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 185
New Positions 32
Increased Positions 70
Decreased Positions 108
Positions with Activity 178
Sold Out Positions 83
Total Mkt Value (in $ millions) 1,775

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

Sector Weighting

Basic Materials 4.51%
Capital Goods 0.46%
Conglomerates
Consumer Cyclical 4.25%
Consumer/Non-Cyclical 4.92%
Energy 0.51%
Financial 43.8%
Healthcare 3.69%
Services 14.98%
Technology 17.06%
Transportation 0.24%
Utilities 1.22%

185 Positions as of 12/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
VIRNETX HLDG CORP COM 938 787 522 155,500
ISHARES TR RUSSELL 2000 ETF 757 757 New 6,151
VIPSHOP HLDGS LTD SPONSORED ADR 605 8 1.34 21,150
GOOGLE INC CL C 601 601 New 1,096
KEURIG GREEN MTN INC COM 461 461 New 4,069
SINA CORP ORD 447 -3,879 (89.67) 13,773
ISHARES TR NASDQ BIOTEC ETF 417 417 New 1,201
VERISIGN INC COM 416 416 New 6,272
OREXIGEN THERAPEUTICS INC COM 347 -155 (30.83) 46,000
PEPSICO INC COM 284 -7,845 (96.51) 2,957
EL POLLO LOCO HLDGS INC COM 184 184 New 7,100
ENERGY XXI LTD USD UNRS SHS 165 165 New 45,390
CHESAPEAKE ENERGY CORP COM 160 4 2.70 11,400
CATERPILLAR INC DEL COM 141 141 New 1,764
COMCAST CORP NEW CL A 111 111 New 1,991
APPLIED MICRO CIRCUITS CORP COM NEW 73 -62 (45.98) 14,152
QUALCOMM INC COM 68 68 New 1,021
COMMUNITY HEALTH SYS INC NEW RT 012716 42 New 2,000,000
API TECHNOLOGIES CORP COM NEW 42 -522 (92.58) 22,025
MERCK & CO INC NEW COM 7 -1,773 (99.63) 114