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%

139 Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
DISNEY WALT CO COM DISNEY 4,252 -3,219 (43.09) 38,560
LORILLARD INC COM 4,110 -17,493 (80.97) 57,081
ILLUMINA INC COM 4,059 New 19,800
SPDR S&P 500 ETF TR TR UNIT 4,047 -639,718 (99.37) 19,000
APPLIED MATLS INC COM 3,710 3,710 New 184,208
RTI INTL METALS INC COM 3,536 3,536 New 96,717
ORBITZ WORLDWIDE INC COM 3,441 3,441 New 300,000
MICROSOFT CORP COM 3,332 -1,259 (27.42) 71,041
QUALCOMM INC COM 2,981 2,910 4,100.10 42,883
EXXON MOBIL CORP COM 2,976 730 32.48 34,393
BAKER HUGHES INC COM 2,949 2,949 New 45,000
GENERAL ELECTRIC CO COM 2,657 2,657 New 95,992
ALTRIA GROUP INC COM 2,630 -1,807 (40.73) 51,346
INTELSAT S A COM 2,620 524 25 250,000
TIME WARNER CABLE INC COM 2,568 -76,175 (96.74) 15,000
CITRIX SYS INC COM 2,460 -289 (10.5) 37,500
BIOMARIN PHARMACEUTICAL INC COM 2,353 2,353 New 18,500
DIRECTV COM 2,289 -25,182 (91.67) 25,000
GOLDMAN SACHS GROUP INC COM 2,072 2,072 New 9,972
ADVENT SOFTWARE INC COM 2,027 2,027 New 46,300