CAPSTONE INVESTMENT ADVISORS, LLC Q4 2017 Filing
Filed February 14, 2018
Portfolio Value
$3.5T
Holdings
401
Report Date
Q4 2017
Filing Type
13F-HR
All Holdings (401 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | EZUISHARES INC | 98,526 | $4.3B | 0.12% | |
| 102 | DISCKUSDDISCOVERY COMMUNICATNS NEW | 200,000 | $4.2B | 0.12% | Call |
| 103 | TDTORONTO DOMINION BK ONT | 69,600 | $4.1B | 0.12% | Put |
| 104 | IAUUSDISHARES GOLD TRUST | 325,000 | $4.1B | 0.11% | |
| 105 | NAVNAVISTAR INTL CORP NEW | 94,300 | $4.0B | 0.11% | Put |
| 106 | MMM3M CO | 16,416 | $3.9B | 0.11% | Put |
| 107 | —BROADSOFT INC | 2,500,000 | $3.7B | 0.10% | |
| 108 | AQLTISHARES TR | 37,229 | $3.7B | 0.10% | |
| 109 | XLYSELECT SECTOR SPDR TR | 35,617 | $3.5B | 0.10% | |
| 110 | FMUSDISHARES INC | 104,614 | $3.5B | 0.10% | |
| 111 | —AEROJET ROCKETDYNE HLDGS INC | 2,500,000 | $3.5B | 0.10% | |
| 112 | BABAALIBABA GROUP HLDG LTD | 20,000 | $3.4B | 0.10% | Put |
| 113 | —CAVIUM INC | 40,000 | $3.4B | 0.09% | |
| 114 | BRK/BBERKSHIRE HATHAWAY INC DEL | 16,800 | $3.3B | 0.09% | Put |
| 115 | EWIISHARES INC | 104,618 | $3.2B | 0.09% | |
| 116 | XLUSELECT SECTOR SPDR TR | 59,756 | $3.1B | 0.09% | |
| 117 | GOOGLALPHABET INC | 2,900 | $3.1B | 0.09% | Put |
| 118 | —CLEVELAND CLIFFS INC | 2,500,000 | $2.7B | 0.08% | |
| 119 | IJHISHARES TR | 14,041 | $2.7B | 0.08% | |
| 120 | —RITE AID CORP | 1,350,000 | $2.7B | 0.08% | Call |
| 121 | —AMYRIS INC | 4,000,000 | $2.6B | 0.07% | |
| 122 | BNDVANGUARD BD INDEX FD INC | 32,057 | $2.6B | 0.07% | |
| 123 | AGGISHARES TR | 23,913 | $2.6B | 0.07% | |
| 124 | LQDISHARES TR | 21,508 | $2.6B | 0.07% | |
| 125 | EWQISHARES INC | 81,598 | $2.5B | 0.07% | |
| 126 | —DEPOMED INC | 3,000,000 | $2.5B | 0.07% | |
| 127 | MRVLMARVELL TECHNOLOGY GROUP LTD | 114,000 | $2.4B | 0.07% | Call |
| 128 | —MCDERMOTT INTL INC | 365,307 | $2.4B | 0.07% | Call |
| 129 | —CURRENCYSHARES CDN DLR TR | 30,000 | $2.4B | 0.07% | |
| 130 | STTSPDR SERIES TRUST | 63,796 | $2.3B | 0.07% | |
| 131 | GOGOGOGO INC | 200,000 | $2.3B | 0.06% | |
| 132 | FXECURRENCYSHARES EURO TR | 19,000 | $2.2B | 0.06% | |
| 133 | GEGENERAL ELECTRIC CO | 125,807 | $2.2B | 0.06% | Put |
| 134 | HALHALLIBURTON CO | 43,316 | $2.1B | 0.06% | Call |
| 135 | DELLDELL TECHNOLOGIES INC | 25,000 | $2.0B | 0.06% | |
| 136 | —PARSLEY ENERGY INC | 68,189 | $2.0B | 0.06% | |
| 137 | BHCVALEANT PHARMACEUTICALS INTL | 94,300 | $2.0B | 0.06% | Put |
| 138 | EWWISHARES INC | 39,461 | $1.9B | 0.05% | |
| 139 | TEVATEVA PHARMACEUTICAL INDS LTD | 99,900 | $1.9B | 0.05% | Call |
| 140 | ORCLORACLE CORP | 39,000 | $1.8B | 0.05% | Put |
| 141 | CXOEURCONCHO RES INC | 12,059 | $1.8B | 0.05% | |
| 142 | UNPUNION PAC CORP | 13,500 | $1.8B | 0.05% | Put |
| 143 | EWTISHARES INC | 48,438 | $1.8B | 0.05% | |
| 144 | EWPISHARES INC | 50,963 | $1.7B | 0.05% | |
| 145 | CACCCREDIT ACCEP CORP MICH | 5,000 | $1.6B | 0.05% | Put |
| 146 | EWJISHARES INC | 25,531 | $1.5B | 0.04% | |
| 147 | EWZISHARES INC | 37,010 | $1.5B | 0.04% | |
| 148 | INTCINTEL CORP | 30,000 | $1.4B | 0.04% | |
| 149 | —CREDIT SUISSE NASSAU BRH | 10,126 | $1.4B | 0.04% | |
