-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, Twj7p/4raZ1r5gWvUnyXFQxiESiaW1lWKL6CwxZiNdWiLHtIlbQOPCDpTefvNbA5 +S/+TdSK7QzfYcyyqrHipg== 0000825204-08-000004.txt : 20081010 0000825204-08-000004.hdr.sgml : 20081010 20081010151747 ACCESSION NUMBER: 0000825204-08-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080930 FILED AS OF DATE: 20081010 DATE AS OF CHANGE: 20081010 EFFECTIVENESS DATE: 20081010 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CAPSTONE ASSET MANAGEMENT CO CENTRAL INDEX KEY: 0000825204 IRS NUMBER: 760022831 STATE OF INCORPORATION: DE FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-02180 FILM NUMBER: 081118238 BUSINESS ADDRESS: STREET 1: 5847 SAN FELIPE STREET 2: SUITE 4100 CITY: HOUSTON STATE: TX ZIP: 77057 BUSINESS PHONE: 7132609000 MAIL ADDRESS: STREET 1: 5847 SAN FELIPE STREET 2: SUITE 4100 CITY: HOUSTON STATE: TX ZIP: 77044 13F-HR 1 sec13f3rdqtr2008.txt SEC13F 3RD QTR REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended:September 30, 2008 Check here if Amendment [ ]; Amendment Number: ________ This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries Institutional Investment Manager Filing this Report: Name: Capstone Asset Management Company Address: 5847 San Felipe, Suite 4100 Houston, Texas 77057 Form 13F File Number: 28-2180 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Richard A. Nunn Title: Sr. Vice President, Cheif Compliance Officer Phone: (713) 260-9000 Signature, Place, and Date of Signing: /s/ Richard A. Nunn Houston, Texas October 13, 2008 [Signature] [City, State] [Date] Report Type (check only one.): [ X ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: NONE CAPSTONE ASSET MANAGEMENT COMPANY CAPSTONE ASSET MANAGEMENT COMPANY FORM 13F SUMMARY PAGE AS OF DATE: 09/30/08 RUN DATE: 10/02/08 1:42 P.M. REPORT SUMMARY: NUMBER OF OTHER INCLUDED MANAGERS: 0 FORM 13F INFORMATION TABLE ENTRY TOTAL: 1,316 FORM 13F INFORMATION TABLE VALUE TOTAL: $1,861,584,000 LIST OF OTHER INCLUDED MANAGERS: NO. 13F FILE NUMBER NAME
PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 1 FORM 13F INFORMATION TABLE AS OF DATE: 09/30/08 VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 3 COM CORP COM 885535104 32 13930 SH SOLE 12320 1610 0 3M COMPANY COM 88579Y101 6814 99745 SH SOLE 5594 94151 0 A A R CORP COM 000361105 290 17490 SH SOLE 3350 14140 0 A B M INDS INC COM 000957100 335 15360 SH SOLE 4930 10430 0 A E S CORP COM 00130H105 978 83690 SH SOLE 18410 65280 0 A G L RESOURCES INC COM 001204106 1405 44765 SH SOLE 4520 40245 0 A K STEEL HOLDING CORP COM 001547108 284 10955 SH SOLE 790 10165 0 A M B PPTY CORP COM 00163T109 263 5810 SH SOLE 4030 1780 0 A T M I INC COM 00207R101 188 10480 SH SOLE 1450 9030 0 A T & T INC COM 00206R102 16239 581620 SH SOLE 51027 530593 0 AARON RENTS INC CL B COM 002535201 507 18732 SH SOLE 2060 16672 0 ABAXIS INC COM 002567105 206 10480 SH SOLE 2690 7790 0 ABB LTD SPONSORED ADR COM 000375204 1855 95615 SH SOLE 26000 69615 0 ABBOTT LABS COM 002824100 9840 170896 SH SOLE 13160 157736 0 ABERCROMBIE & FITCH CO CL A COM 002896207 524 13295 SH SOLE 5150 8145 0 ACADIA RLTY TR COM 004239109 212 8390 SH SOLE 1040 7350 0 ACCENTURE LTD SHS CL A COM G1150G111 1731 45558 SH DEFINED 0 45558 0 ACUITY BRANDS INC COM 00508Y102 480 11500 SH SOLE 1740 9760 0 ADAPTEC INC COM 00651F108 102 30970 SH SOLE 3850 27120 0 ADOBE SYSTEM INC COM 00724F101 6237 158015 SH SOLE 10874 147141 0 ADVANCED AUTO PTS INC COM 00751Y106 317 8000 SH SOLE 5640 2360 0 ADVANCED MICRO DEVICES INC COM 007903107 275 52443 SH SOLE 5510 46933 0 AEGON NV ORD AMER REG COM 007924103 801 91202 SH SOLE 14900 76302 0 AEROPOSTALE COM 007865108 255 7955 SH SOLE 7500 455 0 AETNA U S HEALTHCARE INC COM 00817Y108 1845 51088 SH SOLE 4380 46708 0 AFFILIATED COMPUTER SERVICES I COM 008190100 559 11040 SH SOLE 1000 10040 0 AFFILIATED MANAGERS GROUP INCO COM 008252108 278 3355 SH SOLE 2360 995 0 AFLAC INC COM 001055102 3222 54837 SH SOLE 4230 50607 0 AGCO CORP COM 001084102 239 5610 SH SOLE 3560 2050 0 AGILENT TECHNOLOGIES INC COM 00846U101 1192 40204 SH SOLE 3210 36994 0 AGNICO EAGLE MINES LTD COM 008474108 427 7760 SH SOLE 1840 5920 0 AGRIUM INC COM 008916108 371 6618 SH SOLE 1840 4778 0 AIR PRODUCTS & CHEMICALS INC COM 009158106 2319 33863 SH SOLE 1630 32233 0 AIRGAS INC COM 009363102 265 5340 SH SOLE 3260 2080 0 AKAMAI TECHNOLOGIES INC COM 00971T101 411 23550 SH SOLE 8260 15290 0 ALBANY INTL CORP NEW CL A COM 012348108 246 8990 SH SOLE 1290 7700 0 ALCATEL ALSTHOM GENERALE ADR S COM 013904305 342 89130 SH SOLE 25500 63630 0 ALCOA INC COM 013817101 2861 126695 SH DEFINED 6850 119845 0 ALEXANDRIA REAL EST EQTS INC COM 015271109 245 2175 SH SOLE 1480 695 0 ALLEGHENY ENERGY INC COM 017361106 727 19760 SH SOLE 1650 18110 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 298 10098 SH SOLE 720 9378 0 ALLERGAN INC COM 018490102 5998 116465 SH SOLE 2890 113575 0 ALLETE INC COM 018522300 413 9280 SH SOLE 2580 6700 0 ALLIANCE DATA SYS CORP COM 018581108 375 5915 SH SOLE 3980 1935 0 ALLIANT ENERGY CORP COM 018802108 269 8345 SH SOLE 5370 2975 0 ALLIANT TECHSYSTEMS INC COM 018804104 254 2700 SH SOLE 2360 340 0 ALLIANZ AKTIENGESELLSCHAFT ADR COM 018805101 2629 191745 SH SOLE 51070 140675 0 ALLIED IRISH BKS P L C ADR SPO COM 019228402 295 17942 SH SOLE 5470 12472 0 ALLIED WASTE INDS INC COM 019589308 453 40755 SH SOLE 15880 24875 0 ALLSCRIPTS HEALTHCARE SOLUT COM 01988P108 227 18270 SH SOLE 2170 16100 0 ALLSTATE CORP COM 020002101 3017 65420 SH SOLE 9410 56010 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 2 RUN DATE: 10/02/08 1:41 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 09/30/08 VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- ALPHARMA INC CL A COM 020813101 432 11720 SH SOLE 1710 10010 0 ALTERA CORP COM 021441100 754 36455 SH SOLE 3260 33195 0 ALTRIA GROUP INC COM 02209S103 2911 146728 SH DEFINED 0 146728 0 ALUMINA LTD ADR SPONSORED COM 022205108 109 10820 SH SOLE 3080 7740 0 AMAZON COM INC COM 023135106 2716 37332 SH SOLE 7310 30022 0 AMCOL INTL CORP COM 02341W103 248 7920 SH SOLE 830 7090 0 AMEDISYS INC COM 023436108 569 11693 SH SOLE 1929 9764 0 AMEREN CORP COM 023608102 1145 29335 SH SOLE 6000 23335 0 AMERICA MOVIL S A DE C V SPONS COM 02364W105 2908 62735 SH SOLE 24260 38475 0 AMERICAN CAPITAL LTD. COM 02503Y103 571 22400 SH SOLE 7860 14540 0 AMERICAN EAGLE OUTFITTERS INC COM 02553E106 225 14730 SH SOLE 10730 4000 0 AMERICAN ELECTRIC POWER COM 025537101 1634 44114 SH SOLE 6840 37274 0 AMERICAN EXPRESS CO COM 025816109 5633 158991 SH DEFINED 12200 146791 0 AMERICAN INTL GROUP INC COM 026874107 862 258920 SH SOLE 20800 238120 0 AMERICAN MED SYS HLDGS INC COM 02744M108 538 30290 SH SOLE 4650 25640 0 AMERICAN STATES WATER CO COM 029899101 204 5310 SH SOLE 840 4470 0 AMERICAN TOWER CORP CL A COM 029912201 1528 42468 SH SOLE 3870 38598 0 AMERICREDIT CORP COM 03060R101 137 13540 SH SOLE 11710 1830 0 AMERIGROUP CORP COM 03073T102 418 16560 SH SOLE 2100 14460 0 AMERIPRISE FINANCIAL INC COM 03076C106 850 22249 SH SOLE 1896 20353 0 AMERISOURCEBERGEN CORP COM 03073E105 1157 30725 SH SOLE 9740 20985 0 AMETEK INC COM 031100100 285 6997 SH SOLE 4100 2897 0 AMGEN INC COM 031162100 6363 107354 SH SOLE 14510 92844 0 AMN HEALTHCARE SERVICES INC COM 001744101 287 16310 SH SOLE 5650 10660 0 AMPHENOL CORP NEW CL A COM 032095101 1142 28440 SH DEFINED 8330 20110 0 AMSURG INC COM 03232P405 373 14660 SH SOLE 3200 11460 0 ANADARKO PETROLEUM CORP COM 032511107 2147 44249 SH SOLE 3810 40439 0 ANALOG DEVICES INC COM 032654105 1934 73388 SH SOLE 3050 70338 0 ANALOGIC CORP COM 032657207 263 5280 SH SOLE 630 4650 0 ANDERSONS INC COM 034164103 220 6250 SH SOLE 780 5470 0 ANGLO AMERN PLC ADR NEW COM 03485P201 2146 128291 SH SOLE 29816 98475 0 ANHEUSER BUSCH COMPANIES INC COM 035229103 4273 65862 SH SOLE 0 65862 0 ANIXTER INTL INC COM 035290105 613 10300 SH SOLE 1350 8950 0 ANSYS INC COM 03662Q105 286 7546 SH SOLE 5369 2177 0 AON CORP COM 037389103 1374 30564 SH SOLE 2800 27764 0 APACHE CORP COM 037411105 4710 45170 SH SOLE 5640 39530 0 APARTMENT INVT & MGMT CO COM 03748R101 573 16359 SH SOLE 6581 9778 0 APOLLO GROUP INC CL A COM 037604105 1181 19910 SH SOLE 6740 13170 0 APOLLO INVT CORP COM SH BEN IN COM 03761U106 214 12560 SH SOLE 6530 6030 0 APPLE COMPUTER INC COM 037833100 10730 94402 SH SOLE 8666 85736 0 APPLIED BIOSYSTEMS INC DEL COM COM 038149100 719 20992 SH SOLE 2490 18502 0 APPLIED INDL TECHNOLOGIES INC COM 03820C105 264 9807 SH SOLE 1310 8497 0 APPLIED MATERIALS INC COM 038222105 2211 146161 SH SOLE 12470 133691 0 ARBITRON INC COM 03875Q108 591 13230 SH SOLE 2920 10310 0 ARCH CHEMICALS INC COM 03937R102 248 7030 SH SOLE 980 6050 0 ARCH COAL INC COM 039380100 292 8880 SH SOLE 5500 3380 0 ARCHER DANIELS MIDLAND COM 039483102 1637 74714 SH SOLE 5520 69194 0 ARCTIC CAT INC COM 039670104 121 13210 SH SOLE 10500 2710 0 ARKANSAS BEST CORP DEL COM 040790107 431 12790 SH SOLE 6690 6100 0 ARM HLDGS PLC SPONSORED ADR COM 042068106 78 15095 SH SOLE 4970 10125 0 ARQULE INC COM 04269E107 33 10360 SH SOLE 1120 9240 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 3 RUN DATE: 10/02/08 1:41 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 09/30/08 VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- ARRIS GROUP INC COM 04269Q100 274 35471 SH SOLE 4269 31202 0 ARROW ELECTRONICS INC COM 042735100 215 8185 SH SOLE 5780 2405 0 ARTHROCARE CORP COM 043136100 261 9400 SH SOLE 1110 8290 0 ARVINMERITOR INC COM 043353101 270 20700 SH SOLE 20300 400 0 ASHLAND INC COM 044209104 354 12101 SH SOLE 6710 5391 0 ASMLD HOLDINGS NV NY REG SHS COM N07059186 317 18002 SH SOLE 4935 13067 0 ASSURANT INC COM 04621X108 611 11110 SH SOLE 1050 10060 0 ASTRAZENECA PLC ADR SPONSORED COM 046353108 2607 59409 SH SOLE 18010 41399 0 ATC TECHNOLOGY CORP COM 00211W104 223 9390 SH SOLE 900 8490 0 ATMEL CORP COM 049513104 59 17410 SH SOLE 13390 4020 0 ATMOS ENERGY CORP COM 049560105 831 31220 SH SOLE 8270 22950 0 ATWOOD OCEANICS COM 050095108 721 19800 SH SOLE 2100 17700 0 AU OPTRONICS CORP SPONSORED AD COM 002255107 442 38866 SH SOLE 16685 22182 0 AUTODESK INC COM 052769106 1018 30354 SH SOLE 7600 22754 0 AUTOMATIC DATA PROCESSING COM 053015103 3472 81206 SH SOLE 5360 75846 0 AUTONATION INC DEL COM 05329W102 434 38635 SH SOLE 24960 13675 0 AUTOZONE INC COM 053332102 923 7481 SH SOLE 2800 4681 0 AVALONBAY COMMUNITIES INC COM 053484101 811 8240 SH SOLE 480 7760 0 AVERY DENNISON CORP COM 053611109 2003 45034 SH SOLE 2600 42434 0 AVID TECHNOLOGY INC COM 05367P100 273 11326 SH SOLE 1440 9886 0 AVIS BUDGET GROUP INC COM 053774105 89 15425 SH SOLE 13750 1675 0 AVISTA CORP COM 05379B107 359 16530 SH SOLE 4370 12160 0 AVNET INC COM 053807103 221 8970 SH SOLE 5860 3110 0 AVON PRODUCTS INC COM 054303102 2918 70206 SH SOLE 10720 59486 0 AXA ADR SPONSORED COM 054536107 2581 79024 SH SOLE 20660 58364 0 AXCELIS TECHNOLOGIES INC COM 054540109 43 25570 SH SOLE 3090 22480 0 B B & T CORP COM 054937107 5836 154395 SH SOLE 10740 143655 0 B J SERVICES CO COM 055482103 763 39870 SH SOLE 12620 27250 0 B M C SOFTWARE INC COM 055921100 744 25990 SH SOLE 5100 20890 0 B P AMOCO P L C COM 055622104 7754 154563 SH SOLE 35960 118603 0 BAKER HUGHES INC COM 057224107 2156 35607 SH SOLE 4070 31537 0 BALCHEM CORP COM 057665200 241 9055 SH SOLE 2640 6415 0 BALDOR ELEC CO COM 057741100 438 15200 SH SOLE 2060 13140 0 BALL CORP COM 058498106 725 18349 SH SOLE 8000 10349 0 BANCO BILBAO VIZCAYA ARGENTAAD COM 05946K101 2569 158855 SH SOLE 42470 116385 0 BANCO BRADESCO S A SP ADR PFD COM 059460303 1392 86470 SH SOLE 36590 49880 0 BANCO ITAU HOLDING FIN - ADR COM 059602201 1306 74634 SH SOLE 31402 43232 0 BANCO SANTANDER CENT