CAPSTONE INVESTMENT ADVISORS, LLC Q2 2017 Filing

Filed August 14, 2017

Portfolio Value

$3.7B

Holdings

537

Report Date

Q2 2017

Filing Type

13F-HR

All Holdings (537 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	CELGCELGENE CORP	10,801	$1.4M	0.04%	Put
2	BHCVALEANT PHARMACEUTICALS INTL	71,800	$1.2M	0.03%	Put
3	KOCOCA COLA CO	22,541	$1.0M	0.03%	Put
4	APCANADARKO PETE CORP	22,000	$997K	0.03%
5	AERAERCAP HOLDINGS NV	20,799	$965K	0.03%
6	HYGISHARES TR	10,924	$965K	0.03%
7	FXECURRENCYSHARES EURO TR	8,576	$947K	0.03%
8	NSCNORFOLK SOUTHERN CORP	7,785	$947K	0.03%
9	—CAVIUM INC	15,000	$931K	0.03%
10	GQ9SPDR GOLD TRUST	1,115,784	$931K	0.03%	Put
11	LOWLOWES COS INC	12,000	$930K	0.03%
12	TSCOTRACTOR SUPPLY CO	17,100	$926K	0.03%
13	FDSFACTSET RESH SYS INC	5,500	$913K	0.02%
14	FANGDIAMONDBACK ENERGY INC	10,253	$910K	0.02%
15	BIGGQBIG LOTS INC	18,800	$908K	0.02%
16	MSMMSC INDL DIRECT INC	10,217	$878K	0.02%
17	USFDUS FOODS HLDG CORP	32,147	$875K	0.02%
18	PTENPATTERSON UTI ENERGY INC	43,144	$871K	0.02%
19	OSVEURVANECK VECTORS ETF TR	35,001	$867K	0.02%
20	HSYHERSHEY CO	8,021	$861K	0.02%
21	AMEAMETEK INC NEW	13,932	$843K	0.02%
22	—PANERA BREAD CO	112,558	$839K	0.02%	Put
23	BACBANK AMER CORP	34,200	$829K	0.02%	Call
24	DISCAUSDDISCOVERY COMMUNICATNS NEW	31,946	$825K	0.02%
25	GWREGUIDEWIRE SOFTWARE INC	11,898	$817K	0.02%
26	—TERRAVIA HLDGS INC	2,202,000	$814K	0.02%
27	CMCSACOMCAST CORP NEW	20,881	$811K	0.02%	Put
28	TRIPTRIPADVISOR INC	21,200	$809K	0.02%
29	TRMBTRIMBLE INC	22,400	$799K	0.02%
30	CITCINTAS CORP	6,316	$796K	0.02%
31	PAGPPLAINS GP HLDGS L P	30,412	$795K	0.02%
32	EWMISHARES INC	24,751	$784K	0.02%
33	CGNXCOGNEX CORP	9,200	$781K	0.02%
34	DISHDISH NETWORK CORP	12,300	$771K	0.02%
35	CATCATERPILLAR INC DEL	7,042	$756K	0.02%
36	JECUSDJACOBS ENGR GROUP INC DEL	13,900	$756K	0.02%
37	MLB1MERCADOLIBRE INC	3,000	$752K	0.02%
38	UPSUNITED PARCEL SERVICE INC	6,805	$752K	0.02%
39	ETNEATON CORP PLC	9,600	$747K	0.02%
40	HHYATT HOTELS CORP	13,300	$747K	0.02%
41	EWZISHARES	21,525	$734K	0.02%
42	—DR PEPPER SNAPPLE GROUP INC	8,040	$732K	0.02%
43	IBMINTERNATIONAL BUSINESS MACHS	4,693	$720K	0.02%	Put
44	VIABVIACOM INC NEW	21,349	$716K	0.02%
45	—GNC HLDGS INC	84,800	$712K	0.02%	Put
46	DLXDELUXE CORP	10,300	$712K	0.02%
47	AABAUSDALTABA INC	237,834	$711K	0.02%	Call
