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 137
New Positions 39
Increased Positions 58
Decreased Positions 76
Positions with Activity 134
Sold Out Positions 54
Total Mkt Value (in $ millions) 938

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

Sector Weighting

Basic Materials 6.41%
Capital Goods 1.32%
Conglomerates
Consumer Cyclical 2.69%
Consumer/Non-Cyclical 9.21%
Energy 0.65%
Financial 18.13%
Healthcare 5.73%
Services 9.48%
Technology 36.62%
Transportation 0.16%
Utilities 1.56%

137 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 -1,075 Sold Out 0
ALBEMARLE CORP COM -15,360 Sold Out 0
ALLERGAN PLC SHS -29,059 Sold Out 0
AMAZON COM INC COM -13,223 Sold Out 0
API TECHNOLOGIES CORP COM NEW -55 Sold Out 0
APPLIED MICRO CIRCUITS CORP COM NEW -96 Sold Out 0
BECTON DICKINSON & CO COM -8,805 Sold Out 0
BED BATH & BEYOND INC COM -2,825 Sold Out 0
BLUE BIRD CORP COM -6,495 Sold Out 0
CATERPILLAR INC DEL COM -150 Sold Out 0
CEPHEID COM -2,391 Sold Out 0
CINCINNATI BELL INC NEW COM -3,247 Sold Out 0
COMCAST CORP NEW CL A -120 Sold Out 0
DU PONT E I DE NEMOURS & CO COM -4,589 Sold Out 0
EL POLLO LOCO HLDGS INC COM -147 Sold Out 0
ENERGY XXI LTD USD UNRS SHS -119 Sold Out 0
GOOGLE INC CL C -570 Sold Out 0
GOOGLE INC CL A -1,749 Sold Out 0
HALLIBURTON CO COM -2,653 Sold Out 0
HUDSON CITY BANCORP COM -4,446 Sold Out 0