Capstone Investment Advisors

Capstone Investment Advisors as of June 30, 2011

Portfolio Holdings for Capstone Investment Advisors

Capstone Investment Advisors holds 320 positions in its portfolio as reported in the June 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Apple (AAPL) 13.3 $1.3B 3.9M 335.67
Google 10.1 $1.0B 2.0M 506.37
iShares MSCI EAFE Index Fund (EFA) 4.8 $479M 8.0M 60.12
SPDR Gold Trust (GLD) 4.0 $397M 2.7M 146.00
Amazon (AMZN) 3.9 $390M 1.9M 204.00
Baidu (BIDU) 3.0 $296M 2.1M 140.12
Procter & Gamble Company (PG) 2.4 $237M 3.7M 63.57
Goldman Sachs (GS) 2.3 $231M 1.7M 133.09
International Business Machines (IBM) 2.1 $213M 1.2M 171.55
iShares MSCI Emerging Markets Indx (EEM) 1.9 $186M 3.9M 47.60
Sina Corporation 1.9 $185M 1.8M 104.10
Microsoft Corporation (MSFT) 1.8 $174M 6.7M 26.00
Caterpillar (CAT) 1.8 $174M 1.6M 106.46
Citigroup (C) 1.7 $172M 4.1M 41.64
JPMorgan Chase & Co. (JPM) 1.5 $154M 3.8M 40.80
Exxon Mobil Corporation (XOM) 1.5 $151M 1.9M 81.38
Netflix (NFLX) 1.4 $143M 543k 262.69
Boeing Company (BA) 1.3 $128M 1.7M 73.92
First Solar (FSLR) 1.1 $114M 859k 132.27
Qualcomm (QCOM) 1.1 $110M 1.9M 56.78
Financial Select Sector SPDR (XLF) 1.1 $107M 7.0M 15.35
United Parcel Service (UPS) 1.0 $103M 1.4M 72.93
iShares Silver Trust (SLV) 1.0 $103M 3.0M 33.84
Las Vegas Sands (LVS) 1.0 $101M 2.4M 42.21
Pepsi (PEP) 1.0 $100M 1.4M 70.43
Visa (V) 0.9 $95M 1.1M 84.26
Market Vectors Gold Miners ETF 0.9 $90M 1.7M 54.59
priceline.com Incorporated 0.9 $90M 176k 511.93
3M Company (MMM) 0.9 $89M 934k 94.85
Cisco Systems (CSCO) 0.9 $87M 5.6M 15.61
Vale (VALE) 0.9 $86M 2.7M 31.95
MasterCard Incorporated (MA) 0.8 $79M 264k 300.35
Petroleo Brasileiro SA (PBR) 0.8 $77M 2.3M 33.86
Berkshire Hathaway (BRK.B) 0.8 $77M 989k 77.39
Merck & Co (MRK) 0.8 $75M 2.1M 35.29
Philip Morris International (PM) 0.8 $75M 1.1M 66.77
Spdr S&p 500 Etf (SPY) 0.7 $74M 561k 131.97
Wal-Mart Stores (WMT) 0.7 $71M 1.3M 53.14
Deere & Company (DE) 0.7 $67M 812k 82.45
iShares MSCI Brazil Index (EWZ) 0.6 $63M 865k 73.26
Wynn Resorts (WYNN) 0.6 $61M 426k 143.54
Marvell Technology Group 0.6 $61M 4.1M 14.76
Coca-Cola Company (KO) 0.6 $57M 852k 67.26
Bucyrus International 0.6 $57M 617k 91.66
ConocoPhillips (COP) 0.6 $54M 723k 75.18
Cme (CME) 0.5 $51M 176k 291.53
Bank of America Corporation (BAC) 0.5 $51M 4.7M 10.96
Express Scripts 0.5 $49M 900k 53.98
iShares FTSE/Xinhua China 25 Index (FXI) 0.5 $45M 1.0M 42.95
American Express Company (AXP) 0.4 $41M 797k 51.70
Johnson & Johnson (JNJ) 0.4 $40M 608k 66.52
Alcoa 0.4 $36M 2.3M 15.86
BHP Billiton 0.3 $35M 444k 78.43
Sunpower Cp B 0.3 $35M 2.1M 16.63
Research In Motion 0.3 $32M 1.1M 28.84
Celgene Corporation 0.3 $32M 536k 60.25
United Technologies Corporation 0.3 $30M 341k 88.51
