CAPSTONE INVESTMENT ADVISORS, LLC Q2 2016 Filing

Filed August 15, 2016

Portfolio Value

$5.2B

Holdings

591

Report Date

Q2 2016

Filing Type

13F-HR

All Holdings (591 positions)

#StockSharesValue% PortfolioType
201
YAHOO INC
50,000$1.9B35.87%
202
SIXEURSIX FLAGS ENTMT CORP NEW
32,340$1.9B35.79%
203
FLEXFLEXTRONICS INTL LTD
158,387$1.9B35.68%
204
CNPCENTERPOINT ENERGY INC
77,532$1.9B35.52%
205
ALLYALLY FINL INC
108,613$1.9B35.41%
206
CLBCORE LABORATORIES N V
14,943$1.9B35.35%
207
IDXXIDEXX LABS INC
19,868$1.8B35.22%
208
BSXBOSTON SCIENTIFIC CORP
78,862$1.8B35.20%
209
GOOGLALPHABET INC
2,600$1.8B34.93%
210
TPDTEMPUR SEALY INTL INC
32,500$1.8B34.32%
211
ODPEUROFFICE DEPOT INC
509,100$1.7B33.35%Call
212
NTRSNORTHERN TR CORP
26,363$1.7B33.35%
213
GISGENERAL MLS INC
24,479$1.7B33.33%
214
COPCONOCOPHILLIPS
39,000$1.7B32.47%Put
215
TROWPRICE T ROWE GROUP INC
23,272$1.7B32.43%
216
THGHANOVER INS GROUP INC
20,052$1.7B32.39%
217
PGRPROGRESSIVE CORP OHIO
50,139$1.7B32.07%
218
DCIDONALDSON INC
48,699$1.7B31.95%
219
ELLAUDER ESTEE COS INC
18,304$1.7B31.82%
220
CTRPUSDCTRIP COM INTL LTD
40,100$1.7B31.55%Put
221
AVGOBROADCOM LTD
10,600$1.6B31.45%
222
ICEINTERCONTINENTAL EXCHANGE IN
6,400$1.6B31.28%
223
PNCPNC FINL SVCS GROUP INC
20,100$1.6B31.23%
224
TDCTERADATA CORP DEL
65,072$1.6B31.15%
225
SNISCRIPPS NETWORKS INTERACT IN
26,200$1.6B31.15%
226
DU PONT E I DE NEMOURS & CO
25,000$1.6B30.94%Put
227
IRINGERSOLL-RAND PLC
25,280$1.6B30.73%
228
EXPEEXPEDIA INC DEL
15,073$1.6B30.60%
229
KEYSKEYSIGHT TECHNOLOGIES INC
54,379$1.6B30.19%
230
JBLJABIL CIRCUIT INC
85,140$1.6B30.02%
231
TSCOTRACTOR SUPPLY CO
17,168$1.6B29.89%
232
SYFSYNCHRONY FINL
61,474$1.6B29.68%
233
VOYAVOYA FINL INC
62,110$1.5B29.35%
234
LYBLYONDELLBASELL INDUSTRIES N
20,600$1.5B29.28%
235
CELGCELGENE CORP
15,500$1.5B29.18%
236
METAFACEBOOK INC
13,378$1.5B29.18%
237
MCXMCCORMICK & CO INC
14,199$1.5B28.91%
238
WDCWESTERN DIGITAL CORP
31,869$1.5B28.76%
239
AIZASSURANT INC
17,402$1.5B28.67%
240
KHCKRAFT HEINZ CO
16,900$1.5B28.55%
241
NBL2EURNOBLE ENERGY INC
40,524$1.5B27.75%
242
TSNTYSON FOODS INC
21,738$1.5B27.71%
243
CATYCATHAY GEN BANCORP
51,400$1.4B27.67%
244
SHWSHERWIN WILLIAMS CO
4,918$1.4B27.58%
245
JLLJONES LANG LASALLE INC
14,645$1.4B27.25%
246
MSIMOTOROLA SOLUTIONS INC
21,600$1.4B27.20%
247
GSGOLDMAN SACHS GROUP INC
9,500$1.4B26.95%
248
