Capstone Investment Advisors

Latest statistics and disclosures from CAPSTONE INVESTMENT ADVISORS's latest quarterly 13F-HR filing:

CAPSTONE INVESTMENT ADVISORS portfolio companies for December 2014 quarter

Ticker Name Portfolio Weight Change Share Count Price Last Trade
AAPL Apple 21.92 -32.00% 13859760 110.38 123.28
SPY SPDR S&P; 500 ETF 13.00 +42.00% 4415614 205.54 205.25
EEM iShares MSCI Emerging Markets Indx 10.51 +188.00% 18664600 39.29 38.45
FXI iShares FTSE/Xinhua China 25 Index 3.57 +405.00% 5981900 41.62 40.81
TWC Time Warner Cable 2.27 +35.00% 1043300 152.06 154.39
GLD SPDR Gold Trust 2.17 +28.00% 1333905 113.58 110.56
YHOO Yahoo! 1.93 +183.00% 2660170 50.51 42.61
Micron Technology Inc bond 1.29 +53.00% 25245000 3.57 0.00
AGN Allergan 1.28 +169.00% 420000 212.59 234.98
SHPGY Shire 1.27 NEW 417300 212.39 0.00
Wesco Intl Inc dbcv 6.000% 9/1 1.18 +9.00% 30734000 2.69 0.00
AMZN Amazon 1.08 -32.00% 243861 310.33 372.62
TRW TRW Automotive Holdings 0.96 NEW 654527 102.85 104.55
Facebook Inc cl a 0.93 -73.00% 834682 78.02 0.00
Auxilium Pharmaceuticals note 0.92 +117.00% 43402000 1.48 0.00
Directv 0.90 -16.00% 725400 86.70 0.00
Actavis 0.87 NEW 237000 257.41 0.00
BIDU Baidu 0.85 -41.00% 261200 227.96 207.29
Cemex Sab De Cv conv bnd 0.82 -24.00% 47016000 1.22 0.00
EFA iShares MSCI EAFE Index Fund 0.78 -15.00% 891581 60.84 62.56
Cemex Sab De Cv conv bnd 0.76 +17.00% 46000000 1.16 0.00
CFN CareFusion Corporation 0.68 +83.00% 800000 59.34 59.78
Mgm Mirage conv 0.68 NEW 40000000 1.18 0.00
XOP SPDR S&P; Oil & Gas Explore & Prod. 0.66 +364.00% 957310 47.86 47.80
ROC Rockwood Holdings 0.65 +801.00% 578596 78.80 0.00
Ipath S&p 500 Vix S/t Fu Etn 0.65 1445200 31.51 0.00
GS Goldman Sachs 0.64 -63.00% 228900 193.82 184.67
HYG iShares iBoxx $ High Yid Corp Bond 0.64 -56.00% 500000 89.60 90.34
MON Monsanto Company 0.62 +264.00% 364492 119.47 117.22
NFLX Netflix 0.58 -33.00% 119300 341.56 443.79
WYNN Wynn Resorts 0.56 +428.00% 264933 148.75 128.14
Herbalife Ltd Com Stk 0.55 +8.00% 1023764 37.70 0.00
Sandisk Corp note 1.500% 8/1 0.55 +5.00% 20000000 1.92 0.00
T AT&T; 0.53 -47.00% 1092400 33.59 32.70
LO Lorillard 0.52 +180.00% 573800 62.94 66.44
American Rlty Cap Pptys Inc note 3.000% 8/0 0.47 +294.00% 35500000 0.93 0.00
CMCSA Comcast Corporation 0.46 +451.00% 551991 57.76 58.60
IWM iShares Russell 2000 Index 0.46 NEW 266151 119.49 119.90
Health Care Reit Inc note 3.000%12/0 0.46 NEW 21529000 1.50 0.00
Xpo Logistics note 4.5% 10/1 0.46 +7.00% 12750000 2.54 0.00
Volcano Corporation note 1.750%12/0 0.46 NEW 32500000 0.99 0.00
CVD Covance 0.45 NEW 300000 103.84 0.00
CBS CBS Corporation 0.44 NEW 553378 55.34 59.57
XLE Energy Select Sector SPDR 0.44 NEW 388500 79.16 75.34
PG Procter & Gamble Company 0.43 -23.00% 331258 91.08 81.31
