Capstone Investment Advisors

Companies in the Capstone Investment Advisors portfolio as of December 2015 quarter

Company (Ticker) Portfolio Weight Share Count Change in Shares Price
Apple (AAPL) 16.54 5.75M 105.26
iShares FTSE/Xinhua China 25 Index (FXI) 5.18 5.38M 35.29
Amazon (AMZN) 4.02 218100 675.89
Baidu (BIDU) 3.83 741900 189.04
Sandisk Corp conv 3.39 119.50M 1.04
iShares Russell 2000 Index (IWM) 3.38 1.10M 112.62
AT&T; (T) 3.00 3.19M 34.41
Precision Castparts (PCP) 2.43 384000 232.01
Jetblue Airways Corp dbcv 6.750%10/1 2.19 17.20M 4.66
Partner Re Ltd. 1.62 425000 139.74
American International (AIG) 1.52 901430 61.97
Tesla Mtrs Inc note 1.500% 6/0 1.34 25.00M 1.97
Wesco Intl Inc dbcv 6.000% 9/1 1.25 29.45M 1.55
Chubb Corporation (CB) 1.21 335000 132.64
Take-two Interactive Sof note 1.15 23.00M 1.83
Central Fd Cda Ltd cl a 1.14 4.17M 9.99
Micron Technology Inc bond 1.13 25.99M 1.59
Cemex Sab De Cv conv bnd 1.05 41.00M 0.94
Keurig Green Mtn 1.04 424900 89.98
Verizon Communications (VZ) 0.97 767400 46.22
Airgas (ARG) 0.96 255000 138.32
Netflix (NFLX) 0.95 303343 114.38
Cemex Sab De Cv conv bnd 0.92 33.66M 1.00
Ctrip.com Inter Ltd. conv 0.91 25.00M 1.33
Walgreen Boots Alliance 0.90 389223 85.15
Health Net (HNT) 0.89 476717 68.46
Herbalife Ltd Com Stk 0.89 611242 53.62
Broadcom Corporation (BRCM) 0.87 550000 57.82
Cameron International Corporation (CAM) 0.84 488226 63.20
Johnson & Johnson (JNJ) 0.79 280000 102.72
Linkedin Corp Com 0.79 127800 225.08
Double Eagle Acquisition Cor 0.78 3.00M 9.56
Symetra Finl Corp 0.74 850000 31.77
Boulevard Acquisition cl a 0.71 2.62M 9.85
Procter & Gamble Company (PG) 0.69 319617 79.36
International Business Machines (IBM) 0.67 178500 137.62
Ipath S&p 500 Vix S/t Fu Etn 0.65 1.18M 20.10
Cablevision Systems Corporation (CVC) 0.64 737492 31.90
Xpo Logistics note 4.5% 10/1 0.64 13.67M 1.71
Wl Ross Hldg 0.63 2.31M 9.96
Exxon Mobil Corporation (XOM) 0.62 289587 77.92
Colgate-Palmolive Company (CL) 0.62 339200 66.62
Marriott International (MAR) 0.62 337849 66.99
American Rlty Cap Pptys Inc note 3.000% 8/0 0.58 23.00M 0.93
Anadarko Petroleum Corporation (APC) 0.55 414821 48.58
Uti Worldwide 0.55 20.23M 0.99
Ace Limited Cmn 0.54 170000 116.85
Coca-cola Enterprises Inc New 0.54 404100 49.24
Allergan 0.53 62500 312.48
Starwood Hotels & Resorts Worldwide (HOT) 0.52 276310 69.28
EMC Corporation (EMC) 0.47 665100 25.68
Pace Hldgs Corp cl a 0.47 1.75M 9.90
Quinpario Acquisition Corp 2 0.46 1.75M 9.70
CBS Corporation (CBS) 0.44 342800 47.13
StanCorp Financial (SFG) 0.44 140000 113.88
Brookdale Senior Living note 0.44 16.00M 1.00
King Digital Entertainment 0.44 898811 17.88
Gores Hldgs Inc cl a 0.41 1.50M 10.00
