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
401
SLBSCHLUMBERGER LTD
7,114$562.0M10.73%
402
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
9,702$555.0M10.60%
403
PPCPILGRIMS PRIDE CORP NEW
21,798$555.0M10.60%
404
CLARCOR INC
9,016$548.0M10.47%
405
UMBFUMB FINL CORP
10,300$548.0M10.47%
406
OMFONEMAIN HLDGS INC
23,776$542.0M10.35%
407
EBSEMERGENT BIOSOLUTIONS INC
19,019$534.0M10.20%
408
BAPCREDICORP LTD
3,411$526.0M10.05%
409
NUANEURNUANCE COMMUNICATIONS INC
33,074$516.0M9.85%
410
EMNEASTMAN CHEM CO
7,600$516.0M9.85%
411
FEYECHFFIREEYE INC
31,000$510.0M9.74%
412
KATE SPADE & CO
24,700$509.0M9.72%
413
SCSCSCANSOURCE INC
13,720$509.0M9.72%
414
MSCIMSCI INC
6,600$508.0M9.70%
415
TKRTIMKEN CO
16,500$505.0M9.64%
416
ATSG*AIR TRANSPORT SERVICES GRP I
38,142$494.0M9.43%
417
OPKOPKO HEALTH INC
52,966$494.0M9.43%
418
BALLBALL CORP
6,800$491.0M9.38%
419
PIIPOLARIS INDS INC
6,010$491.0M9.38%
420
PBVPRESTIGE BRANDS HLDGS INC
8,806$487.0M9.30%
421
BOBEUSDBOB EVANS FARMS INC
12,800$485.0M9.26%
422
ARANTERO RES CORP
18,500$480.0M9.17%
423
RLIRLI CORP
6,799$467.0M8.92%
424
TCF FINL CORP
36,902$466.0M8.90%
425
HIGHARTFORD FINL SVCS GROUP INC
10,500$465.0M8.88%
426
RBCRBC BEARINGS INC
6,359$461.0M8.80%
427
LINEAR TECHNOLOGY CORP
9,900$460.0M8.79%
428
SYMCEURSYMANTEC CORP
22,221$456.0M8.71%
429
FLOFLOWERS FOODS INC
24,366$456.0M8.71%
430
PFGCPERFORMANCE FOOD GROUP CO
16,944$455.0M8.69%
431
TTEKTETRA TECH INC NEW
14,800$455.0M8.69%
432
COHREURCOHERENT INC
4,947$454.0M8.67%
433
ADTNEURADTRAN INC
24,171$450.0M8.59%
434
GMEDGLOBUS MED INC
18,639$444.0M8.48%
435
WENWENDYS CO
46,100$443.0M8.46%
436
ANALOGIC CORP
5,479$435.0M8.31%
437
EBAEBAY INC
18,589$435.0M8.31%
438
ARCCARES CAP CORP
30,500$433.0M8.27%
439
GGENPACT LIMITED
16,113$432.0M8.25%
440
ZTSZOETIS INC
9,100$431.0M8.23%
441
VALIDUS HOLDINGS LTD
8,885$431.0M8.23%
442
HUBBHUBBELL INC
4,072$429.0M8.19%
443
AKORN INC
14,987$426.0M8.14%
444
FULFULLER H B CO
9,700$426.0M8.14%
445
CIENCIENA CORP
22,700$425.0M8.12%
446
AAALCOA INC
45,600$422.0M8.06%
447
XELXCEL ENERGY INC
9,398$420.0M8.02%
448
MEDIDATA SOLUTIONS INC
8,900$417.0M7.96%
449
SRSPIRE INC
5,800$410.0M7.83%
450
PBCTEURPEOPLES UNITED FINANCIAL INC
27,869$408.0M7.79%
451
URBNURBAN OUTFITTERS INC
14,800$407.0M7.77%
452
FLSFLOWSERVE CORP
9,000$406.0M7.75%
453
ONON SEMICONDUCTOR CORP
45,556$401.0M7.66%
454
KEXKIRBY CORP
6,440$401.0M7.66%
455
GKDGRAND CANYON ED INC
10,024$400.0M7.64%
456
PTCPTC INC
10,592$398.0M7.60%
457
TYCO INTL PLC
9,236$393.0M7.51%
458
WEAWESTERN ALLIANCE BANCORP
12,000$391.0M7.47%
459
CVCOCAVCO INDS INC DEL
4,152$389.0M7.43%
460
AVAAVISTA CORP
8,600$385.0M7.35%
461
LA QUINTA HLDGS INC
33,744$384.0M7.33%
462
GDOTGREEN DOT CORP
16,669$383.0M7.31%
463
IEXIDEX CORP
4,600$377.0M7.20%
464
MMSIMERIT MED SYS INC
19,028$377.0M7.20%
465
EWBCEAST WEST BANCORP INC
11,000$375.0M7.16%
466
ENDURANCE INTL GROUP HLDGS I
41,500$373.0M7.12%
467
IARTINTEGRA LIFESCIENCES HLDGS C
4,600$366.0M6.99%
468
FISFIDELITY NATL INFORMATION SV
4,970$366.0M6.99%
469
RHIROBERT HALF INTL INC
9,580$365.0M6.97%
470
ETRAE TRADE FINANCIAL CORP
15,519$364.0M6.95%
471
MYLAN N V
8,400$363.0M6.93%
472
BGCPEURBGC PARTNERS INC
41,606$362.0M6.91%
473
MR4MERIDIAN BIOSCIENCE INC
18,532$361.0M6.89%
474
W3UWESTERN UN CO
18,846$361.0M6.89%
475
ROCKWELL COLLINS INC
4,162$354.0M6.76%
476
SEICSEI INVESTMENTS CO
7,300$351.0M6.70%
477
PKGPACKAGING CORP AMER
5,200$348.0M6.65%
478
BFHALLIANCE DATA SYSTEMS CORP
1,780$348.0M6.65%
479
ICFIICF INTL INC
8,517$348.0M6.65%
480
BARRACUDA NETWORKS INC
22,896$346.0M6.61%
481
NYTNEW YORK TIMES CO
28,445$344.0M6.57%
482
DIODDIODES INC
18,059$339.0M6.47%
483
BDCBELDEN INC
5,600$338.0M6.46%
484
ORTHOFIX INTL N V
7,938$336.0M6.42%
485
VCVISTEON CORP
5,100$335.0M6.40%
486
SAICSCIENCE APPLICATNS INTL CP N
5,728$334.0M6.38%
487
FSLRFIRST SOLAR INC
6,862$332.0M6.34%
488
CO2ACATO CORP NEW
8,711$328.0M6.26%
489
PHARMERICA CORP
12,900$318.0M6.07%
490
MTSIMACOM TECH SOLUTIONS HLDGS I
9,597$316.0M6.03%
491
ZBHZIMMER BIOMET HLDGS INC
2,600$312.0M5.96%
492
CABELAS INC
6,230$311.0M5.94%
493
GLNGGOLAR LNG LTD BERMUDA
20,000$310.0M5.92%Put
494
ALON USA ENERGY INC
48,197$310.0M5.92%Put
495
CYNOSURE INC
6,300$306.0M5.84%
496
PLXSPLEXUS CORP
7,089$306.0M5.84%
497
MERRIMACK PHARMACEUTICALS IN
56,103$302.0M5.77%
498
BPFHBOSTON PRIVATE FINL HLDGS IN
25,553$301.0M5.75%
499
FMBIUSDFIRST MIDWEST BANCORP DEL
17,000$298.0M5.69%
500
LPXLOUISIANA PAC CORP
17,199$298.0M5.69%
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