CAPSTONE INVESTMENT ADVISORS, LLC Q2 2016 Filing
Filed August 15, 2016
Portfolio Value
$5.2T
Holdings
591
Report Date
Q2 2016
Filing Type
13F-HR
All Holdings (591 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | EFAISHARES TR | 13,137,133 | $733.3B | 14.00% | Put |
| 2 | EEMISHARES TR | 12,897,300 | $443.1B | 8.46% | Put |
| 3 | FXIISHARES TR | 7,476,502 | $255.8B | 4.89% | Put |
| 4 | JPMJPMORGAN CHASE & CO | 3,902,000 | $242.5B | 4.63% | Put |
| 5 | —POWERSHARES QQQ TRUST | 1,968,300 | $211.7B | 4.04% | Put |
| 6 | BUDANHEUSER BUSCH INBEV SA/NV | 1,297,221 | $170.8B | 3.26% | Put |
| 7 | DXJWISDOMTREE TR | 4,046,209 | $156.9B | 3.00% | Put |
| 8 | —E M C CORP MASS | 4,327,800 | $117.6B | 2.25% | Put |
| 9 | HYGISHARES TR | 1,339,600 | $113.5B | 2.17% | Put |
| 10 | HBC2HSBC HLDGS PLC | 3,542,927 | $110.9B | 2.12% | Put |
| 11 | CSCOCISCO SYS INC | 3,789,690 | $108.7B | 2.08% | Put |
| 12 | GDXVANECK VECTORS ETF TR | 3,834,214 | $106.2B | 2.03% | Put |
| 13 | TAT&T INC | 1,921,400 | $83.0B | 1.59% | Put |
| 14 | —LINKEDIN CORP | 380,924 | $72.1B | 1.38% | Call |
| 15 | MSFTMICROSOFT CORP | 1,168,270 | $59.8B | 1.14% | Put |
| 16 | —LINKEDIN CORP | 56,600,000 | $55.9B | 1.07% | |
| 17 | —JETBLUE AIRWAYS CORP | 16,502,000 | $55.9B | 1.07% | |
| 18 | —VALSPAR CORP | 510,820 | $55.2B | 1.05% | |
| 19 | —STARWOOD HOTELS&RESORTS WRLD | 698,887 | $51.7B | 0.99% | |
| 20 | —CTRIP COM INTL LTD | 38,000,000 | $46.5B | 0.89% | |
| 21 | AAPLAPPLE INC | 470,869 | $45.0B | 0.86% | Put |
| 22 | —WHITING PETE CORP NEW | 47,493,000 | $45.0B | 0.86% | |
| 23 | EWWISHARES | 791,298 | $39.9B | 0.76% | Put |
| 24 | BKNGPRICELINE GRP INC | 30,588 | $38.2B | 0.73% | Put |
| 25 | IBMINTERNATIONAL BUSINESS MACHS | 241,565 | $36.7B | 0.70% | Put |
| 26 | —CEMEX SAB DE CV | 32,500,000 | $33.4B | 0.64% | |
| 27 | —WHITING PETE CORP NEW | 35,017,000 | $31.6B | 0.60% | |
| 28 | XMESPDR SERIES TRUST | 1,276,628 | $31.2B | 0.60% | Put |
| 29 | —DOUBLE EAGLE ACQUISITION COR | 3,000,000 | $29.4B | 0.56% | |
| 30 | —VIRGIN AMER INC | 518,151 | $29.1B | 0.56% | |
| 31 | —ITC HLDGS CORP | 600,000 | $28.1B | 0.54% | |
| 32 | —DOW CHEM CO | 550,000 | $27.3B | 0.52% | Call |
| 33 | —AXIALL CORP | 830,744 | $27.1B | 0.52% | Call |
| 34 | BGCP 4.5 07/15/16BGC PARTNERS INC | 26,910,000 | $26.9B | 0.51% | |
| 35 | SPYSPDR S&P 500 ETF TR | 125,000 | $26.2B | 0.50% | Put |
| 36 | —TESLA MTRS INC | 15,000,000 | $25.6B | 0.49% | |
| 37 | —BOULEVARD ACQUISITION | 2,625,000 | $25.6B | 0.49% | |
| 38 | —RITE AID CORP | 3,385,500 | $25.4B | 0.48% | Put |
| 39 | —MARKETO INC | 718,461 | $25.0B | 0.48% | Put |
| 40 | XOMEXXON MOBIL CORP | 262,775 | $24.6B | 0.47% | Put |
| 41 | NFLXNETFLIX INC | 267,626 | $24.5B | 0.47% | Put |
| 42 | —ST JUDE MED INC | 313,026 | $24.4B | 0.47% | Call |
| 43 | —WESCO INTL INC | 13,000,000 | $23.2B | 0.44% | |
| 44 | BIDUNBAIDU INC | 139,200 | $23.0B | 0.44% | Put |
| 45 | INGMINGRAM MICRO INC | 658,460 | $22.9B | 0.44% | Put |
| 46 | HUMHUMANA INC | 122,504 | $22.0B | 0.42% | Put |
| 47 | —WHITING PETE CORP NEW | 2,346,100 | $21.7B | 0.41% | Put |
| 48 | HLFHERBALIFE LTD | 344,467 | $20.2B | 0.39% | |
| 49 | —SYNGENTA AG | 235,400 | $18.1B | 0.35% | Call |
