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)

#StockSharesValue% PortfolioType
101
HLTHILTON WORLDWIDE HLDGS INC
94,200$5.8B0.16%
102
SNASNAP ON INC
36,344$5.7B0.16%
103
DGDOLLAR GEN CORP NEW
78,099$5.6B0.15%
104
UNPUNION PAC CORP
51,590$5.6B0.15%Put
105
A4SAMERIPRISE FINL INC
42,600$5.4B0.15%
106
NWLNEWELL BRANDS INC
101,102$5.4B0.15%
107
TAT&T INC
137,972$5.2B0.14%Put
108
PGPROCTER AND GAMBLE CO
59,279$5.2B0.14%
109
NEWFIELD EXPL CO
180,230$5.1B0.14%
110
CVXCHEVRON CORP NEW
49,070$5.1B0.14%Put
111
WEBMD HEALTH CORP
86,000$5.0B0.14%Call
112
AQLTISHARES TR
54,295$5.0B0.14%
113
LDOSLEIDOS HLDGS INC
95,952$5.0B0.13%
114
TXNTEXAS INSTRS INC
63,027$4.8B0.13%Put
115
EAELECTRONIC ARTS INC
45,814$4.8B0.13%
116
JNPJUNIPER NETWORKS INC
171,938$4.8B0.13%
117
ADSKAUTODESK INC
47,500$4.8B0.13%
118
LEUCADIA NATL CORP
182,813$4.8B0.13%
119
ALKALASKA AIR GROUP INC
52,700$4.7B0.13%
120
FMUSDISHARES
163,798$4.7B0.13%
121
ADBEADOBE SYS INC
32,918$4.7B0.13%
122
CHRWC H ROBINSON WORLDWIDE INC
66,681$4.6B0.12%
123
ABMDEURABIOMED INC
31,921$4.6B0.12%
124
TRCOTRIBUNE MEDIA CO
111,607$4.5B0.12%Put
125
AVGOBROADCOM LTD
19,507$4.5B0.12%
126
MARMARRIOTT INTL INC NEW
45,021$4.5B0.12%
127
JNJJOHNSON & JOHNSON
33,920$4.5B0.12%Put
128
CBOECBOE HLDGS INC
48,935$4.5B0.12%
129
DELPHI AUTOMOTIVE PLC
50,801$4.5B0.12%
130
DEDEERE & CO
35,711$4.4B0.12%
131
PRGOPERRIGO CO PLC
57,945$4.4B0.12%
132
BERYEURBERRY GLOBAL GROUP INC
75,641$4.3B0.12%
133
JPMJPMORGAN CHASE & CO
46,515$4.2B0.12%Put
134
OLEDUNIVERSAL DISPLAY CORP
37,700$4.1B0.11%
135
SNISCRIPPS NETWORKS INTERACT IN
59,900$4.1B0.11%
136
XLFISELECT SECTOR SPDR TR
73,916$4.1B0.11%
137
XLYSELECT SECTOR SPDR TR
45,139$4.0B0.11%
138
WDAYWORKDAY INC
41,699$4.0B0.11%
139
COSTCOSTCO WHSL CORP NEW
24,913$4.0B0.11%
140
CXOEURCONCHO RES INC
32,019$3.9B0.11%
141
AKXANSYS INC
31,611$3.8B0.10%
142
LRCXEURLAM RESEARCH CORP
27,200$3.8B0.10%
143
SIXEURSIX FLAGS ENTMT CORP NEW
64,500$3.8B0.10%
144
WBAWALGREENS BOOTS ALLIANCE INC
48,731$3.8B0.10%
145
PACWUSDPACWEST BANCORP DEL
81,700$3.8B0.10%
146
PVHPVH CORP
33,229$3.8B0.10%
147
FASTFASTENAL CO
87,100$3.8B0.10%
148
LQDISHARES TR
31,370$3.8B0.10%
149
GOOGALPHABET INC
4,000$3.6B0.10%Call
150
W3UWESTERN UN CO
190,510$3.6B0.10%
