CAPSTONE INVESTMENT ADVISORS, LLC Information

7 WORLD TRADE CENTER, NEW YORK, New York, 10007, (212) 232-1420

Report Date: 09/30/2014

Position Statistics

Total Positions 198
New Positions 74
Increased Positions 111
Decreased Positions 78
Positions with Activity 189
Sold Out Positions 43
Total Mkt Value (in $ millions) 1,386

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

Sector Weighting

Basic Materials 4.2%
Capital Goods 1.2%
Conglomerates
Consumer Cyclical 0.61%
Consumer/Non-Cyclical 3.17%
Energy 0.94%
Financial 31.04%
Healthcare 4.49%
Services 21.56%
Technology 22.67%
Transportation 0%
Utilities 1.44%

198 Positions as of 09/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
DANAHER CORP DEL COM 568 -817 (59.01) 6,709
SCHLUMBERGER LTD COM 560 -176 (23.91) 6,620
MERRIMACK PHARMACEUTICALS INC COM 539 -6 (1.1) 54,109
VIPSHOP HLDGS LTD SPONSORED ADR 495 -209 (29.73) 20,870
ACCENTURE PLC IRELAND SHS CLASS A 483 483 New 5,605
PERRIGO CO PLC SHS 433 433 New 2,775
CTRIP COM INTL LTD AMERICAN DEP SHS 431 431 New 8,719
UNITEDHEALTH GROUP INC COM 423 -700 (62.36) 3,842
WEB COM GROUP INC COM 413 413 New 25,000
PNC FINL SVCS GROUP INC COM 396 146 58.38 4,631
SPDR SERIES TRUST S&P OILGAS EXP 394 272 221.68 8,293
WHOLE FOODS MKT INC COM 382 382 New 7,190
OREXIGEN THERAPEUTICS INC COM 377 377 New 66,500
METLIFE INC COM 371 332 845.83 7,718
PHILIP MORRIS INTL INC COM 353 -4,451 (92.65) 4,325
CHEVRON CORP NEW COM 320 320 New 2,957
US BANCORP DEL COM NEW 301 301 New 6,996
NETFLIX INC COM 277 277 New 610
E M C CORP MASS COM 277 277 New 10,105
DEX MEDIA INC NEW COM 268 268 New 35,000