-----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, SUOfTaFMZWp2IRlWnMth6OC/sullK1MaHMVtFabw1GUSbNvQkNwK9uQZk9Tvfotj mGjz8yTxPfafcndoGfoqQA== 0000825204-09-000004.txt : 20090407 0000825204-09-000004.hdr.sgml : 20090407 20090407134416 ACCESSION NUMBER: 0000825204-09-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090331 FILED AS OF DATE: 20090407 DATE AS OF CHANGE: 20090407 EFFECTIVENESS DATE: 20090407 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: 09737157 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 sec13f2009.txt 13F 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:March 31, 2009 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 April 7, 2009 [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: 03/31/09 RUN DATE: 04/06/09 05:15 P.M. REPORT SUMMARY: NUMBER OF OTHER INCLUDED MANAGERS: 0 FORM 13F INFORMATION TABLE ENTRY TOTAL: 1,213 FORM 13F INFORMATION TABLE VALUE TOTAL: $1,328,770,000 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: 03/31/09 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 43 13930 SH SOLE 12320 1610 0 3M COMPANY COM 88579Y101 5359 107780 SH SOLE 8894 98886 0 A A R CORP COM 000361105 214 17100 SH SOLE 3150 13950 0 A B M INDS INC COM 000957100 211 12870 SH SOLE 1940 10930 0 A E S CORP COM 00130H105 442 76140 SH SOLE 8350 67790 0 A G L RESOURCES INC COM 001204106 1299 48955 SH SOLE 3780 45175 0 A H BELO CORP CL A COM 001282102 71 72800 SH SOLE 69360 3440 0 A K STEEL HOLDING CORP COM 001547108 191 26860 SH SOLE 16280 10580 0 A T M I INC COM 00207R101 247 16040 SH SOLE 4630 11410 0 A T & T INC COM 00206R102 15497 614975 SH SOLE 48417 566558 0 AARON RENTS INC CL B COM 002535201 511 19162 SH SOLE 2130 17032 0 ABAXIS INC COM 002567105 186 10810 SH SOLE 2860 7950 0 ABB LTD SPONSORED ADR COM 000375204 1489 106841 SH SOLE 29330 77511 0 ABBOTT LABS COM 002824100 8750 183434 SH SOLE 12660 170774 0 ABERCROMBIE & FITCH CO CL A COM 002896207 504 21160 SH SOLE 11970 9190 0 ACADIA RLTY TR COM 004239109 118 11095 SH SOLE 2897 8198 0 ACCENTURE LTD SHS CL A COM G1150G111 1128 41028 SH SOLE 0 41028 0 ACTUANT CORP CL A COM 00508X203 264 25590 SH SOLE 5640 19950 0 ACUITY BRANDS INC COM 00508Y102 318 14100 SH SOLE 1690 12410 0 ADAPTEC INC COM 00651F108 75 31050 SH SOLE 3850 27200 0 ADOBE SYSTEM INC COM 00724F101 3130 146322 SH SOLE 10814 135508 0 ADVANCED AUTO PTS INC COM 00751Y106 282 6855 SH SOLE 4540 2315 0 ADVANCED MICRO DEVICES INC COM 007903107 159 52158 SH SOLE 5510 46648 0 ADVANTEST CORP SPON ADR COM 00762U200 158 10512 SH SOLE 2695 7817 0 AEGON NV ORD AMER REG COM 007924103 364 94747 SH SOLE 15000 79747 0 AETNA U S HEALTHCARE INC COM 00817Y108 1222 50238 SH SOLE 4060 46178 0 AFFILIATED COMPUTER SERVICES I COM 008190100 578 12060 SH SOLE 1040 11020 0 AFLAC INC COM 001055102 1057 54582 SH SOLE 4050 50532 0 AGILENT TECHNOLOGIES INC COM 00846U101 939 61074 SH SOLE 22990 38084 0 AGILYSYS INC COM 00847J105 110 25660 SH SOLE 19850 5810 0 AGNICO EAGLE MINES LTD COM 008474108 525 9224 SH SOLE 2100 7124 0 AGRIUM INC COM 008916108 286 7978 SH SOLE 2090 5888 0 AIR PRODUCTS & CHEMICALS INC COM 009158106 1924 34203 SH SOLE 3360 30843 0 AKAMAI TECHNOLOGIES INC COM 00971T101 704 36290 SH SOLE 19120 17170 0 ALABAMA POWER CO 5.875% 02/01/ PREFERRED STOCKS 010392546 392 15633 SH SOLE 0 15633 0 ALCATEL ALSTHOM GENERALE ADR S COM 013904305 190 102150 SH SOLE 27190 74960 0 ALCOA INC COM 013817101 789 107530 SH SOLE 26020 81510 0 ALLEGHENY ENERGY INC COM 017361106 488 21060 SH SOLE 1630 19430 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 238 10860 SH SOLE 870 9990 0 ALLERGAN INC COM 018490102 5101 106814 SH SOLE 2890 103924 0 ALLETE INC COM 018522300 210 7860 SH SOLE 1020 6840 0 ALLIANZ AKTIENGESELLSCHAFT ADR COM 018805101 1915 229055 SH SOLE 56850 172205 0 ALLIED IRISH BKS P L C ADR SPO COM 019228402 17 11202 SH SOLE 5090 6112 0 ALLSTATE CORP COM 020002101 1237 64590 SH SOLE 10090 54500 0 ALTERA CORP COM 021441100 801 45650 SH SOLE 11600 34050 0 ALTRIA GROUP INC COM 02209S103 2203 137508 SH SOLE 0 137508 0 ALUMINA LTD ADR SPONSORED COM 022205108 41 11050 SH SOLE 4150 6900 0 AMAZON COM INC COM 023135106 2955 40232 SH SOLE 6460 33772 0 AMEDISYS INC COM 023436108 311 11323 SH SOLE 1689 9634 0 AMEREN CORP COM 023608102 707 30485 SH SOLE 5550 24935 0 AMERICA MOVIL S A DE C V SPONS COM 02364W105 2064 76205 SH SOLE 25350 50855 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 2 RUN DATE: 04/06/09 5:14 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 03/31/09 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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- AMERICAN EAGLE OUTFITTERS INC COM 02553E106 154 12565 SH SOLE 8930 3635 0 AMERICAN ELECTRIC POWER COM 025537101 1169 46279 SH SOLE 5540 40739 0 AMERICAN EXPRESS CO COM 025816109 2258 165683 SH SOLE 9650 156033 0 AMERICAN INTL GROUP INC COM 026874107 420 419814 SH SOLE 193230 226584 0 AMERICAN MED SYS HLDGS INC COM 02744M108 291 26120 SH SOLE 3670 22450 0 AMERICAN SCIENCE & ENGR INC COM 029429107 218 3910 SH SOLE 760 3150 0 AMERICAN TOWER CORP CL A COM 029912201 1424 46803 SH SOLE 3870 42933 0 AMERIGROUP CORP COM 03073T102 422 15319 SH SOLE 2160 13159 0 AMERIPRISE FINANCIAL INC COM 03076C106 548 26766 SH SOLE 5696 21070 0 AMERISOURCEBERGEN CORP COM 03073E105 914 28000 SH SOLE 7360 20640 0 AMETEK INC COM 031100100 239 7657 SH SOLE 4860 2797 0 AMGEN INC COM 031162100 5562 112325 SH SOLE 11500 100825 0 AMN HEALTHCARE SERVICES INC COM 001744101 66 12930 SH SOLE 2080 10850 0 AMPHENOL CORP NEW CL A COM 032095101 820 28780 SH SOLE 10580 18200 0 AMSURG INC COM 03232P405 217 13680 SH SOLE 2280 11400 0 ANADARKO PETROLEUM CORP COM 032511107 1993 51254 SH SOLE 7290 43964 0 ANALOG DEVICES INC COM 032654105 1595 82778 SH SOLE 6480 76298 0 ANGLO AMERN PLC ADR NEW COM 03485P201 1101 129050 SH SOLE 32446 96604 0 ANGLOGOLD LTD COM 035128206 287 7800 SH SOLE 4760 3040 0 ANIXTER INTL INC COM 035290105 342 10790 SH SOLE 1300 9490 0 ANNTAYLOR STORES CORP COM 036115103 79 15200 SH SOLE 14200 1000 0 AON CORP COM 037389103 1243 30439 SH SOLE 2320 28119 0 APACHE CORP COM 037411105 3199 49917 SH SOLE 4860 45057 0 APARTMENT INVT & MGMT CO COM 03748R101 129 23627 SH SOLE 11779 11848 0 APOGEE ENTERPRISES INC COM 037598109 110 10000 SH SOLE 5620 4380 0 APOLLO GROUP INC CL A COM 037604105 1272 16240 SH SOLE 3790 12450 0 APOLLO INVT CORP COM SH BEN IN COM 03761U106 43 12400 SH SOLE 11760 640 0 APPLE COMPUTER INC COM 037833100 10775 102506 SH SOLE 9176 93330 0 APPLIED INDL TECHNOLOGIES INC COM 03820C105 181 10717 SH SOLE 1420 9297 0 APPLIED MATERIALS INC COM 038222105 1654 153866 SH SOLE 12470 141396 0 ARCHER DANIELS MIDLAND COM 039483102 2165 77924 SH SOLE 5300 72624 0 ARCTIC CAT INC COM 039670104 53 13860 SH SOLE 11150 2710 0 ARM HLDGS PLC SPONSORED ADR COM 042068106 92 20905 SH SOLE 6020 14885 0 ARQULE INC COM 04269E107 43 10360 SH SOLE 1120 9240 0 ARRIS GROUP INC COM 04269Q100 312 42391 SH SOLE 4429 37962 0 ASHLAND INC COM 044209104 171 16550 SH SOLE 15410 1140 0 ASMLD HOLDINGS NV NY REG SHS COM N07059186 492 28102 SH SOLE 6735 21367 0 ASSURANT INC COM 04621X108 333 15290 SH SOLE 3700 11590 0 ASTEC INDS INC COM 046224101 252 9600 SH SOLE 2470 7130 0 ASTRAZENECA PLC ADR SPONSORED COM 046353108 2649 74723 SH SOLE 20500 54223 0 ATMEL CORP COM 049513104 69 19080 SH SOLE 14710 4370 0 ATMOS ENERGY CORP COM 049560105 682 29500 SH SOLE 5110 24390 0 ATWOOD OCEANICS COM 050095108 340 20490 SH SOLE 2330 18160 0 AU OPTRONICS CORP SPONSORED AD COM 002255107 510 60842 SH SOLE 21924 38918 0 AUTODESK INC COM 052769106 640 38084 SH SOLE 13800 24284 0 AUTOMATIC DATA PROCESSING COM 053015103 2900 82475 SH SOLE 4710 77765 0 AUTONATION INC DEL COM 05329W102 343 24710 SH SOLE 12390 12320 0 AUTOZONE INC COM 053332102 961 5909 SH SOLE 1585 4324 0 AVALONBAY COMMUNITIES INC COM 053484101 461 9797 SH SOLE 1802 7995 0 AVERY DENNISON CORP COM 053611109 433 19361 SH SOLE 3620 15741 0 AVISTA CORP COM 05379B107 212 15420 SH SOLE 2430 12990 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 3 RUN DATE: 04/06/09 5:14 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 03/31/09 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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- AVNET INC COM 053807103 189 10800 SH SOLE 7870 2930 0 AVON PRODUCTS INC COM 054303102 1365 70976 SH SOLE 10870 60106 0 AXA ADR SPONSORED COM 054536107 1066 88984 SH SOLE 22540 66444 0 B B & T CORP COM 054937107 1079 63782 SH SOLE 8410 55372 0 B J SERVICES CO COM 055482103 485 48780 SH SOLE 20440 28340 0 B M C SOFTWARE INC COM 055921100 1068 32360 SH SOLE 10910 21450 0 B P AMOCO P L C COM 055622104 7522 187589 SH SOLE 40700 146889 0 BAKER HUGHES INC COM 057224107 1626 56940 SH SOLE 7830 49110 0 BALCHEM CORP COM 057665200 204 8115 SH SOLE 1600 6515 0 BALDOR ELEC CO COM 057741100 223 15370 SH SOLE 3500 11870 0 BALL CORP COM 058498106 674 15519 SH SOLE 5210 10309 0 BANCO BILBAO VIZCAYA ARGENTAAD COM 05946K101 2148 264185 SH SOLE 47750 216435 0 BANCO BRADESCO S A SP ADR PFD COM 059460303 1123 113410 SH SOLE 41470 71940 0 BANCO DE CHILE SPONSORED ADR COM 059520106 803 22543 SH SOLE 918 21625 0 BANCO SANTANDER CENT HISPANIC COM 05964H105 3738 541787 SH SOLE 103480 438307 0 BANK AMERICA CORP COM 060505104 4601 674579 SH SOLE 62089 612490 0 BANK MONTREAL QUE COM 063671101 856 32775 SH SOLE 8090 24685 0 BANK MUTUAL CORP COM 063750103 133 14650 SH SOLE 2860 11790 0 BANK NOVA SCOTIA HALIFAX COM 064149107 1407 57375 SH SOLE 14030 43345 0 BANK OF NEW YORK MELLON CORPOR COM 064058100 3459 122428 SH SOLE 9451 112977 0 BARCLAYS PLC ADR COM 06738E204 835 98229 SH SOLE 25650 72579 0 BARD, C R INC COM 067383109 1228 15400 SH SOLE 1030 14370 0 BARNES GROUP INC COM 067806109 156 14570 SH SOLE 3720 10850 0 BARRICK GOLD CORP COM 067901108 2060 63545 SH SOLE 11530 52015 0 BASIC ENERGY SVCS INC NEW COM 06985P100 106 16420 SH SOLE 7940 8480 0 BAXTER INTL INC COM 071813109 3506 68454 SH SOLE 5250 63204 0 BCE INC COM 05534B760 941 47272 SH SOLE 11865 35407 0 BECKMAN COULTER INC COM 075811109 257 5030 SH SOLE 2440 2590 0 BECTON DICKINSON & CO COM 075887109 2087 31042 SH SOLE 0 31042 0 BED BATH & BEYOND INC COM 075896100 896 36185 SH SOLE 8560 27625 0 BELDEN CDT INC COM 077454106 174 13925 SH SOLE 2090 11835 0 BELO A H CORP COM 080555105 34 55720 SH SOLE 55190 530 0 BEMIS INC COM 081437105 261 12456 SH SOLE 1340 11116 0 