Capstone Investment Advisors

Capstone Investment Advisors as of March 31, 2011

Portfolio Holdings for Capstone Investment Advisors

Capstone Investment Advisors holds 331 positions in its portfolio as reported in the March 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Apple (AAPL) 13.1 $1.2B 3.4M 348.51
Google 12.3 $1.1B 1.9M 586.76
Goldman Sachs (GS) 3.4 $311M 2.0M 158.59
JPMorgan Chase & Co. (JPM) 3.1 $280M 6.1M 46.09
Baidu (BIDU) 2.9 $268M 1.9M 137.81
iShares MSCI Emerging Markets Indx (EEM) 2.6 $239M 4.9M 48.67
Amazon (AMZN) 2.6 $239M 1.3M 180.09
iShares MSCI EAFE Index Fund (EFA) 2.5 $227M 3.8M 60.08
Procter & Gamble Company (PG) 2.3 $212M 3.4M 61.60
Caterpillar (CAT) 1.7 $159M 1.5M 108.70
International Business Machines (IBM) 1.7 $158M 967k 163.06
iShares MSCI Brazil Index (EWZ) 1.7 $156M 2.0M 77.51
Pepsi (PEP) 1.7 $151M 2.3M 64.41
Cisco Systems (CSCO) 1.6 $143M 8.3M 17.15
First Solar (FSLR) 1.6 $144M 892k 160.84
Petroleo Brasileiro SA (PBR) 1.6 $142M 3.5M 40.43
SPDR Gold Trust (GLD) 1.6 $142M 1.0M 139.86
Netflix (NFLX) 1.3 $121M 508k 237.72
Vale (VALE) 1.3 $117M 3.5M 33.35
Las Vegas Sands (LVS) 1.3 $115M 2.7M 42.22
United Parcel Service (UPS) 1.2 $113M 1.5M 74.32
Exxon Mobil Corporation (XOM) 1.2 $108M 1.3M 84.09
Qualcomm (QCOM) 1.2 $106M 1.9M 54.83
Financial Select Sector SPDR (XLF) 1.1 $105M 6.4M 16.38
Berkshire Hathaway (BRK.B) 1.1 $98M 1.2M 83.63
iShares FTSE/Xinhua China 25 Index (FXI) 1.0 $92M 2.0M 44.91
Genzyme Corporation 0.9 $83M 1.1M 76.15
Research In Motion 0.9 $83M 1.5M 56.54
Wal-Mart Stores (WMT) 0.8 $71M 1.4M 51.82
Visa (V) 0.8 $71M 970k 73.60
priceline.com Incorporated 0.7 $65M 129k 505.00
Bank of America Corporation (BAC) 0.7 $65M 4.9M 13.33
MasterCard Incorporated (MA) 0.7 $61M 244k 251.70
ConocoPhillips (COP) 0.6 $56M 704k 79.86
Wynn Resorts (WYNN) 0.6 $54M 422k 126.88
American Express Company (AXP) 0.6 $53M 1.2M 45.19
Coca-Cola Company (KO) 0.6 $53M 794k 66.34
Cme (CME) 0.6 $51M 170k 301.54
Boeing Company (BA) 0.6 $50M 677k 73.93
Bucyrus International 0.6 $50M 549k 91.45
SanDisk Corporation 0.5 $49M 1.1M 46.09
Utilities SPDR (XLU) 0.5 $47M 1.5M 31.87
Health Care SPDR (XLV) 0.5 $44M 1.3M 33.11
Microsoft Corporation (MSFT) 0.5 $43M 1.7M 25.39
Sunpower Cp B 0.5 $43M 2.5M 16.65
Newmont Mining Corporation (NEM) 0.4 $40M 729k 54.56
Trina Solar 0.4 $39M 1.3M 30.12
Consumer Discretionary SPDR (XLY) 0.4 $39M 1.0M 39.05
