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
501
PNFPPINNACLE FINL PARTNERS INC
6,059$295.0M5.63%
502
CHEMICAL FINL CORP
7,789$290.0M5.54%
503
STNGSCORPIO TANKERS INC
69,162$290.0M5.54%
504
HEALTHSOUTH CORP
7,300$283.0M5.40%
505
PAGPENSKE AUTOMOTIVE GRP INC
9,000$283.0M5.40%
506
TESORO CORP
3,714$278.0M5.31%
507
FSSFEDERAL SIGNAL CORP
21,611$278.0M5.31%
508
LECOLINCOLN ELEC HLDGS INC
4,700$277.0M5.29%
509
NEMNEWMONT MINING CORP
7,073$276.0M5.27%
510
PTENPATTERSON UTI ENERGY INC
12,900$275.0M5.25%
511
NORTHSTAR ASSET MGMT GROUP I
26,901$274.0M5.23%
512
LPI1EURLAREDO PETROLEUM INC
26,100$273.0M5.21%
513
SFBSSERVISFIRST BANCSHARES INC
5,530$273.0M5.21%
514
MEAD JOHNSON NUTRITION CO
3,000$272.0M5.19%Call
515
THSTREEHOUSE FOODS INC
2,616$268.0M5.12%
516
WHRWHIRLPOOL CORP
1,600$266.0M5.08%
517
MCYMERCURY GENL CORP NEW
4,994$265.0M5.06%
518
FCFFIRST COMWLTH FINL CORP PA
28,816$265.0M5.06%
519
BPOPPOPULAR INC
9,000$263.0M5.02%
520
CALCALERES INC
10,800$261.0M4.98%
521
CREE INC
10,483$256.0M4.89%
522
NSZNETSCOUT SYS INC
11,400$253.0M4.83%
523
CORNERSTONE ONDEMAND INC
6,607$251.0M4.79%
524
LGNDLIGAND PHARMACEUTICALS INC
2,112$251.0M4.79%
525
AMCAMC ENTMT HLDGS INC
9,048$249.0M4.76%
526
MTNVAIL RESORTS INC
1,800$248.0M4.74%
527
LIVNLIVANOVA PLC
4,900$246.0M4.70%
528
B7SBROOKDALE SR LIVING INC
15,800$243.0M4.64%
529
AMDADVANCED MICRO DEVICES INC
47,300$243.0M4.64%
530
MATXMATSON INC
7,544$243.0M4.64%
531
CSTECAESARSTONE LTD
6,997$243.0M4.64%
532
ALAIR LEASE CORP
8,986$240.0M4.58%
533
WEB COM GROUP INC
13,160$239.0M4.56%
534
ARWARROW ELECTRS INC
3,874$239.0M4.56%
535
CAVIUM INC
6,074$234.0M4.47%
536
IPGINTERPUBLIC GROUP COS INC
10,096$233.0M4.45%
537
ZEN1EURZENDESK INC
8,820$232.0M4.43%
538
VSATVIASAT INC
3,200$228.0M4.35%
539
WDAYWORKDAY INC
3,064$228.0M4.35%
540
TRAVELPORT WORLDWIDE LTD
17,662$227.0M4.34%
541
STLDSTEEL DYNAMICS INC
9,300$227.0M4.34%
542
COHRII VI INC
12,058$226.0M4.32%
543
AVG TECHNOLOGIES N V
11,870$225.0M4.30%
544
PRAHPRA HEALTH SCIENCES INC
5,372$224.0M4.28%
545
CHINA BIOLOGIC PRODS INC
2,100$223.0M4.26%
546
BANCORPSOUTH INC
9,700$220.0M4.20%
547
S9QSPIRIT AEROSYSTEMS HLDGS INC
5,125$220.0M4.20%
548
GCI1EURGANNETT CO INC
15,736$217.0M4.14%
549
IDIINTERDIGITAL INC
3,912$217.0M4.14%
550
ASCENA RETAIL GROUP INC
31,178$217.0M4.14%
551
ASGNON ASSIGNMENT INC
5,870$216.0M4.13%
552
LEALEAR CORP
2,097$213.0M4.07%
553
MUMICRON TECHNOLOGY INC
15,501$213.0M4.07%
554
AIR METHODS CORP
5,795$207.0M3.95%
555
RACKSPACE HOSTING INC
9,700$202.0M3.86%
556
K6BKBR INC
15,300$202.0M3.86%
557
4DHDANA HLDG CORP
18,900$199.0M3.80%
558
SEASPAN CORP
13,851$193.0M3.69%
559
BANKRATE INC DEL
24,632$184.0M3.51%
560
GTNGRAY TELEVISION INC
16,500$179.0M3.42%
561
COBALT INTL ENERGY INC
133,476$178.0M3.40%Put
562
BWEURBABCOCK & WILCOX ENTERPRIS I
11,782$173.0M3.30%
563
SPRINT CORP
38,144$172.0M3.28%
564
SCSANTANDER CONSUMER USA HDG I
16,612$171.0M3.27%
565
KBHKB HOME
10,957$166.0M3.17%
566
CTVHELIX ENERGY SOLUTIONS GRP I
24,200$163.0M3.11%
567
JANUS CAP GROUP INC
11,600$161.0M3.07%
568
BENEFICIAL BANCORP INC
12,272$156.0M2.98%
569
ENDOLOGIX INC
12,600$156.0M2.98%
570
TMHCTAYLOR MORRISON HOME CORP
10,362$153.0M2.92%
571
CPE3EURCALLON PETE CO DEL
13,395$150.0M2.86%
572
KRNYKEARNY FINL CORP MD
11,900$149.0M2.85%
573
SIRIEURSIRIUS XM HLDGS INC
35,742$141.0M2.69%
574
GSMFERROGLOBE PLC
15,295$131.0M2.50%
575
PACBPACIFIC BIOSCIENCES CALIF IN
18,500$130.0M2.48%
576
BOXBOX INC
12,511$129.0M2.46%
577
PLATFORM SPECIALTY PRODS COR
14,301$126.0M2.41%
578
GSATUSDGLOBALSTAR INC
102,806$124.0M2.37%
579
GRAN TIERRA ENERGY INC
36,251$122.0M2.33%
580
RIGTRANSOCEAN LTD
10,206$121.0M2.31%
581
INFNEURINFINERA CORPORATION
10,753$121.0M2.31%
582
MDXGMIMEDX GROUP INC
15,100$120.0M2.29%
583
MBIMBIA INC
17,084$116.0M2.22%
584
BB3BROOKLINE BANCORP INC DEL
10,117$111.0M2.12%
585
NENOBLE CORP PLC
12,400$102.0M1.95%
586
AM6AMICUS THERAPEUTICS INC
16,732$91.0M1.74%
587
TCRTZIOPHARM ONCOLOGY INC
15,464$84.0M1.60%
588
MANITOWOC INC
14,400$78.0M1.49%
589
HLHECLA MNG CO
15,400$78.0M1.49%
590
GRPNCHFGROUPON INC
13,299$43.0M0.82%
591
COMMUNITY HEALTH SYS INC NEW
2,000,000$9.0M0.17%
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