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
ISHARES TR 20+ YR TR BD ETF -12,915 Sold Out 0
SONY CORP ADR NEW 1,768 1,768 New 100,000
APOLLO ED GROUP INC CL A 2,136 New 74,200
DISH NETWORK CORP CL A 3,781 3,781 New 60,000
FACEBOOK INC CL A -36,305 Sold Out 0
FIDELITY NATIONAL FINANCIAL IN CL A -2,814 Sold Out 0
LAMAR ADVERTISING CO CL A 3,276 992 43.44 63,203
LENNAR CORP CL A -1,373 Sold Out 0
MASTERCARD INC CL A 3,106 -16,847 (84.43) 41,008
PANERA BREAD CO CL A -1,470 Sold Out 0
BLACKHAWK NETWORK HLDGS INC CL B 1,770 1,770 New 65,716
FREEPORT-MCMORAN INC CL B 1,786 -6,342 (78.03) 47,009
TWENTY FIRST CENTY FOX INC CL B 15,471 15,471 New 475,000
3M CO COM -2,703 Sold Out 0
ABBOTT LABS COM 235 235 New 5,459
ALLERGAN INC COM 5,102 -5,952 (53.85) 30,000
ALTERA CORP COM 249 249 New 7,432
ALTRIA GROUP INC COM 1,932 -6,505 (77.1) 46,285
AMAZON COM INC COM 11,386 8,167 253.71 35,141
AMERICAN AIRLS GROUP INC COM -3,334 Sold Out 0