BENCHMARK ELECTRS INC COM 08160H101 255 22755 SH SOLE 3270 19485 0 BERKLEY W R CORP COM 084423102 224 9934 SH SOLE 6900 3034 0 BEST BUY INC COM 086516101 1459 38445 SH SOLE 2950 35495 0 BHP BILLITON LTD SPONSORED ADR COM 088606108 3775 84651 SH SOLE 21470 63181 0 BHP BILLITON PLC SPONSORED ADR COM 05545E209 2232 56425 SH SOLE 14120 42305 0 BIG 5 SPORTING GOODS CORP COM 08915P101 164 27880 SH SOLE 22980 4900 0 BIOGEN IDEC INC COM 09062X103 2072 39532 SH SOLE 5580 33952 0 BIOMED REALTY TRUST INC COM 09063H107 792 116980 SH SOLE 9990 106990 0 BIOVAIL CORP COM 09067J109 358 32650 SH SOLE 5010 27640 0 BLACK & DECKER CORP COM 091797100 361 11424 SH SOLE 5180 6244 0 BLACKBAUD INC COM 09227Q100 239 20620 SH SOLE 4990 15630 0 BLACKROCK INC CL A COM 09247X101 2329 17911 SH SOLE 0 17911 0 BLOCK H & R INC COM 093671105 722 39669 SH SOLE 3150 36519 0 BLUE COAT SYS INC COM 09534T508 156 13030 SH SOLE 1600 11430 0 BOEING CO COM 097023105 2268 63746 SH SOLE 6238 57508 0 BOSTON PRIVATE FINL HLDGS INC COM 101119105 68 19370 SH SOLE 2680 16690 0 BOSTON PROPERTIES INC COM 101121101 524 14960 SH SOLE 3030 11930 0 BOSTON SCIENTIFIC CORP COM 101137107 1260 158500 SH SOLE 12697 145803 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 4 RUN DATE: 04/06/09 5:14 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 03/31/09 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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- BOWNE & CO INC DEL COM 103043105 89 27694 SH SOLE 20481 7213 0 BRADY W H CO CL A COM 104674106 334 18920 SH SOLE 2200 16720 0 BRIGGS & STRATTON CORP COM 109043109 290 17580 SH SOLE 4980 12600 0 BRIGHTPOINT INC COM 109473405 138 32322 SH SOLE 18530 13792 0 BRINKER INTL INC COM 109641100 212 14020 SH SOLE 11340 2680 0 BRISTOL MYERS SQUIBB CO COM 110122108 4091 186654 SH SOLE 17270 169384 0 BRISTOW GROUP INC COM 110394103 218 10170 SH SOLE 1350 8820 0 BRITISH AMERN TOB PLC SPONSORE COM 110448107 251 5450 SH SOLE 0 5450 0 BRITISH SKY BROADCASTING GRPAD COM 111013108 267 10762 SH SOLE 0 10762 0 BROADCOM CORP COM 111320107 1021 51105 SH SOLE 3760 47345 0 BROOKFIELD ASSET MGMT INC CL A COM 112585104 366 26530 SH SOLE 6512 20018 0 BROOKLINE BANCORP INC DEL COM 11373M107 167 17540 SH SOLE 4410 13130 0 BROOKS AUTOMATION INC COM 114340102 93 20242 SH SOLE 2290 17952 0 BROWN FORMAN CORP CL B COM 115637209 325 8374 SH SOLE 0 8374 0 BROWN SHOE INC COM 115736100 86 22989 SH SOLE 12975 10014 0 BRUNSWICK CORP COM 117043109 256 74180 SH SOLE 53920 20260 0 BRUSH ENGINEERED MATERIALS COM 117421107 172 12430 SH SOLE 5010 7420 0 BT GROUP PLC ADR COM 05577E101 764 68438 SH SOLE 11290 57148 0 BUCKEYE TECHNOLOGIES INC COM 118255108 36 16920 SH SOLE 8190 8730 0 BUCKLE INC COM 118440106 262 8197 SH SOLE 1015 7182 0 BURLINGTON NORTHERN SANTA FE COM 12189T104 3882 64545 SH SOLE 2390 62155 0 C E C ENTERTAINMENT INC COM 125137109 273 10540 SH SOLE 2230 8310 0 C H ENERGY GROUP INC COM 12541M102 233 4960 SH SOLE 880 4080 0 C H ROBINSON WORLDWIDE INC COM 12541W209 1072 23510 SH SOLE 4730 18780 0 C M S ENERGY CORP COM 125896100 304 25655 SH SOLE 5100 20555 0 C S G SYSTEMS INTL INC COM 126349109 168 11740 SH SOLE 1280 10460 0 C S X CORP COM 126408103 1187 45908 SH SOLE 3410 42498 0 C T S CORP COM 126501105 47 12960 SH SOLE 4880 8080 0 C V S CORP COM 126650100 4859 176759 SH SOLE 11695 165064 0 C & D TECHNOLOGIES INC COM 124661109 28 14950 SH SOLE 9090 5860 0 CA INC COM 12673P105 825 46834 SH SOLE 4280 42554 0 CABELAS INC COM 126804301 111 12130 SH SOLE 2670 9460 0 CABOT MICROELECTRONICS CORP COM 12709P103 204 8510 SH SOLE 1150 7360 0 CABOT OIL & GAS CORP COM 127097103 406 17210 SH SOLE 6820 10390 0 CACI INTL INC CL A COM 127190304 453 12410 SH SOLE 1660 10750 0 CADBURY PLC SPONS ADR COM 12721E102 1002 33082 SH SOLE 6450 26632 0 CADENCE DESIGNS SYSTEMS INC COM 127387108 55 13210 SH SOLE 9240 3970 0 CALGON CARBON CORP COM 129603106 247 17450 SH SOLE 2130 15320 0 CAMECO CORP COM 13321L108 317 18475 SH SOLE 4770 13705 0 CAMERON INTRNATIONAL CORP COM 13342B105 681 31032 SH SOLE 8070 22962 0 CAMPBELL SOUP CO COM 134429109 976 35655 SH SOLE 7740 27915 0 CANADIAN NAT RES LTD COM 136385101 1050 27230 SH SOLE 6780 20450 0 CANADIAN NATL RY CO COM 136375102 1030 29060 SH SOLE 6900 22160 0 CANADIAN PAC RY LTD COM 13645T100 280 9465 SH SOLE 2420 7045 0 CANON INC ADR COM 138006309 1852 63802 SH SOLE 15500 48302 0 CAPELLA EDUCATION COMPANY COM 139594105 316 5960 SH SOLE 940 5020 0 CAPITAL ONE FINANCIAL CORP COM 14040H105 549 44836 SH SOLE 7048 37788 0 CARBO CERAMICS INC COM 140781105 250 8805 SH SOLE 1490 7315 0 CARDINAL HEALTH INC COM 14149Y108 1763 55990 SH SOLE 3510 52480 0 CARMAX INC COM 143130102 171 13760 SH SOLE 8850 4910 0 CARNIVAL PAIRED CERTIFICATES COM 143658300 839 38820 SH SOLE 0 38820 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 5 RUN DATE: 04/06/09 5:14 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 03/31/09 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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- CARTER HLDGS INC COM 146229109 432 22960 SH SOLE 3150 19810 0 CASCADE BANCORP COM 147154108 25 15540 SH SOLE 6350 9190 0 CASEYS GENERAL STORES INC COM 147528103 468 17540 SH SOLE 1960 15580 0 CASH AMERICAN INTL INC COM 14754D100 161 10310 SH SOLE 1220 9090 0 CASTLE A M & CO COM 148411101 115 12870 SH SOLE 7180 5690 0 CATALYST HEALTH SOLUTIONS INC COM 14888B103 345 17410 SH SOLE 3780 13630 0 CATERPILLAR INC COM 149123101 3223 115281 SH SOLE 10720 104561 0 CB RICHARD ELLIS GROUP INC CL COM 12497T101 284 70560 SH SOLE 53510 17050 0 CBS CORP NEW CL B COM 124857202 403 104910 SH SOLE 45800 59110 0 CDN IMPERIAL BK OF COMMERCE COM 136069101 803 22118 SH SOLE 5490 16628 0 CEDAR SHOPPING CTRS INC COM NE COM 150602209 43 24620 SH SOLE 14220 10400 0 CELGENE CORP COM 151020104 2567 57815 SH SOLE 10080 47735 0 CEMEX S A SPONSORED ADR COM 151290889 359 57374 SH SOLE 22230 35144 0 CENTENE CORP DEL COM 15135B101 225 12510 SH SOLE 1760 10750 0 CENTERPOINT ENERGY INC COM 15189T107 520 49882 SH SOLE 11250 38632 0 CENTEX CORP COM 152312104 91 12088 SH SOLE 1400 10688 0 CENTRAL GARDEN & PET CO CL A N COM 153527205 154 20460 SH SOLE 3450 17010 0 CENTURY ALUM CO COM 156431108 31 14520 SH SOLE 1960 12560 0 CENTURYTEL INC COM 156700106 531 18895 SH SOLE 6670 12225 0 CEPHALON INC COM 156708109 667 9790 SH SOLE 680 9110 0 CERADYNE INC CALIF COM 156710105 273 15085 SH SOLE 4840 10245 0 CERNER CORP COM 156782104 226 5130 SH SOLE 3200 1930 0 CF INDS HLDGS INC COM 125269100 442 6220 SH SOLE 340 5880 0 CHAMPION ENTERPRISES INC COM 158496109 95 198740 SH SOLE 181640 17100 0 CHATTEM INC COM 162456107 439 7830 SH SOLE 1080 6750 0 CHECKPOINT SYSTEM INC COM 162825103 105 11650 SH SOLE 1690 9960 0 CHEMED CORPORATION COM 16359R103 316 8130 SH SOLE 2070 6060 0 CHEMTURA CORPORATION COM 163893100 2 50408 SH SOLE 47470 2938 0 CHESAPEAKE ENERGY CORP COM 165167107 1222 71630 SH SOLE 17360 54270 0 CHEVRON CORPORATION COM 166764100 17011 252996 SH SOLE 18229 234767 0 CHICOS F A S INC COM 168615102 112 20870 SH SOLE 19660 1210 0 CHILDRENS PL RETAIL STORES COM 168905107 246 11220 SH SOLE 2600 8620 0 CHINA LIFE INS CO LTD SPON ADR COM 16939P106 1846 37490 SH SOLE 12980 24510 0 CHINA MOBILE HONG KONG LTD ADR COM 16941M109 3293 75655 SH SOLE 25330 50325 0 CHINA PETE & CHEM CORP SPON AD COM 16941R108 246 3840 SH SOLE 2560 1280 0 CHINA UNICOM LTD SPONSORED ADR COM 16945R104 330 31679 SH SOLE 18955 12724 0 CHRISTOPHER & BANKS CORP COM 171046105 121 29625 SH SOLE 20270 9355 0 CHUBB CORP COM 171232101 1803 42606 SH SOLE 3110 39496 0 CHUNGHWA TELECOM CO LTD SPONS COM 17133Q403 868 47618 SH SOLE 14831 32787 0 CHURCH & DWIGHT CO COM 171340102 243 4648 SH SOLE 3050 1598 0 CIBER INC COM 17163B102 46 16830 SH SOLE 4560 12270 0 CIGNA CORP COM 125509109 541 30742 SH SOLE 2640 28102 0 CINCINNATI FINANCIAL CORP COM 172062101 504 22050 SH SOLE 4472 17578 0 CINTAS CORP COM 172908105 395 15960 SH SOLE 1510 14450 0 CISCO SYSTEMS INC COM 17275R102 16589 989191 SH SOLE 56760 932431 0 CIT GROUP INC COM 125581108 357 125400 SH SOLE 99770 25630 0 CITIGROUP CAP VIII 6.950% 09/1 PREFERRED STOCKS 17306R204 242 28225 SH SOLE 0 28225 0 CITIGROUP INC COM 172967101 1482 585947 SH SOLE 68110 517837 0 CITRIX SYSTEMS INC COM 177376100 497 21970 SH SOLE 2050 19920 0 CKE RESTAURANTS INC COM 12561E105 175 20880 SH SOLE 2970 17910 0 CLARCOR INC COM 179895107 449 17840 SH SOLE 2050 15790 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 6 RUN DATE: 04/06/09 5:14 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 03/31/09 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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- CLECO CORP COM 12561W105 369 17030 SH SOLE 2370 14660 0 CLOROX CO COM 189054109 1358 26370 SH SOLE 1590 24780 0 CME GROUP INC COM 12572Q105 2094 8498 SH SOLE 1375 7123 0 CNOOC LTD SPONSORED ADR COM 126132109 2877 28597 SH SOLE 4150 24447 0 COACH INC COM 189754104 867 51914 SH SOLE 17160 34754 0 COCA COLA CO COM 191216100 11807 268652 SH SOLE 16360 252292 0 COCA COLA ENTERPRISES INC COM 191219104 588 44585 SH SOLE 11310 33275 0 COGNEX CORP COM 192422103 179 13440 SH SOLE 1630 11810 0 COGNIZANT TECHNLGY SLTNS COR COM 192446102 998 48020 SH SOLE 17410 30610 0 COINSTAR INC COM 19259P300 404 12350 SH SOLE 2220 10130 0 COLGATE PALMOLIVE CO COM 194162103 4376 74201 SH SOLE 6620 67581 0 COLONIAL BANCGROUP INC COM 195493309 60 66820 SH SOLE 66010 810 0 COLONIAL PPTYS TR COM 195872106 114 29980 SH SOLE 18320 11660 0 COMCAST CORP CL A COM 20030N101 3816 279802 SH SOLE 0 279802 0 COMERICA INC COM 200340107 476 26006 SH SOLE 10990 15016 0 COMMSCOPE INC COM 203372107 115 10126 SH SOLE 8540 1586 0 COMMVAULT SYSTEMS INC COM 204166102 246 22440 SH SOLE 8090 14350 0 COMP PARANAENSE DE ENERGIA ADR COM 20441B407 122 11665 SH SOLE 1900 9765 0 COMPANHIA DE BEBIDAS DAS AMESP COM 20441W203 345 7215 SH SOLE 0 7215 0 COMPANHIA ENERGETICA DE MINASP COM 204409601 469 31734 SH SOLE 9041 22693 0 COMPANHIA SIDERURGICA NACIONSP COM 20440W105 446 30070 SH SOLE 11050 19020 0 COMPANHIA VALE DO RIO DOCE SPO COM 204412209 1499 112735 SH SOLE 39320 73415 0 COMPANHIA VALE DO RIO DOCE - A COM 204412100 1722 152670 SH SOLE 54220 98450 0 COMPUTER SCIENCES CORP COM 205363104 642 17417 SH SOLE 1590 15827 0 COMPUWARE CORP COM 205638109 333 50480 SH SOLE 18320 32160 0 COMTECH TELECOMM CORP COM 205826209 261 10550 SH SOLE 1730 