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) 982

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

Sector Weighting

Basic Materials 6.16%
Capital Goods 2.09%
Conglomerates
Consumer Cyclical 2.81%
Consumer/Non-Cyclical 8.81%
Energy 0.66%
Financial 17.88%
Healthcare 5.58%
Services 10.28%
Technology 36.3%
Transportation 0.17%
Utilities 1.51%

139 Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
WALGREENS BOOTS ALLIANCE INC COM 11,849 11,849 New 138,033
SUSQUEHANNA BANCSHARES INC PA COM 11,502 388 3.49 828,091
DAVITA HEALTHCARE PARTNERS INC COM 11,235 11,235 New 134,098
ISHARES TR CHINA LG-CAP ETF 10,875 10,875 New 223,040
PROCTER & GAMBLE CO COM 9,305 622 7.17 118,698
ON SEMICONDUCTOR CORP COM 8,085 4,581 130.75 609,740
AMERICAN INTL GROUP INC COM NEW 8,028 -12,181 (60.28) 136,967
UNITED TECHNOLOGIES CORP COM 7,640 7,640 New 65,201
DRESSER-RAND GROUP INC COM 7,614 -846 (10) 90,000
INTERNATIONAL BUSINESS MACHS COM 6,731 3,353 99.27 39,676
MARVELL TECHNOLOGY GROUP LTD ORD 6,344 1,660 35.44 453,488
ISHARES IBOXX HI YD ETF 5,455 5,455 New 60,000
HARRIS CORP DEL COM 5,358 5,358 New 67,631
ROI ACQUISITION CORP II COM 5,266 5,266 New 525,000
CEMEX SAB DE CV SPON ADR NEW 5,215 5,215 New 560,801
FACEBOOK INC CL A 5,176 -12,220 (70.25) 65,367
JOHNSON & JOHNSON COM 5,102 5,102 New 50,953
ALIBABA GROUP HLDG LTD SPONSORED ADS 5,097 5,097 New 57,059
INTERNATIONAL GAME TECHNOLOGY SHS USD 5,035 876 21.05 278,358
ISIS PHARMACEUTICALS INC COM 4,847 -4,115 (45.92) 72,000