151
GMGENERAL MTRS CO
102,867$3.6B0.10%Put
152
TMUST MOBILE US INC
59,000$3.6B0.10%
153
ALBALBEMARLE CORP
33,700$3.6B0.10%
154
COHREURCOHERENT INC
15,512$3.5B0.09%
155
BWXTBWX TECHNOLOGIES INC
70,774$3.5B0.09%
156
PEGPUBLIC SVC ENTERPRISE GROUP
80,198$3.4B0.09%
157
CRICARTER INC
38,500$3.4B0.09%
158
MCKMCKESSON CORP
20,662$3.4B0.09%
159
PBPROSPERITY BANCSHARES INC
52,300$3.4B0.09%
160
SONSONOCO PRODS CO
65,132$3.3B0.09%
161
SRCLSTERICYCLE INC
43,716$3.3B0.09%
162
XLUSELECT SECTOR SPDR TR
64,038$3.3B0.09%
163
TEVATEVA PHARMACEUTICAL INDS LTD
99,900$3.3B0.09%Call
164
XOMEXXON MOBIL CORP
40,920$3.3B0.09%Call
165
DVNDEVON ENERGY CORP NEW
103,300$3.3B0.09%
166
IDXXIDEXX LABS INC
20,426$3.3B0.09%
167
IHS MARKIT LTD
74,123$3.3B0.09%
168
MRKMERCK & CO INC
50,858$3.3B0.09%
169
AFGAMERICAN FINL GROUP INC OHIO
32,651$3.2B0.09%
170
EZUISHARES
80,313$3.2B0.09%
171
IAUUSDISHARES GOLD TRUST
270,448$3.2B0.09%
172
VEEVVEEVA SYS INC
51,400$3.2B0.09%
173
CCCHEMOURS CO
82,200$3.1B0.08%
174
BIIBBIOGEN INC
11,400$3.1B0.08%
175
PARSLEY ENERGY INC
111,431$3.1B0.08%
176
CHDCHURCH & DWIGHT INC
59,208$3.1B0.08%
177
LENLENNAR CORP
57,400$3.1B0.08%
178
LKQ1LKQ CORP
92,189$3.0B0.08%
179
SPBSPECTRUM BRANDS HLDGS INC
24,100$3.0B0.08%
180
SAVESPIRIT AIRLS INC
57,500$3.0B0.08%
181
VWR CORP
89,602$3.0B0.08%
182
TTWOTAKE-TWO INTERACTIVE SOFTWAR
39,600$2.9B0.08%
183
HOGHARLEY DAVIDSON INC
52,798$2.9B0.08%
184
BRK/BBERKSHIRE HATHAWAY INC DEL
16,800$2.8B0.08%Put
185
ILMNILLUMINA INC
16,352$2.8B0.08%
186
TDYTELEDYNE TECHNOLOGIES INC
22,104$2.8B0.08%
187
DDOMINION ENERGY INC
36,640$2.8B0.08%
188
MCHPMICROCHIP TECHNOLOGY INC
36,328$2.8B0.08%
189
GISGENERAL MLS INC
50,611$2.8B0.08%
190
ACGLARCH CAP GROUP LTD
30,027$2.8B0.08%
191
AMYRIS INC
4,000,000$2.8B0.08%
192
BURLBURLINGTON STORES INC
30,207$2.8B0.08%
193
CFGCITIZENS FINL GROUP INC
77,777$2.8B0.08%
194
MLMMARTIN MARIETTA MATLS INC
12,400$2.8B0.07%
195
FIDELITY & GTY LIFE
86,640$2.7B0.07%
196
CERNCHFCERNER CORP
40,211$2.7B0.07%
197
DUN & BRADSTREET CORP DEL NE
24,400$2.6B0.07%
198
NAVNAVISTAR INTL CORP NEW
100,200$2.6B0.07%Put
199
CPBCAMPBELL SOUP CO
49,093$2.6B0.07%
200
EXPEAGLE MATERIALS INC
27,400$2.5B0.07%
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