Capstone Investment Advisors

Portfolio Holdings for Capstone Investment Advisors

Companies in the Capstone Investment Advisors portfolio as of the March 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Share Count Change in Shares Price
iShares FTSE/Xinhua China 25 Index (FXI) 5.96 5.78M 33.76
AT&T; (T) 4.77 3.99M 39.14
Sandisk Corp note 1.500% 8/1 3.45 71.50M 1.58
SPDR Gold Trust (GLD) 3.35 933200 117.64
Microsoft Corporation (MSFT) 3.27 1.94M 55.19
Allergan 3.00 367275 268.03
Apple (AAPL) 2.85 856382 108.99
iShares MSCI EAFE Index Fund (EFA) 2.72 1.56M 57.16
JPMorgan Chase & Co. (JPM) 2.29 1.27M 59.22
Jetblue Airways Corp dbcv 6.750%10/1 2.26 17.03M 4.34
Exxon Mobil Corporation (XOM) 2.20 860667 83.58
Sandisk Corp conv 2.16 68.00M 1.04
iShares iBoxx $ High Yid Corp Bond (HYG) 1.95 781400 81.69
EMC Corporation (EMC) 1.89 2.32M 26.65
Baidu (BIDU) 1.83 314000 190.88
Wesco Intl Inc dbcv 6.000% 9/1 1.67 28.55M 1.92
Ctrip.com Inter Ltd. conv 1.33 34.00M 1.28
Starwood Hotels & Resorts Worldwide (HOT) 1.27 500000 83.43
Ipath S&p 500 Vix S/t Fu Etn 1.21 1.77M 22.42
Philip Morris International (PM) 1.20 400400 98.06
Central Fd Cda Ltd cl a 1.18 3.23M 11.99
Tesla Mtrs Inc note 1.500% 6/0 1.12 20.00M 1.84
Cemex Sab De Cv conv bnd 1.03 32.50M 1.04
Micron Technology Inc bond 1.02 25.99M 1.28
Heartland Payment Systems (HPY) 0.99 337043 96.57
SPDR S&P; 500 ETF (SPY) 0.97 155000 205.52
Linkedin Corp Com 0.95 272600 114.29
Netflix (NFLX) 0.93 297414 102.23
Cameron International Corporation (CAM) 0.92 450000 67.05
Marriott International (MAR) 0.91 416900 71.18
Airgas (ARG) 0.89 206435 141.64
Take-two Interactive Sof note 0.89 14.79M 1.98
Double Eagle Acquisition Cor 0.89 3.00M 9.72
Alere (ALR) 0.87 562863 50.58
Syngenta AG (SYT) 0.84 333300 82.82
SPDR S&P; Metals and Mining (XME) 0.82 1.32M 20.46
Boulevard Acquisition cl a 0.78 2.62M 9.75
Wl Ross Hldg 0.71 2.31M 10.03
Xpo Logistics note 4.5% 10/1 0.69 11.97M 1.88
Herbalife Ltd Com Stk 0.65 347754 61.56
Adt 0.56 441690 41.26
International Business Machines (IBM) 0.54 116800 151.45
Atmel Corporation (ATML) 0.53 2.12M 8.12
Quinpario Acquisition Corp 2 0.52 1.75M 9.78
Pace Hldgs Corp cl a 0.52 1.75M 9.80
Alere Inc note 3.000% 5/1 0.51 14.50M 1.16
Rite Aid Corporation (RAD) 0.50 2.00M 8.15
Jarden Corporation (JAH) 0.48 268901 58.95
American Rlty Cap Pptys Inc note 3.000% 8/0 0.45 15.00M 0.98
Gores Hldgs Inc cl a 0.45 1.50M 9.75
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.44 14.50M 0.99
Columbia Pipeline 0.41 540247 25.10
Bgc Partners, Inc. note 4.500% 7/1 0.38 12.20M 1.02
Terrapin 3 Acquisition 0.38 1.25M 9.90
Tesla Motors Inc bond 0.37 13.50M 0.91
Ally Financial 0.37 652600 18.72
Chesapeake Energy Corp note 2.500% 5/1 0.36 18.50M 0.64
Brookdale Senior Living note 0.35 12.00M 0.96
Spirit Rlty Cap Inc New Note cb 0.34 11.00M 1.01
Tesaro Inc note 3.000%10/0 0.31 7.00M 1.47
Isis Pharmaceuticals Inc Del note 1.000%11/1 0.31 11.00M 0.91
Global Partner Acquisition C 0.30 1.00M 9.82
Hennessy Cap Acquisition Cor 0.30 1.00M 9.68
Yahoo! (YHOO) 0.28 250000 36.81