CBST Cubist Pharmaceuticals 0.43 +400.00% 297100 100.64 101.94
Central Fd Cda Ltd cl a 0.43 +3335.00% 2607254 11.58 0.00
Cubist Pharmaceuticals conv 0.43 NEW 22750000 1.33 0.00
AIG American International 0.40 -11.00% 496595 56.01 54.59
SIAL Sigma-Aldrich Corporation 0.39 NEW 200000 137.27 137.95
Wl Ross Holding Corp Uts 0.38 +15.00% 2311435 11.60 0.00
CSCO Cisco Systems 0.37 -53.00% 938700 27.81 28.51
IGT International Game Technology 0.33 +206.00% 1339883 17.25 17.80
CL Colgate-Palmolive Company 0.33 +4178.00% 334868 69.19 68.17
Microchip Technology Inc sdcv 2.125%12/1 0.32 -37.00% 12500000 1.79 0.00
Micron Technology Inc conv 0.32 NEW 17000000 1.33 0.00
Slxp 1 1/2 03/15/19 0.29 11000000 1.83 0.00
GDX Market Vectors Gold Miners ETF 0.28 +479.00% 1076478 18.38 17.31
EWZ iShares MSCI Brazil Index 0.28 -7.00% 540100 36.57 30.55
GOOG Google 0.27 +57.00% 35938 530.57 554.33
DRC Dresser-Rand 0.27 NEW 227200 81.80 81.17
Chesapeake Energy Corp note 2.500% 5/1 0.27 +8.00% 19000000 0.98 0.00
Take-two Interactive Sof note 0.27 NEW 12500000 1.51 0.00
Gopro 0.27 NEW 300300 63.21 0.00
Cadence Design Sys Cvt 2.625 6 convert 0.25 7000000 2.52 0.00
Silver Eagle Acquisition Cor Unit 99/99/9999 Added 0.25 1726000 10.20 0.00
MSFT Microsoft Corporation 0.24 -82.00% 365484 46.44 42.00
JNJ Johnson & Johnson 0.24 -48.00% 159000 104.50 98.55
Ak Steel Corp. conv 0.24 NEW 12500000 1.34 0.00
UPS United Parcel Service 0.23 +14.00% 147230 111.17 99.32
CNL Cleco Corporation 0.23 NEW 299010 54.54 54.09
Annaly Cap Mgmt Inc note 5.000% 5/1 0.23 NEW 15915000 1.01 0.00
Cubist Pharmaceuticals conv 0.23 NEW 11691000 1.36 0.00
Terrapin 3 Acquisition Corp unit 06/27/2019 0.23 NEW 1623036 10.01 0.00
DIS Walt Disney Company 0.21 +87.00% 156156 94.18 103.60
SAPE Sapient Corporation 0.21 NEW 600000 24.88 24.98
Twitter 0.21 -75.00% 403751 35.87 0.00
Enersys note 3.375% 6/0 0.19 -22.00% 8550000 1.54 0.00
Perrigo Company 0.19 -61.00% 79800 167.16 0.00
MCD McDonald's Corporation 0.18 -46.00% 136577 93.70 96.21
QCOM QUALCOMM 0.18 +43.00% 166321 73.46 71.27
CAT Caterpillar 0.16 -86.00% 119364 91.27 79.57
HCBK Hudson City Ban 0.16 +114.00% 1129200 10.12 9.90
Cien 4 12/15/20 0.16 NEW 9000000 1.25 0.00
Starwood Ppty note 4.0% 1/15/ 0.16 +15.00% 10000000 1.10 0.00
Tesla Motors Inc bond 0.16 -80.00% 12500000 0.90 0.00
SUSQ Susquehanna Bancshares 0.15 NEW 800162 13.43 13.43
Covidien 0.15 -71.00% 100673 102.28 0.00
Electronic Arts Inc conv 0.14 NEW 6300000 1.51 0.00
Outerwall 0.14 +377.00% 127100 75.22 0.00
Tesla Motors Inc bond 0.14 -17.00% 10700000 0.93 0.00
Spirit Rlty Cap Inc New Note cb 0.14 NEW 10000000 0.98 0.00
Insulet Corp note 2.000% 6/1 0.14 -55.00% 8000000 1.19 0.00
PETM PetSmart 0.13 NEW 110400 81.28 82.98
IRF International Rectifier Corporation 0.13 NEW 219500 39.90 0.00
ORCL Oracle Corporation 0.13 +363.00% 194107 44.97 41.62
