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
ENDO INTL PLC SHS 318 318 New 5,900
AMERICAN CAP LTD COM 311 311 New 22,700
MARTIN MARIETTA MATLS INC COM 308 308 New 2,500
FACTSET RESH SYS INC COM 302 302 New 2,116
SOUTHWESTERN ENERGY CO COM 298 -122 (29.11) 31,900
KAR AUCTION SVCS INC COM 297 297 New 9,000
CIMAREX ENERGY CO COM 297 297 New 3,495
CENTURYLINK INC COM 295 295 New 11,100
CENTENE CORP DEL COM 291 291 New 5,099
HOLLYFRONTIER CORP COM 285 285 New 9,200
GENESEE & WYO INC CL A 282 282 New 5,300
DARDEN RESTAURANTS INC COM 277 277 New 4,700
UNITED TECHNOLOGIES CORP COM 272 -25,124 (98.93) 3,100
PVH CORP COM 270 270 New 3,600
MICHAEL KORS HLDGS LTD SHS 264 264 New 5,100
SIGNET JEWELERS LIMITED SHS 260 260 New 2,470
V F CORP COM 260 260 New 4,400
SYNCHRONOSS TECHNOLOGIES INC COM 250 250 New 10,300
SKECHERS U S A INC CL A 249 249 New 9,000
CULLEN FROST BANKERS INC COM 248 248 New 5,120