Chief Operating Officer

0001172661-18-001215.txt : 20180515 0001172661-18-001215.hdr.sgml : 20180515 20180515153417 ACCESSION NUMBER: 0001172661-18-001215 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20180331 FILED AS OF DATE: 20180515 DATE AS OF CHANGE: 20180515 EFFECTIVENESS DATE: 20180515 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: 18835914 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 03-31-2018 03-31-2018 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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SPDR TR SBI CONS STPLS 81369Y308 41051 780000 SH Put SOLE 780000 0 0 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 5936 112780 SH SOLE 112780 0 0 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 12105 230000 SH Call SOLE 230000 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 581 11491 SH SOLE 11491 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 54845 1085400 SH Call SOLE 1085400 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 12658 250500 SH Put SOLE 250500 0 0 SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 1636 25001 SH SOLE 25001 0 0 SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 8832 135000 SH Put SOLE 135000 0 0 SENSEONICS HLDGS INC NOTE 5.250% 2/0 81727UAA3 2698 2500000 SH SOLE 2500000 0 0 SERVICENOW INC NOTE 11/0 81762PAB8 78402 35043000 SH SOLE 35043000 0 0 SM ENERGY CO COM 78454L100 361 20000 SH SOLE 20000 0 0 SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 38760 39500000 SH SOLE 39500000 0 0 SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 677 2804 SH SOLE 2804 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 227 1803 SH SOLE 1803 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 25158 200000 SH Call SOLE 200000 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 35133 279300 SH Put SOLE 279300 0 0 SPDR INDEX SHS FDS EURO STOXX 50 78463X202 963 23923 SH SOLE 23923 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 102813 390700 SH Put SOLE 390700 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 217947 828222 SH SOLE 828222 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 114628 435600 SH Call SOLE 435600 0 0 SPDR SERIES TRUST S&P METALS MNG 78464A755 3567 104800 SH Call SOLE 104800 0 0 SPDR SERIES TRUST S&P METALS MNG 78464A755 0 1 SH SOLE 1 0 0 SPDR SERIES TRUST S&P OILGAS EXP 78464A730 0 1 SH SOLE 1 0 0 SPDR SERIES TRUST S&P OILGAS EXP 78464A730 1398 39700 SH Call SOLE 39700 0 0 STEWART INFORMATION SVCS COR COM 860372101 7260 165222 SH SOLE 165222 0 0 TESLA INC COM 88160R101 1413 5311 SH SOLE 5311 0 0 TESLA INC COM 88160R101 3992 15000 SH Call SOLE 15000 0 0 TESLA INC COM 88160R101 33639 126400 SH Put SOLE 126400 0 0 TESLA INC NOTE 0.250% 3/0 88160RAB7 52459 52500000 SH SOLE 52500000 0 0 TESLA INC NOTE 1.250% 3/0 88160RAC5 14933 15000000 SH SOLE 15000000 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 32925 37354000 SH SOLE 37354000 0 0 TEXAS INSTRS INC COM 882508104 70 670 SH SOLE 670 0 0 TEXAS INSTRS INC COM 882508104 166 1600 SH Put SOLE 1600 0 0 TIME WARNER INC COM NEW 887317303 2850 30136 SH SOLE 30136 0 0 TIME WARNER INC COM NEW 887317303 115388 1220000 SH Call SOLE 1220000 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 3957 69600 SH Put SOLE 69600 0 0 TRIBUNE MEDIA CO CL A 896047503 8365 206496 SH SOLE 206496 0 0 TRONOX LTD SHS CL A Q9235V101 4610 250000 SH SOLE 250000 0 0 TRONOX LTD SHS CL A Q9235V101 4610 250000 SH Put SOLE 250000 0 0 TWENTY FIRST CENTY FOX INC CL A 90130A101 7884 214873 SH SOLE 214873 0 0 TWENTY FIRST CENTY FOX INC CL A 90130A101 3669 100000 SH Call SOLE 100000 0 0 TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 22510 21500000 SH SOLE 21500000 0 0 U S G CORP COM NEW 903293405 2757 68200 SH Call SOLE 68200 0 0 U S GEOTHERMAL INC COM NEW 90338S201 150 28056 SH SOLE 28056 0 0 UNION PAC CORP COM 907818108 81 600 SH Call SOLE 600 0 0 UNION PAC CORP COM 907818108 215 1600 SH Put SOLE 1600 0 0 UNION PAC CORP COM 907818108 29 214 SH SOLE 214 0 0 UNISYS CORP NOTE 5.500% 3/0 909214BS6 13845 10500000 SH SOLE 10500000 0 0 UNITED CONTL HLDGS INC COM 910047109 3654 52600 SH SOLE 52600 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 24072 356881 SH SOLE 356881 0 0 VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 117 5326 SH SOLE 5326 0 0 VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 220 10000 SH Call SOLE 10000 0 0 VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 897 40800 SH Put SOLE 40800 0 0 VANECK VECTORS ETF TR RUSSIA ETF 92189F403 347 15238 SH SOLE 15238 0 0 VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 3045 29200 SH Put SOLE 29200 0 0 VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 0 1 SH SOLE 1 0 0 VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 2975 37226 SH SOLE 37226 0 0 VECTOR GROUP LTD FRNT 1/1 92240MAY4 27265 19000000 SH SOLE 19000000 0 0 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 5928 50000 SH SOLE 50000 0 0 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 8299 70000 SH Call SOLE 70000 0 0 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 889 7500 SH Put SOLE 7500 0 0 VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 31272 29000000 SH SOLE 29000000 0 0 VISA INC COM CL A 92826C839 163 1364 SH SOLE 1364 0 0 VISA INC COM CL A 92826C839 395 3300 SH Put SOLE 3300 0 0 VMWARE INC CL A COM 928563402 1213 10000 SH SOLE 10000 0 0 VMWARE INC CL A COM 928563402 7276 60000 SH Put SOLE 60000 0 0 WALMART INC COM 931142103 6014 67600 SH Call SOLE 67600 0 0 WALMART INC COM 931142103 16584 186400 SH Put SOLE 186400 0 0 WALMART INC COM 931142103 578 6491 SH SOLE 6491 0 0 WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 3146 3500000 SH SOLE 3500000 0 0 WELLS FARGO CO NEW COM 949746101 162 3099 SH SOLE 3099 0 0 WELLS FARGO CO NEW COM 949746101 241 4600 SH Put SOLE 4600 0 0 WGL HLDGS INC COM 92924F106 4056 48492 SH SOLE 48492 0 0 WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 34065 36000000 SH SOLE 36000000 0 0 XL GROUP LTD COM G98294104 19433 351667 SH SOLE 351667 0 0 XL GROUP LTD COM G98294104 1243 22500 SH Put SOLE 22500 0 0 ZENDESK INC COM 98936J101 2001 41800 SH SOLE 41800 0 0