CAPSTONE INVESTMENT ADVISORS, LLC Q3 2016 Filing

Filed November 14, 2016

Portfolio Value

$4.6T

Holdings

625

Report Date

Q3 2016

Filing Type

13F-HR

All Holdings (625 positions)

#StockSharesValue% PortfolioType
201
XPOXPO LOGISTICS INC
64,601$2.4B0.05%
202
ACMAECOM
78,428$2.3B0.05%
203
RMERESMED INC
35,900$2.3B0.05%
204
TSCOTRACTOR SUPPLY CO
34,500$2.3B0.05%
205
BUFFALO WILD WINGS INC
16,500$2.3B0.05%Call
206
JCIJOHNSON CTLS INTL PLC
49,487$2.3B0.05%
207
S9QSPIRIT AEROSYSTEMS HLDGS INC
50,964$2.3B0.05%
208
HRLHORMEL FOODS CORP
59,489$2.3B0.05%
209
TDCTERADATA CORP DEL
72,804$2.3B0.05%
210
NDAQNASDAQ INC
33,400$2.3B0.05%
211
RCLROYAL CARIBBEAN CRUISES LTD
30,000$2.2B0.05%Call
212
SYFSYNCHRONY FINL
79,764$2.2B0.05%
213
AAALCOA INC
219,702$2.2B0.05%
214
MSIMOTOROLA SOLUTIONS INC
28,338$2.2B0.05%
215
MNSTMONSTER BEVERAGE CORP NEW
14,700$2.2B0.05%
216
ALERE INC
50,700$2.2B0.05%Call
217
DALDELTA AIR LINES INC DEL
54,499$2.1B0.05%
218
SNASNAP ON INC
14,046$2.1B0.05%
219
INTCINTEL CORP
56,208$2.1B0.05%Put
220
SYMCEURSYMANTEC CORP
83,582$2.1B0.05%
221
METAFACEBOOK INC
16,110$2.1B0.05%Put
222
W3UWESTERN UN CO
99,015$2.1B0.05%
223
VIRGIN AMER INC
38,451$2.1B0.05%
224
ITGARTNER INC
22,943$2.0B0.04%
225
HDHOME DEPOT INC
15,773$2.0B0.04%Put
226
DHRDANAHER CORP DEL
25,400$2.0B0.04%
227
MSMMSC INDL DIRECT INC
27,017$2.0B0.04%
228
CLVSEURCLOVIS ONCOLOGY INC
55,000$2.0B0.04%Put
229
MALLINCKRODT PUB LTD CO
28,120$2.0B0.04%
230
MURMURPHY OIL CORP
64,373$2.0B0.04%
231
SNPSSYNOPSYS INC
32,908$2.0B0.04%
232
KMXCARMAX INC
36,500$1.9B0.04%
233
OSKOSHKOSH CORP
34,388$1.9B0.04%
234
IPINTL PAPER CO
40,020$1.9B0.04%
235
GLNGGOLAR LNG LTD BERMUDA
90,000$1.9B0.04%Put
236
PEPPEPSICO INC
17,600$1.9B0.04%Put
237
SWKSTANLEY BLACK & DECKER INC
15,500$1.9B0.04%
238
VYXNCR CORP NEW
59,100$1.9B0.04%
239
CMCSACOMCAST CORP NEW
28,489$1.9B0.04%Put
240
LBEURL BRANDS INC
26,300$1.9B0.04%
241
BACBANK AMER CORP
118,908$1.9B0.04%
242
NEWFIELD EXPL CO
42,765$1.9B0.04%
243
VEEVVEEVA SYS INC
44,979$1.9B0.04%
244
GKDGRAND CANYON ED INC
45,921$1.9B0.04%
245
BAXBAXTER INTL INC
38,905$1.9B0.04%
246
BSXBOSTON SCIENTIFIC CORP
76,587$1.8B0.04%
247
FHIFEDERATED INVS INC PA
60,800$1.8B0.04%
248
COBALT INTL ENERGY INC
3,500,000$1.8B0.04%
249
RAPTOR PHARMACEUTICAL CORP
