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 138
New Positions 39
Increased Positions 58
Decreased Positions 77
Positions with Activity 135
Sold Out Positions 55
Total Mkt Value (in $ millions) 942

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

Sector Weighting

Basic Materials 6.39%
Capital Goods 1.3%
Conglomerates
Consumer Cyclical 2.65%
Consumer/Non-Cyclical 9.27%
Energy 0.64%
Financial 18.08%
Healthcare 5.72%
Services 9.5%
Technology 36.75%
Transportation 0.16%
Utilities 1.55%

138 Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) Change in Value ($1,000s) Change (%) ▲ Shares Held
AKAMAI TECHNOLOGIES INC COM -1,077 Sold Out 0
ALBEMARLE CORP COM -15,293 Sold Out 0
ALLERGAN PLC SHS -29,447 Sold Out 0
AMAZON COM INC COM -13,333 Sold Out 0
API TECHNOLOGIES CORP COM NEW -50 Sold Out 0
APPLIED MICRO CIRCUITS CORP COM NEW -93 Sold Out 0
BECTON DICKINSON & CO COM -8,900 Sold Out 0
BED BATH & BEYOND INC COM -2,827 Sold Out 0
BLUE BIRD CORP COM -6,425 Sold Out 0
CATERPILLAR INC DEL COM -149 Sold Out 0
CEPHEID COM -2,269 Sold Out 0
CHEMOURS CO COM -237 Sold Out 0
CINCINNATI BELL INC NEW COM -3,205 Sold Out 0
COMCAST CORP NEW CL A -124 Sold Out 0
DU PONT E I DE NEMOURS & CO COM -4,305 Sold Out 0
EL POLLO LOCO HLDGS INC COM -145 Sold Out 0
ENERGY XXI LTD USD UNRS SHS -105 Sold Out 0
GOOGLE INC CL C -574 Sold Out 0
GOOGLE INC CL A -1,772 Sold Out 0
HALLIBURTON CO COM -2,582 Sold Out 0