Capstone Investment Advisors

Capstone Investment Advisors as of Sept. 30, 2015

Portfolio Holdings for Capstone Investment Advisors

Capstone Investment Advisors holds 307 positions in its portfolio as reported in the September 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Apple Put Option (AAPL) 22.0 $948M 8.6M 110.30
Ishares Tr China Lg-cap Etf (FXI) 5.3 $228M 6.4M 35.47
Amazon Call Option (AMZN) 4.3 $187M 366k 511.89
Johnson & Johnson Call Option (JNJ) 3.7 $159M 1.7M 93.35
Dealertrack Technologies Note 1.500% 3/1 3.0 $129M 76M 1.70
Baidu Spon Adr Rep A Call Option (BIDU) 2.7 $115M 833k 137.41
Spdr S&p 500 Etf Tr Tr Unit Put Option (SPY) 2.1 $91M 477k 191.63
Jetblue Airways Corp DBCV 6.750%10/1 2.1 $91M 17M 5.30
Precision Castparts 1.9 $81M 352k 229.71
Netflix Put Option (NFLX) 1.9 $80M 778k 103.26
International Business Machines (IBM) 1.3 $55M 379k 144.95
At&t Call Option (T) 1.3 $55M 1.7M 32.58
Tesla Mtrs Note 1.500% 6/0 1.2 $51M 25M 2.04
Cemex Sab De Cv Note 3.750% 3/1 1.2 $50M 48M 1.04
Wesco Intl DBCV 6.000% 9/1 1.1 $46M 28M 1.66
Partner Re 1.0 $45M 325k 138.88
Altera Corporation 1.0 $44M 884k 50.08
Micron Technology Note 3.125% 5/0 1.0 $44M 27M 1.67
Herbalife Com Usd Shs Call Option (HLF) 1.0 $43M 791k 54.50
City National Corporation 1.0 $43M 485k 88.06
Central Fd Cda Cl A 1.0 $42M 3.9M 10.59
Ishares Tr Msci Emg Mkt Etf (EEM) 0.9 $39M 1.2M 32.78
Take-two Interactive Softwar Note 1.750%12/0 0.9 $37M 24M 1.54
Verisign SDCV 3.250% 8/1 0.8 $37M 18M 2.09
Cemex Sab De Cv Note 3.250% 3/1 0.8 $34M 34M 1.01
American Intl Group Com New (AIG) 0.7 $32M 559k 56.82
Microsoft Corporation Put Option (MSFT) 0.7 $31M 712k 44.09
Chubb Corporation 0.7 $31M 250k 122.65
Solera Holdings 0.7 $31M 566k 54.00
Double Eagle Acquisition Cor Unit 99/99/9999 0.7 $30M 3.0M 10.14
Molson Coors Brewing CL B Call Option (TAP) 0.7 $30M 365k 83.02
HCC Insurance Holdings Call Option 0.7 $29M 380k 77.47
Walgreen Boots Alliance (WBA) 0.7 $29M 350k 83.10
Anadarko Petroleum Corporation 0.7 $29M 480k 60.38
Coca-cola Enterprises Call Option 0.7 $28M 587k 48.35
Cablevision Sys Corp Cl A Ny Cablvs Call Option 0.6 $28M 858k 32.46
Cameron International Corporation 0.6 $28M 452k 61.32
Boulevard Acquisition Unit 99/99/9999 0.6 $26M 2.6M 9.97
Disney Walt Com Disney (DIS) 0.6 $26M 256k 102.20
Cytec Industries 0.6 $26M 350k 73.85
Broadcom Corp Cl A 0.6 $26M 498k 51.43
Wl Ross Hldg Corp Com Shs 0.6 $24M 2.3M 10.38
Linkedin Corp Com Cl A 0.5 $24M 124k 190.08
