CAPSTONE INVESTMENT ADVISORS, LLC Q4 2016 Filing

Filed February 14, 2017

Portfolio Value

$3.2T

Holdings

709

Report Date

Q4 2016

Filing Type

13F-HR

All Holdings (709 positions)

#StockSharesValue% PortfolioType
101
OASIS PETE INC NEW
4,507,000$6.3B0.19%
102
BBYBEST BUY INC
144,750$6.2B0.19%
103
ACMAECOM
163,460$5.9B0.18%
104
BACVERIZON COMMUNICATIONS INC
110,939$5.9B0.18%Put
105
CELGCELGENE CORP
51,100$5.9B0.18%Put
106
IRONWOOD PHARMACEUTICALS INC
5,000,000$5.7B0.18%
107
BNDVANGUARD BD INDEX FD INC
70,524$5.7B0.18%
108
B/E AEROSPACE INC
94,589$5.7B0.18%
109
MHKMOHAWK INDS INC
28,508$5.7B0.18%
110
STARWOOD PPTY TR INC
5,500,000$5.7B0.17%
111
DYHTARGET CORP
77,369$5.6B0.17%
112
HN9HANESBRANDS INC
258,228$5.6B0.17%
113
PPGPPG INDS INC
57,869$5.5B0.17%
114
STTSPDR SERIES TRUST
148,724$5.4B0.17%
115
PRIVATEBANCORP INC
100,000$5.4B0.17%
116
INTERCEPT PHARMACEUTICALS IN
6,000,000$5.4B0.17%
117
MCHPMICROCHIP TECHNOLOGY INC
83,745$5.4B0.17%
118
NWLNEWELL BRANDS INC
119,816$5.3B0.17%
119
MAMASTERCARD INCORPORATED
51,646$5.3B0.16%Put
120
PFEPFIZER INC
162,762$5.3B0.16%Put
121
CTRIP COM INTL LTD
5,000,000$5.2B0.16%
122
NEENEXTERA ENERGY INC
43,540$5.2B0.16%Call
123
KELKELLOGG CO
68,000$5.0B0.15%
124
BAXBAXTER INTL INC
112,619$5.0B0.15%
125
4I1PHILIP MORRIS INTL INC
53,520$4.9B0.15%Put
126
CSXCSX CORP
134,486$4.8B0.15%
127
NOCNORTHROP GRUMMAN CORP
20,612$4.8B0.15%
128
CST BRANDS INC
99,548$4.8B0.15%
129
AONAON PLC
42,610$4.8B0.15%
130
INTCINTEL CORP
129,006$4.7B0.14%Put
131
WBAWALGREENS BOOTS ALLIANCE INC
56,141$4.6B0.14%Put
132
ULTIMATE SOFTWARE GROUP INC
25,012$4.6B0.14%
133
SOSOUTHERN CO
92,341$4.5B0.14%Put
134
MTDMETTLER TOLEDO INTERNATIONAL
10,790$4.5B0.14%
135
SLBSCHLUMBERGER LTD
53,707$4.5B0.14%Put
136
AERAERCAP HOLDINGS NV
104,855$4.4B0.13%
137
EOGEOG RES INC
42,962$4.3B0.13%Put
138
FDO.FMACYS INC
120,694$4.3B0.13%
139
UNHUNITEDHEALTH GROUP INC
26,800$4.3B0.13%Put
140
CXOEURCONCHO RES INC
31,998$4.2B0.13%
141
PTCPTC INC
90,731$4.2B0.13%
142
KMXCARMAX INC
63,800$4.1B0.13%
143
PBCTEURPEOPLES UNITED FINANCIAL INC
211,831$4.1B0.13%
144
SRCLSTERICYCLE INC
52,080$4.0B0.12%
145
BACBANK AMER CORP
181,600$4.0B0.12%Put
146
HHYATT HOTELS CORP
70,898$3.9B0.12%
147
LIBERTY MEDIA CORP
7,300,000$3.9B0.12%
148
EMNEASTMAN CHEM CO
