CAPSTONE INVESTMENT ADVISORS, LLC Q4 2016 Filing

Filed February 14, 2017

Portfolio Value

$3.2B

Holdings

709

Report Date

Q4 2016

Filing Type

13F-HR

All Holdings (709 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	INTCINTEL CORP	129,006	$1.8M	0.05%	Put
2	AMGNAMGEN INC	23,694	$1.5M	0.05%	Put
3	UTXZUNITED TECHNOLOGIES CORP	13,500	$1.5M	0.05%	Put
4	CVSCVS HEALTH CORP	32,160	$1.4M	0.04%	Put
5	MAMASTERCARD INCORPORATED	51,646	$1.4M	0.04%	Put
6	USBUS BANCORP DEL	24,600	$1.3M	0.04%	Put
7	DUKDUKE ENERGY CORP NEW	15,642	$1.2M	0.04%	Call
8	METMETLIFE INC	21,917	$1.2M	0.04%	Put
9	LMTLOCKHEED MARTIN CORP	4,561	$1.1M	0.04%	Put
10	ORCLORACLE CORP	96,893	$1.1M	0.03%	Put
11	UPSUNITED PARCEL SERVICE INC	32,087	$1.0M	0.03%	Put
12	WRUSDWESTAR ENERGY INC	17,725	$998K	0.03%
13	FDPFRESH DEL MONTE PRODUCE INC	16,473	$998K	0.03%
14	—INVENSENSE INC	1,000,000	$998K	0.03%
15	—INVENSENSE INC	78,023	$997K	0.03%
16	—G & K SVCS INC	10,341	$997K	0.03%
17	CR1USDCRANE CO	13,800	$995K	0.03%
18	VIABVIACOM INC NEW	28,300	$993K	0.03%
19	CNKCINEMARK HOLDINGS INC	25,900	$993K	0.03%
20	—RITE AID CORP	1,026,300	$986K	0.03%	Put
21	ARNCCHFARCONIC INC	52,702	$977K	0.03%
22	MGMMGM RESORTS INTERNATIONAL	33,757	$973K	0.03%
23	JXC1J2 GLOBAL INC	11,875	$971K	0.03%
24	QCOMQUALCOMM INC	52,243	$969K	0.03%	Put
25	IRINGERSOLL-RAND PLC	12,900	$968K	0.03%
26	—SOLAZYME INC	2,202,000	$964K	0.03%
27	—FIDELITY & GTY LIFE	40,284	$954K	0.03%
28	NKENIKE INC	18,816	$953K	0.03%	Put
29	HIGHARTFORD FINL SVCS GROUP INC	20,000	$953K	0.03%
30	CLGXCORELOGIC INC	25,800	$950K	0.03%
31	FUODOLBY LABORATORIES INC	21,000	$948K	0.03%
32	SRSPIRE INC	14,700	$948K	0.03%
33	IACIEURIAC INTERACTIVECORP	14,556	$943K	0.03%
34	—STILLWATER MNG CO	58,162	$936K	0.03%
35	CBCHUBB LIMITED	7,100	$936K	0.03%	Put
36	ABBVABBVIE INC	31,300	$933K	0.03%	Put
37	DOOREURMASONITE INTL CORP NEW	14,173	$932K	0.03%
38	EVEUREATON VANCE CORP	22,100	$925K	0.03%
39	TRVCCITIGROUP INC	50,800	$920K	0.03%	Put
40	WTSWATTS WATER TECHNOLOGIES INC	14,088	$918K	0.03%
41	CCKCROWN HOLDINGS INC	17,442	$916K	0.03%
42	TUPTUPPERWARE BRANDS CORP	17,400	$915K	0.03%
43	KFYKORN FERRY INTL	31,100	$915K	0.03%
44	COSTCOSTCO WHSL CORP NEW	5,600	$896K	0.03%	Put
45	EEFTEURONET WORLDWIDE INC	12,383	$896K	0.03%
46	NEWREURNEW RELIC INC	31,499	$889K	0.03%
47	RMERESMED INC	14,316	$888K	0.03%
48	FHIFEDERATED INVS INC PA	31,400	$887K	0.03%
