Capstone Investment Advisors

Capstone Investment Advisors as of Sept. 30, 2013

Portfolio Holdings for Capstone Investment Advisors

Capstone Investment Advisors holds 255 positions in its portfolio as reported in the September 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Apple (AAPL) 25.7 $2.5B 5.3M 476.75
Google 12.9 $1.3B 1.5M 875.91
iShares MSCI EAFE Index Fund (EFA) 10.3 $1.0B 16M 63.80
International Business Machines (IBM) 3.2 $312M 1.7M 185.18
SPDR Gold Trust (GLD) 3.0 $300M 2.3M 128.18
priceline.com Incorporated 2.1 $206M 204k 1010.68
iShares MSCI Emerging Markets Indx (EEM) 2.0 $195M 4.8M 40.74
Amazon (AMZN) 1.6 $160M 513k 312.64
Procter & Gamble Company (PG) 1.4 $137M 1.8M 75.59
Exxon Mobil Corporation (XOM) 1.3 $126M 1.5M 86.04
American International (AIG) 1.3 $125M 2.6M 48.63
McDonald's Corporation (MCD) 1.2 $120M 1.2M 96.21
At&t (T) 1.2 $119M 3.5M 33.82
Wynn Resorts (WYNN) 1.2 $118M 749k 158.01
Netflix (NFLX) 1.2 $115M 373k 309.21
Cisco Systems (CSCO) 1.1 $105M 4.5M 23.43
Facebook Inc cl a (META) 1.0 $98M 1.9M 50.23
MasterCard Incorporated (MA) 0.9 $93M 139k 672.75
Shire 0.9 $93M 2.3M 40.10
Chipotle Mexican Grill (CMG) 0.9 $90M 210k 428.80
Johnson & Johnson (JNJ) 0.9 $89M 1.0M 86.66
Citigroup (C) 0.8 $76M 1.6M 48.51
Goldman Sachs (GS) 0.7 $73M 461k 158.20
Onyx Pharmaceuticals 0.6 $60M 483k 124.63
iShares MSCI Brazil Index (EWZ) 0.6 $55M 1.2M 47.91
Caterpillar (CAT) 0.5 $51M 612k 83.40
Coca-Cola Company (KO) 0.5 $49M 1.3M 37.88
Berkshire Hathaway (BRK.B) 0.5 $47M 416k 113.51
Deere & Company (DE) 0.5 $47M 574k 81.38
Vodafone 0.5 $47M 1.3M 35.18
Cobalt Intl Energy 0.5 $46M 1.8M 24.86
Microsoft Corporation (MSFT) 0.4 $42M 1.3M 33.28
Baidu (BIDU) 0.4 $42M 269k 155.18
Life Technologies 0.4 $41M 553k 74.83
Merck & Co (MRK) 0.4 $40M 846k 47.61
C.H. Robinson Worldwide (CHRW) 0.4 $39M 658k 59.56
United Parcel Service (UPS) 0.4 $38M 419k 91.37
Verizon Communications (VZ) 0.4 $36M 772k 46.67
Market Vectors Gold Miners ETF 0.3 $31M 1.2M 25.02
Amgen (AMGN) 0.3 $30M 272k 111.85
Freeport-McMoRan Copper & Gold (FCX) 0.3 $29M 884k 33.08
3M Company (MMM) 0.3 $28M 236k 119.41
Altria (MO) 0.3 $29M 843k 34.35
Linkedin Corp 0.3 $29M 118k 246.01
Target Corporation (TGT) 0.3 $28M 434k 63.97
JPMorgan Chase & Co. (JPM) 0.2 $24M 470k 51.69
Industries N shs - a - (LYB) 0.2 $25M 335k 73.23
iShares Silver Trust (SLV) 0.2 $24M 1.1M 20.89
General Electric Company 0.2 $20M 822k 23.88
Pepsi (PEP) 0.2 $20M 254k 79.48
Philip Morris International (PM) 0.2 $20M 233k 86.58
Texas Instruments Incorporated (TXN) 0.2 $20M 490k 40.29
Whole Foods Market 0.2 $19M 331k 58.50
Boeing Company (BA) 0.2 $19M 163k 117.50
Morgan Stanley (MS) 0.2 $19M 712k 26.95
iShares FTSE/Xinhua China 25 Index (FXI) 0.2 $18M 475k 37.08
Panera Bread Company 0.2 $18M 110k 158.50
