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 177
New Positions 66
Increased Positions 93
Decreased Positions 78
Positions with Activity 171
Sold Out Positions 53
Total Mkt Value (in $ millions) 736

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

Sector Weighting

Basic Materials 1.54%
Capital Goods 2.2%
Conglomerates
Consumer Cyclical 1.9%
Consumer/Non-Cyclical 2.19%
Energy 1.52%
Financial 21.5%
Healthcare 10.53%
Services 34.39%
Technology 10.25%
Transportation 0.11%
Utilities 1.1%

177 Positions as of 06/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
SPDR GOLD TRUST GOLD SHS 9,013 9,013 New 75,093
PEPCO HOLDINGS INC COM 8,100 8,100 New 300,000
MCDONALDS CORP COM 7,707 7,707 New 84,687
CITIGROUP INC COM NEW 7,140 4,261 147.99 139,255
MICROSOFT CORP COM 5,876 1,285 27.99 130,932
CONOCOPHILLIPS COM 5,788 5,788 New 81,995
AT&T INC COM 5,731 406 7.62 165,526
ROI ACQUISITION CORP II UNIT 000018 5,308 New 525,000
HENNESSY CAP ACQUISITION CORP UNIT 000018 5,245 New 500,000
PHILIP MORRIS INTL INC COM 5,149 4,827 1,502.45 58,874
ALLEGHENY TECHNOLOGIES INC COM 5,136 5,136 New 153,992
PROLOGIS INC COM 4,978 603 13.79 123,800
T-MOBILE US INC COM 4,854 2,054 73.33 177,406
BAIDU INC SPON ADR REP A 4,838 -2,394 (33.11) 21,757
HERBALIFE LTD COM USD SHS 4,663 3,913 521.87 88,305
DISH NETWORK CORP CL A 4,520 881 24.20 74,519
ALLERGAN INC COM 4,375 -1,210 (21.67) 23,500
MERCK & CO INC NEW COM 4,337 -2,790 (39.15) 78,660
CUBIST PHARMACEUTICALS INC COM 3,944 1,202 43.83 59,400
DOMTAR CORP COM NEW 3,712 1,886 103.25 100,000