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)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 201 | NUANEURNUANCE COMMUNICATIONS INC | 176,526 | $2.6B | 0.08% | |
| 202 | ADMARCHER DANIELS MIDLAND CO | 56,711 | $2.6B | 0.08% | |
| 203 | —LINEAR TECHNOLOGY CORP | 41,345 | $2.6B | 0.08% | |
| 204 | —BUNGE LIMITED | 35,277 | $2.5B | 0.08% | |
| 205 | CVSCVS HEALTH CORP | 32,160 | $2.5B | 0.08% | Put |
| 206 | STZCONSTELLATION BRANDS INC | 16,400 | $2.5B | 0.08% | |
| 207 | ICLRICON PLC | 33,394 | $2.5B | 0.08% | |
| 208 | ROPROPER TECHNOLOGIES INC | 13,700 | $2.5B | 0.08% | |
| 209 | PVHPVH CORP | 27,700 | $2.5B | 0.08% | |
| 210 | MOALTRIA GROUP INC | 36,300 | $2.4B | 0.08% | Put |
| 211 | NBL2EURNOBLE ENERGY INC | 63,684 | $2.4B | 0.07% | |
| 212 | —ROCKWELL COLLINS INC | 25,900 | $2.4B | 0.07% | Call |
| 213 | KSSKOHLS CORP | 47,900 | $2.4B | 0.07% | |
| 214 | WEXWEX INC | 21,142 | $2.4B | 0.07% | |
| 215 | MMM3M CO | 13,153 | $2.3B | 0.07% | Put |
| 216 | —CTRIP COM INTL LTD | 2,000,000 | $2.3B | 0.07% | |
| 217 | ARANTERO RES CORP | 96,401 | $2.3B | 0.07% | |
| 218 | DALDELTA AIR LINES INC DEL | 46,200 | $2.3B | 0.07% | |
| 219 | CECELANESE CORP DEL | 28,800 | $2.3B | 0.07% | |
| 220 | BAPCREDICORP LTD | 14,332 | $2.3B | 0.07% | |
| 221 | TQJSIGNATURE BK NEW YORK N Y | 14,993 | $2.3B | 0.07% | |
| 222 | AVGOBROADCOM LTD | 12,701 | $2.2B | 0.07% | Put |
| 223 | IVZINVESCO LTD | 72,379 | $2.2B | 0.07% | |
| 224 | EWCISHARES | 83,894 | $2.2B | 0.07% | |
| 225 | CBRLCRACKER BARREL OLD CTRY STOR | 13,100 | $2.2B | 0.07% | |
| 226 | CNPCENTERPOINT ENERGY INC | 87,981 | $2.2B | 0.07% | |
| 227 | S9QSPIRIT AEROSYSTEMS HLDGS INC | 36,400 | $2.1B | 0.07% | |
| 228 | HPHELMERICH & PAYNE INC | 27,299 | $2.1B | 0.07% | |
| 229 | —AMYRIS INC | 4,000,000 | $2.1B | 0.07% | |
| 230 | WCGEURWELLCARE HEALTH PLANS INC | 15,328 | $2.1B | 0.06% | |
| 231 | XLYSELECT SECTOR SPDR TR | 25,786 | $2.1B | 0.06% | |
| 232 | LNCLINCOLN NATL CORP IND | 31,588 | $2.1B | 0.06% | |
| 233 | —VALSPAR CORP | 19,614 | $2.0B | 0.06% | |
| 234 | WSMWILLIAMS SONOMA INC | 41,889 | $2.0B | 0.06% | |
| 235 | XLFISELECT SECTOR SPDR TR | 39,050 | $2.0B | 0.06% | |
| 236 | BF/BBROWN FORMAN CORP | 44,900 | $2.0B | 0.06% | |
| 237 | BMYBRISTOL MYERS SQUIBB CO | 34,100 | $2.0B | 0.06% | Put |
| 238 | HRSEURHARRIS CORP DEL | 19,399 | $2.0B | 0.06% | |
| 239 | WWDWOODWARD INC | 28,700 | $2.0B | 0.06% | |
| 240 | SEESEALED AIR CORP NEW | 43,600 | $2.0B | 0.06% | |
| 241 | ZTSZOETIS INC | 36,838 | $2.0B | 0.06% | |
| 242 | —TESORO CORP | 22,400 | $2.0B | 0.06% | |
| 243 | ABBVABBVIE INC | 31,300 | $2.0B | 0.06% | Put |
| 244 | MUMICRON TECHNOLOGY INC | 89,190 | $2.0B | 0.06% | |
| 245 | —AQUA AMERICA INC | 64,820 | $1.9B | 0.06% | |
| 246 | GSGOLDMAN SACHS GROUP INC | 8,100 | $1.9B | 0.06% | Put |
| 247 | AWNADVANCE AUTO PARTS INC | 11,400 | $1.9B | 0.06% | |
| 248 | BHCVALEANT PHARMACEUTICALS INTL | 132,500 | $1.9B | 0.06% | Put |
| 249 | MRO*MARATHON OIL CORP | 110,731 | $1.9B | 0.06% | |