Abbott Laboratories (ABT) 0.3 $29M 543k 52.62
Consumer Discretionary SPDR (XLY) 0.3 $28M 700k 40.21
HSBC Holdings (HSBC) 0.3 $26M 533k 49.60
Amgen (AMGN) 0.3 $27M 455k 58.35
Wells Fargo & Company (WFC) 0.2 $24M 837k 28.06
Walt Disney Company (DIS) 0.2 $22M 561k 39.04
Akamai Technologies (AKAM) 0.2 $22M 698k 31.47
Lubrizol Corporation 0.2 $22M 166k 134.25
Varian Semiconductor 0.2 $21M 344k 61.44
McDonald's Corporation (MCD) 0.2 $20M 242k 84.29
Intuitive Surgical (ISRG) 0.2 $20M 52k 372.09
AutoZone (AZO) 0.2 $20M 69k 294.84
General Electric Company 0.2 $19M 994k 18.86
salesforce (CRM) 0.2 $19M 126k 148.98
Utilities SPDR (XLU) 0.2 $19M 568k 33.39
Intel Corporation (INTC) 0.2 $17M 768k 22.15
Domtar Corp 0.2 $17M 178k 94.60
Semiconductor HOLDRs 0.2 $17M 500k 34.08
Industrial SPDR (XLI) 0.2 $17M 456k 37.24
National Semiconductor Corporation 0.2 $17M 705k 24.61
United States Steel Corporation (X) 0.2 $17M 367k 46.04
Barrick Gold Corp (GOLD) 0.2 $16M 355k 45.28
Petroleo Brasileiro SA (PBR.A) 0.2 $16M 510k 30.60
Anadarko Petroleum Corporation 0.2 $16M 211k 76.76
MGM Resorts International. (MGM) 0.2 $16M 1.2M 13.21
SanDisk Corporation 0.2 $16M 379k 41.50
China Mobile 0.1 $15M 320k 46.76
Chevron Corporation (CVX) 0.1 $15M 148k 102.82
Red Hat 0.1 $15M 326k 45.88
Gerdau SA (GGB) 0.1 $14M 1.4M 10.52
Tyco International Ltd S hs 0.1 $12M 245k 49.43
Ford Motor Company (F) 0.1 $12M 872k 13.77
Alpha Natural Resources 0.1 $12M 255k 45.43
iShares MSCI Mexico Inv. Mt. Idx. (EWW) 0.1 $12M 184k 62.56
Market Vector Russia ETF Trust 0.1 $12M 311k 38.53
Pfizer (PFE) 0.1 $11M 532k 20.59
Health Care SPDR (XLV) 0.1 $11M 298k 35.52
At&t (T) 0.1 $11M 344k 31.36
Airgas 0.1 $11M 157k 70.04
SunPower Corporation 0.1 $11M 571k 19.33
International Paper Company (IP) 0.1 $11M 362k 29.81
Hewlett-Packard Company 0.1 $11M 290k 36.39
Oil Service HOLDRs 0.1 $11M 69k 151.98
Oracle Corporation (ORCL) 0.1 $9.6M 292k 32.91
iShares MSCI Japan Index 0.1 $10M 1.0M 10.43
BHP Billiton (BHP) 0.1 $9.5M 100k 94.63
ICICI Bank (IBN) 0.1 $9.2M 188k 49.29
Morgan Stanley (MS) 0.1 $9.3M 403k 23.00
Schlumberger (SLB) 0.1 $9.4M 109k 86.40
Hecla Mining Company (HL) 0.1 $9.2M 1.2M 7.69
General Motors Company (GM) 0.1 $8.8M 290k 30.36
Newmont Mining Corporation (NEM) 0.1 $8.1M 151k 53.92
BJ's Wholesale Club 0.1 $8.4M 168k 50.31
Nike (NKE) 0.1 $7.8M 86k 89.95
Apollo 0.1 $7.9M 181k 43.67
Whole Foods Market 0.1 $7.6M 119k 63.40
Savvis 0.1 $7.5M 190k 39.53
Banco Bradesco SA (BBD) 0.1 $8.2M 399k 20.48
InterMune 0.1 $6.7M 188k 35.85
NYSE Euronext 0.1 $6.8M 200k 34.26
Cephalon 0.1 $7.2M 90k 79.88
Verizon Communications (VZ) 0.1 $7.3M 197k 37.22
Molex Incorporated 0.1 $6.5M 305k 21.48
EMC Corporation 0.1 $7.4M 268k 27.55
Prudential Financial (PRU) 0.1 $7.2M 114k 63.59
D.R. Horton (DHI) 0.1 $6.5M 568k 11.52
