Capstone Investment Advisors

Capstone Investment Advisors as of March 31, 2018

Portfolio Holdings for Capstone Investment Advisors

Capstone Investment Advisors holds 229 positions in its portfolio as reported in the March 2018 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
PowerShares QQQ Trust, Series 1 8.6 $452M 2.8M 160.13
Spdr S&p 500 Etf (SPY) 8.3 $435M 1.7M 263.15
iShares Russell 2000 Index (IWM) 7.9 $411M 2.7M 151.81
Amazon (AMZN) 4.5 $234M 162k 1447.34
Alphabet Inc Class C cs (GOOG) 4.2 $220M 213k 1031.79
Apple (AAPL) 3.8 $199M 1.2M 167.78
Facebook Inc cl a (META) 2.8 $147M 921k 159.79
iShares FTSE/Xinhua China 25 Index (FXI) 2.5 $133M 2.8M 47.24
Time Warner 2.3 $118M 1.3M 94.57
Nxp Semiconductors N V (NXPI) 2.2 $113M 969k 117.00
Microsoft Corporation (MSFT) 2.1 $111M 1.2M 91.27
Johnson & Johnson (JNJ) 1.9 $100M 782k 128.15
Aetna 1.8 $93M 550k 169.00
Nxp Semiconductors N V dbcv 1.000% 12/0 1.7 $89M 72M 1.24
iShares iBoxx $ High Yid Corp Bond (HYG) 1.6 $82M 960k 85.64
Servicenow Inc. note 1.5 $79M 35M 2.24
Rockwell Collins 1.4 $74M 550k 134.85
Utilities SPDR (XLU) 1.3 $68M 1.3M 50.56
Mercadolibre Inc note 2.250% 7/0 1.2 $64M 23M 2.83
Barclays Bk Plc Ipath S&p500 Vix etf 1.2 $64M 1.3M 47.31
SPDR Gold Trust (GLD) 1.2 $61M 481k 125.90
Consumer Staples Select Sect. SPDR (XLP) 1.1 $59M 1.1M 52.63
iShares MSCI South Korea Index Fund (EWY) 1.1 $57M 750k 75.45
Tesla Motors Inc bond 1.0 $53M 53M 1.00
iShares MSCI Emerging Markets Indx (EEM) 0.9 $50M 1.0M 48.28
Monsanto Company 0.9 $49M 417k 116.69
Orbital Atk 0.9 $46M 344k 132.61
Alon Usa Energy Inc note 3.000% 9/1 0.8 $40M 26M 1.53
Tesla Motors (TSLA) 0.8 $39M 147k 266.05
Solarcity Corp note 2.750%11/0 0.7 $39M 40M 0.98
Navistar Intl Corp conv 0.7 $38M 37M 1.03
Whiting Pete Corp New Note 1.250% 4/0 bond 0.7 $34M 36M 0.95
Altaba 0.7 $34M 461k 74.04
Teva Pharm Finance Llc Cvt cv bnd 0.6 $33M 37M 0.88
Procter & Gamble Company (PG) 0.6 $32M 400k 79.27
International Business Machines (IBM) 0.6 $32M 205k 153.43
Vipshop Holdings Ltd - Ads bond 0.6 $31M 29M 1.08
Dr Pepper Snapple 0.6 $30M 250k 118.38
Impax Laboratories Inc conv 0.6 $30M 30M 1.00
Dowdupont 0.5 $28M 432k 63.71
Vector Group Ltd frnt 1/1 0.5 $27M 19M 1.44
Brookdale Senior Living note 0.5 $25M 25M 1.00
Rwt 4 5/8 04/15/18 0.5 $25M 25M 1.00
At&t (T) 0.5 $25M 694k 35.65
Ctrip.com Inter Ltd. conv 0.5 $24M 20M 1.22
Validus Holdings 0.5 $24M 357k 67.45
Medicines Company 2.750000 07/15/2023 bond 0.5 $24M 25M 0.97
Kinder Morgan (KMI) 0.5 $24M 1.6M 15.06
Wal-Mart Stores (WMT) 0.4 $23M 261k 88.96
Pattern Energy Group Inc. 4.00% July 15, 2020 ccb 0.4 $23M 23M 0.99
Two Hbrs Invt Corp note 6.250% 1/1 0.4 $23M 22M 1.05
Microsemi Corporation 0.4 $22M 339k 64.72
