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 200
New Positions 75
Increased Positions 112
Decreased Positions 79
Positions with Activity 191
Sold Out Positions 43
Total Mkt Value (in $ millions) 1,429

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

Sector Weighting

Basic Materials 4.16%
Capital Goods 1.19%
Conglomerates
Consumer Cyclical 0.59%
Consumer/Non-Cyclical 3.27%
Energy 0.97%
Financial 29.51%
Healthcare 8.52%
Services 21.32%
Technology 23.32%
Transportation 0%
Utilities 1.39%

200 Positions as of 09/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ON SEMICONDUCTOR CORP COM 3,090 -1,027 (24.95) 303,800
AECOM TECHNOLOGY CORP DELAWARE COM 3,040 3,040 New 100,000
HOME DEPOT INC COM 3,027 3,027 New 29,175
ISHARES TR MSCI EAFE ETF 3,003 3,003 New 48,586
MASTERCARD INC CL A 2,998 -377 (11.17) 34,208
RAYONIER INC COM 2,896 745 34.61 102,300
NVIDIA CORP COM 2,817 2,817 New 136,400
CINCINNATI BELL INC NEW COM 2,624 164 6.67 800,000
SEARS HLDGS CORP COM 2,473 2,473 New 75,100
SHUTTERFLY INC COM 2,412 2,412 New 56,603
COMVERSE INC COM 2,340 -262 (10.08) 120,140
DYNEGY INC NEW DEL COM 2,198 2,198 New 75,000
ABBOTT LABS COM 2,136 154 7.76 46,714
PFIZER INC COM 2,129 2,129 New 67,681
PRICELINE GRP INC COM NEW 2,124 -9,133 (81.13) 1,851
PROLOGIS INC COM 2,022 -3,361 (62.44) 46,500
ISHARES MSCI BRZ CAP ETF 1,982 1,982 New 54,340
TEXAS INSTRS INC COM 1,870 982 110.70 34,134
B/E AEROSPACE INC COM 1,830 58 3.30 31,200
CITRIX SYS INC COM 1,778 1,778 New 27,500