CAPSTONE INVESTMENT ADVISORS, LLC Information

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

Report Date: 06/30/2014

Position Statistics

Total Positions 179
New Positions 67
Increased Positions 94
Decreased Positions 79
Positions with Activity 173
Sold Out Positions 54
Total Mkt Value (in $ millions) 763

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

Sector Weighting

Basic Materials 1.68%
Capital Goods 2.28%
Conglomerates
Consumer Cyclical 2.18%
Consumer/Non-Cyclical 2.11%
Energy 1.75%
Financial 21.39%
Healthcare 9.85%
Services 34.44%
Technology 10.82%
Transportation 0.1%
Utilities 1.08%

54 Sold Out Positions as of 06/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ALTERA CORP COM -263 Sold Out 0
APOLLO ED GROUP INC CL A -2,061 Sold Out 0
APPLE INC COM -153,481 Sold Out 0
ARCHER DANIELS MIDLAND CO COM -1,888 Sold Out 0
ARMSTRONG WORLD INDS INC NEW COM -2,884 Sold Out 0
BLACKHAWK NETWORK HLDGS INC CL B -1,805 Sold Out 0
BRISTOL MYERS SQUIBB CO COM -512 Sold Out 0
CHINA MOBILE LIMITED SPONSORED ADR -2,415 Sold Out 0
COMMUNITY HEALTH SYS INC NEW COM -5,428 Sold Out 0
DEX MEDIA INC NEW COM -2,511 Sold Out 0
E M C CORP MASS COM -1,701 Sold Out 0
EMERALD OIL INC COM NEW -1,851 Sold Out 0
ENERGY XXI BERMUDA LTD USD UNRS SHS -454 Sold Out 0
EXELIXIS INC COM -614 Sold Out 0
FOSTER WHEELER AG COM -17,431 Sold Out 0
FREEPORT-MCMORAN INC CL B -1,710 Sold Out 0
GENERAL ELECTRIC CO COM -3,125 Sold Out 0
GENPACT LIMITED SHS -5,447 Sold Out 0
GILEAD SCIENCES INC COM -2,162 Sold Out 0
GLOBAL EAGLE ENTMT INC WT EXP 013118 -1,477 Sold Out 0