Capstone Investment Advisors (Netherlands), B.V.

data from 30/06/2017

Capitalization

$ 28.739 M -18.69 %

Average holding period

2 ans

Performance

$ 2.944 M 5.84 %

Capitalization

Portfolio size

Portfolio performance

Portfolio performance %

Performance compared to S&P 500 (%)

Stock in Capstone Investment Advisors (Netherlands), B.V.

Date Ticket Name Weight Capitalization Share number First added Performance ($) Performance (%)
2017/06/30 CMC COMMERCIAL METALS CO 1.87% 536.000 K $ 27605 2017/06/30 0.000 $ 0.00 %
2017/06/30 EXC EXELON CORP 1.84% 529.000 K $ 14653 2016/12/31 2.092 K $ 0.23 %
2017/06/30 EWL ISHARES MSCI SWITZERLAND CAP 1.82% 524.000 K $ 15270 2016/12/31 53.403 K $ 7.29 %
2017/06/30 GXP GREAT PLAINS ENERGY INC 1.81% 521.000 K $ 17783 2017/06/30 0.000 $ 0.00 %
2017/06/30 ETR ENTERGY CORP 1.79% 513.000 K $ 6678 2017/06/30 0.000 $ 0.00 %
2017/06/30 HE HAWAIIAN ELECTRIC INDS 1.78% 512.000 K $ 15818 2017/06/30 0.000 $ 0.00 %
2017/06/30 ED CONSOLIDATED EDISON INC 1.75% 502.000 K $ 6217 2017/03/31 37.373 K $ 4.07 %
2017/06/30 DUK DUKE ENERGY CORP 1.74% 501.000 K $ 5989 2017/03/31 17.443 K $ 1.93 %
2017/06/30 UFS DOMTAR CORP 1.73% 496.000 K $ 12902 2016/12/31 0.000 $ 0.00 %
2017/06/30 C CITIGROUP INC 1.50% 432.000 K $ 6462 2016/12/31 33.210 K $ 11.82 %
2017/06/30 MET METLIFE INC 1.46% 421.000 K $ 7670 2016/12/31 8.586 K $ 4.01 %
2017/06/30 AGN ALLERGAN PLC 1.41% 405.000 K $ 1664 2017/03/31 3.782 K $ 1.74 %
2017/06/30 NWSA NEWS CORP - CLASS A 1.36% 392.000 K $ 28621 2017/03/31 27.440 K $ 5.38 %
2017/06/30 XEROX CORP 1.35% 389.000 K $ 13533 2017/06/30 0.000 $ 0.00 %
2017/06/30 MFG MIZUHO FINANCIAL GROUP INC 1.26% 361.000 K $ 198100 2016/12/31 -4.310 K $ -1.09 %
2017/06/30 SMFG SUMITOMO MITSUI FINANCIAL GR 1.22% 350.000 K $ 9000 2016/12/31 0.000 $ 0.00 %
2017/06/30 CAJ CANON INC 1.19% 342.000 K $ 10100 2016/12/31 38.225 K $ 8.81 %
2017/06/30 NAVI NAVIENT CORP 1.18% 338.000 K $ 20323 2016/12/31 27.646 K $ 12.80 %
2017/06/30 SPLS STAPLES INC 1.18% 338.000 K $ 33569 2017/06/30 0.000 $ 0.00 %
2017/06/30 LEN LENNAR CORP-A 1.02% 293.000 K $ 5487 2016/12/31 11.972 K $ 4.23 %
2017/06/30 L LOEWS CORP 0.99% 284.000 K $ 6076 2016/12/31 240.000 $ 0.09 %
