Capstone Investment Advisors

Capstone Investment Advisors as of March 31, 2012

Portfolio Holdings for Capstone Investment Advisors

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

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Apple (AAPL) 24.5 $3.6B 6.0M 599.47
Google 13.0 $1.9B 3.0M 641.24
Exxon Mobil Corporation (XOM) 4.0 $595M 6.9M 86.73
International Business Machines (IBM) 3.8 $567M 2.7M 208.65
priceline.com Incorporated 2.8 $418M 583k 717.50
Coca-Cola Company (KO) 2.6 $383M 5.2M 74.01
Johnson & Johnson (JNJ) 2.2 $327M 5.0M 65.96
Amazon (AMZN) 2.0 $303M 1.5M 202.51
Microsoft Corporation (MSFT) 1.9 $288M 8.9M 32.25
SPDR Gold Trust (GLD) 1.9 $284M 1.7M 162.13
Procter & Gamble Company (PG) 1.7 $248M 3.7M 67.21
Qualcomm (QCOM) 1.6 $237M 3.5M 68.02
iShares MSCI EAFE Index Fund (EFA) 1.5 $221M 4.0M 54.90
Pepsi (PEP) 1.5 $217M 3.3M 66.35
Wal-Mart Stores (WMT) 1.4 $212M 3.5M 61.20
United Parcel Service (UPS) 1.3 $199M 2.5M 80.72
Cisco Systems (CSCO) 1.3 $198M 9.4M 21.15
Verizon Communications (VZ) 1.2 $183M 4.8M 38.23
Intuitive Surgical (ISRG) 1.2 $183M 338k 541.75
Caterpillar (CAT) 1.2 $173M 1.6M 106.52
iShares MSCI Emerging Markets Indx (EEM) 1.2 $172M 4.0M 42.94
MasterCard Incorporated (MA) 1.1 $160M 380k 420.54
Deere & Company (DE) 1.0 $151M 1.9M 80.90
Boeing Company (BA) 1.0 $149M 2.0M 74.35
Abbott Laboratories (ABT) 1.0 $148M 2.4M 61.29
Philip Morris International (PM) 0.9 $132M 1.5M 88.61
3M Company (MMM) 0.8 $126M 1.4M 89.21
Goldman Sachs (GS) 0.8 $123M 988k 124.37
UnitedHealth (UNH) 0.8 $115M 2.0M 58.94
ConocoPhillips (COP) 0.7 $106M 1.4M 76.01
Visa (V) 0.7 $105M 891k 118.00
Walt Disney Company (DIS) 0.7 $96M 2.2M 43.78
Baidu (BIDU) 0.7 $96M 657k 145.77
Netflix (NFLX) 0.6 $93M 805k 115.04
Bristol Myers Squibb (BMY) 0.6 $82M 2.4M 33.75
Pfizer (PFE) 0.6 $81M 3.6M 22.66
Merck & Co (MRK) 0.5 $79M 2.1M 38.40
AutoZone (AZO) 0.5 $79M 211k 371.80
Freeport-McMoRan Copper & Gold (FCX) 0.5 $72M 1.9M 38.04
C.H. Robinson Worldwide (CHRW) 0.5 $68M 1.0M 65.49
McDonald's Corporation (MCD) 0.5 $66M 672k 98.10
Intel Corporation (INTC) 0.4 $64M 2.3M 28.11
Nike (NKE) 0.4 $62M 567k 108.44
American Express Company (AXP) 0.4 $61M 1.0M 57.86
F5 Networks (FFIV) 0.4 $59M 435k 134.96
Berkshire Hathaway (BRK.B) 0.4 $58M 709k 81.13
iShares Silver Trust (SLV) 0.4 $58M 1.8M 31.37
Monsanto Company 0.4 $53M 668k 79.76
SanDisk Corporation 0.3 $51M 1.0M 49.59
Las Vegas Sands (LVS) 0.3 $50M 875k 57.57
JPMorgan Chase & Co. (JPM) 0.3 $46M 996k 45.98
United Technologies Corporation 0.3 $42M 502k 82.92
