CAPSTONE INVESTMENT ADVISORS, LLC Q3 2016 Filing

Filed November 14, 2016

Portfolio Value

$4.6T

Holdings

625

Report Date

Q3 2016

Filing Type

13F-HR

All Holdings (625 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	AAPLAPPLE INC	6,295,559	$711.7B	15.58%	Put
2	FXIISHARES TR	10,297,553	$391.4B	8.57%	Put
3	DELLDELL TECHNOLOGIES INC	3,540,400	$169.2B	3.70%	Put
4	PGPROCTER AND GAMBLE CO	1,835,057	$164.7B	3.60%	Put
5	TLTISHARES TR	913,000	$125.5B	2.75%	Put
6	DEDEERE & CO	1,182,300	$100.9B	2.21%	Put
7	—LINKEDIN CORP	89,100,000	$88.3B	1.93%
8	—LINKEDIN CORP	449,814	$86.0B	1.88%	Call
9	CSCOCISCO SYS INC	2,637,400	$83.7B	1.83%	Put
10	EEMISHARES TR	2,200,000	$82.4B	1.80%	Put
11	EWYISHARES	1,407,300	$81.8B	1.79%	Put
12	IBMINTERNATIONAL BUSINESS MACHS	483,500	$76.8B	1.68%	Put
13	JPMJPMORGAN CHASE & CO	1,050,100	$69.9B	1.53%	Put
14	MSFTMICROSOFT CORP	1,209,442	$69.7B	1.52%	Put
15	DXJWISDOMTREE TR	1,360,806	$58.4B	1.28%	Put
16	—PRIVATEBANCORP INC	1,225,000	$56.3B	1.23%
17	TAT&T INC	1,315,013	$53.4B	1.17%	Put
18	—CTRIP COM INTL LTD	40,000,000	$51.7B	1.13%
19	QCOMQUALCOMM INC	729,800	$50.0B	1.09%	Put
20	KOCOCA COLA CO	1,111,800	$47.1B	1.03%	Put
21	—VALSPAR CORP	439,614	$46.6B	1.02%
22	—JETBLUE AIRWAYS CORP	11,817,000	$41.7B	0.91%
23	BKNGPRICELINE GRP INC	28,218	$41.5B	0.91%	Put
24	GOOGLALPHABET INC	49,674	$39.9B	0.87%	Put
25	—CEMEX SAB DE CV	32,500,000	$36.6B	0.80%
26	SPYSPDR S&P 500 ETF TR	165,000	$35.7B	0.78%	Put
27	XLESELECT SECTOR SPDR TR	442,700	$31.3B	0.68%	Put
28	VVISA INC	369,600	$30.6B	0.67%	Put
29	—DOUBLE EAGLE ACQUISITION COR	3,000,000	$29.7B	0.65%
30	EWZISHARES	874,300	$29.5B	0.65%	Put
31	NFLXNETFLIX INC	290,251	$28.6B	0.63%	Put
32	—WHITING PETE CORP NEW	27,491,760	$28.0B	0.61%
33	—RITE AID CORP	3,473,400	$26.7B	0.58%	Call
34	—MEDICINES CO	19,500,000	$25.3B	0.55%
35	BABOEING CO	180,100	$23.7B	0.52%	Call
36	—BOULEVARD ACQUISITION	2,325,000	$22.9B	0.50%
37	COTYCOTY INC	932,100	$21.9B	0.48%	Call
38	BIDUNBAIDU INC	117,100	$21.3B	0.47%	Put
39	HLFHERBALIFE LTD	332,693	$20.6B	0.45%
40	—NUANCE COMMUNICATIONS INC	20,000,000	$18.9B	0.41%
41	—MENTOR GRAPHICS CORP	14,000,000	$18.7B	0.41%
42	HUMHUMANA INC	105,200	$18.6B	0.41%	Call
43	—SYNGENTA AG	208,500	$18.3B	0.40%	Call
44	EWWISHARES	374,000	$18.1B	0.40%	Put
45	—BARCLAYS BK PLC	515,718	$17.6B	0.38%	Put
46	—PACE HLDGS CORP	1,750,000	$17.2B	0.38%
47	—XPO LOGISTICS INC	7,500,000	$16.9B	0.37%
48	—LINEAR TECHNOLOGY CORP	276,749	$16.4B	0.36%
49	—QUINPARIO ACQUISITION CORP 2	1,500,000	$14.9B	0.33%