Mentor Graphics 4% 2031 conv 0.28 8.79M 1.05
Depomed Inc conv 0.28 10.00M 0.93
E.I. du Pont de Nemours & Company (DD) 0.26 136832 63.32
GROUP Affymetrix Inc cnv 0.24 3.25M 2.41
Alon Usa Energy Inc note 3.000% 9/1 0.24 8.00M 0.98
FirstMerit Corporation (FMER) 0.23 350774 21.05
Starwood Waypoint Residentl note 3.000% 7/0 0.23 7.50M 0.99
Proofpoint Inc note 1.250%12/1 0.22 5.00M 1.47
Financial Select Sector SPDR (XLF) 0.21 299300 22.50
Cheniere Energy Inc note 4.250% 3/1 0.20 12.50M 0.53
World Wrestling Entertainment (WWE) 0.19 350000 17.66
Cien 4 12/15/20 0.19 5.00M 1.25
Cobalt Intl Energy Inc note 0.18 11.50M 0.51
American Rlty Cap Pptys Inc note 3.750%12/1 0.18 6.24M 0.96
Wright Med Group Inc note 2.000% 2/1 0.18 6.50M 0.90
Chesapeake Energy Corp note 2.500% 5/1 0.17 8.70M 0.64
FedEx Corporation (FDX) 0.17 33546 162.70
Xilinx (XLNX) 0.17 115100 47.43
Fresh Market (TFM) 0.17 200000 28.53
ISTAR FINL INC NOTE 3.000%11/1 ADDED CONV 11/15/2016 0.17 5.40M 1.03
Walt Disney Company (DIS) 0.16 54178 99.31
Kellogg Company (K) 0.16 69151 76.54
Domino's Pizza (DPZ) 0.16 39815 131.86
Cleco Corporation (CNL) 0.16 95000 55.20
Honeywell International (HON) 0.15 44861 112.03
Procter & Gamble Company (PG) 0.15 58577 82.30
PNC Financial Services (PNC) 0.14 53802 84.57
Raytheon Company (RTN) 0.14 38379 122.62
Nextera Energy Inc C om 0.14 38360 118.33
Cablevision Systems Corporation (CVC) 0.14 137100 33.00
Anacor Pharmaceuticals In 0.14 84469 53.44
Nielsen Hldgs Plc Shs Eur stock 0.14 85243 52.65
LKQ Corporation (LKQX) 0.13 138002 31.93
Exelixis Inc cnv 0.13 4.29M 0.99
Tesla Motors Inc bond 0.13 5.00M 0.86
CME (CME) 0.12 40220 96.05
Cisco Systems (CSCO) 0.12 142777 28.46
Office Depot (ODP) 0.12 559300 7.10
Oracle Corporation (ORCL) 0.12 93271 40.90
L-3 Communications Holdings (LLL) 0.12 32600 118.50
Phillips 66 0.12 46751 86.59
Starwood Ppty note 4.0% 1/15/ 0.12 4.00M 1.01
Clovis Oncology Inc note 2.500% 9/1 0.12 6.00M 0.68
3M Company (MMM) 0.11 21725 166.63
Morgan Stanley (MS) 0.11 143317 25.01
Capital One Financial (COF) 0.11 53431 69.30
Bank of the Ozarks (OZRK) 0.11 84674 41.96
Hormel Foods Corporation (HRL) 0.11 82427 43.24
Alexion Pharmaceuticals (ALXN) 0.11 25775 139.20
Cheniere Energy (LNG) 0.11 105115 33.95
Leucadia National (LUK) 0.10 206194 16.17
Eli Lilly & Co. (LLY) 0.10 43496 72.01
American Electric Power Company (AEP) 0.10 49984 66.38
Biogen Idec (BIIB) 0.10 13005 260.28
Henry Schein (HSIC) 0.10 19300 172.59
Accenture 0.10 29785 115.39
Toll Brothers (TOL) 0.10 110275 29.51
PPL Corporation (PPL) 0.10 86428 38.07
Ingram Micro (IM) 0.10 90788 35.91
Teleflex Incorporated (TFX) 0.10 19898 157.00
American International (AIG) 0.10 60600 54.04
Valeant Pharmaceuticals Int (VRX) 0.10 127600 26.30
Motorola Solutions (MSI) 0.10 45074 75.70
Xylem 0.10 82700 40.89
Nuance Communications (NUAN) 0.09 150298 18.69
Akamai Technologies (AKAM) 0.09 55400 55.56
UnitedHealth (UNH) 0.09 21837 128.86
General Dynamics Corporation (GD) 0.09 22227 131.33
Illumina (ILMN) 0.09 18800 162.07
Microsemi Corporation (MSCC) 0.09 79400 38.31
