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 118
New Positions 39
Increased Positions 61
Decreased Positions 49
Positions with Activity 110
Sold Out Positions 29
Total Mkt Value (in $ millions) 787

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

Sector Weighting

Basic Materials 3.17%
Capital Goods 4.18%
Conglomerates 1.9%
Consumer Cyclical 2.32%
Consumer/Non-Cyclical 13.97%
Energy 1.01%
Financial 24.69%
Healthcare 1.26%
Services 14.43%
Technology 19.3%
Transportation 0.06%
Utilities 2.68%

118 Positions as of 06/30/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
HARRIS CORP DEL COM -5,123 Sold Out 0
INTELSAT S A COM -2,405 Sold Out 0
INTERNATIONAL GAME TECHNOLOGY SHS USD -4,724 Sold Out 0
ISHARES IBOXX HI YD ETF -5,163 Sold Out 0
ISHARES TR CHINA LG-CAP ETF -7,777 Sold Out 0
ISIS PHARMACEUTICALS INC COM -3,713 Sold Out 0
KLA-TENCOR CORP COM -188 Sold Out 0
LAM RESEARCH CORP COM -537 Sold Out 0
MARKET VECTORS ETF TR GOLD MINER ETF -8,397 Sold Out 0
MEDTRONIC PLC SHS -33 Sold Out 0
ON SEMICONDUCTOR CORP COM -6,012 Sold Out 0
REYNOLDS AMERICAN INC COM -1,402 Sold Out 0
ROVI CORP COM -1,246 Sold Out 0
SANDISK CORP COM -1,015 Sold Out 0
SCRIPPS E W CO OHIO CL A NEW -863 Sold Out 0
SPDR S&P 500 ETF TR TR UNIT -3,715 Sold Out 0
SPRINT CORP COM SER 1 -12 Sold Out 0
WYNN RESORTS LTD COM -705 Sold Out 0