Capstone Investment Advisors

Capstone Investment Advisors as of June 30, 2016

Portfolio Holdings for Capstone Investment Advisors

Capstone Investment Advisors holds 591 positions in its portfolio as reported in the June 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares MSCI EAFE Index Fund (EFA) 14.0 $733M 13M 55.82
iShares MSCI Emerging Markets Indx (EEM) 8.5 $443M 13M 34.36
iShares FTSE/Xinhua China 25 Index (FXI) 4.9 $256M 7.5M 34.22
JPMorgan Chase & Co. (JPM) 4.6 $243M 3.9M 62.14
PowerShares QQQ Trust, Series 1 4.0 $212M 2.0M 107.54
Anheuser-Busch InBev NV (BUD) 3.3 $171M 1.3M 131.68
WisdomTree Japan Total Dividend (DXJ) 3.0 $157M 4.0M 38.78
EMC Corporation 2.2 $118M 4.3M 27.16
iShares iBoxx $ High Yid Corp Bond (HYG) 2.2 $114M 1.3M 84.70
HSBC Holdings (HSBC) 2.1 $111M 3.5M 31.31
Cisco Systems (CSCO) 2.1 $109M 3.8M 28.69
Vaneck Vectors Gold Miners mutual (GDX) 2.0 $106M 3.8M 27.71
At&t (T) 1.6 $83M 1.9M 43.20
Linkedin Corp 1.4 $72M 381k 189.27
Microsoft Corporation (MSFT) 1.1 $60M 1.2M 51.17
Jetblue Airways Corp dbcv 6.750%10/1 1.1 $56M 17M 3.39
Linkedin Corp note 0.500% 11/0 1.1 $56M 57M 0.99
Valspar Corporation 1.1 $55M 511k 108.03
Starwood Hotels & Resorts Worldwide 1.0 $52M 699k 73.95
Ctrip.com Inter Ltd. conv 0.9 $46M 38M 1.22
Apple (AAPL) 0.9 $45M 471k 95.60
Whiting Pete Corp New bond 0.9 $45M 48M 0.95
iShares MSCI Mexico Inv. Mt. Idx. (EWW) 0.8 $40M 791k 50.37
priceline.com Incorporated 0.7 $38M 31k 1248.30
International Business Machines (IBM) 0.7 $37M 242k 151.59
Cemex Sab De Cv conv bnd 0.6 $34M 33M 1.03
Whiting Pete Corp New dbcv 1.250% 4/0 0.6 $32M 35M 0.90
SPDR S&P Metals and Mining (XME) 0.6 $31M 1.3M 24.40
Virgin America 0.6 $29M 518k 56.21
Double Eagle Acquisition Cor 0.6 $29M 3.0M 9.79
ITC Holdings 0.5 $28M 600k 46.82
Dow Chemical Company 0.5 $27M 550k 49.71
Axiall 0.5 $27M 831k 32.61
Bgc Partners, Inc. note 4.500% 7/1 0.5 $27M 27M 1.00
Spdr S&p 500 Etf (SPY) 0.5 $26M 125k 209.47
Tesla Mtrs Inc note 1.500% 6/0 0.5 $26M 15M 1.71
Boulevard Acquisition cl a 0.5 $26M 2.6M 9.75
Rite Aid Corporation 0.5 $25M 3.4M 7.49
Marketo 0.5 $25M 719k 34.82
Exxon Mobil Corporation (XOM) 0.5 $25M 263k 93.72
Netflix (NFLX) 0.5 $25M 268k 91.48
St. Jude Medical 0.5 $24M 313k 78.00
Wesco Intl Inc dbcv 6.000% 9/1 0.4 $23M 13M 1.78
Baidu (BIDU) 0.4 $23M 139k 165.14
Ingram Micro 0.4 $23M 659k 34.78
Humana (HUM) 0.4 $22M 123k 179.87
Whiting Petroleum Corporation 0.4 $22M 2.3M 9.25
Herbalife Ltd Com Stk (HLF) 0.4 $20M 345k 58.53
Syngenta 0.3 $18M 235k 76.79
American Rlty Cap Pptys Inc note 3.000% 8/0 0.3 $18M 18M 0.99
Chesapeake Energy Corp note 2.500% 5/1 0.3 $17M 19M 0.93
Examworks 0.3 $17M 500k 34.85
Quinpario Acquisition Corp 2 0.3 $17M 1.8M 9.89
Pace Hldgs Corp cl a 0.3 $17M 1.8M 9.85
Amazon (AMZN) 0.3 $17M 23k 715.60
Sandisk Corp note 1.500% 8/1 0.3 $16M 10M 1.64
Walt Disney Company (DIS) 0.3 $16M 161k 97.78
Micron Technology Inc bond 0.3 $15M 10M 1.54
Gores Hldgs Inc cl a 0.3 $15M 1.5M 9.74
Whiting Pete Corp New Note 1.250% 4/0 bond 0.3 $14M 18M 0.80
Procter & Gamble Company (PG) 0.2 $13M 153k 84.59
PrivateBan 0.2 $13M 300k 44.03
Allergan 0.2 $13M 57k 230.51
Terrapin 3 Acquisition 0.2 $13M 1.3M 9.96
Alon Usa Energy Inc note 3.000% 9/1 0.2 $12M 14M 0.87
Westar Energy 0.2 $12M 218k 56.09
