Capstone Investment Advisors

Capstone Investment Advisors as of June 30, 2015

Portfolio Holdings for Capstone Investment Advisors

Capstone Investment Advisors holds 179 positions in its portfolio as reported in the June 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Apple Call Option (AAPL) 17.9 $1.3B 10M 125.42
Spdr Gold Trust Gold Shs Put Option (GLD) 7.3 $520M 4.6M 112.37
Ishares Tr Msci Eafe Etf (EFA) 3.8 $268M 4.2M 63.49
Ishares Iboxx Hi Yd Etf Put Option (HYG) 3.6 $251M 2.8M 88.80
Amazon Call Option (AMZN) 3.2 $223M 514k 434.09
Baidu Spon Adr Rep A Put Option (BIDU) 2.7 $193M 969k 199.08
Johnson & Johnson Call Option (JNJ) 2.5 $180M 1.9M 97.46
Ishares Tr China Lg-cap Etf Call Option (FXI) 2.5 $174M 3.8M 46.10
American Intl Group Com New Call Option (AIG) 2.0 $141M 2.3M 61.82
At&t Call Option (T) 1.9 $135M 3.8M 35.52
Omnicare Note 3.500% 2/1 1.7 $120M 84M 1.43
Dealertrack Technologies Note 1.500% 3/1 1.6 $114M 68M 1.69
Microsoft Corporation Put Option (MSFT) 1.6 $114M 2.6M 44.15
International Business Machines Call Option (IBM) 1.4 $101M 618k 162.66
Directv Call Option 1.3 $91M 975k 92.79
Ishares Tr Msci Emg Mkt Etf (EEM) 1.2 $88M 2.2M 39.62
JPMorgan Chase & Co. Call Option (JPM) 1.2 $88M 1.3M 67.76
Herbalife Com Usd Shs (HLF) 1.1 $80M 1.5M 55.09
Spdr S&p 500 Etf Tr Tr Unit Put Option (SPY) 1.1 $77M 375k 205.85
Jetblue Airways Corp DBCV 6.750%10/1 1.0 $74M 17M 4.28
Netflix (NFLX) 1.0 $73M 111k 656.94
Catamaran 1.0 $73M 1.2M 61.08
Sunedison Note 2.000%10/0 1.0 $71M 34M 2.10
Wesco Intl DBCV 6.000% 9/1 0.9 $62M 26M 2.42
Cemex Sab De Cv Note 3.750% 3/1 0.8 $59M 50M 1.18
Coca-cola Enterprises 0.8 $58M 1.3M 43.44
Citigroup Com New (C) 0.8 $57M 1.0M 55.24
Hospira Put Option 0.8 $55M 615k 88.71
Omnicare DBCV 3.250%12/1 0.8 $53M 43M 1.24
Micron Technology Note 3.125% 5/0 0.8 $53M 27M 2.01
Tesla Mtrs Note 1.500% 6/0 0.7 $52M 24M 2.18
Oracle Corporation Put Option (ORCL) 0.7 $51M 1.3M 40.30
Omnicare Call Option 0.7 $49M 523k 94.25
Philip Morris International (PM) 0.7 $47M 587k 80.15
Disney Walt Com Disney Put Option (DIS) 0.7 $47M 408k 114.14
Xpo Logistics Note 4.500%10/0 0.7 $46M 17M 2.80
Cisco Systems Put Option (CSCO) 0.6 $46M 1.7M 27.46
Qualcomm (QCOM) 0.6 $45M 726k 62.27
Yahoo! 0.6 $45M 1.1M 39.29
United Technologies Corporation Call Option 0.6 $42M 380k 110.92
Verisign SDCV 3.250% 8/1 0.6 $41M 23M 1.84
Caterpillar Call Option (CAT) 0.6 $41M 479k 84.82
Dresser-Rand 0.6 $40M 471k 85.18
Anadarko Petroleum Corporation 0.5 $39M 497k 78.05
Facebook Cl A Put Option (META) 0.5 $38M 442k 85.76
Central Fd Cda Cl A 0.5 $38M 3.2M 11.66
Ann 0.5 $36M 750k 48.29
Omnicare Note 3.750%12/1 0.5 $35M 10M 3.54
General Electric Company Call Option 0.5 $34M 1.3M 26.57
Intel Corporation (INTC) 0.5 $34M 1.1M 30.41
Take-two Interactive Softwar Note 1.750%12/0 0.5 $34M 23M 1.49
Avago Technologies SHS Call Option 0.5 $33M 248k 132.93
iGATE Corporation 0.5 $32M 675k 47.69
Broadcom Corp Cl A 0.4 $31M 600k 51.49
City National Corporation 0.4 $30M 331k 90.39
Cemex Sab De Cv Note 3.250% 3/1 0.4 $29M 26M 1.12
