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 945
New Positions 407
Increased Positions 510
Decreased Positions 426
Positions with Activity 936
Sold Out Positions 313
Total Mkt Value (in $ millions) 1,694

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

Sector Weighting

Energy 3.14%
Basic Materials 2.86%
Industrials 7.88%
Consumer Cyclicals 14.05%
Consumer Non-Cyclicals 5.16%
Financials 21.06%
Healthcare 6.66%
Technology 36.13%
Telecommunication Services 0.96%
Utilities 2.07%

945 Positions as of 12/31/2016

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
HENNESSY CAP ACQUISITION CORP COM 9,723 -287 (2.87) 971,288
STARBUCKS CORP COM 9,388 1,512 19.19 163,701
SALESFORCE COM INC COM 9,220 9,220 New 113,167
SCHEIN HENRY INC COM 8,802 8,802 New 52,358
ABBOTT LABS COM 8,662 4,802 124.39 193,832
ISHARES TR CHINA LG-CAP ETF 8,509 -8,943 (51.24) 221,235
S&P GLOBAL INC COM 8,461 8,461 New 64,888
JOHNSON CTLS INTL PLC SHS 8,410 6,336 305.47 200,657
WISDOMTREE TR JAPN HEDGE EQT 8,279 234 2.91 162,299
LEVEL 3 COMMUNICATIONS INC COM NEW 8,230 8,230 New 143,624
BECTON DICKINSON & CO COM 8,138 8,138 New 44,987
UNIVERSAL HLTH SVCS INC CL B 8,032 8,032 New 65,327
EDGEWELL PERS CARE CO COM 7,916 7,916 New 98,923
VERISK ANALYTICS INC COM 7,906 7,906 New 93,116
FIRSTENERGY CORP COM 7,474 7,474 New 241,027
THERMO FISHER SCIENTIFIC INC COM 7,338 6,402 684 46,256
SPDR S&P 500 ETF TR TR UNIT 6,957 6,957 New 29,592
BANK NEW YORK MELLON CORP COM 6,656 6,656 New 141,200
BEST BUY INC COM 6,548 1,755 36.63 144,750
CSX CORP COM 6,528 6,528 New 134,486