Capstone Investment Advisors

Capstone Investment Advisors as of March 31, 2015

Portfolio Holdings for Capstone Investment Advisors

Capstone Investment Advisors holds 163 positions in its portfolio as reported in the March 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Apple (AAPL) 21.3 $1.3B 11M 124.43
Salix Pharmaceuticals Note 1.500% 3/1 6.3 $386M 145M 2.66
Ishares Tr China Lg-cap Etf (FXI) 6.1 $373M 8.4M 44.40
Ishares Tr Msci Eafe Etf (EFA) 5.8 $354M 5.5M 64.17
Johnson & Johnson Put Option (JNJ) 3.7 $226M 2.2M 100.60
Ishares Tr Msci Emg Mkt Etf (EEM) 3.3 $204M 5.1M 40.13
Spdr S&p 500 Etf Tr Tr Unit (SPY) 3.1 $188M 909k 206.42
Market Vectors Etf Tr Gold Miner Etf Call Option 2.5 $152M 8.3M 18.24
Mgm Resorts International Note 4.250% 4/1 2.1 $131M 116M 1.13
Micron Technology Note 3.125% 5/0 1.9 $116M 41M 2.80
Time Warner Cable 1.8 $111M 739k 149.87
Cisco Systems Put Option (CSCO) 1.5 $94M 3.4M 27.52
Salix Pharmaceuticals Call Option 1.3 $81M 471k 172.81
Ishares Iboxx Hi Yd Etf (HYG) 1.3 $78M 860k 90.60
Herbalife Com Usd Shs Call Option (HLF) 1.2 $74M 1.7M 42.76
International Business Machines (IBM) 1.2 $73M 457k 160.47
Amazon Call Option (AMZN) 1.2 $72M 194k 372.10
Wesco Intl DBCV 6.000% 9/1 1.0 $62M 25M 2.47
Dresser-Rand Put Option 0.9 $56M 693k 80.35
Boeing Company Call Option (BA) 0.9 $54M 361k 150.08
Sunedison Note 2.000%10/0 0.8 $52M 30M 1.72
DaVita (DVA) 0.8 $52M 634k 81.28
Hospira 0.8 $49M 559k 87.84
Qualcomm (QCOM) 0.8 $47M 683k 69.33
Pharmacyclics 0.8 $47M 184k 255.94
Ishares Msci Sth Kor Etf Call Option (EWY) 0.7 $46M 800k 57.24
Microsoft Corporation (MSFT) 0.7 $45M 1.1M 40.65
Liberty Interactive Deb 0.750% 3/3 0.7 $45M 32M 1.40
Disney Walt Com Disney (DIS) 0.7 $44M 421k 104.88
At&t Call Option (T) 0.7 $43M 1.3M 32.65
TRW Automotive Holdings 0.7 $42M 401k 104.85
Xpo Logistics Note 4.500%10/0 0.7 $41M 15M 2.82
Directv 0.6 $40M 469k 85.08
Procter & Gamble Company (PG) 0.6 $38M 459k 81.94
Cemex Sab De Cv Note 3.250% 3/1 0.5 $34M 30M 1.12
Spdr Gold Trust Gold Shs Call Option (GLD) 0.5 $33M 287k 113.66
Colgate-Palmolive Company (CL) 0.5 $32M 465k 69.34
Developers Diversified Rlty Note 1.750%11/1 0.5 $32M 25M 1.26
Catamaran 0.5 $31M 528k 59.54
Sigma-Aldrich Corporation 0.5 $31M 225k 138.25
Central Fd Cda Cl A 0.5 $28M 2.4M 11.93
Fiat Chrysler Automobiles N Man Cov Sec 16 0.5 $28M 200k 138.76
JPMorgan Chase & Co. Put Option (JPM) 0.4 $28M 454k 60.58
International Game Technology 0.4 $27M 1.5M 17.41
American Intl Group Com New Put Option (AIG) 0.4 $27M 485k 54.79
Family Dollar Stores 0.4 $26M 329k 79.24
Alibaba Group Hldg Sponsored Ads Call Option (BABA) 0.4 $26M 312k 83.22
Polypore International 0.4 $25M 426k 58.90
Google Cl A Call Option 0.4 $25M 45k 554.68
Exxon Mobil Corporation (XOM) 0.4 $25M 292k 84.99
