Capstone Investment Advisors

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

CAPSTONE INVESTMENT ADVISORS portfolio companies for March 2014 quarter

Ticker Name Portfolio Weight Change Share Count Price Last Trade
AAPL Apple 30.42 4442011 536.74 97.76
EFA iShares MSCI EAFE Index Fund 6.70 7809000 67.20 67.61
IBM International Business Machines 4.90 1994000 192.49 194.45
MCD McDonald's Corporation 2.72 2175600 98.03 95.71
EEM iShares MSCI Emerging Markets Indx 2.68 5130200 41.01 44.79
GLD SPDR Gold Trust 2.25 1426800 123.61 125.49
Facebook Inc cl a 2.20 2859400 60.24 0.00
SPY SPDR S&P; 500 ETF 1.73 725700 187.01 197.50
AMZN Amazon 1.65 384141 336.36 319.26
BIDU Baidu 1.47 758726 152.25 227.34
JPM JPMorgan Chase & Co. 1.46 1888000 60.71 58.72
CAT Caterpillar 1.44 1139600 99.37 103.94
TWC Time Warner Cable 1.38 788300 137.18 148.02
Ipath S&p 500 Vix S/t Fu Etn 1.28 2374600 42.14 0.00
CSCO Cisco Systems 1.22 4259700 22.41 25.70
MSFT Microsoft Corporation 1.21 2310900 40.99 44.04
EWZ iShares MSCI Brazil Index 1.18 2046700 45.03 50.80
FXI iShares FTSE/Xinhua China 25 Index 1.15 2519400 35.78 40.64
Wesco Intl Inc dbcv 6.000% 9/1 1.12 29500000 2.97 0.00
JNJ Johnson & Johnson 1.09 868100 98.23 101.90
XOM Exxon Mobil Corporation 1.06 850400 97.68 103.70
CVX Chevron Corporation 0.91 599500 118.91 133.05
GOOG Google 0.84 59400 1114.50 586.00
Cemex Sab De Cv conv bnd 0.77 42000000 1.43 0.00
Twitter 0.73 1232700 46.67 0.00
T AT&T; 0.71 1594813 35.07 35.70
AIG American International 0.70 1101900 50.01 53.85
GS Goldman Sachs 0.68 324958 163.85 175.17
Beam 0.61 569500 83.30 0.00
KO Coca-Cola Company 0.60 1208800 38.66 40.67
Tesla Mtrs Inc note 1.500% 6/0 0.59 26000000 1.79 0.00
PG Procter & Gamble Company 0.51 500251 80.60 79.28
Microchip Technology Inc sdcv 2.125%12/1 0.50 21000000 1.86 0.00
CHL China Mobile 0.48 826376 45.57 55.02
NFLX Netflix 0.47 103800 352.02 422.64
Herbalife Ltd Com Stk 0.47 650100 57.25 0.00
SWY Safeway 0.44 940000 36.94 34.69
PCLN priceline.com Incorporated 0.42 27910 1191.88 1231.23
Tesla Motors Inc bond 0.42 36000000 0.91 0.00
Slxp 1 1/2 03/15/19 0.41 19000000 1.69 0.00
Perrigo Company 0.41 205500 154.66 0.00
Insulet Corporation Cvt 3.75 0 convert 0.37 16000000 1.81 0.00
Micron Technology Inc bond 0.36 11500000 2.48 0.00
Starwood Ppty note 4.0% 1/15/ 0.33 22640000 1.14 0.00
Vodafone Group New Adr F 0.33 697619 36.81 0.00
Mu Us conv 0.32 10000000 2.51 0.00
MO Altria 0.31 649085 37.42 41.53
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 0.30 10000000 2.35 0.00
Xpo Logistics note 4.5% 10/1 0.30 12476000 1.87 0.00
Actavis 0.30 112400 205.84 0.00
American Rlty Cap Pptys Inc note 3.750%12/1 0.30 21500000 1.09 0.00
MMM 3M Company 0.29 165200 135.66 144.06
FCX Freeport-McMoRan Copper & Gold 0.29 697309 33.06 37.73
