Chief Operating Officer

0001172661-16-003305.txt : 20160516 0001172661-16-003305.hdr.sgml : 20160516 20160516062749 ACCESSION NUMBER: 0001172661-16-003305 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160331 FILED AS OF DATE: 20160516 DATE AS OF CHANGE: 20160516 EFFECTIVENESS DATE: 20160516 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CAPSTONE INVESTMENT ADVISORS, LLC CENTRAL INDEX KEY: 0001426196 IRS NUMBER: 208601093 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-13005 FILM NUMBER: 161650505 BUSINESS ADDRESS: STREET 1: 7 WORLD TRADE CENTER STREET 2: 250 GREENWICH STREET, 30TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10007 BUSINESS PHONE: (212) 232-1420 MAIL ADDRESS: STREET 1: 7 WORLD TRADE CENTER STREET 2: 250 GREENWICH STREET, 30TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10007 FORMER COMPANY: FORMER CONFORMED NAME: Capstone Investment Advisors, LLC DATE OF NAME CHANGE: 20080205 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001426196 XXXXXXXX 03-31-2016 03-31-2016 false CAPSTONE INVESTMENT ADVISORS, LLC

7 World Trade Center 250 Greenwich Street, 30th Floor New York NY 10007

13F HOLDINGS REPORT 028-13005 N Joseph J. Lucas Chief Operating Officer 212-232-1420 /s/ Joseph J. 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INTL COM 91911K102 1620 61600 SH SOLE 61600 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 526 20000 SH Call SOLE 20000 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 1209 46000 SH Put SOLE 46000 0 0 VALSPAR CORP COM 920355104 1028 9614 SH SOLE 9614 0 0 VANTIV INC CL A 92210H105 307 5700 SH SOLE 5700 0 0 VECTOR GROUP LTD COM 92240M108 312 13700 SH SOLE 13700 0 0 VEEVA SYS INC CL A COM 922475108 1144 45700 SH SOLE 45700 0 0 VERIFONE SYS INC COM 92342Y109 1338 47384 SH SOLE 47384 0 0 VERINT SYS INC COM 92343X100 205 6151 SH SOLE 6151 0 0 VERISK ANALYTICS INC COM 92345Y106 538 6741 SH SOLE 6741 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 210 3900 SH SOLE 3900 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 365 4600 SH SOLE 4600 0 0 VIAVI SOLUTIONS INC COM 925550105 124 18113 SH SOLE 18113 0 0 VISA INC COM CL A 92826C839 1582 20695 SH SOLE 20695 0 0 VOYA FINL INC COM 929089100 2075 69716 SH SOLE 69716 0 0 VULCAN MATLS CO COM 929160109 1583 15000 SH SOLE 15000 0 0 WASTE MGMT INC DEL COM 94106L109 1752 29703 SH SOLE 29703 0 0 WATSCO INC COM 942622200 1280 9502 SH SOLE 9502 0 0 WEATHERFORD INTL PLC ORD SHS G48833100 1300 167135 SH SOLE 167135 0 0 WEB COM GROUP INC COM 94733A104 198 10032 SH SOLE 10032 0 0 WEC ENERGY GROUP INC COM 92939U106 865 14400 SH SOLE 14400 0 0 WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 54889 28549000 SH SOLE 28549000 0 0 WESTAR ENERGY INC COM 95709T100 243 4900 SH SOLE 4900 0 0 WESTERN DIGITAL CORP COM 958102105 859 18200 SH SOLE 18200 0 0 WESTLAKE CHEM CORP COM 960413102 365 7900 SH SOLE 7900 0 0 WGL HLDGS INC COM 92924F106 332 4589 SH SOLE 4589 0 0 WHITING PETE CORP NEW COM 966387102 318 40000 SH Call SOLE 40000 0 0 WHOLE FOODS MKT INC COM 966837106 1469 47250 SH SOLE 47250 0 0 WILSHIRE BANCORP INC COM 97186T108 1041 101078 SH SOLE 101078 0 0 WL ROSS HLDG CORP COM SHS 92939D104 23183 2311435 SH SOLE 2311435 0 0 WORKDAY INC CL A 98138H101 2214 28816 SH SOLE 28816 0 0 WORLD FUEL SVCS CORP COM 981475106 495 10200 SH SOLE 10200 0 0 WORLD WRESTLING ENTMT INC CL A 98156Q108 3090 175000 SH Put SOLE 175000 0 0 WORLD WRESTLING ENTMT INC CL A 98156Q108 3090 175000 SH Call SOLE 175000 0 0 WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 5841 6500000 SH SOLE 6500000 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 313 4100 SH SOLE 4100 0 0 WYNN RESORTS LTD COM 983134107 308 3300 SH SOLE 3300 0 0 XENOPORT INC NOTE 2.500% 2/0 98411CAB6 1101 1500000 SH SOLE 1500000 0 0 XILINX INC COM 983919101 5459 115100 SH SOLE 115100 0 0 XPO LOGISTICS INC NOTE 4.500%10/0 983793AA8 22562 11973000 SH SOLE 11973000 0 0 XYLEM INC COM 98419M100 3382 82700 SH SOLE 82700 0 0 YAHOO INC COM 984332106 4601 125000 SH SOLE 125000 0 0 YAHOO INC COM 984332106 4601 125000 SH Put SOLE 125000 0 0 ZOETIS INC CL A 98978V103 351 7932 SH SOLE 7932 0 0