CAPSTONE INVESTMENT ADVISORS, LLC Q1 2016 Filing

Filed May 16, 2016

Portfolio Value

$3.3B

Holdings

583

Report Date

Q1 2016

Filing Type

13F-HR

All Holdings (583 positions)

#	Stock	Shares	Value	% Portfolio	Type
101	—SYNCHRONOSS TECHNOLOGIES INC	17,000	$549K	0.02%
102	ALSALLSTATE CORP	8,100	$545K	0.02%
103	ASHASHLAND INC NEW	4,900	$538K	0.02%
104	VRSKVERISK ANALYTICS INC	6,741	$538K	0.02%
105	AONAON PLC	5,139	$536K	0.02%
106	MNSTMONSTER BEVERAGE CORP NEW	4,015	$535K	0.02%
107	—SPRINT CORP	153,589	$534K	0.02%
108	CATYCATHAY GEN BANCORP	18,800	$532K	0.02%
109	LYBLYONDELLBASELL INDUSTRIES N	6,200	$530K	0.02%
110	BHCVALEANT PHARMACEUTICALS INTL	127,600	$529K	0.02%	Put
111	NFGNATIONAL FUEL GAS CO N J	10,200	$510K	0.02%
112	SMGSCOTTS MIRACLE GRO CO	7,000	$509K	0.02%
113	IEXIDEX CORP	6,100	$505K	0.02%
114	—ELECTRONICS FOR IMAGING INC	11,805	$500K	0.02%
115	GMEDGLOBUS MED INC	21,033	$499K	0.02%
116	LADLITHIA MTRS INC	5,700	$497K	0.02%
117	—PRIVATEBANCORP INC	12,900	$497K	0.02%
118	WKCWORLD FUEL SVCS CORP	10,200	$495K	0.02%
119	APCANADARKO PETE CORP	10,600	$493K	0.02%
120	—SUNEDISON INC	12,500,000	$493K	0.02%
121	ETRAE TRADE FINANCIAL CORP	19,978	$489K	0.01%
122	EWEDWARDS LIFESCIENCES CORP	5,390	$475K	0.01%
123	HRCHILL ROM HLDGS INC	9,400	$472K	0.01%
124	IBMINTERNATIONAL BUSINESS MACHS	116,800	$471K	0.01%	Put
125	SIGSIGNET JEWELERS LIMITED	3,800	$471K	0.01%
126	CERNCHFCERNER CORP	8,845	$468K	0.01%
127	RLIRLI CORP	7,000	$468K	0.01%
128	FLSFLOWSERVE CORP	10,500	$466K	0.01%
129	MATWMATTHEWS INTL CORP	8,811	$453K	0.01%
130	DGXQUEST DIAGNOSTICS INC	6,312	$450K	0.01%
131	ISBCUSDINVESTORS BANCORP INC NEW	38,243	$445K	0.01%
132	UTHUNITED THERAPEUTICS CORP DEL	4,000	$445K	0.01%
133	—BANCORPSOUTH INC	20,786	$442K	0.01%
134	DNKNDUNKIN BRANDS GROUP INC	9,254	$436K	0.01%
135	TXNMPNM RES INC	12,900	$434K	0.01%
136	ETNEATON CORP PLC	6,900	$431K	0.01%
137	—TCF FINL CORP	35,100	$430K	0.01%
138	—THE ADT CORPORATION	441,690	$430K	0.01%	Put
139	MIC2EURMACQUARIE INFRASTRUCTURE COR	6,345	$427K	0.01%
140	MCYMERCURY GENL CORP NEW	7,688	$426K	0.01%
141	AVAAVISTA CORP	10,461	$426K	0.01%
142	MURMURPHY OIL CORP	16,757	$422K	0.01%
143	—ST JUDE MED INC	7,628	$419K	0.01%
144	BABOEING CO	3,308	$419K	0.01%
145	—PULASKI FINL CORP	25,257	$407K	0.01%
146	ALSNALLISON TRANSMISSION HLDGS I	15,100	$407K	0.01%
147	TQJSIGNATURE BK NEW YORK N Y	2,995	$407K	0.01%
148	SSFSENSIENT TECHNOLOGIES CORP	6,283	$398K	0.01%