Xpo Logistics Note 4.500%10/0 0.5 $23M 15M 1.51
Ace SHS Call Option 0.5 $23M 221k 103.40
Citrix Systems 0.5 $23M 328k 68.66
American Rlty Cap Pptys Note 3.000% 8/0 0.5 $22M 23M 0.95
Ctrip Com Intl Note 1.250%10/1 0.5 $21M 19M 1.08
Cbs Corp CL B 0.5 $20M 499k 39.90
Strategic Hotels & Resorts Call Option 0.5 $20M 1.5M 13.64
Avago Technologies SHS 0.5 $19M 155k 125.00
Electronic Arts Note 0.750% 7/1 0.4 $19M 9.0M 2.13
Symetra Finl Corp 0.4 $19M 600k 31.64
Sunedison Note 2.000%10/0 0.4 $18M 24M 0.76
Brookdale Sr Living Note 2.750% 6/1 0.4 $18M 17M 1.07
Pace Hldgs Corp Unit 99/99/9999 0.4 $18M 1.8M 10.20
Quinpario Acquisition Corp 2 0.4 $17M 1.8M 9.91
Chesapeake Energy Corp Note 2.500% 5/1 0.4 $17M 19M 0.89
Ishares Tr Iboxx Hi Yd Etf Put Option (HYG) 0.4 $17M 200k 83.29
Colgate-Palmolive Company (CL) 0.4 $16M 258k 63.46
Terrapin 3 Acquisition Corp Com Cl A 0.4 $16M 1.6M 9.88
Gores Hldgs Unit 99/99/9999 0.4 $15M 1.5M 10.09
Cisco Systems Put Option (CSCO) 0.4 $15M 576k 26.25
Procter & Gamble Company Call Option (PG) 0.3 $15M 208k 71.94
Time Warner Cable Call Option 0.3 $15M 83k 179.37
Starwood Ppty Tr Note 4.000% 1/1 0.3 $15M 14M 1.04
General Electric Company Call Option 0.3 $14M 570k 25.22
Google Cl A Call Option 0.3 $14M 22k 638.34
Alon Usa Energy Note 3.000% 9/1 0.3 $14M 10M 1.36
Office Depot 0.3 $13M 2.0M 6.42
Thoratec Corp Com New 0.3 $13M 202k 63.26
Cheniere Energy Note 4.250% 3/1 0.3 $13M 20M 0.63
Tesla Mtrs Note 1.250% 3/0 0.3 $12M 13M 0.95
Mylan N V Shs Euro 0.3 $12M 296k 40.24
Chesapeake Energy Corp Note 2.500% 5/1 0.3 $12M 14M 0.87
Videocon D2h Adr 0.3 $12M 1.2M 9.65
Clovis Oncology Note 2.500% 9/1 0.3 $12M 7.0M 1.67
Yahoo! Put Option 0.3 $12M 402k 28.91
Twitter 0.3 $12M 425k 26.93
Starwood Ppty Tr Note 3.750%10/1 0.3 $11M 12M 0.99
Ishares Tr Russell 2000 Etf Put Option (IWM) 0.3 $11M 105k 109.20
StanCorp Financial 0.3 $11M 100k 114.20
Depomed Note 2.500% 9/0 0.2 $10M 8.5M 1.20
Global Partner Acquisition C 0.2 $9.9M 1.0M 9.85
Tesaro Note 3.000%10/0 0.2 $9.8M 7.0M 1.40
Hennessy Cap Acquisition Cor 0.2 $9.7M 1.0M 9.65
Ishares Tr Msci Eafe Etf (EFA) 0.2 $9.4M 164k 57.32
Starwood Waypoint Residentl Note 3.000% 7/0 0.2 $8.9M 9.3M 0.96
American Rlty Cap Pptys Note 3.750%12/1 0.2 $8.8M 9.5M 0.93
Ciena Corp Debt 4.000%12/1 0.2 $8.5M 6.5M 1.31
Molina Healthcare DBCV 1.625% 8/1 0.2 $8.5M 6.5M 1.30
Bgc Partners Note 4.500% 7/1 0.2 $8.3M 8.0M 1.04
Qualcomm Call Option (QCOM) 0.2 $8.3M 154k 53.73
Spirit Rlty Cap Note 3.750% 5/1 0.2 $8.2M 9.0M 0.91
