Capstone Investment Advisors (Netherlands), B.V. — Q1 2017 13F Holdings

Name: Capstone Investment Advisors (Netherlands), B.V. — 13F Holdings, Q1 2017
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001580101

Total reported value

$28.7M

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Full holdings list this quarter

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	OLN	Olin CORP	Stock-Materials	2.60%	-2.60%	EXIT
2	ED	Consolidated Edison INC	Stock-Utilities	2.60%	-0.85%	—
3	DUK	Duke Energy CORP	Stock-Utilities	2.56%	-0.82%	—
4	EXC	Exelon CORP	Stock-Utilities	2.53%	-0.69%	-23.30%
5	ATI	Ati INC	Stock-Industrials	2.34%	-2.34%	EXIT
6	EWL	Ishares Msci Switzerland ETF	ETF-Other	2.07%	—	-6.14%
7	PVH	Pvh CORP	Stock-Consumer Disc	1.54%	-0.66%	—
8	PHM	Pultegroup INC	Stock-Consumer Disc	1.50%	-0.62%	+88.05%
9	ADM	Archer-daniels-midland Co	Stock-Consumer Staples	1.47%	-0.92%	-5.39%
10	EWY	Ishares Msci South Korea ETF	ETF-Other	1.46%	-1.46%	EXIT
11	NWSA	News CORP - Class A	Stock-Comm Services	1.44%	—	—
12	XRX	Xerox Holdings Corporation	Stock-Industrials	1.43%	-1.43%	EXIT
13	✓	Leucadia Natl CORP	Stock-Other	1.38%	-0.57%	-19.01%
14	TAP	Molson Coors Beverage Co - B	Stock-Consumer Staples	1.37%	-0.88%	—
15	EWT	Ishares Msci Taiwan ETF	ETF-Other	1.27%	-1.27%	EXIT
16	CAJPY	Canon Inc-spons Adr	Stock-Other	1.23%	—	—
17	MFG	Mizuho Financial Group-adr	Stock-Financials	1.12%	—	—
18	✓	Yahoo INC	Stock-Other	1.04%	-1.04%	EXIT
19	HMC	Honda Motor Co Ltd-spons Adr	Stock-Consumer Disc	1.04%	-1.04%	EXIT
20	EWZ	Ishares Msci Brazil ETF	ETF-Other	0.95%	—	-8.96%
21	WDC	Western Digital CORP	Stock-Tech	0.92%	—	-15.45%
22	MU	Micron Technology INC	Stock-Tech	0.92%	-0.92%	EXIT
23	JBL	Jabil INC	Stock-Tech	0.91%	—	-17.08%
24	KBH	Kb Home	Stock-Consumer Disc	0.89%	—	-18.43%
25	HPE	Hewlett Packard Enterprise	Stock-Tech	0.88%	—	-3.13%
26	✓	Adtalem Global Education Inc.	Stock-Other	0.86%	-0.86%	EXIT
27	CCL1EUR	Carnival CORP LTD	Stock-Consumer Disc	0.86%	—	-15.24%
28	GHC	Graham Holdings Co-class B	Stock-Industrials	0.85%	-0.85%	EXIT
29	MAN	Manpowergroup INC	Stock-Industrials	0.85%	—	-18.15%
30	QRVO	Qorvo INC	Stock-Tech	0.84%	-0.84%	EXIT
31	NTCT	Netscout Systems INC	Stock-Other	0.84%	-0.84%	EXIT
32	POST	Post Holdings INC	Stock-Consumer Staples	0.84%	-0.84%	EXIT
33	RCL	Royal Caribbean Cruises Ltd.	Stock-Consumer Disc	0.83%	—	-20.63%
34	TOL	Toll Brothers INC	Stock-Consumer Disc	0.83%	—	-19.46%
35	GATX	Gatx CORP	Stock-Industrials	0.83%	—	-5.00%
36	DHI	Dr Horton INC	Stock-Consumer Disc	0.83%	—	—
37	CYEUR	Cypress Semiconductor CORP	Stock-Other	0.83%	—	-21.15%
38	✓	Snyders-lance INC Com	Stock-Other	0.82%	-0.82%	EXIT
39	KN	Knowles CORP	Stock-Other	0.82%	-0.82%	EXIT
40	TECD1USD	Tech Data CORP	Stock-Other	0.82%	—	-15.68%
41	RSG	Republic Services INC	Stock-Industrials	0.82%	—	-17.81%
42	RRX	Regal Rexnord CORP	Stock-Industrials	0.82%	—	-15.56%
43	VSH	Vishay Intertechnology INC	Stock-Other	0.82%	—	-11.87%
44	TIME1EUR	Time INC	Stock-Other	0.82%	-0.82%	EXIT
45	BIO	Bio-rad Laboratories-a	Stock-Healthcare	0.82%	-0.82%	EXIT
46	KEX	Kirby CORP	Stock-Industrials	0.81%	-0.81%	EXIT
47	ELV	Elevance Health INC	Stock-Healthcare	0.81%	—	-22.29%
48	KHC	Kraft Heinz Co/the	Stock-Consumer Staples	0.81%	-0.81%	EXIT
49	ARW	Arrow Electronics INC	Stock-Tech	0.80%	—	-13.18%
50	STE	STERIS plc	Stock-Healthcare	0.80%	—	—