Align Technology (ALGN) 0.09 41572 72.67
Dollar General (DG) 0.09 35692 85.59
Tesla Motors (TSLA) 0.09 12854 229.70
Mohawk Industries (MHK) 0.08 13936 190.87
Interpublic Group of Companies (IPG) 0.08 111504 22.95
Newfield Exploration (NFX) 0.08 83363 33.24
iShares NASDAQ Biotechnology Index (IBB) 0.08 10000 260.80
Entergy Corporation (ETR) 0.08 31430 79.26
Ulta Salon, Cosmetics & Fragrance (ULTA) 0.08 13749 193.69
Celgene Corporation (CELG) 0.08 26847 100.09
NuVasive (NUVA) 0.08 53900 48.65
iShares Dow Jones US Real Estate (IYR) 0.08 34100 77.82
Tripadvisor 0.08 39761 66.50
Ares Capital Corp 5.125 2016 conv 0.08 2.50M 1.01
Amyris Inc. note 6.500% 5/1 added 0.08 4.00M 0.69
Coca-Cola Company (KO) 0.07 50362 46.38
Citrix Systems (CTXS) 0.07 29435 78.58
Newell Rubbermaid (NWL) 0.07 49000 44.29
Cemex SAB de CV (CX) 0.07 301500 7.25
Symantec Corporation (SYMC) 0.07 133297 18.37
Omni (OMC) 0.07 29144 83.21
Old Republic International Corporation (ORI) 0.07 124910 18.28
Edison International (EIX) 0.07 34100 71.88
O'reilly Automotive Inc 0.07 7950 273.58
Acadia Healthcare 0.07 39100 55.09
Workday Inc cl a 0.07 28816 76.83
Ptc 0.07 65655 33.16
Crown Holdings (CCK) 0.06 42301 49.57
Ameriprise Financial (AMP) 0.06 20236 93.99
NASDAQ OMX (NDAQ) 0.06 30900 66.38
ResMed (RMD) 0.06 35963 57.81
Pulte (PHM) 0.06 99999 18.70
Mattel (MAT) 0.06 59100 33.60
Teradata Corporation (TDC) 0.06 72800 26.24
Ross Stores (ROST) 0.06 32100 57.88
Target Corporation (TGT) 0.06 23862 82.26
Fiserv (FISV) 0.06 19597 102.57
Take-Two Interactive Software (TTWO) 0.06 49948 37.66
Delta Air Lines (DAL) 0.06 39800 48.67
Under Armour (UA) 0.06 24793 84.82
Hexcel Corporation (HXL) 0.06 47200 43.71
Spirit AeroSystems Holdings (SPR) 0.06 42328 45.34
Garmin Ltd. 0.06 46699 39.96
Facebook Inc cl a 0.06 16800 114.05
Diamondback Energy 0.06 26005 77.18
Voya Financial 0.06 69716 29.76
Renewable Energy Group Inc mtnf 2.750% 6/1 0.06 2.52M 0.80
Qihoo 360 Technology Co Ltd note 2.500% 9/1 0.06 2.00M 0.99
Caterpillar (CAT) 0.05 19500 76.51
Waste Management (WM) 0.05 29703 58.98
Pfizer (PFE) 0.05 53700 29.63
Teva Pharmaceutical Industries (TEVA) 0.05 30000 53.50
General Electric Company (GE) 0.05 47632 31.79
Carnival Corporation (CCL) 0.05 30100 52.76
Genuine Parts Company (GPC) 0.05 16453 99.31
J.C. Penney Company (JCP) 0.05 155678 11.05
Vulcan Materials Company (VMC) 0.05 15000 105.53
PAREXEL International Corporation (PRXL) 0.05 24207 62.71
Goodyear Tire & Rubber Company (GT) 0.05 45200 32.96
eBay (EBAY) 0.05 75409 23.86
Texas Instruments Incorporated (TXN) 0.05 31300 57.41
Visa (V) 0.05 20695 76.44
Applied Materials (AMAT) 0.05 77814 21.18
Hertz Global Holdings (HTZ) 0.05 170042 10.53
Estee Lauder Companies (EL) 0.05 16763 94.26
salesforce (CRM) 0.05 22069 73.81
CF Industries Holdings (CF) 0.05 53400 31.33
Manhattan Associates (MANH) 0.05 26359 56.87
Middleby Corporation (MIDD) 0.05 14700 106.73
NetSuite (N) 0.05 22260 68.46
Six Flags Entertainment (SIX) 0.05 32055 55.47
Intercontinentalexchange 0.05 7000 235.00