Nike (NKE) 0.2 $16M 224k 72.64
Marathon Oil Corporation (MRO) 0.2 $17M 477k 34.86
Green Mountain Coffee Roasters 0.2 $17M 223k 75.33
Harris Teeter Supermarkets 0.2 $17M 350k 49.19
Petroleo Brasileiro SA (PBR) 0.2 $16M 1.1M 15.49
Norfolk Southern (NSC) 0.2 $15M 199k 77.34
Teradata Corporation (TDC) 0.2 $16M 291k 55.43
Intel Corporation (INTC) 0.2 $15M 670k 22.92
Applied Materials (AMAT) 0.2 $16M 890k 17.53
Cooper Tire & Rubber Company 0.2 $16M 520k 30.79
Eaton (ETN) 0.2 $16M 230k 68.84
Akamai Technologies (AKAM) 0.1 $15M 286k 51.66
Avago Technologies 0.1 $15M 337k 43.07
Lincoln National Corporation (LNC) 0.1 $13M 320k 41.99
Hewlett-Packard Company 0.1 $14M 652k 20.99
Leap Wireless International 0.1 $14M 862k 15.80
USG Corporation 0.1 $14M 489k 28.58
Shfl Entertainment 0.1 $14M 600k 22.97
Lender Processing Services 0.1 $13M 375k 33.27
Baxter International (BAX) 0.1 $13M 193k 65.68
Union Pacific Corporation (UNP) 0.1 $13M 80k 155.28
Las Vegas Sands (LVS) 0.1 $13M 194k 66.42
Smithfield Foods 0.1 $13M 376k 33.97
NV Energy 0.1 $13M 550k 23.61
Gen 0.1 $13M 790k 16.03
Sourcefire 0.1 $13M 165k 75.92
Walt Disney Company (DIS) 0.1 $12M 180k 64.49
Halliburton Company (HAL) 0.1 $12M 246k 48.14
Ford Motor Company (F) 0.1 $12M 719k 16.87
Elan Corporation 0.1 $12M 778k 15.58
Ensco Plc Shs Class A 0.1 $12M 224k 53.69
BlackRock (BLK) 0.1 $11M 40k 270.60
J.C. Penney Company 0.1 $11M 1.2M 8.80
NYSE Euronext 0.1 $11M 250k 41.98
Helmerich & Payne (HP) 0.1 $11M 160k 68.95
Visa (V) 0.1 $11M 55k 191.07
Oracle Corporation (ORCL) 0.1 $11M 321k 33.17
Lam Research Corporation (LRCX) 0.1 $11M 220k 51.20
Hartford Financial Services (HIG) 0.1 $10M 333k 31.12
Abbott Laboratories (ABT) 0.1 $9.7M 291k 33.17
Kimberly-Clark Corporation (KMB) 0.1 $9.4M 100k 94.22
United Rentals (URI) 0.1 $10M 175k 58.23
Intuitive Surgical (ISRG) 0.1 $9.5M 25k 376.27
WMS Industries 0.1 $9.4M 363k 25.95
Equinix 0.1 $9.7M 53k 183.60
iShares MSCI Japan Index 0.1 $9.5M 797k 11.92
ViroPharma Incorporated 0.1 $9.8M 250k 39.26
Silver Eagle Acquisition Cor Unit 99/99/9999 0.1 $10M 1.0M 10.15
Monsanto Company 0.1 $8.5M 82k 104.36
Emerson Electric (EMR) 0.1 $9.2M 143k 64.69
Safeway 0.1 $9.0M 280k 31.99
Qualcomm (QCOM) 0.1 $8.9M 132k 67.31
Actavis 0.1 $9.2M 64k 143.99
Suntrust Banks Inc $1.00 Par Cmn 0.1 $7.8M 240k 32.42
Bed Bath & Beyond 0.1 $7.8M 101k 77.01
Molex Incorporated 0.1 $7.7M 200k 38.28
Colgate-Palmolive Company (CL) 0.1 $8.3M 140k 59.30
Wyndham Worldwide Corporation 0.1 $7.4M 122k 60.94
Broadcom Corporation 0.1 $7.9M 304k 26.02
Monster Beverage 0.1 $8.4M 160k 52.24
Continental Resources 0.1 $6.4M 60k 107.23
FMC Technologies 0.1 $6.7M 120k 55.42
Ryder System (R) 0.1 $7.0M 117k 59.68
International Paper Company (IP) 0.1 $6.6M 148k 44.78
Yum! Brands (YUM) 0.1 $6.9M 96k 71.37
Allergan 0.1 $6.5M 71k 90.45
