CAPSTONE INVESTMENT ADVISORS, LLC Information

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

Report Date: 12/31/2014

Position Statistics

Total Positions 186
New Positions 33
Increased Positions 71
Decreased Positions 108
Positions with Activity 179
Sold Out Positions 83
Total Mkt Value (in $ millions) 1,878

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

Sector Weighting

Basic Materials 4.45%
Capital Goods 0.44%
Conglomerates
Consumer Cyclical 4.01%
Consumer/Non-Cyclical 4.26%
Energy 0.49%
Financial 42.19%
Healthcare 7.33%
Services 14.67%
Technology 16.74%
Transportation 0.23%
Utilities 1.15%

179 Activity Positions as of 12/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
SPDR S&P 500 ETF TR TR UNIT 635,423 527,183 487.05 3,022,514
APPLE INC COM 256,072 -1,384 (0.54) 1,992,160
TIME WARNER CABLE INC COM 72,445 10,867 17.65 460,000
TRW AUTOMOTIVE HLDGS CORP COM 67,886 67,886 New 649,627
YAHOO INC COM 67,611 1,826 2.78 1,536,970
ALLERGAN INC COM 61,277 51,378 519.05 260,000
SPDR GOLD TRUST GOLD SHS 59,340 28,136 90.17 515,505
CAREFUSION CORP COM 48,200 47,525 7,042.86 800,000
CENTRAL FD CDA LTD CL A 31,574 24,388 339.39 2,607,254
MONSANTO CO NEW COM 30,467 -8,659 (22.13) 254,192
SIGMA ALDRICH CORP COM 27,626 12,432 81.82 200,000
DIRECTV COM 26,484 4,170 18.69 300,000
HERBALIFE LTD COM USD SHS 23,178 16,785 262.55 736,964
INTERNATIONAL GAME TECHNOLOGY COM 22,705 2,149 10.46 1,264,183
LORILLARD INC COM 20,712 15,533 299.91 300,000
AMERICAN INTL GROUP INC COM NEW 19,095 -9,168 (32.44) 344,795
FACEBOOK INC CL A 17,771 -8,126 (31.38) 219,682
COLGATE PALMOLIVE CO COM 16,954 5,182 44.02 239,868
CBS CORP (CLASS B) CL B 16,857 901 5.65 269,878
CLECO CORP NEW COM 16,206 16,206 New 299,010