Granite Pt Mtg Tr Inc Note 5.62512/0 0.4 $22M 23M 0.98
iShares MSCI Hong Kong Index Fund (EWH) 0.4 $21M 821k 25.31
Xl 0.4 $21M 374k 55.26
DST Systems 0.4 $20M 244k 83.65
Cornerstone Ondemand Inc conv 0.4 $20M 20M 1.00
Alibaba Group Holding (BABA) 0.4 $20M 110k 183.50
Redwood Tr Inc note 4.750% 8/1 0.4 $19M 20M 0.97
Golar Lng Ltd convertible security 0.3 $18M 18M 1.02
Dell Technologies Inc Class V equity 0.3 $17M 235k 73.21
Goldman Sachs (GS) 0.3 $16M 64k 251.91
Verisign Inc sdcv 3.250% 8/1 0.3 $15M 128k 118.56
Tesla Motors Inc bond 0.3 $15M 15M 1.00
Navistar Intl Corp conv 0.3 $15M 15M 1.02
Medicines Company conv 0.3 $15M 13M 1.16
Booking Holdings (BKNG) 0.3 $15M 7.1k 2080.35
Ironwood Pharmaceuticals Inc dbcv 2.250% 6/1 0.3 $14M 12M 1.18
Unisys Corp note 5.500% 3/0 0.3 $14M 11M 1.32
Chesapeake Energy Corp convertible security 0.3 $14M 16M 0.87
Microchip Technology Inc note 1.625% 2/1 0.3 $13M 7.5M 1.78
Nuvasive Inc note 2.250% 3/1 0.2 $13M 12M 1.10
Ciena Corp note 3.750%10/1 0.2 $13M 9.9M 1.32
General Cable Corp Del New frnt 4.500% 11/1 0.2 $13M 12M 1.06
Mulesoft Inc cl a 0.2 $12M 280k 43.98
Blackhawk Network Hldgs Inc cl a 0.2 $12M 269k 44.70
Twenty-first Century Fox 0.2 $12M 315k 36.69
Herbalife Ltd Com Stk (HLF) 0.2 $11M 112k 97.48
Blackstone Mtg Tr Inc note 4.375% 5/0 0.2 $11M 11M 0.99
Technology SPDR (XLK) 0.2 $11M 160k 65.44
Orbotech Ltd Com Stk 0.2 $9.9M 160k 62.18
Qualcomm (QCOM) 0.2 $9.4M 170k 55.41
Tronox 0.2 $9.2M 500k 18.44
Cleveland Cliffs Inc dbcv 1.500% 1/1 0.2 $8.6M 8.0M 1.08
Microchip Technology Inc sdcv 2.125%12/1 0.2 $9.0M 7.5M 1.20
Exact Sciences Corp convertible/ 0.2 $8.9M 10M 0.89
CIGNA Corporation 0.2 $8.4M 50k 167.74
VMware 0.2 $8.5M 70k 121.30
Tribune Co New Cl A 0.2 $8.4M 207k 40.51
Medidata Solutions Inc conv 0.2 $8.5M 7.5M 1.13
Cavium 0.1 $7.7M 97k 79.38
Allergan 0.1 $7.7M 46k 168.32
Insulet Corp note 1.250% 9/1 0.1 $7.8M 5.0M 1.55
Stewart Information Services Corporation (STC) 0.1 $7.3M 165k 43.94
Bunge 0.1 $7.4M 100k 73.94
Acorda Therap note 1.75% 6/15 0.1 $7.2M 7.9M 0.91
Broad 0.1 $7.2M 31k 235.63
Caterpillar (CAT) 0.1 $6.8M 46k 147.36
Herbalife Ltd conv 0.1 $6.7M 5.5M 1.21
Rh (RH) 0.1 $6.8M 71k 95.27
Clovis Oncology Inc note 2.500% 9/1 0.1 $6.5M 5.6M 1.16
Philip Morris International (PM) 0.1 $5.7M 58k 99.41
Netflix (NFLX) 0.1 $6.0M 21k 288.14
Radius Health Inc note 3.000% 9/0 0.1 $5.6M 5.5M 1.01
NxStage Medical 0.1 $5.0M 202k 24.86
iShares IBoxx $ Invest Grade Corp Bd (LQD) 0.1 $5.2M 44k 117.39
Blue Buffalo Pet Prods 0.1 $5.3M 134k 39.81
Avista Corporation (AVA) 0.1 $4.6M 89k 51.26
Oracle Corporation (ORCL) 0.1 $4.7M 103k 45.76
iShares MSCI Australia Index Fund (EWA) 0.1 $4.6M 207k 22.02
iShares MSCI Switzerland Index Fund (EWL) 0.1 $4.5M 130k 34.37