POM Pepco Holdings 0.13 +13.00% 340900 26.93 26.90
Chesapeake Energy Corp note 2.500% 5/1 0.12 -48.00% 8500000 0.97 0.00
JPM JPMorgan Chase & Co. 0.12 -84.00% 129100 62.54 60.16
XOM Exxon Mobil Corporation 0.12 -92.00% 92961 92.45 84.57
CVX Chevron Corporation 0.12 -94.00% 77300 112.10 102.86
SWY Safeway 0.12 -79.00% 240540 35.12 0.00
V Visa 0.12 NEW 33100 262.18 266.74
Marvell Technology 0.12 NEW 559235 14.50 0.00
ISIS ISIS Pharmaceuticals 0.12 NEW 133124 61.74 68.14
Navistar Intl Corp pfd sr d conv 0.12 250000 33.48 0.00
Ttm Technologies Inc conv 0.12 -15.00% 8500000 0.96 0.00
FDO Family Dollar Stores 0.11 NEW 100003 79.21 78.85
IBM International Business Machines 0.11 -92.00% 46411 160.41 158.25
GILD Gilead Sciences 0.11 -9.00% 85000 94.26 99.53
Salix Pharmaceuticals Inc note 2.750% 5/1 0.11 3000000 2.49 0.00
Cemex Sab conv 0.11 NEW 7500000 1.03 0.00
PCLN priceline.com Incorporated 0.10 -79.00% 6081 1140.11 1190.00
SHLD Sears Holdings Corporation 0.10 NEW 208397 32.97 37.14
Rite Aid Corp note 8.500% 5/1 0.10 2500000 2.92 0.00
Michael Kors Holdings Ltd shs 0.10 NEW 95299 75.09 0.00
Sprint 0.10 +11.00% 1637600 4.15 0.00
Renewable Energy Group Inc mtnf 2.750% 6/1 0.10 -21.00% 7500000 0.97 0.00
SBUX Starbucks Corporation 0.09 +126.00% 73319 82.04 92.23
IYR iShares Dow Jones US Real Estate 0.09 NEW 80600 76.81 76.66
SLV iShares Silver Trust 0.09 -47.00% 400000 15.06 14.70
Chesapeake Energy Corp note 2.750%11/1 0.08 NEW 5500000 1.00 0.00
DD E.I. du Pont de Nemours & Company 0.08 +6.00% 71763 73.94 79.13
Industries N shs - a - 0.08 -40.00% 72900 79.38 0.00
Trak 1 1/2 03/15/17 0.08 4500000 1.30 0.00
Roi Acquisition Corp Ii 0.08 525000 10.05 0.00
Depomed Inc conv 0.08 NEW 5000000 1.09 0.00
Sina Corporation 0.07 -57.00% 122973 37.39 0.00
SFLY Shutterfly 0.07 NEW 109889 41.67 47.25
Cobalt Intl Energy Inc note 0.07 NEW 7500000 0.61 0.00
Hennessy Cap Acquisition Cor 0.07 NEW 500000 9.85 0.00
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.07 NEW 5000000 1.01 0.00
KO Coca-Cola Company 0.06 -93.00% 104000 42.21 40.22
NEM Newmont Mining Corporation 0.06 +43.00% 214672 18.90 21.67
MO Altria 0.06 -92.00% 86626 49.27 52.47
Talisman Energy Inc Com Stk 0.06 +189.00% 578500 7.83 0.00
TSLA Tesla Motors 0.06 -42.00% 18100 222.38 194.42
MA MasterCard Incorporated 0.05 +8.00% 41808 86.16 87.52
LOW Lowe's Companies 0.05 -92.00% 49785 68.80 73.15
ILMN Illumina 0.05 NEW 19800 184.55 191.44
IVR Invesco Mortgage Capital 0.05 NEW 241300 15.47 15.44
Intelsat Sa 0.05 200000 17.36 0.00
Keurig Green Mtn 0.05 -55.00% 27469 132.22 0.00
CHL China Mobile 0.04 -71.00% 48500 58.81 63.03
BBBY Bed Bath & Beyond 0.04 NEW 40947 76.15 74.05
CTXS Citrix Systems 0.04 NEW 41900 63.79 59.63
ONNN ON Semiconductor 0.04 -34.00% 264240 10.13 12.68