Aramark Hldgs 0.05 50263 33.11
Tegna Inc Com stock 0.05 62900 23.45
Alphabet Inc Class A cs 0.05 2307 762.90
Arthur J. Gallagher & Co. (AJG) 0.04 29700 44.48
Autodesk (ADSK) 0.04 21546 58.29
Carter's (CRI) 0.04 12000 105.33
Cummins (CMI) 0.04 11300 109.91
Sealed Air (SEE) 0.04 24600 48.01
Watsco, Incorporated (WSO) 0.04 9502 134.71
Automatic Data Processing (ADP) 0.04 14100 89.65
Tiffany & Co. (TIF) 0.04 16600 73.37
Charles River Laboratories (CRL) 0.04 17650 75.92
Regions Financial Corporation (RF) 0.04 174500 7.85
Laboratory Corp. of America Holdings (LH) 0.04 10955 117.12
Masco Corporation (MAS) 0.04 38408 31.43
Campbell Soup Company (CPB) 0.04 22400 63.75
Helmerich & Payne (HP) 0.04 19772 58.72
Deere & Company (DE) 0.04 16093 76.99
DISH Network (DISH) 0.04 30210 46.24
Marsh & McLennan Companies (MMC) 0.04 21301 60.75
Pepsi (PEP) 0.04 12573 102.44
Gap (GPS) 0.04 50061 29.38
Ford Motor Company (F) 0.04 87304 13.49
Exelon Corporation (EXC) 0.04 36674 35.86
Whole Foods Market (WFMI) 0.04 47250 31.09
Arch Capital Group Ltd 0.04 16230 71.04
First Solar (FSLR) 0.04 21100 68.44
Gra (GGG) 0.04 16800 83.93
priceline.com Incorporated (PCLN) 0.04 983 1288.91
Donaldson Company (DCI) 0.04 45000 31.89
VeriFone Systems (PAY) 0.04 47384 28.24
Urban Outfitters (URBN) 0.04 37348 33.07
Gentex Corporation (GNTX) 0.04 74769 15.69
AMETEK (AME) 0.04 24900 49.96
Alnylam Pharmaceuticals (ALNY) 0.04 21958 62.76
Navistar International Corporation (NAV) 0.04 99902 12.51
First American Financial (FAF) 0.04 36017 38.09
Scripps Networks Interactive (SNI) 0.04 19000 65.47
Genpact Limited shs 0.04 52684 27.18
Te Connectivity Ltd for 0.04 20483 61.90
Citigroup Inc 0.04 31803 41.73
Hollyfrontier Corp 0.04 40815 35.31
Norwegian Cruise Line Hldgs shs 0.04 21590 55.26
Weatherford Intl Plc ord shs 0.04 167135 7.78
Baxalta Incorporated 0.04 35000 40.40
Edgewell Pers Care 0.04 16978 80.52
Paypal Holdings 0.04 36123 38.59
Solarcity Corp note 1.625%11/0 0.04 2.50M 0.57
Loews Corporation (L) 0.03 25219 38.23
State Street Corporation (STT) 0.03 17200 58.49
Costco Wholesale Corporation (COST) 0.03 7090 157.55
Incyte Corporation (INCY) 0.03 13956 72.44
Johnson & Johnson (JNJ) 0.03 9762 108.17
Bed Bath & Beyond (BBBY) 0.03 17453 49.62
Hologic (HOLX) 0.03 28788 34.49
NVIDIA Corporation (NVDA) 0.03 29588 35.62
Noble Energy (NBL) 0.03 29739 31.41
Spectra Energy (SE) 0.03 37132 30.59
Valspar Corporation (VAL) 0.03 9614 106.93
Adobe Systems Incorporated (ADBE) 0.03 10427 93.79
Western Digital (WDC) 0.03 18200 47.20
National-Oilwell Var (NOV) 0.03 28700 31.08
Tyson Foods (TSN) 0.03 15640 66.62
Apollo (APOL) 0.03 117554 8.21
Manpower (MAN) 0.03 13469 81.37
Empire District Electric Company (EDE) 0.03 29967 33.04
Public Service Enterprise (PEG) 0.03 20900 47.13
PACCAR (PCAR) 0.03 17700 54.69
Questar Corporation (STR) 0.03 40500 24.79
Terex Corporation (TEX) 0.03 43020 24.87
Energen Corporation (EGN) 0.03 27008 36.58
Lululemon Athletica Inc 0.03 12500 67.68
Rofin-Sinar Technologies (RSTI) 0.03 31793 32.21
Wilshire Ban (WIBC) 0.03 101078 10.30
