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
201
ELLAUDER ESTEE COS INC
16,763$1.6B0.05%
202
MIDDMIDDLEBY CORP
14,700$1.6B0.05%
203
NETSUITE INC
22,260$1.5B0.05%
204
PAREXEL INTL CORP
24,207$1.5B0.05%
205
GEGENERAL ELECTRIC CO
47,632$1.5B0.05%
206
MANHMANHATTAN ASSOCS INC
26,359$1.5B0.05%
207
CATCATERPILLAR INC DEL
19,500$1.5B0.05%
208
GTGOODYEAR TIRE & RUBR CO
45,200$1.5B0.05%
209
TGNATEGNA INC
62,900$1.5B0.05%
210
GAPGAP INC DEL
50,061$1.5B0.04%
211
WHOLE FOODS MKT INC
47,250$1.5B0.04%
212
FSLRFIRST SOLAR INC
21,100$1.4B0.04%
213
HFCUSDHOLLYFRONTIER CORP
40,815$1.4B0.04%
214
SOLARCITY CORP
2,500,000$1.4B0.04%
215
DCIDONALDSON INC
45,000$1.4B0.04%
216
GGENPACT LIMITED
52,684$1.4B0.04%
217
CPBCAMPBELL SOUP CO
22,400$1.4B0.04%
218
BAXALTA INC
35,000$1.4B0.04%
219
GGGGRACO INC
16,800$1.4B0.04%
220
DISHDISH NETWORK CORP
30,210$1.4B0.04%
221
PYPLPAYPAL HLDGS INC
36,123$1.4B0.04%
222
ALNYALNYLAM PHARMACEUTICALS INC
21,958$1.4B0.04%
223
FAFFIRST AMERN FINL CORP
36,017$1.4B0.04%
224
RFREGIONS FINL CORP NEW
174,500$1.4B0.04%
225
EPCEDGEWELL PERS CARE CO
16,978$1.4B0.04%
226
CRLCHARLES RIV LABS INTL INC
17,650$1.3B0.04%
227
VERIFONE SYS INC
47,384$1.3B0.04%
228
TRVCCITIGROUP INC
31,803$1.3B0.04%
229
AJGGALLAGHER ARTHUR J & CO
29,700$1.3B0.04%
230
PEOEXELON CORP
36,674$1.3B0.04%
231
WFRDWEATHERFORD INTL PLC
167,135$1.3B0.04%
232
MRSHMARSH & MCLENNAN COS INC
21,301$1.3B0.04%
233
PEPPEPSICO INC
12,573$1.3B0.04%
234
LABORATORY CORP AMER HLDGS
10,955$1.3B0.04%
235
WSOWATSCO INC
9,502$1.3B0.04%
236
TELTE CONNECTIVITY LTD
20,483$1.3B0.04%
237
BKNGPRICELINE GRP INC
983$1.3B0.04%
238
CRICARTER INC
12,000$1.3B0.04%
239
ADPAUTOMATIC DATA PROCESSING IN
14,100$1.3B0.04%
240
ADSKAUTODESK INC
21,546$1.3B0.04%
241
NAVNAVISTAR INTL CORP NEW
99,902$1.2B0.04%Put
242
SNISCRIPPS NETWORKS INTERACT IN
19,000$1.2B0.04%
243
AMEAMETEK INC NEW
24,900$1.2B0.04%
244
CMICUMMINS INC
11,300$1.2B0.04%
245
DEDEERE & CO
16,093$1.2B0.04%
246
URBNURBAN OUTFITTERS INC
37,348$1.2B0.04%
247
TIFEURTIFFANY & CO NEW
16,600$1.2B0.04%
248
MASMASCO CORP
38,408$1.2B0.04%
249
NCLHNORWEGIAN CRUISE LINE HLDGS
21,590$1.2B0.04%
250
SEESEALED AIR CORP NEW
24,600$1.2B0.04%
251
FFORD MTR CO DEL
87,304$1.2B0.04%
252
GNTXGENTEX CORP
74,769$1.2B0.04%
253
HPHELMERICH & PAYNE INC
19,772$1.2B0.04%
254
ACGLARCH CAP GROUP LTD
16,230$1.2B0.04%
255
VEEVVEEVA SYS INC
45,700$1.1B0.03%
256
SESPECTRA ENERGY CORP
37,132$1.1B0.03%
257
COSTCOSTCO WHSL CORP NEW
7,090$1.1B0.03%
258
MICHAEL KORS HLDGS LTD
19,400$1.1B0.03%
259
XENOPORT INC
1,500,000$1.1B0.03%
260
MANMANPOWERGROUP INC
13,469$1.1B0.03%
261
SOLAZYME INC
2,202,000$1.1B0.03%
262
TALMER BANCORP INC
60,011$1.1B0.03%
263
ANCHOR BANCORP WIS INC DEL
23,818$1.1B0.03%
264
TEXTEREX CORP NEW
43,020$1.1B0.03%
265
ALBALBEMARLE CORP
16,550$1.1B0.03%
266
FIDELITY & GTY LIFE
40,284$1.1B0.03%
267
JNJJOHNSON & JOHNSON
9,762$1.1B0.03%
268
NVDANVIDIA CORP
29,588$1.1B0.03%
269
TSNTYSON FOODS INC
15,640$1.0B0.03%
270
IHS INC
8,398$1.0B0.03%
271
WILSHIRE BANCORP INC
101,078$1.0B0.03%
272
PINCPREMIER INC
31,037$1.0B0.03%
273
VALSPAR CORP
9,614$1.0B0.03%
274
MATTSON TECHNOLOGY INC
281,153$1.0B0.03%
275
ROFIN SINAR TECHNOLOGIES INC
31,793$1.0B0.03%
276
INCYINCYTE CORP
13,956$1.0B0.03%
277
STTSTATE STR CORP
17,200$1.0B0.03%
278
QUESTAR CORP
40,500$1.0B0.03%
279
HOLXHOLOGIC INC
28,788$993.0M0.03%
280
EMPIRE DIST ELEC CO
29,967$990.0M0.03%
281
ENERGEN CORP
27,008$988.0M0.03%
282
PEGPUBLIC SVC ENTERPRISE GROUP
20,900$985.0M0.03%
283
COTYCOTY INC
35,300$982.0M0.03%
284
ADBEADOBE SYS INC
10,427$978.0M0.03%
285
PCARPACCAR INC
17,700$968.0M0.03%
286
APOLLO ED GROUP INC
117,554$965.0M0.03%
287
LLOEWS CORP
25,219$964.0M0.03%
288
ENOVCOLFAX CORP
33,600$960.0M0.03%
289
NBL2EURNOBLE ENERGY INC
29,739$934.0M0.03%
290
ENVISION HEALTHCARE HLDGS IN
44,399$905.0M0.03%
291
MALLINCKRODT PUB LTD CO
14,600$894.0M0.03%
292
NOVEURNATIONAL OILWELL VARCO INC
28,700$892.0M0.03%
293
NAVISTAR INTL CORP NEW
1,500,000$886.0M0.03%
294
AALAMERICAN AIRLS GROUP INC
21,300$873.0M0.03%
295
BBBYEURBED BATH & BEYOND INC
17,453$866.0M0.03%
296
FRCBFIRST REP BK SAN FRANCISCO C
13,000$866.0M0.03%
297
WECWEC ENERGY GROUP INC
14,400$865.0M0.03%
298
WDCWESTERN DIGITAL CORP
18,200$859.0M0.03%
299
PBFPBF ENERGY INC
25,900$859.0M0.03%
300
PARSLEY ENERGY INC
37,532$848.0M0.03%
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