Time Warner Cable Put Option 0.4 $28M 157k 178.17
Pall Corporation 0.4 $28M 224k 124.44
Walgreen Boots Alliance 0.4 $26M 311k 84.44
Barclays Bk Ipath S&p500 Vix 0.4 $25M 1.3M 20.00
Associated Estates Realty Corporation 0.3 $25M 860k 28.63
Ishares Msci Sth Kor Etf Call Option (EWY) 0.3 $24M 442k 55.11
Wl Ross Hldg Corp Com Shs 0.3 $24M 2.3M 10.41
Colgate-Palmolive Company (CL) 0.3 $23M 358k 65.41
Tesaro Note 3.000%10/0 0.3 $23M 12M 1.85
American Rlty Cap Pptys Note 3.000% 8/0 0.3 $22M 23M 0.94
Family Dollar Stores 0.3 $22M 275k 78.81
Procter & Gamble Company Put Option (PG) 0.3 $22M 274k 78.24
Ctrip Com Intl Note 1.250%10/1 0.3 $21M 18M 1.15
Biomarin Pharmaceutical Note 0.750%10/1 0.3 $19M 13M 1.55
HCC Insurance Holdings 0.3 $19M 250k 76.82
Cleco Corporation 0.3 $19M 350k 53.85
Polypore International Put Option 0.3 $19M 312k 59.85
Cbs Corp CL B 0.3 $18M 328k 55.49
Chesapeake Energy Corp Note 2.500% 5/1 0.3 $18M 19M 0.95
Sigma-Aldrich Corporation 0.2 $17M 125k 139.34
Office Depot 0.2 $17M 2.0M 8.66
Quinpario Acquisition Corp 2 0.2 $17M 1.8M 9.94
Visa Com Cl A (V) 0.2 $17M 256k 67.14
Alon Usa Energy Note 3.000% 9/1 0.2 $17M 12M 1.40
Susquehanna Bancshares 0.2 $17M 1.2M 14.12
Starwood Ppty Tr Note 3.750%10/1 0.2 $17M 17M 1.01
Terrapin 3 Acquisition Corp Com Cl A 0.2 $17M 1.6M 10.15
Micron Technology Note 3.000%11/1 0.2 $16M 18M 0.91
Alexion Pharmaceuticals Put Option 0.2 $15M 85k 180.76
Altera Corporation 0.2 $15M 300k 51.20
Cheniere Energy Note 4.250% 3/1 0.2 $15M 20M 0.75
Kythera Biopharmaceuticals I 0.2 $15M 200k 75.31
Chesapeake Energy Corp Note 2.500% 5/1 0.2 $15M 16M 0.95
Starwood Ppty Tr Note 4.000% 1/1 0.2 $15M 14M 1.05
Allergan SHS Call Option 0.2 $14M 45k 303.44
Fiat Chrysler Automobiles N Man Cov Sec 16 0.2 $13M 100k 127.68
Ciena Corp Debt 4.000%12/1 0.2 $13M 9.0M 1.40
Videocon D2h Adr 0.2 $13M 1.0M 12.61
Orbitz Worldwide 0.2 $12M 1.0M 11.42
Spirit Rlty Cap Note 3.750% 5/1 0.2 $12M 13M 0.93
Tesla Motors Put Option (TSLA) 0.2 $11M 40k 268.25
Ishares Tr U.s. Real Es Etf Call Option (IYR) 0.2 $11M 150k 71.30
Waste Management (WM) 0.1 $10M 235k 44.28
Rti Intl Metals Note 3.000%12/0 0.1 $10M 10M 1.03
Ishares Tr Russell 2000 Etf Put Option (IWM) 0.1 $10M 82k 124.85
Viacom CL B Call Option 0.1 $10M 157k 64.62
Alere Note 3.000% 5/1 0.1 $10M 8.0M 1.25
Deere & Company (DE) 0.1 $9.7M 100k 96.96
Applied Materials Call Option (AMAT) 0.1 $9.1M 475k 19.22
Kraft Foods Put Option 0.1 $9.0M 106k 85.14
Spirit Rlty Cap Note 2.875% 5/1 0.1 $8.9M 9.5M 0.94
Marvell Technology Group Ord Put Option 0.1 $8.9M 676k 13.18
Bgc Partners Note 4.500% 7/1 0.1 $8.6M 8.1M 1.05
Baker Hughes Incorporated Call Option 0.1 $8.5M 138k 61.68
Netsuite Note 0.250% 6/0 0.1 $8.4M 8.1M 1.05
Perrigo SHS (PRGO) 0.1 $8.3M 45k 184.82
Ak Stl Corp Note 5.000%11/1 0.1 $8.1M 8.0M 1.01
On Semiconductor Corp Note 2.625%12/1 0.1 $8.1M 6.5M 1.24
Insulet Corp Note 2.000% 6/1 0.1 $7.7M 8.0M 0.97
Alibaba Group Hldg Sponsored Ads Call Option (BABA) 0.1 $7.7M 94k 82.25
Republic Services Call Option (RSG) 0.1 $7.7M 196k 39.17