| 150 | IWVISHARES TR | 8,591 | $1.4B | 0.04% | |
| 151 | —ECO STIM ENERGY SOLUTIONS IN | 1,048,951 | $1.3B | 0.04% | |
| 152 | KOCOCA COLA CO | 28,451 | $1.3B | 0.04% | Put |
| 153 | KMIKINDER MORGAN INC DEL | 68,525 | $1.2B | 0.03% | Put |
| 154 | EMBJEMBRAER S A | 50,000 | $1.2B | 0.03% | Call |
| 155 | VSTVISTRA ENERGY CORP | 65,200 | $1.2B | 0.03% | |
| 156 | CPE3EURCALLON PETE CO DEL | 98,068 | $1.2B | 0.03% | |
| 157 | METMETLIFE INC | 21,659 | $1.1B | 0.03% | |
| 158 | WBC1EURWABCO HLDGS INC | 7,362 | $1.1B | 0.03% | |
| 159 | IQVIQVIA HLDGS INC | 10,600 | $1.0B | 0.03% | |
| 160 | RCLROYAL CARIBBEAN CRUISES LTD | 8,047 | $959.0M | 0.03% | |
| 161 | WMTWAL-MART STORES INC | 9,563 | $944.0M | 0.03% | |
| 162 | CELGCELGENE CORP | 9,000 | $937.0M | 0.03% | Put |
| 163 | MTNVAIL RESORTS INC | 4,400 | $934.0M | 0.03% | |
| 164 | POSTPOST HLDGS INC | 11,393 | $902.0M | 0.03% | |
| 165 | ELFE L F BEAUTY INC | 40,000 | $892.0M | 0.03% | |
| 166 | FRCBFIRST REP BK SAN FRANCISCO C | 10,274 | $890.0M | 0.03% | |
| 167 | ETNEATON CORP PLC | 11,203 | $885.0M | 0.02% | |
| 168 | —GNC HLDGS INC | 2,000,000 | $881.0M | 0.02% | |
| 169 | GMGENERAL MTRS CO | 21,000 | $860.0M | 0.02% | |
| 170 | AGOASSURED GUARANTY LTD | 24,773 | $839.0M | 0.02% | |
| 171 | —NATIONAL INSTRS CORP | 20,099 | $836.0M | 0.02% | |
| 172 | SRESEMPRA ENERGY | 7,700 | $823.0M | 0.02% | |
| 173 | —ACORDA THERAPEUTICS INC | 38,200 | $818.0M | 0.02% | Put |
| 174 | CZREURCAESARS ENTMT CORP | 64,485 | $815.0M | 0.02% | |
| 175 | CVXCHEVRON CORP NEW | 6,385 | $798.0M | 0.02% | Put |
| 176 | IVZINVESCO LTD | 21,856 | $798.0M | 0.02% | |
| 177 | CMCSACOMCAST CORP NEW | 19,640 | $785.0M | 0.02% | Put |
| 178 | ANAUTONATION INC | 15,000 | $769.0M | 0.02% | |
| 179 | DGDOLLAR GEN CORP NEW | 8,200 | $762.0M | 0.02% | |
| 180 | ICLRICON PLC | 6,750 | $757.0M | 0.02% | |
| 181 | PTCPTC INC | 12,259 | $744.0M | 0.02% | |
| 182 | TTWOTAKE-TWO INTERACTIVE SOFTWAR | 6,777 | $743.0M | 0.02% | |
| 183 | EXLSEXLSERVICE HOLDINGS INC | 12,311 | $742.0M | 0.02% | |
| 184 | GRA1EURGRACE W R & CO DEL NEW | 10,500 | $736.0M | 0.02% | |
| 185 | PTENPATTERSON UTI ENERGY INC | 31,944 | $734.0M | 0.02% | Call |
| 186 | AFWALIGN TECHNOLOGY INC | 3,299 | $733.0M | 0.02% | |
| 187 | IGTINTERNATIONAL GAME TECHNOLOG | 27,622 | $732.0M | 0.02% | |
| 188 | SNPSSYNOPSYS INC | 8,500 | $724.0M | 0.02% | |
| 189 | EWSISHARES INC | 27,810 | $721.0M | 0.02% | |
| 190 | SPLKCHFSPLUNK INC | 8,500 | $704.0M | 0.02% | |
| 191 | AABAUSDALTABA INC | 10,034 | $700.0M | 0.02% | |
| 192 | —MEDICINES CO | 25,000 | $683.0M | 0.02% | Put |
| 193 | AWMSKYWORKS SOLUTIONS INC | 7,200 | $683.0M | 0.02% | |
| 194 | —BARCLAYS BK PLC | 104,351 | $682.0M | 0.02% | |
| 195 | EGBNEAGLE BANCORP INC MD | 11,723 | $678.0M | 0.02% | |
| 196 | KHCKRAFT HEINZ CO | 8,700 | $676.0M | 0.02% | |
| 197 | HRLHORMEL FOODS CORP | 18,514 | $673.0M | 0.02% | |
| 198 | HIIHUNTINGTON INGALLS INDS INC | 2,811 | $662.0M | 0.02% | |
| 199 | NUANEURNUANCE COMMUNICATIONS INC | 40,000 | $654.0M | 0.02% | |
| 200 | JECUSDJACOBS ENGR GROUP INC DEL | 9,800 | $646.0M | 0.02% |