United Technologies Corporation 0.4 $38M 444k 84.63
General Electric Company 0.4 $34M 1.7M 20.04
Deere & Company (DE) 0.4 $33M 557k 58.82
Intuitive Surgical (ISRG) 0.3 $32M 97k 333.46
BHP Billiton 0.3 $30M 381k 79.60
HSBC Holdings (HSBC) 0.3 $29M 560k 51.80
Semiconductor HOLDRs 0.3 $29M 848k 34.58
iShares Dow Jones US Real Estate (IYR) 0.3 $29M 495k 59.40
AutoZone (AZO) 0.3 $29M 105k 273.52
Materials SPDR (XLB) 0.3 $29M 712k 40.02
Market Vector Russia ETF Trust 0.3 $28M 682k 41.63
Citi 0.3 $27M 6.2M 4.42
Ford Motor Company (F) 0.3 $28M 1.9M 14.91
China Mobile 0.3 $27M 580k 46.24
Yahoo! 0.3 $26M 1.6M 16.65
Atheros Communications 0.3 $26M 582k 44.66
Lubrizol Corporation 0.3 $24M 182k 133.94
Alcoa 0.3 $25M 1.4M 17.65
United States Steel Corporation (X) 0.3 $25M 453k 53.94
Spdr S&p 500 Etf (SPY) 0.3 $24M 182k 132.59
Walt Disney Company (DIS) 0.2 $23M 524k 43.07
Red Hat 0.2 $23M 495k 45.38
Market Vectors Gold Miners ETF 0.2 $23M 386k 60.10
Gerdau SA (GGB) 0.2 $22M 1.8M 12.50
Philip Morris International (PM) 0.2 $22M 335k 65.63
NYSE Euronext 0.2 $20M 570k 35.17
Petroleo Brasileiro SA (PBR.A) 0.2 $19M 530k 35.54
BHP Billiton (BHP) 0.2 $19M 200k 95.88
iShares Silver Trust (SLV) 0.2 $19M 521k 36.77
MGM Resorts International. (MGM) 0.2 $18M 1.4M 13.15
Wells Fargo & Company (WFC) 0.2 $18M 556k 31.71
Anadarko Petroleum Corporation 0.2 $17M 211k 81.92
Alcon 0.2 $17M 104k 165.46
3M Company (MMM) 0.2 $16M 172k 93.49
International Paper Company (IP) 0.2 $16M 540k 30.18
Hecla Mining Company (HL) 0.2 $16M 1.8M 9.08
TiVo 0.2 $16M 1.8M 8.74
Molex Incorporated 0.2 $15M 726k 20.69
Motorola Solutions (MSI) 0.2 $15M 334k 44.51
Best Buy (BBY) 0.1 $14M 474k 28.69
Dow Chemical Company 0.1 $14M 367k 37.75
Domtar Corp 0.1 $14M 150k 91.78
Industrial SPDR (XLI) 0.1 $14M 376k 37.56
Oil Service HOLDRs 0.1 $14M 84k 164.27
Potash Corp. Of Saskatchewan I 0.1 $13M 216k 58.90
Airgas 0.1 $12M 174k 66.42
EMC Corporation 0.1 $12M 444k 26.55
C.H. Robinson Worldwide (CHRW) 0.1 $12M 267k 43.48
salesforce (CRM) 0.1 $12M 87k 133.57
Massey Energy Company 0.1 $12M 169k 68.35
InterOil Corporation 0.1 $12M 155k 74.62
Chevron Corporation (CVX) 0.1 $11M 106k 107.48
SunPower Corporation 0.1 $11M 637k 17.14
Novartis (NVS) 0.1 $11M 201k 54.35
iShares MSCI Mexico Inv. Mt. Idx. (EWW) 0.1 $11M 175k 62.83
Sara Lee 0.1 $9.9M 558k 17.67
New Oriental Education & Tech 0.1 $10M 103k 99.97
