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 179
New Positions 67
Increased Positions 94
Decreased Positions 79
Positions with Activity 173
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 1.68%
Capital Goods 2.28%
Conglomerates
Consumer Cyclical 2.18%
Consumer/Non-Cyclical 2.11%
Energy 1.75%
Financial 21.39%
Healthcare 9.85%
Services 34.44%
Technology 10.82%
Transportation 0.1%
Utilities 1.08%

179 Positions as of 06/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
CHIPMOS TECH BERMUDA LTD SHS 663 -869 (56.73) 27,697
API TECHNOLOGIES CORP COM NEW 647 2 .34 296,989
TW TELECOM INC COM 616 616 New 15,000
VIPSHOP HLDGS LTD SPONSORED ADR 584 584 New 2,970
DEERE & CO COM 543 543 New 6,457
COLGATE PALMOLIVE CO COM 507 507 New 7,826
MASTEC INC COM 486 486 New 15,924
THERMO FISHER SCIENTIFIC INC COM 469 469 New 3,900
NIKE INC CL B 460 460 New 5,855
MCKESSON CORP COM 393 393 New 2,013
MERRIMACK PHARMACEUTICALS INC COM 382 382 New 54,709
OCCIDENTAL PETE CORP DEL COM 374 374 New 3,606
ISHARES TR TRANS AVG ETF 307 307 New 2,037
CVS CAREMARK CORPORATION COM 278 278 New 3,500
FLUIDIGM CORP DEL COM 272 272 New 10,000
PNC FINL SVCS GROUP INC COM 248 248 New 2,924
AMERICAN EXPRESS CO COM 245 245 New 2,740
ISHARES TR CHINA LG-CAP ETF 226 226 New 5,577
SEVENTY SEVEN ENERGY INC COM 223 223 New 9,500
SPDR SERIES TRUST S&P OILGAS EXP 204 204 New 2,578