Albemarle Corporation (ALB) 0.03 16550 63.93
IHS (IHS) 0.03 8398 124.08
Mattson Technology (MTSN) 0.03 281153 3.65
Colfax Corporation (CFX) 0.03 33600 28.57
First Republic Bank/san F 0.03 13000 66.62
Michael Kors Holdings Ltd shs 0.03 19400 56.96
Pbf Energy Inc cl a 0.03 25900 33.17
L Brands 0.03 9652 87.75
Mallinckrodt Pub 0.03 14600 61.23
Coty Inc Cl A 0.03 35300 27.82
Premier 0.03 31037 33.35
Envision Healthcare Hlds 0.03 44399 20.38
American Airls 0.03 21300 40.99
Veeva Sys Inc cl a 0.03 45700 25.03
Fidelity + Guaranty Life 0.03 40284 26.24
Talmer Ban 0.03 60011 18.08
Solazyme Inc bond 0.03 2.20M 0.50
Parsley Energy Inc-class A 0.03 37532 22.59
Anchor Bancorp Wisconsin 0.03 23818 45.05
Navistar Intl Corp conv 0.03 1.50M 0.59
Wec Energy Group Inc Com stock 0.03 14400 60.07
Xenoport Inc convertible security 0.03 1.50M 0.73
Lear Corporation (LEA) 0.02 5499 111.11
CMS Energy Corporation (CMS) 0.02 15336 42.38
Goldman Sachs (GS) 0.02 5079 156.92
Bank of America Corporation (BAC) 0.02 50587 13.50
Bank of New York Mellon Corporation (BK) 0.02 21200 36.79
CSX Corporation (CSX) 0.02 21829 25.75
Ecolab (ECL) 0.02 5800 111.38
McDonald's Corporation (MCD) 0.02 4477 125.53
Lennar Corporation (LEN) 0.02 15129 48.32
United Parcel Service (UPS) 0.02 5300 105.28
CarMax (KMX) 0.02 12972 51.03
Continental Resources (CLR) 0.02 21558 30.34
NetApp (NTAP) 0.02 29125 27.26
Nucor Corporation (NUE) 0.02 12100 47.27
T. Rowe Price (TROW) 0.02 8400 73.45
Sherwin-Williams Company (SHW) 0.02 2580 284.50
Trimble Navigation (TRMB) 0.02 28001 24.78
Brown-Forman Corporation (BF.B) 0.02 5873 98.42
Dun & Bradstreet Corporation (DNB) 0.02 7085 103.03
Harris Corporation (HRS) 0.02 7905 77.80
BE Aerospace (BEAV) 0.02 12900 46.05
Las Vegas Sands (LVS) 0.02 11000 51.64
Electronics For Imaging (EFII) 0.02 11805 42.35
CenturyLink (CTL) 0.02 20442 31.94
MSC Industrial Direct (MSM) 0.02 9900 76.26
Arrow Electronics (ARW) 0.02 12011 64.36
Allstate Corporation (ALL) 0.02 8100 67.28
Altria (MO) 0.02 10849 62.59
Anadarko Petroleum Corporation (APC) 0.02 10600 46.51
Macy's (M) 0.02 14300 44.06
Parker-Hannifin Corporation (PH) 0.02 6900 111.01
Starbucks Corporation (SBUX) 0.02 10961 59.67
EOG Resources (EOG) 0.02 8412 72.52
Markel Corporation (MKL) 0.02 633 891.00
Service Corporation International (SCI) 0.02 25207 24.68
Dover Corporation (DOV) 0.02 10100 64.26
C.H. Robinson Worldwide (CHRW) 0.02 8299 74.23
IDEX Corporation (IEX) 0.02 6100 82.79
Ultimate Software (ULTI) 0.02 3947 193.31
Verisk Analytics (VRSK) 0.02 6741 79.81
J.M. Smucker Company (SJM) 0.02 5710 129.77
Carlisle Companies (CSL) 0.02 6728 99.44
Juniper Networks (JNPR) 0.02 25212 25.50
Celanese Corporation (CE) 0.02 12494 65.47
Seagate Technology Com Stk 0.02 17500 34.40
HEICO Corporation (HEI) 0.02 11801 60.08
Lithia Motors (LAD) 0.02 5700 87.19
Nordson Corporation (NDSN) 0.02 9600 75.94
Skechers USA (SKX) 0.02 21869 30.41
Synchronoss Technologies (SNCR) 0.02 17000 32.29
Ashland (ASH) 0.02 4900 109.80
BorgWarner (BWA) 0.02 18206 38.39
Cathay General Ban (CATY) 0.02 18800 28.30