Emergency Medical Services Corporation 0.1 $10M 158k 63.59
PowerShares QQQ Trust, Series 1 0.1 $9.8M 170k 57.42
Big Lots (BIG) 0.1 $9.0M 207k 43.41
Banco Bradesco SA (BBD) 0.1 $9.3M 450k 20.74
Cephalon 0.1 $8.2M 108k 76.07
Amgen (AMGN) 0.1 $8.6M 161k 53.44
Apollo 0.1 $7.9M 191k 41.71
Sears Holdings Corporation 0.1 $8.0M 97k 82.65
Valeant Pharmaceuticals Int 0.1 $8.0M 160k 49.81
ICICI Bank (IBN) 0.1 $7.2M 145k 49.83
Johnson & Johnson (JNJ) 0.1 $6.9M 116k 59.25
Bristol Myers Squibb (BMY) 0.1 $7.5M 282k 26.43
Autodesk (ADSK) 0.1 $7.1M 160k 44.11
RadioShack Corporation 0.1 $6.8M 456k 15.01
Dell 0.1 $7.6M 522k 14.50
Prudential Financial (PRU) 0.1 $7.3M 119k 61.55
Quicksilver Resources 0.1 $7.3M 509k 14.31
Dendreon Corporation 0.1 $7.6M 202k 37.43
Alberto-Culver Company 0.1 $7.1M 190k 37.27
Beckman Coulter 0.1 $6.3M 76k 83.06
Morgan Stanley (MS) 0.1 $6.5M 237k 27.32
BJ's Wholesale Club 0.1 $6.7M 138k 48.81
Hewlett-Packard Company 0.1 $6.3M 153k 40.96
Whole Foods Market 0.1 $6.5M 100k 65.59
D.R. Horton (DHI) 0.1 $6.6M 568k 11.65
General Motors Company (GM) 0.1 $6.2M 200k 31.03
Lkd Barclays Bk Plc Ipath S&p Etn etf 0.1 $6.2M 113k 55.05
Family Dollar Stores 0.1 $5.9M 115k 51.25
Advanced Micro Devices (AMD) 0.1 $5.2M 602k 8.60
Seagate Technology Com Stk 0.1 $5.5M 379k 14.40
LDK Solar 0.1 $5.9M 478k 12.24
Celgene Corporation 0.1 $5.9M 102k 57.56
Vale 0.1 $5.1M 171k 29.52
iShares MSCI South Korea Index Fund (EWY) 0.1 $5.7M 88k 64.34
Intel Corporation (INTC) 0.1 $4.3M 212k 20.18
Tiffany & Co. 0.1 $4.8M 78k 61.25
AirTran Holdings 0.1 $4.8M 648k 7.45
Allstate Corporation (ALL) 0.1 $4.4M 137k 31.76
Delta Air Lines (DAL) 0.1 $4.7M 482k 9.80
Barnes & Noble 0.1 $4.4M 486k 9.16
Ingersoll-rand Co Ltd-cl A 0.1 $4.7M 97k 48.30
Pfizer (PFE) 0.0 $3.3M 161k 20.26
Lennar Corporation (LEN) 0.0 $4.0M 220k 18.02
At&t (T) 0.0 $3.7M 121k 30.60
Adobe Systems Incorporated (ADBE) 0.0 $3.2M 97k 33.14
AFLAC Incorporated (AFL) 0.0 $3.5M 66k 52.73
International Coal 0.0 $3.3M 291k 11.27
Honeywell International (HON) 0.0 $3.6M 61k 59.71
Merck & Co (MRK) 0.0 $3.8M 116k 33.00
Xerox Corporation 0.0 $3.7M 350k 10.65
Qwest Communications International 0.0 $4.0M 588k 6.83
Mead Johnson Nutrition 0.0 $3.4M 58k 57.92
Marshall & Ilsley Corporation 0.0 $3.4M 424k 7.99
ITT Corporation 0.0 $3.7M 61k 60.05
Skyworks Solutions (SWKS) 0.0 $3.6M 112k 32.39
BP (BP) 0.0 $3.2M 72k 44.13