Spdr Gold Trust Gold Shs Call Option (GLD) 0.2 $8.0M 75k 106.85
Barclays Bk Ipath S&p500 Vix 0.2 $8.0M 400k 20.00
Pandora Media Put Option 0.2 $8.0M 375k 21.33
Starbucks Corporation (SBUX) 0.2 $7.5M 132k 56.84
Spirit Rlty Cap Note 2.875% 5/1 0.2 $7.5M 8.0M 0.94
Nxp Semiconductors N V (NXPI) 0.2 $6.9M 79k 87.05
Viacom CL B 0.1 $6.4M 149k 43.13
Exelixis Note 4.250% 8/1 0.1 $6.4M 5.3M 1.20
Netsuite Note 0.250% 6/0 0.1 $6.1M 6.1M 1.00
Con-way Call Option 0.1 $5.9M 125k 47.39
Insulet Corp Note 2.000% 6/1 0.1 $5.6M 6.0M 0.93
Chesapeake Energy Corp Note 2.750%11/1 0.1 $5.4M 5.5M 0.99
Infrareit Call Option 0.1 $5.3M 225k 23.68
Roi Acquisition Corp Ii 0.1 $5.3M 525k 10.00
Visa Com Cl A (V) 0.1 $5.2M 75k 69.65
Baker Hughes Incorporated 0.1 $5.0M 97k 51.54
United States Stl Corp Note 2.750% 4/0 0.1 $5.0M 5.0M 0.99
Gilead Sciences (GILD) 0.1 $4.9M 50k 98.15
Westrock (WRK) 0.1 $4.9M 95k 51.43
Electrum Spl Acquisition Cor SHS 0.1 $4.8M 500k 9.63
Illumina (ILMN) 0.1 $4.7M 27k 175.78
Select Sector Spdr Tr Sbi Cons Stpls (XLP) 0.1 $4.4M 93k 47.19
Citigroup Com New (C) 0.1 $4.3M 86k 49.60
Pepsi (PEP) 0.1 $3.9M 41k 94.27
Ishares Tr Nasdq Biotec Etf (IBB) 0.1 $3.6M 12k 302.85
L-3 Communications Holdings 0.1 $3.6M 35k 104.44
Goldman Sachs (GS) 0.1 $3.5M 20k 173.76
Renewable Energy Group MTNF 2.750% 6/1 0.1 $3.5M 4.0M 0.88
Honeywell International Call Option (HON) 0.1 $3.5M 37k 94.68
Sigma-Aldrich Corporation 0.1 $3.5M 25k 138.92
Waste Management Call Option (WM) 0.1 $3.4M 69k 49.80
Facebook Cl A (META) 0.1 $3.3M 37k 89.80
OmniVision Technologies Call Option 0.1 $3.3M 125k 26.26
Axovant Sciences 0.1 $3.2M 250k 12.92
Navistar Intl Corp Note 4.750% 4/1 0.1 $3.1M 4.5M 0.70
Philip Morris International (PM) 0.1 $3.1M 39k 79.09
Windstream Hldgs Com New 0.1 $3.1M 500k 6.14
Caterpillar Call Option (CAT) 0.1 $2.9M 45k 65.35
Deere & Company Call Option (DE) 0.1 $2.9M 39k 73.96
Chevron Corporation Call Option (CVX) 0.1 $2.9M 37k 78.88
Amyris Note 6.500% 5/1 0.1 $2.7M 4.0M 0.68
Restoration Hardware Hldgs I 0.1 $2.7M 29k 93.30
National Penn Bancshares 0.1 $2.4M 200k 11.75
Reynolds American Put Option 0.1 $2.3M 52k 44.26
Micron Technology Call Option (MU) 0.1 $2.2M 150k 14.98
Nokia Corp Sponsored Adr (NOK) 0.1 $2.2M 331k 6.78
Abengoa Yield Ord Shs 0.1 $2.2M 134k 16.55
Shutterfly Put Option 0.0 $2.0M 56k 35.56
Sina Corp Ord Call Option 0.0 $1.8M 46k 40.11
JPMorgan Chase & Co. Put Option (JPM) 0.0 $1.8M 30k 60.94
Republic Airways Holdings Call Option 0.0 $1.6M 284k 5.78
