Capstone Investment Advisors

Capstone Investment Advisors as of March 31, 2014

Portfolio Holdings for Capstone Investment Advisors

Capstone Investment Advisors holds 253 positions in its portfolio as reported in the March 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Apple (AAPL) 29.2 $2.4B 4.4M 536.74
iShares MSCI EAFE Index Fund (EFA) 6.4 $525M 7.8M 67.20
International Business Machines (IBM) 4.7 $384M 2.0M 192.49
McDonald's Corporation (MCD) 2.6 $213M 2.2M 98.03
iShares MSCI Emerging Markets Indx (EEM) 2.6 $210M 5.1M 41.01
SPDR Gold Trust (GLD) 2.2 $176M 1.4M 123.61
Facebook Inc cl a (META) 2.1 $172M 2.9M 60.24
Spdr S&p 500 Etf (SPY) 1.7 $136M 726k 187.01
Amazon (AMZN) 1.6 $129M 384k 336.36
Baidu (BIDU) 1.4 $116M 759k 152.25
JPMorgan Chase & Co. (JPM) 1.4 $115M 1.9M 60.71
Caterpillar (CAT) 1.4 $113M 1.1M 99.37
Time Warner Cable 1.3 $108M 788k 137.18
Ipath S&p 500 Vix S/t Fu Etn 1.2 $100M 2.4M 42.14
Cisco Systems (CSCO) 1.2 $96M 4.3M 22.41
Microsoft Corporation (MSFT) 1.2 $95M 2.3M 40.99
iShares MSCI Brazil Index (EWZ) 1.1 $92M 2.0M 45.03
iShares FTSE/Xinhua China 25 Index (FXI) 1.1 $90M 2.5M 35.78
Wesco Intl Inc dbcv 6.000% 9/1 1.1 $88M 30M 2.97
Johnson & Johnson (JNJ) 1.1 $85M 868k 98.23
Exxon Mobil Corporation (XOM) 1.0 $83M 850k 97.68
Chevron Corporation (CVX) 0.9 $71M 600k 118.91
Google 0.8 $66M 59k 1114.50
Cemex Sab De Cv conv bnd 0.7 $60M 42M 1.43
Trw Automotive 3.5% 12/01/15 conv 0.7 $59M 21M 2.77
Twitter 0.7 $58M 1.2M 46.67
At&t (T) 0.7 $56M 1.6M 35.07
American International (AIG) 0.7 $55M 1.1M 50.01
Goldman Sachs (GS) 0.7 $53M 325k 163.85
Xm Sirius cv 7% 0.6 $48M 27M 1.78
Beam 0.6 $47M 570k 83.30
Coca-Cola Company (KO) 0.6 $47M 1.2M 38.66
Tesla Mtrs Inc note 1.500% 6/0 0.6 $47M 26M 1.79
Procter & Gamble Company (PG) 0.5 $40M 500k 80.60
Microchip Technology Inc sdcv 2.125%12/1 0.5 $39M 21M 1.86
China Mobile 0.5 $38M 826k 45.57
Herbalife Ltd Com Stk (HLF) 0.5 $37M 650k 57.25
Netflix (NFLX) 0.5 $37M 104k 352.02
Safeway 0.4 $35M 940k 36.94
priceline.com Incorporated 0.4 $33M 28k 1191.88
Tesla Motors Inc bond 0.4 $33M 36M 0.91
Slxp 1 1/2 03/15/19 0.4 $32M 19M 1.69
Perrigo Company (PRGO) 0.4 $32M 206k 154.66
Insulet Corporation Cvt 3.75 0 convert 0.4 $29M 16M 1.81
Herbalife Ltd bond 0.4 $29M 34M 0.86
Micron Technology Inc bond 0.3 $29M 12M 2.48
Starwood Ppty note 4.0% 1/15/ 0.3 $26M 23M 1.14
Mu Us conv 0.3 $25M 10M 2.51
Sunedison Inc conv 0.3 $26M 18M 1.46
Vodafone Group New Adr F (VOD) 0.3 $26M 698k 36.81
Altria (MO) 0.3 $24M 649k 37.42
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 0.3 $24M 10M 2.35
Xpo Logistics note 4.5% 10/1 0.3 $23M 13M 1.87
American Rlty Cap Pptys Inc note 3.750%12/1 0.3 $23M 22M 1.09
Freeport-McMoRan Copper & Gold (FCX) 0.3 $23M 697k 33.06
Actavis 0.3 $23M 112k 205.84
Alon Usa Energy Inc 144a conv bond p2 0.3 $23M 19M 1.21