Cognizant Technology Solutions (CTSH) 0.0 $2.4M 30k 81.38
EXCO Resources 0.0 $2.6M 128k 20.65
Peabody Energy Corporation 0.0 $2.5M 34k 71.93
Dionex Corporation 0.0 $2.4M 20k 118.05
Supervalu 0.0 $2.9M 331k 8.90
E.I. du Pont de Nemours & Company 0.0 $2.8M 51k 54.96
Schlumberger (SLB) 0.0 $3.0M 32k 93.21
Symantec Corporation 0.0 $2.4M 130k 18.54
Target Corporation (TGT) 0.0 $2.8M 55k 49.72
Freeport-McMoRan Copper & Gold (FCX) 0.0 $3.1M 56k 55.50
Oracle Corporation (ORCL) 0.0 $2.5M 75k 33.31
Sohu 0.0 $2.7M 30k 89.22
AMR Corporation 0.0 $2.3M 362k 6.46
Marvell Technology Group 0.0 $2.3M 149k 15.55
Pride International 0.0 $3.1M 72k 42.95
AK Steel Holding Corporation 0.0 $2.8M 175k 15.77
General Cable Corporation 0.0 $2.3M 54k 43.26
Nationwide Health Properties 0.0 $2.4M 57k 42.51
SIGA Technologies (SIGA) 0.0 $2.7M 226k 12.10
Central Fd Cda Ltd cl a 0.0 $2.3M 103k 22.36
Limelight Networks (EGIO) 0.0 $2.4M 333k 7.16
Garmin (GRMN) 0.0 $2.4M 72k 33.85
China Ming Yang Wind Power 0.0 $3.0M 293k 10.31
ReneSola 0.0 $1.4M 130k 10.53
Radware Ltd ord (RDWR) 0.0 $1.7M 49k 35.44
U.S. Bancorp (USB) 0.0 $1.6M 60k 26.42
Legg Mason 0.0 $1.6M 46k 36.07
FedEx Corporation (FDX) 0.0 $1.7M 18k 93.38
McDonald's Corporation (MCD) 0.0 $1.5M 20k 75.88
Home Depot (HD) 0.0 $1.6M 44k 37.04
Abbott Laboratories (ABT) 0.0 $2.1M 42k 49.01
Vertex Pharmaceuticals Incorporated (VRTX) 0.0 $1.4M 29k 47.92
Kraft Foods 0.0 $1.6M 52k 31.34
Electronic Arts (EA) 0.0 $2.2M 111k 19.53
Verizon Communications (VZ) 0.0 $2.1M 55k 38.48
CVS Caremark Corporation (CVS) 0.0 $1.8M 53k 34.19
Dollar Thrifty Automotive 0.0 $1.7M 25k 66.72
Nike (NKE) 0.0 $1.4M 19k 75.67
Occidental Petroleum Corporation (OXY) 0.0 $1.6M 16k 104.03
optionsXpress Holdings 0.0 $1.6M 90k 18.27
Discovery Communications 0.0 $2.2M 56k 39.89
Southwestern Energy Company (SWN) 0.0 $1.4M 32k 42.97
Smithfield Foods 0.0 $1.8M 73k 24.04
Boise 0.0 $2.2M 239k 9.16
SRA International 0.0 $2.0M 71k 28.30
US Airways 0.0 $1.5M 172k 8.70
Finisar Corporation 0.0 $2.1M 87k 24.57
RehabCare 0.0 $2.0M 54k 36.85
Xyratex 0.0 $1.9M 172k 11.15
Finish Line 0.0 $1.9M 96k 19.84
China Life Insurance Company 0.0 $1.6M 29k 55.96
Imax Corp Cad (IMAX) 0.0 $1.9M 60k 31.97
Brocade Communications Systems 0.0 $1.9M 308k 6.15
Patriot Coal Corp 0.0 $1.9M 75k 25.83
Amarin Corporation (AMRN) 0.0 $1.6M 220k 7.28
Hldgs (UAL) 0.0 $1.8M 80k 22.96
CompuCredit Holdings 0.0 $1.6M 245k 6.53