American Rlty Cap Pptys Note 3.750%12/1 0.1 $7.0M 7.5M 0.94
Nike CL B Put Option (NKE) 0.1 $7.0M 65k 108.01
Nokia Corp Sponsored Adr (NOK) 0.1 $6.8M 993k 6.85
Whole Foods Market 0.1 $6.4M 163k 39.31
L-3 Communications Holdings Put Option 0.1 $6.2M 55k 113.36
Mylan N V Shs Euro 0.1 $6.1M 90k 67.85
Zoetis Cl A Call Option (ZTS) 0.1 $6.0M 125k 48.22
Ttm Technologies Note 1.750%12/1 0.1 $5.8M 5.0M 1.17
Illumina (ILMN) 0.1 $5.8M 27k 218.35
Rock-tenn Cl A 0.1 $5.7M 95k 60.20
Receptos Call Option 0.1 $5.7M 30k 190.03
Chesapeake Energy Corp Note 2.750%11/1 0.1 $5.5M 5.5M 0.99
Roi Acquisition Corp Ii 0.1 $5.4M 525k 10.25
Fiat Chrysler Automobiles N SHS 0.1 $5.1M 350k 14.53
Electrum Spl Acquisition Cor Unit 99/99/9999 0.1 $5.0M 500k 10.02
Vipshop Hldgs Note 1.500% 3/1 0.1 $4.4M 3.5M 1.27
Renewable Energy Group MTNF 2.750% 6/1 0.1 $4.3M 4.0M 1.07
Starbucks Corporation (SBUX) 0.1 $4.3M 80k 53.60
Goldman Sachs Put Option (GS) 0.1 $4.2M 20k 208.79
Wells Fargo & Company Call Option (WFC) 0.1 $3.9M 69k 56.22
Cemex Sab De Cv Spon Adr New (CX) 0.1 $3.9M 426k 9.16
Affymetrix Note 4.000% 7/0 0.1 $3.9M 2.0M 1.93
Reynolds American Put Option 0.1 $3.9M 52k 74.65
Cobalt Intl Energy Note 2.625%12/0 0.1 $3.7M 5.0M 0.74
Chevron Corporation Call Option (CVX) 0.0 $3.5M 37k 96.47
Pepsi (PEP) 0.0 $3.5M 38k 93.17
Chipotle Mexican Grill Call Option (CMG) 0.0 $3.3M 5.5k 604.67
Wyndham Worldwide Corporation Put Option 0.0 $3.3M 40k 81.90
DealerTrack Holdings 0.0 $3.3M 52k 62.78
California Resources Call Option 0.0 $3.1M 505k 6.04
Navistar Intl Corp Note 4.750% 4/1 0.0 $3.0M 3.5M 0.86
Kinder Morgan (KMI) 0.0 $2.8M 74k 38.39
Comcast Corp Cl A (CMCSA) 0.0 $2.7M 45k 60.13
Shutterfly Call Option 0.0 $2.7M 56k 47.79
Altria (MO) 0.0 $2.5M 52k 48.90
Amyris Note 6.500% 5/1 0.0 $2.5M 4.0M 0.63
Bio-reference Labs Com $.01 New Put Option 0.0 $2.5M 60k 41.25
Adt Put Option 0.0 $2.4M 73k 33.56
Discovery Communicatns Com Ser A Put Option 0.0 $2.1M 63k 33.25
Humana Call Option (HUM) 0.0 $1.9M 10k 191.19
Sirius Xm Holdings 0.0 $1.9M 500k 3.73
Cobalt Intl Energy Note 3.125% 5/1 0.0 $1.8M 2.5M 0.73
Solazyme Note 5.000%10/0 0.0 $1.8M 3.0M 0.59
Rayonier (RYN) 0.0 $1.7M 68k 25.54
Aercap Holdings Nv SHS (AER) 0.0 $1.7M 37k 45.78
Alcatel-lucent Sponsored Adr 0.0 $1.4M 400k 3.62
SanDisk Corporation Put Option 0.0 $1.3M 22k 58.20
Mead Johnson Nutrition Call Option 0.0 $1.3M 14k 90.21
General Motors Company (GM) 0.0 $1.2M 37k 33.32
Twitter 0.0 $1.2M 34k 36.11
Brookdale Senior Living (BKD) 0.0 $1.2M 35k 34.68
Gilead Sciences (GILD) 0.0 $1.2M 10k 117.00
Citrix Systems 0.0 $1.1M 16k 70.12
NCR Corporation Call Option (VYX) 0.0 $1.1M 37k 30.08
Southwestern Energy Company 0.0 $1.0M 45k 22.71
LifePoint Hospitals 0.0 $912k 11k 86.86
Adobe Systems Incorporated Put Option (ADBE) 0.0 $664k 8.2k 80.98
Hornbeck Offshore Services 0.0 $517k 25k 20.52
Orexigen Therapeutics 0.0 $204k 41k 4.93
Chesapeake Energy Corporation 0.0 $174k 16k 11.14
Journal Media 0.0 $124k 15k 8.27
Community Health Sys Right 01/27/2016 0.0 $28k 2.0M 0.01