Exelixis Inc cnv 0.2 $12M 8.0M 1.48
Xpo Logistics note 4.5% 10/1 0.2 $12M 7.5M 1.62
American Rlty Cap Pptys Inc note 3.750%12/1 0.2 $12M 12M 1.00
Tesla Motors Inc bond 0.2 $12M 14M 0.89
Sandisk Corp conv 0.2 $11M 10M 1.08
Ctrip Com Intl Ltd note 1.990% 7/0 0.2 $11M 10M 1.08
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.2 $11M 11M 1.01
VMware 0.2 $10M 175k 57.22
iShares MSCI South Korea Index Fund (EWY) 0.2 $9.9M 191k 52.06
Brookdale Senior Living note 0.2 $9.8M 10M 0.98
Global Partner Acquisition C 0.2 $9.8M 1.0M 9.80
Hennessy Cap Acquisition Cor 0.2 $9.8M 1.0M 9.80
Starwood Property Trust note 0.2 $9.4M 9.0M 1.04
Columbia Pipeline 0.2 $9.2M 362k 25.49
inContact, Inc . 0.2 $8.3M 600k 13.85
Qihoo 360 Technologies Co Lt 0.1 $7.7M 105k 73.43
Mentor Graphics 4% 2031 conv 0.1 $7.6M 7.0M 1.09
Perrigo Company (PRGO) 0.1 $7.7M 85k 90.66
Ironwood Pharmaceuticals Inc dbcv 2.250% 6/1 0.1 $7.7M 7.5M 1.03
Qlik Technologies 0.1 $7.4M 251k 29.58
Medicines Company conv 0.1 $7.1M 6.0M 1.18
Pioneer Natural Resources (PXD) 0.1 $6.5M 43k 151.19
salesforce (CRM) 0.1 $6.7M 84k 79.41
FirstMerit Corporation 0.1 $6.6M 326k 20.27
American International (AIG) 0.1 $6.9M 130k 52.89
Istar Finl Inc Note 3.000%11/1 Added Conv 11/15/2016 0.1 $7.0M 6.9M 1.01
Whiting Pete Corp New bond 0.1 $6.7M 6.8M 0.98
CVS Caremark Corporation (CVS) 0.1 $6.4M 67k 95.73
Aetna 0.1 $6.1M 50k 122.12
Celator Pharmaceuticals 0.1 $6.3M 208k 30.16
Clovis Oncology Inc note 2.500% 9/1 0.1 $6.4M 9.1M 0.70
McDonald's Corporation (MCD) 0.1 $5.9M 49k 120.33
Monsanto Company 0.1 $5.6M 54k 103.38
Nike (NKE) 0.1 $5.9M 107k 55.19
Lowe's Companies (LOW) 0.1 $5.9M 75k 79.17
Toll Brothers (TOL) 0.1 $6.0M 223k 26.91
Public Service Enterprise (PEG) 0.1 $6.0M 128k 46.60
iShares Russell 2000 Index (IWM) 0.1 $5.7M 50k 114.98
Elizabeth Arden 0.1 $5.7M 413k 13.76
Nordson Corporation (NDSN) 0.1 $5.9M 71k 83.60
Demandware 0.1 $6.0M 80k 74.88
Diamond Resorts International 0.1 $5.7M 192k 29.96
Spirit Rlty Cap Inc New Note cb 0.1 $5.6M 5.0M 1.12
Depomed Inc conv 0.1 $6.0M 5.0M 1.20
Computer Sciences Corporation 0.1 $5.0M 101k 49.64
Philip Morris International (PM) 0.1 $5.4M 53k 101.71
Allegheny Technologies Inc note 4.750% 7/0 0.1 $5.3M 5.0M 1.06
Arthur J. Gallagher & Co. (AJG) 0.1 $4.6M 96k 47.60
Baxter International (BAX) 0.1 $4.8M 106k 45.22
Colgate-Palmolive Company (CL) 0.1 $4.6M 63k 73.20
Patterson Companies (PDCO) 0.1 $4.9M 103k 47.88
Discovery Communications 0.1 $4.6M 181k 25.23
PPL Corporation (PPL) 0.1 $4.8M 128k 37.75
Delta Air Lines (DAL) 0.1 $4.5M 125k 36.43
Invesco (IVZ) 0.1 $5.0M 195k 25.54
Alere 0.1 $4.6M 109k 42.50
Veeva Sys Inc cl a (VEEV) 0.1 $4.6M 135k 34.12
Dominion Resources (D) 0.1 $4.1M 53k 77.91
FirstEnergy (FE) 0.1 $4.4M 127k 34.90
Valero Energy Corporation (VLO) 0.1 $3.9M 77k 50.99
Fiserv (FI) 0.1 $4.1M 38k 108.72
J.M. Smucker Company (SJM) 0.1 $4.4M 29k 152.38
Tesla Motors (TSLA) 0.1 $4.0M 19k 212.37
Amc Networks Inc Cl A (AMCX) 0.1 $4.2M 70k 60.41
Twenty-first Century Fox 0.1 $4.4M 164k 27.05
Sabre (SABR) 0.1 $4.2M 158k 26.78
Pfizer (PFE) 0.1 $3.6M 103k 35.21
Regeneron Pharmaceuticals (REGN) 0.1 $3.6M 10k 349.22
Citrix Systems 0.1 $3.8M 48k 80.04
H&R Block (HRB) 0.1 $3.7M 160k 23.00
Royal Caribbean Cruises (RCL) 0.1 $3.7M 55k 67.14
Electronic Arts (EA) 0.1 $3.8M 51k 75.75