SCHWSCHWAB CHARLES CORP NEW
54,559$1.4B26.36%
249
METMETLIFE INC
34,502$1.4B26.24%
250
FANGDIAMONDBACK ENERGY INC
15,020$1.4B26.15%
251
OKEONEOK INC NEW
28,782$1.4B26.07%
252
CECELANESE CORP DEL
20,679$1.4B25.84%
253
ITGARTNER INC
13,853$1.3B25.76%
254
MIDDMIDDLEBY CORP
11,620$1.3B25.57%
255
DKSDICKS SPORTING GOODS INC
29,101$1.3B25.04%
256
RDNRADIAN GROUP INC
124,421$1.3B24.75%
257
BKBANK NEW YORK MELLON CORP
33,100$1.3B24.54%
258
TARO PHARMACEUTICAL INDS LTD
8,801$1.3B24.46%
259
LULULULULEMON ATHLETICA INC
17,073$1.3B24.08%
260
PPGPPG INDS INC
11,971$1.2B23.80%
261
GMGENERAL MTRS CO
43,865$1.2B23.70%
262
CHICAGO BRIDGE & IRON CO N V
35,800$1.2B23.66%
263
GNC HLDGS INC
51,000$1.2B23.64%Call
264
CXOEURCONCHO RES INC
10,310$1.2B23.47%
265
CBRECBRE GROUP INC
44,793$1.2B22.65%
266
TMOTHERMO FISHER SCIENTIFIC INC
8,000$1.2B22.57%
267
AONAON PLC
10,769$1.2B22.46%
268
BAHBOOZ ALLEN HAMILTON HLDG COR
39,400$1.2B22.29%
269
TALMER BANCORP INC
60,011$1.1B21.96%
270
OMCOMNICOM GROUP INC
14,040$1.1B21.85%
271
RFREGIONS FINL CORP NEW
133,101$1.1B21.62%
272
MEMORIAL RESOURCE DEV CORP
71,141$1.1B21.56%
273
RRYDER SYS INC
18,400$1.1B21.47%
274
CASH AMER INTL INC
26,339$1.1B21.43%
275
MERITOR INC
1,000,000$1.1B21.31%
276
SOLAZYME INC
2,202,000$1.1B21.18%
277
MALLINCKRODT PUB LTD CO
18,185$1.1B21.10%
278
NVDANVIDIA CORP
23,300$1.1B20.91%
279
BURLBURLINGTON STORES INC
16,342$1.1B20.82%
280
APOLLO ED GROUP INC
117,554$1.1B20.47%
281
MSMMSC INDL DIRECT INC
15,000$1.1B20.21%
282
AMYRIS INC
4,000,000$1.1B20.19%
283
ABTABBOTT LABS
26,826$1.1B20.13%
284
WILSHIRE BANCORP INC
101,078$1.1B20.11%
285
HN9HANESBRANDS INC
41,026$1.0B19.67%
286
FUODOLBY LABORATORIES INC
21,507$1.0B19.65%
287
GTGOODYEAR TIRE & RUBR CO
39,900$1.0B19.54%
288
MANMANPOWERGROUP INC
15,900$1.0B19.54%
289
DREAMWORKS ANIMATION SKG INC
25,052$1.0B19.54%
290
IMS HEALTH HLDGS INC
40,214$1.0B19.46%
291
EMPIRE DIST ELEC CO
29,967$1.0B19.42%
292
BLKCHFBLACKROCK INC
2,968$1.0B19.40%
293
ROFIN SINAR TECHNOLOGIES INC
31,793$1.0B19.38%
294
VWR CORP
35,000$1.0B19.31%
295
CMGCHIPOTLE MEXICAN GRILL INC
2,500$1.0B19.21%
296
FEI CO
9,371$1.0B19.12%
297
DARDARLING INGREDIENTS INC
67,100$999.0M19.08%
298
LEXMARK INTL INC
26,417$997.0M19.04%
299
GWREGUIDEWIRE SOFTWARE INC
16,100$994.0M18.98%
300
QLOGIC CORP
67,416$993.0M18.96%
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