CAPSTONE INVESTMENT ADVISORS, LLC Information

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

Report Date: 12/31/2015

Position Statistics

Total Positions 424
New Positions 212
Increased Positions 264
Decreased Positions 154
Positions with Activity 418
Sold Out Positions 123
Total Mkt Value (in $ millions) 814

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

Sector Weighting

Basic Materials 5.76%
Capital Goods 2.1%
Conglomerates 0%
Consumer Cyclical 1.19%
Consumer/Non-Cyclical 4.58%
Energy 5.37%
Financial 18.47%
Healthcare 5.33%
Services 14.39%
Technology 18.47%
Transportation 0.72%
Utilities 1.89%

424 Positions as of 12/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ALIGN TECHNOLOGY INC COM 1,430 997 230.25 19,815
MURPHY OIL CORP COM 1,420 1,420 New 39,721
MOSAIC CO NEW COM 1,400 1,400 New 50,010
INTUIT COM 1,362 1,362 New 13,500
ZIONS BANCORPORATION COM 1,346 1,346 New 48,900
VISTEON CORP COM NEW 1,339 1,339 New 16,811
INGERSOLL-RAND PLC SHS 1,337 1,337 New 20,400
CADENCE DESIGN SYSTEM INC COM 1,317 1,317 New 56,798
EDISON INTL COM 1,308 1,308 New 18,500
APACHE CORP COM 1,306 1,306 New 24,012
DU PONT E I DE NEMOURS & CO COM 1,285 1,285 New 19,500
MEDTRONIC PLC SHS 1,282 1,282 New 16,200
CHESAPEAKE ENERGY CORP COM 1,256 1,256 New 182,810
PFIZER INC COM 1,256 1,256 New 38,395
EQT CORP COM 1,239 1,239 New 17,679
WESTERN UN CO COM 1,225 1,023 506.67 61,274
COMERICA INC COM 1,199 1,199 New 27,000
GILEAD SCIENCES INC COM 1,147 -617 (35) 13,000
COPART INC COM 1,144 1,144 New 26,713
EDWARDS LIFESCIENCES CORP COM 1,142 1,142 New 10,756