Becton, Dickinson and (BDX) 0.1 $3.6M 21k 169.57
Dollar Tree (DLTR) 0.1 $3.4M 37k 94.22
Financial Select Sector SPDR (XLF) 0.1 $3.9M 170k 22.84
Cheniere Energy Inc note 4.250% 3/1 0.1 $3.5M 6.2M 0.57
Hp (HPQ) 0.1 $3.4M 273k 12.55
Charter Communications Inc New Cl A cl a (CHTR) 0.1 $3.7M 16k 228.60
Heartware Intl Inc note 1.750%12/1 0.1 $3.5M 3.5M 0.99
MasterCard Incorporated (MA) 0.1 $3.2M 36k 88.05
Edwards Lifesciences (EW) 0.1 $3.2M 32k 99.72
J.B. Hunt Transport Services (JBHT) 0.1 $3.2M 40k 80.93
Laboratory Corp. of America Holdings (LH) 0.1 $3.0M 23k 130.26
DaVita (DVA) 0.1 $3.2M 42k 77.30
Applied Materials (AMAT) 0.1 $3.2M 132k 23.97
Fastenal Company (FAST) 0.1 $3.1M 71k 44.39
Roper Industries (ROP) 0.1 $3.2M 19k 170.53
Bank of the Ozarks 0.1 $3.0M 80k 37.51
Cimarex Energy 0.1 $3.0M 25k 119.30
Sensata Technologies Hldg Bv 0.1 $3.0M 87k 34.88
Michael Kors Holdings 0.1 $3.3M 67k 49.47
Norwegian Cruise Line Hldgs (NCLH) 0.1 $3.1M 78k 39.83
Citizens Financial (CFG) 0.1 $3.0M 149k 19.97
Weatherford Intl Ltd Note 5.875% 7/0 bond 0.1 $3.3M 3.0M 1.09
Crown Holdings (CCK) 0.1 $2.5M 50k 50.67
Apache Corporation 0.1 $2.5M 45k 55.66
Copart (CPRT) 0.1 $2.8M 56k 49.01
Stanley Black & Decker (SWK) 0.1 $2.8M 25k 111.20
Brown-Forman Corporation (BF.B) 0.1 $2.8M 28k 99.75
Parker-Hannifin Corporation (PH) 0.1 $2.5M 23k 108.01
Biogen Idec (BIIB) 0.1 $2.8M 12k 241.76
Jacobs Engineering 0.1 $2.7M 53k 49.79
ConAgra Foods (CAG) 0.1 $2.7M 56k 47.79
Paccar (PCAR) 0.1 $2.9M 55k 51.86
Thor Industries (THO) 0.1 $2.5M 38k 64.74
Oshkosh Corporation (OSK) 0.1 $2.4M 50k 47.70
Wabtec Corporation (WAB) 0.1 $2.4M 34k 70.22
CHECK POINT SOFTWARE Technolog Com Stk (CHKP) 0.1 $2.5M 32k 79.67
Cobalt Intl Energy Inc note 0.1 $2.9M 7.5M 0.38
Fidelity + Guaranty Life 0.1 $2.7M 115k 23.16
Spirit Realty Capital Inc convertible cor 0.1 $2.7M 2.5M 1.08
Anthem (ELV) 0.1 $2.8M 22k 131.30
Eversource Energy (ES) 0.1 $2.8M 47k 59.89
Paypal Holdings (PYPL) 0.1 $2.6M 72k 36.51
Arris 0.1 $2.9M 137k 20.96
Dentsply Sirona (XRAY) 0.1 $2.5M 41k 62.04
Affiliated Managers (AMG) 0.0 $2.0M 14k 140.77
Costco Wholesale Corporation (COST) 0.0 $2.1M 13k 157.01
CBS Corporation 0.0 $1.9M 35k 54.41
Great Plains Energy Incorporated 0.0 $2.1M 68k 30.40
Core Laboratories 0.0 $1.9M 15k 123.87
IDEXX Laboratories (IDXX) 0.0 $1.8M 20k 92.81
Boston Scientific Corporation (BSX) 0.0 $1.8M 79k 23.37
Autoliv (ALV) 0.0 $2.0M 18k 107.44
International Flavors & Fragrances (IFF) 0.0 $2.0M 16k 126.03
Unum (UNM) 0.0 $2.3M 72k 31.79
PerkinElmer (RVTY) 0.0 $2.3M 44k 52.41
Exelon Corporation (EXC) 0.0 $2.1M 59k 36.35
TJX Companies (TJX) 0.0 $2.2M 28k 77.20
Yahoo! 0.0 $1.9M 50k 37.56
Juniper Networks (JNPR) 0.0 $2.1M 95k 22.48
Illumina (ILMN) 0.0 $2.1M 15k 140.35
Flextronics International Ltd Com Stk (FLEX) 0.0 $1.9M 158k 11.79
CenterPoint Energy (CNP) 0.0 $1.9M 78k 23.99
First Niagara Financial 0.0 $1.9M 200k 9.74
Ulta Salon, Cosmetics & Fragrance (ULTA) 0.0 $2.2M 8.8k 243.63
Church & Dwight (CHD) 0.0 $2.0M 19k 102.87
WGL Holdings 0.0 $2.2M 31k 70.76
Valeant Pharmaceuticals Int 0.0 $2.0M 100k 20.13
Six Flags Entertainment (SIX) 0.0 $1.9M 32k 57.95
Bankunited (BKU) 0.0 $2.1M 69k 30.71
Ally Financial (ALLY) 0.0 $1.9M 109k 17.07
Goldman Sachs (GS) 0.0 $1.4M 9.5k 148.53
