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 |
|---|---|---|---|---|---|
| 101 | —BARCLAYS BK PLC | 100,000 | $3.9B | 0.14% | Call |
| 102 | —NEWFIELD EXPL CO | 131,348 | $3.9B | 0.14% | Put |
| 103 | DELLDELL TECHNOLOGIES INC | 50,000 | $3.9B | 0.14% | |
| 104 | —CURRENCYSHARES CDN DLR TR | 48,232 | $3.8B | 0.13% | |
| 105 | —CALGON CARBON CORP | 175,000 | $3.7B | 0.13% | Call |
| 106 | —IMPAX LABORATORIES INC | 4,000,000 | $3.6B | 0.13% | |
| 107 | —EMERGENT BIOSOLUTIONS INC | 2,500,000 | $3.6B | 0.13% | |
| 108 | SLBSCHLUMBERGER LTD | 50,000 | $3.5B | 0.12% | |
| 109 | EWIISHARES INC | 108,391 | $3.4B | 0.12% | |
| 110 | MCHPMICROCHIP TECHNOLOGY INC | 37,707 | $3.4B | 0.12% | |
| 111 | —POWERSHARES QQQ TRUST | 23,216 | $3.4B | 0.12% | |
| 112 | GEGENERAL ELECTRIC CO | 135,941 | $3.3B | 0.12% | Put |
| 113 | HALHALLIBURTON CO | 66,915 | $3.1B | 0.11% | |
| 114 | BRK/BBERKSHIRE HATHAWAY INC DEL | 16,800 | $3.1B | 0.11% | Put |
| 115 | BNDVANGUARD BD INDEX FD INC | 37,449 | $3.1B | 0.11% | |
| 116 | AGGISHARES TR | 27,995 | $3.1B | 0.11% | |
| 117 | AABAUSDALTABA INC | 45,034 | $3.0B | 0.10% | |
| 118 | —CREDIT SUISSE NASSAU BRH | 30,433 | $3.0B | 0.10% | |
| 119 | AMZNAMAZON COM INC | 3,018 | $2.9B | 0.10% | Put |
| 120 | —CEMEX SAB DE CV | 2,500,000 | $2.8B | 0.10% | |
| 121 | DISCKUSDDISCOVERY COMMUNICATNS NEW | 136,400 | $2.8B | 0.10% | Call |
| 122 | —AMYRIS INC | 4,000,000 | $2.7B | 0.10% | |
| 123 | GOOGLALPHABET INC | 2,800 | $2.7B | 0.10% | Put |
| 124 | RSX1USDVANECK VECTORS ETF TR | 121,192 | $2.7B | 0.09% | |
| 125 | —FIDELITY & GTY LIFE | 86,640 | $2.7B | 0.09% | |
| 126 | —BROCADE COMMUNICATIONS SYS I | 225,000 | $2.7B | 0.09% | Call |
| 127 | FXECURRENCYSHARES EURO TR | 23,288 | $2.7B | 0.09% | |
| 128 | —RITE AID CORP | 1,350,000 | $2.6B | 0.09% | Call |
| 129 | MSFTMICROSOFT CORP | 33,474 | $2.5B | 0.09% | Put |
| 130 | —PARSLEY ENERGY INC | 78,996 | $2.1B | 0.07% | |
| 131 | KHCKRAFT HEINZ CO | 26,380 | $2.0B | 0.07% | |
| 132 | IWVISHARES TR | 13,563 | $2.0B | 0.07% | |
| 133 | ORCLORACLE CORP | 39,000 | $1.9B | 0.07% | Put |
| 134 | —GNC HLDGS INC | 2,500,000 | $1.9B | 0.07% | |
| 135 | KOCOCA COLA CO | 40,483 | $1.8B | 0.06% | Put |
| 136 | WWAYFAIR INC | 27,000 | $1.8B | 0.06% | |
| 137 | TEVATEVA PHARMACEUTICAL INDS LTD | 99,900 | $1.8B | 0.06% | Call |
| 138 | CPE3EURCALLON PETE CO DEL | 156,138 | $1.8B | 0.06% | |
| 139 | —LABORATORY CORP AMER HLDGS | 11,315 | $1.7B | 0.06% | |
| 140 | NCLHNORWEGIAN CRUISE LINE HLDGS | 30,900 | $1.7B | 0.06% | |
| 141 | EWEDWARDS LIFESCIENCES CORP | 15,197 | $1.7B | 0.06% | |
| 142 | —ECO STIM ENERGY SOLUTIONS IN | 1,048,951 | $1.6B | 0.06% | |
| 143 | UNPUNION PAC CORP | 13,776 | $1.6B | 0.06% | Put |
| 144 | MASMASCO CORP | 40,514 | $1.6B | 0.06% | |
| 145 | KELKELLOGG CO | 24,688 | $1.5B | 0.05% | |
| 146 | —CBS CORP NEW | 25,900 | $1.5B | 0.05% | |
| 147 | SLVISHARES SILVER TRUST | 93,339 | $1.5B | 0.05% | |
| 148 | SIRIEURSIRIUS XM HLDGS INC | 266,156 | $1.5B | 0.05% | |
| 149 | AIGAMERICAN INTL GROUP INC | 23,700 | $1.5B | 0.05% | |