Comcast Corporation (CMCSA) 0.0 $1.3M 54k 24.63
Yingli Green Energy Hold 0.0 $541k 42k 12.88
Corning Incorporated (GLW) 0.0 $1.3M 63k 20.62
Hartford Financial Services (HIG) 0.0 $577k 21k 26.91
State Street Corporation (STT) 0.0 $1.3M 29k 44.80
Discover Financial Services (DFS) 0.0 $521k 22k 24.11
CSX Corporation (CSX) 0.0 $828k 11k 78.51
Eastman Kodak Company 0.0 $515k 159k 3.23
Monsanto Company 0.0 $1.0M 14k 72.22
Allos Therapeutics 0.0 $1.0M 331k 3.16
Norfolk Southern (NSC) 0.0 $619k 8.9k 69.25
Carnival Corporation (CCL) 0.0 $837k 22k 38.36
Constellation Energy 0.0 $635k 20k 31.13
NVIDIA Corporation (NVDA) 0.0 $1.1M 61k 18.45
Noble Energy 0.0 $694k 7.2k 96.63
Paychex (PAYX) 0.0 $682k 22k 31.35
Medtronic 0.0 $992k 25k 39.30
Akamai Technologies (AKAM) 0.0 $1.1M 28k 38.00
Progress Energy 0.0 $984k 22k 45.54
Corinthian Colleges 0.0 $735k 166k 4.42
Tellabs 0.0 $641k 123k 5.23
National-Oilwell Var 0.0 $1.3M 16k 79.25
Office Depot 0.0 $731k 158k 4.63
Casey's General Stores (CASY) 0.0 $679k 17k 38.96
Altria (MO) 0.0 $1.1M 42k 26.03
Capital One Financial (COF) 0.0 $561k 11k 51.94
Cemex SAB de CV (CX) 0.0 $1.3M 147k 8.93
Walgreen Company 0.0 $678k 17k 40.13
Lowe's Companies (LOW) 0.0 $738k 28k 26.40
Live Nation Entertainment (LYV) 0.0 $608k 61k 9.98
SandRidge Energy 0.0 $1.0M 81k 12.80
Sina Corporation 0.0 $617k 5.8k 106.69
Marathon Oil Corporation (MRO) 0.0 $1.0M 19k 53.30
Hypercom Corporation (HYC) 0.0 $721k 60k 12.02
Walter Energy 0.0 $1.4M 10k 135.40
Lorillard 0.0 $1.1M 12k 94.98
A Power Energy Generat Sys 0.0 $982k 209k 4.69
Ladish 0.0 $1.1M 20k 54.61
Southwest Airlines (LUV) 0.0 $1.3M 101k 12.63
Skechers USA (SKX) 0.0 $598k 29k 20.51
Neutral Tandem 0.0 $958k 65k 14.74
Cree 0.0 $1.2M 25k 46.12
Sterling Bancshares 0.0 $563k 66k 8.60
Carnival (CUK) 0.0 $1.3M 33k 39.59
F5 Networks (FFIV) 0.0 $1.2M 12k 102.47
Savient Pharmaceuticals 0.0 $1.0M 95k 10.60
TomoTherapy Incorporated 0.0 $1.2M 261k 4.57
Allegheny Technologies Incorporated (ATI) 0.0 $633k 9.4k 67.66
Fronteer Gold 0.0 $753k 50k 15.06
Cell Therapeutics 0.0 $747k 2.0M 0.37
Power-One 0.0 $496k 57k 8.74
Ford Mtr Co Del *w exp 01/01/201 0.0 $638k 100k 6.38
ADPT Corporation 0.0 $913k 311k 2.94
Ubs Ag Jersey Brh lng sht vix 0.0 $972k 41k 23.65
Liberty Media 0.0 $388k 5.0k 77.60
Huntington Bancshares Incorporated (HBAN) 0.0 $119k 18k 6.59
CapitalSource 0.0 $90k 13k 7.03
Expedia 0.0 $213k 9.4k 22.66
