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) 722

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

Sector Weighting

Basic Materials 1.53%
Capital Goods 4.2%
Conglomerates
Consumer Cyclical 4.75%
Consumer/Non-Cyclical 2.75%
Energy 3.52%
Financial 12.41%
Healthcare 6.62%
Services 27.72%
Technology 27.57%
Transportation 0%
Utilities 2.43%

170 Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
LENNAR CORP CL A -1,373 Sold Out 0
LIBERTY GLOBAL PLC SHS CL C -4,025 Sold Out 0
LIFEPOINT HOSPITALS INC COM -2,748 Sold Out 0
LILLY ELI & CO COM -604 Sold Out 0
LINKEDIN CORP COM CL A -1,025 Sold Out 0
MASCO CORP COM -218 Sold Out 0
MBIA INC COM -3,267 Sold Out 0
MCDONALDS CORP COM -584 Sold Out 0
MF GLOBAL HLDGS LTD COM -1 Sold Out 0
MGM RESORTS INTERNATIONAL COM -447 Sold Out 0
NABORS INDUSTRIES LTD SHS -461 Sold Out 0
NUANCE COMMUNICATIONS INC COM -4,365 Sold Out 0
NVIDIA CORP COM -2,656 Sold Out 0
OIL CO LUKOIL SPONSORED ADR -8,281 Sold Out 0
PANERA BREAD CO CL A -1,470 Sold Out 0
PATRIOT COAL CORP COM Sold Out 0
PEPSICO INC COM -9,063 Sold Out 0
PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR -3,464 Sold Out 0
POTASH CORP SASK INC COM -8,543 Sold Out 0
POWERSHARES QQQ TRUST UNIT SER 1 -10,119 Sold Out 0