HISPANIC COM 05964H105 3934 261911 SH SOLE 70410 191501 0 BANK AMER CORP 6.500% 10/15/32 PREFERRED STOCKS 060505401 792 37875 SH SOLE 0 37875 0 BANK AMERICA CORP COM 060505104 15770 450561 SH SOLE 41361 409200 0 BANK MONTREAL QUE COM 063671101 1004 23295 SH SOLE 6400 16895 0 BANK MUTUAL CORP COM 063750103 178 15660 SH SOLE 3870 11790 0 BANK NOVA SCOTIA HALIFAX COM 064149107 2095 45495 SH SOLE 12050 33445 0 BANK OF NEW YORK MELLON CORPOR COM 064058100 3617 111027 SH SOLE 9281 101746 0 BANKRATE INC COM 06646V108 353 9070 SH SOLE 3650 5420 0 BARCLAYS PLC ADR COM 06738E204 3453 139778 SH SOLE 21900 117878 0 BARD, C R INC COM 067383109 1552 16360 SH SOLE 3020 13340 0 BARNES GROUP INC COM 067806109 254 12560 SH SOLE 1770 10790 0 BARR LABS INC COM 068306109 494 7565 SH SOLE 0 7565 0 BARRICK GOLD CORP COM 067901108 1534 41755 SH SOLE 10390 31365 0 BASIC ENERGY SVCS INC NEW COM 06985P100 333 15650 SH SOLE 7390 8260 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 4 RUN DATE: 10/02/08 1:41 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 09/30/08 VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- BASSETT FURNITURE INDS INC COM 070203104 188 21960 SH SOLE 19120 2840 0 BAXTER INTL INC COM 071813109 4219 64278 SH SOLE 5620 58658 0 BCE INC COM 05534B760 1325 38172 SH SOLE 10215 27957 0 BECKMAN COULTER INC COM 075811109 381 5360 SH SOLE 2620 2740 0 BECTON DICKINSON & CO COM 075887109 2202 27442 SH SOLE 0 27442 0 BED BATH & BEYOND INC COM 075896100 1277 40640 SH SOLE 13910 26730 0 BELDEN CDT INC COM 077454106 396 12445 SH SOLE 1900 10545 0 BEMIS INC COM 081437105 465 17726 SH SOLE 7050 10676 0 BENCHMARK ELECTRS INC COM 08160H101 290 20585 SH SOLE 4610 15975 0 BERKLEY W R CORP COM 084423102 272 11557 SH SOLE 8400 3157 0 BEST BUY INC COM 086516101 1553 41405 SH SOLE 7410 33995 0 BHP BILLITON LTD SPONSORED ADR COM 088606108 3623 69682 SH SOLE 19040 50642 0 BHP BILLITON PLC SPONSORED ADR COM 05545E209 2139 46585 SH SOLE 12540 34045 0 BIG LOTS INC COM 089302103 410 14740 SH SOLE 6220 8520 0 BIOGEN IDEC INC COM 09062X103 1875 37292 SH SOLE 6840 30452 0 BIOMED REALTY TRUST INC COM 09063H107 596 22520 SH SOLE 5740 16780 0 BIOVAIL CORP COM 09067J109 141 14440 SH SOLE 2380 12060 0 BLACK BOX CORP COM 091826107 221 6390 SH SOLE 1920 4470 0 BLACK & DECKER CORP COM 091797100 605 9964 SH SOLE 4350 5614 0 BLACKBAUD INC COM 09227Q100 371 20100 SH SOLE 4200 15900 0 BLOCK H & R INC COM 093671105 1125 49469 SH SOLE 17020 32449 0 BLUE COAT SYS INC COM 09534T508 173 12200 SH SOLE 1420 10780 0 BLUE NILE INC COM 09578R103 235 5490 SH SOLE 760 4730 0 BOEING CO COM 097023105 3428 59771 SH SOLE 5808 53963 0 BORG WARNER INC COM 099724106 245 7490 SH SOLE 4600 2890 0 BOSTON PRIVATE FINL HLDGS INC COM 101119105 135 15430 SH SOLE 1400 14030 0 BOSTON PROPERTIES INC COM 101121101 1165 12435 SH SOLE 820 11615 0 BOSTON SCIENTIFIC CORP COM 101137107 1577 128496 SH SOLE 12697 115799 0 BRADY W H CO CL A COM 104674106 671 19020 SH SOLE 2100 16920 0 BRIGGS & STRATTON CORP COM 109043109 269 16600 SH SOLE 5210 11390 0 BRIGHTPOINT INC COM 109473405 163 22572 SH SOLE 5620 16952 0 BRISTOL MYERS SQUIBB CO COM 110122108 3575 171469 SH SOLE 18690 152779 0 BRISTOW GROUP INC COM 110394103 340 10050 SH SOLE 1140 8910 0 BRITISH AMERN TOB PLC SPONSORE COM 110448107 228 3670 SH SOLE 0 3670 0 BRITISH SKY BROADCASTING GRPAD COM 111013108 335 11269 SH SOLE 0 11269 0 BROADCOM CORP COM 111320107 896 48068 SH SOLE 3760 44308 0 BROOKFIELD ASSET MGMT INC CL A COM 112585104 628 22877 SH SOLE 5952 16925 0 BROOKLINE BANCORP INC DEL COM 11373M107 224 17500 SH SOLE 4410 13090 0 BROOKS AUTOMATION INC COM 114340102 149 17852 SH SOLE 2150 15702 0 BROWN FORMAN CORP CL B COM 115637209 453 6308 SH SOLE 0 6308 0 BROWN SHOE INC COM 115736100 267 16279 SH SOLE 6355 9924 0 BROWN & BROWN INC COM 115236101 223 10321 SH SOLE 7210 3111 0 BRUNSWICK CORP COM 117043109 403 31490 SH SOLE 11400 20090 0 BT GROUP PLC ADR COM 05577E101 1597 55047 SH SOLE 9670 45377 0 BUCKLE INC COM 118440106 265 4765 SH SOLE 570 4195 0 BURLINGTON NORTHERN SANTA FE COM 12189T104 6330 68486 SH SOLE 2210 66276 0 C B R L GROUP INC COM 12489V106 218 8290 SH SOLE 1150 7140 0 C E C ENTERTAINMENT INC COM 125137109 421 12680 SH SOLE 3650 9030 0 C H ENERGY GROUP INC COM 12541M102 297 6820 SH SOLE 3040 3780 0 C H ROBINSON WORLDWIDE INC COM 12541W209 1112 21820 SH SOLE 4970 16850 0 C M S ENERGY CORP COM 125896100 368 29505 SH SOLE 9990 19515 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 5 RUN DATE: 10/02/08 1:41 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 09/30/08 VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- C S G SYSTEMS INTL INC COM 126349109 193 11020 SH SOLE 1280 9740 0 C S X CORP COM 126408103 2358 43203 SH SOLE 3190 40013 0 C T S CORP COM 126501105 166 12950 SH SOLE 4880 8070 0 C V S CORP COM 126650100 5518 163938 SH SOLE 11955 151983 0 C & D TECHNOLOGIES INC COM 124661109 65 11490 SH SOLE 5630 5860 0 CA INC COM 12673P105 908 45512 SH SOLE 4790 40722 0 CABELAS INC COM 126804301 145 11980 SH SOLE 3200 8780 0 CABOT MICROELECTRONICS CORP COM 12709P103 288 8980 SH SOLE 1150 7830 0 CABOT OIL & GAS CORP COM 127097103 439 12145 SH SOLE 3600 8545 0 CACI INTL INC CL A COM 127190304 710 14180 SH SOLE 2800 11380 0 CADBURY PLC SPONS ADR COM 12721E102 1037 25322 SH SOLE 5230 20092 0 CADENCE DESIGNS SYSTEMS INC COM 127387108 94 13895 SH SOLE 9240 4655 0 CAMBREX CORP COM 132011107 69 11140 SH SOLE 8270 2870 0 CAMDEN PPTY TR SH BEN INT COM 133131102 213 4645 SH SOLE 3490 1155 0 CAMECO CORP COM 13321L108 321 14395 SH SOLE 3960 10435 0 CAMERON INTRNATIONAL CORP COM 13342B105 954 24742 SH SOLE 4350 20392 0 CAMPBELL SOUP CO COM 134429109 1411 36565 SH SOLE 9470 27095 0 CANADIAN NAT RES LTD COM 136385101 1562 22810 SH SOLE 6090 16720 0 CANADIAN NATL RY CO COM 136375102 1082 22620 SH SOLE 5950 16670 0 CANADIAN PAC RY LTD COM 13645T100 438 8125 SH SOLE 2140 5985 0 CANON INC ADR COM 138006309 2054 54422 SH SOLE 14530 39892 0 CAPITAL ONE FINANCIAL CORP COM 14040H105 2039 39975 SH SOLE 5738 34237 0 CARBO CERAMICS INC COM 140781105 519 10065 SH SOLE 2350 7715 0 CARDINAL HEALTH INC COM 14149Y108 2530 51340 SH SOLE 5600 45740 0 CARMAX INC COM 143130102 186 13290 SH SOLE 8070 5220 0 CARNIVAL PAIRED CERTIFICATES COM 143658300 1804 51040 SH SOLE 0 51040 0 CASEYS GENERAL STORES INC COM 147528103 496 16450 SH SOLE 1840 14610 0 CASH AMERICAN INTL INC COM 14754D100 371 10300 SH SOLE 1300 9000 0 CATERPILLAR INC COM 149123101 5602 93991 SH DEFINED 8450 85541 0 CATO CORP NEW CL A COM 149205106 240 13665 SH SOLE 6710 6955 0 CB RICHARD ELLIS GROUP INC CL COM 12497T101 522 39050 SH SOLE 23180 15870 0 CBS CORP NEW CL B COM 124857202 1100 75465 SH SOLE 18040 57425 0 CDN IMPERIAL BK OF COMMERCE COM 136069101 2225 37706 SH SOLE 4820 32886 0 CELGENE CORP COM 151020104 3128 49437 SH SOLE 7800 41637 0 CEMEX S A SPONSORED ADR COM 151290889 787 45694 SH SOLE 19520 26174 0 CENTENE CORP DEL COM 15135B101 290 14120 SH SOLE 1700 12420 0 CENTERPOINT ENERGY INC COM 15189T107 688 47247 SH SOLE 13550 33697 0 CENTEX CORP COM 152312104 398 24548 SH SOLE 15060 9488 0 CENTRAL GARDEN & PET CO CL A N COM 153527205 242 40600 SH SOLE 24690 15910 0 CENTRAL PAC FINL CORP COM 154760102 227 13510 SH SOLE 6780 6730 0 CENTURY ALUM CO COM 156431108 308 11125 SH SOLE 1350 9775 0 CENTURYTEL INC COM 156700106 478 13040 SH SOLE 1390 11650 0 CEPHALON INC COM 156708109 390 5030 SH SOLE 2730 2300 0 CERADYNE INC CALIF COM 156710105 520 14185 SH SOLE 3570 10615 0 CERNER CORP COM 156782104 240 5370 SH SOLE 3540 1830 0 CF INDS HLDGS INC COM 125269100 682 7455 SH SOLE 1990 5465 0 CHAMPION ENTERPRISES INC COM 158496109 109 19550 SH SOLE 2450 17100 0 CHARLES RIV LABORATORIES INT COM 159864107 321 5775 SH SOLE 3240 2535 0 CHARMING SHOPPES INC COM 161133103 162 33050 SH SOLE 28520 4530 0 CHATTEM INC COM 162456107 679 8690 SH SOLE 1550 7140 0 CHECKPOINT SYSTEM INC COM 162825103 239 12680 SH SOLE 1590 11090 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 6 RUN DATE: 10/02/08 1:41 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 09/30/08 VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- CHEMED CORPORATION COM 16359R103 274 6670 SH SOLE 1160 5510 0 CHEMTURA CORPORATION COM 163893100 103 22503 SH SOLE 18930 3573 0 CHESAPEAKE ENERGY CORP COM 165167107 2018 56275 SH SOLE 10720 45555 0 CHEVRON CORPORATION COM 166764100 19675 238546 SH DEFINED 16259 222287 0 CHICOS F A S INC COM 168615102 106 19310 SH SOLE 18160 1150 0 CHILDRENS PL RETAIL STORES COM 168905107 298 8930 SH SOLE 1110 7820 0 CHINA LIFE INS CO LTD SPON ADR COM 16939P106 1624 29205 SH SOLE 12050 17155 0 CHINA MOBILE HONG KONG LTD ADR COM 16941M109 2916 58225 SH SOLE 22930 35295 0 CHINA PETE & CHEM CORP SPON AD COM 16941R108 226 2890 SH SOLE 2330 560 0 CHINA UNICOM LTD SPONSORED ADR COM 16945R104 162 10730 SH SOLE 8690 2040 0 CHRISTOPHER & BANKS CORP COM 171046105 130 16975 SH SOLE 5610 11365 0 CHUBB CORP COM 171232101 2401 43731 SH SOLE 5200 38531 0 CHUNGHWA TELECOM LTD-ADR WI COM 17133Q304 742 31367 SH SOLE 12003 19364 0 CHURCH & DWIGHT CO COM 171340102 320 5148 SH SOLE 3630 1518 0 CIBER INC COM 17163B102 149 21260 SH SOLE 9010 12250 0 CIGNA CORP COM 125509109 1028 30267 SH SOLE 2750 27517 0 CIMAREX ENERGY CO COM 171798101 328 6705 SH SOLE 5340 1365 0 CINCINNATI FINANCIAL CORP COM 172062101 703 24710 SH SOLE 6672 18038 0 CINTAS CORP COM 172908105 424 14785 SH SOLE 1510 13275 0 CISCO SYSTEMS INC COM 17275R102 22696 1006030 SH DEFINED 57180 948850 0 CIT GROUP INC COM 125581108 259 37245 SH SOLE 20890 16355 0 CITIGROUP CAP VIII 6.950% 09/1 PREFERRED STOCKS 17306R204 596 35910 SH SOLE 0 35910 0 CITIGROUP INC COM 172967101 10801 526623 SH SOLE 51000 475623 0 CITRIX SYSTEMS INC COM 177376100 638 25270 SH SOLE 7100 18170 0 CKE RESTAURANTS INC COM 12561E105 187 17650 SH SOLE 3640 14010 0 CLARCOR INC COM 179895107 672 17700 SH SOLE 2010 15690 0 CLECO CORP COM 12561W105 439 17370 SH SOLE 3580 13790 0 CLEVELAND CLIFFS INC COM 185896107 477 9015 SH SOLE 6540 2475 0 CLOROX CO COM 189054109 1403 22375 SH SOLE 6430 15945 0 CME GROUP INC COM 12572Q105 2815 7578 SH SOLE 956 6622 0 CNOOC LTD SPONSORED ADR COM 126132109 2729 23835 SH SOLE 3720 20115 0 COACH INC COM 189754104 1313 52426 SH SOLE 17640 34786 0 COCA COLA CO COM 191216100 13251 250584 SH SOLE 16520 234064 0 COCA COLA ENTERPRISES INC COM 191219104 572 34120 SH SOLE 3920 30200 0 COGNEX CORP COM 192422103 231 11480 SH SOLE 1630 9850 0 COGNIZANT TECHNLGY SLTNS COR COM 192446102 971 42520 SH SOLE 14670 27850 0 COINSTAR INC COM 19259P300 489 15290 SH SOLE 4930 10360 0 COLGATE PALMOLIVE CO COM 194162103 5487 72821 SH SOLE 7420 65401 0 COLONIAL BANCGROUP INC COM 195493309 92 11690 SH SOLE 10940 750 0 COLONIAL PPTYS TR COM 195872106 360 19260 SH SOLE 8010 11250 0 COMCAST CORP CL A COM 20030N101 5322 271117 SH SOLE 0 271117 0 COMERICA INC COM 200340107 1431 43649 SH SOLE 7290 36359 0 COMMERCE BANCSHARES INC COM 200525103 203 4370 SH SOLE 2910 1460 0 COMMUNITY BK SYS INC COM 203607106 278 11050 SH SOLE 3900 7150 0 COMPANHIA DE BEBIDAS DAS AMESP COM 20441W203 254 4645 SH SOLE 0 4645 0 COMPANHIA ENERGETICA DE MINASP COM 204409601 365 18494 SH SOLE 7071 11423 0 COMPANHIA SIDERURGICA NACIONSP COM 20440W105 527 24810 SH SOLE 10120 14690 0 COMPANHIA VALE DO RIO DOCE SPO COM 204412209 1632 85215 SH SOLE 34450 50765 0 COMPANHIA VALE DO RIO DOCE - A COM 204412100 2041 115300 SH SOLE 47780 67520 0 COMPUTER SCIENCES CORP COM 205363104 695 17287 SH SOLE 1670 15617 0 COMPUWARE CORP COM 205638109 354 36540 SH SOLE 3840 32700 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 7 RUN DATE: 10/02/08 1:41 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 