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)

StockValue
PEGPUBLIC SVC ENTERPRISE GROUP
$6.0M
MCDMCDONALDS CORP
$5.9M
LOWLOWES COS INC
$5.9M
NDSNNORDSON CORP
$5.9M
NKENIKE INC
$5.9M
IWMISHARES TR
$5.7M
DIAMOND RESORTS INTL INC
$5.7M
ELIZABETH ARDEN INC
$5.7M
MONSANTO CO NEW
$5.6M
SPIRIT RLTY CAP INC NEW
$5.6M
4I1PHILIP MORRIS INTL INC
$5.4M
ALLEGHENY TECHNOLOGIES INC
$5.3M
COMPUTER SCIENCES CORP
$5.0M
IVZINVESCO LTD
$5.0M
PDCOEURPATTERSON COMPANIES INC
$4.9M
PPLPPL CORP
$4.8M
BAXBAXTER INTL INC
$4.8M
ALERE INC
$4.6M
CLCOLGATE PALMOLIVE CO
$4.6M
VEEVVEEVA SYS INC
$4.6M
AJGGALLAGHER ARTHUR J & CO
$4.6M
DISCAUSDDISCOVERY COMMUNICATNS NEW
$4.6M
DALDELTA AIR LINES INC DEL
$4.5M
FEFIRSTENERGY CORP
$4.4M
TWENTY FIRST CENTY FOX INC
$4.4M
SJMSMUCKER J M CO
$4.4M
SABRSABRE CORP
$4.2M
AMCXAMC NETWORKS INC
$4.2M
FISVFISERV INC
$4.1M
DDOMINION RES INC VA NEW
$4.1M
TSLATESLA MTRS INC
$4.0M
VLOVALERO ENERGY CORP NEW
$3.9M
XLFSELECT SECTOR SPDR TR
$3.9M
EAELECTRONIC ARTS INC
$3.8M
CTXSEURCITRIX SYS INC
$3.8M
CHTRCHARTER COMMUNICATIONS INC N
$3.7M
HRBBLOCK H & R INC
$3.7M
RCLROYAL CARIBBEAN CRUISES LTD
$3.7M
BDXBECTON DICKINSON & CO
$3.6M
PFEPFIZER INC
$3.6M
REGNREGENERON PHARMACEUTICALS
$3.6M
CHENIERE ENERGY INC
$3.5M
HEARTWARE INTL INC
$3.5M
DLTRDOLLAR TREE INC
$3.4M
7HPHP INC
$3.4M
MICHAEL KORS HLDGS LTD
$3.3M
WEATHERFORD INTL LTD
$3.3M
DVADAVITA HEALTHCARE PARTNERS I
$3.2M
EWEDWARDS LIFESCIENCES CORP
$3.2M
JBHTHUNT J B TRANS SVCS INC
$3.2M
MAMASTERCARD INC
$3.2M
AMATAPPLIED MATLS INC
$3.2M
ROPROPER TECHNOLOGIES INC
$3.2M
FASTFASTENAL CO
$3.1M
NCLHNORWEGIAN CRUISE LINE HLDGS
$3.1M
LABORATORY CORP AMER HLDGS
$3.0M
STSENSATA TECHNOLOGIES HLDG NV
$3.0M
XECEURCIMAREX ENERGY CO
$3.0M
BANK OF THE OZARKS INC
$3.0M
CFGCITIZENS FINL GROUP INC
$3.0M
ARRIS INTL INC
$2.9M
PCARPACCAR INC
$2.9M
ELVANTHEM INC
$2.8M
COBALT INTL ENERGY INC
$2.8M
BIIBBIOGEN INC
$2.8M
BF/BBROWN FORMAN CORP
$2.8M
ESEVERSOURCE ENERGY
$2.8M
SWKSTANLEY BLACK & DECKER INC
$2.8M
CPRTCOPART INC
$2.8M
SPIRIT RLTY CAP INC NEW
$2.7M
CAGCONAGRA FOODS INC
$2.7M
FIDELITY & GTY LIFE
$2.7M
JECUSDJACOBS ENGR GROUP INC DEL
$2.7M
PYPLPAYPAL HLDGS INC
$2.6M
CCKCROWN HOLDINGS INC
$2.5M
XRAYDENTSPLY SIRONA INC
$2.5M
CHKPCHECK POINT SOFTWARE TECH LT
$2.5M
9990302DAPACHE CORP
$2.5M
THOTHOR INDS INC
$2.5M
PHPARKER HANNIFIN CORP
$2.5M
WABWABTEC CORP
$2.4M
OSKOSHKOSH CORP
$2.4M
PKNPERKINELMER INC
$2.3M
UNMUNUM GROUP
$2.3M
WGL HLDGS INC
$2.2M
TJXTJX COS INC NEW
$2.2M
ULTAULTA SALON COSMETCS & FRAG I
$2.2M
PEOEXELON CORP
$2.1M
JNPJUNIPER NETWORKS INC
$2.1M
BKUBANKUNITED INC
$2.1M
COSTCOSTCO WHSL CORP NEW
$2.1M
ILMNILLUMINA INC
$2.1M
GREAT PLAINS ENERGY INC
$2.1M
AMGAFFILIATED MANAGERS GROUP
$2.0M
BHCVALEANT PHARMACEUTICALS INTL
$2.0M
IFFINTERNATIONAL FLAVORS&FRAGRA
$2.0M
ALVAUTOLIV INC
$2.0M
CHDCHURCH & DWIGHT INC
$2.0M
FIRST NIAGARA FINL GP INC
$1.9M
CBS CORP NEW
$1.9M
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