World Fuel Services Corporation (INT) 0.02 10200 48.53
Panera Bread Company (PNRA) 0.02 3100 204.52
SanDisk Corporation (SNDK) 0.02 10000 76.00
Texas Roadhouse (TXRH) 0.02 15500 43.55
National Fuel Gas (NFG) 0.02 10200 50.00
PrivateBan (PVTB) 0.02 12900 38.53
Scotts Miracle-Gro Company (SMG) 0.02 7000 72.71
Brocade Communications Systems (BRCD) 0.02 64499 10.57
Fortinet (FTNT) 0.02 18800 30.59
Industries N shs - a - 0.02 6200 85.48
General Motors Company (GM) 0.02 25510 31.40
Howard Hughes (HHC) 0.02 5556 105.83
Invesco Mortgage Capital (IVR) 0.02 61700 12.16
Marathon Petroleum Corp 0.02 16588 37.14
Cbre Group Inc Cl A 0.02 25456 28.79
Alkermes Plc 0.02 19200 34.17
Itt 0.02 20987 36.88
Expedia 0.02 7300 107.81
J Global 0.02 13100 61.53
Sunpower 0.02 24698 22.31
Aon 0.02 5139 104.30
Globus Med Inc cl a 0.02 21033 23.72
Pinnacle Foods Inc De 0.02 12500 44.64
Sprint 0.02 153589 3.48
Hd Supply 0.02 24253 33.07
Communityone Ban 0.02 45798 13.28
Allegion Plc equity 0.02 8660 63.63
Ims Health Holdings 0.02 28900 26.54
Arista Networks 0.02 12597 63.03
Sabre 0.02 21100 28.91
Lendingclub 0.02 97370 8.30
Legacytexas Financial 0.02 29000 19.62
Sunedison Inc note 2.000%10/0 0.02 12.50M 0.04
Monster Beverage Corp Com stock 0.02 4015 133.25
Kraft Heinz 0.02 7900 78.48
Steris 0.02 10850 70.97
E TRADE Financial Corporation (ETFC) 0.01 19978 24.48
CIT (CIT) 0.01 10600 30.94
ANSYS (ANSS) 0.01 2700 89.26
Progressive Corporation (PGR) 0.01 6599 35.01
Charles Schwab Corporation (SCHW) 0.01 8400 27.98
Signature Bank (SBNY) 0.01 2995 135.89
Fidelity National Information Services (FIS) 0.01 4500 63.11
Principal Financial (PFG) 0.01 7800 39.36
RLI (RLI) 0.01 7000 66.86
MGIC Investment (MTG) 0.01 42470 7.65
DST Systems (DST) 0.01 2487 112.59
SLM Corporation (SLM) 0.01 53504 6.35
Monsanto Company (MON) 0.01 2700 87.41
Tractor Supply Company (TSCO) 0.01 3308 90.39
Vertex Pharmaceuticals Incorporated (VRTX) 0.01 4600 79.35
Interval Leisure (IILG) 0.01 12800 14.38
Martin Marietta Materials (MLM) 0.01 1300 159.23
FirstEnergy (FE) 0.01 8311 35.86
American Eagle Outfitters (AEO) 0.01 13800 16.67
Blackbaud (BLKB) 0.01 3200 62.81
Cerner Corporation (CERN) 0.01 8845 52.91
Copart (CPRT) 0.01 7623 40.67
Cullen/Frost Bankers (CFR) 0.01 5500 55.09
Edwards Lifesciences (EW) 0.01 5390 88.13
Mercury General Corporation (MCY) 0.01 7688 55.41
Microchip Technology (MCHP) 0.01 5500 48.18
Newmont Mining Corporation (NEM) 0.01 13001 26.54
Ryder System (R) 0.01 4200 64.76
Union Pacific Corporation (UNP) 0.01 4233 79.38
Avery Dennison Corporation (AVY) 0.01 4500 72.00
Boeing Company (BA) 0.01 3308 126.66
Sensient Technologies Corporation (SXT) 0.01 6283 63.35
Verizon Communications (VZ) 0.01 3900 53.85
Avista Corporation (AVA) 0.01 10461 40.72
International Paper Company (IP) 0.01 7685 40.99
SVB Financial (SIVB) 0.01 3177 101.98
Darden Restaurants (DRI) 0.01 5800 66.21
Cooper Companies (COO) 0.01 1702 153.94
Coherent (COHR) 0.01 2927 91.56
BancorpSouth (BXS) 0.01 20786 21.26
Matthews International Corporation (MATW) 0.01 8811 51.41