48	PFEPFIZER INC	21,193	$711K	0.02%	Put
49	PPLPPL CORP	18,311	$707K	0.02%
50	XLESELECT SECTOR SPDR TR	10,743	$697K	0.02%
51	FISFIDELITY NATL INFORMATION SV	8,119	$693K	0.02%
52	GSGOLDMAN SACHS GROUP INC	3,121	$692K	0.02%
53	ABBVABBVIE INC	9,500	$688K	0.02%	Call
54	CMICUMMINS INC	4,200	$681K	0.02%
55	HQYHEALTHEQUITY INC	13,600	$677K	0.02%
56	WENWENDYS CO	43,400	$673K	0.02%
57	RMBS*RAMBUS INC DEL	57,865	$661K	0.02%
58	CSCOCISCO SYS INC	20,900	$653K	0.02%	Call
59	EFXEQUIFAX INC	4,722	$648K	0.02%
60	IJRISHARES TR	9,236	$647K	0.02%
61	WCGEURWELLCARE HEALTH PLANS INC	3,600	$646K	0.02%
62	MIDDMIDDLEBY CORP	5,300	$644K	0.02%
63	WSMWILLIAMS SONOMA INC	12,998	$630K	0.02%
64	—FINANCIAL ENGINES INC	17,200	$629K	0.02%
65	PBCTEURPEOPLES UNITED FINANCIAL INC	35,565	$628K	0.02%
66	—VALIDUS HOLDINGS LTD	12,100	$628K	0.02%
67	FSLRFIRST SOLAR INC	15,700	$626K	0.02%
68	MRO*MARATHON OIL CORP	52,800	$625K	0.02%
69	MIC2EURMACQUARIE INFRASTRUCTURE COR	7,947	$623K	0.02%
70	—PINNACLE FOODS INC DEL	10,500	$623K	0.02%
71	CVXCHEVRON CORP NEW	49,070	$620K	0.02%	Put
72	BALLBALL CORP	14,451	$609K	0.02%
73	—MALLINCKRODT PUB LTD CO	13,610	$609K	0.02%
74	LEGLEGGETT & PLATT INC	11,297	$593K	0.02%
75	BROBROWN & BROWN INC	13,688	$589K	0.02%
76	EWNISHARES	20,188	$584K	0.02%
77	MLKNMILLER HERMAN INC	19,117	$581K	0.02%
78	WECWEC ENERGY GROUP INC	9,400	$576K	0.02%
79	—UNIVERSAL FST PRODS INC	6,600	$576K	0.02%
80	FICOFAIR ISAAC CORP	4,105	$572K	0.02%
81	OLLIOLLIES BARGAIN OUTLT HLDGS I	13,300	$566K	0.02%
82	PAYXPAYCHEX INC	9,952	$566K	0.02%
83	THOTHOR INDS INC	5,400	$564K	0.02%
84	IWMISHARES TR	4,000	$563K	0.02%
85	—BARCLAYS BK PLC	3,276,200	$550K	0.01%	Put
86	ENQENTEGRIS INC	24,519	$538K	0.01%
87	CPACOPA HOLDINGS SA	4,600	$538K	0.01%
88	RHIROBERT HALF INTL INC	11,000	$527K	0.01%
89	—THERAPEUTICSMD INC	100,000	$527K	0.01%
90	AIZASSURANT INC	4,968	$515K	0.01%
91	DRQEURDRIL-QUIP INC	10,500	$512K	0.01%
92	EPCEDGEWELL PERS CARE CO	6,716	$510K	0.01%
93	B7SBROOKDALE SR LIVING INC	34,361	$505K	0.01%
94	ACMAECOM	15,398	$497K	0.01%
95	—CAPITAL BK FINL CORP	13,000	$495K	0.01%
96	MKLMARKEL CORP	500	$487K	0.01%
97	BBTBERKSHIRE HILLS BANCORP INC	13,800	$485K	0.01%
98	KBHKB HOME	20,000	$479K	0.01%
99	SLBSCHLUMBERGER LTD	7,192	$473K	0.01%
100	—GRUBHUB INC	10,800	$470K	0.01%

Page 1 of 6Next