CAPSTONE INVESTMENT ADVISORS, LLC Q3 2016 Filing

Filed November 14, 2016

Portfolio Value

$4.6B

Holdings

625

Report Date

Q3 2016

Filing Type

13F-HR

All Holdings (625 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	METAFACEBOOK INC	16,110	$2.1M	0.05%	Put
2	PEPPEPSICO INC	17,600	$1.9M	0.04%	Put
3	CMCSACOMCAST CORP NEW	28,489	$1.9M	0.04%	Put
4	—BARCLAYS BK PLC	515,718	$1.6M	0.04%	Put
5	JNJJOHNSON & JOHNSON	13,490	$1.6M	0.03%	Put
6	MRKMERCK & CO INC	23,900	$1.5M	0.03%	Put
7	AMZNAMAZON COM INC	5,561	$1.3M	0.03%	Put
8	—INFOBLOX INC	42,100	$1.1M	0.02%	Put
9	HDHOME DEPOT INC	15,773	$1.0M	0.02%	Put
10	UNMUNUM GROUP	28,304	$999K	0.02%
11	—BATS GLOBAL MKTS INC	33,096	$997K	0.02%
12	STSENSATA TECHNOLOGIES HLDG NV	25,660	$995K	0.02%
13	—CARDINAL FINL CORP	37,912	$989K	0.02%
14	CRLCHARLES RIV LABS INTL INC	11,852	$987K	0.02%
15	—WHITEWAVE FOODS CO	131,935	$982K	0.02%	Call
16	CVXCHEVRON CORP NEW	37,600	$980K	0.02%	Put
17	—PATRIOT NATL INC	107,797	$971K	0.02%
18	—MONSANTO CO NEW	104,383	$968K	0.02%	Call
19	—MOBILEYE N V AMSTELVEEN	22,500	$957K	0.02%
20	ARANTERO RES CORP	35,200	$948K	0.02%
21	BKUBANKUNITED INC	31,400	$948K	0.02%
22	HEIHEICO CORP NEW	13,622	$942K	0.02%
23	CBRECBRE GROUP INC	33,694	$942K	0.02%
24	TMOTHERMO FISHER SCIENTIFIC INC	5,900	$938K	0.02%
25	—BUNGE LIMITED	15,843	$938K	0.02%
26	—FIDELITY & GTY LIFE	151,784	$937K	0.02%	Call
27	—APOLLO ED GROUP INC	117,554	$934K	0.02%
28	FLRFLUOR CORP NEW	18,200	$934K	0.02%
29	FLEXFLEX LTD	68,068	$927K	0.02%
30	ENQENTEGRIS INC	53,196	$926K	0.02%
31	YUSDALLEGHANY CORP DEL	1,763	$925K	0.02%
32	ODFLOLD DOMINION FGHT LINES INC	13,400	$919K	0.02%
33	NXPINXP SEMICONDUCTORS N V	9,000	$918K	0.02%
34	BURLBURLINGTON STORES INC	11,235	$910K	0.02%
35	CLXCLOROX CO DEL	7,183	$899K	0.02%
36	BAPCREDICORP LTD	5,775	$879K	0.02%
37	HAINHAIN CELESTIAL GROUP INC	24,708	$879K	0.02%
38	THSTREEHOUSE FOODS INC	10,056	$876K	0.02%
39	SGENEURSEATTLE GENETICS INC	16,004	$864K	0.02%
40	—ENVISION HEALTHCARE HLDGS IN	38,481	$856K	0.02%
41	—AIR METHODS CORP	27,143	$854K	0.02%
42	GDXVANECK VECTORS ETF TR	32,100	$848K	0.02%	Call
43	ALLEALLEGION PUB LTD CO	12,200	$840K	0.02%
44	4I1PHILIP MORRIS INTL INC	37,700	$839K	0.02%	Put
45	TIFEURTIFFANY & CO NEW	11,500	$835K	0.02%
46	TSSTOTAL SYS SVCS INC	17,569	$828K	0.02%
47	WCCWESCO INTL INC	13,180	$810K	0.02%
