Capstone Investment Advisors

Capstone Investment Advisors as of Sept. 30, 2014

Portfolio Holdings for Capstone Investment Advisors

Capstone Investment Advisors holds 261 positions in its portfolio as reported in the September 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Apple Common (AAPL) 22.2 $1.9B 19M 100.75
Ishares Msci Emerging Market Common (EEM) 8.2 $709M 17M 41.56
Spdr S&p 500 Etf Trust Common (SPY) 4.6 $402M 2.0M 197.02
Spdr Gold Shares Common (GLD) 3.6 $308M 2.7M 116.21
Ishares China Large-cap Etf Common (FXI) 3.0 $264M 6.9M 38.28
Yahoo! Common 2.7 $231M 5.7M 40.75
Facebook Inc-a Common (META) 2.3 $199M 2.5M 79.04
Amazon.com Common (AMZN) 1.8 $154M 478k 322.40
Shire Plc- Common 1.6 $137M 528k 259.05
Time Warner Cable Common 1.5 $131M 916k 143.49
Ishares Us Real Estate Etf Common (IYR) 1.5 $129M 1.9M 69.20
Netflix Common (NFLX) 1.2 $107M 237k 450.82
Cisco Systems Common Put Option (CSCO) 1.2 $104M 4.1M 25.17
Baidu Inc - Common Put Option (BIDU) 1.1 $99M 454k 218.23
At&t Common Put Option (T) 1.1 $97M 2.8M 35.24
Cemex Corp Bond 1.1 $92M 62M 1.47
Google Inc-cl A Common 1.0 $90M 153k 588.41
Air Products & Chemicals Common Put Option (APD) 1.0 $87M 666k 130.18
Procter & Gamble Co/the Common (PG) 1.0 $87M 1.0M 83.74
Concur Technologies Common 0.9 $79M 620k 126.82
Wesco International Bond 0.9 $78M 28M 2.79
Johnson & Johnson Common (JNJ) 0.9 $74M 696k 106.59
Ipath S&p 500 Vix S/t Fu Etn Common Put Option 0.8 $73M 2.3M 31.18
Qualcomm Common Put Option (QCOM) 0.8 $70M 939k 74.77
Micron Technology Bond 0.8 $70M 20M 3.50
Trw Automotive Holdings Corp Bond 0.8 $70M 20M 3.42
Coca-cola Co/the Common Put Option (KO) 0.8 $69M 1.6M 42.66
Caterpillar Common Put Option (CAT) 0.7 $63M 634k 99.03
Ishares Msci Brazil Common (EWZ) 0.7 $62M 1.4M 43.45
Ishares Msci Eafe Etf Common (EFA) 0.7 $60M 935k 64.11
Chevron Corp Common (CVX) 0.7 $58M 489k 119.04
Exxon Mobil Corp Common (XOM) 0.7 $58M 619k 94.03
Verizon Communications Common Put Option (VZ) 0.6 $56M 1.1M 49.99
Cemex Corp Bond 0.6 $55M 39M 1.41
Covidien Common 0.6 $54M 629k 86.51
Goldman Sachs Group Common Put Option (GS) 0.6 $52M 283k 183.56
Mylan Bond 0.6 $51M 15M 3.41
Microchip Technology Bond 0.5 $47M 25M 1.86
Sandisk Corp Bond 0.5 $46M 24M 1.93
Microsoft Corp Common (MSFT) 0.5 $46M 999k 46.36
Ishares Iboxx High Yield Cor Common Put Option (HYG) 0.5 $46M 500k 91.95
Home Depot Common (HD) 0.5 $44M 477k 91.72
Wynn Resorts Common Put Option (WYNN) 0.5 $42M 225k 187.08
American International Group Common (AIG) 0.5 $42M 768k 54.02
Jpmorgan Chase & Co Common (JPM) 0.5 $41M 686k 60.24
Tesla Motors Bond 0.5 $40M 43M 0.95
Twitter Common 0.5 $39M 758k 51.58
