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) 860

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

Sector Weighting

Basic Materials 6.96%
Capital Goods 1.32%
Conglomerates
Consumer Cyclical 3.19%
Consumer/Non-Cyclical 9.58%
Energy 0.67%
Financial 18.98%
Healthcare 5.39%
Services 4.81%
Technology 38.57%
Transportation 0.16%
Utilities 1.7%

136 Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
SPRINT CORP COM SER 1 8 8 New 2,328
AKAMAI TECHNOLOGIES INC COM -1,181 Sold Out 0
ALBEMARLE CORP COM -15,062 Sold Out 0
ALLERGAN PLC SHS -31,710 Sold Out 0
AMAZON COM INC COM -16,332 Sold Out 0
API TECHNOLOGIES CORP COM NEW -52 Sold Out 0
APPLIED MICRO CIRCUITS CORP COM NEW -88 Sold Out 0
BECTON DICKINSON & CO COM -9,458 Sold Out 0
BED BATH & BEYOND INC COM -2,671 Sold Out 0
BLUE BIRD CORP COM -6,555 Sold Out 0
CATERPILLAR INC DEL COM -139 Sold Out 0
CEPHEID COM -2,174 Sold Out 0
CHEMOURS CO COM -157 Sold Out 0
CINCINNATI BELL INC NEW COM -3,324 Sold Out 0
COMCAST CORP NEW CL A -124 Sold Out 0
DU PONT E I DE NEMOURS & CO COM -4,002 Sold Out 0
EL POLLO LOCO HLDGS INC COM -133 Sold Out 0
ENERGY XXI LTD USD UNRS SHS -80 Sold Out 0
GOOGLE INC CL C -686 Sold Out 0
GOOGLE INC CL A -2,129 Sold Out 0