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
101
AMGAFFILIATED MANAGERS GROUP
42,530$6.2B0.13%
102
FISFIDELITY NATL INFORMATION SV
79,003$6.1B0.13%
103
URBNURBAN OUTFITTERS INC
174,767$6.0B0.13%
104
IRONWOOD PHARMACEUTICALS INC
5,000,000$6.0B0.13%
105
SLBSCHLUMBERGER LTD
74,058$5.8B0.13%
106
CLOVIS ONCOLOGY INC
6,074,000$5.8B0.13%
107
EXECHESAPEAKE ENERGY CORP
5,707,000$5.7B0.13%
108
STARWOOD PPTY TR INC
5,500,000$5.7B0.12%
109
SPIRIT RLTY CAP INC NEW
5,000,000$5.7B0.12%
110
CTRIP COM INTL LTD
5,000,000$5.6B0.12%
111
MASMASCO CORP
162,244$5.6B0.12%
112
KSSKOHLS CORP
124,061$5.4B0.12%
113
FLEETMATICS GROUP PLC
86,611$5.2B0.11%
114
GORES HLDGS INC
478,159$5.2B0.11%
115
PEGPUBLIC SVC ENTERPRISE GROUP
122,882$5.1B0.11%
116
JBLUJETBLUE AIRWAYS CORP
289,317$5.0B0.11%
117
XOMEXXON MOBIL CORP
57,087$5.0B0.11%Put
118
MHKMOHAWK INDS INC
24,304$4.9B0.11%
119
JOY GLOBAL INC
168,077$4.7B0.10%
120
AMZNAMAZON COM INC
5,561$4.7B0.10%Put
121
ADSKAUTODESK INC
63,008$4.6B0.10%
122
NAVNAVISTAR INTL CORP NEW
195,100$4.5B0.10%Put
123
ICEINTERCONTINENTAL EXCHANGE IN
16,475$4.4B0.10%
124
ACHCACADIA HEALTHCARE COMPANY IN
88,400$4.4B0.10%
125
HYGISHARES TR
50,000$4.4B0.10%Put
126
XLFSELECT SECTOR SPDR TR
223,100$4.3B0.09%Put
127
COSTCOSTCO WHSL CORP NEW
28,187$4.3B0.09%
128
CHEMTURA CORP
130,700$4.3B0.09%
129
DKSDICKS SPORTING GOODS INC
72,756$4.1B0.09%
130
AMATAPPLIED MATLS INC
135,049$4.1B0.09%
131
BBYBEST BUY INC
105,947$4.0B0.09%
132
CERNCHFCERNER CORP
64,839$4.0B0.09%
133
CVXCHEVRON CORP NEW
37,600$3.9B0.08%Put
134
JECUSDJACOBS ENGR GROUP INC DEL
73,859$3.8B0.08%
135
EXPDEXPEDITORS INTL WASH INC
74,119$3.8B0.08%
136
BANK OF THE OZARKS INC
99,362$3.8B0.08%
137
VRSNVERISIGN INC
48,036$3.8B0.08%
138
DUKDUKE ENERGY CORP NEW
46,605$3.7B0.08%
139
ORLYO REILLY AUTOMOTIVE INC NEW
13,253$3.7B0.08%
140
VOYAVOYA FINL INC
128,180$3.7B0.08%
141
4I1PHILIP MORRIS INTL INC
37,700$3.7B0.08%Put
142
FIDELITY & GTY LIFE
151,784$3.5B0.08%Call
143
INGMINGRAM MICRO INC
97,560$3.5B0.08%Put
144
TROWPRICE T ROWE GROUP INC
52,100$3.5B0.08%
145
GRMNGARMIN LTD
71,801$3.5B0.08%
146
LIBERTY MEDIA CORP
6,500,000$3.4B0.08%
147
EOGEOG RES INC
35,456$3.4B0.08%
148
GDDYGODADDY INC
99,005$3.4B0.07%
149
HALHALLIBURTON CO
75,737$3.4B0.07%Put
