 | $9.6B | 0.27% | Put |
| 78 | DPZDOMINOS PIZZA INC | 50,400 | $9.5B | 0.27% | Put |
| 79 | MIC2EURMACQUARIE INFRASTRUCTURE COR | 148,000 | $9.5B | 0.27% | Put |
| 80 | FEZSPDR INDEX SHS FDS | 231,633 | $9.4B | 0.27% | |
| 81 | —CIENA CORP | 7,500,000 | $8.7B | 0.25% | |
| 82 | MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC | 5,000,000 | $8.5B | 0.24% | |
| 83 | —DYNEGY INC NEW DEL | 683,300 | $8.1B | 0.23% | Put |
| 84 | —BROADSOFT INC | 142,283 | $7.8B | 0.22% | Call |
| 85 | —ACORDA THERAPEUTICS INC | 8,873,000 | $7.6B | 0.21% | |
| 86 | HLFHERBALIFE LTD | 104,300 | $7.1B | 0.20% | Put |
| 87 | —VIPSHOP HLDGS LTD | 7,000,000 | $7.0B | 0.20% | |
| 88 | SHYISHARES TR | 82,680 | $6.9B | 0.20% | |
| 89 | —TWENTY FIRST CENTY FOX INC | 197,341 | $6.8B | 0.19% | |
| 90 | —RADIUS HEALTH INC | 7,000,000 | $6.6B | 0.19% | |
| 91 | DISHDISH NETWORK CORP | 131,410 | $6.3B | 0.18% | Call |
| 92 | —NUVASIVE INC | 5,000,000 | $5.9B | 0.17% | |
| 93 | STWD 4.375 04/01/23STARWOOD PPTY TR INC | 5,500,000 | $5.6B | 0.16% | |
| 94 | RHRH | 63,200 | $5.4B | 0.15% | Put |
| 95 | —GLOBAL PARTNER ACQUISITION C | 515,300 | $5.2B | 0.15% | |
| 96 | —NEWFIELD EXPL CO | 152,272 | $4.8B | 0.14% | |
| 97 | IBMINTERNATIONAL BUSINESS MACHS | 30,284 | $4.6B | 0.13% | Put |
| 98 | JPMJPMORGAN CHASE & CO | 42,600 | $4.6B | 0.13% | Put |
| 99 | EWGISHARES INC | 136,153 | $4.5B | 0.13% | |
| 100 | ECHISHARES INC | 85,000 | $4.4B | 0.13% |
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