Market Vectors Gold Miners Common 0.4 $39M 1.8M 21.36
Pepsico Common (PEP) 0.4 $37M 395k 93.08
Monsanto Common 0.4 $37M 326k 112.51
Directv Common 0.4 $36M 413k 86.52
Altria Group Common (MO) 0.4 $36M 778k 45.92
Perrigo Common (PRGO) 0.4 $32M 216k 149.91
Micron Technology Bond 0.4 $32M 24M 1.32
Isis Pharmaceuticals Bond 0.4 $32M 13M 2.43
Herbalife Common (HLF) 0.4 $31M 698k 43.75
Dollar General Corp Common (DG) 0.3 $30M 492k 61.11
Gopro Inc-class A Common Put Option (GPRO) 0.3 $29M 310k 93.70
Sina Corp Common 0.3 $28M 684k 41.13
Protective Life Corp Common 0.3 $28M 400k 69.41
Xpo Logistics Bond 0.3 $26M 11M 2.36
Wl Ross Holding Corp Common 0.3 $25M 2.3M 10.70
American Realty Capital Prop Bond 0.3 $25M 25M 1.01
Philip Morris International Common (PM) 0.3 $24M 290k 83.24
Walt Disney Co/the Common Put Option (DIS) 0.3 $24M 268k 89.03
Bed Bath & Beyond Common 0.3 $23M 352k 65.83
Las Vegas Sands Corp Common (LVS) 0.3 $23M 368k 62.05
Intl Game Technology Common 0.3 $22M 1.3M 16.87
Lamar Advertising Co-a Common 0.2 $21M 438k 48.82
Ak Steel Holding Corp Bond 0.2 $21M 13M 1.69
Cbs Corp-class B Non Voting Common 0.2 $20M 378k 53.50
Qihoo 360 Technology Co- Common 0.2 $20M 296k 67.46
Auxilium Pharmaceuticals Bond 0.2 $20M 15M 1.33
Wellcare Health Plans Common 0.2 $20M 327k 60.32
Mcdonalds Corp Common (MCD) 0.2 $20M 206k 94.81
Pfizer Common (PFE) 0.2 $19M 634k 29.57
Colgate-palmolive Common (CL) 0.2 $19M 286k 65.22
Silver Eagle Acquisition Cor Common 0.2 $18M 1.7M 10.32
Bally Technologies Common 0.2 $18M 217k 80.69
Chesapeake Energy Corp Bond 0.2 $18M 18M 1.00
Starwood Property Trust Bond 0.2 $17M 16M 1.09
Enersys Bond 0.2 $16M 11M 1.48
Terrapin 3 Acquisition Corp Common 0.2 $16M 1.6M 10.05
Cadence Design Sys Bond 0.2 $16M 7.0M 2.29
Yum! Brands Common (YUM) 0.2 $16M 223k 71.98
Safeway Common 0.2 $15M 438k 34.30
Sigma-aldrich Common 0.2 $15M 110k 136.01
Aol Common 0.2 $15M 329k 44.95
Citigroup Common Put Option (C) 0.2 $15M 284k 51.82
Mylan Common 0.2 $14M 312k 45.49
Centerpoint Energy Common (CNP) 0.2 $14M 574k 24.47
Medtronic Common Put Option 0.2 $14M 226k 61.92
Chesapeake Energy Corp Bond 0.1 $13M 13M 1.01
3M Common (MMM) 0.1 $13M 89k 141.59
Pepco Holdings Common 0.1 $13M 467k 26.76
Starbucks Corp Common Put Option (SBUX) 0.1 $12M 165k 75.45
Lyondellbasell Indu-cl A Common Call Option (LYB) 0.1 $12M 113k 108.66
Depomed Bond 0.1 $12M 12M 1.06
Insulet Corp Bond 0.1 $12M 11M 1.07
United Parcel Service-cl B Common Call Option (UPS) 0.1 $12M 118k 98.29
St Jude Medical Common Call Option 0.1 $11M 187k 60.13
T-mobile Us Common (TMUS) 0.1 $11M 380k 28.87
Transocean Common Put Option (RIG) 0.1 $10M 326k 31.97