Enersys note 3.375% 6/0 0.26 11550000 1.74 0.00
Cemex Sab De Cv conv bnd 0.26 15000000 1.37 0.00
Metropcs Communications 0.26 605550 33.02 0.00
KFN KKR Financial Holdings 0.25 1693937 11.57 0.00
STWD Starwood Property Trust 0.24 800000 23.59 23.99
BMY Bristol Myers Squibb 0.24 368500 51.88 49.20
FRX Forest Laboratories 0.24 206183 92.27 0.00
DE Deere & Company 0.23 201500 90.80 85.30
F Ford Motor Company 0.23 1174400 15.60 17.53
GDX Market Vectors Gold Miners ETF 0.23 778094 23.60 26.63
Sandisk Corp note 1.500% 8/1 0.23 11000000 1.64 0.00
COMMON Uns Energy Corp stock 0.23 293863 60.03 0.00
Vipshop Holdings Ltd - Ads bond 0.23 17500000 1.02 0.00
Foster Wheeler Ltd Com Stk 0.22 534030 32.42 0.00
Silver Eagle Acquisition Cor Unit 99/99/9999 Added 0.22 1726000 9.93 0.00
TSN Tyson Foods 0.21 378100 44.01 41.33
Sina Corporation 0.21 270730 60.40 0.00
AOL AOL 0.19 345000 43.77 38.64
PM Philip Morris International 0.19 179974 81.65 84.44
Fox News 0.19 475000 31.12 0.00
Tesla Motors Inc bond 0.18 15500000 0.92 0.00
Allegheny Technologies Inc note 4.250% 6/0 0.17 13200000 1.02 0.00
HCBK Hudson City Ban 0.17 1360000 9.83 9.80
Chesapeake Energy Corp note 2.500% 5/1 0.16 12000000 1.02 0.00
MRK Merck & Co 0.16 220975 56.76 57.86
IBB iShares NASDAQ Biotechnology Index 0.16 53400 236.30 250.16
UPS United Parcel Service 0.15 118400 97.37 102.09
VZ Verizon Communications 0.15 244100 47.57 51.42
QCOM QUALCOMM 0.15 150500 78.86 75.69
Akorn Inc note 3.500% 6/0 0.15 4650000 2.55 0.00
SNE Sony Corporation 0.14 563700 19.12 17.70
INTC Intel Corporation 0.14 431600 25.81 33.99
COP ConocoPhillips 0.14 154200 70.35 85.15
WYNN Wynn Resorts 0.14 50100 222.15 209.75
Salix Pharmaceuticals Inc note 2.750% 5/1 0.14 5000000 2.25 0.00
SWK Stanley Black & Decker 0.13 130000 81.24 90.54
LAMR Lamar Advertising Company 0.13 200503 50.99 51.61
IRM Iron Mountain Incorporated 0.13 377728 27.03 33.85
OMC Omni 0.13 139600 72.59 72.71
CAG ConAgra Foods 0.13 338800 31.03 31.02
EQIX Equinix 0.13 54000 184.84 218.43
GY Gen 0.13 544377 18.27 17.68
Sprint 0.13 1117900 9.19 0.00
XLF Financial Select Sector SPDR 0.12 421500 22.34 22.86
Avago Technologies 0.12 146600 64.41 0.00
Rti Intl Metals Inc note 3.000%12/0 0.12 8500000 1.07 0.00
Chart Industries 2% conv 0.12 6862000 1.35 0.00
Jarden Corp note 1.875% 9/1 0.12 7000000 1.39 0.00
NOK Nokia Corporation 0.11 1140200 7.34 8.12
MRO Marathon Oil Corporation 0.11 241000 35.52 40.23
NAV Navistar International Corporation 0.11 250000 33.87 36.60
VRX Valeant Pharmaceuticals Int 0.11 65300 131.80 122.78
Teleflex Inc note 3.875% 8/0 0.11 4750000 1.78 0.00
CMCSA Comcast Corporation 0.10 162000 50.04 54.25
Suntrust Banks Inc $1.00 Par Cmn 0.10 200000 39.79 0.00
PEP Pepsi 0.10 92900 83.50 91.16