2017/06/30 BDC BELDEN INC 0.90% 258.000 K $ 3414 2017/06/30 0.000 $ 0.00 %
2017/06/30 IVZ INVESCO LTD 0.90% 258.000 K $ 7344 2016/12/31 40.474 K $ 14.88 %
2017/06/30 OFFICE DEPOT INC 0.89% 257.000 K $ 45557 2017/06/30 0.000 $ 0.00 %
2017/06/30 STT STATE STREET CORP 0.89% 256.000 K $ 2858 2016/12/31 0.000 $ 0.00 %
2017/06/30 MAN MANPOWERGROUP INC 0.89% 255.000 K $ 2285 2016/12/31 26.495 K $ 8.86 %
2017/06/30 PVH PVH CORP 0.88% 252.000 K $ 2197 2017/03/31 57.984 K $ 10.66 %
2017/06/30 PHM PULTEGROUP INC 0.88% 252.000 K $ 10269 2016/12/31 22.047 K $ 4.16 %
2017/06/30 MOH MOLINA HEALTHCARE INC 0.87% 249.000 K $ 3605 2017/06/30 0.000 $ 0.00 %
2017/06/30 TOL TOLL BROTHERS INC 0.87% 249.000 K $ 6307 2016/12/31 27.788 K $ 9.42 %
2017/06/30 AARON'S INC 0.86% 248.000 K $ 6374 2016/12/31 0.000 $ 0.00 %
2017/06/30 DHI DR HORTON INC 0.86% 246.000 K $ 7121 2017/03/31 11.108 K $ 3.78 %
2017/06/30 STERIS PLC 0.85% 245.000 K $ 3001 2017/03/31 50.327 K $ 17.72 %
2017/06/30 AGCO AGCO CORP 0.85% 245.000 K $ 3636 2016/12/31 0.000 $ 0.00 %
2017/06/30 ETFC ETRADE FINANCIAL CORP 0.85% 244.000 K $ 6426 2016/12/31 0.000 $ 0.00 %
2017/06/30 TECD TECH DATA CORP 0.85% 243.000 K $ 2401 2016/12/31 22.024 K $ 7.57 %
2017/06/30 ATGE ADTALEM GLOBAL EDUCATION INC 0.85% 243.000 K $ 6393 2017/06/30 0.000 $ 0.00 %
2017/06/30 JCI JOHNSON CONTROLS INTERNATION 0.84% 242.000 K $ 5575 2017/06/30 0.000 $ 0.00 %
2017/06/30 WRK WESTROCK CO 0.84% 242.000 K $ 4278 2016/12/31 0.000 $ 0.00 %
2017/06/30 ARW ARROW ELECTRONICS INC 0.84% 242.000 K $ 3080 2016/12/31 19.398 K $ 6.83 %
2017/06/30 WERN WERNER ENTERPRISES INC 0.84% 242.000 K $ 8255 2016/12/31 0.000 $ 0.00 %
2017/06/30 LM LEGG MASON INC 0.84% 241.000 K $ 6314 2017/03/31 15.873 K $ 5.67 %
2017/06/30 KLXI KLX INC 0.84% 241.000 K $ 4811 2016/12/31 0.000 $ 0.00 %
2017/06/30 RRX REGAL BELOIT CORP 0.84% 240.000 K $ 2939 2016/12/31 22.573 K $ 7.81 %
2017/06/30 ELV ANTHEM INC 0.84% 240.000 K $ 1277 2016/12/31 39.334 K $ 13.75 %
2017/06/30 GLW CORNING INC 0.84% 240.000 K $ 8000 2016/12/31 31.393 K $ 11.29 %
2017/06/30 GATX GATX CORP 0.83% 239.000 K $ 3713 2016/12/31 16.040 K $ 5.44 %
2017/06/30 CCL CARNIVAL CORP 0.83% 238.000 K $ 3633 2016/12/31 34.298 K $ 11.32 %
