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
ISHARES TR MSCI EMG MKT ETF -104,346 Sold Out 0
ISHARES TR CHINA LG-CAP ETF -57,842 Sold Out 0
DOLLAR GEN CORP NEW COM -36,894 Sold Out 0
MEDTRONIC PLC SHS 7,270 -32,935 (81.92) 93,949
ISHARES TR U.S. REAL ES ETF -23,787 Sold Out 0
SHIRE PLC SPONSORED ADR -18,000 Sold Out 0
GOOGLE INC CL A 1,805 -12,684 (87.54) 3,238
BED BATH & BEYOND INC COM 3,090 -11,902 (79.39) 40,947
JOHNSON & JOHNSON COM -11,862 Sold Out 0
MYLAN N V SHS EURO -10,286 Sold Out 0
JPMORGAN CHASE & CO COM -10,267 Sold Out 0
AMERICAN INTL GROUP INC COM NEW 18,629 -8,944 (32.44) 344,795
AOL INC COM -8,873 Sold Out 0
FACEBOOK INC CL A 18,300 -8,367 (31.38) 219,682
MONSANTO CO NEW COM 28,655 -8,144 (22.13) 254,192
PEPSICO INC COM 284 -7,845 (96.51) 2,957
CENTERPOINT ENERGY INC COM -7,366 Sold Out 0
T MOBILE US INC COM -7,272 Sold Out 0
QIHOO 360 TECHNOLOGY CO LTD ADS -6,722 Sold Out 0
INTERCONTINENTAL EXCHANGE INC COM -6,470 Sold Out 0