3M Company (MMM) 0.3 $22M 165k 135.66
Enersys note 3.375% 6/0 0.2 $20M 12M 1.74
Cemex Sab De Cv conv bnd 0.2 $21M 15M 1.37
Metropcs Communications (TMUS) 0.2 $20M 606k 33.02
KKR Financial Holdings 0.2 $20M 1.7M 11.57
Starwood Property Trust (STWD) 0.2 $19M 800k 23.59
Bristol Myers Squibb (BMY) 0.2 $19M 369k 51.88
Forest Laboratories 0.2 $19M 206k 92.27
Market Vectors Gold Miners ETF 0.2 $18M 778k 23.60
Nrg Yield Inc-class A bond 0.2 $18M 18M 1.02
Deere & Company (DE) 0.2 $18M 202k 90.80
Ford Motor Company (F) 0.2 $18M 1.2M 15.60
Sandisk Corp note 1.500% 8/1 0.2 $18M 11M 1.64
COMMON Uns Energy Corp 0.2 $18M 294k 60.03
Vipshop Holdings Ltd - Ads bond 0.2 $18M 18M 1.02
Foster Wheeler Ltd Com Stk 0.2 $17M 534k 32.42
Silver Eagle Acquisition Cor Unit 99/99/9999 0.2 $17M 1.7M 9.93
Tyson Foods (TSN) 0.2 $17M 378k 44.01
Sina Corporation 0.2 $16M 271k 60.40
Illumina Inc 0 1/4 2016 conv 0.2 $16M 8.9M 1.81
Aol 0.2 $15M 345k 43.77
Philip Morris International (PM) 0.2 $15M 180k 81.65
Fox News 0.2 $15M 475k 31.12
Allegheny Technologies Inc note 4.250% 6/0 0.2 $14M 13M 1.02
Istar Financial Inc bond 0.2 $14M 13M 1.08
Tesla Motors Inc bond 0.2 $14M 16M 0.92
Hudson City Ban 0.2 $13M 1.4M 9.83
Chesapeake Energy Corp note 2.500% 5/1 0.1 $12M 12M 1.02
Merck & Co (MRK) 0.1 $13M 221k 56.76
Qualcomm (QCOM) 0.1 $12M 151k 78.86
iShares NASDAQ Biotechnology Index (IBB) 0.1 $13M 53k 236.30
Akorn Inc note 3.500% 6/0 0.1 $12M 4.7M 2.55
United Parcel Service (UPS) 0.1 $12M 118k 97.37
Intel Corporation (INTC) 0.1 $11M 432k 25.81
Verizon Communications (VZ) 0.1 $12M 244k 47.57
Wynn Resorts (WYNN) 0.1 $11M 50k 222.15
Salix Pharmaceuticals Inc note 2.750% 5/1 0.1 $11M 5.0M 2.25
Sony Corporation (SONY) 0.1 $11M 564k 19.12
Stanley Black & Decker (SWK) 0.1 $11M 130k 81.24
Lamar Advertising Company 0.1 $10M 201k 50.99
ConocoPhillips (COP) 0.1 $11M 154k 70.35
Iron Mountain Incorporated 0.1 $10M 378k 27.03
ConAgra Foods (CAG) 0.1 $11M 339k 31.03
Sprint 0.1 $10M 1.1M 9.19
Emerald Oil Inc bond 0.1 $11M 11M 1.04
Homeaway Inc bond 0.1 $10M 10M 1.02
Omni (OMC) 0.1 $10M 140k 72.59
Equinix 0.1 $10M 54k 184.84
Gen 0.1 $9.9M 544k 18.27
Financial Select Sector SPDR (XLF) 0.1 $9.4M 422k 22.34
Avago Technologies 0.1 $9.4M 147k 64.41
Jarden Corp note 1.875% 9/1 0.1 $9.7M 7.0M 1.39
Sina Corp conv 0.1 $10M 11M 0.96
Valeant Pharmaceuticals Int 0.1 $8.6M 65k 131.80
Rti Intl Metals Inc note 3.000%12/0 0.1 $9.1M 8.5M 1.07
Vsh 2.25 11-40 144a Cvt convert 0.1 $9.4M 8.0M 1.17
Chart Industries 2% conv 0.1 $9.3M 6.9M 1.35
Comcast Corporation (CMCSA) 0.1 $8.1M 162k 50.04
Suntrust Banks Inc $1.00 Par Cmn 0.1 $8.0M 200k 39.79
Nokia Corporation (NOK) 0.1 $8.4M 1.1M 7.34
Pepsi (PEP) 0.1 $7.8M 93k 83.50
Williams Companies (WMB) 0.1 $8.1M 200k 40.58
Marathon Oil Corporation (MRO) 0.1 $8.6M 241k 35.52
Jos. A. Bank Clothiers 0.1 $7.8M 122k 64.27