| 250 | SSNCSS&C TECHNOLOGIES HLDGS INC | 66,303 | $1.9B | 0.06% | |
| 251 | ZZILLOW GROUP INC | 51,850 | $1.9B | 0.06% | |
| 252 | AMGAFFILIATED MANAGERS GROUP | 12,969 | $1.9B | 0.06% | |
| 253 | SMSM ENERGY CO | 54,243 | $1.9B | 0.06% | |
| 254 | AESAES CORP | 159,538 | $1.9B | 0.06% | |
| 255 | COPCONOCOPHILLIPS | 36,527 | $1.8B | 0.06% | Put |
| 256 | —EXPRESS SCRIPTS HLDG CO | 26,273 | $1.8B | 0.06% | |
| 257 | XRAYDENTSPLY SIRONA INC | 31,092 | $1.8B | 0.06% | |
| 258 | ISBCUSDINVESTORS BANCORP INC NEW | 128,134 | $1.8B | 0.06% | |
| 259 | JECUSDJACOBS ENGR GROUP INC DEL | 31,320 | $1.8B | 0.06% | |
| 260 | —NAVIGANT CONSULTING INC | 67,254 | $1.8B | 0.05% | |
| 261 | —GREAT PLAINS ENERGY INC | 63,999 | $1.8B | 0.05% | |
| 262 | —COACH INC | 49,800 | $1.7B | 0.05% | |
| 263 | SCHWSCHWAB CHARLES CORP NEW | 43,228 | $1.7B | 0.05% | |
| 264 | SMGSCOTTS MIRACLE GRO CO | 17,502 | $1.7B | 0.05% | |
| 265 | ITGARTNER INC | 16,453 | $1.7B | 0.05% | |
| 266 | TTWOTAKE-TWO INTERACTIVE SOFTWAR | 33,620 | $1.7B | 0.05% | |
| 267 | BALLBALL CORP | 22,012 | $1.7B | 0.05% | |
| 268 | XLUSELECT SECTOR SPDR TR | 33,989 | $1.6B | 0.05% | |
| 269 | LEALEAR CORP | 12,400 | $1.6B | 0.05% | |
| 270 | NDSNNORDSON CORP | 14,617 | $1.6B | 0.05% | |
| 271 | CNCCENTENE CORP DEL | 28,901 | $1.6B | 0.05% | |
| 272 | EBAEBAY INC | 55,023 | $1.6B | 0.05% | Call |
| 273 | MCOMOODYS CORP | 17,200 | $1.6B | 0.05% | |
| 274 | ROSTROSS STORES INC | 24,703 | $1.6B | 0.05% | |
| 275 | FTNTFORTINET INC | 53,804 | $1.6B | 0.05% | |
| 276 | —CEMEX SAB DE CV | 1,500,000 | $1.6B | 0.05% | |
| 277 | MKTXMARKETAXESS HLDGS INC | 10,909 | $1.6B | 0.05% | |
| 278 | LULULULULEMON ATHLETICA INC | 24,600 | $1.6B | 0.05% | |
| 279 | HOLXHOLOGIC INC | 39,507 | $1.6B | 0.05% | |
| 280 | FANGDIAMONDBACK ENERGY INC | 15,573 | $1.6B | 0.05% | |
| 281 | ISIIONIS PHARMACEUTICALS INC | 32,614 | $1.6B | 0.05% | |
| 282 | GMGENERAL MTRS CO | 44,620 | $1.6B | 0.05% | Put |
| 283 | AYIACUITY BRANDS INC | 6,734 | $1.6B | 0.05% | |
| 284 | DRIDARDEN RESTAURANTS INC | 21,301 | $1.5B | 0.05% | |
| 285 | BPBP PLC | 41,300 | $1.5B | 0.05% | Call |
| 286 | WECWEC ENERGY GROUP INC | 26,300 | $1.5B | 0.05% | |
| 287 | FAFFIRST AMERN FINL CORP | 41,875 | $1.5B | 0.05% | |
| 288 | PHMPULTE GROUP INC | 83,106 | $1.5B | 0.05% | |
| 289 | AMCXAMC NETWORKS INC | 28,508 | $1.5B | 0.05% | |
| 290 | UTXZUNITED TECHNOLOGIES CORP | 13,500 | $1.5B | 0.05% | Put |
| 291 | AKAMAKAMAI TECHNOLOGIES INC | 21,967 | $1.5B | 0.05% | |
| 292 | —BEMIS INC | 30,300 | $1.4B | 0.04% | |
| 293 | HONHONEYWELL INTL INC | 12,468 | $1.4B | 0.04% | Put |
| 294 | HASHASBRO INC | 17,900 | $1.4B | 0.04% | |
| 295 | BERYEURBERRY PLASTICS GROUP INC | 27,738 | $1.4B | 0.04% | |
| 296 | —YADKIN FINL CORP | 39,131 | $1.3B | 0.04% | |
| 297 | GPNGLOBAL PMTS INC | 19,200 | $1.3B | 0.04% | |
| 298 | THOTHOR INDS INC | 13,035 | $1.3B | 0.04% | |
| 299 | NRANRG ENERGY INC | 106,435 | $1.3B | 0.04% | |
| 300 | —HEADWATERS INC | 54,479 | $1.3B | 0.04% |