Starwood Ppty note 4.0% 1/15/ 0.40 14.00M 1.04
Tesla Motors Inc bond 0.40 16.00M 0.92
Alphabet Inc Class A cs 0.40 19006 777.95
Starwood Waypoint Residentl note 3.000% 7/0 0.38 14.80M 0.93
Walt Disney Company (DIS) 0.36 123814 105.07
Cisco Systems (CSCO) 0.35 477000 27.15
Starbucks Corporation (SBUX) 0.34 206860 60.03
Terrapin 3 Acquisition 0.34 1.25M 9.86
Heartland Payment Systems (HPY) 0.32 123263 94.81
Workday Inc conv 0.31 10.00M 1.15
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.31 11.50M 0.99
Videocon D2h 0.27 1.11M 8.88
Cheniere Energy Inc note 4.250% 3/1 0.27 19.00M 0.52
Global Partner Acquisition C 0.27 1000000 9.90
Sandisk Corp note 1.500% 8/1 0.26 6.00M 1.57
Alon Usa Energy Inc note 3.000% 9/1 0.26 8.00M 1.18
Hennessy Cap Acquisition Cor 0.26 1000000 9.64
Chesapeake Energy Corp note 2.500% 5/1 0.24 18.50M 0.47
ISTAR FINL INC NOTE 3.000%11/1 ADDED CONV 11/15/2016 0.24 8.20M 1.08
Workday Inc corporate bonds 0.24 7.50M 1.19
Sunedison Inc note 2.000%10/0 0.24 16.00M 0.55
Cien 4 12/15/20 0.23 6.50M 1.30
Tesaro Inc note 3.000%10/0 0.23 5.00M 1.69
Solera Holdings (SLH) 0.21 142445 54.83
Honeywell International (HON) 0.21 75000 103.12
Bgc Partners, Inc. note 4.500% 7/1 0.21 7.00M 1.09
Via (VIA.B) 0.20 181291 41.16
Tesla Motors Inc bond 0.19 7.50M 0.94
Exelixis Inc cnv 0.17 5.29M 1.18
Integrated Device Technology note 0.875% 11/1 0.17 6.00M 1.03
Depomed Inc conv 0.16 5.00M 1.14
iShares MSCI Emerging Markets Indx (EEM) 0.15 166919 32.19
Humana (HUM) 0.15 30000 178.50
Chesapeake Energy Corp note 2.500% 5/1 0.14 10.70M 0.47
SPDR S&P; 500 ETF (SPY) 0.14 25000 203.84
Berry Plastics 0.14 146427 36.18
American Rlty Cap Pptys Inc note 3.750%12/1 0.14 5.50M 0.90
Clovis Oncology Inc note 2.500% 9/1 0.14 6.00M 0.86
Yahoo! (YHOO) 0.13 137752 33.26
Rite Aid Corporation (RAD) 0.13 600000 7.84
Goldman Sachs (GS) 0.12 23903 180.20
Cheniere Energy (LNG) 0.12 119594 37.21
Netsuite Inc note 0.250% 6/0 0.12 4.57M 0.99
Chevron Corporation (CVX) 0.11 43600 89.95
Illumina (ILMN) 0.11 21000 191.90
Twitter 0.11 167020 23.13
OmniVision Technologies (OVTI) 0.10 127700 29.01
Solarcity Corp note 1.625%11/0 0.10 4.50M 0.81
Baker Hughes Incorporated (BHI) 0.09 71300 46.14
Deere & Company (DE) 0.09 44029 76.26
Pepsi (PEP) 0.09 32000 99.88
Renewable Energy Group Inc mtnf 2.750% 6/1 0.09 4.02M 0.85
Caterpillar (CAT) 0.08 44500 67.96
Office Depot (ODP) 0.08 522600 5.64
Public Service Enterprise (PEG) 0.08 75594 38.68
Vantiv Inc Cl A 0.08 58588 47.42
Amyris Inc. note 6.500% 5/1 added 0.08 4.00M 0.71
General Electric Company (GE) 0.07 84000 31.14
Boeing Company (BA) 0.07 18600 144.57
Kroger (KR) 0.07 63371 41.82
Cleco Corporation (CNL) 0.07 50000 52.20