09/30/08 VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- COMTECH TELECOMM CORP COM 205826209 572 11620 SH SOLE 2560 9060 0 CONAGRA INC COM 205887102 1070 54979 SH SOLE 5580 49399 0 CONCUR TECHNOLOGIES INC COM 206708109 754 19700 SH SOLE 3860 15840 0 CONMED CORP COM 207410101 294 9200 SH SOLE 1050 8150 0 CONOCOPHILLIPS COM 20825C104 11466 156528 SH SOLE 15639 140889 0 CONSOL ENERGY INC COM 20854P109 970 21135 SH SOLE 3530 17605 0 CONSOLIDATED EDISON INC COM 209115104 1556 36213 SH SOLE 8200 28013 0 CONSTELLATION BRANDS COM 21036P108 303 14115 SH SOLE 0 14115 0 CONSTELLATION ENERGY GROUP INC COM 210371100 567 23352 SH SOLE 3910 19442 0 CONVERGYS CORP COM 212485106 221 14940 SH SOLE 1890 13050 0 COOPER COMPANIES INC COM 216648402 311 8950 SH SOLE 3590 5360 0 COOPER INDUSTRIES LTD CL A COM G24182100 766 19164 SH SOLE 1450 17714 0 COPART INC COM 217204106 207 5440 SH SOLE 3790 1650 0 CORNING INC COM 219350105 5660 361865 SH DEFINED 13430 348435 0 CORUS BANKSHARES INC COM 220873103 85 20870 SH SOLE 13780 7090 0 COSTCO WHOLESALE CORP COM 22160K105 2975 45822 SH SOLE 3340 42482 0 COVANCE INC COM 222816100 458 5185 SH SOLE 3030 2155 0 COVENTRY HEALTH CARE INC COM 222862104 748 22974 SH SOLE 7186 15788 0 COVIDIEN LTD COM G2552X108 2966 55166 SH SOLE 7200 47966 0 CREDIT SUISSE GROUP ADR SPONSO COM 225401108 2093 43345 SH SOLE 12040 31305 0 CRH PLC ADR COM 12626K203 940 44075 SH SOLE 6200 37875 0 CROCS INC COM 227046109 126 35240 SH SOLE 6620 28620 0 CUBIST PHARMACEUTICALS INC COM 229678107 455 20450 SH SOLE 2050 18400 0 CULLEN FROST BANKERS INC COM 229899109 255 4245 SH SOLE 2760 1485 0 CUMMINS ENGINE INC COM 231021106 1103 25239 SH SOLE 5670 19569 0 CURTISS WRIGHT CORP COM 231561101 903 19860 SH SOLE 3140 16720 0 CYBERSOURCE CORP COM 23251J106 369 22898 SH SOLE 2416 20482 0 CYMER INC COM 232572107 264 10410 SH SOLE 1460 8950 0 D R HORTON INC COM 23331A109 920 70677 SH SOLE 47506 23171 0 D S P GROUP INC COM 23332B106 85 11080 SH SOLE 1000 10080 0 D S T SYSTEMS INC DEL COM 233326107 273 4880 SH SOLE 3550 1330 0 D T E ENERGY CO COM 233331107 1144 28510 SH SOLE 8830 19680 0 DAIMLER CHRYSLER AG COM D1668R123 2877 56962 SH SOLE 11030 45932 0 DAKTRONICS INC COM 234264109 266 15940 SH SOLE 3840 12100 0 DANAHER CORP COM 235851102 8558 123317 SH SOLE 4470 118847 0 DARDEN RESTAURANTS INC COM 237194105 714 24931 SH SOLE 10130 14801 0 DARLING INTL INC COM 237266101 277 24900 SH SOLE 2610 22290 0 DASSAULT SYS S A ADR SPONSORED COM 237545108 362 6745 SH SOLE 1500 5245 0 DATASCOPE CORP COM 238113104 251 4870 SH SOLE 1560 3310 0 DAVITA INC COM 23918K108 993 17425 SH SOLE 6800 10625 0 DEALERTRACK HLDGS INC COM 242309102 268 15920 SH SOLE 5110 10810 0 DEAN FOODS INC COM 242370104 489 20915 SH SOLE 7170 13745 0 DECKERS OUTDOOR CORP COM 243537107 682 6550 SH SOLE 940 5610 0 DEERE & CO COM 244199105 2306 46579 SH SOLE 3342 43237 0 DELL INC COM 24702R101 3787 229766 SH SOLE 30400 199366 0 DELPHI FINANCIAL GROUP INC CL COM 247131105 436 15565 SH SOLE 1805 13760 0 DELTIC TIMBER CORP COM 247850100 412 6480 SH SOLE 2330 4150 0 DENBURY RES INC COM 247916208 320 16807 SH SOLE 11190 5617 0 DENTSPLY INTL INC COM 249030107 422 11240 SH SOLE 5620 5620 0 DEUTSCHE BANK AG ORD COM D18190898 3166 43495 SH SOLE 6360 37135 0 DEUTSCHE TELEKOM AG ADR SPONSO COM 251566105 1510 99179 SH SOLE 0 99179 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 8 RUN DATE: 10/02/08 1:41 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 09/30/08 VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- DEVELOPERS DIVERSIFIED RLTY COM 251591103 481 15180 SH SOLE 4300 10880 0 DEVON ENERGY CORP COM 25179M103 4322 47390 SH SOLE 5910 41480 0 DIAGEO PLC ADR SPONSORED COM 25243Q205 1179 17115 SH SOLE 0 17115 0 DIAMONDROCK HOSPITALITY CO COM 252784301 246 27030 SH SOLE 6130 20900 0 DIGITAL RIV INC COM 25388B104 205 6320 SH SOLE 6070 250 0 DILLARDS INC CL A COM 254067101 361 30610 SH SOLE 29650 960 0 DIODES INC COM 254543101 268 14530 SH SOLE 2920 11610 0 DIONEX CORP COM 254546104 559 8790 SH SOLE 1780 7010 0 DIRECTV GROUP INC COM 25459L106 1885 72005 SH SOLE 0 72005 0 DISCOVER FINANCIAL SERVICES COM 254709108 671 48518 SH SOLE 4270 44248 0 DISNEY WALT CO COM 254687106 5373 175080 SH SOLE 0 175080 0 DOLLAR TREE INC COM 256746108 297 8160 SH SOLE 5960 2200 0 DOMINION RESOURCES INC VA COM 25746U109 2423 56639 SH SOLE 7704 48935 0 DONALDSON INC COM 257651109 248 5922 SH SOLE 3930 1992 0 DONNELLEY R R & SONS CO COM 257867101 666 27151 SH SOLE 6380 20771 0 DOVER CORP COM 260003108 4758 117343 SH SOLE 1780 115563 0 DOW CHEMICAL CORP COM 260543103 3035 95516 SH SOLE 12520 82996 0 DREAMWORKS ANIMATION INC CL A COM 26153C103 301 9585 SH SOLE 7810 1775 0 DRESS BARN INC COM 261570105 339 22180 SH SOLE 6380 15800 0 DREW INDS INC COM 26168L205 187 10930 SH SOLE 3830 7100 0 DRIL-QUIP INC COM 262037104 509 11720 SH SOLE 1540 10180 0 DU PONT E I DE NEMOURS & CO COM 263534109 6971 172979 SH DEFINED 8010 164969 0 DUKE ENERGY CORP COM 26441C105 2412 138369 SH SOLE 26366 112003 0 DUKE REALTY CORP COM 264411505 253 10310 SH SOLE 7680 2630 0 DUN & BRADSTREET CORP DEL COM 26483E100 450 4770 SH SOLE 3140 1630 0 DYNEGY INC DEL CL A COM 26817G102 132 36869 SH SOLE 4620 32249 0 E M C CORP MASS COM 268648102 2562 214173 SH SOLE 19050 195123 0 E O G RESOURCES INC COM 26875P101 2663 29765 SH SOLE 5410 24355 0 E TRADE GROUP INC COM 269246104 365 130302 SH SOLE 94200 36102 0 EAST WEST BANCORP INC COM 27579R104 302 22060 SH SOLE 2460 19600 0 EASTGROUP PPTYS INC COM 277276101 361 7440 SH SOLE 1130 6310 0 EASTMAN CHEMICAL CO COM 277432100 445 8075 SH SOLE 0 8075 0 EASTMAN KODAK COM 277461109 551 35803 SH SOLE 9710 26093 0 EATON CORP COM 278058102 957 17041 SH SOLE 1290 15751 0 EATON VANCE CORP COM 278265103 317 9006 SH SOLE 6240 2766 0 EBAY INC COM 278642103 2422 108210 SH SOLE 0 108210 0 ECLIPSYS CORP COM 278856109 350 16690 SH SOLE 1870 14820 0 ECOLAB INC COM 278865100 1852 38161 SH SOLE 5470 32691 0 EDISON INTL COM 281020107 1429 35824 SH SOLE 3390 32434 0 EDWARDS LIFESCIENCES CORP COM 28176E108 242 4195 SH SOLE 2200 1995 0 EL PASO CORPORATION COM 28336L109 892 69945 SH SOLE 6790 63155 0 EL PASO ELEC CO COM 283677854 282 13450 SH SOLE 1540 11910 0 ELAN CORP PLC ADR COM 284131208 234 21940 SH SOLE 5510 16430 0 ELECTRONIC ARTS INC COM 285512109 1357 36677 SH SOLE 5720 30957 0 EMBARQ CORP COM 29078E105 826 20368 SH SOLE 5006 15362 0 EMCOR GROUP INC COM 29084Q100 491 18650 SH SOLE 2590 16060 0 EMERSON ELEC CO COM 291011104 10311 252786 SH DEFINED 6310 246476 0 EMPRESA NACIONAL DE ELCTRCIDSP COM 29244T101 407 9155 SH SOLE 2020 7135 0 ENBRIDGE INC COM 29250N105 2056 53987 SH SOLE 5790 48197 0 ENCANA CORP COM 292505104 2214 33676 SH SOLE 8640 25036 0 ENCORE ACQUISITION CO COM 29255W100 312 7470 SH SOLE 6580 890 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 9 RUN DATE: 10/02/08 1:41 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 09/30/08 VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- ENDO PHARMACEUTICALS HLDGS COM 29264F205 268 13400 SH SOLE 8680 4720 0 ENERGEN CORP COM 29265N108 203 4475 SH SOLE 2750 1725 0 ENERGIZER HOLDINGS INC COM 29266R108 405 5030 SH SOLE 3420 1610 0 ENERPLUS RES FD TR UNIT NEW COM 29274D604 463 12450 SH SOLE 2620 9830 0 ENERSIS S A SPONSORED ADR COM 29274F104 258 15815 SH SOLE 3940 11875 0 ENI S P A ADR SPONSORED COM 26874R108 5905 111518 SH SOLE 14930 96588 0 ENPRO INDS INC COM 29355X107 274 7380 SH SOLE 960 6420 0 ENSCO INTL INC COM 26874Q100 946 16410 SH SOLE 1250 15160 0 ENTERGY CORP COM 29364G103 1964 22061 SH SOLE 1820 20241 0 ENTERTAINMENT PPTYS TR SH BEN COM 29380T105 3081 56300 SH SOLE 2410 53890 0 EPICOR SOFTWARE CORP COM 29426L108 240 30360 SH SOLE 11480 18880 0 EPIQ SYS INC COM 26882D109 206 15155 SH SOLE 4665 10490 0 EQUIFAX INC COM 294429105 716 20778 SH SOLE 6290 14488 0 EQUITABLE RESOURCES INC COM 294549100 310 8455 SH SOLE 4940 3515 0 EQUITY RESIDENTIAL PPTYS TR SH COM 29476L107 1432 32240 SH SOLE 6540 25700 0 ERICSSON L M TEL CO COM 294821608 1154 122400 SH SOLE 32700 89700 0 ESSEX PPTY TR COM 297178105 930 7860 SH SOLE 1230 6630 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 403 10190 SH SOLE 1280 8910 0 ETHAN ALLEN INTERIORS INC COM 297602104 271 9670 SH SOLE 2720 6950 0 EVEREST RE GROUP LTD COM G3223R108 422 4875 SH SOLE 3200 1675 0 EXAR CORP COM 300645108 94 12220 SH SOLE 1430 10790 0 EXELON CORP COM 30161N101 7175 114578 SH SOLE 5420 109158 0 EXPEDIA INC DEL COM 30212P105 496 32855 SH SOLE 15970 16885 0 EXPEDITORS INTL WASHINGTON INC COM 302130109 947 27190 SH SOLE 7710 19480 0 EXPRESS SCRIPTS INC CL A COM 302182100 2402 32542 SH SOLE 7508 25034 0 EXTRA SPACE STORAGE INC COM 30225T102 361 23530 SH SOLE 2320 21210 0 EXXON MOBIL CORP COM 30231G102 45386 584415 SH DEFINED 43752 540663 0 F E I CO COM 30241L109 245 10310 SH SOLE 1550 8760 0 F M C CORP COM 302491303 232 4520 SH SOLE 2880 1640 0 F M C TECHNOLOGIES INC COM 30249U101 427 9170 SH SOLE 6040 3130 0 F P L GROUP INC COM 302571104 2180 43331 SH SOLE 3480 39851 0 F5 NETWORKS INC COM 315616102 227 9720 SH SOLE 7770 1950 0 FACTSET RESEARCH SYSTEMS INC COM 303075105 1045 20005 SH SOLE 3310 16695 0 FAIRPOINT COMMUNICATIONS INC COM 305560104 247 28467 SH SOLE 2800 25667 0 FAMILY DOLLAR STORES COM 307000109 360 15171 SH SOLE 1440 13731 0 FANNIE MAE COM 313586109 150 98217 SH SOLE 8150 90067 0 FASTENAL CO COM 311900104 472 9560 SH SOLE 6240 3320 0 FEDERAL HOME LOAN MORTGAGE COR COM 313400301 133 78016 SH SOLE 19000 59016 0 FEDERAL RLTY INVT TR SBI COM 313747206 331 3865 SH SOLE 2510 1355 0 FEDERATED INVS INC PA CL B COM 314211103 466 16140 SH SOLE 7340 8800 0 FEDEX CORP COM 31428X106 2445 30929 SH SOLE 2310 28619 0 FIDELITY NATIONAL INFORMATION COM 31620M106 334 18109 SH SOLE 1886 16223 0 FIDELITY NATL TITLE GROUP INC COM 31620R105 328 22298 SH SOLE 18670 3628 0 FIFTH THIRD BANCORP COM 316773100 731 61457 SH SOLE 11830 49627 0 FINANCIAL FED CORP COM 317492106 205 8925 SH SOLE 2740 6185 0 FINISH LINE INC CL A COM 317923100 710 71101 SH SOLE 59077 12024 0 FIRST AMERICAN CORP CALIF COM 318522307 263 8905 SH SOLE 7200 1705 0 FIRST BANCORP P R COM 318672102 406 36740 SH SOLE 19930 16810 0 FIRST CASH FINL SVCS INC COM 31942D107 204 13620 SH SOLE 4200 9420 0 FIRST COMWLTH FINL CORP PA COM 319829107 270 20050 SH SOLE 5920 14130 0 FIRST FINL BANCORP OH COM 320209109 176 12030 SH SOLE 5160 6870 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 10 RUN DATE: 10/02/08 1:41 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 09/30/08 VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- FIRST FINL BANCSHARES INC COM 32020R109 365 7040 SH SOLE 1010 6030 0 FIRST HORIZON NATIONAL CORPORA COM 320517105 275 29373 SH SOLE 18901 10472 0 FIRST MIDWEST BANCORP COM 320867104 353 14560 SH SOLE 3010 11550 0 FIRSTENERGY CORP COM 337932107 1972 29431 SH SOLE 2670 26761 0 FISERV INC COM 337738108 6717 141945 SH SOLE 6640 135305 0 FLAGSTAR BANCORP INC COM 337930101 89 29800 SH SOLE 21820 7980 0 FLEETWOOD ENTERPRISES INC COM 339099103 16 16070 SH SOLE 2030 14040 0 FLIR SYS INC COM 302445101 468 12185 SH SOLE 8860 3325 0 FLOWERS FOODS INC COM 343498101 821 27947 SH SOLE 2645 25302 0 FLOWSERVE CORP COM 34354P105 307 3455 SH SOLE 2250 1205 0 FLUOR CORP COM 343412102 1029 18468 SH SOLE 1380 17088 0 FOMENTO ECONOMICO MEXICANO SSP COM 344419106 231 6050 SH SOLE 0 6050 0 FOOT LOCKER INC COM 344849104 291 18015 SH SOLE 15610 2405 0 FORD MOTOR CO DEL COM 345370860 1113 214054 SH SOLE 51250 162804 0 FORDING CDN COAL TR TR UNIT COM 345425102 397 4780 SH SOLE 1400 3380 0 FOREST LABS INC COM 345838106 1244 43980 SH SOLE 12690 31290 0 FOREST OIL CORP COM 346091705 239 4815 SH