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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
1 APPLE INC 7,464,200 823,898 11.81% Put
2 SPDR S&P 500 ETF TR 1,219,200 250,594 3.59% Put
3 ISHARES TR 4,675,000 183,680 2.63% Put
4 ISHARES TR 4,322,000 179,881 2.58% Put
5 TIME WARNER INC NEW 583,300 88,696 1.27% Put
6 SPDR GOLD TR 755,500 85,809 1.23% Put
7 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 500,000 44,800 0.64% Put
8 ISHARES TR 565,700 34,417 0.49% Put
9 Allergan plc 160,000 34,014 0.49% Put
10 ISHARES TR 260,000 31,101 0.45% Put
11 AMAZON COM INC 97,400 30,228 0.43% Put
12 YAHOO INC 581,900 29,391 0.42% Put
13 GOLDMAN SACHS GROUP INC 122,900 23,821 0.34% Put
14 BAIDU INC 100,500 22,910 0.33% Put
15 iPath S&P 500 VIX Short-Term F 679,000 21,395 0.31% Put
16 AT&T INC 555,300 18,652 0.27% Put
17 CUBIST PHARMACEUTI 175,100 17,623 0.25% Put
18 LORILLARD 273,800 17,232 0.25% Put
19 WYNN RESORTS LTD 113,000 16,809 0.24% Put
20 FACEBOOK INC 214,500 16,735 0.24% Put
21 SPDR SERIES TRUST 339,900 16,267 0.23% Put
22 SELECT SECTOR SPDR TR 175,000 13,853 0.20% Put
23 MICROSOFT CORP 246,400 11,445 0.16% Put
24 HERBALIFE LTD 232,300 8,757 0.13% Put
25 NAVISTAR INTERNATIONAL CORP 250,000 8,370 0.12% Put
26 Vaneck Vectors Gold 431,000 7,921 0.11% Put
27 GOPRO INC 120,700 7,630 0.11% Put
28 ISHARES 200,100 7,317 0.10% Put
29 HUDSON CITY BANCORP INC 679,200 6,873 0.10% Put
30 CBS CORP NEW 109,000 6,032 0.09% Put
31 CATERPILLAR INC 52,800 4,832 0.07% Put
32 PROCTER AND GAMBLE CO 50,500 4,600 0.07% Put
33 INTL RECTIFIER COR 111,500 4,448 0.06% Put
34 QUALCOMM INC 59,500 4,422 0.06% Put
35 CISCO SYS INC 155,200 4,316 0.06% Put
36 SEARS HLDGS CORP 125,000 4,122 0.06% Put
37 PEPCO HOLDINGS INC 140,900 3,794 0.05% Put
38 INVESCO MORTGAGE CAPITAL INC 241,300 3,732 0.05% Put
39 MONSANTO CO NEW 30,100 3,596 0.05% Put
40 TWITTER INC 95,900 3,439 0.05% Put
41 AMERICAN INTL GROUP INC 61,000 3,416 0.05% Put
42 DISNEY WALT CO 33,500 3,155 0.05% Put
43 NETFLIX INC 9,000 3,074 0.04% Put
44 ISHARES TR 36,100 2,773 0.04% Put
45 CYPRESS SEMICONDUCTOR CORP 190,100 2,714 0.04% Put
46 CHINA MOBILE LIMITED 44,500 2,617 0.04% Put
47 COLGATE PALMOLIVE CO 37,300 2,580 0.04% Put
48 SINA CORP 54,500 2,038 0.03% Put
49 COCA COLA CO 47,900 2,022 0.03% Put
50 MCDONALDS CORP 20,000 1,874 0.03% Put
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