8820 0 CONAGRA INC COM 205887102 957 56744 SH SOLE 7630 49114 0 CONCUR TECHNOLOGIES INC COM 206708109 344 17930 SH SOLE 2900 15030 0 CONOCOPHILLIPS COM 20825C104 6230 159093 SH SOLE 11809 147284 0 CONSOL ENERGY INC COM 20854P109 628 24890 SH SOLE 6070 18820 0 CONSOLIDATED EDISON INC COM 209115104 1392 35133 SH SOLE 4170 30963 0 CONSTELLATION BRANDS COM 21036P108 172 14490 SH SOLE 0 14490 0 CONSTELLATION ENERGY GROUP INC COM 210371100 676 32712 SH SOLE 10440 22272 0 CONVERGYS CORP COM 212485106 117 14430 SH SOLE 1890 12540 0 COOPER INDUSTRIES LTD CL A COM G24182100 501 19384 SH SOLE 1450 17934 0 CORNING INC COM 219350105 2179 164221 SH SOLE 13430 150791 0 COSTCO WHOLESALE CORP COM 22160K105 2383 51437 SH SOLE 3800 47637 0 COVENTRY HEALTH CARE INC COM 222862104 237 18351 SH SOLE 2086 16265 0 COVIDIEN LTD COM G2552X108 1868 56212 SH SOLE 4380 51832 0 CRACKER BARREL OLD COUNTRY STO COM 22410J106 336 11720 SH SOLE 3530 8190 0 CREDIT SUISSE GROUP ADR SPONSO COM 225401108 1522 49904 SH SOLE 12800 37104 0 CRH PLC ADR COM 12626K203 1144 52639 SH SOLE 7330 45309 0 CROCS INC COM 227046109 113 95220 SH SOLE 66600 28620 0 CUBIST PHARMACEUTICALS INC COM 229678107 428 26160 SH SOLE 6110 20050 0 CULLEN FROST BANKERS INC COM 229899109 203 4330 SH SOLE 2440 1890 0 CUMMINS ENGINE INC COM 231021106 577 22674 SH SOLE 1830 20844 0 CURTISS WRIGHT CORP COM 231561101 532 18950 SH SOLE 2710 16240 0 CYBERSOURCE CORP COM 23251J106 472 31865 SH SOLE 7616 24249 0 CYMER INC COM 232572107 290 13050 SH SOLE 2290 10760 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 350 51680 SH SOLE 12940 38740 0 D R HORTON INC COM 23331A109 269 27742 SH SOLE 3266 24476 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 7 RUN DATE: 04/06/09 5:14 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 03/31/09 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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- D S P GROUP INC COM 23332B106 44 10230 SH SOLE 1000 9230 0 D T E ENERGY CO COM 233331107 686 24755 SH SOLE 4440 20315 0 DAIMLER CHRYSLER AG COM D1668R123 1227 48024 SH SOLE 12490 35534 0 DAKTRONICS INC COM 234264109 116 17760 SH SOLE 5320 12440 0 DANAHER CORP COM 235851102 6269 115629 SH SOLE 4300 111329 0 DARDEN RESTAURANTS INC COM 237194105 630 18403 SH SOLE 3390 15013 0 DARLING INTL INC COM 237266101 144 38710 SH SOLE 10950 27760 0 DAVITA INC COM 23918K108 838 19070 SH SOLE 6470 12600 0 DEALERTRACK HLDGS INC COM 242309102 284 21660 SH SOLE 7240 14420 0 DEAN FOODS INC COM 242370104 337 18630 SH SOLE 1890 16740 0 DECKERS OUTDOOR CORP COM 243537107 349 6580 SH SOLE 1070 5510 0 DEERE & CO COM 244199105 1609 48944 SH SOLE 3512 45432 0 DELL INC COM 24702R101 2077 219081 SH SOLE 33260 185821 0 DELPHI FINANCIAL GROUP INC CL COM 247131105 192 14235 SH SOLE 3685 10550 0 DENBURY RES INC COM 247916208 274 18462 SH SOLE 13310 5152 0 DENTSPLY INTL INC COM 249030107 591 22010 SH SOLE 1720 20290 0 DEUTSCHE BANK AG ORD COM D18190898 1140 28046 SH SOLE 7300 20746 0 DEUTSCHE TELEKOM AG ADR SPONSO COM 251566105 1529 123839 SH SOLE 0 123839 0 DEVON ENERGY CORP COM 25179M103 2226 49815 SH SOLE 5230 44585 0 DIAGEO PLC ADR SPONSORED COM 25243Q205 922 20595 SH SOLE 0 20595 0 DIAMOND FOODS INC COM 252603105 225 8040 SH SOLE 2230 5810 0 DIAMOND OFFSHORE DRILLNG INC COM 25271C102 499 7940 SH SOLE 270 7670 0 DIAMONDROCK HOSPITALITY CO COM 252784301 161 40050 SH SOLE 19110 20940 0 DIEBOLD INC COM 253651103 775 36278 SH SOLE 2810 33468 0 DIODES INC COM 254543101 211 19910 SH SOLE 7950 11960 0 DIONEX CORP COM 254546104 375 7940 SH SOLE 1380 6560 0 DIRECTV GROUP INC COM 25459L106 1377 60420 SH SOLE 0 60420 0 DISCOVER FINANCIAL SERVICES COM 254709108 321 50909 SH SOLE 4270 46639 0 DISNEY WALT CO COM 254687106 3303 181858 SH SOLE 0 181858 0 DOLLAR TREE INC COM 256746108 280 6280 SH SOLE 4020 2260 0 DOMINION RESOURCES INC VA COM 25746U109 1840 59388 SH SOLE 4984 54404 0 DONNELLEY R R & SONS CO COM 257867101 272 37081 SH SOLE 15860 21221 0 DOVER CORP COM 260003108 2737 103748 SH SOLE 1780 101968 0 DOW CHEMICAL CORP COM 260543103 883 104706 SH SOLE 15950 88756 0 DR PEPPER SNAPPLE GROUP INC CO COM 26138E109 514 30396 SH SOLE 2140 28256 0 DRESS BARN INC COM 261570105 268 21820 SH SOLE 5660 16160 0 DREW INDS INC COM 26168L205 101 11640 SH SOLE 3830 7810 0 DRIL-QUIP INC COM 262037104 410 13340 SH SOLE 2630 10710 0 DU PONT E I DE NEMOURS & CO COM 263534109 3460 154953 SH SOLE 11250 143703 0 DUKE ENERGY CORP COM 26441C105 1987 138774 SH SOLE 16346 122428 0 DUKE REALTY CORP COM 264411505 79 14280 SH SOLE 12010 2270 0 DUN & BRADSTREET CORP DEL COM 26483E100 749 9725 SH SOLE 2760 6965 0 DYNEGY INC DEL CL A COM 26817G102 51 36074 SH SOLE 4620 31454 0 E M C CORP MASS COM 268648102 2595 227608 SH SOLE 17750 209858 0 E O G RESOURCES INC COM 26875P101 1728 31550 SH SOLE 4950 26600 0 E TRADE GROUP INC COM 269246104 57 45762 SH SOLE 33770 11992 0 EAGLE MATLS INC COM 26969P108 504 20791 SH SOLE 4770 16021 0 EAST WEST BANCORP INC COM 27579R104 127 27830 SH SOLE 5330 22500 0 EASTGROUP PPTYS INC COM 277276101 240 8560 SH SOLE 1930 6630 0 EASTMAN CHEMICAL CO COM 277432100 218 8135 SH SOLE 0 8135 0 EASTMAN KODAK COM 277461109 199 52243 SH SOLE 26830 25413 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 8 RUN DATE: 04/06/09 5:14 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 03/31/09 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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- EATON CORP COM 278058102 692 18766 SH SOLE 1530 17236 0 EATON VANCE CORP COM 278265103 233 10216 SH SOLE 7710 2506 0 EBAY INC COM 278642103 1426 113550 SH SOLE 0 113550 0 ECLIPSYS CORP COM 278856109 177 17490 SH SOLE 2150 15340 0 ECOLAB INC COM 278865100 1319 37966 SH SOLE 5110 32856 0 EDISON INTL COM 281020107 1103 38289 SH SOLE 3280 35009 0 EDWARDS LIFESCIENCES CORP COM 28176E108 253 4180 SH SOLE 2010 2170 0 EL PASO CORPORATION COM 28336L109 459 73364 SH SOLE 6790 66574 0 EL PASO ELEC CO COM 283677854 199 14110 SH SOLE 1540 12570 0 ELAN CORP PLC ADR COM 284131208 213 32030 SH SOLE 6550 25480 0 ELECTRO SCIENTIFIC INDS INC COM 285229100 99 16750 SH SOLE 7830 8920 0 ELECTRONIC ARTS INC COM 285512109 686 37709 SH SOLE 3460 34249 0 ELLIS PERRY INTL INC COM 288853104 60 17205 SH SOLE 13790 3415 0 EMBARQ CORP COM 29078E105 805 21260 SH SOLE 4776 16484 0 EMCOR GROUP INC COM 29084Q100 325 18930 SH SOLE 2650 16280 0 EMERSON ELEC CO COM 291011104 7310 255786 SH SOLE 6200 249586 0 EMPRESA NACIONAL DE ELCTRCIDSP COM 29244T101 771 20555 SH SOLE 4760 15795 0 ENBRIDGE INC COM 29250N105 1843 64005 SH SOLE 7010 56995 0 ENCANA CORP COM 292505104 1646 40526 SH SOLE 9770 30756 0 ENDO PHARMACEUTICALS HLDGS COM 29264F205 189 10700 SH SOLE 6110 4590 0 ENERGIZER HOLDINGS INC COM 29266R108 255 5140 SH SOLE 3680 1460 0 ENERPLUS RES FD TR UNIT NEW COM 29274D604 207 12640 SH SOLE 2620 10020 0 ENERSIS S A SPONSORED ADR COM 29274F104 601 39805 SH SOLE 9860 29945 0 ENI S P A ADR SPONSORED COM 26874R108 5074 132407 SH SOLE 16940 115467 0 ENSCO INTL INC COM 26874Q100 576 21800 SH SOLE 6190 15610 0 ENTERGY CORP COM 29364G103 1569 23036 SH SOLE 1710 21326 0 ENTERTAINMENT PPTYS TR SH BEN COM 29380T105 1017 64515 SH SOLE 3520 60995 0 EPICOR SOFTWARE CORP COM 29426L108 140 36760 SH SOLE 16420 20340 0 EPIQ SYS INC COM 26882D109 293 16245 SH SOLE 3675 12570 0 EQT CORP COM COM 26884L109 505 16130 SH SOLE 980 15150 0 EQUIFAX INC COM 294429105 551 22518 SH SOLE 8050 14468 0 EQUITY RESIDENTIAL PPTYS TR SH COM 29476L107 576 31370 SH SOLE 5090 26280 0 ERESEARCHTECHNOLOGY INC COM 29481V108 103 19490 SH SOLE 5420 14070 0 ERICSSON L M TEL CO COM 294821608 1236 152790 SH SOLE 37730 115060 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 209 10370 SH SOLE 1250 9120 0 ETHAN ALLEN INTERIORS INC COM 297602104 149 13230 SH SOLE 6000 7230 0 EVEREST RE GROUP LTD COM G3223R108 280 3950 SH SOLE 2480 1470 0 EXAR CORP COM 300645108 79 12670 SH SOLE 1430 11240 0 EXELON CORP COM 30161N101 5387 118682 SH SOLE 5390 113292 0 EXPEDIA INC DEL COM 30212P105 205 22600 SH SOLE 3660 18940 0 EXPEDITORS INTL WASHINGTON INC COM 302130109 1143 40390 SH SOLE 6840 33550 0 EXPRESS SCRIPTS INC CL A COM 302182100 1495 32377 SH SOLE 5408 26969 0 EXTRA SPACE STORAGE INC COM 30225T102 159 28880 SH SOLE 7820 21060 0 EXXON MOBIL CORP COM 30231G102 40908 600710 SH SOLE 41922 558788 0 F E I CO COM 30241L109 189 12250 SH SOLE 1590 10660 0 F M C CORP COM 302491303 237 5490 SH SOLE 3930 1560 0 F M C TECHNOLOGIES INC COM 30249U101 289 9200 SH SOLE 6270 2930 0 F P L GROUP INC COM 302571104 4303 84817 SH SOLE 3440 81377 0 FACTSET RESEARCH SYSTEMS INC COM 303075105 203 4055 SH SOLE 2780 1275 0 FAIRPOINT COMMUNICATIONS INC COM 305560104 37 47252 SH SOLE 23210 24042 0 FAMILY DOLLAR STORES COM 307000109 547 16391 SH SOLE 1440 14951 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 9 RUN DATE: 04/06/09 5:14 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 03/31/09 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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- FANNIE MAE COM 313586109 8 11070 SH SOLE 0 11070 0 FASTENAL CO COM 311900104 656 20410 SH SOLE 5630 14780 0 FEDERAL HOME LOAN MORTGAGE COR COM 313400301 8 10528 SH SOLE 0 10528 0 FEDERATED INVS INC PA CL B COM 314211103 244 10960 SH SOLE 1580 9380 0 FEDEX CORP COM 31428X106 1500 33724 SH SOLE 2580 31144 0 FERRO CORP COM 315405100 20 13990 SH SOLE 13720 270 0 FIDELITY NATIONAL INFORMATION COM 31620M106 376 20645 SH SOLE 1886 18759 0 FIDELITY NATL TITLE GROUP INC COM 31620R105 296 15188 SH SOLE 11760 3428 0 FIFTH THIRD BANCORP COM 316773100 200 68406 SH SOLE 19800 48606 0 FINISH LINE INC CL A COM 317923100 102 15361 SH SOLE 3007 12354 0 FIRST BANCORP P R COM 318672102 110 25880 SH SOLE 3530 22350 0 FIRST CASH FINL SVCS INC COM 31942D107 174 11670 SH SOLE 2530 9140 0 FIRST COMWLTH FINL CORP PA COM 319829107 184 20690 SH SOLE 3640 17050 0 FIRST FINL BANCSHARES INC COM 32020R109 350 7260 SH SOLE 740 6520 0 FIRST HORIZON NATIONAL CORPORA COM 320517105 230 21372 SH SOLE 3442 17930 0 FIRST MIDWEST BANCORP COM 320867104 139 16160 SH SOLE 4080 12080 0 FIRST SOLAR INC COM 336433107 1365 10288 SH SOLE 0 10288 0 FIRSTENERGY CORP COM 337932107 1256 32546 SH SOLE 2760 29786 0 FISERV INC COM 337738108 4527 124152 SH SOLE 5350 118802 0 FLAGSTAR BANCORP INC COM 337930101 109 144850 SH SOLE 136870 7980 0 FLIR SYS INC COM 302445101 435 21250 