Progressive Corporation (PGR) 0.0 $1.7M 50k 33.49
Charles Schwab Corporation (SCHW) 0.0 $1.4M 55k 25.29
Assurant (AIZ) 0.0 $1.5M 17k 86.25
PNC Financial Services (PNC) 0.0 $1.6M 20k 81.34
Northern Trust Corporation (NTRS) 0.0 $1.7M 26k 66.23
Dick's Sporting Goods (DKS) 0.0 $1.3M 29k 45.05
Tractor Supply Company (TSCO) 0.0 $1.6M 17k 91.16
Noble Energy 0.0 $1.5M 41k 35.86
T. Rowe Price (TROW) 0.0 $1.7M 23k 72.96
Teradata Corporation (TDC) 0.0 $1.6M 65k 25.06
Sherwin-Williams Company (SHW) 0.0 $1.4M 4.9k 293.62
Western Digital (WDC) 0.0 $1.5M 32k 47.26
E.I. du Pont de Nemours & Company 0.0 $1.6M 25k 64.80
Tyson Foods (TSN) 0.0 $1.5M 22k 66.75
Office Depot 0.0 $1.7M 509k 3.43
Gartner (IT) 0.0 $1.3M 14k 97.38
ConocoPhillips (COP) 0.0 $1.7M 39k 43.60
General Mills (GIS) 0.0 $1.7M 25k 71.29
Donaldson Company (DCI) 0.0 $1.7M 49k 34.35
Ctrip.com International 0.0 $1.7M 40k 41.20
Estee Lauder Companies (EL) 0.0 $1.7M 18k 91.02
Celanese Corporation (CE) 0.0 $1.4M 21k 65.43
Jones Lang LaSalle Incorporated (JLL) 0.0 $1.4M 15k 97.44
Ingersoll-rand Co Ltd-cl A 0.0 $1.6M 25k 63.65
Jabil Circuit (JBL) 0.0 $1.6M 85k 18.46
MetLife (MET) 0.0 $1.4M 35k 39.82
Middleby Corporation (MIDD) 0.0 $1.3M 12k 115.23
Tempur-Pedic International (TPX) 0.0 $1.8M 33k 55.29
Cathay General Ban (CATY) 0.0 $1.4M 51k 28.19
Celgene Corporation 0.0 $1.5M 16k 98.58
Hanover Insurance (THG) 0.0 $1.7M 20k 84.58
McCormick & Company, Incorporated (MKC) 0.0 $1.5M 14k 106.63
Scripps Networks Interactive 0.0 $1.6M 26k 62.25
Oneok (OKE) 0.0 $1.4M 29k 47.43
Industries N shs - a - (LYB) 0.0 $1.5M 21k 74.42
Motorola Solutions (MSI) 0.0 $1.4M 22k 65.93
Expedia (EXPE) 0.0 $1.6M 15k 106.28
Facebook Inc cl a (META) 0.0 $1.5M 13k 114.22
Diamondback Energy (FANG) 0.0 $1.4M 15k 91.15
Intercontinental Exchange (ICE) 0.0 $1.6M 6.4k 255.94
Voya Financial (VOYA) 0.0 $1.5M 62k 24.75
Synchrony Financial (SYF) 0.0 $1.6M 62k 25.28
Keysight Technologies (KEYS) 0.0 $1.6M 54k 29.07
Kraft Heinz (KHC) 0.0 $1.5M 17k 88.46
Alphabet Inc Class A cs (GOOGL) 0.0 $1.8M 2.6k 703.46
Broad 0.0 $1.6M 11k 155.38
Hasbro (HAS) 0.0 $978k 12k 83.98
Emcor (EME) 0.0 $875k 18k 49.25
BlackRock (BLK) 0.0 $1.0M 3.0k 342.32
Leucadia National 0.0 $824k 48k 17.32
Signature Bank (SBNY) 0.0 $811k 6.5k 124.77
Bank of America Corporation (BAC) 0.0 $932k 70k 13.26
Bank of New York Mellon Corporation (BK) 0.0 $1.3M 33k 38.82
SLM Corporation (SLM) 0.0 $794k 129k 6.18
Abbott Laboratories (ABT) 0.0 $1.1M 27k 39.29
Martin Marietta Materials (MLM) 0.0 $960k 5.0k 191.92
Franklin Resources (BEN) 0.0 $917k 28k 33.35
NVIDIA Corporation (NVDA) 0.0 $1.1M 23k 47.00
PPG Industries (PPG) 0.0 $1.2M 12k 104.08
Ryder System (R) 0.0 $1.1M 18k 61.09
Charles River Laboratories (CRL) 0.0 $845k 10k 82.44
Regions Financial Corporation (RF) 0.0 $1.1M 133k 8.50
Hanesbrands (HBI) 0.0 $1.0M 41k 25.11
Taro Pharmaceutical Industries (TARO) 0.0 $1.3M 8.8k 145.55
WellCare Health Plans 0.0 $844k 7.9k 107.22
Kroger (KR) 0.0 $974k 27k 36.75
Thermo Fisher Scientific (TMO) 0.0 $1.2M 8.0k 147.75
Goodyear Tire & Rubber Company (GT) 0.0 $1.0M 40k 25.64
MSC Industrial Direct (MSM) 0.0 $1.1M 15k 70.53
Williams-Sonoma (WSM) 0.0 $877k 17k 52.11
Apollo 0.0 $1.1M 118k 9.12
Lexmark International 0.0 $997k 26k 37.74
Manpower (MAN) 0.0 $1.0M 16k 64.34
Omni (OMC) 0.0 $1.1M 14k 81.48
