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 172
New Positions 56
Increased Positions 83
Decreased Positions 82
Positions with Activity 165
Sold Out Positions 57
Total Mkt Value (in $ millions) 727

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

Sector Weighting

Basic Materials 1.63%
Capital Goods 4.15%
Conglomerates
Consumer Cyclical 4.32%
Consumer/Non-Cyclical 9.04%
Energy 2.98%
Financial 11.73%
Healthcare 6.73%
Services 26.87%
Technology 23.69%
Transportation 0%
Utilities 2.41%

172 Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
CHIPMOS TECH BERMUDA LTD SHS 1,392 1 .10 64,007
TARGET CORP COM 1,367 1,367 New 22,665
ISHARES NASDQ BIOTEC ETF 1,080 1,080 New 4,600
ROCKWOOD HLDGS INC COM 1,018 1,018 New 13,886
JOS A BANK CLOTHIERS INC COM 966 966 New 15,000
OUTERWALL INC COM 946 946 New 13,900
WELLS FARGO & CO NEW COM 933 274 41.56 18,952
KRISPY KREME DOUGHNUTS INC COM 893 893 New 50,000
INTERMUNE INC COM 848 848 New 27,500
MICRON TECHNOLOGY INC COM 835 835 New 31,899
HERBALIFE LTD COM USD SHS 828 -2,528 (75.32) 14,200
MONSTER WORLDWIDE INC COM 805 -1,289 (61.57) 115,300
SAP AG SPON ADR 753 753 New 9,441
JIVE SOFTWARE INC COM 736 442 150 100,000
API TECHNOLOGIES CORP COM NEW 734 New 295,989
ENERGY XXI BERMUDA LTD USD UNRS SHS 648 648 New 27,500
TAKE-TWO INTERACTIVE SOFTWARE COM 630 -9,994 (94.07) 30,200
EXELIXIS INC COM 531 531 New 148,300
HARVEST NATURAL RESOURCES INC COM 516 195 60.66 111,500
BRISTOL MYERS SQUIBB CO COM 515 515 New 10,100