Medco Health Solutions 0.3 $40M 571k 70.27
Oracle Corporation (ORCL) 0.3 $40M 1.4M 29.16
Kellogg Company (K) 0.3 $39M 724k 53.63
Sina Corporation 0.3 $39M 595k 64.99
Altria (MO) 0.2 $36M 1.2M 30.87
Celgene Corporation 0.2 $33M 430k 77.52
Barrick Gold Corp (GOLD) 0.2 $32M 741k 43.48
Newmont Mining Corporation (NEM) 0.2 $31M 604k 51.26
Dell 0.2 $31M 1.9M 16.60
iShares MSCI Brazil Index (EWZ) 0.2 $31M 481k 64.72
Costco Wholesale Corporation (COST) 0.2 $30M 331k 90.80
Chevron Corporation (CVX) 0.2 $29M 273k 107.24
Mosaic (MOS) 0.2 $30M 536k 55.29
General Mills (GIS) 0.2 $28M 714k 39.45
Green Mountain Coffee Roasters 0.2 $28M 597k 46.84
Hewlett-Packard Company 0.2 $25M 1.0M 23.83
Yahoo! 0.2 $25M 1.7M 15.22
AFLAC Incorporated (AFL) 0.2 $24M 515k 45.99
Whole Foods Market 0.2 $24M 284k 83.20
Vale (VALE) 0.1 $22M 929k 23.33
Kraft Foods 0.1 $22M 573k 38.01
Akamai Technologies (AKAM) 0.1 $23M 621k 36.70
PowerShares QQQ Trust, Series 1 0.1 $22M 320k 67.55
iShares FTSE/Xinhua China 25 Index (FXI) 0.1 $19M 524k 36.63
VMware 0.1 $19M 165k 112.37
Research In Motion 0.1 $18M 1.2M 14.71
Wynn Resorts (WYNN) 0.1 $18M 141k 124.72
Amgen (AMGN) 0.1 $17M 243k 67.99
Financial Select Sector SPDR (XLF) 0.1 $16M 1.0M 15.78
Spdr S&p 500 Etf (SPY) 0.1 $14M 100k 140.72
Bank of America Corporation (BAC) 0.1 $12M 1.3M 9.57
International Paper Company (IP) 0.1 $11M 319k 35.10
Goodrich Corporation 0.1 $11M 90k 125.43
El Paso Corporation 0.1 $9.7M 329k 29.55
Macy's (M) 0.1 $10M 262k 39.73
Goldcorp 0.1 $10M 229k 44.90
At&t (T) 0.1 $8.9M 285k 31.22
ZOLL Medical Corporation 0.1 $9.3M 100k 92.62
eBay (EBAY) 0.1 $9.1M 247k 36.89
Solutia 0.1 $8.4M 300k 27.94
SPDR S&P Homebuilders (XHB) 0.1 $8.6M 404k 21.30
Petroleo Brasileiro SA (PBR) 0.1 $7.1M 267k 26.52
Eli Lilly & Co. (LLY) 0.1 $7.5M 187k 40.26
W.R. Grace & Co. 0.1 $7.4M 128k 57.79
KLA-Tencor Corporation (KLAC) 0.1 $7.0M 128k 54.40
Taleo Corporation 0.1 $7.6M 165k 45.92
Comcast Corporation (CMCSA) 0.0 $6.0M 200k 30.01
Archer Daniels Midland Company (ADM) 0.0 $6.5M 206k 31.66
Morgan Stanley (MS) 0.0 $6.2M 315k 19.64
Dollar Thrifty Automotive 0.0 $5.7M 71k 80.90
Lockheed Martin Corporation (LMT) 0.0 $5.4M 60k 89.85
Illumina (ILMN) 0.0 $5.8M 110k 52.60
Harvest Natural Resources 0.0 $5.6M 793k 7.07
Market Vectors Gold Miners ETF 0.0 $5.4M 109k 49.54
Kinder Morgan (KMI) 0.0 $5.4M 140k 38.65
Family Dollar Stores 0.0 $4.6M 73k 63.28
Collective Brands 0.0 $3.9M 199k 19.65
Jaguar Mng 0.0 $4.1M 878k 4.67
Express Scripts Holding 0.0 $3.7M 69k 54.18