SOLE 3430 1385 0 FORESTAR REAL ESTATE GROUP I COM 346233109 175 11877 SH SOLE 1450 10427 0 FORTUNE BRANDS INC COM 349631101 602 10494 SH SOLE 0 10494 0 FORWARD AIR CORP COM 349853101 371 13615 SH SOLE 2890 10725 0 FOSSIL INC COM 349882100 571 20237 SH SOLE 3210 17027 0 FRANCE TELECOM COM 35177Q105 3247 115930 SH SOLE 20460 95470 0 FRANKLIN RESOURCES, INC COM 354613101 1642 18630 SH SOLE 2510 16120 0 FREDS INC CL A COM 356108100 285 20010 SH SOLE 11010 9000 0 FREEPORT MCMORAN COPPER&GOLD C COM 35671D857 2349 41326 SH SOLE 6489 34837 0 FRESENIUS MED CARE AG SPONSORE COM 358029106 925 17808 SH SOLE 3630 14178 0 FRONTIER COMMUNICATIONS CORP C COM 35906A108 574 49877 SH SOLE 18141 31736 0 FRONTIER FINL CORP WASH COM 35907K105 147 10965 SH SOLE 1530 9435 0 FUJIFILM HLDGS CORP ADR SHS COM 35958N107 636 24470 SH SOLE 6280 18190 0 FULLER H B CO COM 359694106 316 15120 SH SOLE 1950 13170 0 FURNITURE BRANDS INTL INC COM 360921100 210 19980 SH SOLE 19650 330 0 GAMESTOP CORPORATION CLASS A COM 36467W109 656 19187 SH SOLE 4212 14975 0 GANNETT INC DEL COM 364730101 551 32613 SH SOLE 10590 22023 0 GAP INC COM 364760108 923 51903 SH SOLE 4220 47683 0 GARDNER DENVER INC COM 365558105 664 19136 SH SOLE 2060 17076 0 GENCORP INC COM 368682100 110 16350 SH SOLE 1850 14500 0 GENENTECH INC COM 368710406 312 3515 SH SOLE 0 3515 0 GENERAL COMMUNICATION INC CL A COM 369385109 133 14380 SH SOLE 1510 12870 0 GENERAL DYNAMICS CORP COM 369550108 2386 32408 SH SOLE 5130 27278 0 GENERAL ELEC CO COM 369604103 31693 1242852 SH DEFINED 78930 1163922 0 GENERAL GROWTH PPTYS INC COM 370021107 400 26505 SH SOLE 4390 22115 0 GENERAL MILLS INC COM 370334104 2685 39075 SH SOLE 3440 35635 0 GENERAL MOTORS CORP COM 370442105 492 52028 SH SOLE 4890 47138 0 GENESCO INC COM 371532102 289 8620 SH SOLE 1080 7540 0 GENTIVA HEALTH SVCS INC COM 37247A102 241 8950 SH SOLE 2380 6570 0 GENUINE PARTS CO COM 372460105 2848 70827 SH SOLE 1960 68867 0 GENWORTH FINL INC CL A COM 37247D106 439 51015 SH SOLE 10870 40145 0 GENZYME CORP COM 372917104 2523 31194 SH SOLE 4550 26644 0 GEN-PROBE INC COM 36866T103 271 5105 SH SOLE 3310 1795 0 GEORGIA GULF CORP COM 373200203 81 32240 SH SOLE 24620 7620 0 GERDAU S A SPONSORED ADR COM 373737105 395 35610 SH SOLE 15470 20140 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 11 RUN DATE: 10/02/08 1:41 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 09/30/08 VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- GEVITY HR INC COM 374393106 220 30160 SH SOLE 25020 5140 0 GIBRALTAR INDS INC COM 374689107 273 14610 SH SOLE 7780 6830 0 GILEAD SCIENCES INC COM 375558103 12614 276435 SH SOLE 13740 262695 0 GLACIER BANCORP INC COM 37637Q105 439 17737 SH SOLE 1980 15757 0 GLAXOSMITHKLINE PLC ADR SPONSO COM 37733W105 3623 83375 SH SOLE 32420 50955 0 GLOBAL PAYMENTS INC COM 37940X102 299 6675 SH SOLE 4540 2135 0 GOLD FIELDS LTD NEW SPONSORED COM 38059T106 98 10170 SH SOLE 8140 2030 0 GOLDCORP INC COM 380956409 1012 32001 SH SOLE 8177 23824 0 GOLDMAN SACHS GROUP INC COM 38141G104 5001 39070 SH SOLE 2970 36100 0 GOODRICH B F CO COM 382388106 616 14800 SH SOLE 1070 13730 0 GOODYEAR TIRE & RUBBER CO COM 382550101 532 34727 SH SOLE 14910 19817 0 GOOGLE INC CL A COM 38259P508 10155 25354 SH SOLE 2605 22749 0 GRACO INC COM 384109104 210 5910 SH SOLE 4380 1530 0 GRAINGER W W INC COM 384802104 662 7609 SH SOLE 380 7229 0 GREAT PLAINS ENERGY INC COM 391164100 222 9991 SH SOLE 7201 2790 0 GREEN MTN COFFEE ROASTERS INC COM 393122106 335 8520 SH SOLE 2170 6350 0 GREENHILL & CO INC COM 395259104 745 10100 SH SOLE 3520 6580 0 GRIFFON CORP COM 398433102 122 13510 SH SOLE 7640 5870 0 GROUP 1 AUTOMOTIVE INC COM 398905109 276 12680 SH SOLE 7020 5660 0 GRUPO TELEVISA SA DE CV ADR SP COM 40049J206 537 24565 SH SOLE 10710 13855 0 GUARANTY FINL GROUP INC COM 40108N106 45 11322 SH SOLE 3950 7372 0 GYMBOREE CORP COM 403777105 523 14720 SH SOLE 3970 10750 0 HAEMONETICS CORP COM 405024100 697 11290 SH SOLE 1580 9710 0 HAIN CELESTIAL GROUP INC COM 405217100 372 13520 SH SOLE 1540 11980 0 HALLIBURTON CO COM 406216101 3186 98349 SH SOLE 13290 85059 0 HANCOCK HLDG CO COM 410120109 438 8590 SH SOLE 1260 7330 0 HANMI FINL CORP COM 410495105 75 14860 SH SOLE 6250 8610 0 HANSEN NAT CORP COM 411310105 216 7140 SH SOLE 5490 1650 0 HARLEY DAVIDSON INC COM 412822108 1234 33093 SH SOLE 8730 24363 0 HARMAN INTL INDS INC COM 413086109 325 9534 SH SOLE 3964 5570 0 HARMONIC INC COM 413160102 201 23820 SH SOLE 2830 20990 0 HARRIS CORP COM 413875105 5311 114951 SH SOLE 6080 108871 0 HARSCO CORP COM 415864107 204 5480 SH SOLE 3280 2200 0 HARTFORD FINANCIAL SERVICES GR COM 416515104 1398 34111 SH SOLE 4200 29911 0 HASBRO INC COM 418056107 537 15460 SH SOLE 1330 14130 0 HAVERTY FURNITURE COS INC COM 419596101 251 21930 SH SOLE 17020 4910 0 HAWAIIAN ELEC INDS COM 419870100 231 7925 SH SOLE 5850 2075 0 HCP INC COM 40414L109 986 24565 SH SOLE 6210 18355 0 HEADWATERS INC COM 42210P102 331 24760 SH SOLE 10030 14730 0 HEALTH CARE REIT INC COM 42217K106 333 6251 SH SOLE 4600 1651 0 HEALTHCARE SVCS GROUP INC COM 421906108 1181 64547 SH SOLE 1355 63192 0 HEALTHEXTRAS INC COM 422211102 545 20860 SH SOLE 7140 13720 0 HEALTHSPRING INC COM COM 42224N101 329 15550 SH SOLE 1890 13660 0 HEALTHWAYS INC COM 422245100 259 16030 SH SOLE 3080 12950 0 HEARTLAND EXPRESS INC COM 422347104 379 24406 SH SOLE 5063 19343 0 HEINZ H J CO COM 423074103 4807 96191 SH SOLE 3590 92601 0 HELLENIC TELECOM ORGANIZATN SP COM 423325307 255 28385 SH SOLE 7860 20525 0 HELMERICH & PAYNE INC COM 423452101 255 5915 SH SOLE 3930 1985 0 HERSHEY FOODS CORP COM 427866108 1175 29708 SH SOLE 8450 21258 0 HESS CORP COM 42809H107 2441 29734 SH SOLE 2170 27564 0 HEWLETT PACKARD CO COM 428236103 12924 279488 SH DEFINED 20000 259488 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 12 RUN DATE: 10/02/08 1:41 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 09/30/08 VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- HIBBETT SPORTS INC COM 428567101 311 15520 SH SOLE 5170 10350 0 HILB ROGAL & HAMILTON CO COM 431294107 631 13490 SH SOLE 1640 11850 0 HILLENBRAND INC COM 431571108 464 23020 SH SOLE 2400 20620 0 HITACHI LTD ADR COM 433578507 1072 15450 SH SOLE 4250 11200 0 HOLOGIC INC COM 436440101 348 18011 SH SOLE 12570 5441 0 HOME DEPOT INC COM 437076102 4931 190458 SH SOLE 14160 176298 0 HOME PPTYS INC COM 437306103 622 10740 SH SOLE 2820 7920 0 HONDA MOTOR CO LTD COM 438128308 2021 67130 SH SOLE 17710 49420 0 HONEYWELL INTL INC COM 438516106 4078 98154 SH DEFINED 6140 92014 0 HORNBECK OFFSHORE SVCS INC COM 440543106 464 12010 SH SOLE 3310 8700 0 HOSPIRA INC COM 441060100 998 26133 SH SOLE 7390 18743 0 HOSPITALITY PROPERTIES TRUST COM 44106M102 928 45242 SH SOLE 6090 39152 0 HOST HOTELS & RESORTS INC COM 44107P104 711 53482 SH SOLE 11640 41842 0 HOT TOPIC INC COM 441339108 90 13680 SH SOLE 1500 12180 0 HSBC FINANCE CORP 6.000% 11/30 PREFERRED STOCKS 40429C300 384 21420 SH SOLE 0 21420 0 HSBC HLDGS PLC ADR SPON COM 404280406 10247 126769 SH SOLE 27670 99099 0 HSN INC COM COM 404303109 118 10735 SH SOLE 490 10245 0 HUB GROUP INC CL A COM 443320106 473 12570 SH SOLE 1420 11150 0 HUDSON CITY BANCORP INC COM 443683107 789 42790 SH SOLE 4880 37910 0 HUMANA INC COM 444859102 741 17976 SH SOLE 1530 16446 0 HUNTINGTON BANCSHARES INC COM 446150104 365 45695 SH SOLE 21450 24245 0 I B M COM 459200101 20320 173738 SH SOLE 11053 162685 0 I M S HEALTH INC COM 449934108 674 35634 SH SOLE 16150 19484 0 I T T EDUCATIONAL SERVICES INC COM 45068B109 250 3090 SH SOLE 2220 870 0 I T T INDS INC IND COM 450911102 1176 21141 SH SOLE 3870 17271 0 ICONIX BRAND GROUP INC COM 451055107 223 17060 SH SOLE 2070 14990 0 IDEXX LABORATORIES CORP COM 45168D104 325 5930 SH SOLE 3450 2480 0 II-VI INC COM 902104108 461 11920 SH SOLE 1000 10920 0 ILLINOIS TOOL WORKS INC COM 452308109 2797 62914 SH SOLE 3490 59424 0 IMMUCOR INC COM 452526106 994 31117 SH SOLE 5550 25567 0 IMPERIAL OIL LTD COM 453038408 606 14235 SH SOLE 3430 10805 0 INDEPENDENT BANK CORP MICH COM 453838104 84 13553 SH SOLE 9165 4388 0 INFINEON TECHNOLOGIES AG ADR S COM 45662N103 145 25980 SH SOLE 8080 17900 0 INFINITY PPTY & CAS CORP COM 45665Q103 384 9320 SH SOLE 3040 6280 0 INFORMATICA CORP COM 45666Q102 361 27770 SH SOLE 3200 24570 0 INFOSPACE INC COM 45678T201 184 16970 SH SOLE 5720 11250 0 INFOSYS TECHNOLOGIES LTD ADR S COM 456788108 335 10070 SH SOLE 8150 1920 0 ING GROEP N V ADR SPONSORED COM 456837103 2087 97519 SH SOLE 25970 71549 0 ING GROEP NV 6.125% SERIES PREFERRED STOCKS 456837509 432 35985 SH SOLE 0 35985 0 INGERSOLL-RAND CO LTD CL A COM G4776G101 1035 33208 SH SOLE 2787 30421 0 INGRAM MICRO INC CL A COM 457153104 205 12740 SH SOLE 9990 2750 0 INLAND REAL ESTATE CORP COM 457461200 265 16860 SH SOLE 3970 12890 0 INSIGHT ENTERPRISES INC COM 45765U103 211 15740 SH SOLE 5000 10740 0 INTEGRA LIFESCIENCES HLDG CO COM 457985208 438 9940 SH SOLE 2650 7290 0 INTEGRYS ENERGY GROUP INC COM 45822P105 971 19438 SH SOLE 8978 10460 0 INTEL CORP COM 458140100 12613 673415 SH DEFINED 47650 625765 0 INTERCONTINENTAL HOTELS COM 45857P301 165 13300 SH SOLE 3741 9559 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 781 9685 SH SOLE 2890 6795 0 INTERFACE INC CL A COM 458665106 184 16140 SH SOLE 1830 14310 0 INTERNATIONAL GAME TECH COM 459902102 386 22495 SH SOLE 0 22495 0 INTERNATIONAL PAPER CO COM 460146103 1340 51195 SH SOLE 11300 39895 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 13 RUN DATE: 10/02/08 1:41 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 09/30/08 VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- INTERPUBLIC GROUP COS INC COM 460690100 361 46634 SH SOLE 5610 41024 0 INTEVAC INC COM 461148108 162 15270 SH SOLE 6520 8750 0 INTL FLAVORS & FRAGRANCES COM 459506101 416 10545 SH SOLE 1000 9545 0 INTUIT INC COM 461202103 1550 49050 SH SOLE 13870 35180 0 INTUITIVE SURGICAL INC COM 46120E602 1409 5846 SH SOLE 1835 4011 0 INVACARE CORP COM 461203101 211 8730 SH SOLE 1130 7600 0 INVENTIV HEALTH INC COM 46122E105 296 16750 SH SOLE 4650 12100 0 INVESCO LTD COM G491BT108 549 26185 SH SOLE 400 25785 0 INVESTMENT TECHNOLOGY GROUP COM 46145F105 500 16436 SH SOLE 1800 14636 0 INVITROGEN CORP COM 46185R100 290 7670 SH SOLE 6360 1310 0 ION GEOPHYSICAL CORP COM 462044108 360 25350 SH SOLE 2890 22460 0 IRELAND BK ADR SPONSORED COM 46267Q103 216 9545 SH SOLE 3170 6375 0 IRWIN FINL CORP COM 464119106 54 13690 SH SOLE 9470 4220 0 ITRON INC COM 465741106 1144 12920 SH SOLE 1440 11480 0 J P MORGAN CHASE 7.000% 02/15/ PREFERRED STOCKS 46623D200 854 37117 SH SOLE 0 37117 0 J P MORGAN CHASE & CO COM 46625H100 15391 329562 SH SOLE 31054 298508 0 J2 GLOBAL COMMUNICATONS INC COM 46626E205 577 24720 SH SOLE 8540 16180 0 JABIL CIRCUIT INC COM 466313103 360 37720 SH SOLE 21020 16700 0 JACK IN THE BOX INC COM 466367109 443 20980 SH SOLE 2310 18670 0 JACOBS ENGINEERING GROUP INC COM 469814107 722 13300 SH SOLE 2120 11180 0 JAKKS PACIFIC INC COM 47012E106 231 9270 SH SOLE 1180 8090 0 JANUS CAP GROUP INC COM 47102X105 401 16500 SH SOLE 1360 15140 0 JDS UNIPHASE CORP COM 46612J507 174 20598 SH SOLE 2260 18338 0 JETBLUE AWYS CORP COM 477143101 56 11307 SH SOLE 10420 887 0 JO ANN STORES COM 47758P307 333 15895 SH SOLE 9900 5995 0 JOHNSON CONTROLS INC COM 478366107 2429 80078 SH SOLE 5520 74558 0 JOHNSON & JOHNSON COM 478160104 26115 376943 SH DEFINED 25410 351533 0 JONES APPAREL GROUP INC COM 480074103 670 36220 SH SOLE 27220 9000 0 JOS A BANK CLOTHIERS INC COM 480838101 351 10437 SH SOLE 3672 6765 0 JOY GLOBAL INC COM 481165108 392 8695 SH SOLE 6010 2685 0 JUNIPER NETWORKS INC COM 48203R104 1144 54291 SH SOLE 4830 49461 0 K B HOME COM 48666K109 704 35772 SH