CAPSTONE INVESTMENT ADVISORS, LLC Information

7 WORLD TRADE CENTER, NEW YORK, New York, 10007, (212) 232-1420

Report Date: 06/30/2015

Position Statistics

Total Positions 119
New Positions 39
Increased Positions 62
Decreased Positions 49
Positions with Activity 111
Sold Out Positions 29
Total Mkt Value (in $ millions) 798

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

Sector Weighting

Basic Materials 3.12%
Capital Goods 4.03%
Conglomerates 1.87%
Consumer Cyclical 2.26%
Consumer/Non-Cyclical 13.4%
Energy 0.99%
Financial 24.11%
Healthcare 3.78%
Services 14.16%
Technology 18.6%
Transportation 0.06%
Utilities 2.63%

119 Positions as of 06/30/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
GENERAL ELECTRIC CO COM -2,292 Sold Out 0
HARRIS CORP DEL COM -5,048 Sold Out 0
INTELSAT S A COM -2,398 Sold Out 0
INTERNATIONAL GAME TECHNOLOGY SHS USD -4,576 Sold Out 0
ISHARES IBOXX HI YD ETF -5,135 Sold Out 0
ISHARES TR CHINA LG-CAP ETF -7,646 Sold Out 0
ISIS PHARMACEUTICALS INC COM -3,510 Sold Out 0
KLA-TENCOR CORP COM -185 Sold Out 0
LAM RESEARCH CORP COM -521 Sold Out 0
MARKET VECTORS ETF TR GOLD MINER ETF -8,579 Sold Out 0
MEDTRONIC PLC SHS -33 Sold Out 0
ON SEMICONDUCTOR CORP COM -5,622 Sold Out 0
REYNOLDS AMERICAN INC COM -1,356 Sold Out 0
ROVI CORP COM -1,196 Sold Out 0
SANDISK CORP COM -990 Sold Out 0
SCRIPPS E W CO OHIO CL A NEW -867 Sold Out 0
SPDR S&P 500 ETF TR TR UNIT -3,644 Sold Out 0
SPRINT CORP COM SER 1 -12 Sold Out 0
WYNN RESORTS LTD COM -678 Sold Out 0