CAPSTONE INVESTMENT ADVISORS, LLC Q1 2017 Filing

Filed May 15, 2017

Portfolio Value

$4.0T

Holdings

697

Report Date

Q1 2017

Filing Type

13F-HR

All Holdings (697 positions)

StockValue
XLFSELECT SECTOR SPDR TR
$301.0M
EEMISHARES TR
$275.5M
TLTISHARES TR
$247.3M
IWMISHARES TR
$192.0M
EFAISHARES TR
$160.2M
NXPINXP SEMICONDUCTORS N V
$88.7M
SPYSPDR S&P 500 ETF TR
$88.1M
GQ9SPDR GOLD TRUST
$77.2M
MOBILEYE N V AMSTELVEEN
$76.3M
GDXVANECK VECTORS ETF TR
$72.3M
DU PONT E I DE NEMOURS & CO
$51.1M
SYNGENTA AG
$45.7M
LEVEL 3 COMMUNICATIONS INC
$44.7M
REYNOLDS AMERICAN INC
$44.1M
INTEL CORP
$43.0M
VCA INC
$41.2M
MEDICINES CO
$37.9M
TTENTOTAL S A
$37.8M
BROCADE COMMUNICATIONS SYS I
$37.4M
$35.0M
USX1UNITED STATES STL CORP NEW
$34.9M
ALLIED WRLD ASSUR COM HLDG A
$34.2M
TESLA INC
$31.6M
DOUBLE EAGLE ACQUISITION COR
$30.0M
B/E AEROSPACE INC
$28.8M
CEMEX SAB DE CV
$28.6M
TWXCHFTIME WARNER INC
$28.4M
SNYSANOFI
$27.1M
GSGOLDMAN SACHS GROUP INC
$27.0M
WHITING PETE CORP NEW
$25.8M
NAVISTAR INTL CORP NEW
$25.1M
TWO HBRS INVT CORP
$24.7M
AAPLAPPLE INC
$24.1M
HPEHEWLETT PACKARD ENTERPRISE C
$23.8M
BOULEVARD ACQUISITION
$23.3M
HLFHERBALIFE LTD
$22.4M
LULULULULEMON ATHLETICA INC
$21.8M
FCXFREEPORT-MCMORAN INC
$21.5M
MEAD JOHNSON NUTRITION CO
$20.5M
BROOKDALE SR LIVING INC
$19.8M
POWERSHARES QQQ TRUST
$19.1M
VALSPAR CORP
$19.1M
NXP SEMICONDUCTORS N V
$18.6M
STWD 4.375 04/01/23STARWOOD PPTY TR INC
$17.5M
DEDEERE & CO
$15.8M
TESLA INC
$15.7M
SHYISHARES TR
$14.5M
VGR V2.5 01/15/19VECTOR GROUP LTD
$13.8M
GOOGLALPHABET INC
$13.6M
AGGISHARES TR
$13.5M
HERBALIFE LTD
$12.5M
PGPROCTER AND GAMBLE CO
$11.9M
PRIVATEBANCORP INC
$11.9M
XPO LOGISTICS INC
$11.7M
XLUSELECT SECTOR SPDR TR
$11.5M
PROOFPOINT INC
$11.5M
INTUINTUIT
$11.4M
JNJJOHNSON & JOHNSON
$10.8M
ORCLORACLE CORP
$10.5M
AMERICAN RLTY CAP PPTYS INC
$10.2M
GLOBAL PARTNER ACQUISITION C
$10.0M
CTRIP COM INTL LTD
$9.9M
FXIISHARES TR
$9.6M
DALDELTA AIR LINES INC DEL
$9.6M
BSXBOSTON SCIENTIFIC CORP
$9.6M
YUMYUM BRANDS INC
$9.5M
CHEMTURA CORP
$9.5M
MSFTMICROSOFT CORP
$9.3M
TMOTHERMO FISHER SCIENTIFIC INC
$9.3M
STARWOOD PPTY TR INC
$9.2M
CLOVIS ONCOLOGY INC
$9.1M
AMZNAMAZON COM INC
$8.9M
FLT1EURFLEETCOR TECHNOLOGIES INC
$8.6M
PATTERN ENERGY GROUP INC
$8.5M
MOALTRIA GROUP INC
$8.3M
MNSTMONSTER BEVERAGE CORP NEW
$8.3M
DXJWISDOMTREE TR
$8.2M
OASIS PETE INC NEW
$8.1M
EMREMERSON ELEC CO
$8.1M
AMGNAMGEN INC
$8.0M
BACVERIZON COMMUNICATIONS INC
$8.0M
GMGENERAL MTRS CO
$7.9M
IBMINTERNATIONAL BUSINESS MACHS
$7.8M
CVXCHEVRON CORP NEW
$7.7M
CATCATERPILLAR INC DEL
$7.5M
BKNGPRICELINE GRP INC
$7.5M
VVISA INC
$7.4M
GWWGRAINGER W W INC
$7.3M
WOOFOOT LOCKER INC
$7.2M
JPMJPMORGAN CHASE & CO
$7.1M
METAFACEBOOK INC
$6.9M
DXCDXC TECHNOLOGY CO
$6.9M
FFORD MTR CO DEL
$6.9M
MYLAN N V
$6.7M
RITE AID CORP
$6.7M
KELKELLOGG CO
$6.6M
LKQ1LKQ CORP
$6.6M
UNHUNITEDHEALTH GROUP INC
$6.6M
SYFSYNCHRONY FINL
$6.6M
TSCOTRACTOR SUPPLY CO
$6.5M
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