NiSource (NI) 0.01 11000 23.55
Intuitive Surgical (ISRG) 0.01 500 600.00
Linear Technology Corporation (LLTC) 0.01 7900 44.56
Freeport-McMoRan Copper & Gold (FCX) 0.01 23597 10.30
Harman International Industries Inc./DE/ (HAR) 0.01 2900 88.97
Murphy Oil Corporation (MUR) 0.01 16757 25.18
Lowe's Companies (LOW) 0.01 3900 75.64
Cintas Corporation (CTAS) 0.01 2500 89.60
Deluxe Corporation (DLX) 0.01 6000 62.33
Grand Canyon Education (LOPE) 0.01 6026 42.65
Janus Capital (JNS) 0.01 21400 14.63
Westar Energy (WR) 0.01 4900 49.59
CoStar (CSGP) 0.01 1400 187.86
Alliance Data Systems Corporation (ADS) 0.01 1558 219.51
Fifth Street Finance (FSC) 0.01 34000 5.00
TCF Financial Corporation (TCB) 0.01 35100 12.25
Marathon Oil Corporation (MRO) 0.01 17407 11.09
Whiting Petroleum Corporation (WLL) 0.01 40000 7.95
Wynn Resorts (WYNN) 0.01 3300 93.33
Landstar System (LSTR) 0.01 4590 64.49
Sinclair Broadcast (SBGI) 0.01 11782 30.72
W.R. Grace & Co. (GRA) 0.01 3000 71.00
Radian (RDN) 0.01 16197 12.35
Employers Holdings (EIG) 0.01 9746 28.11
Griffon Corporation (GFF) 0.01 11300 15.40
Quanta Services (PWR) 0.01 12957 22.54
Brinker International (EAT) 0.01 4400 45.91
Mead Johnson Nutrition (MJN) 0.01 3000 84.67
Wyndham Worldwide Corporation (WYN) 0.01 4100 76.34
Dolby Laboratories (DLB) 0.01 7340 43.32
American Capital (ACAS) 0.01 12781 15.18
BGC Partners (BGCP) 0.01 35000 9.03
Graphic Packaging Holding Company (GPK) 0.01 27360 12.83
Kulicke and Soffa Industries (KLIC) 0.01 26078 11.31
Owens-Illinois (OI) 0.01 15837 15.91
Ares Capital Corporation (ARCC) 0.01 25990 14.81
Black Hills Corporation (BKH) 0.01 5800 60.00
Brookline Ban (BRKL) 0.01 33395 10.99
Flextronics International Ltd Com Stk 0.01 32510 12.06
Lam Research Corporation (LRCX) 0.01 4700 82.55
Littelfuse (LFUS) 0.01 2500 122.80
Macquarie Infrastructure Company (MIC) 0.01 6345 67.30
On Assignment (ASGN) 0.01 8472 36.83
Prosperity Bancshares (PRSP) 0.01 6400 46.25
Atmos Energy Corporation (ATO) 0.01 4000 74.25
Bruker Corporation (BRKR) 0.01 11094 27.94
Columbia Sportswear Company (COLM) 0.01 5200 60.00
Concho Resources (CXO) 0.01 2288 100.96
Quest Diagnostics Incorporated (DGX) 0.01 6312 71.29
Emergent BioSolutions (EBS) 0.01 8000 36.25
Hill-Rom Holdings (HRC) 0.01 9400 50.21
Southwest Airlines (LUV) 0.01 6946 44.77
A. Schulman (SHLM) 0.01 8700 27.13
United Bankshares (UBSI) 0.01 7700 36.62
Chicago Bridge & Iron Company N.V. (CBI) 0.01 6300 36.51
Flowserve Corporation (FLS) 0.01 10500 44.38
F.N.B. Corporation (FNB) 0.01 28500 12.98
MGM Resorts International. (MGM) 0.01 15097 21.39
Myriad Genetics (MYGN) 0.01 6600 37.42
Hanover Insurance (THG) 0.01 2300 90.00
United Therapeutics Corporation (UTHR) 0.01 4000 111.25
Vector (VGR) 0.01 13700 22.77
Associated Banc- (ASBC) 0.01 21100 17.91
Astec Industries (ASTE) 0.01 5500 46.55
Bob Evans Farms (BOBE) 0.01 4600 46.52
CLARCOR (CLC) 0.01 6200 57.74
First Commonwealth Financial (FCF) 0.01 32209 8.85
H.B. Fuller Company (FUL) 0.01 8100 42.35
Jack Henry & Associates (JKHY) 0.01 4100 84.39
Luminex Corporation (LMNX) 0.01 13500 19.33