National Penn Bancshares (NPBC) 0.07 200000 12.33
Shutterfly (SFLY) 0.07 56200 44.54
Infrareit 0.07 130000 18.50
Reynolds American (RAI) 0.06 51600 46.14
Nokia Corporation (NOK) 0.06 306600 7.02
Texas Instruments Incorporated (TXN) 0.06 41212 54.79
J.M. Smucker Company (SJM) 0.06 17258 123.31
Microsemi Corporation (MSCC) 0.06 72133 32.26
Macquarie Infrastructure Company (MIC) 0.06 31890 72.59
TransDigm Group Incorporated (TDG) 0.06 9199 228.39
Citigroup Inc 0.06 43322 51.70
Facebook Inc cl a 0.06 21001 104.57
Aramark Hldgs 0.06 68503 32.25
Navistar Intl Corp conv 0.06 4.50M 0.48
Principal Financial (PFG) 0.05 41500 44.96
Dominion Resources (D) 0.05 27127 67.61
Citrix Systems (CTXS) 0.05 22935 75.65
Hanesbrands (HBI) 0.05 64480 29.42
EOG Resources (EOG) 0.05 24686 70.77
Juniper Networks (JNPR) 0.05 61415 27.60
Graphic Packaging Holding Company (GPK) 0.05 131490 12.83
Valeant Pharmaceuticals Int (VRX) 0.05 17600 101.65
Visteon Corporation (VC) 0.05 16811 114.45
Hilton Worlwide Hldgs 0.05 88473 21.40
Inovio Pharmaceuticals 0.05 250000 6.72
Crown Holdings (CCK) 0.04 30091 50.68
Total System Services (TSS) 0.04 29900 49.80
Coca-Cola Company (KO) 0.04 30525 42.74
LKQ Corporation (LKQX) 0.04 46538 29.61
McGraw-Hill Companies (MHP) 0.04 16058 98.52
International Paper Company (IP) 0.04 39362 37.68
DaVita (DVA) 0.04 23632 69.69
E.I. du Pont de Nemours & Company (DD) 0.04 19500 66.56
Tyson Foods (TSN) 0.04 27115 53.33
Campbell Soup Company (CPB) 0.04 26351 52.52
Capital One Financial (COF) 0.04 20006 72.18
Praxair (PX) 0.04 15391 102.40
QUALCOMM (QCOM) 0.04 30585 49.93
Exelon Corporation (EXC) 0.04 51556 27.76
Gilead Sciences (GILD) 0.04 13000 101.15
General Dynamics Corporation (GD) 0.04 11632 137.29
Fiserv (FISV) 0.04 16887 91.43
Sempra Energy (SRE) 0.04 16909 93.97
Alliance Data Systems Corporation (ADS) 0.04 5159 276.41
Micron Technology (MU) 0.04 100000 14.16
salesforce (CRM) 0.04 20638 78.40
American Capital (ACAS) 0.04 97026 13.78
Zions Bancorporation (ZION) 0.04 48900 27.28
Align Technology (ALGN) 0.04 19815 65.81
Intuit (INTU) 0.04 13500 96.44
Ulta Salon, Cosmetics & Fragrance (ULTA) 0.04 7609 184.91
GOLAR LNG Limited Com 0.04 100000 15.79
Spirit AeroSystems Holdings (SPR) 0.04 31790 50.05
Inphi Corporation (IPHI) 0.04 56209 27.01
Opko Health (OPK) 0.04 160711 10.05
Mosaic Co New 0.04 50010 27.57
Burlington Stores 0.04 33080 42.90
Western Union Company (WU) 0.03 61274 17.90
Lincoln National Corporation (LNC) 0.03 20800 50.24
Arthur J. Gallagher & Co. (AJG) 0.03 24594 40.90
Ameriprise Financial (AMP) 0.03 11700 106.41
McDonald's Corporation (MCD) 0.03 8000 118.12
Pfizer (PFE) 0.03 38395 32.27
