CAPSTONE INVESTMENT ADVISORS, LLC Q2 2017 Filing

Filed August 14, 2017

Portfolio Value

$3.7T

Holdings

537

Report Date

Q2 2017

Filing Type

13F-HR

All Holdings (537 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	AAPLAPPLE INC	2,981,097	$429.3B	11.67%	Put
2	TWXCHFTIME WARNER INC	1,685,000	$169.2B	4.60%	Put
3	—POWERSHARES QQQ TRUST	1,216,939	$167.5B	4.55%	Put
4	GQ9SPDR GOLD TRUST	1,115,784	$131.7B	3.58%	Put
5	—MOBILEYE N V AMSTELVEEN	1,681,730	$105.6B	2.87%	Put
6	TLTISHARES TR	831,258	$104.0B	2.83%	Put
7	EFAISHARES TR	1,506,090	$98.2B	2.67%	Put
8	INTC 3.25 08/01/39INTEL CORP	48,961,000	$81.0B	2.20%
9	FXIISHARES TR	1,949,672	$77.4B	2.10%	Put
10	NXPINXP SEMICONDUCTORS N V	677,000	$74.1B	2.01%	Call
11	GDXVANECK VECTORS ETF TR	3,283,000	$72.5B	1.97%	Put
12	—ALLIED WRLD ASSUR COM HLDG A	1,310,119	$69.3B	1.88%
13	AMZNAMAZON COM INC	66,298	$64.2B	1.74%	Put
14	—INTEL CORP	40,000,000	$52.4B	1.42%
15	—TESLA INC	45,000,000	$51.5B	1.40%
16	SPYSPDR S&P 500 ETF TR	179,242	$43.3B	1.18%	Put
17	—BARCLAYS BK PLC	3,276,200	$41.8B	1.14%	Put
18	LULULULULEMON ATHLETICA INC	644,200	$38.4B	1.04%	Put
19	—PANERA BREAD CO	112,558	$35.4B	0.96%	Put
20	METAFACEBOOK INC	229,754	$34.7B	0.94%	Put
21	—WHITING PETE CORP NEW	38,000,000	$32.3B	0.88%
22	—TESLA INC	26,890,000	$31.1B	0.85%
23	—BROCADE COMMUNICATIONS SYS I	30,000,000	$30.5B	0.83%
24	—CTRIP COM INTL LTD	26,060,000	$30.1B	0.82%
25	—DOUBLE EAGLE ACQUISITION COR	2,992,800	$29.9B	0.81%
26	TSLATESLA INC	73,500	$26.6B	0.72%	Put
27	—REYNOLDS AMERICAN INC	400,035	$26.0B	0.71%
28	—MEDICINES CO	19,935,000	$26.0B	0.71%
29	—BOULEVARD ACQUISITION	2,325,000	$23.3B	0.63%
30	HLFHERBALIFE LTD	324,800	$23.2B	0.63%	Put
31	—MERCADOLIBRE INC	11,300,000	$22.9B	0.62%
32	—NAVISTAR INTL CORP NEW	23,000,000	$22.5B	0.61%
33	EWUISHARES TR	669,718	$22.3B	0.61%
34	VGR V2.5 01/15/19VECTOR GROUP LTD	14,836,000	$21.8B	0.59%
35	—BROOKDALE SR LIVING INC	21,313,000	$21.2B	0.58%
36	MSFTMICROSOFT CORP	307,770	$21.2B	0.58%	Put
37	HUNHUNTSMAN CORP	785,000	$20.3B	0.55%	Put
38	—MEDICINES CO	19,215,000	$20.2B	0.55%
39	—SOLARCITY CORP	20,000,000	$20.0B	0.54%
40	—RTI INTL METALS INC	17,810,000	$19.1B	0.52%
41	BCRUSDBARD C R INC	60,000	$19.0B	0.52%
42	EEMISHARES TR	458,100	$19.0B	0.52%	Put
43	—VCA INC	200,000	$18.5B	0.50%
44	STWD 4.375 04/01/23STARWOOD PPTY TR INC	18,000,000	$18.3B	0.50%
45	—STAPLES INC	1,724,800	$17.4B	0.47%
46	—WEST CORP	739,705	$17.2B	0.47%
47	—WHOLE FOODS MKT INC	395,300	$16.6B	0.45%