49	JBTJOHN BEAN TECHNOLOGIES CORP	10,280	$883K	0.03%
50	PXDEURPIONEER NAT RES CO	4,908	$883K	0.03%
51	SBUXSTARBUCKS CORP	179,401	$879K	0.03%	Put
52	BCOBRINKS CO	21,078	$869K	0.03%
53	—NATUS MEDICAL INC DEL	24,962	$868K	0.03%
54	VLYVALLEY NATL BANCORP	74,000	$861K	0.03%
55	EWSISHARES INC	43,175	$860K	0.03%
56	NUSNU SKIN ENTERPRISES INC	17,900	$855K	0.03%
57	HOGHARLEY DAVIDSON INC	14,601	$851K	0.03%
58	ATSG*AIR TRANSPORT SERVICES GRP I	52,775	$842K	0.03%
59	LLYLILLY ELI & CO	11,500	$841K	0.03%	Put
60	IAUUSDISHARES GOLD TRUST	75,894	$840K	0.03%
61	TTCTORO CO	15,000	$839K	0.03%
62	HALHALLIBURTON CO	15,153	$819K	0.03%
63	RSX1USDVANECK VECTORS ETF TR	38,617	$819K	0.03%
64	PFEPFIZER INC	162,762	$812K	0.03%	Put
65	NDAQNASDAQ INC	12,049	$808K	0.02%
66	MTORMERITOR INC	64,500	$801K	0.02%
67	TSSTOTAL SYS SVCS INC	16,300	$799K	0.02%
68	CIENCIENA CORP	32,358	$789K	0.02%
69	GNWGENWORTH FINL INC	205,973	$784K	0.02%
70	MSAMSA SAFETY INC	11,252	$780K	0.02%
71	CPBCAMPBELL SOUP CO	12,902	$780K	0.02%
72	SBACSBA COMMUNICATIONS CORP	7,400	$764K	0.02%
73	—GIGAMON INC	16,784	$764K	0.02%
74	—MONSANTO CO NEW	63,372	$762K	0.02%	Put
75	—WHITEWAVE FOODS CO	133,057	$760K	0.02%	Call
76	CFRCULLEN FROST BANKERS INC	8,600	$758K	0.02%
77	BWXTBWX TECHNOLOGIES INC	19,100	$758K	0.02%
78	CVLTCOMMVAULT SYSTEMS INC	14,701	$755K	0.02%
79	CAKECHEESECAKE FACTORY INC	12,600	$754K	0.02%
80	SWN1EURSOUTHWESTERN ENERGY CO	69,747	$754K	0.02%
81	CCLCARNIVAL CORP	14,500	$754K	0.02%
82	LOWLOWES COS INC	10,437	$742K	0.02%	Put
83	GWRUSDGENESEE & WYO INC	10,703	$742K	0.02%
84	INGRINGREDION INC	5,893	$736K	0.02%
85	REEVEREST RE GROUP LTD	3,400	$735K	0.02%
86	DARDARLING INGREDIENTS INC	56,793	$733K	0.02%
87	UEICUNIVERSAL ELECTRS INC	11,336	$731K	0.02%
88	VYXNCR CORP NEW	17,952	$728K	0.02%
89	—BARCLAYS BK PLC	114,354	$723K	0.02%
90	AXPAMERICAN EXPRESS CO	9,680	$715K	0.02%	Call
91	GGENPACT LIMITED	29,372	$714K	0.02%
92	TECHBIO TECHNE CORP	6,943	$713K	0.02%
93	FCFFIRST COMWLTH FINL CORP PA	50,183	$711K	0.02%
94	—MELLANOX TECHNOLOGIES LTD	17,319	$708K	0.02%
95	CMCSACOMCAST CORP NEW	43,100	$704K	0.02%	Put
96	USOUNITED STATES OIL FUND LP	60,100	$704K	0.02%	Call
97	BIDUNBAIDU INC	87,605	$704K	0.02%	Put
98	KBHKB HOME	43,951	$694K	0.02%
99	GSGOLDMAN SACHS GROUP INC	8,100	$692K	0.02%	Put
100	OXYOCCIDENTAL PETE CORP DEL	9,751	$692K	0.02%	Put

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