CBS Corporation 0.0 $384k 15k 25.01
Apache Corporation 0.0 $209k 1.6k 130.62
Molex Incorporated 0.0 $300k 12k 25.04
NetApp (NTAP) 0.0 $363k 7.6k 48.06
Stanley Black & Decker (SWK) 0.0 $210k 2.8k 76.25
Trimble Navigation (TRMB) 0.0 $202k 4.0k 50.50
Brown-Forman Corporation (BF.B) 0.0 $204k 3.0k 68.00
Regions Financial Corporation (RF) 0.0 $353k 49k 7.25
Regis Corporation 0.0 $177k 10k 17.70
Newfield Exploration 0.0 $212k 2.8k 75.71
NCR Corporation (VYX) 0.0 $192k 10k 18.82
Stryker Corporation (SYK) 0.0 $230k 3.8k 60.61
LSI Corporation 0.0 $160k 24k 6.79
Staples 0.0 $341k 18k 19.41
Windstream Corporation 0.0 $261k 20k 12.87
Southern Company (SO) 0.0 $316k 8.3k 38.07
CB Richard Ellis 0.0 $342k 13k 26.63
Abercrombie & Fitch (ANF) 0.0 $200k 3.4k 58.43
GATX Corporation (GATX) 0.0 $231k 6.0k 38.50
New York Community Ban (NYCB) 0.0 $180k 10k 17.25
Pioneer Natural Resources (PXD) 0.0 $201k 2.0k 101.67
Roper Industries (ROP) 0.0 $207k 2.4k 86.25
J.M. Smucker Company (SJM) 0.0 $275k 3.9k 71.28
Gra (GGG) 0.0 $218k 4.8k 45.42
CNA Financial Corporation (CNA) 0.0 $359k 12k 29.47
Alpha Natural Resources 0.0 $13M 260k 47.93
Corn Products International 0.0 $217k 4.2k 51.67
Take-Two Interactive Software (TTWO) 0.0 $379k 25k 15.33
Dot Hill Systems 0.0 $297k 105k 2.82
Plains Exploration & Production Company 0.0 $272k 7.5k 36.12
ON Semiconductor (ON) 0.0 $105k 11k 9.80
Estee Lauder Companies (EL) 0.0 $212k 2.2k 95.93
Entergy Corporation (ETR) 0.0 $206k 3.1k 67.14
Key (KEY) 0.0 $328k 37k 8.86
J. Crew 0.0 $369k 8.5k 43.41
Atwood Oceanics 0.0 $203k 4.4k 46.21
Chicago Bridge & Iron Company 0.0 $279k 6.9k 40.55
Denbury Resources 0.0 $214k 8.8k 24.32
L-1 Identity Solutions 0.0 $167k 14k 11.77
Phillips-Van Heusen Corporation 0.0 $218k 3.4k 64.88
Novell 0.0 $415k 70k 5.93
Technology SPDR (XLK) 0.0 $426k 16k 26.01
MF Global Holdings 0.0 $207k 25k 8.28
Unit Corporation 0.0 $234k 3.8k 61.71
American International (AIG) 0.0 $432k 12k 35.06
Bridgepoint Education 0.0 $342k 20k 17.10
Seahawk Drilling 0.0 $175k 29k 6.12
Motorola Mobility Holdings 0.0 $401k 16k 24.40
PharmAthene 0.0 $268k 84k 3.18
INC shares Evergreen Solar 0.0 $230k 173k 1.33
First Bancorp Pfd Series A 0.0 $285k 20k 14.12
First Bancorp Pfd Series D 0.0 $364k 26k 14.22
First Bancorp Pfd Series E 0.0 $348k 25k 14.22
American Intl Group 0.0 $452k 41k 11.12
Hicks Acquisition Co Ii-cw17 0.0 $57k 100k 0.57