Cobalt International Energy Bond 0.1 $10M 13M 0.83
Honeywell International Common (HON) 0.1 $10M 111k 93.10
Dresser-rand Group Common 0.1 $10M 125k 82.26
Baxter International Common Call Option (BAX) 0.1 $10M 143k 71.76
Salix Pharmaceuticals Bond 0.1 $10M 3.0M 3.38
Lorillard Common 0.1 $10M 167k 59.91
Renewable Energy Group Bond 0.1 $9.8M 9.5M 1.03
Salix Pharmaceuticals Bond 0.1 $9.8M 4.0M 2.45
Spirit Realty Capital Bond 0.1 $9.7M 10M 0.97
Intercontinental Exchange In Common (ICE) 0.1 $9.7M 50k 195.02
Ciena Corp Bond 0.1 $9.6M 8.0M 1.20
Dealertrack Technologies Bond 0.1 $9.1M 7.0M 1.30
Applied Materials Common (AMAT) 0.1 $9.0M 417k 21.60
Tronox Ltd-cl A Common Call Option 0.1 $8.8M 337k 26.05
Intermune Common Put Option 0.1 $8.6M 117k 73.89
Trw Automotive Holdings Corp Common Call Option 0.1 $8.6M 85k 101.31
Outerwall Common Call Option 0.1 $8.4M 150k 56.10
Sony Corp- Common (SONY) 0.1 $8.4M 466k 18.02
Sysco Corp Common (SYY) 0.1 $8.4M 221k 37.95
Akorn Bond 0.1 $8.3M 2.0M 4.17
Ttm Technologies Bond 0.1 $8.3M 8.5M 0.97
Navistar International Corp Common Put Option 0.1 $8.2M 250k 32.92
Domtar Corp Common Call Option 0.1 $8.2M 234k 35.13
Sohu.com Common 0.1 $8.1M 161k 50.20
Iron Mountain Common Call Option 0.1 $7.8M 240k 32.65
Intl Rectifier Corp Common 0.1 $7.8M 200k 39.24
Tesla Motors Bond 0.1 $7.8M 8.2M 0.95
Rti International Metals Bond 0.1 $7.7M 7.5M 1.03
Netease Inc- Common (NTES) 0.1 $7.6M 89k 85.54
Comcast Corp-class A Common Call Option (CMCSA) 0.1 $7.5M 140k 53.78
Allergan Common 0.1 $7.5M 42k 178.17
Central Fund Canada Ltd-a Common 0.1 $7.3M 593k 12.31
Mgm Resorts International Bond 0.1 $7.0M 5.5M 1.26
Tesla Motors Common Put Option (TSLA) 0.1 $6.8M 28k 242.60
Oracle Corp Common Put Option (ORCL) 0.1 $6.8M 177k 38.28
Shutterfly Common 0.1 $6.7M 138k 48.73
Ford Motor Common (F) 0.1 $6.6M 450k 14.78
Ishares Silver Trust Common Call Option (SLV) 0.1 $6.5M 400k 16.35
Du Pont Common 0.1 $6.0M 84k 71.70
Sprint Corp Common Call Option 0.1 $6.0M 939k 6.34
Abbvie Common Put Option (ABBV) 0.1 $5.8M 100k 57.76
Priceline Group Inc/the Common 0.1 $5.7M 5.0k 1158.29
Tesla Motors Bond 0.1 $5.6M 2.8M 2.02
Synchronoss Technologies Bond 0.1 $5.5M 5.0M 1.11
Roi Acquisition Corp Ii Common 0.1 $5.3M 525k 10.09
Hennessy Capital Acquisition U Common 0.1 $5.2M 500k 10.49
Teleflex Bond 0.1 $5.2M 3.0M 1.74
Linkedin Corp - A Common 0.1 $5.1M 25k 207.61
Sears Holdings Corp Common 0.1 $5.0M 200k 25.22
Actavis Common Call Option 0.1 $4.9M 21k 241.27
Rite Aid Corp Bond 0.1 $4.9M 2.5M 1.94
Tibco Software Common 0.1 $4.7M 200k 23.63
American Express Common Put Option (AXP) 0.1 $4.7M 53k 87.52