SOLE 29570 6202 0 KAMAN CORP CL A COM 483548103 200 7020 SH SOLE 980 6040 0 KANSAS CITY SOUTHN INDS INC COM 485170302 234 5265 SH SOLE 3560 1705 0 KAYDON CORP COM 486587108 327 7260 SH SOLE 1260 6000 0 KB FINANCIAL GROUP INC SPONSOR COM 48241A105 924 20220 SH SOLE 8480 11740 0 KBR INC COM 48242W106 153 10025 SH SOLE 6310 3715 0 KELLOGG CO COM 487836108 2967 52891 SH SOLE 7640 45251 0 KENDLE INTERNATIONAL INC COM 48880L107 302 6760 SH SOLE 1860 4900 0 KENSEY NASH CORP COM 490057106 237 7530 SH SOLE 1890 5640 0 KEYCORP COM 493267108 621 51976 SH SOLE 15320 36656 0 KILROY RLTY CORP COM 49427F108 497 10390 SH SOLE 1650 8740 0 KIMBERLY CLARK CORP COM 494368103 4835 74562 SH SOLE 3870 70692 0 KIMCO RLTY CORP COM 49446R109 828 22421 SH SOLE 2190 20231 0 KINROSS GOLD CORP NO PAR COM 496902404 470 29180 SH SOLE 6980 22200 0 KIRBY CORP COM 497266106 755 19895 SH SOLE 2080 17815 0 KITE RLTY GROUP TR COM COM 49803T102 120 10950 SH SOLE 4440 6510 0 KLA-TENCOR CORP COM 482480100 576 18210 SH SOLE 1180 17030 0 KNIGHT TRANSN INC COM 499064103 446 26297 SH SOLE 6320 19977 0 KOHLS CORP COM 500255104 1680 36462 SH SOLE 7040 29422 0 KOPIN CORP COM 500600101 62 19740 SH SOLE 2090 17650 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 14 RUN DATE: 10/02/08 1:41 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 09/30/08 VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- KOREA ELEC PWR CO SPONSORED AD COM 500631106 124 10040 SH SOLE 7970 2070 0 KRAFT FOODS INC CL A COM 50075N104 6299 192335 SH SOLE 14560 177775 0 KROGER CO COM 501044101 2911 105927 SH DEFINED 11400 94527 0 KUBOTA LTD ADR COM 501173207 268 8550 SH SOLE 2330 6220 0 KULICKE & SOFFA INDS INC COM 501242101 61 13530 SH SOLE 1730 11800 0 KYOCERA CORP ADR COM 501556203 861 11300 SH SOLE 2930 8370 0 K-SWISS INC CL A COM 482686102 281 16140 SH SOLE 6930 9210 0 L S I LOGIC CORP COM 502161102 356 66371 SH SOLE 6630 59741 0 LA Z BOY INC COM 505336107 335 35990 SH SOLE 24660 11330 0 LABORATORY CORP AMER HLDGS COM 50540R409 1221 17564 SH SOLE 4160 13404 0 LABRANCHE & CO INC COM 505447102 62 13840 SH SOLE 1780 12060 0 LACLEDE GROUP INC COM 505597104 450 9290 SH SOLE 3760 5530 0 LAM RESEARCH CORP COM 512807108 254 8061 SH SOLE 5050 3011 0 LANCE INC COM 514606102 221 9760 SH SOLE 2510 7250 0 LANDAMERICA FINANCIAL GROUP IN COM 514936103 271 11160 SH SOLE 7300 3860 0 LANDSTAR SYSTEMS INC COM 515098101 1097 24900 SH SOLE 4510 20390 0 LASALLE HOTEL PPTYS SH BEN INT COM 517942108 311 13350 SH SOLE 1660 11690 0 LAUDER ESTEE COS INC CL A COM 518439104 1050 21029 SH SOLE 6140 14889 0 LCA-VISION INC PAR $.001 COM 501803308 66 14220 SH SOLE 8020 6200 0 LEE ENTERPRISES INC COM 523768109 40 11320 SH SOLE 11060 260 0 LEGG MASON INC COM 524901105 509 13370 SH SOLE 1080 12290 0 LEGGETT & PLATT INC COM 524660107 649 29793 SH SOLE 13550 16243 0 LENNAR CORP COM 526057104 704 46375 SH SOLE 35190 11185 0 LENNOX INTL INC COM 526107107 553 16630 SH SOLE 2280 14350 0 LEUCADIA NATIONAL CORP COM 527288104 992 21820 SH SOLE 6670 15150 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 56 20895 SH SOLE 0 20895 0 LEXINGTON CORPORATE PPTYS COM 529043101 360 20890 SH SOLE 6610 14280 0 LEXMARK INTL INC CL A COM 529771107 570 17495 SH SOLE 8940 8555 0 LHC GROUP INC COM 50187A107 303 10650 SH SOLE 6610 4040 0 LIBERTY MEDIA CORP NEW ENT SER COM 53071M500 319 12784 SH SOLE 0 12784 0 LIBERTY PPTY TR SH BEN INT COM 531172104 287 7610 SH SOLE 5840 1770 0 LILLY, ELI & COMPANY COM 532457108 6291 142874 SH SOLE 8970 133904 0 LIMITED INC COM 532716107 698 40308 SH SOLE 9770 30538 0 LINCARE HOLDINGS INC COM 532791100 232 7705 SH SOLE 5060 2645 0 LINCOLN NATIONAL CORP COM 534187109 1282 29946 SH SOLE 4586 25360 0 LINDSAY MANUFACTURING CO COM 535555106 306 4200 SH SOLE 480 3720 0 LINEAR TECHNOLOGY CORP COM 535678106 2812 91728 SH SOLE 2070 89658 0 LITHIA MTRS INC CL A COM 536797103 73 16960 SH SOLE 13380 3580 0 LITTELFUSE INC COM 537008104 230 7730 SH SOLE 1050 6680 0 LIVE NATION INC COM 538034109 398 24486 SH SOLE 7270 17216 0 LIZ CLAIBORNE INC COM 539320101 248 15101 SH SOLE 6580 8521 0 LKQ CORP COM 501889208 837 49350 SH SOLE 5850 43500 0 LLOYDS TSB GROUP ADR SPON COM 539439109 1010 60382 SH SOLE 16190 44192 0 LOCKHEED MARTIN CORP COM 539830109 3180 28996 SH SOLE 4720 24276 0 LOEWS CORP COM 540424108 897 22724 SH SOLE 0 22724 0 LONGS DRUG STORES CORP COM 543162101 682 9010 SH SOLE 1950 7060 0 LORILLARD INC COM COM 544147101 668 9390 SH SOLE 0 9390 0 LOWES COS INC COM 548661107 6681 282020 SH SOLE 23880 258140 0 LTC PPTYS INC COM 502175102 285 9720 SH SOLE 2330 7390 0 LUBRIZOL CORP COM 549271104 201 4670 SH SOLE 3300 1370 0 LUFKIN INDS INC COM 549764108 409 5160 SH SOLE 660 4500 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 15 RUN DATE: 10/02/08 1:41 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 09/30/08 VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- LUXOTTICA GROUP S P A ADR SPON COM 55068R202 281 12218 SH SOLE 2830 9388 0 L-3 COMMUNICATIONS HOLDINGS IN COM 502424104 5848 59480 SH SOLE 2950 56530 0 M B I A INC COM 55262C100 366 30724 SH SOLE 16760 13964 0 M D U RESOURCES GROUP INC COM 552690109 298 10268 SH SOLE 6700 3568 0 M & T BANK CORP COM 55261F104 957 10725 SH SOLE 1870 8855 0 MACERICH CO COM 554382101 326 5120 SH SOLE 3190 1930 0 MACK CALI RLTY CORP COM 554489104 206 6080 SH SOLE 4860 1220 0 MACYS INC COM 55616P104 886 49291 SH SOLE 11172 38119 0 MAGELLAN HEALTH SVCS INC COM 559079207 588 14310 SH SOLE 1710 12600 0 MAGNA INTL INC CL A COM 559222401 213 4170 SH SOLE 1360 2810 0 MANITOWOC CO COM 563571108 197 12640 SH SOLE 1180 11460 0 MANNATECH INC COM 563771104 107 26710 SH SOLE 21550 5160 0 MANPOWER INC WIS COM 56418H100 243 5621 SH SOLE 4100 1521 0 MANTECH INTL CORP CL A COM 564563104 427 7200 SH SOLE 820 6380 0 MANULIFE FINL CORP COM 56501R106 2657 72420 SH SOLE 18310 54110 0 MARATHON OIL CORP COM 565849106 2761 69258 SH SOLE 5670 63588 0 MARRIOTT INTL INC NEW CL A COM 571903202 829 31793 SH SOLE 3020 28773 0 MARSH & MCLENNAN COS INC COM 571748102 1908 60063 SH SOLE 10670 49393 0 MARSHALL & ISLEY CORP COM 571837103 652 32352 SH SOLE 9789 22563 0 MARTEK BIOSCIENCES CORP COM 572901106 564 17960 SH SOLE 5760 12200 0 MARTIN MARIETTA MATERIALS INC COM 573284106 323 2882 SH SOLE 1740 1142 0 MASCO CORP COM 574599106 836 46582 SH SOLE 12850 33732 0 MASSEY ENERGY CORP COM 576206106 282 7910 SH SOLE 590 7320 0 MASTERCARD INC COM 57636Q104 1511 8520 SH SOLE 1480 7040 0 MATSUSHITA ELEC INDL LTD ADR R COM 576879209 1479 85345 SH SOLE 22790 62555 0 MATTEL INC COM 577081102 3818 211646 SH SOLE 8110 203536 0 MAXIMUS INC COM 577933104 252 6830 SH SOLE 960 5870 0 MCAFEE INC COM 579064106 425 12517 SH SOLE 8240 4277 0 MCCORMICK & CO INC COM 579780206 733 19060 SH SOLE 2130 16930 0 MCDONALDS CORP COM 580135101 12249 198519 SH DEFINED 9230 189289 0 MCGRAW-HILL COMPANIES INC COM 580645109 4265 134925 SH SOLE 7020 127905 0 MCKESSON H B O C INC COM 58155Q103 1905 35396 SH SOLE 5230 30166 0 MDS INC COM 55269P302 151 12635 SH SOLE 2610 10025 0 MEADWESTVACO CORPORATION COM 583334107 528 22653 SH SOLE 5490 17163 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 2575 57224 SH SOLE 4580 52644 0 MEDICAL PPTYS TRUST INC COM 58463J304 241 21210 SH SOLE 7920 13290 0 MEDTRONIC INC COM 585055106 6275 125243 SH SOLE 14860 110383 0 MEMC ELECTR MATLS INC COM 552715104 708 25055 SH SOLE 3490 21565 0 MENS WEARHOUSE INC COM 587118100 384 18090 SH SOLE 2210 15880 0 MENTOR CORP MINN COM 587188103 283 11860 SH SOLE 1410 10450 0 MERCK & CO INC COM 589331107 5470 173329 SH SOLE 17670 155659 0 MERCURY GEN CORP COM 589400100 338 6180 SH SOLE 2900 3280 0 MERIDIAN BIOSCIENCE INC COM 589584101 405 13950 SH SOLE 1440 12510 0 MERIT MED SYS INC COM 589889104 247 13160 SH SOLE 3510 9650 0 MERITAGE CORP COM 59001A102 489 19780 SH SOLE 8600 11180 0 MERRILL LYNCH & CO INC COM 590188108 5793 228969 SH SOLE 12592 216377 0 METHODE ELECTRS INC CL A COM 591520200 103 11500 SH SOLE 3020 8480 0 METLIFE INC COM 59156R108 3862 68970 SH SOLE 5850 63120 0 MICREL INC COM 594793101 123 13590 SH SOLE 1560 12030 0 MICROCHIP TECHNOLOGY INC COM 595017104 5577 189498 SH SOLE 1970 187528 0 MICRON TECHNOLOGY INC COM 595112103 383 94493 SH SOLE 31080 63413 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 16 RUN DATE: 10/02/08 1:41 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 09/30/08 VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- MICROS SYSTEMS INC COM 594901100 918 34420 SH SOLE 4630 29790 0 MICROSEMI CORP COM 595137100 666 26120 SH SOLE 2950 23170 0 MICROSOFT CORP COM 594918104 32389 1213532 SH DEFINED 70470 1143062 0 MID-AMER APT CMNTYS INC COM 59522J103 452 9190 SH SOLE 2670 6520 0 MILLIPORE CORP COM 601073109 335 4863 SH SOLE 790 4073 0 MITSUBISHI UFJ FINL GROUP INSP COM 606822104 3510 401655 SH SOLE 107640 294015 0 MITSUI & CO LTD ADR COM 606827202 892 3636 SH SOLE 997 2639 0 MIZUHO FINL GROUP INC SPONSORE COM 60687Y109 1897 217560 SH SOLE 58920 158640 0 MKS INSTRS INC COM 55306N104 256 12870 SH SOLE 1800 11070 0 MOBILE MINI INC COM 60740F105 243 12550 SH SOLE 1290 11260 0 MOBILE TELESYSTEMS OJSC ADR SP COM 607409109 204 3650 SH SOLE 3000 650 0 MOHAWK INDS INC COM 608190104 234 3465 SH SOLE 2400 1065 0 MOLEX INC COM 608554101 334 14858 SH SOLE 1230 13628 0 MOLINA HEALTHCARE INC COM 60855R100 253 8160 SH SOLE 2770 5390 0 MOLSON COORS BREWING COMPANY COM 60871R209 408 8736 SH SOLE 0 8736 0 MONACO COACH CORP COM 60886R103 37 19070 SH SOLE 12450 6620 0 MONSANTO CO COM 61166W101 5685 57440 SH SOLE 4250 53190 0 MONSTER WORLDWIDE INC COM 611742107 194 13040 SH SOLE 1190 11850 0 MOODYS CORP COM 615369105 1105 32500 SH SOLE 12920 19580 0 MOOG INC CL A COM 615394202 638 14875 SH SOLE 1750 13125 0 MORGAN STANLEY DEAN WITTER & C COM 617446448 2536 110264 SH SOLE 12400 97864 0 MOTOROLA INC COM 620076109 1763 246917 SH SOLE 39580 207337 0 MTS SYS CORP COM 553777103 276 6550 SH SOLE 870 5680 0 MUELLER INDS INC COM 624756102 281 12200 SH SOLE 2550 9650 0 MURPHY OIL CORP COM 626717102 1554 24236 SH SOLE 4790 19446 0 MYLAN LABS INC COM 628530107 335 29365 SH SOLE 3930 25435 0 M/I SCHOTTENSTEIN HOMES INC COM 55305B101 338 14850 SH SOLE 11850 3000 0 N C R CORP COM 62886E108 239 10840 SH SOLE 6250 4590 0 N T T DOCOMO INC COM 62942M201 1249 78570 SH SOLE 19790 58780 0 N V R INC COM 62944T105 325 568 SH SOLE 476 92 0 NABORS INDUSTRIES LTD COM G6359F103 752 30180 SH SOLE 2570 27610 0 NARA BANCORP INC COM 63080P105 155 13840 SH SOLE 5410 8430 0 NASH FINCH CO COM 631158102 323 7480 SH SOLE 4210 3270 0 NATCO GROUP INC CL A COM 63227W203 278 6920 SH SOLE 780 6140 0 NATIONAL BK GREECE S A SPONSOR COM 633643408 707 85640 SH SOLE 23057 62583 0 NATIONAL CITY CORP COM 635405103 141 80725 SH SOLE 27179 53546 0 NATIONAL FINL PARTNERS CORP COM 63607P208 227 15110 SH SOLE 1810 13300 0 NATIONAL FUEL & GAS CO COM 636180101 220 5205 SH SOLE 3170 2035 0 NATIONAL GRID PLC SPON ADR COM 636274300 1957 30475 SH SOLE 7260 23215 0 NATIONAL PENN BANCSHARES INC COM 637138108 337 23050 SH SOLE 5600 17450 0 NATIONAL RETAIL PROPERTIES INC COM 637417106 510 21300 SH SOLE 4620 16680 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 571 33176 SH SOLE 8670 24506 0 NATIONAL-OILWELL INC COM 637071101 5255 104625 SH SOLE 3126 101499 0 NATIONWIDE HEALTH PPTYS INC COM 638620104 222 6180 SH SOLE 4980 1200 0 NATUS MEDICAL INC DEL COM 639050103 206 9070 SH SOLE 910 8160 0 NAUTILUS GROUP INC COM 63910B102 122 26770 SH SOLE 19540 7230 0 NAVIGATORS GROUP INC COM 638904102 288 4960 SH SOLE 700 4260 0 NCI BLDG SYS INC COM 628852105 218 6860 SH SOLE 2110 4750 0 NETAPP INC COM 64110D104 836 45849 SH SOLE 11680 34169 0 NETGEAR INC COM 64111Q104 