Apache Corporation (APA) 0.03 24012 44.44
Copart (CPRT) 0.03 26713 38.00
Comerica Incorporated (CMA) 0.03 27000 41.81
Darden Restaurants (DRI) 0.03 15997 63.64
Foot Locker (FL) 0.03 14345 65.04
Masco Corporation (MAS) 0.03 34399 28.29
National-Oilwell Var (NOV) 0.03 29083 33.46
Cadence Design Systems (CDNS) 0.03 56798 20.79
CenturyLink (CTL) 0.03 48841 25.14
D.R. Horton (DHI) 0.03 28685 32.00
Xcel Energy (XEL) 0.03 27100 35.90
Arch Capital Group Ltd 0.03 15030 69.73
Chesapeake Energy Corporation (CHK) 0.03 207810 4.50
Wyndham Worldwide Corporation (WYN) 0.03 14000 72.64
Edison International (EIX) 0.03 18500 59.19
First Niagara Financial (FNFG) 0.03 88808 10.84
Ingersoll-rand Co Ltd-cl A 0.03 20400 55.25
Synchronoss Technologies (SNCR) 0.03 27200 35.22
Cepheid (CPHD) 0.03 28660 36.50
Teradyne (TER) 0.03 56487 20.66
EQT Corporation (EQT) 0.03 17679 52.10
Pandora Media Inc 0.03 86700 13.40
Fortune Brands 0.03 18767 55.47
Phillips 66 0.03 13424 81.79
Adt 0.03 35000 32.90
Solazyme Inc bond 0.03 2.20M 0.50
Medtronic 0.03 16200 76.91
Loews Corporation (L) 0.02 15100 38.34
MasterCard Incorporated (MA) 0.02 6711 97.30
Progressive Corporation (PGR) 0.02 27340 31.78
Signature Bank (SBNY) 0.02 4400 153.18
MGIC Investment (MTG) 0.02 101440 8.82
AutoNation (AN) 0.02 14139 59.62
Cabot Oil & Gas Corporation (COG) 0.02 37670 17.68
Range Resources (RRC) 0.02 35306 24.59
Waste Management (WM) 0.02 12100 53.31
Home Depot (HD) 0.02 4699 132.16
Tractor Supply Company (TSCO) 0.02 7560 85.45
ResMed (RMD) 0.02 12756 53.62
Bed Bath & Beyond (BBBY) 0.02 12787 48.17
Cullen/Frost Bankers (CFR) 0.02 9353 59.98
Cummins (CMI) 0.02 9089 87.91
Edwards Lifesciences (EW) 0.02 10756 78.93
NetApp (NTAP) 0.02 25400 26.50
Nuance Communications (NUAN) 0.02 29371 19.88
Paychex (PAYX) 0.02 10779 52.88
Sealed Air (SEE) 0.02 12376 44.52
Union Pacific Corporation (UNP) 0.02 11097 78.13
W.W. Grainger (GWW) 0.02 3016 202.59
AFLAC Incorporated (AFL) 0.02 11780 59.85
Boston Scientific Corporation (BSX) 0.02 41328 18.44
Verisign (VRSN) 0.02 6528 87.32
SVB Financial (SIVB) 0.02 5800 118.79
Western Digital (WDC) 0.02 12400 60.00
AmerisourceBergen (ABC) 0.02 7900 103.67
Unum (UNM) 0.02 24847 33.28
Becton, Dickinson and (BDX) 0.02 5700 154.04
eBay (EBAY) 0.02 28494 27.48
Merck & Co (MRK) 0.02 14681 52.79
Parker-Hannifin Corporation (PH) 0.02 9092 96.90
Danaher Corporation (DHR) 0.02 8667 92.77
Murphy Oil Corporation (MUR) 0.02 39721 22.43
Lowe's Companies (LOW) 0.02 7481 75.93
W.R. Berkley Corporation (WRB) 0.02 15003 54.72
Dollar Tree (DLTR) 0.02 10443 77.18
AutoZone (AZO) 0.02 1200 741.67
Eagle Materials (EXP) 0.02 14600 60.41
Discovery Communications (DISCA) 0.02 28686 26.67