51,400$3.9B0.12%
149
ZAYOEURZAYO GROUP HLDGS INC
116,758$3.8B0.12%
150
PG4PRINCIPAL FINL GROUP INC
65,500$3.8B0.12%
151
MIC2EURMACQUARIE INFRASTRUCTURE COR
45,958$3.8B0.12%
152
ORCLORACLE CORP
96,893$3.7B0.11%Put
153
UPSUNITED PARCEL SERVICE INC
32,087$3.7B0.11%Put
154
DLTRDOLLAR TREE INC
47,449$3.7B0.11%
155
VRSNVERISIGN INC
48,113$3.7B0.11%
156
VEEVVEEVA SYS INC
89,748$3.7B0.11%
157
PYPLPAYPAL HLDGS INC
91,767$3.6B0.11%Call
158
BBTUSDBB&T CORP
76,500$3.6B0.11%
159
TIFEURTIFFANY & CO NEW
46,365$3.6B0.11%
160
SUNTRUST BKS INC
64,800$3.6B0.11%
161
EWTISHARES INC
120,803$3.5B0.11%
162
AFLAFLAC INC
50,704$3.5B0.11%
163
LVSLAS VEGAS SANDS CORP
66,000$3.5B0.11%
164
TTENTOTAL S A
68,690$3.5B0.11%
165
BROCADE COMMUNICATIONS SYS I
280,500$3.5B0.11%
166
VSATVIASAT INC
52,680$3.5B0.11%
167
AMGNAMGEN INC
23,694$3.5B0.11%Put
168
PRGOPERRIGO CO PLC
41,500$3.5B0.11%
169
DEPOMED INC
3,000,000$3.4B0.11%
170
MRVLMARVELL TECHNOLOGY GROUP LTD
246,361$3.4B0.11%
171
QCOMQUALCOMM INC
52,243$3.4B0.11%Put
172
CLCOLGATE PALMOLIVE CO
51,672$3.4B0.10%Put
173
EWUISHARES TR
109,496$3.4B0.10%
174
DCIDONALDSON INC
78,855$3.3B0.10%
175
JWNUSDNORDSTROM INC
68,988$3.3B0.10%
176
LKQ1LKQ CORP
107,747$3.3B0.10%
177
ALLYALLY FINL INC
169,916$3.2B0.10%
178
DPZDOMINOS PIZZA INC
19,937$3.2B0.10%
179
TOLTOLL BROTHERS INC
100,766$3.1B0.10%
180
AQLTISHARES TR
35,250$3.1B0.10%
181
HDHOME DEPOT INC
23,200$3.1B0.10%Put
182
UNPUNION PAC CORP
29,579$3.1B0.09%Put
183
EXPEEXPEDIA INC DEL
26,970$3.1B0.09%
184
BKNGPRICELINE GRP INC
2,067$3.0B0.09%Put
185
TRVCCITIGROUP INC
50,800$3.0B0.09%Put
186
JBLJABIL CIRCUIT INC
125,796$3.0B0.09%
187
HEALTHSOUTH CORP
2,500,000$3.0B0.09%
188
CMCSACOMCAST CORP NEW
43,100$3.0B0.09%Put
189
AALAMERICAN AIRLS GROUP INC
63,200$3.0B0.09%
190
IYRISHARES TR
38,200$2.9B0.09%Put
191
MCDMCDONALDS CORP
23,000$2.8B0.09%Put
192
RRYDER SYS INC
37,400$2.8B0.09%
193
LYVLIVE NATION ENTERTAINMENT IN
103,622$2.8B0.09%
194
DELLDELL TECHNOLOGIES INC
50,000$2.7B0.08%
195
NTAPNETAPP INC
77,477$2.7B0.08%
196
ABGAMERISOURCEBERGEN CORP
34,800$2.7B0.08%
197
TAPMOLSON COORS BREWING CO
27,900$2.7B0.08%
198
FLEXFLEX LTD
186,962$2.7B0.08%
199
HRLHORMEL FOODS CORP
76,769$2.7B0.08%
200
CLOVIS ONCOLOGY INC
2,574,000$2.7B0.08%
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