286 19070 SH SOLE 5730 13340 0 NEW JERSEY RESOURCES CORP COM 646025106 469 13075 SH SOLE 2770 10305 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 17 RUN DATE: 10/02/08 1:41 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 09/30/08 VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- NEW YORK COMMUNITY BANCORP INC COM 649445103 358 21323 SH SOLE 15510 5813 0 NEW YORK TIMES CO COM 650111107 452 31604 SH SOLE 17080 14524 0 NEWELL RUBBERMAID INC COM 651229106 517 29938 SH SOLE 3200 26738 0 NEWFIELD EXPLORATION CO COM 651290108 268 8385 SH SOLE 6190 2195 0 NEWMARKET CORP COM 651587107 416 7910 SH SOLE 2050 5860 0 NEWMONT MINING CORP COM 651639106 1936 49953 SH SOLE 4390 45563 0 NEWS CORP CL A COM 65248E104 2389 199210 SH SOLE 0 199210 0 NEXEN INC COM 65334H102 546 23515 SH SOLE 6040 17475 0 NICOR INC COM 654086107 393 8870 SH SOLE 6270 2600 0 NIKE INC CL B COM 654106103 10348 154676 SH DEFINED 5830 148846 0 NIPPON TELEG & TEL CORP ADR SP COM 654624105 1841 81770 SH SOLE 20960 60810 0 NISOURCE INC COM 65473P105 797 53971 SH SOLE 24310 29661 0 NISSAN MOTORS SPONSORED ADR COM 654744408 636 46820 SH SOLE 12490 34330 0 NOBLE CORPORATION COM G65422100 6134 139727 SH DEFINED 2330 137397 0 NOBLE ENERGY INC COM 655044105 963 17320 SH SOLE 1210 16110 0 NOKIA CORP ADR SPONSORED COM 654902204 3028 162371 SH SOLE 43700 118671 0 NOMURA HLDGS INC SPONSORED ADR COM 65535H208 1051 80370 SH SOLE 21660 58710 0 NORDSTROM INC COM 655664100 583 20245 SH SOLE 1500 18745 0 NORFOLK SOUTHERN CORP COM 655844108 2585 39046 SH SOLE 2930 36116 0 NORTEL NETWORKS CORP COM 656568508 33 14701 SH SOLE 4528 10173 0 NORTHEAST UTILITIES COM 664397106 223 8690 SH SOLE 5490 3200 0 NORTHERN TRUST CORP COM 665859104 1613 22341 SH SOLE 1490 20851 0 NORTHROP GRUMMAN CORP COM 666807102 1627 26874 SH SOLE 3890 22984 0 NORTHWEST NATURAL GAS CO COM 667655104 448 8610 SH SOLE 1820 6790 0 NOVARTIS AG SPONSORED ADR COM 66987V109 2752 52090 SH SOLE 31450 20640 0 NOVELL INC COM 670006105 183 35528 SH SOLE 4510 31018 0 NOVELLUS SYSTEMS INC COM 670008101 238 12105 SH SOLE 1180 10925 0 NOVO-NORDISK A S ADR COM 670100205 627 12254 SH SOLE 6410 5844 0 NSTAR COM 67019E107 271 8090 SH SOLE 4990 3100 0 NUCOR CORP COM 670346105 1467 37131 SH SOLE 8830 28301 0 NUTRI SYS INC COM 67069D108 341 19220 SH SOLE 8200 11020 0 NVIDIA CORP COM 67066G104 652 60888 SH SOLE 9975 50913 0 NYSE EURONEXT COM 629491101 1108 28271 SH SOLE 3560 24711 0 O CHARLEYS INC COM 670823103 106 12160 SH SOLE 7050 5110 0 O G E ENERGY CORP COM 670837103 230 7455 SH SOLE 4900 2555 0 O REILLY AUTOMOTIVE INC COM 686091109 247 9233 SH SOLE 6820 2413 0 OCCIDENTAL PETROLEUM CORP COM 674599105 7013 99549 SH DEFINED 6382 93167 0 OCEANEERING INTL INC COM 675232102 1047 19630 SH SOLE 2990 16640 0 OFFICE DEPOT INC COM 676220106 220 37740 SH SOLE 14190 23550 0 OFFICEMAX INC COM 67622P101 274 30770 SH SOLE 12350 18420 0 OLD DOMINION FGHT LINES INC COM 679580100 314 11080 SH SOLE 1065 10015 0 OLD NATL BANCORP IND COM 680033107 405 20250 SH SOLE 5660 14590 0 OLD REPUBLIC INTL CORP COM 680223104 242 18981 SH SOLE 14320 4661 0 OMNICARE INC COM 681904108 291 10125 SH SOLE 7470 2655 0 OMNICELL INC COM 68213N109 136 10370 SH SOLE 1190 9180 0 OMNICOM GROUP COM 681919106 2201 57080 SH SOLE 7160 49920 0 OMNOVA SOLUTIONS INC COM 682129101 32 16130 SH SOLE 6440 9690 0 ONEOK INC COM 682680103 276 8035 SH SOLE 5730 2305 0 OPTIONSXPRESS HLDGS INC COM 684010101 417 21460 SH SOLE 6060 15400 0 ORACLE SYSTEMS CORP COM 68389X105 12605 620616 SH DEFINED 45131 575485 0 ORBITAL SCIENCES CORP COM 685564106 727 30310 SH SOLE 5440 24870 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 18 RUN DATE: 10/02/08 1:41 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 09/30/08 VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- ORIX CORP ADR SPONSORED COM 686330101 487 7820 SH SOLE 2160 5660 0 OWENS & MINOR INC COM 690732102 625 12880 SH SOLE 2800 10080 0 OXFORD INDS INC COM 691497309 266 10310 SH SOLE 5240 5070 0 P F CHANGS CHINA BISTRO INC COM 69333Y108 307 13040 SH SOLE 4020 9020 0 P G&E CORP COM 69331C108 1575 42048 SH SOLE 6780 35268 0 P N C FINANCIAL CORP COM 693475105 2742 36702 SH SOLE 4044 32658 0 P P G INDS INC COM 693506107 1020 17489 SH SOLE 1220 16269 0 P P L CORP COM 69351T106 3282 88642 SH DEFINED 4000 84642 0 P S S WORLD MEDICAL INC COM 69366A100 413 21160 SH SOLE 2120 19040 0 PACCAR INC COM 693718108 1491 39042 SH SOLE 2995 36047 0 PACTIV CORP COM 695257105 524 21093 SH SOLE 7810 13283 0 PALL CORP COM 696429307 423 12301 SH SOLE 1130 11171 0 PALM INC COM 696643105 94 15740 SH SOLE 15140 600 0 PALOMAR MED TECHNOLOGIES INC COM 697529303 207 15350 SH SOLE 8610 6740 0 PANERA BREAD CO CL A COM 69840W108 824 16180 SH SOLE 4210 11970 0 PAPA JOHNS INTL INC COM 698813102 311 11460 SH SOLE 3930 7530 0 PAR PHARMACEUTICAL COMPANIES I COM 69888P106 192 15630 SH SOLE 4420 11210 0 PAREXEL INTL CORP COM 699462107 511 17830 SH SOLE 1920 15910 0 PARKER HANNIFIN CORP COM 701094104 932 17585 SH SOLE 1215 16370 0 PARKWAY PPTYS INC SHS BEN INT COM 70159Q104 277 7320 SH SOLE 3120 4200 0 PATTERSON COS INC COM 703395103 790 25975 SH SOLE 9220 16755 0 PAYCHEX INC COM 704326107 3193 96656 SH SOLE 3780 92876 0 PEABODY ENERGY CORP COM 704549104 1249 27750 SH SOLE 2070 25680 0 PEARSON PLC ADR SPONSORED COM 705015105 461 42280 SH SOLE 10970 31310 0 PEDIATRIX MEDICAL GROUP COM 705324101 942 17466 SH SOLE 2850 14616 0 PENN VIRGINIA CORP COM 707882106 997 18650 SH SOLE 3300 15350 0 PENN WEST ENERGY TR UNIT COM 707885109 562 23330 SH SOLE 5440 17890 0 PENNEY J C INC COM 708160106 791 23717 SH SOLE 4640 19077 0 PENNSYLVANIA REAL ESTATE INV S COM 709102107 290 15400 SH SOLE 5480 9920 0 PEP BOYS MANNY MOE & JACK COM 713278109 137 22160 SH SOLE 12930 9230 0 PEPCO HLDGS INC COM 713291102 623 27205 SH SOLE 11110 16095 0 PEPSI BOTTLING GROUP INC COM 713409100 703 24100 SH SOLE 8660 15440 0 PEPSICO INC COM 713448108 23098 324095 SH DEFINED 15310 308785 0 PERFICIENT INC COM 71375U101 68 10190 SH SOLE 1110 9080 0 PERKINELMER INC COM 714046109 413 16554 SH SOLE 1920 14634 0 PERRIGO CO COM 714290103 209 5430 SH SOLE 2930 2500 0 PETMED EXPRESS INC COM 716382106 300 19080 SH SOLE 11050 8030 0 PETROBRAS BRASILEIRO ADR SPONS COM 71654V408 868 19750 SH SOLE 15920 3830 0 PETROBRAS BRASILEIRO SPONSORED COM 71654V101 3399 90840 SH SOLE 37380 53460 0 PETROCHINA CO LTD SPONSORED AD COM 71646E100 1734 16878 SH SOLE 5240 11638 0 PETROLEUM DEV CORP COM 716578109 411 9270 SH SOLE 2470 6800 0 PETROQUEST ENERGY INC COM 716748108 299 19500 SH SOLE 1450 18050 0 PETRO-CDA COM 71644E102 739 22145 SH SOLE 5710 16435 0 PFIZER INC COM 717081103 9045 490487 SH SOLE 0 490487 0 PHARMACEUTICAL PRODUCT DEVELOP COM 717124101 375 9065 SH SOLE 5740 3325 0 PHARMACEUTICALS INC COM 495582108 272 28441 SH SOLE 3280 25161 0 PHARMERICA CORP COM 71714F104 349 15512 SH SOLE 4440 11072 0 PHASE FORWARD INC COM 71721R406 277 13250 SH SOLE 1550 11700 0 PHILADELPHIA CONS HLDG CORP COM 717528103 330 5633 SH SOLE 4330 1303 0 PHILIP MORRIS INTL INC COM 718172109 7213 149968 SH DEFINED 0 149968 0 PHILIPS ELECTRONICS - NY SHR COM 500472303 1376 50513 SH SOLE 13200 37313 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 19 RUN DATE: 10/02/08 1:41 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 09/30/08 VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- PHOTRONICS INC COM 719405102 31 16310 SH SOLE 7020 9290 0 PIEDMONT NATURAL GAS INC COM 720186105 657 20570 SH SOLE 3710 16860 0 PINNACLE WEST CAPTIAL CORP COM 723484101 2244 65214 SH SOLE 8250 56964 0 PIONEER DRILLING CO COM COM 723655106 213 16030 SH SOLE 1560 14470 0 PIONEER NATURAL RESOURCES CO COM 723787107 423 8085 SH SOLE 5800 2285 0 PIPER JAFFRAY COS COM 724078100 256 5910 SH SOLE 1040 4870 0 PITNEY BOWES INC COM 724479100 3053 91785 SH SOLE 8680 83105 0 PLAINS EXPLORATION & PROD COCO COM 726505100 272 7733 SH SOLE 4260 3473 0 PLEXUS CORP COM 729132100 281 13570 SH SOLE 1700 11870 0 PLUM CREEK TIMBER CO INC COM 729251108 1048 21015 SH SOLE 1580 19435 0 POLARIS INDS INC COM 731068102 716 15750 SH SOLE 3070 12680 0 POLO RALPH LAUREN CORP CL A ST COM 731572103 546 8186 SH SOLE 2650 5536 0 POLYONE CORP COM 73179P106 251 38960 SH SOLE 18300 20660 0 POOL CORP COM 73278L105 570 24415 SH SOLE 6860 17555 0 PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 478 9830 SH SOLE 3550 6280 0 PORTUGAL TELCM SGPS SA SPONSOR COM 737273102 1716 170237 SH SOLE 11700 158537 0 POSCO SPONSORED ADR COM 693483109 1552 16619 SH SOLE 7100 9519 0 POTASH CORP SASK INC COM 73755L107 1688 12785 SH SOLE 3520 9265 0 PRAXAIR INC COM 74005P104 3105 43286 SH SOLE 2400 40886 0 PRE PAID LEGAL SERVICES INC COM 740065107 234 5680 SH SOLE 2370 3310 0 PRECISION CASTPARTS CORP COM 740189105 6101 77449 SH SOLE 980 76469 0 PRICELINE COM INC COM 741503403 209 3050 SH SOLE 2150 900 0 PRIDE INTERNATIONAL INC COM 74153Q102 300 10120 SH SOLE 6320 3800 0 PRINCIPAL FINL GROUP INC COM 74251V102 1138 26160 SH SOLE 2200 23960 0 PRIVATEBANCORP INC COM 742962103 554 13310 SH SOLE 2810 10500 0 PROASSURANCE CORP COM 74267C106 682 12180 SH SOLE 1480 10700 0 PROCTER & GAMBLE COM 742718109 30157 432736 SH DEFINED 24231 408505 0 PROGRESS ENERGY COM 743263105 1551 35963 SH SOLE 8310 27653 0 PROGRESS SOFTWARE CORP COM 743312100 426 16390 SH SOLE 1630 14760 0 PROGRESSIVE CORP OHIO COM 743315103 1680 96545 SH SOLE 27360 69185 0 PROLOGIS COM 743410102 1021 24740 SH SOLE 1900 22840 0 PROSPERITY BANCSHARES INC COM 743606105 460 13540 SH SOLE 1780 11760 0 PROVIDENT BANKSHARES CORP COM 743859100 113 11620 SH SOLE 4400 7220 0 PRUDENTIAL FINL INC COM 744320102 6795 94371 SH SOLE 3375 90996 0 PRUDENTIAL PLC ADR COM 74435K204 1040 56500 SH SOLE 14520 41980 0 PS BUSINESS PKS INC CALIF COM 69360J107 316 5490 SH SOLE 1430 4060 0 PSYCHIATRIC SOLUTIONS INC COM 74439H108 265 6980 SH SOLE 6630 350 0 PUBLIC SERVICE ENTERPRISES COM 744573106 1918 58490 SH SOLE 5166 53324 0 PUBLIC STORAGE 6.450% SERIES F PREFERRED STOCKS 74460D380 603 36775 SH SOLE 0 36775 0 PUBLIC STORAGE INC COM 74460D109 1234 12468 SH SOLE 887 11581 0 PUGET ENERGY INC COM 745310102 252 9420 SH SOLE 6520 2900 0 PULTE CORP COM 745867101 276 19736 SH SOLE 1750 17986 0 QLOGIC CORP COM 747277101 424 27615 SH SOLE 13570 14045 0 QUALCOMM INC COM 747525103 13632 317242 SH DEFINED 18920 298322 0 QUALITY SYS INC COM 747582104 501 11860 SH SOLE 4250 7610 0 QUANEX BUILDING PRODUCTS CORCO COM 747619104 211 13877 SH SOLE 2565 11312 0 QUANTA SERVICES INC COM 74762E102 276 10216 SH SOLE 6580 3636 0 QUEST DIAGNOSTICS INC COM 74834L100 1281 24790 SH SOLE 5700 19090 0 QUESTAR CORP COM 748356102 1630 39840 SH SOLE 4780 35060 0 QUIKSILVER INC COM 74838C106 245 42710 SH SOLE 4150 38560 0 QWEST COMMUNICATIONS INTL INC COM 749121109 496 153662 SH SOLE 14500 139162 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 20 RUN DATE: 10/02/08 1:41 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 09/30/08 VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- R L I CORP ILL COM 749607107 434 6990 SH SOLE 980 6010 0 RADIO ONE INC CL D NON VTG COM 75040P405 19 25310 SH SOLE 3110 22200 0 RADIOSHACK CORP COM 750438103 225 13040 SH SOLE 1290 11750 0 RANGE RES CORP COM 75281A109 672 15670 SH SOLE 1290 14380 0 RAYONIER INC COM 754907103 467 9857 SH SOLE 3030 6827 0 RAYTHEON CO COM 755111507 1790 33444 SH SOLE 3700 29744 0 REED ELSEVIER N V SPONS ADR COM 758204200 593 19962 SH SOLE 4753 15209 0 REED ELSEVIER P L C SPONS ADR COM 758205207 734 18294 SH SOLE 4457 13837 0 REGAL BELOIT CORP COM 758750103 397 9340 SH SOLE 1460 7880 0 REGENCY CTRS CORP COM 758849103 290 4345 SH SOLE 2960 1385 0 REGENERON PHARMACEUTICALS COM 75886F107 452 20720 