| 150 | BHCVALEANT PHARMACEUTICALS INTL | 101,100 | $1.4B | 0.05% | Put |
| 151 | MHKMOHAWK INDS INC | 5,800 | $1.4B | 0.05% | |
| 152 | MCDMCDONALDS CORP | 9,052 | $1.4B | 0.05% | |
| 153 | —CTRIP COM INTL LTD | 1,000,000 | $1.4B | 0.05% | |
| 154 | KEYSKEYSIGHT TECHNOLOGIES INC | 33,089 | $1.4B | 0.05% | |
| 155 | ALKALASKA AIR GROUP INC | 18,000 | $1.4B | 0.05% | |
| 156 | EWMISHARES INC | 41,752 | $1.4B | 0.05% | |
| 157 | —FORTRESS INVESTMENT GROUP LL | 168,414 | $1.3B | 0.05% | |
| 158 | BMRNBIOMARIN PHARMACEUTICAL INC | 14,200 | $1.3B | 0.05% | |
| 159 | CELGCELGENE CORP | 9,000 | $1.3B | 0.05% | Put |
| 160 | WBAWALGREENS BOOTS ALLIANCE INC | 16,894 | $1.3B | 0.05% | |
| 161 | CXOEURCONCHO RES INC | 9,900 | $1.3B | 0.05% | Call |
| 162 | LENLENNAR CORP | 24,500 | $1.3B | 0.05% | |
| 163 | VACMARRIOTT VACATIONS WRLDWDE C | 10,200 | $1.3B | 0.04% | |
| 164 | APDAIR PRODS & CHEMS INC | 8,234 | $1.2B | 0.04% | |
| 165 | —ALERE INC | 23,700 | $1.2B | 0.04% | Call |
| 166 | FFORD MTR CO DEL | 100,100 | $1.2B | 0.04% | Put |
| 167 | TQJSIGNATURE BK NEW YORK N Y | 9,280 | $1.2B | 0.04% | |
| 168 | —AETNA INC NEW | 7,405 | $1.2B | 0.04% | |
| 169 | AGOASSURED GUARANTY LTD | 30,975 | $1.2B | 0.04% | |
| 170 | —PACIFIC CONTINENTAL CORP | 42,325 | $1.1B | 0.04% | |
| 171 | KMBKIMBERLY CLARK CORP | 9,302 | $1.1B | 0.04% | |
| 172 | MPCMARATHON PETE CORP | 19,465 | $1.1B | 0.04% | |
| 173 | —PINNACLE FOODS INC DEL | 18,500 | $1.1B | 0.04% | |
| 174 | ADSKAUTODESK INC | 9,405 | $1.1B | 0.04% | |
| 175 | ELFE L F BEAUTY INC | 46,557 | $1.0B | 0.04% | |
| 176 | —ENVISION HEALTHCARE CORP | 23,291 | $1.0B | 0.04% | |
| 177 | BERYEURBERRY GLOBAL GROUP INC | 18,396 | $1.0B | 0.04% | |
| 178 | SPYSPDR S&P 500 ETF TR | 4,106 | $1.0B | 0.04% | |
| 179 | PEPPEPSICO INC | 9,253 | $1.0B | 0.04% | Put |
| 180 | HUBBHUBBELL INC | 8,810 | $1.0B | 0.04% | |
| 181 | KMIKINDER MORGAN INC DEL | 52,846 | $1.0B | 0.04% | |
| 182 | —SRC ENERGY INC | 104,747 | $1.0B | 0.04% | Call |
| 183 | AWMSKYWORKS SOLUTIONS INC | 9,900 | $1.0B | 0.04% | |
| 184 | BDXBECTON DICKINSON & CO | 5,113 | $1.0B | 0.04% | |
| 185 | BPOPPOPULAR INC | 27,791 | $998.0M | 0.04% | |
| 186 | CSGPCOSTAR GROUP INC | 3,706 | $994.0M | 0.03% | |
| 187 | WDAYWORKDAY INC | 9,000 | $948.0M | 0.03% | |
| 188 | WMTWAL-MART STORES INC | 11,924 | $931.0M | 0.03% | |
| 189 | —MEDICINES CO | 25,000 | $926.0M | 0.03% | Put |
| 190 | EXPEEXPEDIA INC DEL | 6,400 | $921.0M | 0.03% | |
| 191 | MKTXMARKETAXESS HLDGS INC | 4,900 | $904.0M | 0.03% | |
| 192 | MIKUSDMICHAELS COS INC | 41,800 | $897.0M | 0.03% | |
| 193 | PVHPVH CORP | 7,103 | $895.0M | 0.03% | |
| 194 | NWLNEWELL BRANDS INC | 20,918 | $892.0M | 0.03% | |
| 195 | RCLROYAL CARIBBEAN CRUISES LTD | 7,410 | $878.0M | 0.03% | |
| 196 | APCANADARKO PETE CORP | 17,919 | $875.0M | 0.03% | |
| 197 | SEESEALED AIR CORP NEW | 20,302 | $867.0M | 0.03% | |
| 198 | BACBANK AMER CORP | 34,200 | $866.0M | 0.03% | Call |
| 199 | FDSFACTSET RESH SYS INC | 4,784 | $861.0M | 0.03% | |
| 200 | SWXSOUTHWEST GAS HOLDINGS INC | 11,095 | $861.0M | 0.03% |