200,000$1.8B0.04%Call
250
BRK/BBERKSHIRE HATHAWAY INC DEL
12,400$1.8B0.04%Put
251
XECEURCIMAREX ENERGY CO
13,100$1.8B0.04%
252
IPGPIPG PHOTONICS CORP
21,032$1.7B0.04%
253
MSCIMSCI INC
20,500$1.7B0.04%
254
HARMAN INTL INDS INC
20,359$1.7B0.04%
255
WSMWILLIAMS SONOMA INC
33,237$1.7B0.04%
256
WMWASTE MGMT INC DEL
26,500$1.7B0.04%
257
EVEUREATON VANCE CORP
43,143$1.7B0.04%
258
MCXMCCORMICK & CO INC
16,755$1.7B0.04%
259
GSGOLDMAN SACHS GROUP INC
10,255$1.7B0.04%
260
VWR CORP
57,586$1.6B0.04%
261
MIDDMIDDLEBY CORP
13,000$1.6B0.04%
262
SUNEDISON SEMICONDUCTOR LTD
140,670$1.6B0.04%Put
263
JNJJOHNSON & JOHNSON
13,490$1.6B0.03%Put
264
HERTZ GLOBAL HLDGS INC
39,556$1.6B0.03%
265
CHKPCHECK POINT SOFTWARE TECH LT
19,927$1.5B0.03%
266
ULTIMATE SOFTWARE GROUP INC
7,531$1.5B0.03%
267
WOOFOOT LOCKER INC
22,665$1.5B0.03%
268
BROBROWN & BROWN INC
40,507$1.5B0.03%
269
MARMARRIOTT INTL INC NEW
22,662$1.5B0.03%
270
SUPERIOR ENERGY SVCS INC
84,759$1.5B0.03%
271
MATMATTEL INC
49,700$1.5B0.03%
272
PDCOEURPATTERSON COMPANIES INC
32,570$1.5B0.03%
273
DUN & BRADSTREET CORP DEL NE
10,930$1.5B0.03%
274
CATCATERPILLAR INC DEL
16,800$1.5B0.03%
275
MRKMERCK & CO INC
23,900$1.5B0.03%Put
276
BALLBALL CORP
18,091$1.5B0.03%
277
PCARPACCAR INC
25,112$1.5B0.03%
278
JWNUSDNORDSTROM INC
28,225$1.5B0.03%
279
PPGPPG INDS INC
13,999$1.4B0.03%
280
CTLEURCENTURYLINK INC
52,511$1.4B0.03%
281
DHID R HORTON INC
47,680$1.4B0.03%
282
GREAT PLAINS ENERGY INC
52,700$1.4B0.03%
283
CPACOPA HOLDINGS SA
16,244$1.4B0.03%
284
WSTWEST PHARMACEUTICAL SVSC INC
18,995$1.4B0.03%
285
TRVTRAVELERS COMPANIES INC
12,300$1.4B0.03%
286
NRANRG ENERGY INC
125,267$1.4B0.03%
287
SUXSYNNEX CORP
12,200$1.4B0.03%
288
HXLHEXCEL CORP NEW
30,685$1.4B0.03%
289
SWN1EURSOUTHWESTERN ENERGY CO
97,118$1.3B0.03%
290
ZIONZIONS BANCORPORATION
43,245$1.3B0.03%
291
AKXANSYS INC
14,377$1.3B0.03%
292
SBACSBA COMMUNICATIONS CORP
11,689$1.3B0.03%
293
SPRINT CORP
196,113$1.3B0.03%
294
PEOEXELON CORP
38,619$1.3B0.03%
295
GILDGILEAD SCIENCES INC
16,100$1.3B0.03%
296
VIABVIACOM INC NEW
33,113$1.3B0.03%
297
POSTPOST HLDGS INC
16,201$1.3B0.03%
298
AIGAMERICAN INTL GROUP INC
20,800$1.2B0.03%
299
BLUE BUFFALO PET PRODS INC
51,900$1.2B0.03%
300
BLKCHFBLACKROCK INC
3,385$1.2B0.03%
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