Capstone Investment Advisors

Capstone Investment Advisors as of June 30, 2012

Portfolio Holdings for Capstone Investment Advisors

Capstone Investment Advisors holds 172 positions in its portfolio as reported in the June 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Apple (AAPL) 26.2 $3.9B 6.7M 584.00
Google 13.5 $2.0B 3.5M 580.07
International Business Machines (IBM) 4.7 $701M 3.6M 195.58
Exxon Mobil Corporation (XOM) 4.3 $643M 7.5M 85.57
Amazon (AMZN) 3.7 $555M 2.4M 228.35
SPDR Gold Trust (GLD) 3.2 $479M 3.1M 155.19
priceline.com Incorporated 3.0 $449M 676k 664.52
iShares Russell 2000 Index (IWM) 2.7 $396M 5.0M 79.60
Spdr S&p 500 Etf (SPY) 2.5 $373M 2.7M 136.27
MasterCard Incorporated (MA) 2.2 $324M 752k 430.11
Cisco Systems (CSCO) 2.0 $293M 17M 17.17
Microsoft Corporation (MSFT) 1.7 $247M 8.1M 30.59
Pepsi (PEP) 1.5 $227M 3.2M 70.66
Procter & Gamble Company (PG) 1.4 $205M 3.3M 61.25
Qualcomm (QCOM) 1.1 $170M 3.1M 55.68
Intuitive Surgical (ISRG) 1.1 $166M 300k 553.79
Coca-Cola Company (KO) 1.1 $164M 2.1M 78.19
Visa (V) 1.0 $151M 1.2M 123.63
Verizon Communications (VZ) 1.0 $144M 3.2M 44.44
Deere & Company (DE) 0.9 $137M 1.7M 80.87
United Parcel Service (UPS) 0.9 $134M 1.7M 78.76
Johnson & Johnson (JNJ) 0.9 $133M 2.0M 67.56
Wal-Mart Stores (WMT) 0.8 $116M 1.7M 69.72
Baidu (BIDU) 0.8 $113M 984k 114.97
At&t (T) 0.7 $111M 3.1M 35.66
iShares MSCI Brazil Index (EWZ) 0.7 $110M 2.1M 51.80
Caterpillar (CAT) 0.7 $104M 1.2M 84.91
iShares MSCI EAFE Index Fund (EFA) 0.7 $102M 2.0M 49.96
iShares MSCI Emerging Markets Indx (EEM) 0.7 $99M 2.5M 39.19
Philip Morris International (PM) 0.6 $92M 1.1M 87.26
3M Company (MMM) 0.6 $85M 949k 89.60
McDonald's Corporation (MCD) 0.5 $77M 871k 88.51
iShares FTSE/Xinhua China 25 Index (FXI) 0.5 $75M 2.2M 33.67
Wynn Resorts (WYNN) 0.5 $77M 738k 103.70
Walt Disney Company (DIS) 0.5 $74M 1.5M 48.50
Boeing Company (BA) 0.5 $73M 987k 74.30
Abbott Laboratories (ABT) 0.4 $66M 1.0M 64.47
C.H. Robinson Worldwide (CHRW) 0.4 $62M 1.1M 58.53
Altria (MO) 0.4 $56M 1.6M 34.55
Berkshire Hathaway (BRK.B) 0.3 $52M 627k 83.33
Merck & Co (MRK) 0.3 $53M 1.3M 41.75
Freeport-McMoRan Copper & Gold (FCX) 0.3 $50M 1.5M 34.07
Goldman Sachs (GS) 0.3 $46M 484k 95.81
Sina Corporation 0.3 $45M 870k 51.81
Pfizer (PFE) 0.3 $42M 1.8M 23.00
Nike (NKE) 0.3 $44M 499k 87.78
Netflix (NFLX) 0.3 $42M 606k 68.47
Monsanto Company 0.3 $40M 485k 82.78
AutoZone (AZO) 0.3 $40M 108k 367.17
iShares Silver Trust (SLV) 0.3 $41M 1.5M 26.65
Intel Corporation (INTC) 0.3 $39M 1.5M 26.65
