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) 818

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 2.09%
Conglomerates 0%
Consumer Cyclical 1.2%
Consumer/Non-Cyclical 4.62%
Energy 5.29%
Financial 18.46%
Healthcare 5.36%
Services 14.51%
Technology 18.44%
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
ABBOTT LABS COM -365 Sold Out 0
ABBVIE INC COM 673 673 New 10,956
ABENGOA YIELD PLC ORD SHS -2,399 Sold Out 0
ACADIA HEALTHCARE COMPANY INC COM 557 557 New 8,900
ACUITY BRANDS INC COM -294 Sold Out 0
ADOBE SYS INC COM -256 Sold Out 0
ADVANCE AUTO PARTS INC COM -451 Sold Out 0
AERCAP HOLDINGS NV SHS -1,611 Sold Out 0
AES CORP COM 230 -545 (70.32) 20,360
AFFILIATED MANAGERS GROUP COM -223 Sold Out 0
AFLAC INC COM 814 814 New 11,780
AIRGAS INC COM 27,791 27,791 New 195,000
AKAMAI TECHNOLOGIES INC COM -199 Sold Out 0
ALCATEL-LUCENT SPONSORED ADR -1,384 Sold Out 0
ALIGN TECHNOLOGY INC COM 1,488 1,038 230.25 19,815
ALLERGAN PLC SHS 2,726 2,726 New 12,500
ALLETE INC COM NEW 234 234 New 4,100
ALLIANCE DATA SYSTEMS CORP COM 1,046 1,046 New 5,159
ALLISON TRANSMISSION HLDGS INC COM -440 Sold Out 0
ALLY FINL INC COM 375 19 5.42 21,040