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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 (2014Q3)
Original 13F HR (0001140361-14-042102) filed in 2014.11.14
#
Name
Shares
Value ($)
%
Options
Notes
101 PHILIP MORRIS INTL INC 219,300 18,289 0.21% Call
102 SILVER EAGLE ACQUISITION COR 1,726,000 17,812 0.20%
103 TWITTER INC 343,200 17,702 0.20% Call
104 CHESAPEAKE ENERGY CORP 17,500,000 17,477 0.20%
105 STARWOOD PPTY TR INC 15,640,000 16,995 0.19%
106 PFIZER INC 566,300 16,745 0.19% Put
107 SINA CORP 403,700 16,608 0.19% Put
108 ENERSYS 11,050,000 16,407 0.18%
109 TERRAPIN 3 ACQUISITION CORP 1,623,036 16,311 0.18%
110 CADENCE DESIGN SYSTEM INC 7,000,000 16,050 0.18%
111 TWITTER INC 300,600 15,504 0.17% Put
112 ISHARES NASDAQ BIOTECHNOLOGY ETF 25,987 15,291 0.17%
113 Safeway Inc - Safeway PDC LLC CVR 438,316 15,034 0.17%
114 WELLCARE HEALTH PLANS INC 249,000 15,024 0.17% Call
115 SIGMA ALDRICH 110,000 14,961 0.17%
116 PEPSICO INC 158,300 14,736 0.17% Put
117 DISNEY WALT CO 164,900 14,681 0.17% Put
118 HOME DEPOT INC 159,900 14,669 0.17% Put
119 SHIRE PLC 56,000 14,506 0.16% Put
120 TIME WARNER INC NEW 100,000 14,349 0.16% Call
121 PEPSICO INC 151,900 14,140 0.16% Call
122 MICROSOFT CORP 300,700 13,940 0.16% Call
123 CBS CORP NEW 255,446 13,666 0.15%
124 VERIZON COMMUNICATIONS INC 266,500 13,322 0.15% Put
125 BED BATH & BEYOND INC 198,667 13,078 0.15%
126 JOHNSON & JOHNSON 118,222 12,601 0.14%
127 CHESAPEAKE ENERGY CORP 12,500,000 12,584 0.14%
128 Medtronic Inc 200,000 12,390 0.14% Call
129 LYONDELLBASELL INDUSTRIES N 112,500 12,224 0.14% Call
130 DEPOMED INC NOTE 2.500 9/0 11,500,000 12,203 0.14%
131 JPMORGAN CHASE & CO 199,700 12,029 0.14% Call
132 LAS VEGAS SANDS CORP 193,200 12,018 0.14% Put
133 INSULET CORP 2 06/15/2019 11,000,000 11,753 0.13%
134 UNITED PARCEL SERVICE INC 118,400 11,637 0.13% Call
135 PROCTER AND GAMBLE CO 138,600 11,606 0.13% Put
136 Vaneck Vectors Gold 537,138 11,471 0.13%
137 DirectTV Com 131,300 11,360 0.13% Put
138 ST JUDE MED INC 186,700 11,226 0.13% Call
139 QIHOO 360 TECHNOLOGY CO LTD 161,700 10,908 0.12% Put
140 COLGATE PALMOLIVE CO 166,552 10,862 0.12%
141 MICROSOFT CORP 233,309 10,816 0.12%
142 LAS VEGAS SANDS CORP 173,600 10,799 0.12% Call
143 CITIGROUPINC 204,400 10,592 0.12% Put
144 JPMORGAN CHASE & CO 172,418 10,386 0.12%
145 COBALT INTL ENERGY INC 12,500,000 10,366 0.12%
146 DRESSER-RAND GROUP INC 125,000 10,282 0.12%
147 BAXTER INTL INC 142,800 10,248 0.12% Call
148 Salix Pharmaceuticals Inc 05/15/2015 2.750% 3,000,000 10,148 0.11%
149 AOL INC 224,978 10,112 0.11%
150 RENEWABLE ENERGY GROUP INC 9,500,000 9,818 0.11%
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