F5 Networks (FFIV) 0.3 $39M 395k 99.56
American Express Company (AXP) 0.2 $37M 637k 58.21
SanDisk Corporation 0.2 $37M 1.0M 36.48
UnitedHealth (UNH) 0.2 $36M 606k 58.50
ConocoPhillips (COP) 0.2 $35M 618k 55.88
Las Vegas Sands (LVS) 0.2 $33M 767k 43.49
Mosaic (MOS) 0.2 $33M 594k 54.76
VMware 0.2 $30M 332k 91.04
Akamai Technologies (AKAM) 0.2 $28M 890k 31.75
Wells Fargo & Company (WFC) 0.2 $25M 741k 33.44
Hewlett-Packard Company 0.2 $25M 1.2M 20.11
iShares Dow Jones US Real Estate (IYR) 0.2 $24M 373k 63.97
JPMorgan Chase & Co. (JPM) 0.1 $20M 557k 35.73
AFLAC Incorporated (AFL) 0.1 $19M 450k 42.59
Oracle Corporation (ORCL) 0.1 $19M 651k 29.70
Ariba 0.1 $16M 355k 44.76
Sodastream International 0.1 $15M 359k 40.97
Bristol Myers Squibb (BMY) 0.1 $14M 383k 35.95
Goodrich Corporation 0.1 $13M 105k 126.90
PowerShares QQQ Trust, Series 1 0.1 $13M 200k 64.16
Costco Wholesale Corporation (COST) 0.1 $11M 119k 94.90
United Technologies Corporation 0.1 $12M 154k 75.24
Linkedin Corp 0.1 $12M 115k 106.27
Bank of America Corporation (BAC) 0.1 $11M 1.3M 8.18
Collective Brands 0.1 $9.9M 463k 21.42
Solutia 0.1 $10M 360k 28.05
Green Mountain Coffee Roasters 0.1 $11M 485k 21.78
Celgene Corporation 0.1 $10M 159k 64.16
Market Vectors Gold Miners ETF 0.1 $10M 231k 44.77
Barrick Gold Corp (GOLD) 0.1 $9.0M 238k 37.57
Vertex Pharmaceuticals Incorporated (VRTX) 0.1 $9.5M 170k 55.92
Gen-Probe Incorporated 0.1 $8.6M 105k 82.20
Amgen (AMGN) 0.1 $9.3M 127k 73.04
Dell 0.1 $9.7M 772k 12.51
Eli Lilly & Co. (LLY) 0.1 $6.8M 158k 42.91
Kellogg Company (K) 0.1 $7.1M 143k 49.32
Yahoo! 0.1 $7.8M 495k 15.83
Harvest Natural Resources 0.1 $7.5M 878k 8.54
InterDigital (IDCC) 0.1 $7.2M 244k 29.51
Avon Products 0.0 $5.4M 334k 16.21
Newmont Mining Corporation (NEM) 0.0 $5.3M 110k 48.51
Dollar Thrifty Automotive 0.0 $5.6M 69k 80.92
eBay (EBAY) 0.0 $6.3M 151k 42.00
AboveNet 0.0 $6.3M 75k 84.00
Petroleo Brasileiro SA (PBR) 0.0 $4.7M 248k 18.77
Kimberly-Clark Corporation (KMB) 0.0 $4.6M 55k 83.77
Cost Plus 0.0 $4.4M 199k 22.00
Lincare Holdings 0.0 $3.8M 113k 34.02
Dillard's (DDS) 0.0 $4.0M 63k 63.68
Warner Chilcott Plc - 0.0 $4.3M 238k 17.92
Amylin Pharmaceuticals 0.0 $4.7M 167k 28.22
Interline Brands 0.0 $4.1M 164k 25.06
iShares MSCI Mexico Inv. Mt. Idx. (EWW) 0.0 $3.8M 63k 61.38
Gerdau SA (GGB) 0.0 $2.2M 257k 8.75
Corning Incorporated (GLW) 0.0 $2.6M 200k 12.93
FedEx Corporation (FDX) 0.0 $2.9M 32k 91.58
Home Depot (HD) 0.0 $2.6M 50k 52.98
P.F. Chang's China Bistro 0.0 $3.2M 63k 51.47