50	VMWEURVMWARE INC	197,800	$14.5B	0.32%	Call
51	—POWERSHARES QQQ TRUST	121,206	$14.4B	0.31%	Put
52	EFAISHARES TR	241,600	$14.3B	0.31%	Put
53	—NAVISTAR INTL CORP NEW	15,000,000	$14.1B	0.31%
54	AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC	12,500,000	$13.6B	0.30%
55	DISDISNEY WALT CO	140,826	$13.1B	0.29%	Call
56	—AVG TECHNOLOGIES N V	521,500	$13.0B	0.29%	Put
57	—BROOKDALE SR LIVING INC	12,500,000	$12.5B	0.27%
58	TAPMOLSON COORS BREWING CO	107,908	$11.8B	0.26%	Put
59	—PROOFPOINT INC	6,014,000	$11.6B	0.25%
60	—ALON USA ENERGY INC	12,000,000	$11.5B	0.25%
61	—YAHOO INC	263,400	$11.4B	0.25%	Put
62	STWD 4.55 03/01/18STARWOOD PPTY TR INC	10,000,000	$11.0B	0.24%
63	—AMERICAN RLTY CAP PPTYS INC	10,540,000	$10.8B	0.24%
64	—MONSANTO CO NEW	104,383	$10.7B	0.23%	Call
65	—CEPHEID	10,000,000	$10.4B	0.23%
66	—WHITING PETE CORP NEW	12,500,000	$10.4B	0.23%
67	TSLATESLA MTRS INC	50,803	$10.4B	0.23%
68	—CTRIP COM INTL LTD	9,500,000	$10.3B	0.23%
69	—WEATHERFORD INTL LTD	9,000,000	$10.1B	0.22%
70	—GLOBAL PARTNER ACQUISITION C	1,000,000	$9.9B	0.22%
71	—HENNESSY CAP ACQUISITION COR	1,000,000	$9.8B	0.21%
72	—BROADSOFT INC	7,000,000	$9.3B	0.20%
73	—TESLA MTRS INC	10,000,000	$9.1B	0.20%
74	LRCXEURLAM RESEARCH CORP	95,700	$9.1B	0.20%	Call
75	GLWCORNING INC	382,700	$9.1B	0.20%	Put
76	CVSCVS HEALTH CORP	99,665	$8.9B	0.19%
77	TXNTEXAS INSTRS INC	124,699	$8.8B	0.19%
78	—OASIS PETE INC NEW	7,500,000	$8.5B	0.19%
79	—AMERICAN RLTY CAP PPTYS INC	8,500,000	$8.5B	0.19%
80	—NETSUITE INC	7,500,000	$8.3B	0.18%
81	—ST JUDE MED INC	99,198	$7.9B	0.17%
82	—G & K SVCS INC	81,241	$7.8B	0.17%
83	—ITC HLDGS CORP	163,355	$7.6B	0.17%
84	GEGENERAL ELECTRIC CO	256,048	$7.6B	0.17%	Put
85	SBUXSTARBUCKS CORP	137,343	$7.4B	0.16%
86	—RACKSPACE HOSTING INC	232,310	$7.4B	0.16%
87	WFCWELLS FARGO & CO NEW	165,853	$7.3B	0.16%	Put
88	—WHITEWAVE FOODS CO	131,935	$7.2B	0.16%	Call
89	SIRIEURSIRIUS XM HLDGS INC	1,715,270	$7.2B	0.16%
90	—ISTAR INC	6,900,000	$7.0B	0.15%
91	TQJSIGNATURE BK NEW YORK N Y	57,479	$6.8B	0.15%
92	EBAEBAY INC	206,280	$6.8B	0.15%	Call
93	—INTERCEPT PHARMACEUTICALS IN	6,000,000	$6.7B	0.15%
94	PFEPFIZER INC	195,159	$6.6B	0.14%	Put
95	CTXSEURCITRIX SYS INC	76,916	$6.6B	0.14%
96	—CEPHEID	123,300	$6.5B	0.14%
97	CTSHCOGNIZANT TECHNOLOGY SOLUTIO	135,126	$6.4B	0.14%
98	—CST BRANDS INC	132,848	$6.4B	0.14%
99	—MYLAN N V	164,902	$6.3B	0.14%
100	IWMISHARES TR	50,000	$6.2B	0.14%	Put

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