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Fund Holdings of CAPSTONE INVESTMENT ADVISORS LLC Filed on 2012-02-14

Link to Original SEC 13F filings sorted on filing date: 2012-02-14 | 2011-11-14 | 2011-08-15 | 2011-05-16 | 2011-02-14 | 2010-11-15 | 2010-08-16 | 2010-05-17 | 2010-02-16 | 2009-11-16 | 2009-08-14 | 2009-05-15 | 2009-02-13 | 2008-11-14 | 2008-08-14 | 2008-05-15 |

1. Fund Information

Fund NameCAPSTONE INVESTMENT ADVISORS LLC
Fund Manager
Address7 WORLD TRADE CENTER, 250 GREENWICH STREET, 30TH FLOOR
NEW YORK, NY, 10007
::Google Map
Phone(212) 232-1420
13F Asset Last Qtr$8,247,570,344
13F Asset This Qtr$9,666,355,928
Asset Change17.20%

2. Comparison of Holdings by Sectors with Last Quarter

3. Top 20 Holdings (Value) of This Quarter

No.SecurityPut/CallStockSharesValue(x$1000)Activity(Shr)% Port.
1.)GOOGLE INC.CALLGOOG1,965,900$1,269,774Added 20.63%13.14%
2.)APPLE INC.CALLAAPL1,944,300$787,441Added 4.35%8.15%
3.)GOOGLE INC.PUTGOOG1,142,300$737,811Added 40.82%7.63%
4.)APPLE INC.PUTAAPL1,725,900$698,989Added 5.40%7.23%
5.)EXXON MOBIL CORP.CALLXOM3,120,600$264,502Added 124.07%2.74%
6.)INTERNATIONAL BUSINESS MACHINES CORP.CALLIBM1,279,500$235,274Added 21.48%2.43%
7.)PROCTER & GAMBLE CO.CALLPG3,448,800$230,069Added 162.85%2.38%
8.)AMAZON.COM, INC.CALLAMZN1,296,900$224,493Added 11.24%2.32%
9.)SPDR GOLD TRUST GSPUTGLD1,415,900$215,202Cut -38.39%2.23%
10.)ISHARES TRUST MSCI EAFE INDEX FUNDCALLEFA4,110,800$203,607Added 1.42%2.11%
11.)INTUITIVE SURGICAL, INC.CALLISRG311,000$143,996Added 16,268.42%1.49%
12.)BAIDU, INC. - ADSPUTBIDU1,067,600$124,343Cut -9.62%1.29%
13.)ISHARES TRUST MSCI EMERGING MARKETS INDEXPUTEEM3,012,300$114,286Added 327.28%1.18%
14.)APPLE INC.AAPL272,383$110,315Cut -62.11%1.14%
15.)COCA-COLA CO (THE)CALLKO1,561,200$109,237Added 37.71%1.13%
16.)SPDR GOLD TRUST GSCALLGLD716,200$108,855Cut -37.79%1.13%
17.)PEPSICO INC.CALLPEP1,628,400$108,044Added 31.22%1.12%
18.)SPDR GOLD TRUST GSGLD693,231$105,364Cut -60.41%1.09%
19.)PRICELINE.COM INCORPORATEDCALLPCLN220,200$102,989Added 61.20%1.07%
20.)AMAZON.COM, INC.PUTAMZN583,800$101,055Added 84.16%1.05%

4. Top 20 (Value) Holdings BOUGHT NEW in This Quarter

No.SecurityPut/CallStockShares NEWValue(x$1000)% Port.
1.)AUTOZONE, INC.CALLAZO284,000$92,2910.95%
2.)KELLOGG COCALLK780,900$39,4900.41%
3.)ISHARES TRUST RUSSELL 2000 INDEX FUNDCALLIWM500,000$36,8450.38%
4.)POWERSHARES EXCHANGE-TRADED FUND TRUST - POWERSHARES QQQ TRUST, SERIES 1PUTQQQ460,000$25,6810.27%
5.)ISHARE MSCI JAPAN INPUTEWJ2,504,000$22,8110.24%
6.)ISHARE MSCI JAPAN INEWJ1,475,309$13,4400.14%
7.)GILEAD SCIENCES, INC.CALLGILD215,700$8,8280.09%
8.)ISHARES DOW JONES US REAL ESTATEPUTIYR145,200$8,2450.09%
9.)HEALTHSPRING INCHS150,000$8,1810.08%
10.)RIGHTNOW TECHNOLOGIES, INC.RNOW150,000$6,4090.07%
11.)SUCCESSFACTORS, INC.SFSF155,000$6,1790.06%
12.)INTUITIVE SURGICAL, INC.PUTISRG11,100$5,1390.05%
13.)LOCKHEED MARTIN CORP.PUTLMT59,600$4,8210.05%
14.)ISHARES DOW JONES US REAL ESTATECALLIYR79,600$4,5200.05%
15.)TEMPLE-INLAND INC.TIN140,000$4,4390.05%
16.)SPDR S&P 500 ETFPUTSPY31,700$3,9780.04%
17.)MKT VCTR RUSSIA SBICALLRSX136,800$3,6450.04%
18.)MACYS INCPUTM111,800$3,5970.04%
19.)EL PASO CORP.EP130,000$3,4540.04%
20.)AMGEN INC.PUTAMGN49,200$3,1590.03%

5. Top 20 (Value) Holdings Totally SOLD OUT in This Quarter

No.SecurityPut/CallStockShares SOLDValue(x$1000)% Port. Last Qtr
1.)GOOGLE INC.GOOG45,753$23,5640.29%
2.)PEPSICO INC.PEP266,326$16,4850.20%
3.)BHP BILLITON PLCBBL302,700$16,0670.20%
4.)MKT VECT GOLD MNRSGDX233,676$12,8960.16%
5.)MARVELL TECHNOLOGY GROUP, LTD.CALLMRVL622,100$9,0290.11%
6.)PETROLEO BRASILEIRO S.A.PBR341,327$7,6620.09%
7.)GOODRICH CORP.CALLGR63,000$7,6020.09%
8.)ANADARKO PETROLEUM CORPPUTAPC101,100$6,3740.08%
9.)DPL INC.DPL210,000$6,3290.08%
10.)VARIAN SEMICONDUCTOR EQUIPMENT ASSOCIATES, INC.PUTVSEA90,000$5,5030.07%
11.)CEPHALON, INC.CALLCEPH67,000$5,4060.07%
12.)MICROSOFT CORPORATIONMSFT211,380$5,2610.06%
13.)GERDAU S.A.PUTGGB675,000$4,8120.06%
14.)HECLA MINING CO.CALLHL894,100$4,7920.06%
15.)TEMPLE-INLAND INC.CALLTIN150,000$4,7050.06%
16.)CEPHALON, INC.PUTCEPH56,800$4,5830.06%
17.)VARIAN SEMICONDUCTOR EQUIPMENT ASSOCIATES, INC.VSEA70,000$4,2800.05%
18.)3M COMMM59,241$4,2520.05%
19.)QUALCOMM INCORPORATEDQCOM84,879$4,1270.05%
20.)OIL SERVICE HOLDRS TPUTOIH40,000$4,1240.05%