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 136
New Positions 37
Increased Positions 56
Decreased Positions 77
Positions with Activity 133
Sold Out Positions 55
Total Mkt Value (in $ millions) 864

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

Sector Weighting

Basic Materials 6.93%
Capital Goods 1.3%
Conglomerates
Consumer Cyclical 2.95%
Consumer/Non-Cyclical 9.78%
Energy 0.69%
Financial 18.93%
Healthcare 5.34%
Services 4.77%
Technology 38.85%
Transportation 0.15%
Utilities 1.69%

136 Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
REYNOLDS AMERICAN INC COM 1,404 -5,974 (80.97) 16,605
HORNBECK OFFSHORE SVCS INC NEW COM 1,323 65 5.19 75,000
KINDER MORGAN INC DEL COM 1,145 1,145 New 32,500
SANDISK CORP COM 1,134 1,134 New 18,750
SCRIPPS E W CO OHIO CL A NEW 1,128 New 51,760
WYNN RESORTS LTD COM 918 -5,049 (84.62) 9,556
NETFLIX INC COM 899 899 New 8,400
GENERAL CABLE CORP DEL NEW COM 803 803 New 50,000
OFFICE DEPOT INC COM 800 800 New 100,000
ADOBE SYS INC COM 629 629 New 7,843
CTRIP COM INTL LTD AMERICAN DEP SHS 617 -816 (56.96) 8,748
LAM RESEARCH CORP COM 581 581 New 7,484
PEPSICO INC COM 539 253 88.74 5,581
CHESAPEAKE ENERGY CORP COM 412 307 294.74 45,000
INTEL CORP COM 305 305 New 10,511
CBS CORP (CLASS B) CL B 245 -13,954 (98.28) 4,648
KLA-TENCOR CORP COM 199 199 New 3,849
OREXIGEN THERAPEUTICS INC COM 162 -18 (10) 41,400
MEDTRONIC PLC SHS 37 -7,280 (99.49) 476
COMMUNITY HEALTH SYS INC NEW RT 012716 32 New 2,000,000