| 50 | —AMERICAN RLTY CAP PPTYS INC | 18,000,000 | $17.8B | 0.34% | |
| 51 | —EXAMWORKS GROUP INC | 500,000 | $17.4B | 0.33% | |
| 52 | EXECHESAPEAKE ENERGY CORP | 18,700,000 | $17.3B | 0.33% | |
| 53 | —QUINPARIO ACQUISITION CORP 2 | 1,750,000 | $17.3B | 0.33% | |
| 54 | —PACE HLDGS CORP | 1,750,000 | $17.2B | 0.33% | |
| 55 | AMZNAMAZON COM INC | 23,162 | $16.6B | 0.32% | Put |
| 56 | SNDK 1.5 08/15/17SANDISK CORP | 10,000,000 | $16.4B | 0.31% | |
| 57 | DISDISNEY WALT CO | 160,668 | $15.7B | 0.30% | Put |
| 58 | —MICRON TECHNOLOGY INC | 10,000,000 | $15.4B | 0.29% | |
| 59 | —GORES HLDGS INC | 1,500,000 | $14.6B | 0.28% | |
| 60 | —WHITING PETE CORP NEW | 17,751,000 | $14.1B | 0.27% | |
| 61 | —PRIVATEBANCORP INC | 300,000 | $13.2B | 0.25% | |
| 62 | —ALLERGAN PLC | 56,475 | $13.0B | 0.25% | Call |
| 63 | PGPROCTER & GAMBLE CO | 152,500 | $12.9B | 0.25% | Put |
| 64 | —TERRAPIN 3 ACQUISITION CORP | 1,250,000 | $12.4B | 0.24% | |
| 65 | —ALON USA ENERGY INC | 14,250,000 | $12.4B | 0.24% | |
| 66 | WRUSDWESTAR ENERGY INC | 217,725 | $12.2B | 0.23% | |
| 67 | —AMERICAN RLTY CAP PPTYS INC | 12,240,000 | $12.2B | 0.23% | |
| 68 | —XPO LOGISTICS INC | 7,500,000 | $12.2B | 0.23% | |
| 69 | —TESLA MTRS INC | 13,500,000 | $12.0B | 0.23% | |
| 70 | —EXELIXIS INC | 8,043,000 | $11.9B | 0.23% | |
| 71 | —SANDISK CORP | 10,000,000 | $10.8B | 0.21% | |
| 72 | —CTRIP COM INTL LTD | 10,000,000 | $10.8B | 0.21% | |
| 73 | —STARWOOD PPTY TR INC | 10,500,000 | $10.6B | 0.20% | |
| 74 | VMWEURVMWARE INC | 175,000 | $10.0B | 0.19% | Call |
| 75 | EWYISHARES | 191,100 | $9.9B | 0.19% | Put |
| 76 | —BROOKDALE SR LIVING INC | 10,000,000 | $9.8B | 0.19% | |
| 77 | —GLOBAL PARTNER ACQUISITION C | 1,000,000 | $9.8B | 0.19% | |
| 78 | —HENNESSY CAP ACQUISITION COR | 1,000,000 | $9.8B | 0.19% | |
| 79 | STWD 4.55 03/01/18STARWOOD PPTY TR INC | 9,000,000 | $9.4B | 0.18% | |
| 80 | —COLUMBIA PIPELINE GROUP INC | 362,042 | $9.2B | 0.18% | Call |
| 81 | —INCONTACT INC | 600,000 | $8.3B | 0.16% | |
| 82 | —IRONWOOD PHARMACEUTICALS INC | 7,500,000 | $7.8B | 0.15% | |
| 83 | PRGOPERRIGO CO PLC | 85,000 | $7.7B | 0.15% | Call |
| 84 | —QIHOO 360 TECHNOLOGY CO LTD | 104,900 | $7.7B | 0.15% | Call |
| 85 | —MENTOR GRAPHICS CORP | 7,000,000 | $7.6B | 0.15% | |
| 86 | —QLIK TECHNOLOGIES INC | 251,000 | $7.4B | 0.14% | Put |
| 87 | —MEDICINES CO | 6,000,000 | $7.1B | 0.14% | |
| 88 | —ISTAR INC | 6,900,000 | $7.0B | 0.13% | |
| 89 | AIGAMERICAN INTL GROUP INC | 130,413 | $6.9B | 0.13% | |
| 90 | CRMSALESFORCE COM INC | 84,338 | $6.7B | 0.13% | |
| 91 | —WHITING PETE CORP NEW | 6,798,000 | $6.6B | 0.13% | |
| 92 | —FIRSTMERIT CORP | 325,464 | $6.6B | 0.13% | |
| 93 | PXDEURPIONEER NAT RES CO | 43,310 | $6.5B | 0.13% | |
| 94 | CVSCVS HEALTH CORP | 67,041 | $6.4B | 0.12% | |
| 95 | —CLOVIS ONCOLOGY INC | 9,074,000 | $6.4B | 0.12% | |
| 96 | —CELATOR PHARMACEUTICALS INC | 207,700 | $6.3B | 0.12% | Put |
| 97 | —AETNA INC NEW | 50,000 | $6.1B | 0.12% | Call |
| 98 | —DEPOMED INC | 5,000,000 | $6.0B | 0.11% | |
| 99 | —DEMANDWARE INC | 80,200 | $6.0B | 0.11% | Call |
| 100 | TOLTOLL BROTHERS INC | 222,790 | $6.0B | 0.11% |
Page 1 of 6Next