Navistar International Corporation 0.1 $8.5M 250k 33.87
Teleflex Inc note 3.875% 8/0 0.1 $8.5M 4.8M 1.78
Adt 0.1 $8.2M 273k 29.95
Spansion Llc conv 0.1 $8.4M 6.0M 1.40
Sunedison Inc conv 0.1 $8.2M 5.5M 1.49
LSI Corporation 0.1 $7.7M 700k 11.07
L-3 Communications Holdings 0.1 $7.1M 60k 118.15
Rockwood Holdings 0.1 $7.5M 100k 74.39
iShares Silver Trust (SLV) 0.1 $7.6M 400k 19.04
Mgm Mirage conv 0.1 $7.3M 5.0M 1.46
Jinkosolar Hldg Co Ltd...... note 4.000% 5/1 0.1 $7.6M 7.0M 1.08
Akamai Technologies (AKAM) 0.1 $6.8M 117k 58.20
Morgan Stanley (MS) 0.1 $6.4M 204k 31.16
Potash Corp. Of Saskatchewan I 0.1 $6.2M 171k 36.22
Eagle Materials (EXP) 0.1 $6.3M 71k 88.65
Rite Aid Corp note 8.500% 5/1 0.1 $6.3M 2.5M 2.50
Yahoo! 0.1 $6.5M 181k 35.90
Kimberly-Clark Corporation (KMB) 0.1 $5.5M 50k 110.24
Newfield Exploration 0.1 $5.3M 171k 31.35
Genpact (G) 0.1 $5.5M 313k 17.42
Citigroup (C) 0.1 $5.6M 117k 47.58
Roi Acquisition Corp Ii 0.1 $5.3M 525k 10.18
Ttm Technologies Inc conv 0.1 $5.6M 5.0M 1.11
Keurig Green Mtn 0.1 $5.7M 54k 105.57
Abbott Laboratories (ABT) 0.1 $5.1M 134k 38.47
Citrix Systems 0.1 $4.6M 80k 57.43
J.C. Penney Company 0.1 $5.0M 581k 8.62
Colgate-Palmolive Company (CL) 0.1 $4.5M 70k 64.86
DISH Network 0.1 $5.0M 80k 62.20
Target Corporation (TGT) 0.1 $5.0M 83k 60.49
Apollo 0.1 $5.1M 148k 34.23
Gap (GPS) 0.1 $4.8M 120k 40.06
Cash America International 0.1 $5.1M 131k 38.72
Finisar Corporation 0.1 $4.5M 170k 26.51
Cobalt Intl Energy 0.1 $4.8M 261k 18.31
Mosaic (MOS) 0.1 $5.0M 100k 50.00
Comverse 0.1 $4.8M 139k 34.57
Hennessy Capital Acquisition 0.1 $5.0M 500k 10.06
Yum! Brands (YUM) 0.1 $4.3M 57k 75.39
Allergan 0.1 $3.7M 30k 124.10
Honeywell International (HON) 0.1 $4.4M 47k 92.74
United Technologies Corporation 0.1 $4.1M 35k 116.83
Accenture (ACN) 0.1 $4.0M 50k 79.72
Krispy Kreme Doughnuts 0.1 $4.4M 246k 17.72
Community Health Systems (CYH) 0.1 $3.9M 100k 39.16
Quest Diagnostics Incorporated (DGX) 0.1 $4.2M 72k 57.91
Rackspace Hosting 0.1 $3.8M 116k 32.81
Prologis (PLD) 0.1 $4.4M 109k 40.84
American Realty Capital Prop 0.1 $4.2M 300k 14.02
Tenet Healthcare Corporation (THC) 0.1 $4.3M 100k 42.81
Liberty Global Inc Com Ser A 0.1 $4.4M 105k 41.59
Sirius Xm Holdings (SIRI) 0.1 $4.1M 1.3M 3.20
Petropavlovsk Plc bond 0.1 $3.8M 5.0M 0.76
MasterCard Incorporated (MA) 0.0 $3.1M 41k 74.69
General Electric Company 0.0 $3.1M 120k 25.89
Kroger (KR) 0.0 $3.1M 70k 43.64
Sap (SAP) 0.0 $2.9M 35k 81.24
Oracle Corporation (ORCL) 0.0 $3.3M 80k 40.90
Take-Two Interactive Software (TTWO) 0.0 $3.6M 166k 21.92
Radian (RDN) 0.0 $2.9M 196k 15.02
NetEase (NTES) 0.0 $2.9M 43k 67.25
Cincinnati Bell 0.0 $3.2M 917k 3.46
Global Sources 0.0 $3.4M 377k 8.96
Harvest Natural Resources 0.0 $3.0M 804k 3.76
Talisman Energy Inc Com Stk 0.0 $3.0M 300k 9.98
Cubist Pharmaceuticals 0.0 $3.0M 41k 73.15
Momenta Pharmaceuticals 0.0 $3.3M 286k 11.64