Robert Half International (RHI) 0.02 12116 47.13
Whiting Petroleum Corporation (WLL) 0.02 63600 9.42
Quanta Services (PWR) 0.02 29819 20.22
Celanese Corporation (CE) 0.02 9556 67.29
Ingram Micro (IM) 0.02 24188 30.35
Western Refining (WNR) 0.02 20208 35.58
CenterPoint Energy (CNP) 0.02 37137 18.34
Hormel Foods Corporation (HRL) 0.02 9798 79.00
Southwest Airlines (LUV) 0.02 19126 43.03
Manhattan Associates (MANH) 0.02 11759 66.16
Ashland (ASH) 0.02 7250 102.62
F5 Networks (FFIV) 0.02 7200 96.94
Navistar International Corporation (NAV) 0.02 89400 8.84
Nabors Industries Ltd shs 0.02 65963 8.50
Avago Technologies 0.02 4100 145.12
Cobalt Intl Energy Inc 0.02 112341 5.39
Ralph Lauren Corp 0.02 7679 111.47
Xpo Logistics Inc equity 0.02 25110 27.24
Acadia Healthcare 0.02 8900 62.36
Michael Kors Holdings Ltd shs 0.02 14882 40.05
Eaton 0.02 13900 52.01
Abbvie 0.02 10956 59.24
Premier 0.02 17513 35.23
Monster Beverage Corp Com stock 0.02 5801 148.94
First Data 0.02 45000 16.00
CIT (CIT) 0.01 5300 39.62
Bank of America Corporation (BAC) 0.01 18809 16.80
Legg Mason (LM) 0.01 8653 39.18
Devon Energy Corporation (DVN) 0.01 11554 31.94
IAC/InterActive (IACI) 0.01 8600 60.00
Seattle Genetics (SGEN) 0.01 5687 44.84
BioMarin Pharmaceutical (BMRN) 0.01 5242 104.73
Incyte Corporation (INCY) 0.01 3324 108.30
Regeneron Pharmaceuticals (REGN) 0.01 400 542.50
AES Corporation (AES) 0.01 20360 9.53
DENTSPLY International (XRAY) 0.01 5200 60.77
Federated Investors (FII) 0.01 18551 28.62
Hologic (HOLX) 0.01 11840 38.68
J.B. Hunt Transport Services (JBHT) 0.01 5400 73.33
Ryder System (R) 0.01 9385 56.79
Spectra Energy (SE) 0.01 17610 23.91
Stanley Black & Decker (SWK) 0.01 3000 106.67
SYSCO Corporation (SYY) 0.01 6877 40.86
Trimble Navigation (TRMB) 0.01 11850 21.43
Uti Worldwide, Inc. 0.01 54000 7.02
Wells Fargo & Company (WFC) 0.01 4200 54.29
Automatic Data Processing (ADP) 0.01 4025 84.47
Tiffany & Co. (TIF) 0.01 3900 76.15
BE Aerospace (BEAV) 0.01 5090 42.24
JetBlue Airways Corporation (JBLU) 0.01 9643 22.61
Universal Health Services (UHS) 0.01 3500 119.43
Olin Corporation (OLN) 0.01 18126 17.21
Avnet (AVT) 0.01 7100 42.82
BB&T; Corporation (BBT) 0.01 12350 37.73
DISH Network (DISH) 0.01 8710 57.18
NIKE (NKE) 0.01 5260 62.36
UnitedHealth (UNH) 0.01 4200 117.62
Staples (SPLS) 0.01 23670 9.46
Cintas Corporation (CTAS) 0.01 5900 91.02
Manpower (MAN) 0.01 2669 83.93
Markel Corporation (MKL) 0.01 600 883.33
Live Nation Entertainment (LYV) 0.01 13486 24.54
WABCO Holdings (WBC) 0.01 4769 102.12
Roper Industries (ROP) 0.01 1964 189.41
Ultimate Software (ULTI) 0.01 2547 195.13
Umpqua Holdings Corporation (UMPQ) 0.01 12300 15.85
Zimmer Holdings (ZMH) 0.01 2300 102.17