SH SOLE 2330 18390 0 REGIONS FINANCIAL CORP COM 7591EP100 812 84590 SH SOLE 18002 66588 0 REPSOL YPF S A ADR SPONSORED COM 76026T205 1236 41679 SH SOLE 10560 31119 0 REPUBLIC SVCS INC COM 760759100 342 11413 SH SOLE 5780 5633 0 RESEARCH IN MOTION LTD COM 760975102 1411 20660 SH SOLE 5590 15070 0 RESMED INC COM 761152107 303 7050 SH SOLE 4550 2500 0 REYNOLDS AMERICAN INC COM 761713106 454 9340 SH SOLE 0 9340 0 RIO TINTO PLC ADR SPONSORED COM 767204100 2312 9265 SH SOLE 2558 6707 0 ROBBINS & MYERS INC COM 770196103 343 11080 SH SOLE 1380 9700 0 ROBERT HALF INTL INC COM 770323103 431 17430 SH SOLE 1710 15720 0 ROCKWELL AUTOMATION INC COM 773903109 670 17954 SH SOLE 3220 14734 0 ROCKWELL COLLINS INC COM 774341101 1092 22717 SH SOLE 4670 18047 0 ROCK-TENN CO CL A COM 772739207 503 12570 SH SOLE 4480 8090 0 ROGERS COMMUNICATIONS INC CL B COM 775109200 790 23755 SH SOLE 6570 17185 0 ROGERS CORP COM 775133101 288 7790 SH SOLE 910 6880 0 ROHM & HAAS CO COM 775371107 952 13594 SH SOLE 940 12654 0 ROPER INDS INC COM 776696106 353 6200 SH SOLE 3590 2610 0 ROSS STORES INC COM 778296103 433 11755 SH SOLE 8290 3465 0 ROWAN COMPANIES INC COM 779382100 353 11568 SH SOLE 1040 10528 0 ROYAL BK CDA MONTREAL QUE COM 780087102 2868 59735 SH SOLE 15980 43755 0 ROYAL BK SCOTLAND GROUP PLC SP COM 780097721 1961 612702 SH SOLE 166071 446631 0 ROYAL DUTCH SHELL PLC SPON ADR COM 780259107 3397 59505 SH SOLE 16050 43455 0 ROYAL DUTCH SHELL PLC SPONS AD COM 780259206 4493 76134 SH SOLE 20080 56054 0 RUBY TUESDAY INC COM 781182100 108 18630 SH SOLE 10100 8530 0 RUDOLPH TECHNOLOGIES INC COM 781270103 87 10390 SH SOLE 3800 6590 0 RUSSELL INVT CO INTL SECS MUTUAL FUNDS 782493845 217 4072 SH SOLE 0 4072 0 RYDER SYSTEM INC COM 783549108 751 12120 SH SOLE 6650 5470 0 S E I INVESTMENTS CO COM 784117103 227 10240 SH SOLE 6860 3380 0 S L M CORPORATION COM 78442P106 806 65340 SH SOLE 20660 44680 0 S P S S INC COM 78462K102 280 9540 SH SOLE 2760 6780 0 S P X CORP COM 784635104 277 3595 SH SOLE 2170 1425 0 S W S GROUP INC COM 78503N107 267 13250 SH SOLE 8045 5205 0 SAFETY INS GROUP INC COM 78648T100 284 7480 SH SOLE 3330 4150 0 SAFEWAY INC COM 786514208 1148 48410 SH SOLE 7120 41290 0 SAIC INC COM 78390X101 219 10850 SH SOLE 8380 2470 0 SALIX PHARMACEUTICALS LTD COM 795435106 95 14870 SH SOLE 1520 13350 0 SANDERSON FARMS INC COM 800013104 208 5650 SH SOLE 710 4940 0 SANDISK CORP COM 80004C101 612 31279 SH SOLE 10990 20289 0 SANOFI-SYNTHELABO COM 80105N105 511 15558 SH SOLE 0 15558 0 SANTOS LTD ADR SPONSORED COM 803021609 3512 53988 SH SOLE 1800 52188 0 SAP AG ADR SPON COM 803054204 2350 43990 SH SOLE 11080 32910 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 21 RUN DATE: 10/02/08 1:41 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 09/30/08 VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- SARA LEE CORP COM 803111103 987 78168 SH SOLE 7840 70328 0 SASOL LTD SPONSORED ADR COM 803866300 346 8148 SH SOLE 6580 1568 0 SAVIENT PHARMACEUTICALS INC COM 80517Q100 215 14430 SH SOLE 1600 12830 0 SCANA CORP COM 80589M102 882 22646 SH SOLE 5830 16816 0 SCANSOURCE INC COM 806037107 363 12620 SH SOLE 2910 9710 0 SCHEIN HENRY INC COM 806407102 421 7820 SH SOLE 4400 3420 0 SCHERING PLOUGH CORP COM 806605101 2820 152661 SH SOLE 13260 139401 0 SCHLUMBERGER COM 806857108 10185 130427 SH SOLE 12470 117957 0 SCHULMAN A INC COM 808194104 220 11120 SH SOLE 4720 6400 0 SCHWAB CHARLES CORP COM 808513105 3518 135296 SH DEFINED 8380 126916 0 SCIELE PHARMA INC COM 808627103 521 16930 SH SOLE 4340 12590 0 SCRIPPS NETWORKS INTERACT INCL COM 811065101 612 16865 SH SOLE 1970 14895 0 SEACOR SMIT INC COM 811904101 646 8180 SH SOLE 1020 7160 0 SEALED AIR CORP COM 81211K100 359 16307 SH SOLE 1650 14657 0 SEARS HLDGS CORP COM 812350106 1110 11876 SH SOLE 5440 6436 0 SECURE COMPUTING CORP COM 813705100 159 28990 SH SOLE 10630 18360 0 SELECT COMFORT CORP OC-CAP STK COM 81616X103 43 25855 SH SOLE 10810 15045 0 SELECT SECTOR SPDR TR SBI INT- COM 81369Y605 2625 132001 SH DEFINED 0 132001 0 SELECTIVE INSURANCE GROUP INC COM 816300107 374 16320 SH SOLE 4070 12250 0 SEMPRA ENERGY CORP COM 816851109 1452 28775 SH SOLE 2670 26105 0 SENIOR HOUSING PROPERTY TRUST COM 81721M109 754 31620 SH SOLE 6090 25530 0 SEPRACOR INC COM 817315104 239 13070 SH SOLE 9820 3250 0 SERVICE CORP INTL COM 817565104 115 13715 SH SOLE 8610 5105 0 SHAW COMMUNICATIONS INC CL B C COM 82028K200 1100 54091 SH SOLE 5300 48791 0 SHERWIN WILLIAMS CO COM 824348106 685 11988 SH SOLE 860 11128 0 SHINHAN FINANCIAL GROUP CO LSP COM 824596100 833 11685 SH SOLE 4900 6785 0 SHIRE PHARMACEUTICALS GROUP AD COM 82481R106 526 11010 SH SOLE 0 11010 0 SHUFFLE MASTER INC COM 825549108 52 10120 SH SOLE 0 10120 0 SIEMENS A G SPONSORED ADR COM 826197501 3698 39385 SH SOLE 10690 28695 0 SIERRA PACIFIC RESOURCES COM 826428104 117 12225 SH SOLE 8940 3285 0 SIGMA ALDRICH CORP COM 826552101 976 18623 SH SOLE 4330 14293 0 SIGNATURE BK NEW YORK N Y COM 82669G104 370 10620 SH SOLE 1350 9270 0 SIMON PPTY GROUP INC COM 828806109 2397 24715 SH SOLE 1670 23045 0 SIMPSON MANUFACTURING CO INC COM 829073105 478 17640 SH SOLE 3860 13780 0 SIRIUS XM RADIO INC COM COM 82967N108 27 46860 SH SOLE 0 46860 0 SK TELECOM LTD ADR SPONSORED COM 78440P108 413 21929 SH SOLE 8600 13329 0 SKECHERS U S A INC CL A COM 830566105 177 10540 SH SOLE 1390 9150 0 SKYWEST INC COM 830879102 325 20320 SH SOLE 2350 17970 0 SKYWORKS SOLUTIONS INC COM 83088M102 396 47380 SH SOLE 5340 42040 0 SMITH A O CORP COM 831865209 314 8010 SH SOLE 2560 5450 0 SMITH INTL INC COM 832110100 1746 29769 SH SOLE 4101 25668 0 SMITH MICRO SOFTWARE INC COM 832154108 143 20130 SH SOLE 10430 9700 0 SMITH & NEPHEW P L C ADR SPONS COM 83175M205 645 12142 SH SOLE 2750 9392 0 SMUCKER J M CO COM 832696405 227 4475 SH SOLE 2920 1555 0 SNAP ON TOOLS CORP COM 833034101 532 10100 SH SOLE 470 9630 0 SONIC AUTOMOTIVE INC CL A COM 83545G102 127 15060 SH SOLE 8120 6940 0 SONIC CORP COM 835451105 386 26505 SH SOLE 5440 21065 0 SONIC SOLUTIONS COM 835460106 72 16260 SH SOLE 7890 8370 0 SONOCO PRODUCTS COM 835495102 215 7250 SH SOLE 5110 2140 0 SONY CORP - ADR COM 835699307 995 32233 SH SOLE 0 32233 0 SOUTH FINANCIAL GROUP INC COM 837841105 161 22000 SH SOLE 5940 16060 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 22 RUN DATE: 10/02/08 1:41 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 09/30/08 VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- SOUTH JERSEY INDS INC COM 838518108 304 8520 SH SOLE 1150 7370 0 SOUTHERN CO COM 842587107 3152 83634 SH SOLE 11050 72584 0 SOUTHERN UNION CO COM 844030106 747 36190 SH SOLE 5740 30450 0 SOUTHWEST AIRLINES CO COM 844741108 1152 79371 SH SOLE 8720 70651 0 SOUTHWEST GAS CORP COM 844895102 447 14780 SH SOLE 4440 10340 0 SOUTHWESTERN ENERGY CO COM 845467109 1155 37805 SH SOLE 6040 31765 0 SOVEREIGN BANCORP INC COM 845905108 217 54888 SH SOLE 24068 30820 0 SOVRAN SELF STORAGE INC COM 84610H108 358 8000 SH SOLE 2340 5660 0 SPARTAN STORES INC COM 846822104 244 9820 SH SOLE 4630 5190 0 SPECTRA ENERGY CORP COM 847560109 2010 84466 SH SOLE 25633 58833 0 SPECTRUM BRANDS INC COM 84762L105 24 17030 SH SOLE 7970 9060 0 SPHERION CORP COM 848420105 136 27830 SH SOLE 15320 12510 0 SPRINT CORP COM 852061100 1770 290082 SH SOLE 41772 248310 0 ST JUDE MEDICAL INC COM 790849103 1990 45758 SH SOLE 9480 36278 0 ST MARY LAND & EXPLORATION CO COM 792228108 1014 28435 SH SOLE 5140 23295 0 STAGE STORES INC COM 85254C305 324 23694 SH SOLE 10072 13622 0 STAMPS COM INC COM 852857200 132 11330 SH SOLE 5940 5390 0 STANDARD MOTOR PRODUCTS INC COM 853666105 162 26080 SH SOLE 23380 2700 0 STANDARD PACIFIC CORP COM 85375C101 214 43520 SH SOLE 22750 20770 0 STANDARD REGISTER CO COM 853887107 124 12540 SH SOLE 9450 3090 0 STANDEX INTL CORP COM 854231107 266 9570 SH SOLE 6600 2970 0 STANLEY WORKS COM 854616109 342 8193 SH SOLE 650 7543 0 STAPLES INC COM 855030102 1722 76512 SH SOLE 6585 69927 0 STARBUCKS CORP COM 855244109 1451 97600 SH SOLE 23660 73940 0 STARWOOD HOTELS & RESORTS WRLD COM 85590A401 451 16035 SH SOLE 0 16035 0 STATE STREET CORP COM 857477103 2459 43225 SH SOLE 3257 39968 0 STATOIL ASA SPONSORED ADR COM 85771P102 1259 52883 SH SOLE 13887 38996 0 STEEL DYNAMICS INC COM 858119100 244 14285 SH SOLE 11130 3155 0 STEIN MART INC COM 858375108 181 46300 SH SOLE 40570 5730 0 STERICYCLE INC COM 858912108 397 6734 SH SOLE 3960 2774 0 STERLING BANCSHARES INC COM 858907108 194 18580 SH SOLE 2230 16350 0 STERLING FINL CORP WASH COM 859319105 237 16332 SH SOLE 4815 11517 0 STEWART INFORMATION SVCS COM 860372101 382 12850 SH SOLE 8360 4490 0 STMICROELECTRONICS N V SHS-N Y COM 861012102 279 27375 SH SOLE 7910 19465 0 STONE ENERGY CORP COM 861642106 450 10630 SH SOLE 1300 9330 0 STRATASYS INC COM 862685104 195 11140 SH SOLE 2570 8570 0 STRAYER ED INC COM 863236105 313 1565 SH SOLE 1120 445 0 STRYKER CORP COM 863667101 8663 139060 SH DEFINED 5670 133390 0 SUN LIFE FINL INC COM 866796105 1120 31655 SH SOLE 7720 23935 0 SUN MICROSYSTEMS INC CO COM 866810203 633 83252 SH SOLE 7867 75385 0 SUNCOR ENERGY INC COM 867229106 1669 39610 SH SOLE 10500 29110 0 SUNOCO INC COM 86764P109 667 18744 SH SOLE 7340 11404 0 SUNRISE ASSISTED LIVING INC COM 86768K106 284 20620 SH SOLE 4280 16340 0 SUNTRUST BANKS INC COM 867914103 1717 38155 SH SOLE 5730 32425 0 SUPERIOR INDS INTL INC COM 868168105 224 11700 SH SOLE 6220 5480 0 SUPERIOR WELL SVCS INC COM 86837X105 218 8620 SH SOLE 2930 5690 0 SUPERVALU INC COM 868536103 657 30264 SH SOLE 10710 19554 0 SURMODICS INC COM 868873100 237 7520 SH SOLE 1600 5920 0 SUSQUEHANNA BANCSHARES INC COM 869099101 522 26729 SH SOLE 7380 19349 0 SWIFT ENERGY CO COM 870738101 436 11270 SH SOLE 1230 10040 0 SYKES ENTERPRISES INC COM 871237103 222 10110 SH SOLE 1130 8980 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 23 RUN DATE: 10/02/08 1:41 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 09/30/08 VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- SYMANTEC CORP COM 871503108 2029 103601 SH SOLE 20262 83339 0 SYMMETRICOM INC COM 871543104 81 16200 SH SOLE 6030 10170 0 SYMMETRY MED INC COM 871546206 223 12020 SH SOLE 1160 10860 0 SYNAPTICS INC COM 87157D109 265 8785 SH SOLE 1560 7225 0 SYNGENTA AG ADR SPONSORED COM 87160A100 1046 24720 SH SOLE 6320 18400 0 SYNNEX CORP COM 87162W100 265 11870 SH SOLE 7810 4060 0 SYNOVUS FINANCIAL CORP COM 87161C105 164 15880 SH SOLE 10310 5570 0 SYSCO CORP COM 871829107 3946 127992 SH DEFINED 6520 121472 0 T C F FINANCIAL CORP COM 872275102 778 43228 SH SOLE 7420 35808 0 T H Q INC COM 872443403 239 19857 SH SOLE 0 19857 0 T J X COMPANIES INC COM 872540109 2130 69791 SH SOLE 14750 55041 0 T ROWE PRICE GROUP INC COM 74144T108 1480 27560 SH SOLE 2020 25540 0 TAIWAN SEMICONDUCTOR MFG CO AD COM 874039100 2720 290245 SH SOLE 114899 175346 0 TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 276 16835 SH SOLE 0 16835 0 TALISMAN ENERGY INC COM 87425E103 627 44120 SH SOLE 11480 32640 0 TANGER FACTORY OUTLET CTRS COM 875465106 396 9040 SH SOLE 1320 7720 0 TARGET CORP COM 87612E106 11074 225769 SH DEFINED 6240 219529 0 TDK CORP ADR COM 872351408 348 7025 SH SOLE 1950 5075 0 TECHNE CORP COM 878377100 236 3278 SH SOLE 2580 698 0 TECHNITROL INC COM 878555101 161 10890 SH SOLE 1530 9360 0 TECK COMINCO LTD CL B COM 878742204 911 31268 SH SOLE 4970 26298 0 TECO ENERGY INC COM 872375100 594 37790 SH SOLE 16620 21170 0 TELE NORTE LESTE PART S A SPON COM 879246106 276 15795 SH SOLE 6490 9305 0 TELECOM CORP NEW ZEALAND LTDAD COM 879278208 190 20724 SH SOLE 5828 14896 0 TELECOM ITALIA S P A NEW SPONS COM 87927Y102 686 45957 SH SOLE 12290 33667 0 TELEDYNE TECHNOLOGIES INC COM 879360105 883 15450 SH SOLE 2280 