Discovery Communicatns Com Ser A Put Option 0.0 $1.6M 63k 26.02
Aercap Holdings Nv SHS (AER) 0.0 $1.5M 40k 38.22
Lo (LOCO) 0.0 $1.5M 141k 10.78
Alcatel-lucent Sponsored Adr 0.0 $1.5M 400k 3.65
Inovio Pharmaceuticals Com New 0.0 $1.4M 250k 5.78
Wyndham Worldwide Corporation Put Option 0.0 $1.4M 20k 71.90
Hewlett-Packard Company Put Option 0.0 $1.4M 54k 25.60
Solazyme Note 5.000%10/0 0.0 $1.3M 2.2M 0.58
SanDisk Corporation Put Option 0.0 $1.2M 22k 54.29
Exelon Corporation (EXC) 0.0 $1.2M 39k 29.68
Qihoo 360 Technology Note 2.500% 9/1 0.0 $1.1M 1.2M 0.96
Calpine Corp Com New 0.0 $1.1M 78k 14.59
Ak Stl Corp Note 5.000%11/1 0.0 $1.1M 1.5M 0.74
Cemex Sab De Cv Spon Adr New (CX) 0.0 $1.1M 153k 6.96
Sunedison Call Option 0.0 $1.1M 149k 7.18
FirstEnergy (FE) 0.0 $1.1M 34k 31.30
Adt Put Option 0.0 $1.0M 35k 29.88
PPG Industries (PPG) 0.0 $1.0M 12k 87.65
Smucker J M Com New (SJM) 0.0 $1.0M 8.8k 113.98
DealerTrack Holdings Put Option 0.0 $997k 16k 63.10
Hilton Worlwide Hldgs 0.0 $919k 40k 22.92
Baxter International (BAX) 0.0 $905k 28k 32.83
Ishares Tr U.s. Real Es Etf Put Option (IYR) 0.0 $893k 13k 70.87
Lam Research Corporation (LRCX) 0.0 $881k 14k 65.26
General Motors Company Call Option (GM) 0.0 $855k 29k 30.00
BioMarin Pharmaceutical (BMRN) 0.0 $846k 8.0k 105.21
Prudential Financial (PRU) 0.0 $784k 10k 76.12
Devon Energy Corporation (DVN) 0.0 $782k 21k 37.06
LKQ Corporation (LKQ) 0.0 $782k 28k 28.33
Kinder Morgan (KMI) 0.0 $780k 28k 27.66
CVS Caremark Corporation (CVS) 0.0 $771k 8.0k 96.38
Sirius Xm Holdings (SIRI) 0.0 $748k 200k 3.74
Cintas Corporation (CTAS) 0.0 $745k 8.7k 85.70
Nextera Energy (NEE) 0.0 $741k 7.6k 97.50
Duke Energy Corp Com New (DUK) 0.0 $719k 10k 71.90
Xl Group SHS 0.0 $719k 20k 36.31
Liberty Interactive Corp Qvc Gp Com Ser A 0.0 $718k 27k 26.20
Kroger (KR) 0.0 $714k 20k 36.05
Workday Cl A (WDAY) 0.0 $681k 9.9k 68.79
TJX Companies (TJX) 0.0 $678k 9.5k 71.37
AES Corporation (AES) 0.0 $671k 69k 9.78
Regeneron Pharmaceuticals (REGN) 0.0 $651k 1.4k 465.00
News Corp Cl A (NWSA) 0.0 $617k 49k 12.62
Tyco Intl SHS 0.0 $582k 17k 33.45
AmerisourceBergen (COR) 0.0 $579k 6.1k 94.92
H&R Block (HRB) 0.0 $568k 16k 36.20
Motorola Solutions Com New (MSI) 0.0 $560k 8.2k 68.29
Advance Auto Parts (AAP) 0.0 $549k 2.9k 189.31
Ryder System (R) 0.0 $547k 7.4k 73.92
Expeditors International of Washington (EXPD) 0.0 $545k 12k 46.98
Expedia Inc Del Com New (EXPE) 0.0 $541k 4.6k 117.61
W.W. Grainger (GWW) 0.0 $537k 2.5k 214.80
Coach 0.0 $526k 18k 28.90
