CAPSTONE INVESTMENT ADVISORS, LLC Q1 2016 Filing

Filed May 16, 2016

Portfolio Value

$3.3T

Holdings

583

Report Date

Q1 2016

Filing Type

13F-HR

All Holdings (583 positions)

#StockSharesValue% PortfolioType
101
CSCOCISCO SYS INC
142,777$4.1B0.12%
102
PSXPHILLIPS 66
46,751$4.0B0.12%
103
STARWOOD PPTY TR INC
4,000,000$4.0B0.12%
104
ODPEUROFFICE DEPOT INC
559,300$4.0B0.12%Call
105
L-3 COMMUNICATIONS HLDGS INC
32,600$3.9B0.12%
106
CMECME GROUP INC
40,220$3.9B0.12%
107
ORCLORACLE CORP
93,271$3.8B0.12%
108
COFCAPITAL ONE FINL CORP
53,431$3.7B0.11%
109
MMM3M CO
21,725$3.6B0.11%
110
ALXNALEXION PHARMACEUTICALS INC
25,775$3.6B0.11%
111
DWDMORGAN STANLEY
143,317$3.6B0.11%
112
LNGCHENIERE ENERGY INC
105,115$3.6B0.11%Put
113
HRLHORMEL FOODS CORP
82,427$3.6B0.11%
114
BANK OF THE OZARKS INC
84,674$3.6B0.11%
115
ACNACCENTURE PLC IRELAND
29,785$3.4B0.10%
116
MSIMOTOROLA SOLUTIONS INC
45,074$3.4B0.10%
117
BIIBBIOGEN INC
13,005$3.4B0.10%
118
XYLXYLEM INC
82,700$3.4B0.10%
119
BHCVALEANT PHARMACEUTICALS INTL
127,600$3.4B0.10%Put
120
LEUCADIA NATL CORP
206,194$3.3B0.10%
121
HSICSCHEIN HENRY INC
19,300$3.3B0.10%
122
AEPAMERICAN ELEC PWR INC
49,984$3.3B0.10%
123
PPLPPL CORP
86,428$3.3B0.10%
124
AIGAMERICAN INTL GROUP INC
60,600$3.3B0.10%
125
INGMINGRAM MICRO INC
90,788$3.3B0.10%
126
TOLTOLL BROTHERS INC
110,275$3.3B0.10%
127
LLYLILLY ELI & CO
43,496$3.1B0.10%
128
TFXTELEFLEX INC
19,898$3.1B0.10%
129
AKAMAKAMAI TECHNOLOGIES INC
55,400$3.1B0.09%
130
DGDOLLAR GEN CORP NEW
35,692$3.1B0.09%
131
ILMNILLUMINA INC
18,800$3.0B0.09%
132
MICROSEMI CORP
79,400$3.0B0.09%Put
133
AFWALIGN TECHNOLOGY INC
41,572$3.0B0.09%
134
TSLATESLA MTRS INC
12,854$3.0B0.09%Put
135
GDGENERAL DYNAMICS CORP
22,227$2.9B0.09%
136
UNHUNITEDHEALTH GROUP INC
21,837$2.8B0.09%
137
NUANEURNUANCE COMMUNICATIONS INC
150,298$2.8B0.09%
138
NEWFIELD EXPL CO
83,363$2.8B0.08%
139
AMYRIS INC
4,000,000$2.7B0.08%
140
CELGCELGENE CORP
26,847$2.7B0.08%
141
ULTAULTA SALON COSMETCS & FRAG I
13,749$2.7B0.08%
142
MHKMOHAWK INDS INC
13,936$2.7B0.08%
143
IYRISHARES TR
34,100$2.7B0.08%Put
144
TRIPTRIPADVISOR INC
39,761$2.6B0.08%
145
NUVAGBPNUVASIVE INC
53,900$2.6B0.08%
146
IBBISHARES TR
10,000$2.6B0.08%Call
147
IPGINTERPUBLIC GROUP COS INC
111,504$2.6B0.08%
148
ARES CAP CORP
2,500,000$2.5B0.08%