150
NTAPNETAPP INC
93,863$3.4B0.07%
151
HFCUSDHOLLYFRONTIER CORP
134,887$3.3B0.07%
152
GNTXGENTEX CORP
187,991$3.3B0.07%
153
AFLAFLAC INC
45,688$3.3B0.07%
154
WHITING PETE CORP NEW
3,400,000$3.3B0.07%
155
CITCINTAS CORP
28,274$3.2B0.07%
156
CONSOL ENERGY INC
165,203$3.2B0.07%
157
HESHESS CORP
58,700$3.1B0.07%
158
AMGNAMGEN INC
18,581$3.1B0.07%
159
IYRISHARES TR
38,200$3.1B0.07%Put
160
FDO.FMACYS INC
83,100$3.1B0.07%
161
AFWALIGN TECHNOLOGY INC
32,390$3.0B0.07%
162
DISCAUSDDISCOVERY COMMUNICATNS NEW
111,295$3.0B0.07%
163
AEPAMERICAN ELEC PWR INC
46,626$3.0B0.07%
164
VFCV F CORP
53,209$3.0B0.07%
165
WHRWHIRLPOOL CORP
18,346$3.0B0.07%
166
CLBCORE LABORATORIES N V
26,461$3.0B0.07%
167
FAFFIRST AMERN FINL CORP
75,398$3.0B0.06%
168
XL GROUP LTD
87,850$3.0B0.06%
169
KSUEURKANSAS CITY SOUTHERN
31,266$2.9B0.06%
170
GRA1EURGRACE W R & CO DEL NEW
39,378$2.9B0.06%
171
CHTRCHARTER COMMUNICATIONS INC N
10,667$2.9B0.06%
172
CMSCMS ENERGY CORP
67,436$2.8B0.06%
173
FDXFEDEX CORP
16,200$2.8B0.06%
174
PARSLEY ENERGY INC
83,708$2.8B0.06%
175
ISIS PHARMACEUTICALS INC DEL
3,000,000$2.8B0.06%
176
BACVERIZON COMMUNICATIONS INC
52,964$2.8B0.06%Put
177
FASTFASTENAL CO
65,500$2.7B0.06%
178
PHPARKER HANNIFIN CORP
21,738$2.7B0.06%
179
TPDTEMPUR SEALY INTL INC
48,000$2.7B0.06%
180
LYVLIVE NATION ENTERTAINMENT IN
99,000$2.7B0.06%
181
SHWSHERWIN WILLIAMS CO
9,800$2.7B0.06%
182
NDSNNORDSON CORP
27,100$2.7B0.06%
183
ORIOLD REP INTL CORP
152,696$2.7B0.06%
184
STARWOOD WAYPOINT RESIDENTL
2,500,000$2.7B0.06%
185
DFSEURDISCOVER FINL SVCS
46,969$2.7B0.06%
186
BABAALIBABA GROUP HLDG LTD
25,000$2.6B0.06%Call
187
TTENTOTAL S A
54,299$2.6B0.06%
188
AETNA INC NEW
22,261$2.6B0.06%
189
NETSUITE INC
22,900$2.5B0.06%Call
190
COOCOOPER COS INC
14,051$2.5B0.06%
191
URIUNITED RENTALS INC
32,000$2.5B0.05%
192
ADBEADOBE SYS INC
23,022$2.5B0.05%
193
ECLECOLAB INC
20,450$2.5B0.05%
194
CELGCELGENE CORP
23,700$2.5B0.05%
195
VRTXVERTEX PHARMACEUTICALS INC
28,284$2.5B0.05%
196
RPMRPM INTL INC
45,818$2.5B0.05%
197
FBINFORTUNE BRANDS HOME & SEC IN
42,299$2.5B0.05%
198
WRUSDWESTAR ENERGY INC
42,725$2.4B0.05%
199
INTERSIL CORP
109,224$2.4B0.05%Call
200
IDXXIDEXX LABS INC
21,060$2.4B0.05%
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