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) 808

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

Sector Weighting

Basic Materials 3.08%
Capital Goods 4.06%
Conglomerates 1.85%
Consumer Cyclical 2.24%
Consumer/Non-Cyclical 13.51%
Energy 0.99%
Financial 24.03%
Healthcare 3.75%
Services 14.11%
Technology 18.94%
Transportation 0.06%
Utilities 2.61%

119 Positions as of 06/30/2015

Company Class Value of Shares ($1,000s) Change in Value ($1,000s) Change (%) ▲ Shares Held
ABBVIE INC COM -5,073 Sold Out 0
ALCOA INC COM -2,552 Sold Out 0
ALIBABA GROUP HLDG LTD SPONSORED ADS -3,740 Sold Out 0
AMERICAN INTL GROUP INC COM NEW -8,095 Sold Out 0
BIOMARIN PHARMACEUTICAL INC COM -2,391 Sold Out 0
CTRIP COM INTL LTD AMERICAN DEP SHS -573 Sold Out 0
DAVITA HEALTHCARE PARTNERS INC COM -10,073 Sold Out 0
DISNEY WALT CO COM DISNEY -3,929 Sold Out 0
EXXON MOBIL CORP COM -2,519 Sold Out 0
GENERAL CABLE CORP DEL NEW COM -706 Sold Out 0
GENERAL ELECTRIC CO COM -2,359 Sold Out 0
HARRIS CORP DEL COM -5,095 Sold Out 0
INTELSAT S A COM -2,410 Sold Out 0
INTERNATIONAL GAME TECHNOLOGY SHS USD -4,713 Sold Out 0
ISHARES IBOXX HI YD ETF -5,156 Sold Out 0
ISHARES TR CHINA LG-CAP ETF -7,733 Sold Out 0
ISIS PHARMACEUTICALS INC COM -3,726 Sold Out 0
KLA-TENCOR CORP COM -187 Sold Out 0
LAM RESEARCH CORP COM -532 Sold Out 0
MARKET VECTORS ETF TR GOLD MINER ETF -8,554 Sold Out 0