Merit Medical Systems (MMSI) 0.01 14879 18.48
Ormat Technologies (ORA) 0.01 8000 41.12
S&T; Ban (STBA) 0.01 10645 25.74
St. Jude Medical (STJ) 0.01 7628 54.93
Stamps (STMP) 0.01 2389 105.90
UMB Financial Corporation (UMBF) 0.01 4400 51.59
WGL Holdings (WGL) 0.01 4589 72.35
Westlake Chemical Corporation (WLK) 0.01 7900 46.20
Southern Copper Corporation (SCCO) 0.01 12120 27.64
PNM Resources (PNM) 0.01 12900 33.64
CoreLogic (CLGX) 0.01 7200 34.58
Ball Corporation (BLL) 0.01 5100 71.18
Masimo Corporation (MASI) 0.01 5100 41.76
Signet Jewelers Limited 0.01 3800 123.95
Web (WWWW) 0.01 10032 19.74
Medidata Solutions (MDSO) 0.01 8600 38.60
LogMeIn (LOGM) 0.01 4400 50.45
Cobalt Intl Energy Inc 0.01 56187 2.95
Verint Systems (VRNT) 0.01 6151 33.33
Oritani Financial (ORIT) 0.01 16175 16.94
BroadSoft (BSFT) 0.01 6800 40.29
8x8 (EGHT) 0.01 26262 10.05
Coca-cola Enterprises Inc New 0.01 4824 50.58
First Interstate Bancsystem (FIBK) 0.01 8711 28.13
Opko Health (OPK) 0.01 22963 10.36
Pulaski Financial (PULB) 0.01 25257 16.11
Meritor Inc 0.01 22700 8.02
Kinder Morgan Inc. 0.01 20292 17.84
Bankunited Inc Com 0.01 10000 34.40
Ellie Mae Inc. 0.01 2300 90.43
Francescas Hldgs Corp Com 0.01 13100 19.08
Dunkin' Brands Group 0.01 9254 47.11
Level 3 Communications 0.01 5254 52.72
Jazz Pharmaceuticals 0.01 2400 130.42
Express Scripts Holding 0.01 4000 68.50
Allison Transmission Hldngs I 0.01 15100 26.95
Guidewire Software 0.01 4100 54.39
Vantiv Inc Cl A 0.01 5700 53.86
Everbank Finl 0.01 23036 15.06
Matson 0.01 8406 40.09
stock 0.01 6004 48.80
Servicenow 0.01 4851 61.02
Libertyinteractivecorp lbtventcoma 0.01 6826 39.12
Eaton 0.01 6900 62.46
Restoration Hardware Hldgs I 0.01 6600 41.82
Zoetis Inc Cl A 0.01 7932 44.25
Twenty-first Century Fox 0.01 11072 27.82
Blackhawk Network Hldgs Inc cl a 0.01 6300 34.29
Cvent 0.01 9492 21.39
Plains Gp Hldgs L P shs a rep ltpn 0.01 26982 8.67
Santander Consumer Usa 0.01 16532 10.46
Amc Entmt Hldgs Inc Cl A 0.01 8800 27.95
Investors Ban 0.01 38243 11.64
South State Corporation 0.01 5899 64.08
Fnf 0.01 8700 33.79
Michaels Cos Inc/the 0.01 11249 27.91
Keysight Technologies 0.01 8472 27.74
Axalta Coating Sys 0.01 11200 29.20
Mylan Nv 0.01 6300 46.35
Msg Network Inc cl a 0.01 10164 17.22
Blue Buffalo Pet Prods 0.01 10900 25.60
Livanova Plc Ord 0.01 3800 53.95
Gray Television (GTN) 0.00 11400 11.67
Advanced Micro Devices (AMD) 0.00 11600 2.84
Ferro Corporation (FOE) 0.00 10200 11.86
Hecla Mining Company (HL) 0.00 25100 2.75
Lattice Semiconductor (LSCC) 0.00 13500 5.63
Builders FirstSource (BLDR) 0.00 11700 11.20
Gran Tierra Energy Inc 0.00 33400 2.46
NCI Building Systems (NCS) 0.00 11048 14.12
Scorpio Tankers Inc shs 0.00 19400 5.82
Bankrate, Inc 0.00 10112 9.10
Groupon 0.00 29979 3.97
Invensense 0.00 17900 8.38
Gaslog Ltd shs 0.00 13700 9.71
Sunedison 0.00 37300 0.54
Community Health Sys Inc New right 01/27/2016 0.00 2.00M 0.01
Memorial Resource Development 0.00 11900 10.17
Viavi Solutions Inc equities 0.00 18113 6.85
Hp 0.00 11100 12.25
Ferroglobe Plc shs 0.00 16000 8.75