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 172
New Positions 56
Increased Positions 83
Decreased Positions 82
Positions with Activity 165
Sold Out Positions 57
Total Mkt Value (in $ millions) 719

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

Sector Weighting

Basic Materials 1.63%
Capital Goods 4.17%
Conglomerates
Consumer Cyclical 4.35%
Consumer/Non-Cyclical 9.13%
Energy 3.02%
Financial 11.71%
Healthcare 6.46%
Services 26.86%
Technology 23.73%
Transportation 0%
Utilities 2.43%

56 New Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
BEAM INC COM 45,799 45,799 New 550,000
FOSTER WHEELER AG COM 17,927 17,927 New 534,030
TWENTY FIRST CENTY FOX INC CL B 15,053 15,053 New 475,000
SAFEWAY INC COM NEW 13,648 13,648 New 400,000
STANLEY BLACK & DECKER INC COM 10,650 10,650 New 130,000
GOLDMAN SACHS GROUP INC COM 10,258 10,258 New 65,158
AOL INC COM 9,936 9,936 New 225,000
GENPACT LIMITED SHS 5,419 5,419 New 313,033
HENNESSY CAP ACQUISITION CORP UNIT 000018 5,020 5,020 New 500,000
INTEL CORP COM 4,856 4,856 New 179,600
FINISAR CORP COM NEW 4,720 4,720 New 169,500
DISH NETWORK CORP CL A 3,568 3,568 New 60,000
GLOBAL SOURCES LTD ORD 3,121 3,121 New 376,500
T-MOBILE US INC COM 3,111 3,111 New 102,350
SINA CORP ORD 2,869 2,869 New 50,730
CITIGROUP INC COM NEW 2,708 2,708 New 56,154
ARMSTRONG WORLD INDS INC NEW COM 2,683 2,683 New 50,000
CUBIST PHARMACEUTICALS INC COM 2,641 2,641 New 41,300
NCR CORP NEW COM 2,544 2,544 New 75,000
MARKET VECTORS ETF TR GOLD MINER ETF 2,531 2,531 New 107,394