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)

#StockSharesValue% PortfolioType
301
YOUR CMNTY BANKSHARES INC
26,612$988.0M18.87%
302
ACGLARCH CAP GROUP LTD
13,617$980.0M18.72%
303
ALXNALEXION PHARMACEUTICALS INC
8,400$980.0M18.72%
304
HASHASBRO INC
11,646$978.0M18.68%
305
ENVISION HEALTHCARE HLDGS IN
38,481$976.0M18.64%
306
KRKROGER CO
26,500$974.0M18.60%
307
TIVO INC
98,038$970.0M18.53%
308
VTYVERINT SYS INC
29,051$962.0M18.37%
309
MLMMARTIN MARIETTA MATLS INC
5,002$960.0M18.33%
310
EQTEQT CORP
12,326$954.0M18.22%
311
POLYCOM INC
83,940$944.0M18.03%
312
BACBANK AMER CORP
70,273$932.0M17.80%
313
UTHUNITED THERAPEUTICS CORP DEL
8,807$932.0M17.80%
314
WBC1EURWABCO HLDGS INC
10,151$929.0M17.74%
315
AMTRUST FINL SVCS INC
37,600$921.0M17.59%
316
NETSUITE INC
12,600$917.0M17.51%
317
BENFRANKLIN RES INC
27,500$917.0M17.51%
318
HXLHEXCEL CORP NEW
21,905$912.0M17.42%
319
NAVISTAR INTL CORP NEW
1,500,000$890.0M17.00%
320
WSMWILLIAMS SONOMA INC
16,830$877.0M16.75%
321
QEPQEP RES INC
49,641$875.0M16.71%
322
EMEEMCOR GROUP INC
17,766$875.0M16.71%
323
AQUA AMERICA INC
24,500$873.0M16.67%
324
CDWCDW CORP
21,497$861.0M16.44%
325
ACHCACADIA HEALTHCARE COMPANY IN
15,500$858.0M16.39%
326
CANTEL MEDICAL CORP
12,417$853.0M16.29%
327
JXC1J2 GLOBAL INC
13,500$852.0M16.27%
328
CAKECHEESECAKE FACTORY INC
17,600$847.0M16.18%
329
ATVIEURACTIVISION BLIZZARD INC
21,359$846.0M16.16%
330
CRLCHARLES RIV LABS INTL INC
10,250$845.0M16.14%
331
IVREURINVESCO MORTGAGE CAPITAL INC
61,700$844.0M16.12%Put
332
WCGEURWELLCARE HEALTH PLANS INC
7,872$844.0M16.12%
333
ALBALBEMARLE CORP
10,500$832.0M15.89%
334
MSGNMSG NETWORK INC
53,907$826.0M15.78%
335
LEUCADIA NATL CORP
47,568$824.0M15.74%
336
RNSTRENASANT CORP
25,500$824.0M15.74%
337
KSUEURKANSAS CITY SOUTHERN
9,100$819.0M15.64%
338
CHKEURCHESAPEAKE ENERGY CORP
191,476$819.0M15.64%
339
BRKRBRUKER CORP
35,850$815.0M15.56%
340
TQJSIGNATURE BK NEW YORK N Y
6,500$811.0M15.49%
341
ASBASSOCIATED BANC CORP
46,300$794.0M15.16%
342
SLMSLM CORP
128,494$794.0M15.16%
343
HPEHEWLETT PACKARD ENTERPRISE C
43,092$787.0M15.03%
344
3M4MASIMO CORP
14,980$786.0M15.01%
345
CCLCARNIVAL CORP
17,755$784.0M14.97%
346
CNKCINEMARK HOLDINGS INC
21,499$783.0M14.95%
347
POSTPOST HLDGS INC
9,476$783.0M14.95%
348
BOTTOMLINE TECH DEL INC
35,700$768.0M14.67%
349
VSTOEURVISTA OUTDOOR INC
16,012$764.0M14.59%
350
MKLMARKEL CORP
