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 180
New Positions 68
Increased Positions 95
Decreased Positions 79
Positions with Activity 174
Sold Out Positions 54
Total Mkt Value (in $ millions) 772

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 2.26%
Conglomerates
Consumer Cyclical 2.13%
Consumer/Non-Cyclical 3.7%
Energy 1.73%
Financial 21.14%
Healthcare 9.75%
Services 33.9%
Technology 10.73%
Transportation 0.1%
Utilities 1.06%

180 Positions as of 06/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
PROTECTIVE LIFE CORP COM 9,383 9,383 New 135,265
SPDR GOLD TRUST GOLD SHS 9,263 9,263 New 75,093
PEPCO HOLDINGS INC COM 8,148 8,148 New 300,000
MCDONALDS CORP COM 7,970 7,970 New 84,687
CITIGROUP INC COM NEW 7,259 4,332 147.99 139,255
ALLEGHENY TECHNOLOGIES INC COM 6,631 6,631 New 153,992
CONOCOPHILLIPS COM 6,604 6,604 New 81,995
MICROS SYS INC COM 5,960 5,960 New 87,822
MICROSOFT CORP COM 5,893 1,289 27.99 130,932
AT&T INC COM 5,711 404 7.62 165,526
ROI ACQUISITION CORP II UNIT 000018 5,292 New 525,000
T-MOBILE US INC COM 5,228 2,212 73.33 177,406
PROLOGIS INC COM 5,051 612 13.79 123,800
HENNESSY CAP ACQUISITION CORP UNIT 000018 5,030 New 500,000
PHILIP MORRIS INTL INC COM 5,020 4,706 1,502.45 58,874
DISH NETWORK CORP CL A 4,777 931 24.20 74,519
MERCK & CO INC NEW COM 4,735 -3,047 (39.15) 78,660
BAIDU INC SPON ADR REP A 4,701 -2,327 (33.11) 21,757
HERBALIFE LTD COM USD SHS 4,370 3,667 521.87 88,305
CUBIST PHARMACEUTICALS INC COM 4,071 1,240 43.83 59,400