2017/06/30 JBLU JETBLUE AIRWAYS CORP 0.82% 237.000 K $ 10383 2016/12/31 0.000 $ 0.00 %
2017/06/30 VSH VISHAY INTERTECHNOLOGY INC 0.82% 236.000 K $ 14238 2016/12/31 2.632 K $ 0.91 %
2017/06/30 RF REGIONS FINANCIAL CORP 0.82% 235.000 K $ 16055 2016/12/31 2.055 K $ 0.76 %
2017/06/30 RSG REPUBLIC SERVICES INC 0.81% 234.000 K $ 3670 2016/12/31 4.257 K $ 1.46 %
2017/06/30 GM GENERAL MOTORS CO 0.81% 234.000 K $ 6713 2016/12/31 -2.596 K $ -1.21 %
2017/06/30 LPNT LIFEPOINT HEALTH INC 0.81% 233.000 K $ 3469 2017/06/30 0.000 $ 0.00 %
2017/06/30 ARRIS INTERNATIONAL PLC 0.81% 233.000 K $ 8302 2016/12/31 0.000 $ 0.00 %
2017/06/30 BAC BANK OF AMERICA CORP 0.81% 232.000 K $ 9572 2016/12/31 7.557 K $ 2.84 %
2017/06/30 KBH KB HOME 0.81% 232.000 K $ 9676 2016/12/31 64.916 K $ 20.54 %
2017/06/30 FIS FIDELITY NATIONAL INFO SERV 0.81% 232.000 K $ 2711 2016/12/31 19.993 K $ 7.27 %
2017/06/30 LEUCADIA NATIONAL CORP 0.81% 232.000 K $ 8862 2016/12/31 3.574 K $ 0.73 %
2017/06/30 MS MORGAN STANLEY 0.80% 231.000 K $ 5184 2016/12/31 0.000 $ 0.00 %
2017/06/30 RCL ROYAL CARIBBEAN CRUISES LTD 0.80% 231.000 K $ 2113 2016/12/31 33.415 K $ 11.33 %
2017/06/30 HALYARD HEALTH INC 0.80% 230.000 K $ 5848 2016/12/31 8.707 K $ 3.20 %
2017/06/30 TRN TRINITY INDUSTRIES INC 0.80% 230.000 K $ 8211 2016/12/31 0.000 $ 0.00 %
2017/06/30 WDC WESTERN DIGITAL CORP 0.80% 229.000 K $ 2585 2016/12/31 23.921 K $ 7.36 %
2017/06/30 DECK DECKERS OUTDOOR CORP 0.80% 229.000 K $ 3356 2016/12/31 0.000 $ 0.00 %
2017/06/30 AIG AMERICAN INTERNATIONAL GROUP 0.80% 229.000 K $ 3659 2016/12/31 0.000 $ 0.00 %
2017/06/30 NWL NEWELL BRANDS INC 0.79% 228.000 K $ 4250 2017/06/30 0.000 $ 0.00 %
2017/06/30 LIVN LIVANOVA PLC 0.79% 228.000 K $ 3724 2017/06/30 0.000 $ 0.00 %
2017/06/30 UMPQ UMPQUA HOLDINGS CORP 0.79% 228.000 K $ 12442 2016/12/31 0.000 $ 0.00 %
2017/06/30 JBL JABIL INC 0.79% 227.000 K $ 7781 2016/12/31 2.984 K $ 0.93 %
2017/06/30 TDS TELEPHONE AND DATA SYSTEMS 0.79% 226.000 K $ 8160 2016/12/31 0.000 $ 0.00 %
2017/06/30 ESTERLINE TECHNOLOGIES CORP 0.79% 226.000 K $ 2389 2016/12/31 0.000 $ 0.00 %
2017/06/30 CA CA INC 0.78% 224.000 K $ 6503 2016/12/31 0.000 $ 0.00 %
2017/06/30 CY CYPRESS SEMICONDUCTOR CORP 0.77% 221.000 K $ 16223 2016/12/31 -2.343 K $ -0.80 %
