CAPSTONE INVESTMENT ADVISORS, LLC Information

7 WORLD TRADE CENTER, NEW YORK, New York, 10007, (212) 232-1420

Report Date: 03/31/2014

Position Statistics

Total Positions 170
New Positions 55
Increased Positions 81
Decreased Positions 82
Positions with Activity 163
Sold Out Positions 57
Total Mkt Value (in $ millions) 715

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

Sector Weighting

Basic Materials 1.58%
Capital Goods 4.32%
Conglomerates
Consumer Cyclical 4.7%
Consumer/Non-Cyclical 2.8%
Energy 3.49%
Financial 12.61%
Healthcare 6.57%
Services 28.04%
Technology 26.98%
Transportation 0%
Utilities 2.46%

163 Activity Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
APPLE INC COM 141,397 -413,020 (74.5) 1,497,377
TIME WARNER CABLE INC COM 52,703 51,590 4,633.33 355,000
AMERICAN INTL GROUP INC COM NEW 32,700 10,299 45.97 592,400
KKR & CO L P DEL COM UNITS 21,693 19,759 1,021.81 863,908
FORD MTR CO DEL COM PAR $0.01 20,810 -12,239 (37.03) 1,174,400
STARWOOD PPTY TR INC COM 18,976 4,744 33.33 800,000
FOSTER WHEELER AG COM 18,141 18,141 New 534,030
SILVER EAGLE ACQUISITION CORP UNIT 1 000018 17,985 7,565 72.60 1,726,000
UNS ENERGY CORP COM 17,576 2,454 16.23 290,563
PRICELINE GRP INC COM NEW 17,476 11,147 176.11 14,410
TWENTY FIRST CENTY FOX INC CL B 15,561 15,561 New 475,000
ACTAVIS PLC SHS 14,963 13,149 724.69 68,581
PROCTER & GAMBLE CO COM 14,817 -36,250 (70.99) 183,951
SAFEWAY INC COM NEW 13,904 13,904 New 400,000
AMAZON COM INC COM 12,604 9,040 253.71 35,141
GOLDMAN SACHS GROUP INC COM 11,173 11,173 New 65,158
TWITTER INC COM 11,115 6,264 129.15 300,000
STANLEY BLACK & DECKER INC COM 11,075 11,075 New 130,000
GENCORP INC COM 10,022 -2,477 (19.82) 544,377
OMNICOM GROUP INC COM 9,986 -10,864 (52.11) 139,600