13170 0 TELEFLEX INC COM 879369106 221 3485 SH SOLE 2240 1245 0 TELEFONICA S A ADR SPONSORED COM 879382208 4912 68715 SH SOLE 19060 49655 0 TELEFONOS DE MEXICO S A ADR RE COM 879403780 547 21225 SH SOLE 8020 13205 0 TELEPHONE & DATA SYSEMS INC COM 879433100 241 6730 SH SOLE 4320 2410 0 TELLABS INC COM 879664100 171 42149 SH SOLE 4204 37945 0 TELUS CORP NON-VTG SHS COM 87971M202 551 15481 SH SOLE 4240 11241 0 TENARIS S A SPONSORED ADR COM 88031M109 497 13334 SH SOLE 5670 7664 0 TENET HEALTHCARE CORP COM 88033G100 197 35574 SH SOLE 0 35574 0 TERADATA CORP COM 88076W103 415 21290 SH SOLE 2110 19180 0 TERADYNE INC COM 880770102 138 17710 SH SOLE 1870 15840 0 TEREX CORP COM 880779103 391 12800 SH SOLE 3770 9030 0 TERRA INDS INC COM 880915103 215 7325 SH SOLE 5240 2085 0 TESORO PETE CORP COM 881609101 1494 90575 SH SOLE 1160 89415 0 TETRA TECH INC COM 88162G103 453 18810 SH SOLE 2190 16620 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 375 27079 SH SOLE 2610 24469 0 TEVA PHARMACEUTICAL INDS LTDAD COM 881624209 694 15154 SH SOLE 12350 2804 0 TEXAS INDS INC COM 882491103 375 9170 SH SOLE 1200 7970 0 TEXAS INSTRUMENTS INC COM 882508104 5473 254560 SH SOLE 11460 243100 0 TEXAS ROADHOUSE INC CL A COM 882681109 153 17020 SH SOLE 1760 15260 0 TEXTRON INC COM 883203101 4206 143631 SH SOLE 2130 141501 0 THE MOSAIC COMPANY COM 61945A107 216 3170 SH SOLE 0 3170 0 THERMO ELECTRON CORP COM 883556102 2256 41016 SH SOLE 3670 37346 0 THOMSON CORP COM 884903105 338 12410 SH SOLE 3060 9350 0 THOMSON MULTIMEDIA ADR SPONSOR COM 885118109 38 10835 SH SOLE 3420 7415 0 THOMSON REUTERS PLC SPON ADR COM 885141101 286 2106 SH SOLE 618 1488 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 24 RUN DATE: 10/02/08 1:41 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 09/30/08 VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- TICKETMASTER COM COM 88633P302 132 12315 SH SOLE 990 11325 0 TIFFANY & CO COM 886547108 490 13795 SH SOLE 1090 12705 0 TIME WARNER INC COM 887317105 3723 284000 SH SOLE 0 284000 0 TITANIUM METALS CORP COM 888339207 247 21802 SH SOLE 15740 6062 0 TOLL BROTHERS INC COM 889478103 300 11900 SH SOLE 9940 1960 0 TORCHMARK CORP COM 891027104 665 11124 SH SOLE 790 10334 0 TORO CO COM 891092108 734 17778 SH SOLE 2930 14848 0 TORONTO DOMINION BK ONT COM 891160509 2200 36069 SH SOLE 9590 26479 0 TOTAL FINA ELF S A ADR SPONS COM 89151E109 8126 133919 SH SOLE 27780 106139 0 TOTAL SYS SVCS INC COM 891906109 625 38139 SH SOLE 12101 26038 0 TOYOTA MTR CORP ADR 1 SH COM 892331307 4776 55665 SH SOLE 15000 40665 0 TRACTOR SUPPLY CO COM 892356106 659 15680 SH SOLE 3550 12130 0 TRADESTATION GROUP INC COM 89267P105 189 20230 SH SOLE 10930 9300 0 TRANSALTA CORP COM 89346D107 538 19590 SH SOLE 3910 15680 0 TRANSCANADA CORP COM 89353D107 1697 46951 SH SOLE 8080 38871 0 TRANSOCEAN INC COM G90073100 7673 69858 SH SOLE 4340 65518 0 TRAVELERS COMPANIES INC COM 89417E109 3083 68217 SH SOLE 8730 59487 0 TREEHOUSE FOODS INC COM 89469A104 257 8654 SH SOLE 1230 7424 0 TRIMBLE NAVIGATION LTD COM 896239100 234 9030 SH SOLE 6050 2980 0 TRIQUINT SEMICONDUCTOR INC COM 89674K103 125 26020 SH SOLE 4290 21730 0 TRIUMPH GROUP INC COM 896818101 202 4430 SH SOLE 860 3570 0 TRUE RELIGION APPAREL INC COM 89784N104 301 11630 SH SOLE 5850 5780 0 TRUEBLUE INC COM 89785X101 229 14180 SH SOLE 1440 12740 0 TRUSTCO BANK CORP N Y COM 898349105 248 21190 SH SOLE 4380 16810 0 TTM TECHNOLOGIES INC COM 87305R109 149 15060 SH SOLE 1280 13780 0 TUESDAY MORNING CORP COM 899035505 129 31330 SH SOLE 24710 6620 0 TYCO ELECTRONICS COM G9144P105 1374 49691 SH SOLE 4640 45051 0 TYCO INTERNATIONAL LTD WHEN IS COM G9143X208 1931 55144 SH SOLE 8330 46814 0 TYLER TECHNOLOGIES INC COM COM 902252105 248 16380 SH SOLE 5000 11380 0 TYSON FOODS INC CL A COM 902494103 604 50575 SH SOLE 27280 23295 0 U C B H HOLDINGS INC COM 90262T308 261 40780 SH SOLE 6500 34280 0 U G I CORP COM 902681105 823 31935 SH SOLE 5210 26725 0 U I L HOLDINGS CORP COM 902748102 306 8912 SH SOLE 2680 6232 0 U N U M PROVIDENT CORP COM 91529Y106 872 34754 SH SOLE 3770 30984 0 U S BANCORP COM 902973304 14649 406690 SH SOLE 18850 387840 0 U S T INC COM 902911106 595 8939 SH SOLE 0 8939 0 UBS AG COM H89231338 2106 120051 SH SOLE 32953 87098 0 UDR INC COM 902653104 225 8610 SH SOLE 6610 2000 0 UMB FINL CORP COM 902788108 610 11610 SH SOLE 1630 9980 0 UMPQUA HLDGS CORP COM 904214103 317 21550 SH SOLE 7950 13600 0 UNIBANCO-UNIAO DE BANCOS BRAGD COM 90458E107 688 6815 SH SOLE 2860 3955 0 UNILEVER N V COM 904784709 2389 84853 SH SOLE 21620 63233 0 UNILEVER PLC ADR SPON NEW COM 904767704 1787 65683 SH SOLE 16544 49139 0 UNION PACIFIC CORP COM 907818108 4689 65889 SH SOLE 3980 61909 0 UNISOURCE ENERGY CORP COM 909205106 339 11600 SH SOLE 3230 8370 0 UNISYS CORP COM 909214108 91 33258 SH SOLE 4240 29018 0 UNIT CORP COM 909218109 1117 22420 SH SOLE 4110 18310 0 UNITED BANKSHARES INC W VA COM 909907107 421 12020 SH SOLE 2630 9390 0 UNITED CMNTY BKS BLAIRSVLE GCA COM 90984P105 139 10480 SH SOLE 1582 8898 0 UNITED FIRE & CAS CO COM 910331107 209 7300 SH SOLE 2090 5210 0 UNITED MICROELECTRONICS CORP S COM 910873405 278 142619 SH SOLE 62650 79969 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 25 RUN DATE: 10/02/08 1:41 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 09/30/08 VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- UNITED NATURAL FOODS INC COM 911163103 468 18710 SH SOLE 3370 15340 0 UNITED ONLINE INC COM 911268100 329 34990 SH SOLE 9840 25150 0 UNITED PARCEL SERVICE INC CL B COM 911312106 6424 102145 SH SOLE 7860 94285 0 UNITED STATES STEEL CORP COM 912909108 1232 15876 SH SOLE 4590 11286 0 UNITED STATIONERS INC COM 913004107 366 7660 SH SOLE 1780 5880 0 UNITED TECHNOLOGIES CORP COM 913017109 14581 242773 SH DEFINED 7410 235363 0 UNITEDHEALTH GROUP INC COM 91324P102 3739 147258 SH SOLE 15954 131304 0 UNIVERSAL FOREST PRODUCTS INC COM 913543104 312 8940 SH SOLE 4210 4730 0 UNIVERSAL TECHNICAL INST INC COM 913915104 194 11390 SH SOLE 3800 7590 0 URBAN OUTFITTERS INC COM 917047102 345 10820 SH SOLE 8300 2520 0 USB CAPITAL VI 5.750% 03/09/35 PREFERRED STOCKS 903304202 736 39810 SH SOLE 0 39810 0 V F CORP COM 918204108 1751 22646 SH SOLE 810 21836 0 VALERO ENERGY CORP COM 91913Y100 1710 56450 SH SOLE 9020 47430 0 VALMONT INDS INC COM 920253101 525 6345 SH SOLE 730 5615 0 VARIAN MEDICAL SYSTEMS CORP COM 92220P105 2729 47760 SH DEFINED 7820 39940 0 VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 650 25892 SH SOLE 3060 22832 0 VCA ANTECH INC COM 918194101 250 8475 SH SOLE 5880 2595 0 VECTREN CORP COM 92240G101 1520 54588 SH SOLE 5040 49548 0 VEOLIA ENVIROMENT SPONSORED AD COM 92334N103 772 18705 SH SOLE 4810 13895 0 VERISIGN INC COM 92343E102 573 21955 SH SOLE 2200 19755 0 VERIZON COMMUNICATIONS COM 92343V104 9246 288115 SH SOLE 27710 260405 0 VERTEX PHARMACEUTICALS INC COM 92532F100 302 9095 SH SOLE 5330 3765 0 VIACOM INC NEW CL B COM 92553P201 1613 64920 SH SOLE 0 64920 0 VIASAT INC COM 92552V100 283 12020 SH SOLE 2330 9690 0 VIROPHARMA INC COM 928241108 318 24260 SH SOLE 2360 21900 0 VISA INC COM CL A COM 92826C839 557 9070 SH SOLE 0 9070 0 VISHAY INTERTECHNOLOGY INC COM 928298108 81 12280 SH SOLE 10190 2090 0 VITAL SIGNS INC COM 928469105 226 3060 SH SOLE 470 2590 0 VODAFONE GROUP INC COM 92857W209 5037 227918 SH SOLE 60703 167215 0 VOLCOM INC COM 92864N101 196 11320 SH SOLE 5950 5370 0 VOLT INFORMATION SCIENCES INC COM 928703107 97 10855 SH SOLE 7815 3040 0 VORNADO RLTY TR COM 929042109 1294 14230 SH SOLE 950 13280 0 VULCAN MATLS CO COM 929160109 797 10699 SH SOLE 773 9926 0 W D 40 CO COM 929236107 815 22678 SH SOLE 670 22008 0 WABASH NATIONAL CORP COM 929566107 299 31660 SH SOLE 24940 6720 0 WACHOVIA GROUP COM 929903102 731 208760 SH SOLE 23791 184969 0 WAL MART STORES INC COM 931142103 15477 258426 SH SOLE 18630 239796 0 WALGREEN COMPANY COM 931422109 6058 195663 SH SOLE 8560 187103 0 WASHINGTON MUT INC COM 939322103 10 121239 SH SOLE 42656 78583 0 WASHINGTON POST CO CL B COM 939640108 648 1163 SH SOLE 131 1032 0 WASTE CONNECTIONS INC COM 941053100 963 28065 SH SOLE 3755 24310 0 WASTE MANAGEMENT INC DEL COM 94106L109 2384 75713 SH SOLE 6050 69663 0 WATERS CORP COM 941848103 913 15685 SH SOLE 4860 10825 0 WATSCO INC COM 942622200 455 9050 SH SOLE 2850 6200 0 WATSON PHARMACEUTICALS INC COM 942683103 293 10270 SH SOLE 1820 8450 0 WATSON WYATT & CO HLDGS CL A COM 942712100 873 17560 SH SOLE 1730 15830 0 WATTS INDS INC CL A COM 942749102 232 8500 SH SOLE 1230 7270 0 WAUSAU-MOSINEE PAPER CORP COM 943315101 221 21810 SH SOLE 10420 11390 0 WEATHERFORD INTL LTD COM G95089101 1791 71235 SH SOLE 5180 66055 0 WEBSENSE INC COM 947684106 541 24200 SH SOLE 7970 16230 0 WELLPOINT INC COM 94973V107 2516 53794 SH SOLE 4290 49504 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 26 RUN DATE: 10/02/08 1:41 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 09/30/08 VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- WELLS FARGO & CO COM 949746101 12238 326075 SH SOLE 30349 295726 0 WENDYS/ARBYS GROUP INC COM 950587105 393 74705 SH SOLE 19233 55473 0 WEST PHARMACEUTICAL SVCS INC COM 955306105 542 11110 SH SOLE 1320 9790 0 WESTERN DIGITAL CORP COM 958102105 910 42700 SH DEFINED 12080 30620 0 WESTERN UNION CO COM 959802109 2162 87651 SH SOLE 13010 74641 0 WESTPAC BKG CORP ADR SPONSORED COM 961214301 2508 27118 SH SOLE 4840 22278 0 WEYERHAEUSER CO COM 962166104 1480 24434 SH SOLE 5450 18984 0 WHIRLPOOL CORP COM 963320106 896 11296 SH SOLE 3593 7703 0 WHITNEY HOLDING CORP COM 966612103 1330 54853 SH SOLE 4460 50393 0 WHOLE FOODS MARKET INC COM 966837106 305 15215 SH SOLE 1490 13725 0 WILLIAMS COS INC COM 969457100 1510 63834 SH SOLE 5280 58554 0 WILSHIRE BANCORP INC COM 97186T108 211 17310 SH SOLE 11690 5620 0 WINDSTREAM CORP COM 97381W104 662 60471 SH SOLE 15884 44587 0 WINNEBAGO INDS INC COM 974637100 132 10210 SH SOLE 1080 9130 0 WINTRUST FINL CORP COM 97650W108 254 8660 SH SOLE 1370 7290 0 WISCONSIN ENERGY CORP COM 976657106 341 7595 SH SOLE 4550 3045 0 WMS INDS INC COM 929297109 350 11435 SH SOLE 0 11435 0 WOLVERINE WORLD WIDE INC COM 978097103 465 17565 SH SOLE 1870 15695 0 WOODWARD GOVERNOR CO COM 980745103 690 19570 SH SOLE 2260 17310 0 WORLD ACCEP CORP DEL COM 981419104 333 9250 SH SOLE 3150 6100 0 WORLD FUEL SVCS CORP COM 981475106 235 10200 SH SOLE 1220 8980 0 WPP GROUP PLC SPON ADR 0905 COM 929309409 535 13168 SH SOLE 3400 9768 0 WRIGHT EXPRESS CORP COM 98233Q105 599 20080 SH SOLE 5860 14220 0 WRIGLEY WM J R CO COM 982526105 2819 35504 SH SOLE 4870 30634 0 WYETH COM 983024100 3893 105381 SH SOLE 11140 94241 0 WYNDHAM WORLDWIDE CORP COM 98310W108 300 19086 SH SOLE 1870 17216 0 X C E L ENERGY INC COM 98389B100 1087 54400 SH SOLE 14180 40220 0 X L CAPITAL LTD CL A COM G98255105 496 27660 SH SOLE 6590 21070 0 XEROX CORP COM 984121103 1114 96659 SH SOLE 10230 86429 0 XILINX INC COM 983919101 768 32755 SH SOLE 3090 29665 0 XTO ENERGY INC COM 98385X106 8512 182974 SH SOLE 12215 170759 0 YAHOO INC COM 984332106 2251 130115 SH SOLE 0 130115 0 YAMANA GOLD INC COM 98462Y100 239 28640 SH SOLE 7310 21330 0 YRC WORLDWIDE INC COM 984249102 151 12636 SH SOLE 12290 346 0 YUM BRANDS INC COM 988498101 7470 229080 SH SOLE 11610 217470 0 ZALE CORP COM 988858106 380 15210 SH SOLE 5820 9390 0 ZENITH NATIONAL INSURANCE CORP COM 989390109 664 18115 SH SOLE 4145 13970 0 ZIMMER HLDGS INC COM 98956P102 2114 32738 SH SOLE 7820 24918 0 ZIONS BANCORPORATION COM 989701107 526 13580 SH SOLE 4420 9160 0 ZOLL MED CORP COM 989922109 232 7090 SH SOLE 810 6280 0 ZUMIEZ INC COM 989817101 189 11450 SH SOLE 4910 6540 0 LINE COUNT: 1,316
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