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) 708

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

Sector Weighting

Basic Materials 1.51%
Capital Goods 4.2%
Conglomerates
Consumer Cyclical 4.69%
Consumer/Non-Cyclical 2.7%
Energy 3.45%
Financial 12.15%
Healthcare 6.64%
Services 27.83%
Technology 27.52%
Transportation 0%
Utilities 2.48%

170 Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
VISA INC COM CL A 402 -2,953 (88.01) 1,906
ANADARKO PETE CORP COM 310 310 New 2,900
PHILIP MORRIS INTL INC COM 301 301 New 3,674
CAPITAL ONE FINL CORP COM 255 255 New 3,200
ALTERA CORP COM 243 243 New 7,432
STARBUCKS CORP COM 233 -16 (6.25) 3,000
ABBOTT LABS COM 230 230 New 5,459
VERISIGN INC COM 229 -92 (28.65) 4,236
SPRINT CORP COM SER 1 218 218 New 29,600
PHILLIPS 66 COM 211 211 New 2,600
SANOFI CONTGNT VAL RT 135 New 300,000
COMMUNITY HEALTH SYS INC NEW RT 012716 110 110 New 2,000,000
IRON MTN INC COM 55 55 New 1,628
3M CO COM -2,624 Sold Out 0
AMERICAN AIRLS GROUP INC COM -3,108 Sold Out 0
AUTOZONE INC COM -939 Sold Out 0
C H ROBINSON WORLDWIDE INC COM NEW -3,671 Sold Out 0
CARDTRONICS INC COM -2,596 Sold Out 0
CELGENE CORP COM -307 Sold Out 0
COOPER TIRE & RUBR CO COM -1,681 Sold Out 0