CAPSTONE INVESTMENT ADVISORS, LLC Information

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

Report Date: 09/30/2015

Position Statistics

Total Positions 250
New Positions 166
Increased Positions 182
Decreased Positions 62
Positions with Activity 244
Sold Out Positions 34
Total Mkt Value (in $ millions) 706

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

Sector Weighting

Basic Materials 0.35%
Capital Goods 0.54%
Conglomerates 0.09%
Consumer Cyclical 0.42%
Consumer/Non-Cyclical 5.48%
Energy 4.23%
Financial 34.96%
Healthcare 1.37%
Services 13.29%
Technology 10.08%
Transportation 0.25%
Utilities 1.18%

250 Positions as of 09/30/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
SIRIUS XM HLDGS INC COM 684 -1,026 (60) 200,000
PRUDENTIAL FINL INC COM 673 673 New 10,300
AES CORP COM 669 669 New 68,605
LIBERTY INTERACTIVE CORP QVC GP COM SER A 657 657 New 27,400
TJX COS INC NEW COM 646 646 New 9,500
COACH INC COM 638 638 New 18,200
TYCO INTL PLC SHS 609 609 New 17,400
CAMPBELL SOUP CO COM 558 558 New 10,000
REGENERON PHARMACEUTICALS COM 555 555 New 1,400
BIOMARIN PHARMACEUTICAL INC COM 550 550 New 8,041
BLOCK H & R INC COM 549 549 New 15,691
NEWS CORP NEW CL A 543 543 New 48,900
CENTERPOINT ENERGY INC COM 541 541 New 28,700
WORKDAY INC CL A 537 537 New 9,900
EXPEDITORS INTL WASH INC COM 532 532 New 11,600
L-3 COMMUNICATIONS HLDGS INC COM 529 529 New 4,500
DEVON ENERGY CORP NEW COM 524 524 New 21,100
GRAINGER W W INC COM 521 521 New 2,500
AMERISOURCEBERGEN CORP COM 517 517 New 6,100
MOTOROLA SOLUTIONS INC COM NEW 515 515 New 8,200