Csra 0.1 $4.9M 120k 41.23
Cognizant Technology Solutions (CTSH) 0.1 $4.1M 51k 80.51
iShares MSCI EAFE Index Fund (EFA) 0.1 $4.2M 61k 69.68
WGL Holdings 0.1 $4.1M 49k 83.64
Tor Dom Bk Cad (TD) 0.1 $4.0M 70k 56.85
Oclaro 0.1 $4.3M 446k 9.56
iShares MSCI Germany Index Fund (EWG) 0.1 $4.1M 128k 32.04
Blackstone Mtg Tr Inc Note 4.750 3/1 bond 0.1 $4.0M 4.0M 0.99
Schlumberger (SLB) 0.1 $3.5M 54k 64.78
Akorn 0.1 $3.8M 202k 18.71
Chicago Bridge & Iron Company 0.1 $3.7M 256k 14.40
Hldgs (UAL) 0.1 $3.7M 53k 69.47
SPDR S&P Metals and Mining (XME) 0.1 $3.6M 105k 34.04
Rsp Permian 0.1 $3.4M 74k 46.88
Amyris Inc. note 6.500% 5/1 0.1 $3.7M 4.0M 0.93
Insmed Inc convertible security 0.1 $3.5M 4.0M 0.88
Amtrust Financial Services 0.1 $3.0M 240k 12.31
KapStone Paper and Packaging 0.1 $3.3M 96k 34.31
Vanguard Total Bond Market ETF (BND) 0.1 $3.0M 37k 79.92
iShares MSCI Spain Index (EWP) 0.1 $3.3M 100k 32.51
Pinnacle Entertainment 0.1 $3.0M 100k 30.15
Vaneck Vectors Semiconductor Etf semiconductor (SMH) 0.1 $3.0M 29k 104.28
Weatherford Intl Ltd Note 5.875% 7/0 bond 0.1 $3.2M 3.5M 0.90
USG Corporation 0.1 $2.8M 68k 40.43
C.H. Robinson Worldwide (CHRW) 0.1 $2.6M 28k 93.73
Almost Family 0.1 $2.5M 44k 56.00
Concho Resources 0.1 $2.6M 17k 150.35
iShares Gold Trust 0.1 $2.5M 200k 12.73
Express Scripts Holding 0.1 $2.9M 41k 69.08
Dynegy 0.1 $2.9M 212k 13.52
Depomed Inc conv 0.1 $2.4M 3.0M 0.81
Senseonics Hldgs Inc note 5.250% 2/0 0.1 $2.7M 2.5M 1.08
PHH Corporation 0.0 $2.0M 188k 10.46
Exxon Mobil Corporation (XOM) 0.0 $2.2M 30k 74.58
Newfield Exploration 0.0 $2.1M 84k 24.42
Altria (MO) 0.0 $2.1M 34k 62.35
Halliburton Company (HAL) 0.0 $1.9M 40k 46.94
Rite Aid Corporation 0.0 $2.3M 1.4M 1.68
Infinity Property and Casualty 0.0 $2.3M 19k 118.38
SCANA Corporation 0.0 $2.3M 62k 37.55
Capella Education Company 0.0 $2.2M 25k 87.34
iShares Lehman Aggregate Bond (AGG) 0.0 $2.3M 22k 107.25
CurrencyShares Euro Trust 0.0 $2.2M 19k 118.32
Zendesk 0.0 $2.0M 42k 47.87
Medtronic (MDT) 0.0 $2.3M 29k 80.37
Alcoa (AA) 0.0 $2.1M 46k 44.96
JPMorgan Chase & Co. (JPM) 0.0 $1.6M 15k 109.96
Credit Acceptance (CACC) 0.0 $1.7M 5.0k 330.40
Goldcorp 0.0 $1.6M 117k 13.81
Consumer Discretionary SPDR (XLY) 0.0 $1.5M 14k 101.32
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.0 $1.4M 11k 121.91
iShares Dow Jones Select Dividend (DVY) 0.0 $1.6M 17k 95.12
iShares MSCI Chile Inv. Mt. Idx (ECH) 0.0 $1.3M 25k 53.04
CurrencyShares Japanese Yen Trust 0.0 $1.4M 15k 90.13
Ishares Inc msci frntr 100 (FM) 0.0 $1.3M 37k 35.10
Parsley Energy Inc-class A 0.0 $1.4M 50k 29.00
Alphabet Inc Class A cs (GOOGL) 0.0 $1.3M 1.3k 1036.67
Commercehub Inc Com Ser A 0.0 $1.7M 77k 22.50
Genworth Financial (GNW) 0.0 $1.3M 462k 2.83