Donaldson Company (DCI) 0.01 13105 28.62
Sinclair Broadcast (SBGI) 0.01 14800 32.50
Calpine Corporation (CPN) 0.01 32177 14.45
Estee Lauder Companies (EL) 0.01 5741 87.96
Under Armour (UA) 0.01 3200 80.31
Brunswick Corporation (BC) 0.01 9419 50.43
Key (KEY) 0.01 36058 13.17
Marvell Technology Group Ltd 0.01 40000 8.81
Prosperity Bancshares (PRSP) 0.01 11100 47.84
Reliance Steel & Aluminum (RS) 0.01 4820 57.88
Armstrong World Industries (AWI) 0.01 4899 45.72
DTE Energy Company (DTE) 0.01 5580 80.11
IPG Photonics Corporation (IPGP) 0.01 2947 88.90
Jabil Circuit (JBL) 0.01 12223 23.23
Oge Energy Corp (holding Co) Com Stk 0.01 14489 26.23
Questar Corporation (STR) 0.01 12260 19.41
Teleflex Incorporated (TFX) 0.01 3277 131.22
Tempur-Pedic International (TPX) 0.01 7147 70.38
athenahealth (ATHN) 0.01 2702 160.62
Credicorp Ltd Com 0.01 3900 97.18
World Fuel Services Corporation (INT) 0.01 10199 38.44
MGM Resorts International. (MGM) 0.01 19722 22.72
Myriad Genetics (MYGN) 0.01 10110 43.13
Skyworks Solutions (SWKS) 0.01 4800 76.67
Wabtec Corporation (WAB) 0.01 4600 71.09
Aqua America (WTR) 0.01 13000 29.77
ALLETE (ALE) 0.01 4100 50.73
Brookdale Senior Living (BKD) 0.01 23598 18.43
TreeHouse Foods (THS) 0.01 3820 78.27
First American Financial (FAF) 0.01 6500 35.85
Industries N shs - a - 0.01 5300 86.79
O'reilly Automotive Inc 0.01 1800 253.33
Kinder Morgan Inc. 0.01 20039 14.87
Hollyfrontier Corp 0.01 11644 39.85
Cbre Group Inc Cl A 0.01 10200 34.51
Expedia 0.01 2634 124.15
Telephone And Data Systems 0.01 19673 25.87
Post Holdings Inc Common 0.01 8704 61.70
Workday Inc cl a 0.01 3310 79.46
Realogy Hldgs 0.01 12533 36.62
Whitewave Foods 0.01 11604 38.87
Ak Steel Corp. conv 0.01 500000 0.54
Cdw 0.01 5300 41.89
Intrexon 0.01 10205 30.08
American Airls 0.01 6350 42.20
Antero Res 0.01 22845 21.80
Investors Ban 0.01 18213 12.41
Ally Financial 0.01 21040 18.63
Qorvo 0.01 4400 50.68
Godaddy Inc cl a 0.01 6750 32.00
Steris 0.01 4400 75.23
Huntington Bancshares Incorporated (HBAN) 0.00 10181 11.00
Microsoft Corporation (MSFT) 0.00 1.23M 0.00
People's United Financial (PBCT) 0.00 10460 16.06
SLM Corporation (SLM) 0.00 18386 6.47
Harsco Corporation (HSC) 0.00 13500 7.85
Regions Financial Corporation (RF) 0.00 18900 9.58
Penn Virginia Corporation (PVA) 0.00 50000 0.30
Radian (RDN) 0.00 11915 13.34
MannKind Corporation (MNKD) 0.00 11135 1.44
Materials SPDR (XLB) 0.00 250001 0.00
Kosmos Energy Ltd 0.00 25637 5.19
Wendy's/arby's Group 0.00 11000 10.73
Zynga 0.00 14500 2.62
Noble Corp Plc equity 0.00 10325 10.46
Community Health Sys Inc New right 01/27/2016 0.00 2.00M 0.01
Beneficial Ban 0.00 13400 13.28
Viavi Solutions Inc equities 0.00 16900 6.04