SH SOLE 7310 13940 0 FLOWSERVE CORP COM 34354P105 338 6015 SH SOLE 440 5575 0 FLUOR CORP COM 343412102 2343 67819 SH SOLE 1460 66359 0 FOMENTO ECONOMICO MEXICANO SSP COM 344419106 234 9280 SH SOLE 0 9280 0 FOOT LOCKER INC COM 344849104 216 20610 SH SOLE 18480 2130 0 FORD MOTOR CO DEL COM 345370860 710 269874 SH SOLE 75210 194664 0 FOREST LABS INC COM 345838106 936 42610 SH SOLE 9150 33460 0 FORESTAR REAL ESTATE GROUP I COM 346233109 79 10356 SH SOLE 1450 8906 0 FORTUNE BRANDS INC COM 349631101 287 11679 SH SOLE 0 11679 0 FORWARD AIR CORP COM 349853101 214 13185 SH SOLE 2810 10375 0 FOSSIL INC COM 349882100 311 19817 SH SOLE 3720 16097 0 FRANCE TELECOM COM 35177Q105 3415 150690 SH SOLE 26320 124370 0 FRANKLIN RESOURCES, INC COM 354613101 1085 20135 SH SOLE 3410 16725 0 FRANKLIN STREET PPTYS CORP COM COM 35471R106 230 18670 SH SOLE 4330 14340 0 FREDS INC CL A COM 356108100 131 11570 SH SOLE 2330 9240 0 FREEPORT MCMORAN COPPER&GOLD C COM 35671D857 2096 54992 SH SOLE 15079 39913 0 FRESENIUS MED CARE AG SPONSORE COM 358029106 804 20778 SH SOLE 4070 16708 0 FRONTIER COMMUNICATIONS CORP C COM 35906A108 332 46197 SH SOLE 15301 30896 0 FRONTIER FINL CORP WASH COM 35907K105 40 36225 SH SOLE 25700 10525 0 FRONTIER OIL CORP COM 35914P105 159 12450 SH SOLE 10020 2430 0 FUJIFILM HLDGS CORP ADR SHS COM 35958N107 718 32670 SH SOLE 7760 24910 0 FULLER H B CO COM 359694106 188 14490 SH SOLE 1950 12540 0 GAMESTOP CORPORATION CLASS A COM 36467W109 657 23452 SH SOLE 6632 16820 0 GANNETT INC DEL COM 364730101 139 63048 SH SOLE 41640 21408 0 GAP INC COM 364760108 676 52048 SH SOLE 4220 47828 0 GARDNER DENVER INC COM 365558105 490 22541 SH SOLE 3600 18941 0 GENCORP INC COM 368682100 35 16450 SH SOLE 1850 14600 0 GENERAL COMMUNICATION INC CL A COM 369385109 97 14470 SH SOLE 1510 12960 0 GENERAL DYNAMICS CORP COM 369550108 1397 33578 SH SOLE 3450 30128 0 GENERAL ELEC CAP CORP 6.000% 0 PREFERRED STOCKS 369622451 422 21686 SH SOLE 0 21686 0 GENERAL ELEC CO COM 369604103 13184 1304067 SH SOLE 88760 1215307 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 10 RUN DATE: 04/06/09 5:14 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 03/31/09 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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- GENERAL MILLS INC COM 370334104 2037 40840 SH SOLE 3070 37770 0 GENERAL MOTORS CORP COM 370442105 103 53223 SH SOLE 4890 48333 0 GENUINE PARTS CO COM 372460105 2773 92864 SH SOLE 1840 91024 0 GENWORTH FINL INC CL A COM 37247D106 286 150490 SH SOLE 112500 37990 0 GENZYME CORP COM 372917104 1914 32224 SH SOLE 2460 29764 0 GEN-PROBE INC COM 36866T103 209 4590 SH SOLE 2700 1890 0 GEO GROUP INC COM 36159R103 295 22300 SH SOLE 4250 18050 0 GEORGIA GULF CORP COM 373200203 19 27070 SH SOLE 19450 7620 0 GERBER SCIENTIFIC INC COM 373730100 48 20140 SH SOLE 14750 5390 0 GERDAU S A SPONSORED ADR COM 373737105 255 46630 SH SOLE 17920 28710 0 GEVITY HR INC COM 374393106 352 89160 SH SOLE 84020 5140 0 GILEAD SCIENCES INC COM 375558103 11621 250878 SH SOLE 7370 243508 0 GLACIER BANCORP INC COM 37637Q105 323 20577 SH SOLE 2260 18317 0 GLAXOSMITHKLINE PLC ADR SPONSO COM 37733W105 3259 104885 SH SOLE 35230 69655 0 GLOBAL PAYMENTS INC COM 37940X102 202 6060 SH SOLE 3870 2190 0 GOLD FIELDS LTD NEW SPONSORED COM 38059T106 201 17750 SH SOLE 10810 6940 0 GOLDCORP INC COM 380956409 1325 39763 SH SOLE 9507 30256 0 GOLDMAN SACHS GROUP INC COM 38141G104 5306 50043 SH SOLE 6130 43913 0 GOODRICH B F CO COM 382388106 639 16860 SH SOLE 1340 15520 0 GOODYEAR TIRE & RUBBER CO COM 382550101 334 53302 SH SOLE 31410 21892 0 GOOGLE INC CL A COM 38259P508 9682 27818 SH SOLE 2707 25111 0 GRAINGER W W INC COM 384802104 583 8309 SH SOLE 410 7899 0 GREAT ATLANTIC & PACIFIC TEA I COM 390064103 124 23350 SH SOLE 16280 7070 0 GREAT PLAINS ENERGY INC COM 391164100 140 10411 SH SOLE 7201 3210 0 GREEN MTN COFFEE ROASTERS INC COM 393122106 374 7790 SH SOLE 1580 6210 0 GREENHILL & CO INC COM 395259104 618 8370 SH SOLE 1850 6520 0 GREIF BROTHERS CORP COM 397624107 843 25316 SH SOLE 1510 23806 0 GRIFFON CORP COM 398433102 105 14030 SH SOLE 2770 11260 0 GROUP 1 AUTOMOTIVE INC COM 398905109 288 20640 SH SOLE 14630 6010 0 GRUPO TELEVISA SA DE CV ADR SP COM 40049J206 441 32345 SH SOLE 12500 19845 0 GUARANTY FINL GROUP INC COM 40108N106 82 77861 SH SOLE 56860 21001 0 GYMBOREE CORP COM 403777105 266 12480 SH SOLE 2100 10380 0 H C C INSURANCE HOLDINGS INC COM 404132102 213 8465 SH SOLE 6170 2295 0 HAEMONETICS CORP COM 405024100 480 8720 SH SOLE 880 7840 0 HAIN CELESTIAL GROUP INC COM 405217100 199 13970 SH SOLE 1720 12250 0 HALLIBURTON CO COM 406216101 1525 98553 SH SOLE 7570 90983 0 HANCOCK HLDG CO COM 410120109 261 8340 SH SOLE 950 7390 0 HANMI FINL CORP COM 410495105 19 14860 SH SOLE 6250 8610 0 HANSEN NAT CORP COM 411310105 264 7320 SH SOLE 5480 1840 0 HARLEY DAVIDSON INC COM 412822108 368 27483 SH SOLE 2810 24673 0 HARMONIC INC COM 413160102 163 25060 SH SOLE 3270 21790 0 HARRIS CORP COM 413875105 603 20844 SH SOLE 4910 15934 0 HARTFORD FINANCIAL SERVICES GR COM 416515104 465 59246 SH SOLE 30550 28696 0 HASBRO INC COM 418056107 369 14730 SH SOLE 1330 13400 0 HCP INC COM 40414L109 541 30300 SH SOLE 6550 23750 0 HEADWATERS INC COM 42210P102 71 22560 SH SOLE 7520 15040 0 HEALTH CARE REIT INC COM 42217K106 438 14310 SH SOLE 3530 10780 0 HEALTH NET INC COM 42222G108 175 12110 SH SOLE 9870 2240 0 HEALTHCARE SVCS GROUP INC COM 421906108 1063 71039 SH SOLE 1475 69564 0 HEALTHSPRING INC COM 42224N101 144 17170 SH SOLE 2000 15170 0 HEALTHWAYS INC COM 422245100 164 18680 SH SOLE 6260 12420 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 11 RUN DATE: 04/06/09 5:14 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 03/31/09 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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- HEARTLAND EXPRESS INC COM 422347104 354 23886 SH SOLE 4273 19613 0 HEARTLAND PMT SYS INC COM 42235N108 95 14390 SH SOLE 5600 8790 0 HEINZ H J CO COM 423074103 3469 104945 SH SOLE 3510 101435 0 HELIX ENERGY SOLUTIONS GRP INC COM 42330P107 80 15513 SH SOLE 14040 1473 0 HELLENIC TELECOM ORGANIZATN SP COM 423325307 250 32745 SH SOLE 7710 25035 0 HERSHEY FOODS CORP COM 427866108 1017 29258 SH SOLE 6360 22898 0 HESS CORP COM 42809H107 1939 35784 SH SOLE 5080 30704 0 HEWLETT PACKARD CO COM 428236103 9734 303630 SH SOLE 19850 283780 0 HIBBETT SPORTS INC COM 428567101 269 14020 SH SOLE 3760 10260 0 HILLENBRAND INC COM 431571108 347 21690 SH SOLE 4440 17250 0 HITACHI LTD ADR COM 433578507 472 17180 SH SOLE 4520 12660 0 HITTITE MICROWAVE CORP COM 43365Y104 309 9900 SH SOLE 3060 6840 0 HMS HLDGS CORP COM 40425J101 278 8440 SH SOLE 890 7550 0 HOLLY CORP PAR $0.01 COM 435758305 339 16010 SH SOLE 1700 14310 0 HOLOGIC INC COM 436440101 242 18476 SH SOLE 13280 5196 0 HOME DEPOT INC COM 437076102 4843 205545 SH SOLE 13880 191665 0 HOME PPTYS INC COM 437306103 332 10840 SH SOLE 2480 8360 0 HONDA MOTOR CO LTD COM 438128308 1927 81300 SH SOLE 20430 60870 0 HONEYWELL INTL INC COM 438516106 2328 83577 SH SOLE 6140 77437 0 HORNBECK OFFSHORE SVCS INC COM 440543106 202 13280 SH SOLE 4870 8410 0 HOSPIRA INC COM 441060100 658 21308 SH SOLE 2080 19228 0 HOSPITALITY PROPERTIES TRUST COM 44106M102 647 53946 SH SOLE 9380 44566 0 HOST HOTELS & RESORTS INC COM 44107P104 308 78516 SH SOLE 33620 44896 0 HOT TOPIC INC COM 441339108 163 14530 SH SOLE 1500 13030 0 HSBC FINANCE CORP 6.000% 11/30 PREFERRED STOCKS 40429C300 277 17700 SH SOLE 0 17700 0 HSBC HLDGS PLC ADR SPON COM 404280406 3556 126008 SH SOLE 31660 94348 0 HSN INC COM 404303109 91 17644 SH SOLE 4030 13614 0 HUB GROUP INC CL A COM 443320106 220 12920 SH SOLE 1420 11500 0 HUDSON CITY BANCORP INC COM 443683107 680 58210 SH SOLE 4880 53330 0 HUMANA INC COM 444859102 513 19661 SH SOLE 1600 18061 0 HUNTINGTON BANCSHARES INC COM 446150104 72 43432 SH SOLE 20160 23272 0 HUTCHINSON TECHNOLOGY INC COM 448407106 42 16210 SH SOLE 10690 5520 0 I B M COM 459200101 17675 182420 SH SOLE 10473 171947 0 I M S HEALTH INC COM 449934108 449 36034 SH SOLE 16620 19414 0 I T T EDUCATIONAL SERVICES INC COM 45068B109 321 2640 SH SOLE 1745 895 0 I T T INDS INC IND COM 450911102 817 21249 SH SOLE 1740 19509 0 ICICI BK LTD ADR COM 45104G104 138 10360 SH SOLE 5990 4370 0 ICONIX BRAND GROUP INC COM 451055107 175 19720 SH SOLE 2380 17340 0 IDEXX LABORATORIES CORP COM 45168D104 201 5800 SH SOLE 3280 2520 0 II-VI INC COM 902104108 242 14070 SH SOLE 2650 11420 0 ILLINOIS TOOL WORKS INC COM 452308109 2010 65144 SH SOLE 3490 61654 0 IMPERIAL OIL LTD COM 453038408 631 17515 SH SOLE 3710 13805 0 INDEPENDENT BANK CORP MICH COM 453838104 62 26323 SH SOLE 21935 4388 0 INFINEON TECHNOLOGIES AG ADR S COM 45662N103 31 27270 SH SOLE 8920 18350 0 INFORMATICA CORP COM 45666Q102 381 28720 SH SOLE 3430 25290 0 INFOSPACE INC COM 45678T201 119 22870 SH SOLE 10750 12120 0 INFOSYS TECHNOLOGIES LTD ADR S COM 456788108 400 15008 SH SOLE 8870 6138 0 ING GROEP N V ADR SPONSORED COM 456837103 529 97239 SH SOLE 25040 72199 0 ING GROEP NV 6.125% SERIES PREFERRED STOCKS 456837509 250 31035 SH SOLE 0 31035 0 INGERSOLL-RAND CO LTD CL A COM G4776G101 564 40843 SH SOLE 8877 31966 0 INGRAM MICRO INC CL A COM 457153104 179 14190 SH SOLE 11740 2450 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 12 RUN DATE: 04/06/09 5:14 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 03/31/09 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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- INLAND REAL ESTATE CORP COM 457461200 126 17780 SH SOLE 4470 13310 0 INSIGHT ENTERPRISES INC COM 45765U103 118 38560 SH SOLE 27700 10860 0 INSITUFORM TECHNOLOGIES INC CL COM 457667103 184 11760 SH SOLE 1240 10520 0 INTEGRA LIFESCIENCES HLDG CO COM 457985208 222 9000 SH SOLE 1840 7160 0 INTEGRYS ENERGY GROUP INC COM 45822P105 359 13778 SH SOLE 3668 10110 0 INTEL CORP COM 458140100 12822 853114 SH SOLE 45960 807154 0 INTERCONTINENTAL HOTELS COM 45857P301 87 11540 SH SOLE 3841 7699 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 888 11930 SH SOLE 4460 7470 0 INTERFACE INC CL A COM 458665106 49 16300 SH SOLE 1830 14470 0 INTERMEC INC COM 458786100 163 15630 SH SOLE 1950 13680 0 INTERNATIONAL GAME TECH COM 459902102 207 22490 SH SOLE 0 22490 0 INTERNATIONAL PAPER CO COM 460146103 434 61625 SH SOLE 20930 40695 0 INTERPUBLIC GROUP COS INC COM 460690100 193 46810 SH SOLE 5610 41200 