Gerdau SA (GGB) 0.0 $2.6M 275k 9.63
Cme (CME) 0.0 $3.4M 12k 285.56
BMC Software 0.0 $3.1M 77k 40.16
E.I. du Pont de Nemours & Company 0.0 $3.0M 58k 52.89
Starbucks Corporation (SBUX) 0.0 $2.4M 43k 55.70
Delphi Financial 0.0 $3.4M 75k 44.76
Watson Pharmaceuticals 0.0 $2.2M 33k 67.05
Pep Boys - Manny, Moe & Jack 0.0 $2.2M 150k 14.92
Lions Gate Entertainment 0.0 $2.5M 179k 13.91
Materials SPDR (XLB) 0.0 $2.6M 71k 36.96
Thomas & Betts Corporation 0.0 $2.9M 40k 71.90
AboveNet 0.0 $2.5M 30k 82.80
DigitalGlobe 0.0 $3.7M 276k 13.32
Motorola Mobility Holdings 0.0 $2.4M 60k 39.24
Level 3 Communications 0.0 $2.4M 93k 25.73
Companhia Siderurgica Nacional (SID) 0.0 $946k 100k 9.46
InterMune 0.0 $1.2M 81k 14.67
General Electric Company 0.0 $2.0M 100k 20.07
Suno 0.0 $1.9M 50k 38.14
Red Hat 0.0 $1.2M 20k 59.85
CIGNA Corporation 0.0 $985k 20k 49.25
Schlumberger (SLB) 0.0 $1.6M 23k 69.91
Williams Companies (WMB) 0.0 $1.8M 60k 30.80
Clorox Company (CLX) 0.0 $1.3M 19k 68.74
Sohu 0.0 $965k 18k 55.14
Micron Technology (MU) 0.0 $988k 122k 8.09
Celanese Corporation (CE) 0.0 $923k 20k 46.15
Lam Research Corporation (LRCX) 0.0 $1.6M 35k 44.62
Advance America, Cash Advance Centers 0.0 $2.1M 200k 10.49
Deutsche Bank Ag-registered (DB) 0.0 $782k 16k 49.78
TiVo 0.0 $1.8M 154k 11.98
Bob Evans Farms 0.0 $1.7M 46k 37.70
Novellus Systems 0.0 $1.5M 30k 49.90
CoreLogic 0.0 $1.9M 115k 16.31
Transcend Services 0.0 $1.5M 50k 29.34
Archipelago Learning 0.0 $1.1M 100k 11.12
Fusion-io 0.0 $744k 26k 28.40
Blue Wolf Mongolia Holdings 0.0 $972k 100k 9.72
Lear Corporation (LEA) 0.0 $209k 4.5k 46.44
Cummins (CMI) 0.0 $416k 3.5k 119.71
Stanley Black & Decker (SWK) 0.0 $577k 7.5k 76.93
RadioShack Corporation 0.0 $248k 40k 6.20
Great Atlantic & Pacific Tea Company (GAP) 0.0 $8.1k 403k 0.02
Alcoa 0.0 $207k 21k 9.97
Honeywell International (HON) 0.0 $244k 4.0k 61.00
Fastenal Company (FAST) 0.0 $735k 14k 54.04
Barnes & Noble 0.0 $704k 53k 13.23
GeoEye 0.0 $399k 17k 24.04
Neutral Tandem 0.0 $240k 20k 12.18
United States Steel Corporation (X) 0.0 $234k 8.0k 29.25
Veno 0.0 $725k 67k 10.84
MF Global Holdings 0.0 $1.0k 25k 0.04
Market Vectors Junior Gold Miners ETF 0.0 $112k 4.6k 24.35
Midas 0.0 $731k 64k 11.47
Amarin Corporation (AMRN) 0.0 $226k 20k 11.30
PharmAthene 0.0 $106k 60k 1.76
Citigroup (C) 0.0 $274k 7.5k 36.53
Sanofi Aventis Wi Conval Rt 0.0 $493k 365k 1.35
Blue Wolf Mongolia Holdings 0.0 $144k 200k 0.72
Digital Generation 0.0 $114k 11k 10.18
SELECT INCOME REIT COM SH BEN int 0.0 $677k 30k 22.57