LSI LSI Corporation 0.10 700000 11.07 11.14
WMB Williams Companies 0.10 200000 40.58 57.85
JOSB Jos. A. Bank Clothiers 0.10 121700 64.27 64.98
ROC Rockwood Holdings 0.10 100186 74.39 82.69
SLV iShares Silver Trust 0.10 400000 19.04 19.75
Adt 0.10 273106 29.95 0.00
AKAM Akamai Technologies 0.09 116800 58.20 59.60
LLL L-3 Communications Holdings 0.09 60000 118.15 120.19
MS Morgan Stanley 0.08 204000 31.16 32.90
Potash Corp. Of Saskatchewan I 0.08 171300 36.22 0.00
EXP Eagle Materials 0.08 71200 88.65 94.62
Rite Aid Corp note 8.500% 5/1 0.08 2500000 2.50 0.00
YHOO Yahoo! 0.08 181083 35.90 35.91
ABT Abbott Laboratories 0.07 133459 38.47 42.72
KMB Kimberly-Clark Corporation 0.07 50000 110.24 108.04
NFX Newfield Exploration 0.07 170500 31.35 43.92
Genpact Limited shs 0.07 313033 17.42 0.00
Citi 0.07 117154 47.58 0.00
Roi Acquisition Corp Ii 0.07 525000 10.18 0.00
Ttm Technologies Inc conv 0.07 5000000 1.11 0.00
Keurig Green Mtn 0.07 53800 105.57 0.00
CTXS Citrix Systems 0.06 80300 57.43 67.73
JCP J.C. Penney Company 0.06 581200 8.62 9.30
CL Colgate-Palmolive Company 0.06 70000 64.86 67.24
DISH DISH Network 0.06 80000 62.20 62.37
HON Honeywell International 0.06 47000 92.74 94.61
TGT Target Corporation 0.06 82665 60.49 60.09
APOL Apollo 0.06 148400 34.23 28.51
GPS Gap 0.06 119800 40.06 40.03
KKD Krispy Kreme Doughnuts 0.06 245500 17.72 15.53
CSH Cash America International 0.06 131100 38.72 43.43
FNSR Finisar Corporation 0.06 169500 26.51 19.58
Cobalt Intl Energy 0.06 260800 18.31 0.00
Mosaic 0.06 100000 50.00 0.00
Prologis 0.06 108800 40.84 0.00
Comverse 0.06 138633 34.57 0.00
Liberty Global Inc Com Ser A 0.06 105000 41.59 0.00
Hennessy Capital Acquisition 0.06 500000 10.06 0.00
YUM Yum! Brands 0.05 57000 75.39 74.02
AGN Allergan 0.05 30000 124.10 170.69
UTX United Technologies Corporation 0.05 35000 116.83 108.32
Accenture 0.05 50000 79.72 0.00
TTWO Take-Two Interactive Software 0.05 165600 21.92 23.24
CYH Community Health Systems 0.05 100000 39.16 47.40
DGX Quest Diagnostics Incorporated 0.05 71800 57.91 61.69
RAX Rackspace Hosting 0.05 115600 32.81 30.99
American Realty Capital Prop 0.05 300000 14.02 0.00
Tenet Healthcare Corporation stock 0.05 100000 42.81 0.00
Sirius Xm Holdings 0.05 1278000 3.20 0.00
MA MasterCard Incorporated 0.04 41008 74.69 75.61
GE General Electric Company 0.04 120300 25.89 25.57
KR Kroger 0.04 70000 43.64 50.32
MYL Mylan 0.04 56200 48.83 50.63
Domtar 0.04 24600 112.20 0.00
SAP SAP AG 0.04 35441 81.24 80.41
ORCL Oracle Corporation 0.04 80000 40.90 40.44
RDN Radian 0.04 196200 15.02 13.11
NTES NetEase 0.04 43215 67.25 83.22
CBB Cincinnati Bell 0.04 916778 3.46 3.88
Global Sources 0.04 376500 8.96 0.00
HNR Harvest Natural Resources 0.04 804100 3.76 4.41
Talisman Energy Inc Com Stk 0.04 300000 9.98 0.00