0 INTERSIL CORP COM 46069S109 132 11480 SH SOLE 9160 2320 0 INTERVAL LEISURE GROUP INC COM 46113M108 64 11994 SH SOLE 1100 10894 0 INTEVAC INC COM 461148108 141 27050 SH SOLE 18300 8750 0 INTL FLAVORS & FRAGRANCES COM 459506101 342 11230 SH SOLE 1000 10230 0 INTUIT INC COM 461202103 1245 46100 SH SOLE 9910 36190 0 INTUITIVE SURGICAL INC COM 46120E602 729 7640 SH SOLE 3085 4555 0 INVENTIV HEALTH INC COM 46122E105 161 19680 SH SOLE 7620 12060 0 INVESCO LTD COM G491BT108 1568 113134 SH SOLE 2920 110214 0 INVESTMENT TECHNOLOGY GROUP COM 46145F105 411 16121 SH SOLE 1990 14131 0 ION GEOPHYSICAL CORP COM 462044108 68 43820 SH SOLE 14890 28930 0 IRON MTN INC PA COM 462846106 463 20865 SH SOLE 1650 19215 0 IRWIN FINL CORP COM 464119106 105 53660 SH SOLE 49440 4220 0 ITAU UNIBANCO BANCO BRASILEIRO PREFERRED STOCKS 465562106 1578 145011 SH SOLE 52707 92304 0 ITRON INC COM 465741106 590 12460 SH SOLE 1400 11060 0 J CREW GROUP INC COM 46612H402 135 10280 SH SOLE 9990 290 0 J P MORGAN CHASE 7.000% 02/15/ PREFERRED STOCKS 46623D200 623 31047 SH SOLE 0 31047 0 J P MORGAN CHASE & CO COM 46625H100 10416 391870 SH SOLE 31534 360336 0 J2 GLOBAL COMMUNICATONS INC COM 46626E205 454 20750 SH SOLE 5300 15450 0 JABIL CIRCUIT INC COM 466313103 283 50950 SH SOLE 32830 18120 0 JACK IN THE BOX INC COM 466367109 478 20530 SH SOLE 2400 18130 0 JACOBS ENGINEERING GROUP INC COM 469814107 513 13280 SH SOLE 980 12300 0 JANUS CAP GROUP INC COM 47102X105 108 16190 SH SOLE 1360 14830 0 JDS UNIPHASE CORP COM 46612J507 66 20244 SH SOLE 2260 17984 0 JOHN BEAN TECHNOLOGIES CORP CO COM 477839104 187 17900 SH SOLE 10215 7685 0 JOHNSON CONTROLS INC COM 478366107 1082 90173 SH SOLE 9340 80833 0 JOHNSON & JOHNSON COM 478160104 20221 384433 SH SOLE 24370 360063 0 JOS A BANK CLOTHIERS INC COM 480838101 241 8677 SH SOLE 2152 6525 0 JOY GLOBAL INC COM 481165108 209 9805 SH SOLE 7340 2465 0 JUNIPER NETWORKS INC COM 48203R104 900 59826 SH SOLE 4830 54996 0 KAYDON CORP COM 486587108 339 12390 SH SOLE 1490 10900 0 KB FINANCIAL GROUP INC SPONSOR COM 48241A105 649 26770 SH SOLE 9750 17020 0 KBR INC COM 48242W106 140 10120 SH SOLE 6630 3490 0 KEITHLEY INSTRUMENTS INC COM 487584104 124 36720 SH SOLE 33410 3310 0 KELLOGG CO COM 487836108 1871 51081 SH SOLE 6220 44861 0 KEYCORP COM 493267108 468 59431 SH SOLE 14580 44851 0 KILROY RLTY CORP COM 49427F108 204 11860 SH SOLE 2920 8940 0 KIMBERLY CLARK CORP COM 494368103 3647 79094 SH SOLE 3950 75144 0 KIMCO RLTY CORP COM 49446R109 226 29716 SH SOLE 8460 21256 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 13 RUN DATE: 04/06/09 5:14 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 03/31/09 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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- KINROSS GOLD CORP NO PAR COM 496902404 695 38900 SH SOLE 8770 30130 0 KIRBY CORP COM 497266106 528 19820 SH SOLE 2240 17580 0 KITE RLTY GROUP TR COM 49803T102 60 24350 SH SOLE 17530 6820 0 KLA-TENCOR CORP COM 482480100 401 20065 SH SOLE 1670 18395 0 KNIGHT TRANSN INC COM 499064103 382 25187 SH SOLE 4810 20377 0 KNOT INC COM 499184109 148 18080 SH SOLE 8530 9550 0 KOHLS CORP COM 500255104 1472 34782 SH SOLE 2720 32062 0 KOPIN CORP COM 500600101 46 19740 SH SOLE 2090 17650 0 KOREA ELEC PWR CO SPONSORED AD COM 500631106 149 16250 SH SOLE 10340 5910 0 KRAFT FOODS INC CL A COM 50075N104 3586 160895 SH SOLE 12820 148075 0 KROGER CO COM 501044101 2285 107672 SH SOLE 5940 101732 0 KUBOTA LTD ADR COM 501173207 310 11170 SH SOLE 2810 8360 0 KULICKE & SOFFA INDS INC COM 501242101 116 44420 SH SOLE 31750 12670 0 KYOCERA CORP ADR COM 501556203 845 12620 SH SOLE 2870 9750 0 K-SWISS INC CL A COM 482686102 129 15120 SH SOLE 5340 9780 0 L S I LOGIC CORP COM 502161102 198 65097 SH SOLE 6630 58467 0 LA Z BOY INC COM 505336107 45 35990 SH SOLE 24660 11330 0 LABORATORY CORP AMER HLDGS COM 50540R409 999 17080 SH SOLE 3020 14060 0 LABRANCHE & CO INC COM 505447102 59 15820 SH SOLE 1780 14040 0 LACLEDE GROUP INC COM 505597104 289 7410 SH SOLE 570 6840 0 LAM RESEARCH CORP COM 512807108 264 11611 SH SOLE 8650 2961 0 LAN AIRLINES S A SPONSORED ADR COM 501723100 171 20510 SH SOLE 3680 16830 0 LASALLE HOTEL PPTYS SH BEN INT COM 517942108 84 14330 SH SOLE 2000 12330 0 LAUDER ESTEE COS INC CL A COM 518439104 516 20913 SH SOLE 6140 14773 0 LCA-VISION INC PAR $.001 COM 501803308 81 27820 SH SOLE 21620 6200 0 LEGG MASON INC COM 524901105 351 22075 SH SOLE 8440 13635 0 LEGGETT & PLATT INC COM 524660107 321 24718 SH SOLE 8470 16248 0 LENNAR CORP COM 526057104 105 13980 SH SOLE 1710 12270 0 LEUCADIA NATIONAL CORP COM 527288104 283 18990 SH SOLE 1840 17150 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 18 19420 SH SOLE 0 19420 0 LEXINGTON CORPORATE PPTYS COM 529043101 78 32720 SH SOLE 16530 16190 0 LEXMARK INTL INC CL A COM 529771107 250 14825 SH SOLE 6030 8795 0 LIBERTY MEDIA CORP NEW ENT SER COM 53071M500 230 11536 SH SOLE 0 11536 0 LIFE TECHNOLOGIES CORP COM COM 53217V109 1651 50835 SH SOLE 1912 48923 0 LILLY, ELI & COMPANY COM 532457108 5165 154597 SH SOLE 8680 145917 0 LIMITED INC COM 532716107 403 46368 SH SOLE 16510 29858 0 LINCOLN NATIONAL CORP COM 534187109 280 41849 SH SOLE 16916 24933 0 LINEAR TECHNOLOGY CORP COM 535678106 2317 100822 SH SOLE 2070 98752 0 LITHIA MTRS INC CL A COM 536797103 127 56440 SH SOLE 52850 3590 0 LIVE NATION INC COM 538034109 95 35556 SH SOLE 17200 18356 0 LIZ CLAIBORNE INC COM 539320101 186 75360 SH SOLE 53850 21510 0 LLOYDS TSB GROUP ADR SPON COM 539439109 417 103572 SH SOLE 27800 75772 0 LOCKHEED MARTIN CORP COM 539830109 3010 43607 SH SOLE 4730 38877 0 LOEWS CORP COM 540424108 797 36064 SH SOLE 0 36064 0 LORILLARD INC COM COM 544147101 699 11320 SH SOLE 0 11320 0 LOUISIANA PACIFIC CORP COM 546347105 92 41380 SH SOLE 40740 640 0 LOWES COS INC COM 548661107 4887 267783 SH SOLE 11910 255873 0 LUFKIN INDS INC COM 549764108 257 6780 SH SOLE 1400 5380 0 LUXOTTICA GROUP S P A ADR SPON COM 55068R202 213 13818 SH SOLE 2950 10868 0 L-3 COMMUNICATIONS HOLDINGS IN COM 502424104 3500 51625 SH SOLE 1170 50455 0 M B I A INC COM 55262C100 84 18356 SH SOLE 3240 15116 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 14 RUN DATE: 04/06/09 5:14 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 03/31/09 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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- M D U RESOURCES GROUP INC COM 552690109 172 10635 SH SOLE 7370 3265 0 M & T BANK CORP COM 55261F104 471 10415 SH SOLE 1330 9085 0 MACYS INC COM 55616P104 687 77164 SH SOLE 37292 39872 0 MAGELLAN HEALTH SVCS INC COM 559079207 659 18092 SH SOLE 3200 14892 0 MAIDENFORM BRANDS INC COM 560305104 93 10130 SH SOLE 3790 6340 0 MANITOWOC CO COM 563571108 42 12890 SH SOLE 1180 11710 0 MANNATECH INC COM 563771104 107 32050 SH SOLE 26890 5160 0 MANULIFE FINL CORP COM 56501R106 928 82850 SH SOLE 20910 61940 0 MARATHON OIL CORP COM 565849106 1992 75784 SH SOLE 5830 69954 0 MARINEMAX INC COM 567908108 64 32670 SH SOLE 29950 2720 0 MARRIOTT INTL INC NEW CL A COM 571903202 536 32748 SH SOLE 3210 29538 0 MARSH & MCLENNAN COS INC COM 571748102 1131 55848 SH SOLE 4600 51248 0 MARSHALL & ISLEY CORP COM 571837103 207 36718 SH SOLE 12979 23739 0 MARTEK BIOSCIENCES CORP COM 572901106 282 15460 SH SOLE 3650 11810 0 MARTIN MARIETTA MATERIALS INC COM 573284106 214 2697 SH SOLE 1590 1107 0 MASCO CORP COM 574599106 341 48847 SH SOLE 14910 33937 0 MASTERCARD INC COM 57636Q104 1676 10010 SH SOLE 2315 7695 0 MATTEL INC COM 577081102 2676 232062 SH SOLE 7340 224722 0 MAXIMUS INC COM 577933104 218 5460 SH SOLE 710 4750 0 MCAFEE INC COM 579064106 606 18097 SH SOLE 1360 16737 0 MCCORMICK & CO INC COM 579780206 598 20230 SH SOLE 1860 18370 0 MCDONALDS CORP COM 580135101 11099 203389 SH SOLE 9030 194359 0 MCGRAW-HILL COMPANIES INC COM 580645109 2859 125015 SH SOLE 9880 115135 0 MCKESSON H B O C INC COM 58155Q103 1230 35096 SH SOLE 4130 30966 0 MDS INC COM 55269P302 64 13665 SH SOLE 2210 11455 0 MEADWESTVACO CORPORATION COM 583334107 443 36924 SH SOLE 19810 17114 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 4396 106339 SH SOLE 4200 102139 0 MEDICAL PPTYS TRUST INC COM 58463J304 95 26030 SH SOLE 4430 21600 0 MEDNAX INC COM COM 58502B106 476 16156 SH SOLE 2640 13516 0 MEDTRONIC INC COM 585055106 3904 132468 SH SOLE 13910 118558 0 MEMC ELECTR MATLS INC COM 552715104 562 34085 SH SOLE 10790 23295 0 MENS WEARHOUSE INC COM 587118100 263 17350 SH SOLE 4480 12870 0 MERCK & CO INC COM 589331107 4952 185114 SH SOLE 17320 167794 0 MEREDITH CORP COM 589433101 187 11260 SH SOLE 7670 3590 0 MERIDIAN BIOSCIENCE INC COM 589584101 892 49205 SH SOLE 3250 45955 0 MERIT MED SYS INC COM 589889104 122 10000 SH SOLE 1300 8700 0 MERITAGE CORP COM 59001A102 176 15440 SH SOLE 4450 10990 0 METHODE ELECTRS INC CL A COM 591520200 40 11150 SH SOLE 2640 8510 0 METLIFE INC COM 59156R108 1812 79560 SH SOLE 6580 72980 0 MICREL INC COM 594793101 170 24210 SH SOLE 8320 15890 0 MICROCHIP TECHNOLOGY INC COM 595017104 3859 182111 SH SOLE 5080 177031 0 MICRON TECHNOLOGY INC COM 595112103 315 77688 SH SOLE 11640 66048 0 MICROS SYSTEMS INC COM 594901100 625 33330 SH SOLE 4720 28610 0 MICROSEMI CORP COM 595137100 317 27290 SH SOLE 3280 24010 0 MICROSOFT CORP COM 594918104 22667 1233919 SH SOLE 71380 1162539 0 MID-AMER APT CMNTYS INC COM 59522J103 292 9460 SH SOLE 2090 7370 0 MILLIPORE CORP COM 601073109 321 5588 SH SOLE 750 4838 0 MITSUBISHI UFJ FINL GROUP INSP COM 606822104 2575 523345 SH SOLE 131720 391625 0 MITSUI & CO LTD ADR COM 606827202 1749 8641 SH SOLE 1097 7544 0 MIZUHO FINL GROUP INC SPONSORE COM 60687Y109 1084 275820 SH SOLE 69190 206630 0 MKS INSTRS INC COM 55306N104 338 23060 SH SOLE 5770 17290 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 15 RUN DATE: 04/06/09 5:14 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 03/31/09 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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- MOBILE MINI INC COM 60740F105 147 12770 SH SOLE 1340 11430 0 MOLEX INC COM 608554101 262 19053 SH SOLE 4920 14133 0 MOLSON COORS BREWING COMPANY COM 60871R209 388 11316 SH SOLE 0 11316 0 MONSANTO CO COM 61166W101 5166 62163 SH SOLE 4190 57973 0 MONSTER WORLDWIDE INC COM 611742107 108 13210 SH SOLE 1190 12020 0 MOODYS CORP COM 615369105 493 21525 SH SOLE 2050 19475 0 MOOG INC CL A COM 615394202 342 14965 SH SOLE 1810 13155 0 MORGAN STANLEY DEAN