CAPSTONE INVESTMENT ADVISORS, LLC Information

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

Report Date: 03/31/2015

Position Statistics

Total Positions 139
New Positions 40
Increased Positions 59
Decreased Positions 77
Positions with Activity 136
Sold Out Positions 54
Total Mkt Value (in $ millions) 1,002

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

Sector Weighting

Basic Materials 6.04%
Capital Goods 3.71%
Conglomerates
Consumer Cyclical 2.72%
Consumer/Non-Cyclical 8.64%
Energy 0.66%
Financial 17.86%
Healthcare 5.46%
Services 10.13%
Technology 35.51%
Transportation 0.17%
Utilities 1.49%

54 Sold Out Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ACTAVIS PLC SHS -28,857 Sold Out 0
AKAMAI TECHNOLOGIES INC COM -1,196 Sold Out 0
ALBEMARLE CORP COM -17,194 Sold Out 0
AMAZON COM INC COM -13,026 Sold Out 0
API TECHNOLOGIES CORP COM NEW -47 Sold Out 0
APPLIED MICRO CIRCUITS CORP COM NEW -91 Sold Out 0
BECTON DICKINSON & CO COM -8,823 Sold Out 0
BED BATH & BEYOND INC COM -2,938 Sold Out 0
BLUE BIRD CORP COM -6,285 Sold Out 0
CATERPILLAR INC DEL COM -156 Sold Out 0
CEPHEID COM -2,217 Sold Out 0
CINCINNATI BELL INC NEW COM -3,043 Sold Out 0
COMCAST CORP NEW CL A -115 Sold Out 0
DU PONT E I DE NEMOURS & CO COM -5,080 Sold Out 0
EL POLLO LOCO HLDGS INC COM -160 Sold Out 0
ENERGY XXI LTD USD UNRS SHS -157 Sold Out 0
GOOGLE INC CL C -592 Sold Out 0
GOOGLE INC CL A -1,796 Sold Out 0
HALLIBURTON CO COM -2,828 Sold Out 0
HUDSON CITY BANCORP COM -4,334 Sold Out 0