CBB Cincinnati Bell 0.04 +13.00% 850000 3.19 3.46
CY Cypress Semiconductor Corporation 0.04 NEW 190100 14.28 15.52
RVBD Riverbed Technology 0.04 NEW 148800 20.41 20.85
RYN Rayonier 0.04 +40.00% 106550 27.91 27.05
Citi 0.04 -92.00% 55168 54.11 0.00
Linkedin 0.04 NEW 10700 229.63 0.00
Synchronoss Technologies conv 0.04 NEW 2500000 1.06 0.00
JCP J.C. Penney Company 0.03 -62.00% 336284 6.47 7.26
ODP Office Depot 0.03 NEW 233500 8.57 9.28
HAL Halliburton Company 0.03 NEW 61600 39.32 41.30
HOS Hornbeck Offshore Services 0.03 NEW 71300 24.96 18.69
CPHD Cepheid 0.03 +17.00% 39100 54.12 55.12
Coca-cola Enterprises 0.03 -30.00% 51000 44.22 0.00
GM General Motors Company 0.03 NEW 66900 34.90 37.89
HCA HOLDINGS 0.03 NEW 30500 73.36 0.00
American Realty Capital Prop 0.03 NEW 219300 9.05 0.00
Transocean 0.02 -77.00% 60600 18.32 0.00
AKAM Akamai Technologies 0.02 +27.00% 22900 62.92 69.99
APD Air Products & Chemicals 0.02 NEW 9000 144.22 152.20
MRK Merck & Co 0.02 -90.00% 23514 52.63 56.20
PEP Pepsi 0.02 -93.00% 12857 94.35 93.96
HNR Harvest Natural Resources 0.02 -5.00% 670700 1.81 0.54
WMGI Wright Medical 0.02 NEW 46010 26.86 26.18
JRN Journal Communications 0.02 NEW 100000 11.43 12.30
VOLC Volcano Corporation 0.02 NEW 84200 17.87 17.99
VHC VirnetX Holding Corporation 0.02 NEW 311000 5.49 6.40
Tokyo Electronic 0.02 NEW 76600 19.07 0.00
Adt 0.02 -62.00% 44100 36.21 0.00
Metropcs Communications 0.02 -90.00% 46700 26.94 0.00
Sirius Xm Holdings 0.02 -30.00% 400000 3.50 0.00
Solazyme Inc bond 0.02 3000000 0.45 0.00
Medtronic 0.02 NEW 17800 72.19 0.00
VZ Verizon Communications 0.01 -98.00% 8900 46.74 48.01
DE Deere & Company 0.01 -95.00% 5000 88.40 90.31
PM Philip Morris International 0.01 -97.00% 7500 81.33 77.69
CHRW C.H. Robinson Worldwide 0.01 10800 74.81 72.00
CTRP Ctrip.com International 0.01 NEW 20323 45.47 45.17
IBB iShares NASDAQ Biotechnology Index 0.01 -96.00% 1201 303.08 341.41
CNP CenterPoint Energy 0.01 NEW 28900 23.43 20.60
Verisign Inc option 0.01 NEW 6272 56.92 0.00
AVNR AVANIR Pharmaceuticals 0.01 NEW 50200 16.93 16.96
Depository Vipshop Holdings Ltd - Ads receipt 0.01 +468.00% 48150 19.53 0.00
Google Inc Class C 0.01 NEW 1096 525.55 0.00
Leap Takeover 0.01 400000 2.52 0.00
Alibaba Group Holding Ltd Spon 0.01 NEW 9100 103.78 0.00
Lo 0.01 NEW 49600 19.86 0.00
Servicesource Intl 0.01 NEW 1000000 0.78 0.00
OREX Orexigen Therapeutics 0.00 NEW 46000 6.04 7.14
PVA Penn Virginia Corporation 0.00 NEW 50000 6.68 6.36
Energy Xxi 0.00 NEW 45390 3.24 0.00
CHK Chesapeake Energy Corporation 0.00 NEW 11400 19.47 14.13
SOHU Sohu 0.00 NEW 5881 49.38 52.51
AMCC Applied Micro Circuits Corporation 0.00 NEW 14152 6.50 5.35
MF MF Global Holdings 0.00 25000 0.00 0.00
Api Technologies 0.00 -92.00% 22025 2.09 0.00
Community Health Sys Inc New right 01/27/2016 0.00 2000000 0.02 0.00