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) 713

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

Sector Weighting

Basic Materials 1.57%
Capital Goods 4.31%
Conglomerates
Consumer Cyclical 4.68%
Consumer/Non-Cyclical 2.84%
Energy 3.47%
Financial 12.44%
Healthcare 6.5%
Services 28.12%
Technology 27.15%
Transportation 0%
Utilities 2.46%

170 Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
APOLLO ED GROUP INC CL A 2,196 New 74,200
CEPHEID COM 2,081 2,081 New 43,000
DOMTAR CORP COM NEW 2,072 2,072 New 49,200
ALTRIA GROUP INC COM 2,010 -6,769 (77.1) 46,285
CHINA MOBILE LIMITED SPONSORED ADR 1,928 1,928 New 38,776
FREEPORT-MCMORAN COPPER & GOLD COM 1,820 -6,462 (78.03) 47,009
ARCHER DANIELS MIDLAND CO COM 1,812 -17,713 (90.72) 37,874
GILEAD SCIENCES INC COM 1,783 1,783 New 20,100
BLACKHAWK NETWORK HLDGS INC CL B 1,754 1,754 New 65,716
SIRIUS XM HLDGS INC COM 1,690 1,690 New 500,000
SONY CORP ADR NEW 1,666 1,666 New 100,000
PENNEY J C INC COM 1,579 1,579 New 180,400
CHIPMOS TECH BERMUDA LTD SHS 1,548 2 .10 64,007
E M C CORP MASS COM 1,534 1,534 New 57,600
INTERNATIONAL GAME TECHNOLOGY COM 1,526 -891 (36.87) 100,000
RAYONIER INC COM 1,524 1,524 New 43,400
EMERALD OIL INC COM NEW 1,518 1,518 New 216,500
GLOBAL EAGLE ENTMT INC WT EXP 013118 1,400 New 350,000
TARGET CORP COM 1,360 1,360 New 22,665
STARWOOD WAYPOINT RESIDENTL TR COM SHS 1,346 -1,828 (57.58) 50,900