Empire District Electric Company 0.0 $1.0M 30k 33.94
WABCO Holdings 0.0 $929k 10k 91.52
Arch Capital Group (ACGL) 0.0 $980k 14k 71.97
Chesapeake Energy Corporation 0.0 $820k 192k 4.28
Radian (RDN) 0.0 $1.3M 124k 10.42
Darling International (DAR) 0.0 $999k 67k 14.89
Activision Blizzard 0.0 $846k 21k 39.61
Dolby Laboratories (DLB) 0.0 $1.0M 22k 47.84
Amtrust Financial Services 0.0 $921k 38k 24.49
Cantel Medical 0.0 $853k 12k 68.70
Cash America International 0.0 $1.1M 26k 42.60
Bruker Corporation (BRKR) 0.0 $815k 36k 22.73
Cheesecake Factory Incorporated (CAKE) 0.0 $847k 18k 48.12
Chipotle Mexican Grill (CMG) 0.0 $1.0M 2.5k 402.40
Concho Resources 0.0 $1.2M 10k 119.20
DreamWorks Animation SKG 0.0 $1.0M 25k 40.84
Renasant (RNST) 0.0 $824k 26k 32.31
Alexion Pharmaceuticals 0.0 $980k 8.4k 116.67
Chicago Bridge & Iron Company 0.0 $1.2M 36k 34.61
Hexcel Corporation (HXL) 0.0 $912k 22k 41.63
Lululemon Athletica (LULU) 0.0 $1.3M 17k 73.86
Poly 0.0 $944k 84k 11.25
QLogic Corporation 0.0 $993k 67k 14.73
TiVo 0.0 $970k 98k 9.89
United Therapeutics Corporation (UTHR) 0.0 $932k 8.8k 105.82
Aqua America 0.0 $873k 25k 35.63
Associated Banc- (ASB) 0.0 $794k 46k 17.15
Kansas City Southern 0.0 $819k 9.1k 90.00
Rofin-Sinar Technologies 0.0 $1.0M 32k 31.93
Wilshire Ban 0.0 $1.1M 101k 10.42
Albemarle Corporation (ALB) 0.0 $832k 11k 79.24
EQT Corporation (EQT) 0.0 $954k 12k 77.40
FEI Company 0.0 $1.0M 9.4k 106.82
Masimo Corporation (MASI) 0.0 $786k 15k 52.47
NetSuite 0.0 $917k 13k 72.78
Verint Systems (VRNT) 0.0 $962k 29k 33.11
QEP Resources 0.0 $875k 50k 17.63
General Motors Company (GM) 0.0 $1.2M 44k 28.29
Booz Allen Hamilton Holding Corporation (BAH) 0.0 $1.2M 39k 29.62
Invesco Mortgage Capital 0.0 $844k 62k 13.68
Gnc Holdings Inc Cl A 0.0 $1.2M 51k 24.27
Cbre Group Inc Cl A (CBRE) 0.0 $1.2M 45k 26.48
J Global (ZD) 0.0 $852k 14k 63.11
Acadia Healthcare (ACHC) 0.0 $858k 16k 55.35
Aon 0.0 $1.2M 11k 109.20
Guidewire Software (GWRE) 0.0 $994k 16k 61.74
Mallinckrodt Pub 0.0 $1.1M 18k 60.76
Cdw (CDW) 0.0 $861k 22k 40.05
Envision Healthcare Hlds 0.0 $976k 39k 25.36
Burlington Stores (BURL) 0.0 $1.1M 16k 66.70
Meritor Inc conv 0.0 $1.1M 1.0M 1.12
Talmer Ban 0.0 $1.1M 60k 19.16
Solazyme Inc bond 0.0 $1.1M 2.2M 0.50
Ims Health Holdings 0.0 $1.0M 40k 25.34
Memorial Resource Development 0.0 $1.1M 71k 15.87
Vwr Corp cash securities 0.0 $1.0M 35k 28.89
Navistar Intl Corp conv 0.0 $885k 1.5M 0.59
Amyris Inc. note 6.500% 5/1 0.0 $1.0M 4.0M 0.26
Your Community Bankshares 0.0 $988k 27k 37.13
Msg Network Inc cl a 0.0 $826k 54k 15.32
Hewlett Packard Enterprise (HPE) 0.0 $787k 43k 18.26
E TRADE Financial Corporation 0.0 $364k 16k 23.46
Packaging Corporation of America (PKG) 0.0 $348k 5.2k 66.92
Cognizant Technology Solutions (CTSH) 0.0 $555k 9.7k 57.20
Hartford Financial Services (HIG) 0.0 $465k 11k 44.29
State Street Corporation (STT) 0.0 $582k 11k 53.89
Western Union Company (WU) 0.0 $361k 19k 19.16
Fidelity National Information Services (FIS) 0.0 $366k 5.0k 73.64
Rli (RLI) 0.0 $467k 6.8k 68.69
MGIC Investment (MTG) 0.0 $733k 123k 5.95
People's United Financial 0.0 $408k 28k 14.64
SEI Investments Company (SEIC) 0.0 $351k 7.3k 48.08
Suntrust Banks Inc $1.00 Par Cmn 0.0 $733k 18k 41.03
Ecolab (ECL) 0.0 $581k 4.9k 118.57
Bunge 0.0 $574k 9.7k 59.05
