Capstone Investment Advisors

Capstone Investment Advisors as of June 30, 2014

Portfolio Holdings for Capstone Investment Advisors

Capstone Investment Advisors holds 251 positions in its portfolio as reported in the June 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Apple (AAPL) 24.9 $1.9B 20M 92.93
Spdr S&p 500 Etf (SPY) 8.0 $605M 3.1M 195.72
iShares MSCI Emerging Markets Indx (EEM) 3.7 $280M 6.5M 43.22
Facebook Inc cl a (META) 2.7 $209M 3.1M 67.29
Chevron Corporation (CVX) 2.3 $173M 1.3M 130.55
SPDR Gold Trust (GLD) 1.7 $133M 1.0M 128.03
Exxon Mobil Corporation (XOM) 1.7 $131M 1.3M 100.68
Amazon (AMZN) 1.6 $118M 363k 324.77
Time Warner Cable 1.5 $114M 771k 147.30
International Business Machines (IBM) 1.5 $112M 619k 181.27
iShares iBoxx $ High Yid Corp Bond (HYG) 1.4 $110M 1.2M 95.20
Goldman Sachs (GS) 1.4 $104M 621k 167.44
Caterpillar (CAT) 1.3 $97M 897k 108.67
Cemex Sab De Cv conv bnd 1.2 $95M 62M 1.52
Microsoft Corporation (MSFT) 1.1 $86M 2.1M 41.69
Wesco Intl Inc dbcv 6.000% 9/1 1.1 $86M 28M 3.07
Baidu (BIDU) 1.1 $83M 444k 186.79
Netflix (NFLX) 1.0 $79M 180k 440.59
At&t (T) 1.0 $74M 2.1M 35.35
Directv 1.0 $74M 865k 85.01
iShares MSCI EAFE Index Fund (EFA) 0.9 $72M 1.1M 68.37
Coca-Cola Company (KO) 0.9 $70M 1.6M 42.36
Twitter 0.9 $66M 1.6M 40.97
Trw Automotive 3.5% 12/01/15 conv 0.8 $64M 21M 3.03
Tesla Motors Inc bond 0.8 $62M 64M 0.97
Herbalife Ltd Com Stk (HLF) 0.8 $61M 944k 64.55
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.8 $61M 533k 113.52
Cemex Sab De Cv conv bnd 0.8 $57M 39M 1.46
Hillshire Brands 0.7 $56M 892k 62.30
Micron Technology Inc bond 0.7 $56M 17M 3.37
Cisco Systems (CSCO) 0.7 $50M 2.0M 24.85
Altria (MO) 0.7 $51M 1.2M 41.93
JPMorgan Chase & Co. (JPM) 0.7 $49M 857k 57.62
Tesla Mtrs Inc note 1.500% 6/0 0.6 $44M 22M 2.02
iShares FTSE/Xinhua China 25 Index (FXI) 0.6 $44M 1.2M 36.94
ConocoPhillips (COP) 0.6 $43M 501k 85.72
Freeport-McMoRan Copper & Gold (FCX) 0.6 $43M 1.2M 36.50
Dollar General (DG) 0.6 $42M 730k 57.36
Ipath S&p 500 Vix S/t Fu Etn 0.5 $41M 1.4M 28.60
Safeway 0.5 $39M 1.1M 34.34
Sandisk Corp note 1.500% 8/1 0.5 $39M 19M 2.05
Microchip Technology Inc sdcv 2.125%12/1 0.5 $38M 20M 1.91
priceline.com Incorporated 0.5 $35M 29k 1203.38
Forest Laboratories 0.5 $35M 350k 99.00
Procter & Gamble Company (PG) 0.5 $34M 433k 78.59
Iron Mountain Incorporated 0.5 $34M 961k 35.45
Citigroup (C) 0.4 $34M 718k 47.09
Johnson & Johnson (JNJ) 0.4 $33M 311k 104.60
Lowe's Companies (LOW) 0.4 $33M 690k 47.98
Yahoo! 0.4 $33M 939k 35.13
Verizon Communications (VZ) 0.4 $32M 659k 48.93
Covidien 0.4 $32M 349k 90.18
American International (AIG) 0.4 $31M 559k 54.58
Philip Morris International (PM) 0.4 $29M 348k 84.30
Perrigo Company (PRGO) 0.4 $30M 205k 145.76
American Rlty Cap Pptys Inc note 3.750%12/1 0.4 $30M 29M 1.04
Lamar Advertising Company 0.4 $27M 518k 53.00