2017/06/30 LDOS LEIDOS HOLDINGS INC 0.76% 217.000 K $ 4190 2017/03/31 2.939 K $ 1.08 %
2017/06/30 EWZ ISHARES MSCI BRAZIL CAPPED E 0.73% 210.000 K $ 6160 2016/12/31 -29.680 K $ -8.86 %
2017/06/30 PSX PHILLIPS 66 0.63% 182.000 K $ 2199 2016/12/31 9.573 K $ 4.37 %
2017/06/30 ESRX EXPRESS SCRIPTS HOLDING CO 0.62% 179.000 K $ 2797 2016/12/31 -3.877 K $ -3.15 %
2017/06/30 UA UNDER ARMOUR INC-CLASS C 0.61% 176.000 K $ 8729 2016/12/31 16.237 K $ 10.15 %
2017/06/30 KSU KANSAS CITY SOUTHERN 0.61% 174.000 K $ 1661 2017/03/31 46.204 K $ 22.00 %
2017/06/30 GILD GILEAD SCIENCES INC 0.60% 172.000 K $ 2424 2017/06/30 0.000 $ 0.00 %
2017/06/30 J JACOBS ENGINEERING GROUP INC 0.60% 171.000 K $ 3151 2016/12/31 -2.817 K $ -1.35 %
2017/06/30 CNC CENTENE CORP 0.60% 171.000 K $ 2139 2016/12/31 26.773 K $ 12.11 %
2017/06/30 BLK BLACKROCK INC 0.57% 164.000 K $ 388 2017/06/30 0.000 $ 0.00 %
2017/06/30 AN AUTONATION INC 0.57% 164.000 K $ 3899 2016/12/31 -572.000 $ -0.31 %
2017/06/30 INTC INTEL CORP 0.57% 163.000 K $ 4829 2017/03/31 -13.921 K $ -6.45 %
2017/06/30 MPC MARATHON PETROLEUM CORP 0.56% 162.000 K $ 3101 2016/12/31 7.714 K $ 3.54 %
2017/06/30 EBAY EBAY INC 0.56% 162.000 K $ 4632 2017/03/31 9.331 K $ 4.02 %
2017/06/30 SPGI S&P GLOBAL 0.56% 161.000 K $ 1101 2017/03/31 25.711 K $ 11.69 %
2017/06/30 VRSK VERISK ANALYTICS INC 0.56% 161.000 K $ 1913 2017/06/30 0.000 $ 0.00 %
2017/06/30 OKE ONEOK INC 0.56% 160.000 K $ 3071 2016/12/31 -7.671 K $ -5.90 %
2017/06/30 PRU PRUDENTIAL FINANCIAL INC 0.56% 160.000 K $ 1482 2017/03/31 3.721 K $ 1.37 %
2017/06/30 TGT TARGET CORP 0.55% 159.000 K $ 3038 2017/06/30 0.000 $ 0.00 %
2017/06/30 META FACEBOOK INC-A 0.55% 159.000 K $ 1054 2017/03/31 14.350 K $ 6.29 %
2017/06/30 PNR PENTAIR PLC 0.55% 159.000 K $ 2392 2017/03/31 13.009 K $ 5.97 %
2017/06/30 NOV NATIONAL OILWELL VARCO INC 0.55% 159.000 K $ 4839 2017/03/31 -37.444 K $ -17.83 %
2017/06/30 MO ALTRIA GROUP INC 0.55% 158.000 K $ 2126 2017/06/30 0.000 $ 0.00 %
2017/06/30 ADM ARCHER-DANIELS-MIDLAND CO 0.55% 157.000 K $ 3783 2016/12/31 -52.704 K $ -10.12 %
2017/06/30 TROW T ROWE PRICE GROUP INC 0.55% 157.000 K $ 2120 2016/12/31 15.204 K $ 8.89 %
2017/06/30 DFS DISCOVER FINANCIAL SERVICES 0.55% 157.000 K $ 2520 2016/12/31 0.000 $ 0.00 %