WITTER & C COM 617446448 2857 125458 SH SOLE 23180 102278 0 MOSAIC COMPANY/THE COM 61945A107 488 11630 SH SOLE 0 11630 0 MOTOROLA INC COM 620076109 1212 286643 SH SOLE 70840 215803 0 MUELLER INDS INC COM 624756102 374 17220 SH SOLE 3110 14110 0 MURPHY OIL CORP COM 626717102 1256 28056 SH SOLE 6520 21536 0 MYERS INDS INC COM 628464109 82 13358 SH SOLE 6200 7158 0 MYLAN LABS INC COM 628530107 491 36610 SH SOLE 3810 32800 0 N C R CORP COM 62886E108 85 10650 SH SOLE 6290 4360 0 N T T DOCOMO INC COM 62942M201 1281 93817 SH SOLE 21320 72497 0 NABORS INDUSTRIES LTD COM G6359F103 463 46350 SH SOLE 18080 28270 0 NARA BANCORP INC COM 63080P105 41 13980 SH SOLE 5410 8570 0 NASDAQ STOCK MARKET INC COM 631103108 275 14066 SH SOLE 1060 13006 0 NATCO GROUP INC CL A COM 63227W203 194 10230 SH SOLE 3010 7220 0 NATIONAL BK GREECE S A SPONSOR COM 633643408 307 99769 SH SOLE 24926 74843 0 NATIONAL FINL PARTNERS CORP COM 63607P208 204 63840 SH SOLE 52510 11330 0 NATIONAL GRID PLC SPON ADR COM 636274300 1370 35465 SH SOLE 7930 27535 0 NATIONAL PENN BANCSHARES INC COM 637138108 189 22720 SH SOLE 3690 19030 0 NATIONAL RETAIL PROPERTIES INC COM 637417106 414 26110 SH SOLE 6620 19490 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 461 44876 SH SOLE 20890 23986 0 NATIONAL-OILWELL INC COM 637071101 2829 98528 SH SOLE 3256 95272 0 NATUS MEDICAL INC DEL COM 639050103 111 13030 SH SOLE 3310 9720 0 NAUTILUS GROUP INC COM 63910B102 9 15030 SH SOLE 7800 7230 0 NAVIGATORS GROUP INC COM 638904102 216 4580 SH SOLE 450 4130 0 NEENAH PAPER INC COM 640079109 60 16610 SH SOLE 13030 3580 0 NETAPP INC COM 64110D104 757 51034 SH SOLE 15710 35324 0 NETGEAR INC COM 64111Q104 233 19310 SH SOLE 5730 13580 0 NEW JERSEY RESOURCES CORP COM 646025106 400 11765 SH SOLE 1210 10555 0 NEW YORK COMMUNITY BANCORP INC COM 649445103 249 22273 SH SOLE 16440 5833 0 NEW YORK TIMES CO COM 650111107 80 17714 SH SOLE 3750 13964 0 NEWELL RUBBERMAID INC COM 651229106 247 38778 SH SOLE 11240 27538 0 NEWMARKET CORP COM 651587107 244 5500 SH SOLE 570 4930 0 NEWMONT MINING CORP COM 651639106 2449 54718 SH SOLE 3650 51068 0 NEWS CORP CL A COM 65248E104 1389 209840 SH SOLE 0 209840 0 NEXEN INC COM 65334H102 436 25725 SH SOLE 6270 19455 0 NICOR INC COM 654086107 236 7090 SH SOLE 690 6400 0 NIKE INC CL B COM 654106103 6826 145579 SH SOLE 5810 139769 0 NIPPON TELEG & TEL CORP ADR SP COM 654624105 1326 69690 SH SOLE 16230 53460 0 NISOURCE INC COM 65473P105 481 49081 SH SOLE 18630 30451 0 NISSAN MOTORS SPONSORED ADR COM 654744408 357 49190 SH SOLE 13110 36080 0 NOBLE CORPORATION BAAR NAMEN - COM H5833N103 2746 113989 SH SOLE 2240 111749 0 NOBLE ENERGY INC COM 655044105 1013 18810 SH SOLE 1260 17550 0 NOKIA CORP ADR SPONSORED COM 654902204 2272 194715 SH SOLE 48890 145825 0 NOMURA HLDGS INC SPONSORED ADR COM 65535H208 457 90840 SH SOLE 23390 67450 0 NORDSTROM INC COM 655664100 321 19160 SH SOLE 1620 17540 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 16 RUN DATE: 04/06/09 5:14 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 03/31/09 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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- NORFOLK SOUTHERN CORP COM 655844108 1409 41736 SH SOLE 3190 38546 0 NORTHEAST UTILITIES COM 664397106 211 9790 SH SOLE 6040 3750 0 NORTHERN TRUST CORP COM 665859104 1562 26111 SH SOLE 1870 24241 0 NORTHROP GRUMMAN CORP COM 666807102 1307 29958 SH SOLE 4550 25408 0 NORTHWEST NATURAL GAS CO COM 667655104 316 7270 SH SOLE 620 6650 0 NOVARTIS AG SPONSORED ADR COM 66987V109 4126 109067 SH SOLE 36020 73047 0 NOVELL INC COM 670006105 147 34503 SH SOLE 4510 29993 0 NOVELLUS SYSTEMS INC COM 670008101 201 12080 SH SOLE 1180 10900 0 NOVO-NORDISK A S ADR COM 670100205 874 18226 SH SOLE 7790 10436 0 NSTAR COM 67019E107 214 6720 SH SOLE 3730 2990 0 NUCOR CORP COM 670346105 3889 101883 SH SOLE 9000 92883 0 NUTRI SYS INC COM 67069D108 259 18140 SH SOLE 7650 10490 0 NV ENERGY INC COM COM 67073Y106 139 14770 SH SOLE 11240 3530 0 NVIDIA CORP COM 67066G104 589 59768 SH SOLE 5665 54103 0 NYSE EURONEXT COM 629491101 731 40841 SH SOLE 13970 26871 0 O CHARLEYS INC COM 670823103 246 81650 SH SOLE 76540 5110 0 O REILLY AUTOMOTIVE INC COM 686091109 272 7758 SH SOLE 5130 2628 0 OCCIDENTAL PETROLEUM CORP COM 674599105 6879 123614 SH SOLE 6092 117522 0 OFFICE DEPOT INC COM 676220106 172 131460 SH SOLE 108950 22510 0 OFFICEMAX INC COM 67622P101 147 47030 SH SOLE 28250 18780 0 OIL STS INTL INC COM 678026105 308 22970 SH SOLE 4750 18220 0 OLD DOMINION FGHT LINES INC COM 679580100 304 12960 SH SOLE 2035 10925 0 OLD NATL BANCORP IND COM 680033107 213 19080 SH SOLE 3030 16050 0 OLD REPUBLIC INTL CORP COM 680223104 197 18252 SH SOLE 14320 3932 0 OMNICELL INC COM 68213N109 84 10740 SH SOLE 1350 9390 0 OMNICOM GROUP COM 681919106 1248 53320 SH SOLE 3310 50010 0 OPTIONSXPRESS HLDGS INC COM 684010101 255 22370 SH SOLE 7060 15310 0 ORACLE SYSTEMS CORP COM 68389X105 11290 624770 SH SOLE 41351 583419 0 ORBITAL SCIENCES CORP COM 685564106 299 25170 SH SOLE 4120 21050 0 OSHKOSH TRUCK CORP COM 688239201 153 22710 SH SOLE 21380 1330 0 OWENS ILLINOIS INC COM 690768403 244 16890 SH SOLE 1320 15570 0 OWENS & MINOR INC COM 690732102 403 12170 SH SOLE 1600 10570 0 OXFORD INDS INC COM 691497309 160 25870 SH SOLE 20790 5080 0 P F CHANGS CHINA BISTRO INC COM 69333Y108 251 10970 SH SOLE 2280 8690 0 P G&E CORP COM 69331C108 1589 41568 SH SOLE 3210 38358 0 P N C FINANCIAL CORP COM 693475105 1366 46643 SH SOLE 4004 42639 0 P P G INDS INC COM 693506107 737 19964 SH SOLE 1770 18194 0 P P L CORP COM 69351T106 2443 85082 SH SOLE 3600 81482 0 P S S WORLD MEDICAL INC COM 69366A100 298 20770 SH SOLE 2240 18530 0 PACCAR INC COM 693718108 1306 50686 SH SOLE 11485 39201 0 PACTIV CORP COM 695257105 246 16868 SH SOLE 1740 15128 0 PALL CORP COM 696429307 266 13006 SH SOLE 1130 11876 0 PALOMAR MED TECHNOLOGIES INC COM 697529303 117 16150 SH SOLE 9600 6550 0 PANASONIC CORP ADR COM 69832A205 1161 105265 SH SOLE 26090 79175 0 PAPA JOHNS INTL INC COM 698813102 245 10710 SH SOLE 2750 7960 0 PAR PHARMACEUTICAL COMPANIES I COM 69888P106 114 12070 SH SOLE 1730 10340 0 PAREXEL INTL CORP COM 699462107 176 18100 SH SOLE 2130 15970 0 PARK ELECTROCHEMICAL CORP COM 700416209 185 10680 SH SOLE 3300 7380 0 PARKER HANNIFIN CORP COM 701094104 641 18862 SH SOLE 1425 17437 0 PARKWAY PPTYS INC SHS BEN INT COM 70159Q104 103 10000 SH SOLE 5750 4250 0 PATTERSON COS INC COM 703395103 445 23610 SH SOLE 7490 16120 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 17 RUN DATE: 04/06/09 5:14 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 03/31/09 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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- PATTERSON-UTI ENERGY INC COM 703481101 139 15550 SH SOLE 12510 3040 0 PAYCHEX INC COM 704326107 3038 118353 SH SOLE 10560 107793 0 PEABODY ENERGY CORP COM 704549104 743 29680 SH SOLE 2180 27500 0 PEARSON PLC ADR SPONSORED COM 705015105 2065 206321 SH SOLE 12060 194261 0 PENN VIRGINIA CORP COM 707882106 204 18590 SH SOLE 3650 14940 0 PENN WEST ENERGY TR UNIT COM 707885109 195 20580 SH SOLE 5440 15140 0 PENNEY J C INC COM 708160106 615 30632 SH SOLE 8910 21722 0 PENNSYLVANIA REAL ESTATE INV S COM 709102107 113 31910 SH SOLE 21750 10160 0 PEOPLES UNITED FINANCIAL COM 712704105 701 39035 SH SOLE 2110 36925 0 PEP BOYS MANNY MOE & JACK COM 713278109 157 35630 SH SOLE 26350 9280 0 PEPCO HLDGS INC COM 713291102 430 34445 SH SOLE 9040 25405 0 PEPSI BOTTLING GROUP INC COM 713409100 399 18030 SH SOLE 2020 16010 0 PEPSICO INC COM 713448108 16538 321249 SH SOLE 15660 305589 0 PERFICIENT INC COM 71375U101 135 25030 SH SOLE 14290 10740 0 PERICOM SEMICONDUCTOR CORP COM 713831105 148 20180 SH SOLE 12200 7980 0 PERKINELMER INC COM 714046109 212 16604 SH SOLE 1920 14684 0 PETMED EXPRESS INC COM 716382106 219 13260 SH SOLE 4960 8300 0 PETROBRAS BRASILEIRO ADR SPONS COM 71654V408 816 26787 SH SOLE 15100 11687 0 PETROBRAS BRASILEIRO SPONSORED COM 71654V101 2892 118030 SH SOLE 41590 76440 0 PETROCHINA CO LTD SPONSORED AD COM 71646E100 1599 20061 SH SOLE 5700 14361 0 PETROLEUM DEV CORP COM 716578109 125 10590 SH SOLE 3900 6690 0 PETROQUEST ENERGY INC COM 716748108 63 26200 SH SOLE 7410 18790 0 PETRO-CDA COM 71644E102 684 25725 SH SOLE 6170 19555 0 PFIZER INC COM 717081103 7274 534081 SH SOLE 0 534081 0 PHARMACEUTICAL PRODUCT DEVELOP COM 717124101 213 9000 SH SOLE 5650 3350 0 PHARMACEUTICALS INC COM 495582108 223 31502 SH SOLE 3280 28222 0 PHARMERICA CORP COM 71714F104 183 11002 SH SOLE 1440 9562 0 PHASE FORWARD INC COM 71721R406 175 13710 SH SOLE 1670 12040 0 PHILIP MORRIS INTL INC COM 718172109 5683 159718 SH SOLE 0 159718 0 PHILIPS ELECTRONICS - NY SHR COM 500472303 801 53863 SH SOLE 13330 40533 0 PIEDMONT NATURAL GAS INC COM 720186105 622 24030 SH SOLE 2540 21490 0 PINNACLE ENTMT INC COM 723456109 88 12450 SH SOLE 0 12450 0 PINNACLE WEST CAPTIAL CORP COM 723484101 1828 68809 SH SOLE 5290 63519 0 PIONEER DRILLING CO COM 723655106 75 23010 SH SOLE 6680 16330 0 PIONEER NATURAL RESOURCES CO COM 723787107 213 12920 SH SOLE 1410 11510 0 PITNEY BOWES INC COM 724479100 2205 94424 SH SOLE 3170 91254 0 PLEXUS CORP COM 729132100 259 18740 SH SOLE 4610 14130 0 PLUM CREEK TIMBER CO INC COM 729251108 615 21145 SH SOLE 1510 19635 0 POLARIS INDS INC COM 731068102 265 12360 SH SOLE 1620 10740 0 POLO RALPH LAUREN CORP CL A ST COM 731572103 291 6891 SH SOLE 640 6251 0 POLYONE CORP COM 73179P106 90 39030 SH SOLE 18300 20730 0 POOL CORP COM 73278L105 309 23035 SH SOLE 5730 17305 0 PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 216 8040 SH SOLE 2050 5990 0 PORTUGAL TELCM SGPS SA SPONSOR COM 737273102 1508 196105 SH SOLE 14320 181785 0 POSCO SPONSORED ADR COM 693483109 1419 21229 SH SOLE 7550 13679 0 POST PPTYS INC COM 737464107 175 17210 SH SOLE 5990 11220 0 POTASH CORP SASK INC COM 73755L107 1213 15015 SH SOLE 3860 11155 0 PRAXAIR INC COM 74005P104 3094 45976 SH SOLE 2530 43446 0 PRECISION CASTPARTS CORP COM 740189105 4186 69888 SH SOLE 1170 68718 0 PRICELINE COM INC COM 741503403 218 2770 SH SOLE 1860 910 0 PRIDE INTERNATIONAL INC COM 74153Q102 186 10350 SH SOLE 6920 3430 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 18 RUN DATE: 04/06/09 5:14 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 03/31/09 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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- PRINCIPAL