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)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | PEGPUBLIC SVC ENTERPRISE GROUP | 127,847 | $6.0B | 113.79% | |
| 102 | MCDMCDONALDS CORP | 49,398 | $5.9B | 113.52% | |
| 103 | LOWLOWES COS INC | 74,852 | $5.9B | 113.18% | |
| 104 | NDSNNORDSON CORP | 70,600 | $5.9B | 112.72% | |
| 105 | NKENIKE INC | 106,789 | $5.9B | 112.56% | |
| 106 | IWMISHARES TR | 50,000 | $5.7B | 109.79% | Put |
| 107 | —DIAMOND RESORTS INTL INC | 191,783 | $5.7B | 109.72% | |
| 108 | —ELIZABETH ARDEN INC | 412,630 | $5.7B | 108.42% | |
| 109 | —MONSANTO CO NEW | 54,383 | $5.6B | 107.39% | Call |
| 110 | —SPIRIT RLTY CAP INC NEW | 5,000,000 | $5.6B | 106.49% | |
| 111 | 4I1PHILIP MORRIS INTL INC | 53,072 | $5.4B | 103.09% | Call |
| 112 | —ALLEGHENY TECHNOLOGIES INC | 5,000,000 | $5.3B | 101.32% | |
| 113 | —COMPUTER SCIENCES CORP | 101,300 | $5.0B | 96.04% | |
| 114 | IVZINVESCO LTD | 194,649 | $5.0B | 94.94% | |
| 115 | PDCOEURPATTERSON COMPANIES INC | 103,235 | $4.9B | 94.40% | |
| 116 | PPLPPL CORP | 127,540 | $4.8B | 91.94% | |
| 117 | BAXBAXTER INTL INC | 106,063 | $4.8B | 91.59% | |
| 118 | —ALERE INC | 108,900 | $4.6B | 88.39% | Call |
| 119 | CLCOLGATE PALMOLIVE CO | 63,007 | $4.6B | 88.08% | |
| 120 | VEEVVEEVA SYS INC | 134,941 | $4.6B | 87.93% | |
| 121 | AJGGALLAGHER ARTHUR J & CO | 96,185 | $4.6B | 87.43% | |
| 122 | DISCAUSDDISCOVERY COMMUNICATNS NEW | 180,827 | $4.6B | 87.13% | |
| 123 | DALDELTA AIR LINES INC DEL | 124,500 | $4.5B | 86.61% | |
| 124 | FEFIRSTENERGY CORP | 127,234 | $4.4B | 84.81% | |
| 125 | —TWENTY FIRST CENTY FOX INC | 163,785 | $4.4B | 84.60% | |
| 126 | SJMSMUCKER J M CO | 28,600 | $4.4B | 83.23% | |
| 127 | SABRSABRE CORP | 158,000 | $4.2B | 80.82% | |
| 128 | AMCXAMC NETWORKS INC | 69,905 | $4.2B | 80.65% | |
| 129 | FISVFISERV INC | 37,997 | $4.1B | 78.89% | |
| 130 | DDOMINION RES INC VA NEW | 52,700 | $4.1B | 78.42% | |
| 131 | TSLATESLA MTRS INC | 18,800 | $4.0B | 76.26% | Put |
| 132 | VLOVALERO ENERGY CORP NEW | 77,050 | $3.9B | 75.04% | |
| 133 | XLFSELECT SECTOR SPDR TR | 170,338 | $3.9B | 74.31% | Put |
| 134 | EAELECTRONIC ARTS INC | 50,507 | $3.8B | 73.07% | |
| 135 | CTXSEURCITRIX SYS INC | 47,703 | $3.8B | 72.92% | |
| 136 | CHTRCHARTER COMMUNICATIONS INC N | 16,264 | $3.7B | 71.01% | |
| 137 | HRBBLOCK H & R INC | 160,437 | $3.7B | 70.47% | |
| 138 | RCLROYAL CARIBBEAN CRUISES LTD | 54,585 | $3.7B | 69.99% | |
| 139 | BDXBECTON DICKINSON & CO | 21,401 | $3.6B | 69.31% | |
| 140 | PFEPFIZER INC | 102,850 | $3.6B | 69.15% | |
| 141 | REGNREGENERON PHARMACEUTICALS | 10,303 | $3.6B | 68.71% | |
| 142 | —CHENIERE ENERGY INC | 6,161,000 | $3.5B | 67.09% | |
| 143 | —HEARTWARE INTL INC | 3,500,000 | $3.5B | 66.17% | |
| 144 | DLTRDOLLAR TREE INC | 36,585 | $3.4B | 65.83% | |
| 145 | 7HPHP INC | 273,255 | $3.4B | 65.49% | |
| 146 | —MICHAEL KORS HLDGS LTD | 66,500 | $3.3B | 62.83% | |
| 147 | —WEATHERFORD INTL LTD | 3,000,000 | $3.3B | 62.24% | |
| 148 | DVADAVITA HEALTHCARE PARTNERS I | 41,876 | $3.2B | 61.82% | |
| 149 | EWEDWARDS LIFESCIENCES CORP | 32,382 | $3.2B | 61.67% | |