149
ETRENTERGY CORP NEW
31,430$2.5B0.08%
150
EIXEDISON INTL
34,100$2.5B0.07%
151
SYMCEURSYMANTEC CORP
133,297$2.4B0.07%
152
OMCOMNICOM GROUP INC
29,144$2.4B0.07%
153
KOCOCA COLA CO
50,362$2.3B0.07%
154
CTXSEURCITRIX SYS INC
29,435$2.3B0.07%
155
ORIOLD REP INTL CORP
124,910$2.3B0.07%
156
WDAYWORKDAY INC
28,816$2.2B0.07%
157
CXCEMEX SAB DE CV
301,500$2.2B0.07%Put
158
PTCPTC INC
65,655$2.2B0.07%
159
ORLYO REILLY AUTOMOTIVE INC NEW
7,950$2.2B0.07%
160
NWLNEWELL RUBBERMAID INC
49,000$2.2B0.07%Call
161
ACHCACADIA HEALTHCARE COMPANY IN
39,100$2.2B0.07%
162
UAAUNDER ARMOUR INC
24,793$2.1B0.06%
163
CCKCROWN HOLDINGS INC
42,301$2.1B0.06%
164
RMERESMED INC
35,963$2.1B0.06%
165
VOYAVOYA FINL INC
69,716$2.1B0.06%
166
HXLHEXCEL CORP NEW
47,200$2.1B0.06%
167
NDAQNASDAQ INC
30,900$2.1B0.06%
168
RENEWABLE ENERGY GROUP INC
2,521,000$2.0B0.06%
169
FISVFISERV INC
19,597$2.0B0.06%
170
FANGDIAMONDBACK ENERGY INC
26,005$2.0B0.06%
171
MATMATTEL INC
59,100$2.0B0.06%
172
QIHOO 360 TECHNOLOGY CO LTD
2,000,000$2.0B0.06%
173
DYHTARGET CORP
23,862$2.0B0.06%
174
DALDELTA AIR LINES INC DEL
39,800$1.9B0.06%
175
S9QSPIRIT AEROSYSTEMS HLDGS INC
42,328$1.9B0.06%
176
METAFACEBOOK INC
16,800$1.9B0.06%
177
TDCTERADATA CORP DEL
72,800$1.9B0.06%
178
A4SAMERIPRISE FINL INC
20,236$1.9B0.06%
179
TTWOTAKE-TWO INTERACTIVE SOFTWAR
49,948$1.9B0.06%
180
PHMPULTE GROUP INC
99,999$1.9B0.06%
181
GRMNGARMIN LTD
46,699$1.9B0.06%
182
ROSTROSS STORES INC
32,100$1.9B0.06%
183
EBAEBAY INC
75,409$1.8B0.05%
184
TXNTEXAS INSTRS INC
31,300$1.8B0.05%
185
HTZHERTZ GLOBAL HOLDINGS INC
170,042$1.8B0.05%
186
SIXEURSIX FLAGS ENTMT CORP NEW
32,055$1.8B0.05%
187
GOOGLALPHABET INC
2,307$1.8B0.05%
188
WMWASTE MGMT INC DEL
29,703$1.8B0.05%
189
PENNEY J C INC
155,678$1.7B0.05%
190
CFCF INDS HLDGS INC
53,400$1.7B0.05%
191
ARMKARAMARK
50,263$1.7B0.05%
192
AMATAPPLIED MATLS INC
77,814$1.6B0.05%
193
ICEINTERCONTINENTAL EXCHANGE IN
7,000$1.6B0.05%
194
GPCGENUINE PARTS CO
16,453$1.6B0.05%
195
CRMSALESFORCE COM INC
22,069$1.6B0.05%
196
TEVATEVA PHARMACEUTICAL INDS LTD
30,000$1.6B0.05%Call
197
PFEPFIZER INC
53,700$1.6B0.05%
198
CCLCARNIVAL CORP
30,100$1.6B0.05%
199
VMCVULCAN MATLS CO
15,000$1.6B0.05%
200
VVISA INC
20,695$1.6B0.05%
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