CAPSTONE INVESTMENT ADVISORS, LLC Information

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

Report Date: 09/30/2014

Position Statistics

Total Positions 197
New Positions 74
Increased Positions 111
Decreased Positions 77
Positions with Activity 188
Sold Out Positions 43
Total Mkt Value (in $ millions) 1,357

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

Sector Weighting

Basic Materials 4.27%
Capital Goods 1.19%
Conglomerates
Consumer Cyclical 0.62%
Consumer/Non-Cyclical 3.2%
Energy 0.95%
Financial 30.9%
Healthcare 7.2%
Services 20.08%
Technology 24.21%
Transportation 0%
Utilities 1.47%

111 INCREASED Positions as of 09/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
APPLE INC COM 234,663 234,663 New 2,002,925
ISHARES TR MSCI EMG MKT ETF 103,183 101,258 5,260.87 2,644,356
SPDR S&P 500 ETF TR TR UNIT 102,690 26,618 34.99 514,866
YAHOO INC COM 65,786 40,322 158.35 1,495,470
ISHARES TR CHINA LG-CAP ETF 55,346 55,116 23,963.89 1,342,043
MONSANTO CO NEW COM 38,513 38,513 New 326,435
MEDTRONIC PLC SHS 37,098 21,569 138.90 519,580
SPDR GOLD TRUST GOLD SHS 33,465 24,194 260.99 271,079
DOLLAR GEN CORP NEW COM 32,993 32,993 New 491,992
PROTECTIVE LIFE CORP COM 27,980 18,518 195.72 400,000
ISHARES TR U.S. REAL ES ETF 24,455 24,455 New 301,064
WL ROSS HLDG CORP UNIT 1COM&1WT 23,808 3,224 15.66 2,311,435
INTERNATIONAL GAME TECHNOLOGY COM 19,365 19,365 New 1,144,525
SHIRE PLC SPONSORED ADR 16,379 16,379 New 74,700
TERRAPIN 3 ACQUISITION CORP UNIT 1COM 1WT 16,360 16,360 New 1,623,036
SIGMA ALDRICH CORP COM 15,127 15,127 New 110,000
BED BATH & BEYOND INC COM 14,854 14,854 New 198,667
CBS CORP (CLASS B) CL B 14,001 14,001 New 255,446
GOOGLE INC CL A 13,969 13,969 New 25,987
MARKET VECTORS ETF TR GOLD MINER ETF 11,973 11,973 New 537,138