CAPSTONE INVESTMENT ADVISORS, LLC Q4 2016 Filing

Filed February 14, 2017

Portfolio Value

$3.2T

Holdings

709

Report Date

Q4 2016

Filing Type

13F-HR

All Holdings (709 positions)

#StockSharesValue% PortfolioType
301
CAGCONAGRA BRANDS INC
32,329$1.3B0.04%
302
TYLTYLER TECHNOLOGIES INC
8,934$1.3B0.04%
303
USBUS BANCORP DEL
24,600$1.3B0.04%Put
304
MERCHANTS BANCSHARES
23,292$1.3B0.04%
305
SYYSYSCO CORP
22,298$1.2B0.04%
306
DELPHI AUTOMOTIVE PLC
18,300$1.2B0.04%
307
EQTEQT CORP
18,600$1.2B0.04%
308
DUKDUKE ENERGY CORP NEW
15,642$1.2B0.04%Call
309
AMEAMETEK INC NEW
24,903$1.2B0.04%
310
QUINTILES IMS HOLDINGS INC
15,900$1.2B0.04%
311
IPGPIPG PHOTONICS CORP
12,238$1.2B0.04%
312
FFORD MTR CO DEL
99,414$1.2B0.04%Call
313
WMBWILLIAMS COS INC DEL
38,632$1.2B0.04%
314
ELVANTHEM INC
8,300$1.2B0.04%
315
BURLBURLINGTON STORES INC
13,990$1.2B0.04%
316
URIUNITED RENTALS INC
11,180$1.2B0.04%
317
METMETLIFE INC
21,917$1.2B0.04%Put
318
SRESEMPRA ENERGY
11,700$1.2B0.04%
319
UMBFUMB FINL CORP
15,161$1.2B0.04%
320
LAZLAZARD LTD
28,393$1.2B0.04%
321
EWHISHARES
59,495$1.2B0.04%
322
BATS GLOBAL MKTS INC
34,496$1.2B0.04%
323
CASCADE BANCORP
140,515$1.1B0.04%
324
LMTLOCKHEED MARTIN CORP
4,561$1.1B0.04%Put
325
SIRIEURSIRIUS XM HLDGS INC
254,856$1.1B0.04%
326
ALAIR LEASE CORP
32,699$1.1B0.03%
327
LEUCADIA NATL CORP
48,141$1.1B0.03%
328
ICEINTERCONTINENTAL EXCHANGE IN
19,800$1.1B0.03%
329
GCP APPLIED TECHNOLOGIES INC
41,147$1.1B0.03%
330
TERTERADYNE INC
42,784$1.1B0.03%
331
FBINFORTUNE BRANDS HOME & SEC IN
20,300$1.1B0.03%
332
APOLLO ED GROUP INC
109,455$1.1B0.03%
333
LTHLIFEPOINT HEALTH INC
19,008$1.1B0.03%
334
SAICSCIENCE APPLICATNS INTL CP N
12,732$1.1B0.03%
335
DOVDOVER CORP
14,300$1.1B0.03%
336
ODFLOLD DOMINION FGHT LINES INC
12,478$1.1B0.03%
337
WAGEWORKS INC
14,525$1.1B0.03%
338
JOY GLOBAL INC
37,446$1.0B0.03%
339
IEXIDEX CORP
11,612$1.0B0.03%
340
VISNCOMMSCOPE HLDG CO INC
28,039$1.0B0.03%
341
KLX INC
23,121$1.0B0.03%
342
FINISAR CORP
34,400$1.0B0.03%
343
GVAGRANITE CONSTR INC
18,900$1.0B0.03%
344
ELECTRONICS FOR IMAGING INC
23,385$1.0B0.03%
345
INTERSIL CORP
45,924$1.0B0.03%
346
CHEMTURA CORP
30,700$1.0B0.03%
347
PPCPILGRIMS PRIDE CORP NEW
53,510$1.0B0.03%
348
CLARCOR INC
12,177$1.0B0.03%
349
LIFELOCK INC
41,958$1.0B0.03%
350
MENTOR GRAPHICS CORP
27,178$1.0B0.03%
