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 137
New Positions 39
Increased Positions 58
Decreased Positions 76
Positions with Activity 134
Sold Out Positions 54
Total Mkt Value (in $ millions) 938

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

Sector Weighting

Basic Materials 6.41%
Capital Goods 1.32%
Conglomerates
Consumer Cyclical 2.69%
Consumer/Non-Cyclical 9.21%
Energy 0.65%
Financial 18.13%
Healthcare 5.73%
Services 9.48%
Technology 36.62%
Transportation 0.16%
Utilities 1.56%

137 Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
SPDR S&P 500 ETF TR TR UNIT 3,911 -618,273 (99.37) 19,000
APPLIED MATLS INC COM 3,540 3,540 New 184,208
ORBITZ WORLDWIDE INC COM 3,426 3,426 New 300,000
MICROSOFT CORP COM 3,136 -1,185 (27.42) 71,041
RTI INTL METALS INC COM 3,049 3,049 New 96,717
EXXON MOBIL CORP COM 2,861 702 32.48 34,393
BAKER HUGHES INC COM 2,777 2,777 New 45,000
QUALCOMM INC COM 2,686 2,622 4,100.10 42,883
TIME WARNER CABLE INC COM 2,673 -79,286 (96.74) 15,000
CITRIX SYS INC COM 2,631 -309 (10.5) 37,500
GENERAL ELECTRIC CO COM 2,551 2,551 New 95,992
BIOMARIN PHARMACEUTICAL INC COM 2,530 2,530 New 18,500
ALTRIA GROUP INC COM 2,511 -1,726 (40.73) 51,346
INTELSAT S A COM 2,480 496 25 250,000
DIRECTV COM 2,320 -25,517 (91.67) 25,000
GOLDMAN SACHS GROUP INC COM 2,082 2,082 New 9,972
ADVENT SOFTWARE INC COM 2,047 2,047 New 46,300
ROVI CORP COM 1,830 1,830 New 114,715
RAYONIER INC COM 1,734 -989 (36.32) 67,850
YAHOO INC COM 1,580 -58,808 (97.38) 40,215