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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
351 Xpo Logistics Inc 11,000,000 26,013 0.29%
352 HOME DEPOT INC 288,000 26,421 0.30% Call
353 AT&T INC 773,000 27,240 0.31% Put
354 AMERICAN INTL GROUP INC 510,339 27,568 0.31%
355 PROTECTIVE LIFE CO 400,000 27,764 0.31%
356 iPath S&P 500 VIX Short-Term F 895,600 27,923 0.31% Put
357 GOPRO INC 300,000 28,110 0.32% Put
358 GOLDMAN SACHS GROUP INC 160,200 29,407 0.33% Call
359 DOLLAR GEN CORP NEW 491,992 30,065 0.34%
360 CATERPILLAR INC 304,400 30,144 0.34% Call
361 SPDR GOLD TR 271,079 31,502 0.36%
362 ISIS PHARMACEUTICALS INC DEL 13,000,000 31,560 0.36%
363 MICRON TECHNOLOGY INC SR SB GLBL CV 43 24,000,000 31,673 0.36%
364 ISHARES NASDAQ BIOTECHNOLOGY ETF 54,300 31,950 0.36% Put
365 PERRIGO CO PLC 213,000 31,990 0.36% Call
366 CATERPILLAR INC 329,300 32,610 0.37% Put
367 CHEVRON CORP NEW 286,600 34,197 0.39% Put
368 QUALCOMM INC 468,900 35,059 0.40% Call
369 QUALCOMM INC 470,400 35,171 0.40% Put
370 ISHARES TR 568,500 36,452 0.41% Put
371 MONSANTO CO NEW 326,435 36,727 0.41%
372 JOHNSON & JOHNSON 350,100 37,317 0.42% Call
373 NETFLIX INC 84,100 37,944 0.43% Put
374 ISHARES 902,800 39,226 0.44% Put
375 TESLA INC 42,500,000 40,376 0.46%
376 SPDR S&P 500 ETF TR 205,000 40,389 0.46% Call
377 ISHARES TR 1,067,200 40,852 0.46% Call
378 VERIZON COMMUNICATIONS INC 851,700 42,576 0.48% Call
379 ISHARES NASDAQ BIOTECHNOLOGY ETF 72,400 42,600 0.48% Call
380 iPath S&P 500 VIX Short-Term F 1,445,600 45,072 0.51% Call
381 BAIDU INC 207,000 45,173 0.51% Put
382 ISHARES TR 500,000 45,975 0.52% Put
383 SANDISK CORP FIXED RT SR NT CONV 1.500 percent 08/15/17 B/E DTD 08/25/10 24,000,000 46,344 0.52%
384 EXXON MOBIL CORP 493,800 46,441 0.52% Call
385 ASSURANT INC 25,000,000 46,575 0.53%
386 COVIDIEN PLC 543,494 47,017 0.53%
387 CISCO SYS INC 1,943,300 48,912 0.55% Call
388 COCA COLA CO 1,161,800 49,562 0.56% Call
389 MYLAN INC 15,000,000 51,144 0.58%
390 ISHARES TR 1,342,043 51,373 0.58%
391 BAIDU INC 246,900 53,880 0.61% Call
392 CEMEX SAB DE CV 39,000,000 54,897 0.62%
393 CISCO SYS INC 2,203,600 55,464 0.63% Put
394 TIME WARNER CABLE INC 391,000 56,104 0.63%
395 INTERNATIONAL BUSINESS MACHS 315,700 59,929 0.68% Put
396 YAHOO INC 1,495,470 60,940 0.69%
397 TIME WARNER CABLE INC 425,100 60,997 0.69% Put
398 AMAZON COM INC 189,200 61,005 0.69% Put
399 SPDR GOLD TR 550,500 63,973 0.72% Call
400 PROCTER AND GAMBLE CO 790,100 66,162 0.75% Call
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