CAPSTONE INVESTMENT ADVISORS, LLC Information

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

Report Date: 06/30/2015

Position Statistics

Total Positions 119
New Positions 39
Increased Positions 62
Decreased Positions 49
Positions with Activity 111
Sold Out Positions 29
Total Mkt Value (in $ millions) 798

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

Sector Weighting

Basic Materials 3.12%
Capital Goods 4.03%
Conglomerates 1.87%
Consumer Cyclical 2.26%
Consumer/Non-Cyclical 13.4%
Energy 0.99%
Financial 24.11%
Healthcare 3.78%
Services 14.16%
Technology 18.6%
Transportation 0.06%
Utilities 2.63%

62 INCREASED Positions as of 06/30/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ISHARES TR MSCI EAFE ETF 71,708 33,212 86.27 1,237,196
HERBALIFE LTD COM USD SHS 61,651 3,691 6.37 1,116,466
CENTRAL FD CDA LTD CL A 35,410 9,579 37.08 3,221,986
BROADCOM CORP CL A 29,928 29,928 New 600,000
AT&T INC COM 29,046 27,517 1,800 898,700
CITY NATL CORP COM 28,501 6,941 32.19 330,483
UNITED TECHNOLOGIES CORP COM 25,939 20,090 343.42 289,115
NETFLIX INC COM 21,031 20,142 2,266.67 198,800
HOSPIRA INC COM 20,241 2,249 12.50 225,000
COCA COLA ENTERPRISES INC NEW COM 19,821 19,821 New 389,174
CLECO CORP NEW COM 18,662 5,412 40.85 350,000
YAHOO INC COM 17,903 16,632 1,308.77 566,538
ISHARES TR MSCI EMG MKT ETF 17,265 124 .72 530,740
WALGREENS BOOTS ALLIANCE INC COM 15,216 3,340 28.12 176,853
KYTHERA BIOPHARMACEUTICALS INC COM 14,936 14,936 New 200,000
ALTERA CORP COM 14,466 14,466 New 300,000
VIDEOCON D2H LTD ADR 10,720 10,720 New 1,000,000
BB&T CORP COM 10,568 3,166 42.78 299,124
CITIGROUP INC COM NEW 8,871 7,502 547.68 174,154
PERRIGO CO PLC SHS 8,076 8,076 New 45,000