796$758.0M14.48%
351
SNYDERS-LANCE INC
22,310$756.0M14.44%
352
UBNTEURUBIQUITI NETWORKS INC
19,400$750.0M14.32%
353
SUNTRUST BKS INC
17,865$733.0M14.00%
354
MTGMGIC INVT CORP WIS
123,216$733.0M14.00%
355
MDMEDNAX INC
9,957$721.0M13.77%
356
RPMRPM INTL INC
14,389$718.0M13.71%
357
OPLNKAR AUCTION SVCS INC
17,199$717.0M13.69%
358
VERIFONE SYS INC
38,302$710.0M13.56%
359
AGOASSURED GUARANTY LTD
27,891$707.0M13.50%
360
DRQEURDRIL-QUIP INC
12,000$701.0M13.39%
361
WYNNWYNN RESORTS LTD
7,700$697.0M13.31%
362
SYNCHRONOSS TECHNOLOGIES INC
21,800$695.0M13.27%
363
NOWSERVICENOW INC
10,438$693.0M13.23%
364
KNOLL INC
28,400$689.0M13.16%
365
LSTRLANDSTAR SYS INC
10,008$687.0M13.12%
366
FNBFNB CORP PA
54,173$679.0M12.97%
367
EVREVERCORE PARTNERS INC
14,991$662.0M12.64%
368
HDSUSDHD SUPPLY HLDGS INC
19,000$661.0M12.62%
369
ATOATMOS ENERGY CORP
8,070$656.0M12.53%
370
BIGGQBIG LOTS INC
13,100$656.0M12.53%
371
ALKALASKA AIR GROUP INC
11,252$655.0M12.51%
372
DGDOLLAR GEN CORP NEW
6,900$648.0M12.38%
373
TXNMPNM RES INC
18,232$646.0M12.34%
374
NBRNABORS INDUSTRIES LTD
64,400$646.0M12.34%Put
375
2362120DSINCLAIR BROADCAST GROUP INC
21,600$644.0M12.30%
376
CFCF INDS HLDGS INC
26,597$640.0M12.22%
377
MANHMANHATTAN ASSOCS INC
9,966$639.0M12.20%
378
CSLCARLISLE COS INC
5,986$632.0M12.07%
379
CONVERGYS CORP
24,900$622.0M11.88%
380
GFFGRIFFON CORP
36,814$620.0M11.84%
381
LADLITHIA MTRS INC
8,547$607.0M11.59%
382
COACH INC
14,802$603.0M11.52%
383
BLUE BUFFALO PET PRODS INC
25,778$601.0M11.48%
384
MYGNMYRIAD GENETICS INC
19,600$599.0M11.44%
385
BANCBANC OF CALIFORNIA INC
33,000$597.0M11.40%
386
BABOEING CO
4,600$597.0M11.40%
387
SCCOSOUTHERN COPPER CORP
22,100$596.0M11.38%
388
NCI BUILDING SYS INC
37,191$594.0M11.34%
389
NAVNAVISTAR INTL CORP NEW
50,700$591.0M11.29%Put
390
HCSGHEALTHCARE SVCS GRP INC
14,300$591.0M11.29%
391
PNWPINNACLE WEST CAP CORP
7,258$588.0M11.23%
392
VGREURVECTOR GROUP LTD
26,200$587.0M11.21%
393
PDCEUSDPDC ENERGY INC
10,161$585.0M11.17%
394
STTSTATE STR CORP
10,800$582.0M11.12%
395
ECLECOLAB INC
4,900$581.0M11.10%
396
ALLIED WRLD ASSUR COM HLDG A
16,500$579.0M11.06%
397
MDRXALLSCRIPTS HEALTHCARE SOLUTN
45,367$576.0M11.00%
398
BUNGE LIMITED
9,720$574.0M10.96%
399
NOVEURNATIONAL OILWELL VARCO INC
17,000$572.0M10.92%
400
ORIOLD REP INTL CORP
29,400$567.0M10.83%
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