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 928
New Positions 403
Increased Positions 505
Decreased Positions 415
Positions with Activity 920
Sold Out Positions 306
Total Mkt Value (in $ millions) 1,640

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

Sector Weighting

Energy 3.02%
Basic Materials 2.93%
Industrials 8.39%
Consumer Cyclicals 14.07%
Consumer Non-Cyclicals 5.14%
Financials 18.25%
Healthcare 6.79%
Technology 38.23%
Telecommunication Services 0.94%
Utilities 2.2%

928 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 9,482 9,482 New 113,167
SCHEIN HENRY INC COM 8,802 8,802 New 52,358
LEVEL 3 COMMUNICATIONS INC COM NEW 8,626 8,626 New 143,624
S&P GLOBAL INC COM 8,534 8,534 New 64,888
ABBOTT LABS COM 8,438 4,677 124.39 193,832
JOHNSON CTLS INTL PLC SHS 8,436 6,355 305.47 200,657
ISHARES TR CHINA LG-CAP ETF 8,398 -8,826 (51.24) 221,235
BECTON DICKINSON & CO COM 8,336 8,336 New 44,987
WISDOMTREE TR JAPN HEDGE EQT 7,987 226 2.91 162,299
UNIVERSAL HLTH SVCS INC CL B 7,763 7,763 New 65,327
VERISK ANALYTICS INC COM 7,603 7,603 New 93,116
FIRSTENERGY CORP COM 7,378 7,378 New 241,027
BEST BUY INC COM 7,330 1,965 36.63 144,750
THERMO FISHER SCIENTIFIC INC COM 7,172 6,257 684 46,256
EDGEWELL PERS CARE CO COM 7,041 7,041 New 98,923
SPDR S&P 500 ETF TR TR UNIT 6,942 6,942 New 29,592
CSX CORP COM 6,828 6,828 New 134,486
MOHAWK INDS INC COM 6,697 988 17.30 28,508
BANK NEW YORK MELLON CORP COM 6,601 6,601 New 141,200
MICROCHIP TECHNOLOGY INC COM 6,233 4,782 329.46 83,745