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)

#StockSharesValue% PortfolioType
201
ALSNALLISON TRANSMISSION HLDGS I
22,917$860.0M0.03%
202
SPBSPECTRUM BRANDS HLDGS INC
8,100$857.0M0.03%
203
XL GROUP LTD
21,714$856.0M0.03%
204
EWNISHARES INC
27,163$852.0M0.03%
205
YELPYELP INC
19,800$852.0M0.03%Put
206
ABBVABBVIE INC
9,500$843.0M0.03%Call
207
ILMNILLUMINA INC
4,209$838.0M0.03%
208
UTXZUNITED TECHNOLOGIES CORP
7,088$821.0M0.03%Put
209
VMCVULCAN MATLS CO
6,763$808.0M0.03%
210
SNASNAP ON INC
5,398$804.0M0.03%
211
REEVEREST RE GROUP LTD
3,500$799.0M0.03%
212
FCXFREEPORT-MCMORAN INC
56,287$790.0M0.03%
213
CMCSACOMCAST CORP NEW
20,235$778.0M0.03%Put
214
MLMMARTIN MARIETTA MATLS INC
3,700$763.0M0.03%
215
BARCLAYS BK PLC
139,933$752.0M0.03%
216
LEUCADIA NATL CORP
29,299$739.0M0.03%
217
GWREGUIDEWIRE SOFTWARE INC
9,400$731.0M0.03%
218
PRAHPRA HEALTH SCIENCES INC
9,560$728.0M0.03%
219
CVXCHEVRON CORP NEW
6,131$720.0M0.03%Put
220
LKQ1LKQ CORP
19,415$698.0M0.02%
221
GGENPACT LIMITED
24,203$695.0M0.02%
222
JBLJABIL INC
24,300$693.0M0.02%
223
MRVLMARVELL TECHNOLOGY GROUP LTD
38,338$686.0M0.02%
224
UTHUNITED THERAPEUTICS CORP DEL
5,799$679.0M0.02%
225
DLTRDOLLAR TREE INC
7,784$675.0M0.02%
226
CLXCLOROX CO DEL
5,100$672.0M0.02%
227
WMBWILLIAMS COS INC DEL
22,406$672.0M0.02%
228
COSTCOSTCO WHSL CORP NEW
4,096$672.0M0.02%
229
TWENTY FIRST CENTY FOX INC
25,500$672.0M0.02%
230
AVGOBROADCOM LTD
2,703$655.0M0.02%
231
ZBHZIMMER BIOMET HLDGS INC
5,592$654.0M0.02%
232
DYHTARGET CORP
11,047$651.0M0.02%
233
LQDISHARES TR
5,307$643.0M0.02%
234
PACWUSDPACWEST BANCORP DEL
12,700$641.0M0.02%
235
EVTCEVERTEC INC
40,400$640.0M0.02%
236
GPNGLOBAL PMTS INC
6,611$628.0M0.02%
237
PTENPATTERSON UTI ENERGY INC
29,744$622.0M0.02%
238
ATOATMOS ENERGY CORP
7,400$620.0M0.02%
239
LLOEWS CORP
12,651$605.0M0.02%
240
SPLKCHFSPLUNK INC
9,100$604.0M0.02%
241
AYIACUITY BRANDS INC
3,495$598.0M0.02%
242
MIC2EURMACQUARIE INFRASTRUCTURE COR
8,200$591.0M0.02%
243
KSUEURKANSAS CITY SOUTHERN
5,400$586.0M0.02%
244
PINCPREMIER INC
17,791$579.0M0.02%
245
UHALAMERCO
1,523$570.0M0.02%
246
CTXSEURCITRIX SYS INC
7,346$564.0M0.02%
247
INCYINCYTE CORP
4,800$560.0M0.02%
248
PG4PRINCIPAL FINL GROUP INC
8,700$559.0M0.02%
249
FEFIRSTENERGY CORP