Sears Holdings Corporation 0.1 $7.4M 104k 71.42
InterOil Corporation 0.1 $6.8M 116k 58.49
iShares MSCI South Korea Index Fund (EWY) 0.1 $7.2M 110k 65.00
Potash Corp. Of Saskatchewan I 0.1 $6.0M 106k 56.90
Occidental Petroleum Corporation (OXY) 0.1 $5.8M 56k 103.96
optionsXpress Holdings 0.1 $5.6M 338k 16.68
New Oriental Education & Tech 0.1 $6.3M 56k 111.70
DPL 0.1 $6.0M 200k 30.16
iShares Dow Jones US Real Estate (IYR) 0.1 $5.7M 95k 60.29
Comcast Corporation (CMCSA) 0.1 $4.6M 181k 25.33
Companhia Siderurgica Nacional (SID) 0.1 $4.8M 388k 12.46
Home Depot (HD) 0.1 $5.0M 137k 36.22
Avon Products 0.1 $4.5M 161k 27.93
Gen-Probe Incorporated 0.1 $5.3M 77k 68.95
E.I. du Pont de Nemours & Company 0.1 $5.0M 93k 54.03
Altria (MO) 0.1 $5.1M 192k 26.41
Advanced Micro Devices (AMD) 0.1 $4.5M 642k 6.99
Ingersoll-rand Co Ltd-cl A 0.1 $5.0M 110k 45.36
TiVo 0.1 $5.3M 517k 10.29
Constellation Energy 0.0 $3.8M 100k 37.96
Kraft Foods 0.0 $4.1M 116k 35.20
Honeywell International (HON) 0.0 $3.6M 61k 59.58
WellPoint 0.0 $3.6M 46k 78.76
Sara Lee 0.0 $4.4M 234k 18.99
C.H. Robinson Worldwide (CHRW) 0.0 $4.1M 52k 78.84
Ventas (VTR) 0.0 $3.8M 72k 52.32
Nationwide Health Properties 0.0 $4.2M 102k 41.41
China Ming Yang Wind Power 0.0 $3.7M 588k 6.29
U.S. Bancorp (USB) 0.0 $2.9M 113k 25.49
Bristol Myers Squibb (BMY) 0.0 $3.1M 106k 28.95
Autodesk (ADSK) 0.0 $3.2M 82k 38.56
Tiffany & Co. 0.0 $3.5M 44k 78.51
Target Corporation (TGT) 0.0 $2.8M 61k 46.84
Kellogg Company (K) 0.0 $3.4M 61k 55.31
Big Lots (BIG) 0.0 $2.8M 83k 33.14
Delta Air Lines (DAL) 0.0 $2.7M 298k 9.17
Yahoo! 0.0 $3.0M 203k 15.02
Energy Select Sector SPDR (XLE) 0.0 $3.0M 40k 75.33
Barnes & Noble 0.0 $2.7M 160k 16.57
SRA International 0.0 $3.1M 101k 30.85
United Therapeutics Corporation (UTHR) 0.0 $2.7M 49k 55.09
Dendreon Corporation 0.0 $3.3M 83k 39.43
SIGA Technologies (SIGA) 0.0 $2.8M 284k 9.74
LoopNet 0.0 $2.8M 150k 18.37
Garmin (GRMN) 0.0 $3.0M 90k 33.00
Amarin Corporation (AMRN) 0.0 $2.6M 179k 14.42
Cell Therapeutics 0.0 $3.1M 2.0M 1.57
BP (BP) 0.0 $2.0M 46k 44.27
EXCO Resources 0.0 $2.4M 135k 17.65
Corning Incorporated (GLW) 0.0 $1.6M 88k 18.15
FedEx Corporation (FDX) 0.0 $1.5M 16k 94.79
Monsanto Company 0.0 $1.7M 24k 72.53
Vertex Pharmaceuticals Incorporated (VRTX) 0.0 $2.5M 47k 51.99
Family Dollar Stores 0.0 $2.2M 43k 52.51
NVIDIA Corporation (NVDA) 0.0 $2.4M 149k 15.93
Supervalu 0.0 $1.5M 161k 9.37
CVS Caremark Corporation (CVS) 0.0 $2.1M 55k 37.51
RadioShack Corporation 0.0 $1.5M 116k 13.30
Allstate Corporation (ALL) 0.0 $1.7M 55k 30.51
Xerox Corporation 0.0 $2.1M 200k 10.41
Freeport-McMoRan Copper & Gold (FCX) 0.0 $2.1M 40k 52.90
Discovery Communications 0.0 $2.3M 56k 40.95
AMR Corporation 0.0 $2.0M 362k 5.40
Marshall & Ilsley Corporation 0.0 $2.1M 269k 7.97