Carnival Corporation (CCL) 0.0 $784k 18k 44.16
Coach 0.0 $603k 15k 40.74
Lincoln Electric Holdings (LECO) 0.0 $277k 4.7k 58.94
Mercury General Corporation (MCY) 0.0 $265k 5.0k 53.06
Newmont Mining Corporation (NEM) 0.0 $276k 7.1k 39.02
Nuance Communications 0.0 $516k 33k 15.60
Polaris Industries (PII) 0.0 $491k 6.0k 81.70
RPM International (RPM) 0.0 $718k 14k 49.90
Boeing Company (BA) 0.0 $597k 4.6k 129.78
Timken Company (TKR) 0.0 $505k 17k 30.61
Avista Corporation (AVA) 0.0 $385k 8.6k 44.77
Whirlpool Corporation (WHR) 0.0 $266k 1.6k 166.25
Cato Corporation (CATO) 0.0 $328k 8.7k 37.65
National-Oilwell Var 0.0 $572k 17k 33.65
Coherent 0.0 $454k 4.9k 91.77
Tetra Tech (TTEK) 0.0 $455k 15k 30.74
Eastman Chemical Company (EMN) 0.0 $516k 7.6k 67.89
Cabela's Incorporated 0.0 $311k 6.2k 49.92
Rockwell Collins 0.0 $354k 4.2k 85.06
Adtran 0.0 $450k 24k 18.62
Federal Signal Corporation (FSS) 0.0 $278k 22k 12.86
Convergys Corporation 0.0 $622k 25k 24.98
Alcoa 0.0 $422k 46k 9.25
eBay (EBAY) 0.0 $435k 19k 23.40
Schlumberger (SLB) 0.0 $562k 7.1k 79.00
Symantec Corporation 0.0 $456k 22k 20.52
First Midwest Ban 0.0 $298k 17k 17.53
Linear Technology Corporation 0.0 $460k 9.9k 46.46
Markel Corporation (MKL) 0.0 $758k 796.00 952.26
Prestige Brands Holdings (PBH) 0.0 $487k 8.8k 55.30
Msci (MSCI) 0.0 $508k 6.6k 76.97
Grand Canyon Education (LOPE) 0.0 $400k 10k 39.90
Big Lots (BIG) 0.0 $656k 13k 50.08
East West Ban (EWBC) 0.0 $375k 11k 34.09
Old Republic International Corporation (ORI) 0.0 $567k 29k 19.29
Patterson-UTI Energy (PTEN) 0.0 $275k 13k 21.32
Xcel Energy (XEL) 0.0 $420k 9.4k 44.69
Alliance Data Systems Corporation (BFH) 0.0 $348k 1.8k 195.51
First Solar (FSLR) 0.0 $332k 6.9k 48.38
IDEX Corporation (IEX) 0.0 $377k 4.6k 81.96
Robert Half International (RHI) 0.0 $365k 9.6k 38.10
TCF Financial Corporation 0.0 $466k 37k 12.63
Penske Automotive (PAG) 0.0 $283k 9.0k 31.44
Zimmer Holdings (ZBH) 0.0 $312k 2.6k 120.00
Carlisle Companies (CSL) 0.0 $632k 6.0k 105.58
New York Times Company (NYT) 0.0 $344k 28k 12.09
Wynn Resorts (WYNN) 0.0 $697k 7.7k 90.52
Landstar System (LSTR) 0.0 $687k 10k 68.65
Sinclair Broadcast 0.0 $644k 22k 29.81
Tesoro Corporation 0.0 $278k 3.7k 74.85
Griffon Corporation (GFF) 0.0 $620k 37k 16.84
ON Semiconductor (ON) 0.0 $401k 46k 8.80
Louisiana-Pacific Corporation (LPX) 0.0 $298k 17k 17.33
Mead Johnson Nutrition 0.0 $272k 3.0k 90.67
PharMerica Corporation 0.0 $318k 13k 24.65
Allscripts Healthcare Solutions (MDRX) 0.0 $576k 45k 12.70
BGC Partners 0.0 $362k 42k 8.70
Boston Private Financial Holdings 0.0 $301k 26k 11.78
CF Industries Holdings (CF) 0.0 $640k 27k 24.06
Western Alliance Bancorporation (WAL) 0.0 $391k 12k 32.58
Alaska Air (ALK) 0.0 $655k 11k 58.21
Ares Capital Corporation (ARCC) 0.0 $433k 31k 14.20
Evercore Partners (EVR) 0.0 $662k 15k 44.16
Assured Guaranty (AGO) 0.0 $707k 28k 25.35
Atmos Energy Corporation (ATO) 0.0 $656k 8.1k 81.29
Air Transport Services (ATSG) 0.0 $494k 38k 12.95
Cinemark Holdings (CNK) 0.0 $783k 22k 36.42
Diodes Incorporated (DIOD) 0.0 $339k 18k 18.77
Dril-Quip (DRQ) 0.0 $701k 12k 58.42
Emergent BioSolutions (EBS) 0.0 $534k 19k 28.08
Bottomline Technologies 0.0 $768k 36k 21.51
Kirby Corporation (KEX) 0.0 $401k 6.4k 62.27
Lithia Motors (LAD) 0.0 $607k 8.5k 71.02