Cemex Sab De Cv Note 3.750% 3/1 0.4 $24M 20M 1.18
Take-two Interactive Softwar Note 1.750%12/0 0.4 $23M 17M 1.41
Wl Ross Hldg Corp Com Shs 0.4 $23M 2.3M 10.00
City National Corporation 0.4 $22M 250k 89.08
Facebook Cl A (META) 0.4 $22M 266k 82.21
American Rlty Cap Pptys Note 3.000% 8/0 0.3 $20M 21M 0.98
Sandisk Corp Note 1.500% 8/1 0.3 $19M 14M 1.36
Ishares Tr U.s. Real Es Etf Call Option (IYR) 0.3 $19M 236k 79.31
Chesapeake Energy Corp Note 2.500% 5/1 0.3 $18M 19M 0.96
Walgreen Boots Alliance 0.3 $18M 211k 84.68
Wynn Resorts (WYNN) 0.3 $17M 138k 125.78
Lorillard 0.3 $17M 265k 65.35
Starwood Ppty Tr Note 3.750%10/1 0.3 $17M 17M 1.05
Quinpario Acquisition Corp 2 0.3 $17M 1.8M 9.80
Tesaro Note 3.000%10/0 0.3 $17M 9.6M 1.78
Cadence Design System Note 2.625% 6/0 0.3 $17M 7.0M 2.44
Life Time Fitness 0.3 $17M 240k 70.96
Applied Materials (AMAT) 0.3 $17M 741k 22.56
Alon Usa Energy Note 3.000% 9/1 0.3 $17M 13M 1.27
Terrapin 3 Acquisition Corp Com Cl A 0.3 $16M 1.6M 10.00
Exelis 0.3 $16M 660k 24.37
Ctrip Com Intl Note 1.250%10/1 0.3 $16M 15M 1.04
General Electric Company Call Option 0.3 $16M 627k 24.81
Actavis SHS Call Option 0.2 $15M 50k 297.62
Intel Corporation Call Option (INTC) 0.2 $14M 436k 31.27
Cleco Corporation 0.2 $14M 249k 54.52
Micron Technology Note 3.000%11/1 0.2 $13M 12M 1.11
Orbitz Worldwide 0.2 $13M 1.1M 11.66
Cbs Corp CL B 0.2 $12M 205k 60.46
Chesapeake Energy Corp Note 2.500% 5/1 0.2 $12M 12M 0.96
Susquehanna Bancshares 0.2 $11M 828k 13.71
Ak Stl Corp Note 5.000%11/1 0.2 $11M 10M 1.11
Salix Pharmaceuticals Note 2.750% 5/1 0.2 $11M 3.0M 3.71
Rti Intl Metals Note 3.000%12/0 0.2 $11M 10M 1.10
Teva Pharmaceutical Inds Adr Call Option (TEVA) 0.2 $11M 175k 62.30
Marvell Technology Group Ord 0.2 $11M 737k 14.70
Cheniere Energy Note 4.250% 3/1 0.2 $10M 13M 0.83
Barclays Bk Ipath S&p500 Vix Call Option 0.2 $10M 400k 25.63
Spirit Rlty Cap Note 3.750% 5/1 0.2 $10M 10M 1.00
American Rlty Cap Pptys Note 3.750%12/1 0.2 $9.8M 10M 0.98
Gilead Sciences Call Option (GILD) 0.2 $9.8M 100k 98.13
Starwood Ppty Tr Note 4.000% 1/1 0.1 $9.2M 8.0M 1.15
Aruba Networks 0.1 $9.1M 374k 24.49
Rite Aid Corp Note 8.500% 5/1 0.1 $8.5M 2.5M 3.38
United Technologies Corporation 0.1 $7.6M 65k 117.19
ON Semiconductor (ON) 0.1 $7.4M 610k 12.11
Netflix Put Option (NFLX) 0.1 $7.2M 17k 416.67
Yahoo! Put Option 0.1 $7.1M 159k 44.43
Ttm Technologies Note 1.750%12/1 0.1 $6.8M 6.3M 1.09
Ciena Corp Debt 4.000%12/1 0.1 $6.3M 5.0M 1.27
Ctrip Com Intl American Dep Shs 0.1 $6.3M 108k 58.53
Twitter Call Option 0.1 $5.7M 114k 50.07
Lam Research Corporation Call Option 0.1 $5.6M 80k 70.23
Chesapeake Energy Corp Note 2.750%11/1 0.1 $5.5M 5.5M 1.00
Viacom CL B Put Option 0.1 $5.5M 80k 68.30
Roi Acquisition Corp Ii 0.1 $5.2M 525k 9.86
Cemex Sab De Cv Spon Adr New (CX) 0.1 $5.1M 540k 9.47