J.c. Penney Common 0.1 $4.7M 464k 10.04
Dish Network Corp-a Common 0.1 $4.6M 71k 64.57
Harvest Natural Resources In Common Call Option 0.0 $4.2M 1.1M 3.67
Talisman Energy Common 0.0 $4.1M 477k 8.65
Chesapeake Energy Corp Bond 0.0 $4.1M 4.0M 1.01
Keurig Green Mountain Common Put Option 0.0 $4.0M 31k 130.00
American Realty Capital Prop Bond 0.0 $4.0M 4.0M 1.00
Astrazeneca Plc-spons Common (AZN) 0.0 $3.9M 55k 71.20
Ishares Russell 2000 Common Put Option (IWM) 0.0 $3.8M 35k 109.34
General Motors Common Put Option (GM) 0.0 $3.8M 118k 31.94
Target Corp Common Call Option (TGT) 0.0 $3.6M 58k 62.67
Newmont Mining Corp Common (NEM) 0.0 $3.6M 156k 22.90
Intelsat Sa Common 0.0 $3.4M 200k 17.14
B/e Aerospace Common 0.0 $3.4M 41k 83.91
Solarcity Corp Common 0.0 $3.4M 57k 59.60
Aecom Technology Corp Common (ACM) 0.0 $3.4M 100k 33.75
Walgreen Common 0.0 $3.4M 57k 59.20
Cubist Pharmaceuticals Common 0.0 $3.3M 50k 66.33
Helix Energy Solutions Group Common (HLX) 0.0 $3.3M 149k 22.06
Merck & Co Common (MRK) 0.0 $3.2M 54k 59.27
Rayonier Common (RYN) 0.0 $3.2M 102k 31.10
Montage Technology Group Common Put Option 0.0 $2.9M 138k 20.89
Mosaic Co/the Common Call Option (MOS) 0.0 $2.9M 64k 44.41
Solazyme Bond 0.0 $2.7M 3.0M 0.91
On Semiconductor Corp Common (ON) 0.0 $2.7M 304k 8.94
Cincinnati Bell Common 0.0 $2.7M 800k 3.37
Comverse Common 0.0 $2.7M 120k 22.32
China Mobile Ltd- Common 0.0 $2.6M 49k 53.57
Coca-cola Enterprises Common 0.0 $2.5M 58k 44.34
Mastercard Inc-class A Common (MA) 0.0 $2.5M 34k 73.90
Nvidia Corp Common (NVDA) 0.0 $2.5M 136k 18.45
Freeport-mcmoran Common (FCX) 0.0 $2.5M 77k 32.64
Zoes Kitchen Common Call Option 0.0 $2.5M 80k 30.75
Sodastream International Common Call Option 0.0 $2.4M 82k 29.48
Dynegy Common 0.0 $2.2M 75k 28.85
Hca Holdings Common Put Option (HCA) 0.0 $2.1M 31k 70.48
Sirius Xm Holdings Common (SIRI) 0.0 $2.1M 600k 3.49
Acorda Therapeutics Bond 0.0 $2.1M 2.0M 1.03
Citrix Systems Common 0.0 $2.0M 28k 71.31
Abbott Laboratories Common (ABT) 0.0 $1.9M 47k 41.57
Sizmek Common 0.0 $1.9M 249k 7.74
Cobalt International Energy Common 0.0 $1.8M 134k 13.59
United States Steel Corp Common Call Option (X) 0.0 $1.8M 45k 39.16
Prologis Common (PLD) 0.0 $1.8M 47k 37.70
Ctrip.com International- Common 0.0 $1.7M 30k 56.66
Tivo Common 0.0 $1.7M 135k 12.80
Texas Instruments Common (TXN) 0.0 $1.6M 34k 47.67
Hudson City Bancorp Common 0.0 $1.5M 157k 9.71
Virnetx Holding Corp Common 0.0 $1.5M 250k 6.00
Whole Foods Market Common 0.0 $1.5M 38k 38.11
Electronics For Imaging Common 0.0 $1.3M 30k 44.14
Lowes Cos Common (LOW) 0.0 $1.3M 25k 52.91
Morgan Stanley Common (MS) 0.0 $1.3M 36k 34.55