ConocoPhillips (COP) 0.1 $6.7M 97k 69.50
Linear Technology Corporation 0.1 $7.2M 181k 39.65
Mbia (MBI) 0.1 $7.3M 711k 10.23
Illumina (ILMN) 0.1 $6.5M 80k 80.82
US Airways 0.1 $6.5M 341k 18.96
Nabors Industries 0.1 $7.2M 450k 16.06
MAKO Surgical 0.1 $6.6M 225k 29.51
General Motors Company (GM) 0.1 $7.2M 200k 35.97
Alkermes (ALKS) 0.1 $6.7M 200k 33.62
PNC Financial Services (PNC) 0.1 $6.1M 85k 72.39
Ameriprise Financial (AMP) 0.1 $5.9M 65k 91.04
Medtronic 0.1 $5.8M 108k 53.24
Schlumberger (SLB) 0.1 $5.7M 65k 88.35
Avis Budget (CAR) 0.1 $6.0M 209k 28.73
Cimarex Energy 0.1 $5.8M 60k 96.40
Consumer Discretionary SPDR (XLY) 0.1 $6.4M 105k 60.63
SPDR S&P Homebuilders (XHB) 0.1 $6.1M 200k 30.59
Tesla Motors (TSLA) 0.1 $5.8M 30k 193.33
SPDR S&P Metals and Mining (XME) 0.1 $6.0M 164k 36.64
American Express Company (AXP) 0.1 $5.3M 70k 75.45
Bank of America Corporation (BAC) 0.1 $5.3M 381k 13.80
Pfizer (PFE) 0.1 $4.6M 162k 28.72
NetApp (NTAP) 0.1 $5.0M 117k 42.61
PPG Industries (PPG) 0.1 $4.7M 28k 167.00
T. Rowe Price (TROW) 0.1 $5.2M 73k 71.89
W.W. Grainger (GWW) 0.1 $5.2M 20k 261.70
Manitowoc Company 0.1 $4.8M 248k 19.53
Dell 0.1 $5.1M 371k 13.71
EOG Resources (EOG) 0.1 $5.1M 30k 169.27
Iron Mountain Incorporated 0.1 $5.3M 195k 27.02
Varian Medical Systems 0.1 $5.2M 70k 74.71
Altera Corporation 0.1 $5.0M 135k 37.15
Skyworks Solutions (SWKS) 0.1 $5.0M 200k 24.84
EQT Corporation (EQT) 0.1 $4.8M 54k 88.70
Jones Group 0.1 $4.6M 309k 15.01
Jive Software 0.1 $4.5M 358k 12.48
Delphi Automotive 0.1 $4.6M 79k 58.42
Sarepta Therapeutics (SRPT) 0.1 $5.2M 111k 47.22
Adt 0.1 $5.4M 133k 40.65
Comverse 0.1 $5.0M 157k 31.95
Roi Acquisition Corp Ii 0.1 $5.3M 525k 10.09
HSBC Holdings (HSBC) 0.0 $3.8M 70k 54.05
Ryland 0.0 $4.2M 103k 40.54
Fidelity National Financial 0.0 $4.4M 165k 26.60
Hudson City Ban 0.0 $3.6M 400k 9.04
Lumber Liquidators Holdings (LL) 0.0 $3.8M 36k 106.50
Toll Brothers (TOL) 0.0 $3.9M 119k 32.42
MetLife (MET) 0.0 $4.3M 92k 46.94
Talisman Energy Inc Com Stk 0.0 $3.8M 334k 11.50
Technology SPDR (XLK) 0.0 $4.0M 124k 32.02
iShares iBoxx $ High Yid Corp Bond (HYG) 0.0 $4.1M 44k 91.55
Market Vector Russia ETF Trust 0.0 $4.4M 156k 28.16
Te Connectivity Ltd for (TEL) 0.0 $4.1M 80k 51.78
Expedia (EXPE) 0.0 $3.6M 69k 51.81
Market Vectors Oil Service Etf 0.0 $4.3M 92k 47.06
Tenet Healthcare Corporation (THC) 0.0 $3.8M 93k 41.18
Outerwall 0.0 $3.9M 78k 50.03
Peabody Energy Corporation 0.0 $3.1M 180k 17.25
Lennar Corporation (LEN) 0.0 $2.5M 71k 35.38
CarMax (KMX) 0.0 $3.2M 66k 48.45
Carnival Corporation (CCL) 0.0 $2.8M 87k 32.63
Sealed Air (SEE) 0.0 $3.3M 122k 27.15
Vulcan Materials Company (VMC) 0.0 $3.1M 60k 51.80
Eastman Chemical Company (EMN) 0.0 $3.3M 42k 77.89
Capital One Financial (COF) 0.0 $2.6M 37k 68.74
Domtar Corp 0.0 $3.0M 38k 79.41
Starbucks Corporation (SBUX) 0.0 $3.3M 42k 76.94