| 150 | JBHTHUNT J B TRANS SVCS INC | 39,800 | $3.2B | 61.51% | |
| 151 | MAMASTERCARD INC | 36,229 | $3.2B | 60.92% | |
| 152 | AMATAPPLIED MATLS INC | 132,272 | $3.2B | 60.54% | |
| 153 | ROPROPER TECHNOLOGIES INC | 18,478 | $3.2B | 60.18% | |
| 154 | FASTFASTENAL CO | 70,901 | $3.1B | 60.10% | |
| 155 | NCLHNORWEGIAN CRUISE LINE HLDGS | 78,100 | $3.1B | 59.41% | |
| 156 | —LABORATORY CORP AMER HLDGS | 23,277 | $3.0B | 57.91% | |
| 157 | STSENSATA TECHNOLOGIES HLDG NV | 86,787 | $3.0B | 57.81% | |
| 158 | XECEURCIMAREX ENERGY CO | 25,306 | $3.0B | 57.66% | |
| 159 | —BANK OF THE OZARKS INC | 80,006 | $3.0B | 57.31% | |
| 160 | CFGCITIZENS FINL GROUP INC | 149,142 | $3.0B | 56.89% | |
| 161 | —ARRIS INTL INC | 136,572 | $2.9B | 54.66% | |
| 162 | PCARPACCAR INC | 54,992 | $2.9B | 54.47% | |
| 163 | ELVANTHEM INC | 21,554 | $2.8B | 54.05% | |
| 164 | —COBALT INTL ENERGY INC | 7,500,000 | $2.8B | 54.03% | |
| 165 | BIIBBIOGEN INC | 11,685 | $2.8B | 53.95% | |
| 166 | BF/BBROWN FORMAN CORP | 28,100 | $2.8B | 53.53% | |
| 167 | ESEVERSOURCE ENERGY | 46,700 | $2.8B | 53.42% | |
| 168 | SWKSTANLEY BLACK & DECKER INC | 25,037 | $2.8B | 53.17% | |
| 169 | CPRTCOPART INC | 56,341 | $2.8B | 52.73% | |
| 170 | —SPIRIT RLTY CAP INC NEW | 2,500,000 | $2.7B | 51.47% | |
| 171 | CAGCONAGRA FOODS INC | 56,389 | $2.7B | 51.47% | |
| 172 | —FIDELITY & GTY LIFE | 115,284 | $2.7B | 51.01% | Call |
| 173 | JECUSDJACOBS ENGR GROUP INC DEL | 53,241 | $2.7B | 50.63% | |
| 174 | PYPLPAYPAL HLDGS INC | 72,344 | $2.6B | 50.44% | |
| 175 | CCKCROWN HOLDINGS INC | 50,070 | $2.5B | 48.45% | |
| 176 | XRAYDENTSPLY SIRONA INC | 40,700 | $2.5B | 48.22% | |
| 177 | CHKPCHECK POINT SOFTWARE TECH LT | 31,494 | $2.5B | 47.92% | |
| 178 | 9990302DAPACHE CORP | 44,751 | $2.5B | 47.57% | |
| 179 | THOTHOR INDS INC | 38,400 | $2.5B | 47.48% | |
| 180 | PHPARKER HANNIFIN CORP | 22,933 | $2.5B | 47.31% | |
| 181 | WABWABTEC CORP | 34,351 | $2.4B | 46.06% | |
| 182 | OSKOSHKOSH CORP | 49,750 | $2.4B | 45.32% | |
| 183 | PKNPERKINELMER INC | 44,152 | $2.3B | 44.19% | |
| 184 | UNMUNUM GROUP | 72,224 | $2.3B | 43.85% | |
| 185 | —WGL HLDGS INC | 31,048 | $2.2B | 41.96% | |
| 186 | TJXTJX COS INC NEW | 27,979 | $2.2B | 41.25% | |
| 187 | ULTAULTA SALON COSMETCS & FRAG I | 8,829 | $2.2B | 41.08% | |
| 188 | PEOEXELON CORP | 58,875 | $2.1B | 40.87% | |
| 189 | JNPJUNIPER NETWORKS INC | 94,957 | $2.1B | 40.77% | |
| 190 | BKUBANKUNITED INC | 68,549 | $2.1B | 40.20% | |
| 191 | COSTCOSTCO WHSL CORP NEW | 13,400 | $2.1B | 40.18% | |
| 192 | ILMNILLUMINA INC | 14,891 | $2.1B | 39.92% | |
| 193 | —GREAT PLAINS ENERGY INC | 68,331 | $2.1B | 39.67% | |
| 194 | AMGAFFILIATED MANAGERS GROUP | 14,300 | $2.0B | 38.44% | |
| 195 | BHCVALEANT PHARMACEUTICALS INTL | 99,600 | $2.0B | 38.29% | Put |
| 196 | IFFINTERNATIONAL FLAVORS&FRAGRA | 15,600 | $2.0B | 37.55% | |
| 197 | ALVAUTOLIV INC | 18,224 | $2.0B | 37.39% | |
| 198 | CHDCHURCH & DWIGHT INC | 18,985 | $2.0B | 37.30% | |
| 199 | —FIRST NIAGARA FINL GP INC | 200,000 | $1.9B | 37.20% | |
| 200 | —CBS CORP NEW | 34,900 | $1.9B | 36.27% |