Dark
Light
System
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
1 3M CO 1,617 284 0.01%
2 ABBVIE INC 18,600 1,173 0.03%
3 ACADIA COMPANY COM 88,400 4,380 0.10%
4 ACCENTURE PLC IRELAND 1,804 220 0.00%
5 ACHILLION PHARMACEUTICALS IN 50,700 410 0.01%
6 ADOBE INC 23,022 2,498 0.05%
7 ADURO BIOTECH INC 35,400 440 0.01%
8 ADVANCED MICRO DEVICES INC SR CV NT2.125 26 12,500,000 13,624 0.30%
9 AECOM 78,428 2,331 0.05%
10 AERCAP HOLDINGS NV 8,200 315 0.01%
11 AETNA INC NEW 22,261 2,570 0.06%
12 AFFILIATED MANAGERS GROUP 42,530 6,154 0.13%
13 AFLAC INC 45,688 3,283 0.07%
14 AGCO CORP 6,710 330 0.01%
15 AIR METHODS CORP 27,143 854 0.02%
16 AIR TRANSPORT SERVICES GRP I 32,731 469 0.01%
17 ALERE INC 50,700 2,154 0.05% Call
18 ALEXANDER & BALDWIN INC NEW COM 7,543 289 0.01%
19 ALIBABA GROUP HLDG LTD 25,000 2,644 0.06% Call
20 ALIGN TECHNOLOGY INC 32,390 3,036 0.07%
21 ALLEGHANY CORP 1,763 925 0.02%
22 ALLEGION PUB LTD CO 12,200 840 0.02%
23 ALLERGAN PLC 2,275 523 0.01%
24 ALLETE INC COM NEW 11,307 674 0.01%
25 ALLIANCE DATA SYSTEMS CORP 1,943 416 0.01%
26 ALLIANT ENERGY CORP 9,802 375 0.01%
27 ALLY FINL INC 54,847 1,067 0.02%
28 ALON USA ENERGY INC 12,000,000 11,467 0.25%
29 ALPHABET INC 17,000 13,669 0.30% Put
30 ALPHABET INC 24,100 19,377 0.42% Call
31 ALPHABET INC 8,574 6,894 0.15%
32 AMAG PHARMACEUTICALS INC 9,500 232 0.01%
33 AMAZON COM INC 1,061 888 0.02%
34 AMAZON COM INC 4,000 3,349 0.07% Put
35 AMAZON COM INC 500 418 0.01% Call
36 AMERICAN AXLE & MFG HLDGS INC COM 29,330 505 0.01%
37 AMERICAN ELEC PWR INC 46,626 2,993 0.07%
38 AMERICAN INTL GROUP INC 20,800 1,234 0.03%
39 AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 8,500,000 8,489 0.19%
40 AMETEK INC NEW 25,300 1,208 0.03%
41 AMGEN INC 18,581 3,099 0.07%
42 AMICUS THERAPEUTICS INC COM 26,700 197 0.00%
43 AMN HEALTHCARE SERVICES INC 7,600 242 0.01%
44 AMPHASTAR PHARMACEUTICALS IN COM 14,200 269 0.01%
45 AMYRIS INC 4,000,000 1,180 0.03%
46 ANALOGIC CORP COM PAR $0.05 2,800 248 0.01%
47 ANSYS 14,377 1,331 0.03%
48 ANTERO RES CORP 35,200 948 0.02%
49 ANTHEM INC 3,400 426 0.01%
50 APOLLO ED GROUP INC 117,554 934 0.02%
Page 1 of 15