149	FLEXFLEXTRONICS INTL LTD	32,510	$392K	0.01%
150	LRCXEURLAM RESEARCH CORP	4,700	$388K	0.01%
151	ARCCARES CAP CORP	25,990	$385K	0.01%
152	DRIDARDEN RESTAURANTS INC	5,800	$384K	0.01%
153	SSBUSDSOUTH ST CORP	5,899	$378K	0.01%
154	ASBASSOCIATED BANC CORP	21,100	$378K	0.01%
155	DLXDELUXE CORP	6,000	$374K	0.01%
156	FNBFNB CORP PA	28,500	$370K	0.01%
157	BB3BROOKLINE BANCORP INC DEL	33,395	$367K	0.01%
158	UEOWESTLAKE CHEM CORP	7,900	$365K	0.01%
159	VRTXVERTEX PHARMACEUTICALS INC	4,600	$365K	0.01%
160	BALLBALL CORP	5,100	$363K	0.01%
161	2362120DSINCLAIR BROADCAST GROUP INC	11,782	$362K	0.01%
162	KMIKINDER MORGAN INC DEL	20,292	$362K	0.01%
163	—CLARCOR INC	6,200	$358K	0.01%
164	—LINEAR TECHNOLOGY CORP	7,900	$352K	0.01%
165	GPKGRAPHIC PACKAGING HLDG CO	27,360	$351K	0.01%
166	ZTSZOETIS INC	7,932	$351K	0.01%
167	BKHBLACK HILLS CORP	5,800	$348K	0.01%
168	—EVERBANK FINL CORP	23,036	$347K	0.01%
169	JKHYHENRY JACK & ASSOC INC	4,100	$346K	0.01%
170	NEMNEWMONT MINING CORP	13,001	$345K	0.01%
171	BKUBANKUNITED INC	10,000	$344K	0.01%
172	FULFULLER H B CO	8,100	$343K	0.01%
173	4I1PHILIP MORRIS INTL INC	400,400	$343K	0.01%	Call
174	BFHALLIANCE DATA SYSTEMS CORP	1,558	$342K	0.01%
175	SLMSLM CORP	53,504	$340K	0.01%
176	MATXMATSON INC	8,406	$337K	0.01%
177	UNPUNION PAC CORP	4,233	$336K	0.01%
178	SCCOSOUTHERN COPPER CORP	12,120	$335K	0.01%
179	—WGL HLDGS INC	4,589	$332K	0.01%
180	—MEDIDATA SOLUTIONS INC	8,600	$332K	0.01%
181	—MICROSEMI CORP	79,400	$332K	0.01%	Put
182	HNMORMAT TECHNOLOGIES INC	8,000	$329K	0.01%
183	CITUSDCIT GROUP INC	10,600	$328K	0.01%
184	AXTAAXALTA COATING SYS LTD	11,200	$327K	0.01%
185	MTGMGIC INVT CORP WIS	42,470	$325K	0.01%
186	SIVBEURSVB FINL GROUP	3,177	$324K	0.01%
187	AVYAVERY DENNISON CORP	4,500	$324K	0.01%
188	MGMMGM RESORTS INTERNATIONAL	15,097	$323K	0.01%
189	—WHITING PETE CORP NEW	40,000	$318K	0.01%	Call
190	FUODOLBY LABORATORIES INC	7,340	$318K	0.01%
191	BGCPEURBGC PARTNERS INC	35,000	$316K	0.01%
192	IPINTL PAPER CO	7,685	$315K	0.01%
193	MIKUSDMICHAELS COS INC	11,249	$314K	0.01%
194	JAZZJAZZ PHARMACEUTICALS PLC	2,400	$313K	0.01%
195	WYNEURWYNDHAM WORLDWIDE CORP	4,100	$313K	0.01%
196	—JANUS CAP GROUP INC	21,400	$313K	0.01%
197	ASGNON ASSIGNMENT INC	8,472	$312K	0.01%
198	VGREURVECTOR GROUP LTD	13,700	$312K	0.01%
199	COLMCOLUMBIA SPORTSWEAR CO	5,200	$312K	0.01%
200	LUVSOUTHWEST AIRLS CO	6,946	$311K	0.01%

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