Xyratex 0.0 $1.7M 170k 10.26
AK Steel Holding Corporation 0.0 $2.3M 149k 15.74
General Cable Corporation 0.0 $1.7M 39k 42.57
China Life Insurance Company 0.0 $1.5M 29k 51.83
Sterling Bancshares 0.0 $2.4M 299k 8.16
Blackboard 0.0 $2.1M 48k 43.20
Kinross Gold Corp (KGC) 0.0 $1.8M 115k 15.79
Central Fd Cda Ltd cl a 0.0 $2.1M 103k 20.37
Sanofi Aventis Wi Conval Rt 0.0 $2.2M 928k 2.41
Liberty Media 0.0 $752k 10k 75.20
Yingli Green Energy Hold 0.0 $572k 62k 9.19
Radware Ltd ord (RDWR) 0.0 $597k 17k 34.79
Annaly Capital Management 0.0 $1.3M 71k 18.03
Eastman Kodak Company 0.0 $570k 159k 3.58
Allos Therapeutics 0.0 $785k 367k 2.14
Eli Lilly & Co. (LLY) 0.0 $499k 13k 37.52
Medco Health Solutions 0.0 $728k 13k 56.52
Apache Corporation 0.0 $853k 6.9k 123.32
Citrix Systems 0.0 $603k 7.5k 79.96
Adobe Systems Incorporated (ADBE) 0.0 $725k 23k 31.37
AFLAC Incorporated (AFL) 0.0 $1.5M 32k 46.67
Automatic Data Processing (ADP) 0.0 $852k 16k 52.66
Best Buy (BBY) 0.0 $747k 24k 31.38
Dow Chemical Company 0.0 $1.3M 36k 35.99
Medtronic 0.0 $1.3M 33k 38.50
Progress Energy 0.0 $600k 13k 48.00
Casey's General Stores (CASY) 0.0 $766k 17k 43.95
Capital One Financial (COF) 0.0 $558k 11k 51.67
Cemex SAB de CV (CX) 0.0 $1.3M 152k 8.59
Nicor 0.0 $653k 12k 54.70
Smithfield Foods 0.0 $1.3M 58k 21.87
Sohu 0.0 $1.4M 19k 72.14
Forest Laboratories 0.0 $1.2M 30k 39.33
Micron Technology (MU) 0.0 $1.3M 177k 7.48
Juniper Networks (JNPR) 0.0 $1.1M 35k 31.47
Starwood Hotels & Resorts Worldwide 0.0 $531k 9.5k 55.94
Finisar Corporation 0.0 $904k 50k 17.97
JDS Uniphase Corporation 0.0 $606k 36k 16.63
Southwest Airlines (LUV) 0.0 $662k 58k 11.41
Travelzoo 0.0 $520k 8.1k 64.60
BorgWarner (BWA) 0.0 $863k 11k 80.77
Ciena Corporation (CIEN) 0.0 $793k 43k 18.36
Riverbed Technology 0.0 $791k 20k 39.55
Carnival (CUK) 0.0 $1.3M 33k 38.83
VMware 0.0 $721k 7.2k 100.14
Allegheny Technologies Incorporated (ATI) 0.0 $677k 11k 63.42
Technology SPDR (XLK) 0.0 $727k 28k 25.69
Limelight Networks (EGIO) 0.0 $780k 171k 4.56
Bridgepoint Education 0.0 $810k 32k 25.00
Hldgs (UAL) 0.0 $1.1M 51k 22.56
ADPT Corporation 0.0 $638k 211k 3.03
Covidien 0.0 $784k 15k 53.20
ReneSola 0.0 $153k 29k 5.20
Time Warner Cable 0.0 $218k 2.8k 77.86
Ansys (ANSS) 0.0 $207k 3.8k 54.60
Charles Schwab Corporation (SCHW) 0.0 $200k 12k 16.44
State Street Corporation (STT) 0.0 $231k 5.1k 45.06
Ace Limited Cmn 0.0 $299k 4.5k 65.77
Bank of New York Mellon Corporation (BK) 0.0 $474k 19k 25.60
Ameriprise Financial (AMP) 0.0 $404k 7.0k 57.57
Expedia 0.0 $272k 9.4k 28.94
Waste Management (WM) 0.0 $246k 6.6k 37.27
Norfolk Southern (NSC) 0.0 $224k 3.0k 74.67
CBS Corporation 0.0 $256k 9.0k 28.44
KB Home (KBH) 0.0 $437k 45k 9.78
Molex Incorporated 0.0 $234k 9.1k 25.70
R.R. Donnelley & Sons Company 0.0 $222k 11k 19.55