iShares MSCI Brazil Index (EWZ) 0.4 $28M 581k 47.78
Allergan 0.3 $26M 156k 169.19
Isis Us conv 0.3 $26M 12M 2.20
McDonald's Corporation (MCD) 0.3 $26M 253k 100.74
Intercontinental Exchange (ICE) 0.3 $24M 125k 188.89
Target Corporation (TGT) 0.3 $22M 375k 57.94
Xpo Logistics note 4.5% 10/1 0.3 $22M 12M 1.86
Medtronic 0.3 $21M 330k 63.76
Aol 0.3 $21M 530k 39.79
Auxilium Pharmaceuticals note 0.3 $21M 20M 1.06
Slxp 1 1/2 03/15/19 0.3 $22M 11M 1.96
Mylan 0.3 $21M 405k 51.56
CurrencyShares Australian Dollar Trust 0.3 $21M 218k 94.39
Wl Ross Holding Corp Uts 0.3 $21M 2.0M 10.32
Insulet Corp note 2.000% 6/1 0.3 $20M 18M 1.11
Enersys note 3.375% 6/0 0.2 $19M 11M 1.73
Dow Chemical Company 0.2 $19M 368k 51.46
CareFusion Corporation 0.2 $19M 437k 44.34
Chesapeake Energy Corp note 2.500% 5/1 0.2 $19M 18M 1.08
Wellpoint Inc Note cb 0.2 $19M 13M 1.54
Silver Eagle Acquisition Cor Unit 99/99/9999 0.2 $18M 1.7M 10.46
Vodafone Group New Adr F (VOD) 0.2 $18M 539k 33.39
BP (BP) 0.2 $17M 327k 52.75
Chesapeake Energy Corp note 2.500% 5/1 0.2 $18M 17M 1.07
Pepsi (PEP) 0.2 $18M 198k 89.34
Akorn Inc note 3.500% 6/0 0.2 $18M 4.7M 3.78
SPDR S&P Oil & Gas Explore & Prod. 0.2 $17M 206k 82.23
Walgreen Company 0.2 $16M 213k 74.13
Cadence Design Sys Cvt 2.625 6 convert 0.2 $16M 7.0M 2.33
Metropcs Communications (TMUS) 0.2 $16M 474k 33.62
iShares Silver Trust (SLV) 0.2 $15M 761k 20.25
Merck & Co (MRK) 0.2 $15M 253k 57.84
Ford Motor Company (F) 0.2 $14M 824k 17.24
Sina Corporation 0.2 $14M 288k 49.77
Google 0.2 $13M 23k 584.65
Rti Intl Metals Inc note 3.000%12/0 0.2 $14M 14M 1.04
United Parcel Service (UPS) 0.2 $13M 128k 102.66
Intel Corporation (INTC) 0.2 $13M 411k 30.90
Tesla Motors Inc bond 0.2 $13M 13M 0.98
Monsanto Company 0.2 $13M 100k 124.74
Transocean (RIG) 0.2 $12M 273k 45.02
Lorillard 0.2 $13M 205k 60.97
Industries N shs - a - (LYB) 0.2 $12M 123k 97.65
Sprint 0.2 $13M 1.5M 8.53
Boeing Company (BA) 0.1 $11M 89k 127.21
Deere & Company (DE) 0.1 $11M 116k 90.44
Wynn Resorts (WYNN) 0.1 $10M 50k 207.52
Gen 0.1 $11M 563k 19.10
Ttm Technologies Inc conv 0.1 $11M 10M 1.09
Renewable Energy Group Inc mtnf 2.750% 6/1 0.1 $11M 9.5M 1.11
Questcor Pharmaceuticals 0.1 $10M 110k 92.46
Starwood Ppty note 4.0% 1/15/ 0.1 $9.9M 8.6M 1.15
Group 1 Automotive Inc frnt 2.250% 6/1 0.1 $9.3M 6.5M 1.43
Qualcomm (QCOM) 0.1 $9.2M 116k 79.19
iShares NASDAQ Biotechnology Index (IBB) 0.1 $9.3M 36k 256.80
Protective Life 0.1 $9.4M 135k 69.32
Navistar Intl Corp pfd sr d conv 0.1 $9.4M 250k 37.48
American Rlty Cap Pptys Inc note 3.000% 8/0 0.1 $9.2M 9.0M 1.02
China Mobile 0.1 $8.3M 170k 48.61
J.C. Penney Company 0.1 $8.2M 906k 9.05
Pepco Holdings 0.1 $8.2M 300k 27.48
Salix Pharmaceuticals Inc note 2.750% 5/1 0.1 $8.0M 3.0M 2.67
Teleflex Inc note 3.875% 8/0 0.1 $8.3M 4.8M 1.75
Costco Wholesale Corporation (COST) 0.1 $7.5M 65k 115.10
MICROS Systems 0.1 $7.7M 113k 67.90