48	BHCVALEANT PHARMACEUTICALS INTL	32,500	$797K	0.02%	Put
49	JLLJONES LANG LASALLE INC	7,002	$796K	0.02%
50	—ENDO INTL PLC	39,410	$794K	0.02%
51	—GREAT WESTN BANCORP INC	23,822	$793K	0.02%
52	—SOLARCITY CORP	40,590	$793K	0.02%
53	TFXTELEFLEX INC	4,700	$789K	0.02%
54	LKQ1LKQ CORP	22,237	$788K	0.02%
55	PIIPOLARIS INDS INC	10,100	$782K	0.02%
56	TKRTIMKEN CO	22,117	$777K	0.02%
57	BDCBELDEN INC	11,198	$772K	0.02%
58	PBVPRESTIGE BRANDS HLDGS INC	16,006	$772K	0.02%
59	KRKROGER CO	25,201	$747K	0.02%
60	CPRTCOPART INC	13,834	$740K	0.02%
61	INTCINTEL CORP	56,208	$737K	0.02%	Put
62	SERVUSDSERVICEMASTER GLOBAL HLDGS I	21,800	$734K	0.02%
63	—STILLWATER MNG CO	54,990	$734K	0.02%
64	PFEPFIZER INC	195,159	$727K	0.02%	Put
65	HRSEURHARRIS CORP DEL	7,900	$723K	0.02%
66	—MB FINANCIAL INC NEW	19,000	$722K	0.02%
67	TDSTELEPHONE & DATA SYS INC	26,600	$722K	0.02%
68	AAPLAPPLE INC	6,295,559	$712K	0.02%	Put
69	ARMKARAMARK	18,599	$707K	0.02%
70	—CRAY INC	29,806	$701K	0.02%
71	SAVESPIRIT AIRLS INC	16,400	$697K	0.02%
72	BIDUNBAIDU INC	117,100	$694K	0.02%	Put
73	HELEHELEN OF TROY CORP LTD	8,033	$692K	0.02%
74	T7DTRANSDIGM GROUP INC	2,390	$690K	0.02%
75	MTXMINERALS TECHNOLOGIES INC	9,729	$687K	0.02%
76	EQTEQT CORP	9,404	$682K	0.01%
77	PENNPENN NATL GAMING INC	50,096	$679K	0.01%
78	HALHALLIBURTON CO	75,737	$676K	0.01%	Put
79	AEBAALLETE INC	11,307	$674K	0.01%
80	COSCNO FINL GROUP INC	43,995	$671K	0.01%
81	NXDRKINDRED HEALTHCARE INC	65,099	$665K	0.01%
82	FISVFISERV INC	6,628	$659K	0.01%
83	COTYCOTY INC	932,100	$657K	0.01%	Call
84	BENFRANKLIN RES INC	18,400	$654K	0.01%
85	TPHTRI POINTE GROUP INC	49,440	$651K	0.01%
86	—SNYDERS-LANCE INC	19,400	$651K	0.01%
87	OGSONE GAS INC	10,483	$648K	0.01%
88	—CLARCOR INC	9,903	$643K	0.01%
89	IEIINSIGHT ENTERPRISES INC	19,755	$643K	0.01%
90	KBHKB HOME	39,900	$643K	0.01%
91	—POLYONE CORP	19,000	$642K	0.01%
92	LSTRLANDSTAR SYS INC	9,400	$639K	0.01%
93	TEN1TENNECO INC	10,900	$635K	0.01%
94	CO2ACATO CORP NEW	19,331	$635K	0.01%
95	—CANTEL MEDICAL CORP	8,043	$627K	0.01%
96	CHECHEMED CORP NEW	4,430	$624K	0.01%
97	BACVERIZON COMMUNICATIONS INC	52,964	$623K	0.01%	Put
98	—BUFFALO WILD WINGS INC	16,500	$621K	0.01%	Call
99	WYNEURWYNDHAM WORLDWIDE CORP	9,157	$616K	0.01%
100	WCGEURWELLCARE HEALTH PLANS INC	5,228	$612K	0.01%

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