1–50 of 123

Holding changes this quarter

Position changes disclosed by Capstone Investment Advisors (Netherlands), B.V. for the quarter ending Q1 2017, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	IWC	Ishares Micro-cap ETF	—	EXIT	Sold out
2	VLO	Valero Energy CORP	—	EXIT	Sold out
3	TXNM	Txnm Energy INC	—	EXIT	Sold out
4	UFS	Domtar CORP	—	EXIT	Sold out
5	MOS	Mosaic Co/the	—	EXIT	Sold out
6	RIG	Transocean Ltd.	—	EXIT	Sold out
7	MRO*	Marathon Oil CORP	—	EXIT	Sold out
8	RS	Reliance INC	—	EXIT	Sold out
9	WPXUSD	Wpx Energy INC	—	EXIT	Sold out
10	QEP	Qep Resources INC	—	EXIT	Sold out
11	✓	Rowan Companies PLC	—	EXIT	Sold out
12	MUR	Murphy Oil CORP	—	EXIT	Sold out
13	ED	Consolidated Edison, Inc.	—	EXIT	Sold out
14	ED	Consolidated Edison INC	—	NEW	New buy
15	DUK	Duke Energy CORP	—	NEW	New buy
16	PVH	Pvh CORP	—	NEW	New buy
17	NWSA	News CORP - Class A	—	NEW	New buy
18	XRX	Xerox Holdings Corporation	—	NEW	New buy
19	TAP	Molson Coors Beverage Co - B	—	NEW	New buy
20	SMFG	Sumitomo Mitsui-spons Adr	—	EXIT	Sold out
21	TM	Toyota Motor CORP -spon Adr	—	EXIT	Sold out
22	✓	Yahoo INC	—	NEW	New buy
23	AGCO	Agco CORP	—	EXIT	Sold out
24	FCN	Fti Consulting INC	—	EXIT	Sold out
25	BNY	Bank Of New York Mellon CORP	—	EXIT	Sold out
26	AHL-PF	Aspen Insurance Holdings Limited	—	EXIT	Sold out
27	GS	Goldman Sachs Group INC	—	EXIT	Sold out
28	JNP	Juniper Networks INC	—	EXIT	Sold out
29	ETRA	E*trade Financial CORP	—	EXIT	Sold out
30	DFSEUR	Discover Financial Services	—	EXIT	Sold out
31	ZION	Zions Bancorp NA	—	EXIT	Sold out
32	STT	State Street CORP	—	EXIT	Sold out
33	JBLU	Jetblue Airways CORP	—	EXIT	Sold out
34	KLXE	KLX Energy Services Holdings, Inc.	—	EXIT	Sold out
35	JCPCHF	Old Copper Co INC	—	EXIT	Sold out
36	GWRUSD	Genesee & Wyoming Inc-cl A	—	EXIT	Sold out
37	TRN	Trinity Industries INC	—	EXIT	Sold out
38	HAIN	Hain Celestial Group INC	—	EXIT	Sold out
39	TEX	Terex CORP	—	EXIT	Sold out
40	AIG	American International Group	—	EXIT	Sold out
41	TDS	Telephone And Data Systems	—	EXIT	Sold out
42	UMPQUSD	Umpqua Holdings CORP	—	EXIT	Sold out
43	SYF	Synchrony Financial	—	EXIT	Sold out
44	✓	Esterline Technologies CORP	—	EXIT	Sold out
45	DECK	Deckers Outdoor CORP	—	EXIT	Sold out
46	WERN	Werner Enterprises INC	—	EXIT	Sold out
47	LNC	Lincoln National CORP	—	EXIT	Sold out
48	AVT	Avnet INC	—	EXIT	Sold out
49	MS	Morgan Stanley	—	EXIT	Sold out
50	WRKUSD	Westrock Co	—	EXIT	Sold out