Domtar Corp 0.1 $7.4M 172k 42.85
Gilead Sciences (GILD) 0.1 $7.8M 94k 82.90
Tesla Motors (TSLA) 0.1 $7.6M 32k 239.99
Keurig Green Mtn 0.1 $7.7M 62k 124.61
Walt Disney Company (DIS) 0.1 $7.1M 83k 85.73
Sony Corporation (SONY) 0.1 $6.9M 412k 16.76
International Game Technology 0.1 $7.0M 437k 15.91
Rite Aid Corp note 8.500% 5/1 0.1 $7.1M 2.5M 2.83
Allegheny Technologies Incorporated (ATI) 0.1 $6.9M 154k 45.10
FedEx Corporation (FDX) 0.1 $6.3M 42k 151.37
Chart Industries 2% conv 0.1 $6.0M 4.3M 1.40
Trak 1 1/2 03/15/17 0.1 $6.0M 4.5M 1.34
Comcast Corporation (CMCSA) 0.1 $5.4M 100k 53.68
Vertex Pharmaceuticals Incorporated (VRTX) 0.1 $5.1M 54k 94.67
Hudson City Ban 0.1 $5.2M 528k 9.83
Newfield Exploration 0.1 $5.1M 117k 44.20
iShares Dow Jones Transport. Avg. (IYT) 0.1 $5.2M 35k 146.78
Prologis (PLD) 0.1 $5.1M 124k 41.07
Intermune Inc note 2.500% 9/1 0.1 $5.3M 3.5M 1.50
Roi Acquisition Corp Ii 0.1 $5.4M 525k 10.23
Hennessy Capital Acquisition 0.1 $5.0M 500k 10.08
Spirit Realty Capital Inc convertible cor 0.1 $5.0M 5.0M 1.00
Mercadolibre Inc conv 0.1 $5.3M 5.0M 1.05
Ace Limited Cmn 0.1 $4.5M 43k 103.70
AFLAC Incorporated (AFL) 0.1 $4.9M 79k 62.23
E.I. du Pont de Nemours & Company 0.1 $4.4M 68k 65.44
DISH Network 0.1 $4.8M 75k 65.07
Hewlett-Packard Company 0.1 $4.6M 136k 33.68
Nexstar Broadcasting (NXST) 0.1 $4.3M 83k 51.59
Rockwood Holdings 0.1 $4.9M 64k 75.97
Market Vectors Gold Miners ETF 0.1 $4.9M 186k 26.45
Jive Software 0.1 $4.8M 563k 8.51
Comverse 0.1 $4.5M 168k 26.68
Cobalt Intl Energy Inc note 3.125% 5/1 0.1 $4.3M 4.0M 1.08
Newmont Mining Corporation (NEM) 0.1 $3.8M 150k 25.44
BE Aerospace 0.1 $3.7M 40k 92.47
AstraZeneca (AZN) 0.1 $3.7M 50k 74.30
Kroger (KR) 0.1 $3.5M 70k 49.43
ON Semiconductor (ON) 0.1 $3.7M 405k 9.13
Elizabeth Arden 0.1 $3.9M 181k 21.42
Harvest Natural Resources 0.1 $3.6M 713k 4.99
Cubist Pharmaceuticals 0.1 $4.2M 59k 69.87
Coca-cola Enterprises 0.1 $3.5M 74k 47.77
Adt 0.1 $4.2M 119k 34.94
Intelsat Sa 0.1 $3.8M 200k 18.84
Web Com Group Inc note 1.000% 8/1 0.1 $3.8M 3.5M 1.08
Solazyme Inc bond 0.1 $3.5M 3.0M 1.15
MasterCard Incorporated (MA) 0.0 $2.8M 39k 73.47
Take-Two Interactive Software (TTWO) 0.0 $3.0M 135k 22.24
Cincinnati Bell 0.0 $2.9M 750k 3.93
Rayonier (RYN) 0.0 $2.7M 76k 35.54
Expedia (EXPE) 0.0 $2.7M 34k 78.69
Royal Gold Inc conv 0.0 $2.7M 2.5M 1.08
WellCare Health Plans 0.0 $2.6M 35k 74.66
Honeywell International (HON) 0.0 $2.1M 23k 92.92
Starbucks Corporation (SBUX) 0.0 $2.5M 32k 77.38
GameStop (GME) 0.0 $2.0M 50k 40.46
Banco Santander (SAN) 0.0 $2.4M 232k 10.42
Talisman Energy Inc Com Stk 0.0 $2.1M 200k 10.60
Jos. A. Bank Clothiers 0.0 $2.3M 35k 64.97
MasTec (MTZ) 0.0 $2.0M 66k 30.77
Nabors Industries 0.0 $2.2M 76k 29.36
Valeant Pharmaceuticals Int 0.0 $2.2M 17k 126.12
Liberty Global Inc Com Ser A 0.0 $2.1M 49k 44.21
Sirius Xm Holdings (SIRI) 0.0 $2.0M 575k 3.46