48	—UNISYS CORP	10,500,000	$16.1B	0.44%
49	—CLOVIS ONCOLOGY INC	9,074,000	$15.4B	0.42%
50	—BLACKSTONE MTG TR INC	13,500,000	$13.8B	0.38%
51	—MONSANTO CO NEW	115,000	$13.6B	0.37%
52	—STRAIGHT PATH COMMUNICATNS I	75,100	$13.5B	0.37%	Call
53	—IRONWOOD PHARMACEUTICALS INC	10,000,000	$13.4B	0.36%
54	—SALESFORCE COM INC	10,000,000	$13.2B	0.36%
55	—HERBALIFE LTD	12,500,000	$13.0B	0.35%
56	AABAUSDALTABA INC	237,834	$13.0B	0.35%	Call
57	—PROOFPOINT INC	5,634,000	$12.5B	0.34%
58	—NXP SEMICONDUCTORS N V	10,000,000	$12.0B	0.33%
59	—PATTERN ENERGY GROUP INC	11,000,000	$11.6B	0.32%
60	DXJWISDOMTREE TR	215,154	$11.2B	0.30%
61	—CTRIP COM INTL LTD	7,500,000	$10.6B	0.29%
62	—TWO HBRS INVT CORP	10,000,000	$10.5B	0.29%
63	—CABELAS INC	175,200	$10.4B	0.28%	Call
64	—ALON USA ENERGY INC	9,100,000	$10.4B	0.28%
65	KHCKRAFT HEINZ CO	117,848	$10.1B	0.27%
66	—STANDARD PAC CORP NEW	10,012,000	$10.1B	0.27%
67	—GLOBAL PARTNER ACQUISITION C	999,703	$9.9B	0.27%
68	BNDVANGUARD BD INDEX FD INC	119,882	$9.8B	0.27%
69	SHYISHARES TR	116,092	$9.8B	0.27%
70	AGGISHARES TR	89,556	$9.8B	0.27%
71	SBUXSTARBUCKS CORP	159,270	$9.3B	0.25%
72	—PALO ALTO NETWORKS INC	6,842,000	$9.0B	0.24%
73	GOOGLALPHABET INC	9,674	$9.0B	0.24%	Put
74	AIGAMERICAN INTL GROUP INC	136,977	$8.6B	0.23%
75	EWPISHARES	257,413	$8.5B	0.23%
76	WMTWAL-MART STORES INC	110,472	$8.4B	0.23%
77	—CEMEX SAB DE CV	7,000,000	$8.1B	0.22%
78	FEZSPDR INDEX SHS FDS	203,531	$7.8B	0.21%
79	COOCOOPER COS INC	32,241	$7.7B	0.21%
80	—WGL HLDGS INC	90,806	$7.6B	0.21%
81	ORCLORACLE CORP	149,529	$7.5B	0.20%	Put
82	GEGENERAL ELECTRIC CO	273,640	$7.4B	0.20%	Put
83	SOSOUTHERN CO	144,567	$6.9B	0.19%
84	RHT1EURRED HAT INC	70,948	$6.8B	0.18%
85	TMOTHERMO FISHER SCIENTIFIC INC	38,560	$6.7B	0.18%
86	—PAREXEL INTL CORP	77,000	$6.7B	0.18%
87	—BANK OF THE OZARKS INC	137,099	$6.4B	0.17%
88	DHRDANAHER CORP DEL	74,183	$6.3B	0.17%
89	—AMAG PHARMACEUTICALS INC	6,500,000	$6.2B	0.17%
90	ROSTROSS STORES INC	108,222	$6.2B	0.17%
91	BBYBEST BUY INC	107,469	$6.2B	0.17%
92	—ACORDA THERAPEUTICS INC	7,000,000	$6.0B	0.16%
93	—DOW CHEM CO	95,327	$6.0B	0.16%
94	ULTAULTA BEAUTY INC	20,900	$6.0B	0.16%
95	HDHOME DEPOT INC	38,951	$6.0B	0.16%	Call
96	—LIBERTY MEDIA CORP	11,000,000	$6.0B	0.16%
97	—LEVEL 3 COMMUNICATIONS INC	100,000	$5.9B	0.16%
98	ORLYO REILLY AUTOMOTIVE INC NEW	27,106	$5.9B	0.16%
99	—RITE AID CORP	2,000,000	$5.9B	0.16%	Put
100	SABRSABRE CORP	271,000	$5.9B	0.16%

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