ISIS Pharmaceuticals 0.1 $4.6M 72k 63.67
Caterpillar Call Option (CAT) 0.1 $4.0M 50k 80.02
Chevron Corporation Call Option (CVX) 0.1 $3.8M 37k 104.96
Wells Fargo & Company Call Option (WFC) 0.1 $3.8M 69k 54.36
Renewable Energy Group MTNF 2.750% 6/1 0.1 $3.8M 4.0M 0.94
Invesco Mortgage Capital Put Option 0.1 $3.7M 241k 15.53
Goldman Sachs (GS) 0.1 $3.7M 20k 187.93
BioMarin Pharmaceutical (BMRN) 0.1 $3.7M 30k 124.59
Illumina (ILMN) 0.1 $3.7M 20k 185.61
Select Sector Spdr Tr Sbi Int-energy Call Option (XLE) 0.1 $3.7M 47k 77.56
Cobalt Intl Energy Note 2.625%12/0 0.1 $3.6M 5.0M 0.73
Kellogg Company Call Option (K) 0.1 $3.6M 55k 65.94
Pepsi (PEP) 0.1 $3.6M 38k 95.50
Talisman Energy Inc Com Stk Put Option 0.1 $3.5M 461k 7.68
Insulet Corp Note 2.000% 6/1 0.1 $3.5M 3.5M 1.01
Spirit Rlty Cap Note 2.875% 5/1 0.1 $3.5M 3.5M 1.00
RTI International Metals 0.1 $3.5M 97k 35.90
Medtronic SHS Call Option (MDT) 0.1 $3.5M 46k 76.00
Altera Corporation Call Option 0.1 $3.2M 75k 42.91
Starbucks Corporation Put Option (SBUX) 0.1 $3.2M 34k 94.60
Intelsat Sa 0.0 $3.0M 250k 12.00
Citigroup Com New Put Option (C) 0.0 $2.9M 57k 51.49
Baker Hughes Incorporated 0.0 $2.9M 45k 63.58
KLA-Tencor Corporation Put Option (KLAC) 0.0 $2.8M 48k 58.28
Cobalt Intl Energy Note 3.125% 5/1 0.0 $2.6M 3.5M 0.74
Altria (MO) 0.0 $2.6M 51k 50.01
Shutterfly Call Option 0.0 $2.5M 56k 45.23
Annaly Cap Mgmt Note 5.000% 5/1 0.0 $2.5M 2.5M 1.00
Citrix Systems 0.0 $2.4M 38k 63.87
Adobe Systems Incorporated (ADBE) 0.0 $2.2M 30k 73.82
Rovi Corporation 0.0 $2.1M 115k 18.20
Advent Software 0.0 $2.0M 46k 44.10
Sina Corp Ord Call Option 0.0 $1.9M 60k 32.15
Rayonier (RYN) 0.0 $1.8M 68k 26.94
Baidu Spon Adr Rep A Call Option (BIDU) 0.0 $1.8M 8.6k 208.33
Sirius Xm Holdings 0.0 $1.6M 420k 3.82
Journal Communications Cl A 0.0 $1.5M 100k 14.82
Adt Call Option 0.0 $1.4M 34k 41.48
Hornbeck Offshore Services 0.0 $1.4M 75k 18.80
Solazyme Note 5.000%10/0 0.0 $1.4M 3.0M 0.46
Kinder Morgan (KMI) 0.0 $1.4M 33k 42.03
Whiting Petroleum Corporation Call Option 0.0 $1.2M 40k 30.88
General Cable Corporation 0.0 $1.2M 70k 17.22
SanDisk Corporation 0.0 $1.2M 19k 63.57
Navistar International Corporation Put Option 0.0 $1.0M 35k 29.49
Office Depot 0.0 $920k 100k 9.20
Servicesource Intl Note 1.500% 8/0 0.0 $747k 1.0M 0.75
Staples Put Option 0.0 $651k 40k 16.27
Chesapeake Energy Corporation 0.0 $635k 45k 14.11
Energy Xxi Bermuda Note 3.000%12/1 0.0 $589k 2.0M 0.29
Orexigen Therapeutics 0.0 $324k 41k 7.83
American Realty Capital Prop Put Option 0.0 $284k 29k 9.83
China Mobile Sponsored Adr Call Option 0.0 $267k 4.1k 65.00
Sprint Corp Com Ser 1 Call Option 0.0 $247k 52k 4.72
Energy Xxi Usd Unrs Shs Put Option 0.0 $196k 54k 3.63
Community Health Sys Right 01/27/2016 0.0 $44k 2.0M 0.02