Abbott Laboratories (ABT) 0.0 $1.8M 43k 40.88
Emerson Electric (EMR) 0.0 $1.4M 21k 66.34
United Technologies Corporation 0.0 $1.2M 10k 115.40
Danaher Corporation (DHR) 0.0 $1.3M 16k 78.70
Whole Foods Market 0.0 $1.5M 39k 38.62
Oracle Corporation (ORCL) 0.0 $1.7M 42k 40.53
Equinix 0.0 $1.2M 5.8k 209.90
Chipotle Mexican Grill (CMG) 0.0 $1.8M 3.0k 592.33
Finisar Corporation 0.0 $1.3M 65k 19.74
Helix Energy Solutions (HLX) 0.0 $1.7M 65k 26.28
Cepheid 0.0 $1.6M 33k 47.90
United States Steel Corporation (X) 0.0 $1.2M 45k 26.02
Momenta Pharmaceuticals 0.0 $1.6M 129k 12.08
Insulet Corporation (PODD) 0.0 $1.2M 30k 39.63
Cobalt Intl Energy 0.0 $1.5M 81k 18.33
Level 3 Communications 0.0 $1.5M 34k 43.87
Depository Vipshop Holdings Ltd - Ads receipt (VIPS) 0.0 $1.6M 8.5k 187.54
Sarepta Therapeutics (SRPT) 0.0 $1.8M 60k 29.77
Restoration Hardware Hldgs I 0.0 $1.4M 15k 93.01
Outerwall 0.0 $1.6M 27k 59.32
Twenty-first Century Fox 0.0 $1.2M 35k 35.13
Akamai Technologies (AKAM) 0.0 $1.1M 18k 61.06
Morgan Stanley (MS) 0.0 $1.1M 33k 32.31
Las Vegas Sands (LVS) 0.0 $952k 13k 76.16
Tyson Foods (TSN) 0.0 $514k 14k 37.52
Thermo Fisher Scientific (TMO) 0.0 $460k 3.9k 117.95
Anadarko Petroleum Corporation 0.0 $733k 6.7k 109.40
Capital One Financial (COF) 0.0 $673k 8.2k 82.52
Colgate-Palmolive Company (CL) 0.0 $533k 7.8k 68.11
Nike (NKE) 0.0 $454k 5.9k 77.54
Schlumberger (SLB) 0.0 $1.0M 8.7k 117.93
Texas Instruments Incorporated (TXN) 0.0 $774k 16k 47.78
UnitedHealth (UNH) 0.0 $834k 10k 81.72
C.H. Robinson Worldwide (CHRW) 0.0 $688k 11k 63.70
Monster Worldwide 0.0 $958k 146k 6.54
Zimmer Holdings (ZBH) 0.0 $768k 7.4k 103.78
Goldcorp 0.0 $923k 33k 27.89
Micron Technology (MU) 0.0 $705k 21k 32.91
MetLife (MET) 0.0 $597k 11k 55.15
tw tele 0.0 $604k 15k 40.27
Idenix Pharmaceuticals 0.0 $643k 27k 24.08
Central Fd Cda Ltd cl a 0.0 $1.1M 76k 14.53
ChipMOS Technology Bermuda 0.0 $668k 28k 24.12
Api Technologies Corp 0.0 $814k 297k 2.74
American Tower Reit (AMT) 0.0 $719k 8.0k 89.88
Merrimack Pharmaceuticals In 0.0 $398k 55k 7.27
Dex Media 0.0 $389k 35k 11.11
Mallinckrodt Pub 0.0 $856k 11k 80.00
Leap Takeover 0.0 $1.0M 400k 2.52
American Express Company (AXP) 0.0 $259k 2.7k 94.53
PNC Financial Services (PNC) 0.0 $260k 2.9k 88.92
Nu Skin Enterprises (NUS) 0.0 $332k 4.5k 73.78
CVS Caremark Corporation (CVS) 0.0 $263k 3.5k 75.14
McKesson Corporation (MCK) 0.0 $374k 2.0k 185.79
Occidental Petroleum Corporation (OXY) 0.0 $370k 3.6k 102.61
Sinclair Broadcast 0.0 $0 50k 0.00
Cash America International 0.0 $0 210k 0.00
Chico's FAS 0.0 $254k 15k 16.93
MF Global Holdings 0.0 $0 25k 0.00
Motorcar Parts of America (MPAA) 0.0 $0 13k 0.00
D Fluidigm Corp Del (LAB) 0.0 $294k 10k 29.40
Sanofi Aventis Wi Conval Rt 0.0 $150k 300k 0.50
Community Health Sys Inc New right 01/27/2016 0.0 $140k 2.0M 0.07
Seventy Seven Energy 0.0 $223k 9.5k 23.47