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) 723

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

Sector Weighting

Basic Materials 1.56%
Capital Goods 4.27%
Conglomerates
Consumer Cyclical 4.68%
Consumer/Non-Cyclical 2.76%
Energy 3.54%
Financial 12.53%
Healthcare 6.54%
Services 27.91%
Technology 27.34%
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 20+ YR TR BD ETF -12,860 Sold Out 0
SONY CORP ADR NEW 1,689 1,689 New 100,000
APOLLO ED GROUP INC CL A 2,172 New 74,200
DISH NETWORK CORP CL A 3,819 3,819 New 60,000
FACEBOOK INC CL A -34,422 Sold Out 0
FIDELITY NATIONAL FINANCIAL IN CL A -2,814 Sold Out 0
LAMAR ADVERTISING CO CL A 3,273 991 43.44 63,203
LENNAR CORP CL A -1,448 Sold Out 0
MASTERCARD INC CL A 3,188 -17,290 (84.43) 41,008
PANERA BREAD CO CL A -1,480 Sold Out 0
BLACKHAWK NETWORK HLDGS INC CL B 1,784 1,784 New 65,716
FREEPORT-MCMORAN INC CL B 1,812 -6,436 (78.03) 47,009
TWENTY FIRST CENTY FOX INC CL B 15,319 15,319 New 475,000
3M CO COM -2,695 Sold Out 0
ABBOTT LABS COM 235 235 New 5,459
ALLERGAN INC COM 5,173 -6,035 (53.85) 30,000
ALTERA CORP COM 250 250 New 7,432
ALTRIA GROUP INC COM 1,931 -6,502 (77.1) 46,285
AMAZON COM INC COM 12,585 9,027 253.71 35,141
AMERICAN AIRLS GROUP INC COM -3,466 Sold Out 0