Accenture (ACN) 0.0 $3.1M 42k 73.62
Take-Two Interactive Software (TTWO) 0.0 $3.2M 175k 18.17
Barnes & Noble 0.0 $2.6M 202k 12.93
Assured Guaranty (AGO) 0.0 $3.1M 163k 18.75
Allegheny Technologies Incorporated (ATI) 0.0 $3.2M 105k 30.52
Pandora Media 0.0 $2.5M 100k 25.13
Dex Media 0.0 $3.4M 422k 8.10
Blackberry (BB) 0.0 $3.1M 389k 7.94
Bank of New York Mellon Corporation (BK) 0.0 $2.0M 66k 30.18
Nuance Communications 0.0 $1.8M 95k 18.68
Verisign (VRSN) 0.0 $2.1M 41k 50.85
Masco Corporation (MAS) 0.0 $2.1M 100k 21.26
Biogen Idec (BIIB) 0.0 $2.1M 8.7k 240.64
Pioneer Natural Resources (PXD) 0.0 $2.3M 12k 188.75
Constellation Brands (STZ) 0.0 $1.9M 33k 57.37
Boise 0.0 $1.9M 150k 12.60
Lorillard 0.0 $2.1M 48k 44.77
National Semiconductor Corporation 0.0 $1.6M 29k 56.21
Digital Generation 0.0 $1.8M 138k 12.92
Tripadvisor (TRIP) 0.0 $1.9M 25k 75.80
Express Scripts Holding 0.0 $1.8M 29k 61.73
Rowan Companies 0.0 $1.8M 50k 36.71
Berry Plastics (BERY) 0.0 $2.0M 100k 19.96
Packaging Corporation of America (PKG) 0.0 $1.4M 25k 57.08
Health Care SPDR (XLV) 0.0 $1.1M 21k 50.57
Molex Incorporated 0.0 $963k 25k 38.52
Wells Fargo & Company (WFC) 0.0 $501k 12k 41.25
Boston Scientific Corporation (BSX) 0.0 $1.3M 107k 11.74
Briggs & Stratton Corporation 0.0 $764k 38k 20.11
eBay (EBAY) 0.0 $1.3M 24k 55.78
Macy's (M) 0.0 $1.4M 33k 43.24
TJX Companies (TJX) 0.0 $1.2M 22k 56.38
AutoZone (AZO) 0.0 $1.0M 2.4k 422.50
Sina Corporation 0.0 $1.1M 13k 81.02
AMR Corporation 0.0 $707k 173k 4.10
W.R. Grace & Co. 0.0 $1.3M 15k 87.40
Energy Select Sector SPDR (XLE) 0.0 $1.2M 14k 82.86
Cincinnati Bell 0.0 $1.4M 500k 2.72
Saks Incorporated 0.0 $591k 37k 15.93
Harvest Natural Resources 0.0 $1.2M 232k 5.34
Noble Corporation Com Stk 0.0 $1.1M 30k 37.77
SanDisk Corporation 0.0 $1.4M 23k 59.47
United States Steel Corporation (X) 0.0 $1.0M 50k 20.58
Dole Food Company 0.0 $1.0M 75k 13.61
Nordion 0.0 $881k 102k 8.62
Nielsen Holdings Nv 0.0 $1.4M 40k 36.44
Qihoo 360 Technologies Co Lt 0.0 $591k 7.1k 83.19
Sanofi Aventis Wi Conval Rt 0.0 $1.0M 516k 2.02
Api Technologies Corp 0.0 $867k 296k 2.93
Fossil (FOSL) 0.0 $941k 8.1k 116.17
Eli Lilly & Co. (LLY) 0.0 $206k 4.1k 50.24
Chevron Corporation (CVX) 0.0 $449k 3.7k 121.35
Family Dollar Stores 0.0 $410k 5.7k 71.93
Transocean (RIG) 0.0 $334k 7.5k 44.47
Tiffany & Co. 0.0 $229k 3.0k 76.33
Nokia Corporation (NOK) 0.0 $456k 70k 6.50
Williams-Sonoma (WSM) 0.0 $460k 8.2k 56.10
ConAgra Foods (CAG) 0.0 $307k 10k 30.25
Perrigo Company 0.0 $271k 2.2k 123.18
Celgene Corporation 0.0 $359k 2.4k 152.17
MF Global Holdings 0.0 $0 25k 0.00
Patriot Coal Corp 0.0 $2.9k 27k 0.11
Consumer Staples Select Sect. SPDR (XLP) 0.0 $234k 5.9k 39.66
Global Eagle Acquisition Cor *w exp 05/13/201 0.0 $224k 150k 1.49
Cubist Pharmaceutic-cvr 0.0 $0 28k 0.00