Chevron Corporation (CVX) 0.0 $3.5M 33k 105.48
General Electric Company 0.0 $2.9M 140k 20.84
Cooper Industries 0.0 $2.7M 40k 68.18
International Paper Company (IP) 0.0 $3.0M 105k 28.90
E.I. du Pont de Nemours & Company 0.0 $2.9M 57k 50.56
Alcoa 0.0 $3.3M 376k 8.75
General Mills (GIS) 0.0 $2.7M 69k 38.53
Macy's (M) 0.0 $3.4M 100k 34.34
Target Corporation (TGT) 0.0 $2.9M 50k 58.18
Williams Companies (WMB) 0.0 $3.1M 108k 28.82
Mbia (MBI) 0.0 $3.4M 310k 10.81
Monster Worldwide 0.0 $2.5M 291k 8.50
Goldcorp 0.0 $2.8M 75k 37.57
Barnes & Noble 0.0 $3.1M 187k 16.46
Illumina (ILMN) 0.0 $2.4M 59k 40.32
Travelzoo 0.0 $3.0M 130k 22.72
TiVo 0.0 $2.3M 273k 8.27
United States Steel Corporation (X) 0.0 $3.1M 149k 20.60
Cobalt Intl Energy 0.0 $2.7M 114k 23.47
Kinder Morgan (KMI) 0.0 $2.9M 90k 32.21
Zynga 0.0 $2.7M 489k 5.44
Comcast Corporation (CMCSA) 0.0 $1.3M 39k 31.96
Vale (VALE) 0.0 $2.0M 99k 19.85
InterMune 0.0 $970k 81k 11.95
Eaton Corporation 0.0 $2.0M 50k 39.62
Union Pacific Corporation (UNP) 0.0 $1.4M 12k 119.24
Best Buy (BBY) 0.0 $781k 37k 20.94
CVS Caremark Corporation (CVS) 0.0 $1.3M 28k 46.73
Whole Foods Market 0.0 $1.3M 13k 95.30
Research In Motion 0.0 $1.6M 218k 7.39
Tibco Software 0.0 $891k 30k 29.90
Seagate Technology Com Stk 0.0 $2.0M 80k 24.72
Catalyst Health Solutions 0.0 $2.1M 22k 93.44
CVR Energy (CVI) 0.0 $1.2M 45k 26.55
Veno 0.0 $1.0M 103k 10.00
Jaguar Mng 0.0 $1.6M 1.3M 1.16
DigitalGlobe 0.0 $1.8M 119k 15.16
Fusion-io 0.0 $1.2M 59k 20.88
Blue Wolf Mongolia Holdings 0.0 $968k 100k 9.68
Express Scripts Holding 0.0 $1.1M 20k 55.78
Fifth & Pac Cos 0.0 $1.0M 96k 10.73
BMC Software 0.0 $593k 14k 42.66
Family Dollar Stores 0.0 $285k 4.3k 66.28
Morgan Stanley (MS) 0.0 $382k 26k 14.58
Talbots 0.0 $28k 11k 2.46
Red Hat 0.0 $598k 11k 56.42
Great Atlantic & Pacific Tea Company (GAP) 0.0 $0 403k 0.00
Illinois Tool Works (ITW) 0.0 $497k 9.4k 52.87
Starbucks Corporation (SBUX) 0.0 $605k 11k 53.30
Clorox Company (CLX) 0.0 $326k 4.5k 72.44
Hertz Global Holdings 0.0 $201k 16k 12.80
Marvell Technology Group 0.0 $204k 18k 11.27
Pep Boys - Manny, Moe & Jack 0.0 $396k 40k 9.90
Western Refining 0.0 $338k 15k 22.24
Neutral Tandem 0.0 $662k 50k 13.16
Tempur-Pedic International (TPX) 0.0 $357k 15k 23.33
CoreLogic 0.0 $183k 10k 18.30
MF Global Holdings 0.0 $0 25k 0.00
Financial Select Sector SPDR (XLF) 0.0 $456k 31k 14.62
Amarin Corporation (AMRN) 0.0 $289k 20k 14.45
Sanofi Aventis Wi Conval Rt 0.0 $529k 375k 1.41
Blue Wolf Mongolia Holdings 0.0 $120k 200k 0.60
Digital Generation 0.0 $192k 16k 12.31