CBST Cubist Pharmaceuticals 0.04 41300 73.15 61.69
MNTA Momenta Pharmaceuticals 0.04 286100 11.64 10.64
Orexigen Therapeutics Inc note 2.750%12/0 0.04 2500000 1.11 0.00
IGT International Game Technology 0.03 172600 14.06 17.24
NI NiSource 0.03 72800 35.52 39.26
NCR NCR Corporation 0.03 75000 36.55 31.31
TXN Texas Instruments Incorporated 0.03 50000 47.16 46.82
V Visa 0.03 11706 215.63 213.68
AWI Armstrong World Industries 0.03 50000 53.24 51.18
CPHD Cepheid 0.03 43000 51.56 39.00
RYN Rayonier 0.03 43400 45.88 35.22
Jones 0.03 141384 14.93 0.00
Jive Software 0.03 309500 8.01 0.00
Kraft Foods 0.03 37400 56.09 0.00
Beazer Homes Usa 0.03 105200 20.07 0.00
Dex Media 0.03 279700 9.20 0.00
ITMN InterMune 0.02 55100 33.45 44.58
ADM Archer Daniels Midland Company 0.02 37874 43.38 48.27
NUAN Nuance Communications 0.02 69300 17.16 18.35
ZLC Zale Corporation 0.02 62800 20.91 0.00
GILD Gilead Sciences 0.02 23200 70.85 90.56
EMC EMC Corporation 0.02 57600 27.40 29.22
CHRW C.H. Robinson Worldwide 0.02 23700 52.36 65.77
BKS Barnes & Noble 0.02 92000 20.89 21.90
ChipMOS Technology Bermuda Ltd. shs 0.02 64007 22.04 0.00
Global Eagle Acquisition Cor *w exp 05/13/201 0.02 350000 5.47 0.00
Depository Vipshop Holdings Ltd - Ads receipt 0.02 9500 148.38 0.00
Merrimack Pharmaceuticals In 0.02 345000 5.04 0.00
Sarepta Therapeutics 0.02 60400 24.02 0.00
Emerald Oil 0.02 216500 6.72 0.00
Outerwall 0.02 25800 72.45 0.00
Starwood Waypoint Residential Trust 0.02 50900 28.78 0.00
BLK BlackRock 0.01 2100 314.29 314.72
VRTX Vertex Pharmaceuticals Incorporated 0.01 15000 70.67 95.88
DIS Walt Disney Company 0.01 13100 80.00 86.06
KMX CarMax 0.01 13300 46.74 50.04
WFC Wells Fargo & Company 0.01 18952 49.70 51.41
NUS Nu Skin Enterprises 0.01 6500 82.77 62.99
HPQ Hewlett-Packard Company 0.01 28300 32.33 35.30
Energy Xxi 0.01 27500 23.56 0.00
MWW Monster Worldwide 0.01 115300 7.48 6.53
MU Micron Technology 0.01 31899 23.64 32.24
Assured Guaranty 0.01 28600 25.31 0.00
ALTR Altera Corporation 0.01 15532 36.19 33.11
CTB Cooper Tire & Rubber Company 0.01 30000 24.30 30.27
EXEL Exelixis 0.01 148300 3.53 4.17
LGF Lions Gate Entertainment 0.01 15700 26.69 31.61
Api Technologies 0.01 295989 2.93 0.00
Restoration Hardware Hldgs I 0.01 11800 73.56 0.00
Twenty-first Century Fox 0.01 13700 31.90 0.00
Leap Takeover 0.01 400000 2.38 0.00
VRSN Verisign 0.00 4236 53.82 54.66
LVS Las Vegas Sands 0.00 3500 80.57 73.66
APC Anadarko Petroleum Corporation 0.00 2900 84.48 107.95
COF Capital One Financial 0.00 3200 76.88 81.25
SBUX Starbucks Corporation 0.00 3000 73.33 78.63
Copa Holdings Sa-class A 0.00 1700 144.71 0.00
Sanofi Aventis Wi Conval Rt 0.00 300000 0.31 0.00
Phillips 66 0.00 2600 76.92 0.00
Community Health Sys Inc New right 01/27/2016 0.00 2000000 0.06 0.00