18,100$558.0M0.02%
250
HSICSCHEIN HENRY INC
6,716$550.0M0.02%
251
GRUBHUB INC
10,460$550.0M0.02%
252
VANTIV INC
7,798$549.0M0.02%
253
DXCDXC TECHNOLOGY CO
6,400$549.0M0.02%
254
RPMRPM INTL INC
10,549$541.0M0.02%
255
DATATABLEAU SOFTWARE INC
7,186$538.0M0.02%
256
CAKECHEESECAKE FACTORY INC
12,700$534.0M0.02%
257
PFEPFIZER INC
14,978$534.0M0.02%Put
258
ROSTROSS STORES INC
8,276$534.0M0.02%
259
QCOMQUALCOMM INC
10,286$532.0M0.02%Call
260
THERAPEUTICSMD INC
100,000$529.0M0.02%
261
LAZLAZARD LTD
11,700$529.0M0.02%
262
SRCLSTERICYCLE INC
7,383$528.0M0.02%
263
RGENREPLIGEN CORP
13,763$527.0M0.02%
264
MSIMOTOROLA SOLUTIONS INC
6,200$526.0M0.02%
265
TAPMOLSON COORS BREWING CO
6,300$514.0M0.02%
266
PRGOPERRIGO CO PLC
5,651$478.0M0.02%
267
HOUSREALOGY HLDGS CORP
14,500$477.0M0.02%
268
BWXTBWX TECHNOLOGIES INC
8,500$476.0M0.02%
269
VALIDUS HOLDINGS LTD
9,600$472.0M0.02%
270
EXLSEXLSERVICE HOLDINGS INC
8,067$470.0M0.02%
271
HOLXHOLOGIC INC
12,736$467.0M0.02%
272
PNWPINNACLE WEST CAP CORP
5,500$465.0M0.02%
273
VVISA INC
4,365$459.0M0.02%
274
LOBLIVE OAK BANCSHARES INC
19,573$458.0M0.02%
275
AKORN INC
13,700$454.0M0.02%Put
276
RPREALPAGE INC
11,192$446.0M0.02%
277
A4SAMERIPRISE FINL INC
3,000$445.0M0.02%
278
GNC HLDGS INC
50,000$442.0M0.02%Put
279
SCHWSCHWAB CHARLES CORP NEW
10,076$440.0M0.02%
280
WTSWATTS WATER TECHNOLOGIES INC
6,289$435.0M0.02%
281
JBLUJETBLUE AIRWAYS CORP
23,498$435.0M0.02%
282
PEOEXELON CORP
11,528$434.0M0.02%
283
ECLECOLAB INC
3,363$432.0M0.02%
284
CRREURCARBO CERAMICS INC
50,000$431.0M0.02%
285
ANIXTER INTL INC
5,035$427.0M0.01%
286
KMXCARMAX INC
5,600$424.0M0.01%
287
UALUNITED CONTL HLDGS INC
6,900$420.0M0.01%
288
SOSOUTHERN CO
8,529$419.0M0.01%
289
B7SBROOKDALE SR LIVING INC
39,472$418.0M0.01%
290
MTBM & T BK CORP
2,601$418.0M0.01%
291
AGCOAGCO CORP
5,600$413.0M0.01%
292
IEXIDEX CORP
3,396$412.0M0.01%
293
PBVPRESTIGE BRANDS HLDGS INC
8,186$410.0M0.01%
294
ITTITT INC
9,200$407.0M0.01%
295
HYGISHARES TR
4,574$405.0M0.01%
296
IOSPINNOSPEC INC
6,554$404.0M0.01%
297
CITCINTAS CORP
2,800$403.0M0.01%
298
WRIGHT MED GROUP N V
15,575$402.0M0.01%
299
MCXMCCORMICK & CO INC
3,910$401.0M0.01%
300
ASPEN INSURANCE HOLDINGS LTD
9,900$399.0M0.01%
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