Bank of America Corporation (BAC) 0.0 $1.0M 34k 30.03
NVIDIA Corporation (NVDA) 0.0 $1.0M 4.3k 231.67
Akamai Technologies (AKAM) 0.0 $994k 14k 71.00
General Cable Corporation 0.0 $1.1M 38k 29.60
Callon Pete Co Del Com Stk 0.0 $904k 68k 13.24
Acorda Therapeutics 0.0 $903k 38k 23.64
iShares Silver Trust (SLV) 0.0 $1.0M 67k 15.40
iShares Lehman 1-3 Year Treas.Bond (SHY) 0.0 $1.1M 13k 83.56
Spdr Euro Stoxx 50 Etf (FEZ) 0.0 $963k 24k 40.25
Ja Solar Holdings Co Ltd spon adr rep5ord 0.0 $914k 139k 6.56
Eco-stim Energy Solution 0.0 $1.0M 1.1M 0.95
Etsy (ETSY) 0.0 $906k 32k 28.05
Vaneck Vectors Gold Miners mutual (GDX) 0.0 $1.2M 56k 21.97
Apptio Inc cl a 0.0 $836k 30k 28.34
Lilis Energy 0.0 $910k 229k 3.97
Novavax Inc note 3.750% 2/0 0.0 $888k 1.3M 0.71
Ablynx Nv 0.0 $906k 17k 54.54
Iconix Brand Group Inc note 5.750% 8/1 0.0 $935k 1.0M 0.93
Comcast Corporation (CMCSA) 0.0 $740k 22k 34.17
MasterCard Incorporated (MA) 0.0 $566k 3.2k 175.12
Home Depot (HD) 0.0 $343k 1.9k 177.50
BioMarin Pharmaceutical (BMRN) 0.0 $527k 6.5k 81.08
Pfizer (PFE) 0.0 $699k 20k 35.47
Walt Disney Company (DIS) 0.0 $379k 3.8k 100.17
Chevron Corporation (CVX) 0.0 $606k 5.3k 113.59
Bristol Myers Squibb (BMY) 0.0 $490k 7.8k 63.19
3M Company (MMM) 0.0 $362k 1.6k 220.00
Citrix Systems 0.0 $464k 5.0k 92.80
Nuance Communications 0.0 $709k 45k 15.76
Union Pacific Corporation (UNP) 0.0 $326k 2.4k 135.00
Wells Fargo & Company (WFC) 0.0 $402k 7.7k 52.27
Boeing Company (BA) 0.0 $631k 1.9k 327.50
Gilead Sciences (GILD) 0.0 $397k 5.2k 75.60
Visa (V) 0.0 $557k 4.7k 119.50
Patterson-UTI Energy (PTEN) 0.0 $433k 25k 17.53
Energy Select Sector SPDR (XLE) 0.0 $600k 8.9k 67.45
McDermott International 0.0 $609k 100k 6.09
Hardinge 0.0 $440k 24k 18.32
Idera Pharmaceuticals 0.0 $781k 425k 1.84
SM Energy (SM) 0.0 $361k 20k 18.05
iShares MSCI Brazil Index (EWZ) 0.0 $545k 12k 44.92
iShares Russell 3000 Index (IWV) 0.0 $657k 4.2k 156.43
SPDR Dow Jones Industrial Average ETF (DIA) 0.0 $677k 2.8k 241.44
Barclays Bk Plc Ipsp croil etn 0.0 $286k 39k 7.32
iShares MSCI Sweden Index (EWD) 0.0 $450k 13k 33.47
Citigroup (C) 0.0 $435k 6.4k 67.60
Magicjack Vocaltec 0.0 $285k 34k 8.39
Nrg Yield 0.0 $403k 24k 17.00
Vaneck Vectors Russia Index Et 0.0 $347k 15k 22.77
Amgen (AMGN) 0.0 $229k 1.3k 169.64
Texas Instruments Incorporated (TXN) 0.0 $237k 2.3k 104.48
Brookdale Senior Living (BKD) 0.0 $208k 31k 6.72
SPDR S&P Oil & Gas Explore & Prod. 0.0 $0 40k 0.00
CurrencyShares Canadian Dollar Trust 0.0 $218k 2.8k 76.68
Ensco Plc Shs Class A 0.0 $188k 43k 4.39
Community Health Sys Inc New right 01/27/2016 0.0 $20k 2.0M 0.01
Clifton Ban 0.0 $198k 13k 15.65
Ishares Inc etp (EWM) 0.0 $214k 5.9k 36.09
U S Geothermal 0.0 $150k 28k 5.35