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 178
New Positions 66
Increased Positions 93
Decreased Positions 79
Positions with Activity 172
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 1.67%
Capital Goods 2.18%
Conglomerates
Consumer Cyclical 2.09%
Consumer/Non-Cyclical 2.03%
Energy 1.68%
Financial 21.47%
Healthcare 10.22%
Services 34.74%
Technology 10.23%
Transportation 0.11%
Utilities 1.07%

178 Positions as of 06/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
VALEANT PHARMACEUTICALS INTL I COM 1,996 -352 (15) 17,000
NEXSTAR BROADCASTING GROUP INC CL A 1,912 1,912 New 43,110
ABBOTT LABS COM 1,890 1,652 694.08 43,349
ELIZABETH ARDEN INC COM 1,879 1,879 New 112,000
SPRINT CORP COM SER 1 1,859 1,655 812.83 270,199
TALISMAN ENERGY INC COM 1,832 -916 (33.33) 200,000
SIRIUS XM HLDGS INC COM 1,785 New 500,000
PENNEY J C INC COM 1,737 -108 (5.87) 169,803
HELIX ENERGY SOLUTIONS GRP INC COM 1,615 1,615 New 65,000
CURRENCYSHARES AUSTRALIAN DLR AUSTRALIAN DOL 1,609 1,609 New 18,000
TESLA MTRS INC COM 1,470 1,470 New 5,667
CEPHEID COM 1,466 -421 (22.33) 33,400
EMERSON ELEC CO COM 1,333 1,333 New 20,500
DANAHER CORP DEL COM 1,300 1,300 New 16,366
ALTRIA GROUP INC COM 1,286 -796 (38.22) 28,593
TWENTY FIRST CENTY FOX INC CL A 1,226 1,226 New 34,870
FINISAR CORP COM NEW 1,190 -1,900 (61.48) 65,300
MORGAN STANLEY COM NEW 1,177 1,177 New 32,900
RESTORATION HARDWARE HLDGS INC COM 1,133 1,133 New 14,600
AKAMAI TECHNOLOGIES INC COM 1,124 1,124 New 18,000