Manhattan Associates (MANH) 0.0 $639k 10k 64.12
VeriFone Systems 0.0 $710k 38k 18.54
Plexus (PLXS) 0.0 $306k 7.1k 43.17
ScanSource (SCSC) 0.0 $509k 14k 37.10
Synchronoss Technologies 0.0 $695k 22k 31.88
Akorn 0.0 $426k 15k 28.42
Alon USA Energy 0.0 $311k 48k 6.45
Credicorp (BAP) 0.0 $526k 3.4k 154.21
Belden (BDC) 0.0 $338k 5.6k 60.36
Ciena Corporation (CIEN) 0.0 $425k 23k 18.72
Flowserve Corporation (FLS) 0.0 $406k 9.0k 45.11
F.N.B. Corporation (FNB) 0.0 $679k 54k 12.53
Knoll 0.0 $689k 28k 24.26
Myriad Genetics (MYGN) 0.0 $599k 20k 30.56
Urban Outfitters (URBN) 0.0 $407k 15k 27.50
Vector (VGR) 0.0 $587k 26k 22.40
Bob Evans Farms 0.0 $485k 13k 37.89
Chemical Financial Corporation 0.0 $290k 7.8k 37.23
Clarcor 0.0 $548k 9.0k 60.78
First Commonwealth Financial (FCF) 0.0 $265k 29k 9.20
H.B. Fuller Company (FUL) 0.0 $426k 9.7k 43.92
Healthcare Services (HCSG) 0.0 $591k 14k 41.33
Integra LifeSciences Holdings (IART) 0.0 $366k 4.6k 79.57
ICF International (ICFI) 0.0 $348k 8.5k 40.86
Merit Medical Systems (MMSI) 0.0 $377k 19k 19.81
Pinnacle Financial Partners (PNFP) 0.0 $295k 6.1k 48.69
RBC Bearings Incorporated (RBC) 0.0 $461k 6.4k 72.50
TreeHouse Foods (THS) 0.0 $268k 2.6k 102.45
UMB Financial Corporation (UMBF) 0.0 $548k 10k 53.20
Analogic Corporation 0.0 $435k 5.5k 79.39
Cynosure 0.0 $306k 6.3k 48.57
Flowers Foods (FLO) 0.0 $456k 24k 18.71
Orthofix International Nv Com Stk 0.0 $336k 7.9k 42.33
Southern Copper Corporation (SCCO) 0.0 $596k 22k 26.97
PNM Resources (PNM) 0.0 $646k 18k 35.43
Golar Lng (GLNG) 0.0 $310k 20k 15.50
Healthsouth 0.0 $283k 7.3k 38.77
Cavco Industries (CVCO) 0.0 $389k 4.2k 93.69
Meridian Bioscience 0.0 $361k 19k 19.48
Navistar International Corporation 0.0 $558k 51k 11.00
Mednax (MD) 0.0 $721k 10k 72.41
NCI Building Systems 0.0 $594k 37k 15.97
Nabors Industries 0.0 $646k 64k 10.03
Validus Holdings 0.0 $431k 8.9k 48.51
Ball Corporation (BALL) 0.0 $491k 6.8k 72.21
Pilgrim's Pride Corporation (PPC) 0.0 $555k 22k 25.46
Pinnacle West Capital Corporation (PNW) 0.0 $588k 7.3k 81.01
Dollar General (DG) 0.0 $648k 6.9k 93.91
KAR Auction Services (KAR) 0.0 $717k 17k 41.69
Medidata Solutions 0.0 $417k 8.9k 46.85
Genpact (G) 0.0 $432k 16k 26.81
Green Dot Corporation (GDOT) 0.0 $383k 17k 22.98
Scorpio Tankers 0.0 $290k 69k 4.19
Allied World Assurance 0.0 $579k 17k 35.09
Opko Health (OPK) 0.0 $494k 53k 9.33
Lance 0.0 $756k 22k 33.89
Visteon Corporation (VC) 0.0 $335k 5.1k 65.69
Wendy's/arby's Group (WEN) 0.0 $443k 46k 9.61
Ubiquiti Networks 0.0 $750k 19k 38.66
Laredo Petroleum Holdings 0.0 $273k 26k 10.46
Post Holdings Inc Common (POST) 0.0 $783k 9.5k 82.63
M/a (MTSI) 0.0 $316k 9.6k 32.93
Merrimack Pharmaceuticals In 0.0 $302k 56k 5.38
Popular (BPOP) 0.0 $263k 9.0k 29.22
Pdc Energy 0.0 $585k 10k 57.57
Servicenow (NOW) 0.0 $693k 10k 66.39
Globus Med Inc cl a (GMED) 0.0 $444k 19k 23.82
Ptc (PTC) 0.0 $398k 11k 37.58
Zoetis Inc Cl A (ZTS) 0.0 $431k 9.1k 47.36
Hd Supply 0.0 $661k 19k 34.79
Banc Of California (BANC) 0.0 $597k 33k 18.09
Servisfirst Bancshares (SFBS) 0.0 $273k 5.5k 49.37
Science App Int'l (SAIC) 0.0 $334k 5.7k 58.31
Fireeye 0.0 $510k 31k 16.45
Barracuda Networks 0.0 $346k 23k 15.11
Antero Res (AR) 0.0 $480k 19k 25.95
Endurance Intl Group Hldgs I 0.0 $373k 42k 8.99
Kate Spade & Co 0.0 $509k 25k 20.61