CenterPoint Energy (CNP) 0.0 $517k 29k 18.01
Ameriprise Financial (AMP) 0.0 $511k 4.7k 108.96
Campbell Soup Company (CPB) 0.0 $506k 10k 50.60
Navistar International Corporation Put Option 0.0 $504k 40k 12.70
Capital One Financial (COF) 0.0 $485k 6.7k 72.39
Dish Network Corp Cl A 0.0 $461k 7.9k 58.33
Sealed Air (SEE) 0.0 $459k 9.8k 46.84
Arthur J. Gallagher & Co. (AJG) 0.0 $458k 11k 41.26
Hollyfrontier Corp 0.0 $449k 9.2k 48.80
Oge Energy Corp (OGE) 0.0 $437k 16k 27.31
Graphic Packaging Holding Company (GPK) 0.0 $427k 33k 12.79
Coca-Cola Company (KO) 0.0 $417k 10k 40.10
Eastman Chemical Company (EMN) 0.0 $414k 6.4k 64.69
Allison Transmission Hldngs I (ALSN) 0.0 $408k 15k 26.67
Endo Intl SHS (ENDPQ) 0.0 $408k 5.9k 69.15
Ally Financial (ALLY) 0.0 $406k 20k 20.34
Hornbeck Offshore Services 0.0 $405k 30k 13.50
Southwestern Energy Company (SWN) 0.0 $404k 32k 12.66
Skechers U S A Cl A (SKX) 0.0 $402k 3.0k 134.00
SBA Communications Corporation 0.0 $400k 3.8k 104.71
Maxim Integrated Products 0.0 $399k 12k 33.33
Cummins (CMI) 0.0 $390k 3.6k 108.33
Aon Shs Cl A 0.0 $389k 4.4k 88.41
Applied Materials (AMAT) 0.0 $387k 26k 14.66
Dominion Resources (D) 0.0 $387k 5.5k 70.36
Consolidated Edison (ED) 0.0 $387k 5.8k 66.72
Computer Sciences Corporation 0.0 $386k 6.3k 61.27
Altria (MO) 0.0 $384k 7.1k 54.31
BB&T Corporation 0.0 $384k 11k 35.51
Nike CL B (NKE) 0.0 $381k 3.1k 122.90
Martin Marietta Materials (MLM) 0.0 $379k 2.5k 151.60
Abbott Laboratories (ABT) 0.0 $378k 9.4k 40.21
Vulcan Materials Company (VMC) 0.0 $374k 4.2k 89.05
NVIDIA Corporation (NVDA) 0.0 $373k 15k 24.60
Lowe's Companies (LOW) 0.0 $372k 5.4k 68.89
Discover Financial Services (DFS) 0.0 $369k 7.1k 51.97
Pvh Corporation (PVH) 0.0 $366k 3.6k 101.67
Marathon Oil Corporation (MRO) 0.0 $364k 24k 15.36
Pentair SHS (PNR) 0.0 $362k 7.1k 50.99
Marvell Technology Group Ord Call Option 0.0 $362k 40k 9.04
Mondelez Intl Cl A (MDLZ) 0.0 $361k 8.6k 41.79
Continental Resources 0.0 $359k 12k 28.95
Scripps Networks Interact In Cl A Com 0.0 $358k 7.3k 49.14
Cimarex Energy 0.0 $358k 3.5k 102.43
J.B. Hunt Transport Services (JBHT) 0.0 $357k 5.0k 71.40
Celgene Corporation 0.0 $356k 3.3k 107.88
Cardinal Health (CAH) 0.0 $353k 4.6k 76.74
Cognizant Technology Solutio Cl A (CTSH) 0.0 $344k 5.5k 62.55
Align Technology (ALGN) 0.0 $340k 6.0k 56.67
FactSet Research Systems (FDS) 0.0 $338k 2.1k 159.74
Synchronoss Technologies 0.0 $337k 10k 32.72
Signet Jewelers SHS (SIG) 0.0 $336k 2.5k 136.03
GNC HLDGS Com Cl A 0.0 $335k 8.3k 40.41
