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
201
NIELSEN HLDGS PLC
65,465$2.5B0.07%
202
XECEURCIMAREX ENERGY CO
26,202$2.5B0.07%
203
CICIGNA CORPORATION
14,612$2.4B0.07%
204
35VVEON LTD
617,868$2.4B0.07%
205
RHRH
37,200$2.4B0.07%Put
206
BKUBANKUNITED INC
70,800$2.4B0.06%
207
GNC HLDGS INC
3,500,000$2.3B0.06%
208
ALSNALLISON TRANSMISSION HLDGS I
61,900$2.3B0.06%
209
MOHMOLINA HEALTHCARE INC
33,210$2.3B0.06%
210
STTSPDR SERIES TRUST
61,253$2.3B0.06%
211
MYLAN N V
58,700$2.3B0.06%
212
EWHISHARES
96,991$2.3B0.06%
213
SLMSLM CORP
193,392$2.2B0.06%
214
CTXSEURCITRIX SYS INC
27,300$2.2B0.06%
215
BABAALIBABA GROUP HLDG LTD
15,000$2.1B0.06%Call
216
ORIOLD REP INTL CORP
107,508$2.1B0.06%
217
HRBBLOCK H & R INC
66,900$2.1B0.06%
218
BAHBOOZ ALLEN HAMILTON HLDG COR
63,400$2.1B0.06%
219
WSTWEST PHARMACEUTICAL SVSC INC
21,760$2.1B0.06%
220
HONHONEYWELL INTL INC
15,194$2.0B0.05%Put
221
FORTRESS INVESTMENT GROUP LL
250,000$2.0B0.05%
222
AMGNAMGEN INC
11,470$2.0B0.05%
223
CPE3EURCALLON PETE CO DEL
181,214$1.9B0.05%Put
224
PEPPEPSICO INC
16,500$1.9B0.05%Put
225
FEFIRSTENERGY CORP
64,870$1.9B0.05%
226
ECHISHARES
45,266$1.9B0.05%
227
INTCINTEL CORP
55,394$1.9B0.05%
228
TOLTOLL BROTHERS INC
46,996$1.9B0.05%
229
PRUPRUDENTIAL FINL INC
16,900$1.8B0.05%
230
SJMSMUCKER J M CO
15,400$1.8B0.05%
231
EWAISHARES
83,792$1.8B0.05%
232
L3 TECHNOLOGIES INC
10,817$1.8B0.05%
233
RSP PERMIAN INC
55,824$1.8B0.05%
234
POSTPOST HLDGS INC
23,161$1.8B0.05%
235
LLOEWS CORP
38,400$1.8B0.05%
236
UNVREURUNIVAR INC
58,876$1.7B0.05%
237
ARNCCHFARCONIC INC
75,905$1.7B0.05%
238
HALHALLIBURTON CO
40,000$1.7B0.05%
239
COTYCOTY INC
90,886$1.7B0.05%
240
EWJISHARES INC
31,438$1.7B0.05%
241
TXTTEXTRON INC
35,700$1.7B0.05%
242
AKORN INC
50,000$1.7B0.05%
243
CMGCHIPOTLE MEXICAN GRILL INC
4,000$1.7B0.05%
244
REEVEREST RE GROUP LTD
6,456$1.6B0.04%
245
TERTERADYNE INC
54,700$1.6B0.04%
246
SGENEURSEATTLE GENETICS INC
31,700$1.6B0.04%
247
PCARPACCAR INC
24,201$1.6B0.04%
248
EWEDWARDS LIFESCIENCES CORP
13,395$1.6B0.04%
249
STXSEAGATE TECHNOLOGY PLC
39,800$1.5B0.04%
250
OPLNKAR AUCTION SVCS INC
36,700$1.5B0.04%
251
GILDGILEAD SCIENCES INC
21,383$1.5B0.04%Put
252
FNBFNB CORP PA
106,379$1.5B0.04%
253
USX1UNITED STATES STL CORP NEW
67,736$1.5B0.04%Put
254
FFORD MTR CO DEL
132,961$1.5B0.04%
255
OASIS PETE INC NEW
1,507,000$1.5B0.04%
256
AESAES CORP
132,796$1.5B0.04%
257
HCAHCA HEALTHCARE INC
16,871$1.5B0.04%
258
SNEURSANCHEZ ENERGY CORP
200,000$1.4B0.04%
259
CALPINE CORP
105,779$1.4B0.04%
260
DONSPDR DOW JONES INDL AVRG ETF
6,664$1.4B0.04%
261
CELGCELGENE CORP
10,801$1.4B0.04%Put
262
FLIRFLIR SYS INC
38,899$1.3B0.04%
263
DYHTARGET CORP
25,700$1.3B0.04%
264
VIAVVIAVI SOLUTIONS INC
126,912$1.3B0.04%
265
CBRECBRE GROUP INC
36,084$1.3B0.04%
266
FT2FIRST HORIZON NATL CORP
75,000$1.3B0.04%
267
IBERIABANK CORP
15,950$1.3B0.04%
268
NUANEURNUANCE COMMUNICATIONS INC
73,000$1.3B0.03%
269
OGEOGE ENERGY CORP
36,362$1.3B0.03%
270
NKENIKE INC
21,025$1.2B0.03%
271
BHCVALEANT PHARMACEUTICALS INTL
71,800$1.2B0.03%Put
272
EIXEDISON INTL
15,833$1.2B0.03%
273
PPCPILGRIMS PRIDE CORP NEW
56,183$1.2B0.03%
274
EWIISHARES INC
44,204$1.2B0.03%
275
KELKELLOGG CO
17,574$1.2B0.03%
276
TAPMOLSON COORS BREWING CO
14,100$1.2B0.03%
277
AWMSKYWORKS SOLUTIONS INC
12,600$1.2B0.03%
278
MNSTMONSTER BEVERAGE CORP NEW
23,770$1.2B0.03%
279
DLTRDOLLAR TREE INC
16,685$1.2B0.03%
280
FUODOLBY LABORATORIES INC
23,500$1.1B0.03%
281
CLBCORE LABORATORIES N V
11,300$1.1B0.03%
282
EVEUREATON VANCE CORP
24,100$1.1B0.03%
283
SWKSTANLEY BLACK & DECKER INC
8,100$1.1B0.03%
284
PACIFIC CONTINENTAL CORP
42,892$1.1B0.03%
285
AAWWUSDATLAS AIR WORLDWIDE HLDGS IN
20,300$1.1B0.03%
286
BFAMBRIGHT HORIZONS FAM SOL IN D
13,600$1.1B0.03%
287
CALATLANTIC GROUP INC
29,400$1.0B0.03%
288
GPNGLOBAL PMTS INC
11,423$1.0B0.03%
289
EWYISHARES
15,041$1.0B0.03%
290
KOCOCA COLA CO
22,541$1.0B0.03%Put
291
DVADAVITA INC
15,588$1.0B0.03%
292
APDAIR PRODS & CHEMS INC
7,008$1.0B0.03%
293
APCANADARKO PETE CORP
22,000$997.0M0.03%
294
AERAERCAP HOLDINGS NV
20,799$965.0M0.03%
295
HYGISHARES TR
10,924$965.0M0.03%
296
FXECURRENCYSHARES EURO TR
8,576$947.0M0.03%
297
NSCNORFOLK SOUTHERN CORP
7,785$947.0M0.03%
298
CAVIUM INC
15,000$931.0M0.03%
299
LOWLOWES COS INC
12,000$930.0M0.03%
300
TSCOTRACTOR SUPPLY CO
17,100$926.0M0.03%
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