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Institutional Investment Manager
CAPSTONE INVESTMENT ADVISORS, LLC
CAPSTONE INVESTMENT ADVISORS, LLC (CIK: 0001426196) incorporated in Delaware, located at 7 World Trade Center, New York, NY. Institutional holdings reported to the SEC.

Institutional Holdings (2016Q3)
Original 13F HR (0001172661-16-004162) filed in 2016.11.14
#
Name
Shares
Value ($)
%
Options
Notes
51 HUMANA INC 95,200 16,839 0.37% Call
52 Linear Technology Corp 276,749 16,408 0.36%
53 BARCLAYS BK PLC 468,300 15,954 0.35% Call
54 SELECT SECTOR SPDR TR 225,200 15,901 0.35% Put
55 SELECT SECTOR SPDR TR 217,500 15,357 0.34% Call
56 ISHARES 443,100 14,945 0.33% Call
57 QUINPARIO ACQUISITION CORP 2 1,500,000 14,864 0.33%
58 ISHARES 431,200 14,544 0.32% Put
59 VMWARE INC 197,800 14,508 0.32% Call
60 COCA COLA CO 337,600 14,287 0.31% Put
61 NAVISTAR INTL CORP NEW SR SB CONV NT 19 15,000,000 14,071 0.31%
62 SYNGENTA AG 158,500 13,884 0.30% Call
63 ALPHABET INC 17,000 13,669 0.30% Put
64 ADVANCED MICRO DEVICES INC SR CV NT2.125 26 12,500,000 13,624 0.30%
65 ISHARES TR 343,800 13,067 0.29% Call
66 AVG Technologies NV 521,500 13,042 0.29% Put
67 BROOKDALE SR LIVING INC 12,500,000 12,460 0.27%
68 NETFLIX INC 118,600 11,688 0.26% Put
69 PROOFPOINT INC NOTE 1.25012/1 6,014,000 11,637 0.25%
70 ALON USA ENERGY INC 12,000,000 11,467 0.25%
71 AT&T INC 278,800 11,322 0.25% Put
72 STARWOOD PPTY TR INC 10,000,000 11,012 0.24%
73 VEREIT Inc 10,540,000 10,783 0.24%
74 NETFLIX INC 106,651 10,510 0.23%
75 CEPHEID 10,000,000 10,406 0.23%
76 WHITING PETE CORP NEW 12,500,000 10,390 0.23%
77 TESLA INC 50,803 10,365 0.23%
78 CTRIP COM INTL LTD 9,500,000 10,343 0.23%
79 WISDOMTREE TR 238,600 10,238 0.22% Put
80 WEATHERFORD INTL LTD 9,000,000 10,119 0.22%
81 GLOBAL PARTNER ACQUISITION C 1,000,000 9,880 0.22%
82 HENNESSY CAP ACQUISITION COR 1,000,000 9,800 0.21%
83 MONSANTO CO NEW 95,000 9,709 0.21% Call
84 POWERSHARES QQQ TRUST 80,800 9,592 0.21% Put
85 BROADSOFT INC 7,000,000 9,327 0.20%
86 ISHARES 190,500 9,235 0.20% Put
87 TESLA INC SR CV NT 0.25 19 10,000,000 9,112 0.20%
88 ISHARES 183,500 8,896 0.19% Call
89 CVS HEALTH CORP 99,665 8,869 0.19%
90 MOLSON COORS BREWING CO 80,000 8,784 0.19% Put
91 TEXAS INSTRS INC 124,699 8,751 0.19%
92 CORNING INC 369,200 8,731 0.19% Call
93 LAM RESEARCH CORP 90,000 8,523 0.19% Call
94 OASIS PETE INC NEW 7,500,000 8,498 0.19%
95 AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 8,500,000 8,489 0.19%
96 NETSUITE INC 7,500,000 8,315 0.18%
97 ST JUDE MED INC 99,198 7,912 0.17%
98 G AND K SERVICES 81,241 7,757 0.17%
99 ITC HOLDINGS 163,355 7,592 0.17%
100 STARBUCKS CORP 137,343 7,435 0.16%
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