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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 (2014Q4)
Original 13F HR (0001140361-15-006322) filed in 2015.02.13
#
Name
Shares
Value ($)
%
Options
Notes
51 YAHOO INC 541,300 27,341 0.39% Call
52 WL ROSS HOLDING CORP 2,311,435 26,812 0.38%
53 DirectTV Com 300,000 26,010 0.37%
54 iPath S&P 500 VIX Short-Term F 766,200 24,142 0.35% Call
55 GOLDMAN SACHS GROUP INC 122,900 23,821 0.34% Put
56 BAIDU INC 100,500 22,910 0.33% Put
57 MICRON TECHNOLOGY INC SR SB GLBL CV 43 17,000,000 22,570 0.32%
58 ASSURANT INC 12,500,000 22,319 0.32%
59 Intl Game Technology 1,264,183 21,807 0.31%
60 CISCO SYS INC 783,500 21,793 0.31% Call
61 SPDR SERIES TRUST 454,200 21,738 0.31% Call
62 iPath S&P 500 VIX Short-Term F 679,000 21,395 0.31% Put
63 GOLDMAN SACHS GROUP INC 106,000 20,545 0.29% Call
64 Salix Pharmaceuticals Ltd 11,000,000 20,079 0.29%
65 AMERICAN INTL GROUP INC 344,795 19,311 0.28%
66 TAKE-TWO INTERACTIVE SOFTWAR 12,500,000 18,932 0.27%
67 LORILLARD 300,000 18,882 0.27%
68 AT&T INC 555,300 18,652 0.27% Put
69 CHESAPEAKE ENERGY CORP 19,000,000 18,584 0.27%
70 AT&T INC 537,100 18,041 0.26% Call
71 CUBIST PHARMACEUTI 175,100 17,623 0.25% Put
72 CADENCE DESIGN SYSTEM INC 7,000,000 17,623 0.25%
73 SILVER EAGLE ACQUISITION COR 1,726,000 17,605 0.25%
74 LORILLARD 273,800 17,232 0.25% Put
75 FACEBOOK INC 219,682 17,139 0.25%
76 SELECT SECTOR SPDR TR 213,500 16,900 0.24% Call
77 WYNN RESORTS LTD 113,000 16,809 0.24% Put
78 FACEBOOK INC 214,500 16,735 0.24% Put
79 AK STL CORP 12,500,000 16,716 0.24%
80 COLGATE PALMOLIVE CO 239,868 16,596 0.24%
81 CMS Energy Corp 299,010 16,308 0.23%
82 SPDR SERIES TRUST 339,900 16,267 0.23% Put
83 TERRAPIN 3 ACQUISITION CORP 1,623,036 16,246 0.23%
84 ANNALY CAP MGMT INC 15,915,000 16,064 0.23%
85 CUBIST PHARMACEUTICALS INC 11,691,000 15,908 0.23%
86 ISHARES NASDAQ BIOTECHNOLOGY ETF 29,400 15,601 0.22% Call
87 JOHNSON & JOHNSON 149,000 15,580 0.22% Call
88 PROCTER AND GAMBLE CO 170,000 15,485 0.22% Call
89 CBS CORP NEW 269,878 14,935 0.21%
90 SAPIENT CORP 600,000 14,927 0.21%
91 SELECT SECTOR SPDR TR 175,000 13,853 0.20% Put
92 WYNN RESORTS LTD 89,800 13,358 0.19% Call
93 PERRIGO CO PLC 79,800 13,339 0.19% Call
94 ENERSYS 8,550,000 13,189 0.19%
95 UNITED PARCEL SERVICE INC 118,400 13,162 0.19% Call
96 ISHARES 340,000 12,433 0.18% Call
97 MICROSOFT CORP 246,400 11,445 0.16% Put
98 GOPRO INC 179,600 11,354 0.16% Call
99 TESLA INC 12,500,000 11,304 0.16%
100 CIENA CORP 9,000,000 11,217 0.16%
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