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 184
New Positions 31
Increased Positions 69
Decreased Positions 108
Positions with Activity 177
Sold Out Positions 83
Total Mkt Value (in $ millions) 1,792

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

Sector Weighting

Basic Materials 4.71%
Capital Goods 0.47%
Conglomerates
Consumer Cyclical 4.19%
Consumer/Non-Cyclical 4.83%
Energy 0.54%
Financial 44.31%
Healthcare 3.49%
Services 13.79%
Technology 17.39%
Transportation 0.25%
Utilities 1.2%

184 Positions as of 12/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
COLGATE PALMOLIVE CO COM 16,234 4,962 44.02 239,868
CLECO CORP NEW COM 16,233 16,233 New 299,010
AMAZON COM INC COM 12,881 7,749 150.98 30,461
SUSQUEHANNA BANCSHARES INC PA COM 10,818 10,818 New 800,162
ISHARES TR MSCI EAFE ETF 10,106 6,839 209.31 150,281
LABORATORY CORP AMER HLDGS COM NEW 9,651 9,651 New 80,580
SPDR SERIES TRUST S&P OILGAS EXP 8,936 8,482 1,868.05 163,210
PROCTER & GAMBLE CO COM 8,893 413 4.87 110,758
BECTON DICKINSON & CO COM 8,839 8,715 7,044.83 62,160
DRESSER-RAND GROUP INC COM 8,286 -2,072 (20) 100,000
FAMILY DLR STORES INC COM 7,853 7,853 New 100,003
ISIS PHARMACEUTICALS INC COM 7,753 7,753 New 133,124
PRICELINE GRP INC COM NEW 7,665 5,332 228.53 6,081
DISNEY WALT CO COM DISNEY 7,488 7,488 New 67,756
MARKET VECTORS ETF TR GOLD MINER ETF 7,424 -3,463 (31.81) 366,278
MEDTRONIC PLC SHS 7,103 -32,178 (81.92) 93,949
WYNN RESORTS LTD COM 7,003 7,003 New 62,133
ORACLE CORP COM 6,842 6,842 New 154,207
BLUE BIRD CORP COM 6,070 6,070 New 500,000
ROI ACQUISITION CORP II UNIT 091718 5,334 New 525,000