351
INVENSENSE INC
1,000,000$998.0M0.03%
352
WRUSDWESTAR ENERGY INC
17,725$998.0M0.03%
353
FDPFRESH DEL MONTE PRODUCE INC
16,473$998.0M0.03%
354
G & K SVCS INC
10,341$997.0M0.03%
355
INVENSENSE INC
78,023$997.0M0.03%
356
CR1USDCRANE CO
13,800$995.0M0.03%
357
CNKCINEMARK HOLDINGS INC
25,900$993.0M0.03%
358
VIABVIACOM INC NEW
28,300$993.0M0.03%
359
ARNCCHFARCONIC INC
52,702$977.0M0.03%
360
MGMMGM RESORTS INTERNATIONAL
33,757$973.0M0.03%
361
JXC1J2 GLOBAL INC
11,875$971.0M0.03%
362
IRINGERSOLL-RAND PLC
12,900$968.0M0.03%
363
SOLAZYME INC
2,202,000$964.0M0.03%
364
FIDELITY & GTY LIFE
40,284$954.0M0.03%
365
NKENIKE INC
18,816$953.0M0.03%Put
366
HIGHARTFORD FINL SVCS GROUP INC
20,000$953.0M0.03%
367
CLGXCORELOGIC INC
25,800$950.0M0.03%
368
FUODOLBY LABORATORIES INC
21,000$948.0M0.03%
369
SRSPIRE INC
14,700$948.0M0.03%
370
IACIEURIAC INTERACTIVECORP
14,556$943.0M0.03%
371
STILLWATER MNG CO
58,162$936.0M0.03%
372
CBCHUBB LIMITED
7,100$936.0M0.03%Put
373
DOOREURMASONITE INTL CORP NEW
14,173$932.0M0.03%
374
EVEUREATON VANCE CORP
22,100$925.0M0.03%
375
WTSWATTS WATER TECHNOLOGIES INC
14,088$918.0M0.03%
376
CCKCROWN HOLDINGS INC
17,442$916.0M0.03%
377
TUPTUPPERWARE BRANDS CORP
17,400$915.0M0.03%
378
KFYKORN FERRY INTL
31,100$915.0M0.03%
379
COSTCOSTCO WHSL CORP NEW
5,600$896.0M0.03%Put
380
EEFTEURONET WORLDWIDE INC
12,383$896.0M0.03%
381
NEWREURNEW RELIC INC
31,499$889.0M0.03%
382
RMERESMED INC
14,316$888.0M0.03%
383
FHIFEDERATED INVS INC PA
31,400$887.0M0.03%
384
PXDEURPIONEER NAT RES CO
4,908$883.0M0.03%
385
JBTJOHN BEAN TECHNOLOGIES CORP
10,280$883.0M0.03%
386
BCOBRINKS CO
21,078$869.0M0.03%
387
NATUS MEDICAL INC DEL
24,962$868.0M0.03%
388
VLYVALLEY NATL BANCORP
74,000$861.0M0.03%
389
EWSISHARES INC
43,175$860.0M0.03%
390
NUSNU SKIN ENTERPRISES INC
17,900$855.0M0.03%
391
HOGHARLEY DAVIDSON INC
14,601$851.0M0.03%
392
ATSG*AIR TRANSPORT SERVICES GRP I
52,775$842.0M0.03%
393
LLYLILLY ELI & CO
11,500$841.0M0.03%Put
394
IAUUSDISHARES GOLD TRUST
75,894$840.0M0.03%
395
TTCTORO CO
15,000$839.0M0.03%
396
RSX1USDVANECK VECTORS ETF TR
38,617$819.0M0.03%
397
HALHALLIBURTON CO
15,153$819.0M0.03%
398
NDAQNASDAQ INC
12,049$808.0M0.02%
399
MTORMERITOR INC
64,500$801.0M0.02%
400
TSSTOTAL SYS SVCS INC
16,300$799.0M0.02%
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