La Quinta Holdings 0.0 $384k 34k 11.38
Northstar Asset Management C 0.0 $274k 27k 10.19
Tyco International 0.0 $393k 9.2k 42.55
Mylan Nv 0.0 $363k 8.4k 43.21
Vistaoutdoor (VSTO) 0.0 $764k 16k 47.71
Blue Buffalo Pet Prods 0.0 $601k 26k 23.31
Hubbell (HUBB) 0.0 $429k 4.1k 105.35
Performance Food (PFGC) 0.0 $455k 17k 26.85
Onemain Holdings (OMF) 0.0 $542k 24k 22.80
Spire (SR) 0.0 $410k 5.8k 70.69
Lear Corporation (LEA) 0.0 $213k 2.1k 101.57
KB Home (KBH) 0.0 $166k 11k 15.15
Transocean (RIG) 0.0 $121k 10k 11.86
KBR (KBR) 0.0 $202k 15k 13.20
Manitowoc Company 0.0 $78k 14k 5.42
BancorpSouth 0.0 $220k 9.7k 22.68
Interpublic Group of Companies (IPG) 0.0 $233k 10k 23.08
Arrow Electronics (ARW) 0.0 $239k 3.9k 61.69
Mbia (MBI) 0.0 $116k 17k 6.79
Ii-vi 0.0 $226k 12k 18.74
Janus Capital 0.0 $161k 12k 13.88
ViaSat (VSAT) 0.0 $228k 3.2k 71.25
Gray Television (GTN) 0.0 $179k 17k 10.85
Advanced Micro Devices (AMD) 0.0 $243k 47k 5.14
Micron Technology (MU) 0.0 $213k 16k 13.74
Steel Dynamics (STLD) 0.0 $227k 9.3k 24.41
Brookline Ban (BRKL) 0.0 $111k 10k 10.97
China Biologic Products 0.0 $223k 2.1k 106.19
Hecla Mining Company (HL) 0.0 $78k 15k 5.06
On Assignment 0.0 $216k 5.9k 36.80
Air Methods Corporation 0.0 $207k 5.8k 35.72
Helix Energy Solutions (HLX) 0.0 $163k 24k 6.74
InterDigital (IDCC) 0.0 $217k 3.9k 55.47
Infinera (INFN) 0.0 $121k 11k 11.25
Vail Resorts (MTN) 0.0 $248k 1.8k 137.78
Seaspan Corp 0.0 $193k 14k 13.93
Cree 0.0 $256k 11k 24.42
NetScout Systems (NTCT) 0.0 $253k 11k 22.19
Brookdale Senior Living (BKD) 0.0 $243k 16k 15.38
Callon Pete Co Del Com Stk 0.0 $150k 13k 11.20
Globalstar (GSAT) 0.0 $124k 103k 1.21
Dana Holding Corporation (DAN) 0.0 $199k 19k 10.53
Gran Tierra Energy 0.0 $122k 36k 3.37
Amicus Therapeutics (FOLD) 0.0 $91k 17k 5.44
Web 0.0 $239k 13k 18.16
Rackspace Hosting 0.0 $202k 9.7k 20.82
Spirit AeroSystems Holdings (SPR) 0.0 $220k 5.1k 42.93
Cobalt Intl Energy 0.0 $178k 134k 1.33
ZIOPHARM Oncology 0.0 $84k 16k 5.43
Endologix 0.0 $156k 13k 12.38
Ligand Pharmaceuticals In (LGND) 0.0 $251k 2.1k 118.84
Pacific Biosciences of California (PACB) 0.0 $130k 19k 7.03
Ascena Retail 0.0 $217k 31k 6.96
MiMedx (MDXG) 0.0 $120k 15k 7.95
Cornerstone Ondemand 0.0 $251k 6.6k 37.99
Cavium 0.0 $234k 6.1k 38.52
Air Lease Corp (AL) 0.0 $240k 9.0k 26.71
Bankrate 0.0 $184k 25k 7.47
Groupon 0.0 $43k 13k 3.23
Avg Technologies 0.0 $225k 12k 18.96
Caesar Stone Sdot Yam (CSTE) 0.0 $243k 7.0k 34.73
Matson (MATX) 0.0 $243k 7.5k 32.21
Workday Inc cl a (WDAY) 0.0 $228k 3.1k 74.41
Sprint 0.0 $172k 38k 4.51
Taylor Morrison Hom (TMHC) 0.0 $153k 10k 14.77
Sirius Xm Holdings (SIRI) 0.0 $141k 36k 3.94
Noble Corp Plc equity 0.0 $102k 12k 8.23
Santander Consumer Usa 0.0 $171k 17k 10.29
Amc Entmt Hldgs Inc Cl A 0.0 $249k 9.0k 27.52
Community Health Sys Inc New right 01/27/2016 0.0 $0 2.0M 0.00
Platform Specialty Prods Cor 0.0 $126k 14k 8.81
Zendesk 0.0 $232k 8.8k 26.30
Travelport Worldwide 0.0 $227k 18k 12.85
Pra Health Sciences 0.0 $224k 5.4k 41.70
Beneficial Ban 0.0 $156k 12k 12.71
Box Inc cl a (BOX) 0.0 $129k 13k 10.31
Gannett 0.0 $217k 16k 13.79
Caleres (CAL) 0.0 $261k 11k 24.17
Kearny Finl Corp Md (KRNY) 0.0 $149k 12k 12.52
Babcock & Wilcox Enterprises 0.0 $173k 12k 14.68
Livanova Plc Ord (LIVN) 0.0 $246k 4.9k 50.20
Ferroglobe (GSM) 0.0 $131k 15k 8.56