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 170
New Positions 55
Increased Positions 81
Decreased Positions 82
Positions with Activity 163
Sold Out Positions 57
Total Mkt Value (in $ millions) 722

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 4.17%
Conglomerates
Consumer Cyclical 4.75%
Consumer/Non-Cyclical 2.75%
Energy 3.49%
Financial 12.33%
Healthcare 6.6%
Services 27.67%
Technology 27.82%
Transportation 0%
Utilities 2.43%

170 Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
CHINA MOBILE LIMITED SPONSORED ADR 2,130 2,130 New 38,776
APOLLO ED GROUP INC CL A 2,084 New 74,200
ALTRIA GROUP INC COM 1,928 -6,491 (77.1) 46,285
DOMTAR CORP COM NEW 1,900 1,900 New 49,200
GILEAD SCIENCES INC COM 1,838 1,838 New 20,100
ARCHER DANIELS MIDLAND CO COM 1,821 -17,794 (90.72) 37,874
FREEPORT-MCMORAN INC CL B 1,789 -6,354 (78.03) 47,009
BLACKHAWK NETWORK HLDGS INC CL B 1,776 1,776 New 65,716
SONY CORP ADR NEW 1,771 1,771 New 100,000
INTERNATIONAL GAME TECHNOLOGY COM 1,716 -1,002 (36.87) 100,000
E M C CORP MASS COM 1,709 1,709 New 57,600
EMERALD OIL INC COM NEW 1,700 1,700 New 216,500
SIRIUS XM HLDGS INC COM 1,690 1,690 New 500,000
CEPHEID COM 1,685 1,685 New 43,000
PENNEY J C INC COM 1,663 1,663 New 180,400
RAYONIER INC COM 1,539 1,539 New 43,400
CHIPMOS TECH BERMUDA LTD SHS 1,511 2 .10 64,007
TARGET CORP COM 1,367 1,367 New 22,665
STARWOOD WAYPOINT RESIDENTL TR COM SHS 1,351 -1,835 (57.58) 50,900
GLOBAL EAGLE ENTMT INC WT EXP 013118 1,260 New 350,000