Dynegy 0.0 $332k 16k 20.64
Cullen/Frost Bankers (CFR) 0.0 $325k 5.1k 63.48
Darden Restaurants (DRI) 0.0 $322k 4.7k 68.51
KAR Auction Services (KAR) 0.0 $319k 9.0k 35.44
Genesee & Wyo Cl A 0.0 $313k 5.3k 59.06
Cheniere Energy Com New (LNG) 0.0 $303k 6.3k 48.10
SVB Financial (SIVBQ) 0.0 $300k 2.6k 115.38
V.F. Corporation (VFC) 0.0 $300k 4.4k 68.18
Brocade Communications Sys I Com New 0.0 $285k 28k 10.35
Nordstrom (JWN) 0.0 $279k 3.9k 71.54
CenturyLink 0.0 $278k 11k 25.05
American Capital 0.0 $276k 23k 12.16
Centene Corporation (CNC) 0.0 $276k 5.1k 54.13
United Technologies Corporation 0.0 $275k 3.1k 88.71
NetScout Systems (NTCT) 0.0 $270k 7.6k 35.33
Akamai Technologies (AKAM) 0.0 $269k 3.9k 68.97
Bed Bath & Beyond 0.0 $264k 4.6k 56.93
National-Oilwell Var 0.0 $263k 7.0k 37.57
Citizens Financial (CFG) 0.0 $255k 11k 23.83
Liberty Broadband Corp Com Ser C (LBRDK) 0.0 $255k 5.0k 51.00
Spirit Airlines (SAVE) 0.0 $255k 5.4k 47.22
Fireeye 0.0 $254k 8.0k 31.75
Best Buy (BBY) 0.0 $244k 6.6k 36.97
Servicenow (NOW) 0.0 $243k 3.5k 69.43
McGraw-Hill Companies 0.0 $242k 2.8k 86.43
Medivation 0.0 $242k 5.7k 42.46
Cit Group Com New 0.0 $232k 5.8k 40.00
Intercept Pharmaceuticals In 0.0 $230k 1.4k 165.83
Fortinet (FTNT) 0.0 $229k 5.4k 42.41
Gulfport Energy Corp Com New 0.0 $229k 7.7k 29.58
Golar Lng Ltd Bermuda SHS (GLNG) 0.0 $228k 8.2k 27.80
Mobileye N V Amstelveen Ord Shs 0.0 $227k 5.0k 45.40
Chesapeake Energy Corporation Put Option 0.0 $227k 31k 7.30
Whitewave Foods 0.0 $224k 5.6k 40.00
Affiliated Managers (AMG) 0.0 $222k 1.3k 170.77
Adobe Systems Incorporated (ADBE) 0.0 $221k 2.7k 81.85
Jarden Corporation 0.0 $219k 4.5k 48.67
Jacobs Engineering 0.0 $217k 5.8k 37.41
Michael Kors Hldgs SHS 0.0 $215k 5.1k 42.16
Burlington Stores (BURL) 0.0 $214k 4.2k 50.95
Aramark Hldgs (ARMK) 0.0 $213k 7.2k 29.58
Pulte (PHM) 0.0 $211k 11k 18.84
Sonoco Products Company (SON) 0.0 $211k 5.6k 37.68
Acuity Brands (AYI) 0.0 $210k 1.2k 175.00
Fastenal Company (FAST) 0.0 $207k 5.7k 36.45
Envision Healthcare Hlds 0.0 $207k 5.6k 36.70
Teradyne (TER) 0.0 $203k 11k 17.96
Emerson Electric (EMR) 0.0 $203k 4.6k 44.13
Cypress Semiconductor Corporation 0.0 $201k 24k 8.50
Western Union Company (WU) 0.0 $185k 10k 18.32
Northstar Asset Management C 0.0 $171k 12k 14.36
Opko Health (OPK) 0.0 $142k 17k 8.40
Hudson City Ban 0.0 $122k 12k 10.17
Penn Virginia Corporation Put Option 0.0 $66k 125k 0.53
Orexigen Therapeutics 0.0 $29k 14k 2.04
Community Health Sys Right 99/99/9999 0.0 $18k 2.0M 0.01