Ivr 5 03/15/18 144a 0.0 $3.4M 3.5M 0.97
Dana Gas Sukuk Ltd bond 0.0 $3.3M 3.0M 1.09
Solazyme Inc bond 0.0 $3.2M 3.0M 1.06
International Game Technology 0.0 $2.4M 173k 14.06
Mylan 0.0 $2.7M 56k 48.83
NiSource (NI) 0.0 $2.6M 73k 35.52
Domtar Corp 0.0 $2.8M 25k 112.20
NCR Corporation (VYX) 0.0 $2.7M 75k 36.55
Texas Instruments Incorporated (TXN) 0.0 $2.4M 50k 47.16
Visa (V) 0.0 $2.5M 12k 215.63
Armstrong World Industries (AWI) 0.0 $2.7M 50k 53.24
Cepheid 0.0 $2.2M 43k 51.56
Jones Group 0.0 $2.1M 141k 14.93
Jive Software 0.0 $2.5M 310k 8.01
Kraft Foods 0.0 $2.1M 37k 56.09
Beazer Homes Usa (BZH) 0.0 $2.1M 105k 20.07
Dex Media 0.0 $2.6M 280k 9.20
Orexigen Therapeutics Inc note 2.750%12/0 0.0 $2.8M 2.5M 1.11
InterMune 0.0 $1.8M 55k 33.45
Archer Daniels Midland Company (ADM) 0.0 $1.6M 38k 43.38
Zale Corporation 0.0 $1.3M 63k 20.91
Gilead Sciences (GILD) 0.0 $1.6M 23k 70.85
EMC Corporation 0.0 $1.6M 58k 27.40
C.H. Robinson Worldwide (CHRW) 0.0 $1.2M 24k 52.36
Barnes & Noble 0.0 $1.9M 92k 20.89
Rayonier (RYN) 0.0 $2.0M 43k 45.88
ChipMOS Technology Bermuda 0.0 $1.4M 64k 22.04
Global Eagle Acquisition Cor *w exp 05/13/201 0.0 $1.9M 350k 5.47
Depository Vipshop Holdings Ltd - Ads receipt (VIPS) 0.0 $1.4M 9.5k 148.38
Merrimack Pharmaceuticals In 0.0 $1.7M 345k 5.04
Sarepta Therapeutics (SRPT) 0.0 $1.5M 60k 24.02
Emerald Oil 0.0 $1.5M 217k 6.72
Outerwall 0.0 $1.9M 26k 72.45
Starwood Waypoint Residential Trust 0.0 $1.5M 51k 28.78
Silver Standard Resources bond 0.0 $1.8M 2.0M 0.89
BlackRock (BLK) 0.0 $660k 2.1k 314.29
Vertex Pharmaceuticals Incorporated (VRTX) 0.0 $1.1M 15k 70.67
Walt Disney Company (DIS) 0.0 $1.0M 13k 80.00
CarMax (KMX) 0.0 $622k 13k 46.74
Nuance Communications 0.0 $1.2M 69k 17.16
Wells Fargo & Company (WFC) 0.0 $942k 19k 49.70
Nu Skin Enterprises (NUS) 0.0 $538k 6.5k 82.77
Hewlett-Packard Company 0.0 $915k 28k 32.33
Energy Xxi 0.0 $648k 28k 23.56
Monster Worldwide 0.0 $862k 115k 7.48
Micron Technology (MU) 0.0 $754k 32k 23.64
Assured Guaranty (AGO) 0.0 $724k 29k 25.31
Altera Corporation 0.0 $562k 16k 36.19
Cooper Tire & Rubber Company 0.0 $729k 30k 24.30
Exelixis (EXEL) 0.0 $524k 148k 3.53
Lions Gate Entertainment 0.0 $419k 16k 26.69
Api Technologies Corp 0.0 $867k 296k 2.93
Restoration Hardware Hldgs I 0.0 $868k 12k 73.56
Twenty-first Century Fox 0.0 $437k 14k 31.90
Leap Takeover 0.0 $952k 400k 2.38
Navistar Intl Corp New note 3.000%10/1 0.0 $92k 91k 1.01
Verisign (VRSN) 0.0 $228k 4.2k 53.82
Las Vegas Sands (LVS) 0.0 $282k 3.5k 80.57
Anadarko Petroleum Corporation 0.0 $245k 2.9k 84.48
Capital One Financial (COF) 0.0 $246k 3.2k 76.88
Starbucks Corporation (SBUX) 0.0 $220k 3.0k 73.33
Copa Holdings Sa-class A (CPA) 0.0 $246k 1.7k 144.71
Sanofi Aventis Wi Conval Rt 0.0 $93k 300k 0.31
Phillips 66 (PSX) 0.0 $200k 2.6k 76.92
Community Health Sys Inc New right 01/27/2016 0.0 $120k 2.0M 0.06