CAPSTONE INVESTMENT ADVISORS, LLC Information

7 WORLD TRADE CENTER, NEW YORK, New York, 10007, (212) 232-1420

Report Date: 12/31/2016

Position Statistics

Total Positions 938
New Positions 407
Increased Positions 507
Decreased Positions 423
Positions with Activity 930
Sold Out Positions 311
Total Mkt Value (in $ millions) 1,660

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

Sector Weighting

Energy 3%
Basic Materials 2.91%
Industrials 8.32%
Consumer Cyclicals 12.44%
Consumer Non-Cyclicals 5.13%
Financials 20.8%
Healthcare 6.7%
Technology 37.46%
Telecommunication Services 1.01%
Utilities 2.18%

938 Positions as of 12/31/2016

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
SALESFORCE COM INC COM 9,266 9,266 New 113,167
STARBUCKS CORP COM 9,149 1,473 19.19 163,701
SCHEIN HENRY INC COM 8,998 8,998 New 52,358
ISHARES TR CHINA LG-CAP ETF 8,692 -9,136 (51.24) 221,235
ABBOTT LABS COM 8,686 4,815 124.39 193,832
JOHNSON CTLS INTL PLC SHS 8,389 6,320 305.47 200,657
S&P GLOBAL INC COM 8,337 8,337 New 64,888
BECTON DICKINSON & CO COM 8,216 8,216 New 44,987
WISDOMTREE TR JAPN HEDGE EQT 8,185 232 2.91 162,299
LEVEL 3 COMMUNICATIONS INC COM NEW 8,062 8,062 New 143,624
UNIVERSAL HLTH SVCS INC CL B 7,756 7,756 New 65,327
FIRSTENERGY CORP COM 7,571 7,571 New 241,027
VERISK ANALYTICS INC COM 7,452 7,452 New 93,116
EDGEWELL PERS CARE CO COM 7,310 7,310 New 98,923
THERMO FISHER SCIENTIFIC INC COM 7,185 6,268 684 46,256
SPDR S&P 500 ETF TR TR UNIT 6,933 6,933 New 29,592
BANK NEW YORK MELLON CORP COM 6,518 6,518 New 141,200
BEST BUY INC COM 6,517 1,747 36.63 144,750
MOHAWK INDS INC COM 6,498 958 17.30 28,508
CSX CORP COM 6,247 6,247 New 134,486