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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
1 ISHARES TR 9,500,000 361,094 7.90% Put
2 APPLE INC 2,882,100 325,821 7.13% Put
3 ISHARES 20 YEAR TREASURY BOND ETF 620,000 85,256 1.87% Put
4 PROCTER AND GAMBLE CO 671,300 60,249 1.32% Put
5 DELL TECHNOLOGIES INC 1,231,700 58,875 1.29% Put
6 ISHARES TR 1,100,000 41,195 0.90% Put
7 ISHARES INC 705,000 40,981 0.90% Put
8 SPDR S&P 500 ETF TR 165,000 35,689 0.78% Put
9 PRICELINE GRP INC 22,400 32,961 0.72% Put
10 SELECT SECTOR SPDR TR 225,200 15,901 0.35% Put
11 ISHARES 431,200 14,544 0.32% Put
12 COCA COLA CO 337,600 14,287 0.31% Put
13 ALPHABET INC 17,000 13,669 0.30% Put
14 AVG Technologies NV 521,500 13,042 0.29% Put
15 NETFLIX INC 118,600 11,688 0.26% Put
16 AT&T INC 278,800 11,322 0.25% Put
17 WISDOMTREE TR 238,600 10,238 0.22% Put
18 POWERSHARES QQQ TRUST 80,800 9,592 0.21% Put
19 ISHARES 190,500 9,235 0.20% Put
20 MOLSON COORS BREWING CO 80,000 8,784 0.19% Put
21 ISHARES TR 120,000 7,095 0.16% Put
22 ISHARES TR 50,000 6,210 0.14% Put
23 YAHOO INC 138,400 5,965 0.13% Put
24 INTERNATIONAL BUSINESS MACHS 36,800 5,845 0.13% Put
25 CISCO SYS INC 174,900 5,547 0.12% Put
26 NAVISTAR INTL CORP NEW 195,100 4,465 0.10% Put
27 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 50,000 4,363 0.10% Put
28 QUALCOMM INC 62,000 4,246 0.09% Put
29 AMAZON COM INC 4,000 3,349 0.07% Put
30 ISHARES TR 38,200 3,080 0.07% Put
31 DEERE & CO 35,000 2,987 0.07% Put
32 VERIZON COMMUNICATIONS INC 41,000 2,131 0.05% Put
33 CLOVIS ONCOLOGY INC 55,000 1,982 0.04% Put
34 GOLAR LNG LTD 90,000 1,919 0.04% Put
35 WELLS FARGO & CO NEW 37,500 1,660 0.04% Put
36 SELECT SECTOR SPDR TR 82,300 1,588 0.03% Put
37 EXXON MOBIL CORP 17,100 1,492 0.03% Put
38 INTEL CORP 36,700 1,385 0.03% Put
39 MICROSOFT CORP 19,900 1,146 0.03% Put
40 JPMORGAN CHASE & CO 15,400 1,025 0.02% Put
41 HOME DEPOT INC 7,900 1,016 0.02% Put
42 PEPSICO INC 9,100 989 0.02% Put
43 CHEVRON CORP NEW 9,500 977 0.02% Put
44 INFOBLOX INC 36,800 970 0.02% Put
45 COMCAST CORP NEW 14,400 955 0.02% Put
46 PHILIP MORRIS INTL INC 8,600 836 0.02% Put
47 BARCLAYS BK PLC 21,500 732 0.02% Put
48 PFIZER INC 21,300 721 0.02% Put
49 JOHNSON & JOHNSON 5,800 685 0.01% Put
50 BAIDU INC 3,700 673 0.01% Put
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