FINL GROUP INC COM 74251V102 256 31270 SH SOLE 6720 24550 0 PRIVATEBANCORP INC COM 742962103 176 12160 SH SOLE 2250 9910 0 PROASSURANCE CORP COM 74267C106 554 11880 SH SOLE 1280 10600 0 PROCTER & GAMBLE COM 742718109 19274 409301 SH SOLE 23721 385580 0 PROGRESS ENERGY COM 743263105 1288 35523 SH SOLE 4500 31023 0 PROGRESS SOFTWARE CORP COM 743312100 243 14000 SH SOLE 1700 12300 0 PROGRESSIVE CORP OHIO COM 743315103 1180 87770 SH SOLE 19160 68610 0 PROLOGIS COM 743410102 505 77650 SH SOLE 53480 24170 0 PROSPERITY BANCSHARES INC COM 743606105 390 14260 SH SOLE 1710 12550 0 PROTECTIVE LIFE CORP COM 743674103 69 13050 SH SOLE 11780 1270 0 PROVIDENT BANKSHARES CORP COM 743859100 96 13590 SH SOLE 5650 7940 0 PRUDENTIAL FINL INC COM 744320102 929 48856 SH SOLE 7675 41181 0 PRUDENTIAL PLC ADR COM 74435K204 595 60300 SH SOLE 15400 44900 0 PUBLIC SERVICE ENTERPRISES COM 744573106 1819 61740 SH SOLE 4676 57064 0 PUBLIC STORAGE 6.450% SERIES F PREFERRED STOCKS 74460D380 499 30180 SH SOLE 0 30180 0 PUBLIC STORAGE INC COM 74460D109 754 13652 SH SOLE 997 12655 0 PULTE CORP COM 745867101 235 21466 SH SOLE 1750 19716 0 QLOGIC CORP COM 747277101 179 16090 SH SOLE 2270 13820 0 QUALCOMM INC COM 747525103 12292 315909 SH SOLE 17350 298559 0 QUALITY SYS INC COM 747582104 433 9570 SH SOLE 2130 7440 0 QUANEX BUILDING PRODUCTS CORCO COM 747619104 89 11757 SH SOLE 2175 9582 0 QUANTA SERVICES INC COM 74762E102 245 11436 SH SOLE 7730 3706 0 QUEST DIAGNOSTICS INC COM 74834L100 1011 21290 SH SOLE 1680 19610 0 QUESTAR CORP COM 748356102 1209 41090 SH SOLE 5610 35480 0 QUICKSILVER RES INC COM 74837R104 79 14170 SH SOLE 11960 2210 0 QUIKSILVER INC COM 74838C106 99 77730 SH SOLE 43560 34170 0 QWEST COMMUNICATIONS INTL INC COM 749121109 646 188902 SH SOLE 50980 137922 0 R F MICRO DEVICES INC COM 749941100 36 26940 SH SOLE 26020 920 0 R L I CORP ILL COM 749607107 325 6480 SH SOLE 670 5810 0 R P M INC OHIO COM 749685103 128 10090 SH SOLE 8040 2050 0 RADIOSHACK CORP COM 750438103 109 12745 SH SOLE 1290 11455 0 RANGE RES CORP COM 75281A109 855 20765 SH SOLE 4330 16435 0 RAYONIER INC COM 754907103 304 10067 SH SOLE 3250 6817 0 RAYTHEON CO COM 755111507 1384 35554 SH SOLE 3630 31924 0 REED ELSEVIER N V SPONS ADR COM 758204200 529 24712 SH SOLE 5673 19039 0 REED ELSEVIER P L C SPONS ADR COM 758205207 621 21784 SH SOLE 5137 16647 0 REGAL BELOIT CORP COM 758750103 267 8710 SH SOLE 1340 7370 0 REGENERON PHARMACEUTICALS COM 75886F107 288 20770 SH SOLE 2510 18260 0 REGIONS FINANCIAL CORP COM 7591EP100 364 85427 SH SOLE 20182 65245 0 REPSOL YPF S A ADR SPONSORED COM 76026T205 843 49339 SH SOLE 11810 37529 0 REPUBLIC SVCS INC COM 760759100 675 39367 SH SOLE 3446 35921 0 RESEARCH IN MOTION LTD COM 760975102 1085 25166 SH SOLE 6290 18876 0 RESMED INC COM 761152107 221 6260 SH SOLE 3640 2620 0 REYNOLDS AMERICAN INC COM 761713106 408 11380 SH SOLE 0 11380 0 RIO TINTO PLC ADR SPONSORED COM 767204100 2571 19178 SH SOLE 2788 16390 0 ROBBINS & MYERS INC COM 770196103 153 10070 SH SOLE 1490 8580 0 ROBERT HALF INTL INC COM 770323103 451 25280 SH SOLE 8780 16500 0 ROCKWELL AUTOMATION INC COM 773903109 1759 80536 SH SOLE 7140 73396 0 ROCKWELL COLLINS INC COM 774341101 866 26522 SH SOLE 7280 19242 0 ROCK-TENN CO CL A COM 772739207 318 11742 SH SOLE 1570 10172 0 ROGERS COMMUNICATIONS INC CL B COM 775109200 668 29255 SH SOLE 7500 21755 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 19 RUN DATE: 04/06/09 5:14 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 03/31/09 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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- ROHM & HAAS CO COM 775371107 1185 15029 SH SOLE 1000 14029 0 ROPER INDS INC COM 776696106 275 6470 SH SOLE 3860 2610 0 ROSS STORES INC COM 778296103 355 9890 SH SOLE 6410 3480 0 ROWAN COMPANIES INC COM 779382100 145 12103 SH SOLE 1040 11063 0 ROYAL BANK SCOTLAND GROUP PLC COM 780097689 262 37023 SH SOLE 10308 26715 0 ROYAL BK CDA MONTREAL QUE COM 780087102 2206 76285 SH SOLE 18860 57425 0 ROYAL DUTCH SHELL PLC SPON ADR COM 780259107 3214 73705 SH SOLE 17910 55795 0 ROYAL DUTCH SHELL PLC SPONS AD COM 780259206 4040 91204 SH SOLE 22810 68394 0 RUBY TUESDAY INC COM 781182100 265 90700 SH SOLE 82170 8530 0 RUDOLPH TECHNOLOGIES INC COM 781270103 48 15800 SH SOLE 9210 6590 0 RUSS BERRIE & CO INC COM 782233100 27 20200 SH SOLE 16330 3870 0 RUTHS CHRIS STEAK HSE INC COM 783332109 69 56800 SH SOLE 51720 5080 0 RYANAIR HLDGS PLC ADR SPONSORE COM 783513104 342 14816 SH SOLE 3050 11766 0 RYDER SYSTEM INC COM 783549108 224 7910 SH SOLE 2380 5530 0 S E I INVESTMENTS CO COM 784117103 149 12240 SH SOLE 8930 3310 0 S L M CORPORATION COM 78442P106 404 81545 SH SOLE 34420 47125 0 S P D R TRUST SERIES 1 COM 78462F103 514 6470 SH SOLE 0 6470 0 SAFEWAY INC COM 786514208 987 48875 SH SOLE 4210 44665 0 SAIC INC COM 78390X101 211 11300 SH SOLE 7980 3320 0 SALESFORCE COM INC COM 79466L302 650 19856 SH SOLE 9010 10846 0 SALIX PHARMACEUTICALS LTD COM 795435106 194 20370 SH SOLE 3970 16400 0 SANDERSON FARMS INC COM 800013104 231 6160 SH SOLE 720 5440 0 SANDISK CORP COM 80004C101 603 47689 SH SOLE 25790 21899 0 SANOFI-SYNTHELABO COM 80105N105 819 29308 SH SOLE 0 29308 0 SANTOS LTD ADR SPONSORED COM 803021609 2916 60062 SH SOLE 1950 58112 0 SAP AG ADR SPON COM 803054204 1803 51090 SH SOLE 12210 38880 0 SARA LEE CORP COM 803111103 646 79978 SH SOLE 7840 72138 0 SASOL LTD SPONSORED ADR COM 803866300 316 10928 SH SOLE 6380 4548 0 SAVIENT PHARMACEUTICALS INC COM 80517Q100 76 15400 SH SOLE 1820 13580 0 SCANA CORP COM 80589M102 1027 33250 SH SOLE 2560 30690 0 SCHEIN HENRY INC COM 806407102 273 6820 SH SOLE 3460 3360 0 SCHERING PLOUGH CORP COM 806605101 3724 158131 SH SOLE 13260 144871 0 SCHLUMBERGER COM 806857108 6708 165145 SH SOLE 15680 149465 0 SCHULMAN A INC COM 808194104 136 10060 SH SOLE 3500 6560 0 SCHWAB CHARLES CORP COM 808513105 2201 141998 SH SOLE 8010 133988 0 SCRIPPS E W CO OHIO CL A COM 811054402 80 59340 SH SOLE 58200 1140 0 SCRIPPS NETWORKS INTERACT INCL COM 811065101 326 14490 SH SOLE 1970 12520 0 SEACOR SMIT INC COM 811904101 515 8840 SH SOLE 1150 7690 0 SEALED AIR CORP COM 81211K100 242 17527 SH SOLE 1650 15877 0 SEARS HLDGS CORP COM 812350106 663 14502 SH SOLE 8740 5762 0 SELECT SECTOR SPDR TR SBI INT- COM 81369Y605 1744 197904 SH SOLE 0 197904 0 SELECTIVE INSURANCE GROUP INC COM 816300107 219 18000 SH SOLE 2230 15770 0 SEMPRA ENERGY CORP COM 816851109 1353 29250 SH SOLE 2290 26960 0 SENIOR HOUSING PROPERTY TRUST COM 81721M109 1306 93186 SH SOLE 7750 85436 0 SEPRACOR INC COM 817315104 241 16420 SH SOLE 12960 3460 0 SERVICE CORP INTL COM 817565104 46 13190 SH SOLE 8880 4310 0 SHAW COMMUNICATIONS INC CL B C COM 82028K200 361 23848 SH SOLE 5680 18168 0 SHERWIN WILLIAMS CO COM 824348106 819 15758 SH SOLE 3830 11928 0 SHINHAN FINANCIAL GROUP CO LSP COM 824596100 555 15405 SH SOLE 5610 9795 0 SHIRE PHARMACEUTICALS GROUP AD COM 82481R106 477 13280 SH SOLE 0 13280 0 SHUFFLE MASTER INC COM 825549108 38 13140 SH SOLE 0 13140 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 20 RUN DATE: 04/06/09 5:14 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 03/31/09 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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- SIEMENS A G SPONSORED ADR COM 826197501 2670 46865 SH SOLE 11890 34975 0 SIGMA ALDRICH CORP COM 826552101 615 16278 SH SOLE 1330 14948 0 SIGNATURE BK NEW YORK N Y COM 82669G104 429 15210 SH SOLE 2660 12550 0 SIMON PPTY GROUP INC COM 828806109 952 27469 SH SOLE 3680 23789 0 SIMPSON MANUFACTURING CO INC COM 829073105 289 16010 SH SOLE 2540 13470 0 SIRIUS XM RADIO INC COM COM 82967N108 15 41458 SH SOLE 0 41458 0 SK TELECOM LTD ADR SPONSORED COM 78440P108 487 31519 SH SOLE 10700 20819 0 SKYWEST INC COM 830879102 314 25280 SH SOLE 4970 20310 0 SKYWORKS SOLUTIONS INC COM 83088M102 422 52380 SH SOLE 5550 46830 0 SMITH INTL INC COM 832110100 678 31586 SH SOLE 8370 23216 0 SMITH MICRO SOFTWARE INC COM 832154108 108 20600 SH SOLE 10900 9700 0 SMITH & NEPHEW P L C ADR SPONS COM 83175M205 483 15462 SH SOLE 3270 12192 0 SMITHFIELD FOODS INC COM 832248108 135 14276 SH SOLE 12170 2106 0 SMUCKER J M CO COM 832696405 867 23270 SH SOLE 1330 21940 0 SNAP ON TOOLS CORP COM 833034101 264 10525 SH SOLE 510 10015 0 SONIC AUTOMOTIVE INC CL A COM 83545G102 81 50490 SH SOLE 43550 6940 0 SONIC CORP COM 835451105 213 21275 SH SOLE 3250 18025 0 SONIC SOLUTIONS COM 835460106 20 16260 SH SOLE 7890 8370 0 SONY CORP - ADR COM 835699307 811 39293 SH SOLE 0 39293 0 SOTHEBY HOLDINGS INC CL A COM 835898107 128 14180 SH SOLE 13760 420 0 SOUTH FINANCIAL GROUP INC COM 837841105 33 30340 SH SOLE 13800 16540 0 SOUTH JERSEY INDS INC COM 838518108 284 8100 SH SOLE 730 7370 0 SOUTHERN CO COM 842587107 2626 85759 SH SOLE 6350 79409 0 SOUTHWEST AIRLINES CO COM 844741108 514 81246 SH SOLE 8720 72526 0 SOUTHWEST GAS CORP COM 844895102 267 12680 SH SOLE 1850 10830 0 SOUTHWESTERN ENERGY CO COM 845467109 1134 38190 SH SOLE 2410 35780 0 SPARTAN MTRS INC COM 846819100 95 23730 SH SOLE 15390 8340 0 SPARTAN STORES INC COM 846822104 157 10180 SH SOLE 2400 7780 0 SPECTRA ENERGY CORP COM 847560109 1094 77364 SH SOLE 14513 62851 0 SPHERION CORP COM 848420105 132 63430 SH SOLE 50920 12510 0 SPRINT CORP COM 852061100 1047 293392 SH SOLE 30622 262770 0 ST JUDE MEDICAL INC COM 790849103 1677 46148 SH SOLE 7170 38978 0 ST MARY LAND & EXPLORATION CO COM 792228108 379 28680 SH SOLE 6030 22650 0 STAGE STORES INC COM 85254C305 224 22174 SH SOLE 12322 9852 0 STAMPS COM INC COM 852857200 150 15440 SH SOLE 10050 5390 0 STANDARD MOTOR PRODUCTS INC COM 853666105 146 53260 SH SOLE 50560 2700 0 STANDARD PACIFIC CORP COM 85375C101 62 70680 SH SOLE 39120 31560 0 STANDARD REGISTER CO COM 853887107 50 10960 SH SOLE 7850 3110 0 STANLEY WORKS COM 854616109 263 9018 SH SOLE 750 8268 0 STAPLES INC COM 855030102 1469 81109 SH SOLE 6455 74654 0 STARBUCKS CORP COM 855244109 1138 102420 SH SOLE 25420 77000 0 STARTEK INC COM 85569C107 58 18570 SH SOLE 15760 2810 0 STARWOOD HOTELS & RESORTS WRLD COM 85590A401 212 16710 SH SOLE 0 16710 0 STATE STREET CORP COM 857477103 1455 47274 SH SOLE 3637 43637 0 STATOIL ASA SPONSORED ADR COM 85771P102 1128 64693 SH SOLE 15187 49506 0 STEEL DYNAMICS INC COM 858119100 139 15770 SH SOLE 13020 2750 0 STEIN MART INC COM 858375108 236 81770 SH SOLE 76040 5730 0 STERICYCLE INC COM 858912108 580 12144 