Stanley Black & Decker (SWK) 0.0 $201k 2.8k 71.79
Travelers Companies (TRV) 0.0 $299k 5.1k 58.25
Brown-Forman Corporation (BF.B) 0.0 $224k 3.0k 74.67
Verisign (VRSN) 0.0 $387k 12k 33.44
Regions Financial Corporation (RF) 0.0 $126k 21k 6.16
Laboratory Corp. of America Holdings (LH) 0.0 $258k 2.7k 96.45
Corinthian Colleges 0.0 $474k 112k 4.25
Analog Devices (ADI) 0.0 $322k 8.2k 39.12
Regis Corporation 0.0 $153k 10k 15.30
Office Depot 0.0 $337k 80k 4.21
Avnet (AVT) 0.0 $263k 8.3k 31.80
General Mills (GIS) 0.0 $320k 8.6k 37.21
NCR Corporation (VYX) 0.0 $192k 10k 18.82
Starbucks Corporation (SBUX) 0.0 $241k 6.1k 39.41
Manpower (MAN) 0.0 $219k 4.1k 53.44
Abercrombie & Fitch (ANF) 0.0 $417k 6.2k 66.91
Live Nation Entertainment (LYV) 0.0 $126k 11k 11.43
Level 3 Communications 0.0 $244k 100k 2.44
Dover Corporation (DOV) 0.0 $203k 3.0k 67.67
GATX Corporation (GATX) 0.0 $220k 5.9k 37.00
Gra (GGG) 0.0 $243k 4.8k 50.62
Kennametal (KMT) 0.0 $202k 4.8k 42.08
CNA Financial Corporation (CNA) 0.0 $264k 9.1k 29.02
Corn Products International 0.0 $232k 4.2k 55.24
Take-Two Interactive Software (TTWO) 0.0 $377k 25k 15.26
Atmel Corporation 0.0 $233k 17k 14.04
Dot Hill Systems 0.0 $264k 93k 2.84
Estee Lauder Companies (EL) 0.0 $231k 2.2k 105.00
Mead Johnson Nutrition 0.0 $229k 3.4k 67.35
A Power Energy Generat Sys 0.0 $230k 139k 1.66
Fushi Copperweld 0.0 $169k 29k 5.76
JA Solar Holdings 0.0 $210k 38k 5.54
Lawson Software 0.0 $940.000000 94k 0.01
Owens-Illinois 0.0 $238k 9.2k 25.73
Seagate Technology Com Stk 0.0 $484k 30k 16.13
J. Crew 0.0 $369k 8.5k 43.41
LDK Solar 0.0 $490k 67k 7.34
InfoSpace 0.0 $456k 50k 9.12
MEMC Electronic Materials 0.0 $190k 22k 8.52
Cree 0.0 $493k 15k 33.56
Flowserve Corporation (FLS) 0.0 $354k 3.2k 109.87
Frontline Limited Usd2.5 0.0 $164k 11k 14.65
L-1 Identity Solutions 0.0 $1.0k 20k 0.05
Phillips-Van Heusen Corporation 0.0 $222k 3.4k 65.29
Skilled Healthcare 0.0 $270k 29k 9.44
Southern Union Company 0.0 $296k 7.4k 40.05
Kansas City Southern 0.0 $213k 3.6k 59.17
Virgin Media 0.0 $421k 14k 29.86
Savient Pharmaceuticals 0.0 $261k 35k 7.49
Trina Solar 0.0 $224k 10k 22.40
MF Global Holdings 0.0 $193k 25k 7.72
Unit Corporation 0.0 $219k 3.6k 60.83
Ball Corporation (BALL) 0.0 $227k 5.9k 38.33
BioSante Pharmaceuticals 0.0 $90k 100k 0.90
Graham Packaging Company 0.0 $1.1k 55k 0.02
Motorola Solutions (MSI) 0.0 $289k 6.3k 45.93
Neoprobe Corp 0.0 $20k 100k 0.20
PharmAthene 0.0 $415k 142k 2.93
INC shares Evergreen Solar 0.0 $75k 132k 0.57
First Bancorp Pfd Series A 0.0 $359k 20k 17.79
First Bancorp Pfd Series D 0.0 $448k 26k 17.50
First Bancorp Pfd Series E 0.0 $430k 25k 17.57
International Stem Cell 0.0 $216k 200k 1.08
American Intl Group 0.0 $414k 41k 10.18
Hicks Acquisition Co Ii-cw17 0.0 $50k 100k 0.50
Pilot Gold 0.0 $28k 13k 2.24