Zimmer Holdings Common (ZBH) 0.0 $1.2M 12k 100.50
Trulia Common 0.0 $1.2M 24k 48.93
Monster Worldwide Common 0.0 $1.1M 209k 5.50
Gencorp Common 0.0 $1.1M 72k 15.96
Jarden Corp Common 0.0 $1.1M 19k 60.11
Mondelez International Inc-a Common (MDLZ) 0.0 $1.1M 32k 34.26
Bristol-myers Squibb Common (BMY) 0.0 $1.1M 21k 51.14
Leap Takeover Common 0.0 $1.0M 400k 2.52
Conocophillips Common Put Option (COP) 0.0 $910k 12k 76.47
Vipshop Holdings Ltd - Ads Common (VIPS) 0.0 $904k 4.8k 188.79
El Pollo Loco Holdings Common Put Option (LOCO) 0.0 $897k 25k 35.88
Cepheid Common 0.0 $885k 20k 44.03
Occidental Petroleum Corp Common (OXY) 0.0 $864k 9.0k 96.14
Mckesson Corp Common (MCK) 0.0 $857k 4.4k 194.46
Akamai Technologies Common (AKAM) 0.0 $837k 14k 59.79
Servicesource International Bond 0.0 $754k 1.0M 0.75
Journal Communications Inc-a Common 0.0 $745k 88k 8.42
C.h. Robinson Worldwide Common Call Option (CHRW) 0.0 $716k 11k 66.30
Phillips 66-w/i Common (PSX) 0.0 $698k 8.6k 81.29
Api Technologies Corp Common 0.0 $697k 297k 2.35
Schlumberger Common (SLB) 0.0 $673k 6.6k 101.66
Berkshire Hathaway Inc-cl B Common (BRK.B) 0.0 $618k 4.5k 138.01
Paragon Offshore Common 0.0 $615k 100k 6.15
Tjx Companies Common (TJX) 0.0 $614k 10k 59.09
Select Comfort Corporation Common 0.0 $590k 28k 20.83
Gp Strategies Corp Common Put Option 0.0 $574k 20k 28.70
Spdr S&p Oil & Gas Exp & Pr Common 0.0 $570k 8.3k 68.73
Danaher Corp Common (DHR) 0.0 $509k 6.7k 75.87
Carefusion Corp Common 0.0 $506k 11k 45.18
Web.com Group Common 0.0 $498k 25k 19.92
Cash America Intl Common Put Option 0.0 $477k 11k 43.76
Merrimack Pharmaceuticals In Common 0.0 $475k 54k 8.78
Accenture Plc-cl A Common (ACN) 0.0 $455k 5.6k 81.18
Vodafone Group Plc-sp Common Call Option (VOD) 0.0 $447k 14k 32.87
Metlife Common (MET) 0.0 $414k 7.7k 53.64
Pnc Financial Services Group Common (PNC) 0.0 $396k 4.6k 85.51
Motorcar Parts Of America In Common Put Option (MPAA) 0.0 $342k 13k 27.14
Dex Media Common 0.0 $334k 35k 9.54
Unitedhealth Group Common (UNH) 0.0 $331k 3.8k 86.15
Emc Corp/mass Common 0.0 $295k 10k 29.19
Verisign Common 0.0 $293k 5.3k 55.12
Us Bancorp Common (USB) 0.0 $292k 7.0k 41.74
Orexigen Therapeutics Common 0.0 $283k 67k 4.26
Chesapeake Energy Corp Common 0.0 $255k 11k 22.97
Ace Common Put Option 0.0 $241k 2.3k 104.78
Sarepta Therapeutics Common Call Option (SRPT) 0.0 $234k 11k 21.08
Applied Micro Circuits Corp Common 0.0 $184k 26k 6.99
Sanofi Cvr Common 0.0 $139k 300k 0.46
Navistar International Corp Bond 0.0 $90k 91k 0.99
Community Health Systems-cvr Common 0.0 $70k 2.0M 0.04
Intl Business Machines Corp Common (IBM) 0.0 $0 1.0M 0.00
Mf Global Holdings Common 0.0 $0 25k 0.00