SH SOLE 840 11304 0 STERLING BANCSHARES INC COM 858907108 122 18670 SH SOLE 2230 16440 0 STERLING FINL CORP WASH COM 859319105 69 33349 SH SOLE 17885 15464 0 STEWARD SMALL-MID CAP ENHANCED MUTUAL FUNDS 14068H102 61 10029 SH SOLE 0 10029 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 21 RUN DATE: 04/06/09 5:14 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 03/31/09 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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- STEWART INFORMATION SVCS COM 860372101 237 12150 SH SOLE 7460 4690 0 STIFEL FINL CORP COM 860630102 459 10595 SH SOLE 1440 9155 0 STMICROELECTRONICS N V SHS-N Y COM 861012102 169 34125 SH SOLE 8780 25345 0 STONE ENERGY CORP COM 861642106 35 10410 SH SOLE 1640 8770 0 STRATASYS INC COM 862685104 97 11720 SH SOLE 2800 8920 0 STRAYER ED INC COM 863236105 203 1131 SH SOLE 719 412 0 STRYKER CORP COM 863667101 4476 131499 SH SOLE 5570 125929 0 SUN LIFE FINL INC COM 866796105 521 29195 SH SOLE 7710 21485 0 SUN MICROSYSTEMS INC CO COM 866810203 707 96600 SH SOLE 22487 74113 0 SUNCOR ENERGY INC COM 867229106 1030 46380 SH SOLE 11580 34800 0 SUNOCO INC COM 86764P109 574 21669 SH SOLE 8830 12839 0 SUNTRUST BANKS INC COM 867914103 526 44820 SH SOLE 9420 35400 0 SUPERIOR INDS INTL INC COM 868168105 137 11550 SH SOLE 5750 5800 0 SUPERIOR WELL SVCS INC COM 86837X105 64 12430 SH SOLE 6340 6090 0 SUPERVALU INC COM 868536103 792 55465 SH SOLE 34140 21325 0 SUSQUEHANNA BANCSHARES INC COM 869099101 265 28379 SH SOLE 7370 21009 0 SWIFT ENERGY CO COM 870738101 113 15500 SH SOLE 4520 10980 0 SYKES ENTERPRISES INC COM 871237103 239 14350 SH SOLE 2660 11690 0 SYMANTEC CORP COM 871503108 1364 91277 SH SOLE 7762 83515 0 SYMMETRICOM INC COM 871543104 52 14860 SH SOLE 4520 10340 0 SYMMETRY MED INC COM 871546206 107 16930 SH SOLE 4670 12260 0 SYNAPTICS INC COM 87157D109 390 14565 SH SOLE 2610 11955 0 SYNGENTA AG ADR SPONSORED COM 87160A100 1254 31270 SH SOLE 7230 24040 0 SYNNEX CORP COM 87162W100 365 18560 SH SOLE 13830 4730 0 SYNOPSYS INC COM 871607107 220 10620 SH SOLE 7950 2670 0 SYNOVUS FINANCIAL CORP COM 87161C105 46 14250 SH SOLE 10310 3940 0 SYSCO CORP COM 871829107 3086 135347 SH SOLE 12480 122867 0 T C F FINANCIAL CORP COM 872275102 180 15314 SH SOLE 5330 9984 0 T H Q INC COM 872443403 53 17447 SH SOLE 0 17447 0 T J X COMPANIES INC COM 872540109 1797 70086 SH SOLE 13410 56676 0 T ROWE PRICE GROUP INC COM 74144T108 866 29990 SH SOLE 2150 27840 0 TAIWAN SEMICONDUCTOR MFG CO AD COM 874039100 3464 387015 SH SOLE 132849 254166 0 TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 133 15895 SH SOLE 0 15895 0 TALEO CORP CL A COM 87424N104 131 11110 SH SOLE 1850 9260 0 TALISMAN ENERGY INC COM 87425E103 543 51720 SH SOLE 12060 39660 0 TANGER FACTORY OUTLET CTRS COM 875465106 291 9420 SH SOLE 1330 8090 0 TARGET CORP COM 87612E106 7271 211429 SH SOLE 6250 205179 0 TDK CORP ADR COM 872351408 369 9755 SH SOLE 2340 7415 0 TECHNITROL INC COM 878555101 89 52100 SH SOLE 42660 9440 0 TECK COMINCO LTD CL B COM 878742204 82 14819 SH SOLE 5433 9386 0 TECO ENERGY INC COM 872375100 351 31450 SH SOLE 9760 21690 0 TEKELEC COM 879101103 278 21010 SH SOLE 2250 18760 0 TELE NORTE LESTE PART S A SPON COM 879246106 312 22565 SH SOLE 7750 14815 0 TELECOM CORP NEW ZEALAND LTDAD COM 879278208 163 25074 SH SOLE 6018 19056 0 TELECOM ITALIA S P A NEW SPONS COM 87927Y102 711 55607 SH SOLE 13770 41837 0 TELEDYNE TECHNOLOGIES INC COM 879360105 402 15070 SH SOLE 2170 12900 0 TELEFONICA S A ADR SPONSORED COM 879382208 4772 80045 SH SOLE 20880 59165 0 TELEFONOS DE MEXICO S A ADR RE COM 879403780 391 25965 SH SOLE 8440 17525 0 TELLABS INC COM 879664100 190 41579 SH SOLE 4204 37375 0 TELUS CORP NON-VTG SHS COM 87971M202 595 22581 SH SOLE 5340 17241 0 TEMPLE INLAND INC COM 879868107 208 38680 SH SOLE 37210 1470 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 22 RUN DATE: 04/06/09 5:14 P.M. FORM 13F INFORMATION TABLE AS OF DATE: 03/31/09 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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- TENARIS S A SPONSORED ADR COM 88031M109 327 16224 SH SOLE 6090 10134 0 TENET HEALTHCARE CORP COM 88033G100 39 33911 SH SOLE 0 33911 0 TERADATA CORP COM 88076W103 340 20990 SH SOLE 2110 18880 0 TERADYNE INC COM 880770102 76 17405 SH SOLE 1870 15535 0 TESORO PETE CORP COM 881609101 649 48159 SH SOLE 34030 14129 0 TETRA TECH INC COM 88162G103 391 19210 SH SOLE 2280 16930 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 119 36694 SH SOLE 10480 26214 0 TEVA PHARMACEUTICAL INDS LTDAD COM 881624209 966 21444 SH SOLE 12790 8654 0 TEXAS INDS INC COM 882491103 208 8330 SH SOLE 1250 7080 0 TEXAS INSTRUMENTS INC COM 882508104 4216 255371 SH SOLE 22600 232771 0 TEXAS ROADHOUSE INC CL A COM 882681109 163 17080 SH SOLE 1760 15320 0 TEXTRON INC COM 883203101 229 39847 SH SOLE 10890 28957 0 THE RESERVE PRIMARY FUND - H&R MUTUAL FUNDS RPFXX9999 45 46286 SH SOLE 0 46286 0 THERMO ELECTRON CORP COM 883556102 1703 47735 SH SOLE 3670 44065 0 THOMSON CORP COM 884903105 416 16390 SH SOLE 3740 12650 0 THOMSON MULTIMEDIA ADR SPONSOR COM 885118109 10 10775 SH SOLE 4190 6585 0 THOMSON REUTERS PLC SPON ADR COM 885141101 340 2546 SH SOLE 618 1928 0 TICKETMASTER COM 88633P302 52 14084 SH SOLE 1580 12504 0 TIFFANY & CO COM 886547108 305 14150 SH SOLE 1160 12990 0 TIME WARNER CABLE INC COM COM 88732J207 650 26193 SH SOLE 0 26193 0 TIME WARNER INC COM COM 887317303 1929 99947 SH SOLE 0 99947 0 TITANIUM METALS CORP COM 888339207 245 44727 SH SOLE 42450 2277 0 TOMKINS PLC ADR SPONSORED COM 890030208 73 10645 SH SOLE 2970 7675 0 TORCHMARK CORP COM 891027104 269 10254 SH SOLE 1160 9094 0 TORO CO COM 891092108 397 16418 SH SOLE 2840 13578 0 TORONTO DOMINION BK ONT COM 891160509 1622 46909 SH SOLE 11610 35299 0 TOTAL FINA ELF S A ADR SPONS COM 89151E109 7571 154317 SH SOLE 30970 123347 0 TOTAL SYS SVCS INC COM 891906109 534 38677 SH SOLE 13021 25656 0 TOWER GROUP INC COM 891777104 288 11680 SH SOLE 1150 10530 0 TOYOTA MTR CORP ADR 1 SH COM 892331307 4436 70085 SH SOLE 17600 52485 0 TRACTOR SUPPLY CO COM 892356106 489 13570 SH SOLE 2160 11410 0 TRADESTATION GROUP INC COM 89267P105 172 26110 SH SOLE 15780 10330 0 TRANSALTA CORP COM 89346D107 339 23080 SH SOLE 4410 18670 0 TRANSCANADA CORP COM 89353D107 1313 55525 SH SOLE 9440 46085 0 TRANSOCEAN LTD ZUG NAMEN AKT COM H8817H100 1684 28626 SH SOLE 0 28626 0 TRAVELERS COMPANIES INC COM 89417E109 2654 65306 SH SOLE 4980 60326 0 TREEHOUSE FOODS INC COM 89469A104 312 10824 SH SOLE 1300 9524 0 TRIQUINT SEMICONDUCTOR INC COM 89674K103 86 34890 SH SOLE 4290 30600 0 TRUE RELIGION APPAREL INC COM 89784N104 177 14950 SH SOLE 8360 6590 0 TRUEBLUE INC COM 89785X101 119 14380 SH SOLE 1550 12830 0 TRUSTCO BANK CORP N Y COM 898349105 126 20960 SH SOLE 3990 16970 0 TTM TECHNOLOGIES INC COM 87305R109 140 24100 SH SOLE 8240 15860 0 TUESDAY MORNING CORP COM 899035505 67 52800 SH SOLE 46180 6620 0 TWEEN BRANDS INC COM 901166108 39 18210 SH SOLE 11550 6660 0 TYCO ELECTRONICS COM G9144P105 621 56242 SH SOLE 10310 45932 0 TYCO INTERNATIONAL LTD SHS COM H89128104 1092 55828 SH SOLE 7330 48498 0 TYLER TECHNOLOGIES INC COM 902252105 206 14070 SH SOLE 2910 11160 0 TYSON FOODS INC CL A COM 902494103 489 52120 SH SOLE 23900 28220 0 U C B H HOLDINGS INC COM 90262T308 61 40690 SH SOLE 6390 34300 0 U N U M PROVIDENT CORP COM 91529Y106 444 35495 SH SOLE 3290 32205 0 U S BANCORP COM 902973304 2836 194114 SH SOLE 16760 177354 0 PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 23 RUN DATE: 04/06/09 5:14 P.M. 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FORM 13F INFORMATION TABLE AS OF DATE: 03/31/09 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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- WAUSAU-MOSINEE PAPER CORP COM 943315101 74 14000 SH SOLE 2530 11470 0 WEBSENSE INC COM 947684106 251 20920 SH SOLE 4860 16060 0 WELLPOINT INC COM 94973V107 2144 56469 SH SOLE 4400 52069 0 WELLS FARGO & CO COM 949746101 6400 449413 SH SOLE 34288 415125 0 WENDYS/ARBYS GROUP INC COM 950587105 108 21538 SH SOLE 15270 6268 0 WEST PHARMACEUTICAL SVCS INC COM 955306105 393 11990 SH SOLE 1340 10650 0 WESTERN DIGITAL CORP COM 958102105 876 45320 SH SOLE 13310 32010 0 WESTERN UNION CO COM 959802109 1201 95565 SH SOLE 19000 76565 0 WESTPAC BKG CORP ADR SPONSORED COM 961214301 2724 40839 SH SOLE 7620 33219 0 WEYERHAEUSER CO COM 962166104 728 26399 SH SOLE 5330 21069 0 WHIRLPOOL CORP COM 963320106 395 13361 SH SOLE 4983 8378 0 WHITNEY HOLDING CORP COM 966612103 651 56813 SH SOLE 5700 51113 0 WHOLE FOODS MARKET INC COM 966837106 277 16485 SH SOLE 1490 14995 0 WILLIAMS COS INC COM 969457100 760 66754 SH SOLE 5280 61474 0 WILLIAMS SONOMA INC COM 969904101 174 17280 SH SOLE 15760 1520 0 WILSHIRE BANCORP INC COM 97186T108 78 15070 SH SOLE 8530 6540 0 WINDSTREAM CORP COM 97381W104 483 59903 SH SOLE 15704 44199 0 WINNEBAGO INDS INC COM 974637100 55 10300 SH SOLE 1130 9170 0 WISCONSIN ENERGY CORP COM 976657106 675 16400 SH SOLE 1120 15280 0 WMS INDS INC COM 929297109 272 13005 SH SOLE 0 13005 0 WOLVERINE WORLD WIDE INC COM 978097103 272 17435 SH SOLE 1990 15445 0 WORLD FUEL SVCS CORP COM 981475106 336 10610 SH SOLE 1150 9460 0 WPP PLC COM 92933H101 472 16898 SH SOLE 4090 12808 0 WRIGHT EXPRESS CORP COM 98233Q105 382 20950 SH SOLE 7060 13890 0 WYETH COM 983024100 4992 115996 SH SOLE 10880 105116 0 WYNDHAM WORLDWIDE CORP COM 98310W108 222 52966 SH SOLE 36860 16106 0 X C E L ENERGY INC COM 98389B100 1000 53674 SH SOLE 7500 46174 0 X L CAPITAL LTD CL A COM G98255105 795 145570 SH SOLE 120630 24940 0 XEROX CORP COM 984121103 427 93744 SH SOLE 10230 83514 0 XILINX INC COM 983919101 646 33710 SH SOLE 3090 30620 0 XTO ENERGY INC COM 98385X106 5414 176806 SH SOLE 11855 164951 0 YAHOO INC COM 984332106 1853 144650 SH SOLE 0 144650 0 YAMANA GOLD INC COM 98462Y100 342 37020 SH SOLE 8310 28710 0 YRC WORLDWIDE INC COM 984249102 69 15366 SH SOLE 15020 346 0 YUM BRANDS INC COM 988498101 5896 214556 SH SOLE 9900 204656 0 ZALE CORP COM 988858106 48 24510 SH SOLE 15550 8960 0 ZENITH NATIONAL INSURANCE CORP COM 989390109 325 13465 SH SOLE 1655 11810 0 ZIMMER HLDGS INC COM 98956P102 1145 31371 SH SOLE 5200 26171 0 ZIONS BANCORPORATION COM 989701107 157 15930 SH SOLE 4190 11740 0 ZUMIEZ INC COM 989817101 147 15120 SH SOLE 7690 7430 0 LINE COUNT: 1,213
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