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) 719

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 4.17%
Conglomerates
Consumer Cyclical 4.35%
Consumer/Non-Cyclical 9.13%
Energy 3.02%
Financial 11.71%
Healthcare 6.46%
Services 26.86%
Technology 23.73%
Transportation 0%
Utilities 2.43%

172 Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
CELGENE CORP COM -249 Sold Out 0
COOPER TIRE & RUBR CO COM -1,449 Sold Out 0
CURRENCYSHARES EURO TR EURO SHS -10,133 Sold Out 0
DANAHER CORP DEL COM -364 Sold Out 0
DEERE & CO COM -5,076 Sold Out 0
DEUTSCHE BANK AG NAMEN AKT -242 Sold Out 0
ELLIE MAE INC COM -884 Sold Out 0
EXPEDIA INC DEL COM NEW -435 Sold Out 0
FACEBOOK INC CL A -28,459 Sold Out 0
FEDEX CORP COM -1,356 Sold Out 0
FIDELITY NATIONAL FINANCIAL IN CL A -2,688 Sold Out 0
FIRSTENERGY CORP COM -672 Sold Out 0
GOLDCORP INC NEW COM -2,477 Sold Out 0
HEWLETT PACKARD CO COM -991 Sold Out 0
HOME DEPOT INC COM -7,573 Sold Out 0
INTERNATIONAL BUSINESS MACHS COM -22,529 Sold Out 0
ISHARES 20+ YR TR BD ETF -12,287 Sold Out 0
ISHARES MSCI BRZ CAP ETF -1,620 Sold Out 0
ISHARES SILVER TRUST ISHARES -4,977 Sold Out 0
JOHNSON & JOHNSON COM -845 Sold Out 0