Capstone Investment Advisors

Capstone Investment Advisors as of Sept. 30, 2019

Portfolio Holdings for Capstone Investment Advisors

Capstone Investment Advisors holds 602 positions in its portfolio as reported in the September 2019 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 6.5 $921M 3.1M 296.77
Microsoft Corporation (MSFT) 4.0 $566M 4.1M 139.03
Apple (AAPL) 4.0 $561M 2.5M 224.41
Amazon (AMZN) 2.4 $338M 195k 1735.91
iShares MSCI Emerging Markets Indx (EEM) 2.1 $298M 7.3M 40.87
Celgene Corporation 1.9 $274M 2.8M 99.30
iShares FTSE/Xinhua China 25 Index (FXI) 1.7 $242M 6.1M 39.80
iShares Russell 2000 Index (IWM) 1.6 $232M 1.5M 151.34
iShares MSCI EAFE Index Fund (EFA) 1.4 $206M 3.2M 65.21
Facebook Inc cl a (META) 1.3 $187M 1.1M 178.06
Alphabet Inc Class C cs (GOOG) 1.3 $186M 153k 1219.08
Procter & Gamble Company (PG) 1.2 $175M 1.4M 124.38
Walt Disney Company (DIS) 1.2 $166M 1.3M 130.32
Visa (V) 1.2 $164M 954k 171.99
Alphabet Inc Class A cs (GOOGL) 1.1 $164M 134k 1221.14
Berkshire Hathaway (BRK.B) 1.1 $156M 748k 208.03
MasterCard Incorporated (MA) 1.1 $150M 551k 271.57
iShares iBoxx $ High Yid Corp Bond (HYG) 1.0 $136M 1.6M 87.17
Johnson & Johnson (JNJ) 0.9 $134M 1.0M 129.38
Allergan 0.9 $131M 775k 168.29
JPMorgan Chase & Co. (JPM) 0.9 $129M 1.1M 117.69
Exxon Mobil Corporation (XOM) 0.9 $126M 1.8M 70.61
iShares Dow Jones US Real Estate (IYR) 0.9 $124M 1.3M 93.54
Intel Corporation (INTC) 0.9 $124M 2.4M 51.55
Home Depot (HD) 0.8 $120M 517k 232.01
At&t (T) 0.8 $121M 3.2M 37.84
Verizon Communications (VZ) 0.8 $106M 1.8M 60.34
Merck & Co (MRK) 0.7 $103M 1.2M 84.18
Coca-Cola Company (KO) 0.7 $100M 1.8M 54.49
Cisco Systems (CSCO) 0.7 $101M 2.0M 49.41
Bank of America Corporation (BAC) 0.7 $95M 3.3M 29.17
McDonald's Corporation (MCD) 0.7 $96M 445k 214.74
Chevron Corporation (CVX) 0.7 $93M 780k 118.59
Comcast Corporation (CMCSA) 0.6 $91M 2.0M 45.05
Wal-Mart Stores (WMT) 0.6 $91M 761k 118.86
Wells Fargo & Company (WFC) 0.6 $87M 1.7M 50.43
Pepsi (PEP) 0.6 $85M 616k 137.09
NVIDIA Corporation (NVDA) 0.6 $84M 480k 174.09
Nextera Energy (NEE) 0.6 $81M 347k 232.86
Costco Wholesale Corporation (COST) 0.6 $80M 277k 288.11
Boeing Company (BA) 0.6 $80M 210k 380.52
UnitedHealth (UNH) 0.6 $79M 363k 217.33
Pfizer (PFE) 0.6 $79M 2.2M 35.93
Tesla Motors Inc bond 0.5 $71M 72M 0.98
Starbucks Corporation (SBUX) 0.5 $67M 760k 88.43
Oracle Corporation (ORCL) 0.5 $67M 1.2M 55.02
Citigroup (C) 0.5 $67M 964k 69.08
Dupont De Nemours (DD) 0.5 $67M 939k 71.31
General Electric Company 0.5 $64M 7.1M 8.94
Paypal Holdings (PYPL) 0.5 $63M 610k 103.59
Honeywell International (HON) 0.4 $63M 371k 169.12
Booking Holdings (BKNG) 0.4 $61M 31k 1962.73
Adobe Systems Incorporated (ADBE) 0.4 $60M 216k 276.44
Lockheed Martin Corporation (LMT) 0.4 $60M 153k 390.17
Texas Instruments Incorporated (TXN) 0.4 $60M 466k 129.24
Thermo Fisher Scientific (TMO) 0.4 $58M 200k 291.27
International Business Machines (IBM) 0.4 $58M 397k 145.37
Medtronic (MDT) 0.4 $58M 531k 108.66
Caesars Entmt Corp note 5.000%10/0 0.4 $59M 35M 1.70
Netflix (NFLX) 0.4 $56M 210k 267.62
Linde 0.4 $58M 297k 193.72
Amgen (AMGN) 0.4 $56M 289k 193.51
Nike (NKE) 0.4 $55M 584k 93.92
salesforce (CRM) 0.4 $56M 376k 148.42
Abbott Laboratories (ABT) 0.4 $54M 643k 83.65
Philip Morris International (PM) 0.4 $54M 715k 75.93
Broadcom (AVGO) 0.4 $54M 196k 276.07
3M Company (MMM) 0.4 $52M 319k 164.40
Union Pacific Corporation (UNP) 0.4 $52M 321k 161.97
United Technologies Corporation 0.4 $51M 371k 136.52
Abbvie (ABBV) 0.3 $47M 621k 75.73
United Parcel Service (UPS) 0.3 $46M 382k 119.83
Qualcomm (QCOM) 0.3 $46M 601k 76.22
Goldman Sachs (GS) 0.3 $43M 209k 207.23
Eli Lilly & Co. (LLY) 0.3 $44M 397k 111.87
Charter Communications Inc New Cl A cl a (CHTR) 0.3 $43M 105k 412.12
Alibaba Group Holding (BABA) 0.3 $42M 252k 167.23
Northrop Grumman Corporation (NOC) 0.3 $41M 109k 374.92
Accenture (ACN) 0.3 $42M 218k 192.26
American Tower Reit (AMT) 0.3 $41M 184k 221.13
Mondelez Int (MDLZ) 0.3 $41M 745k 55.32
Medicines Company conv 0.3 $41M 27M 1.51
Altria (MO) 0.3 $40M 971k 40.90
Lowe's Companies (LOW) 0.3 $39M 358k 109.91
American Express Company (AXP) 0.3 $38M 322k 118.28
Danaher Corporation (DHR) 0.3 $38M 263k 144.43
Zayo Group Hldgs 0.3 $39M 1.1M 33.90
Bristol Myers Squibb (BMY) 0.3 $38M 739k 50.71
Intuitive Surgical (ISRG) 0.3 $37M 68k 539.92
Gilead Sciences (GILD) 0.3 $36M 573k 63.39
Intuit (INTU) 0.3 $37M 140k 265.95
Medicines Company 2.750000 07/15/2023 bond 0.3 $36M 30M 1.21
Barclays Bk Plc cmn 0.3 $38M 1.6M 23.74
CVS Caremark Corporation (CVS) 0.2 $36M 573k 63.07
Colgate-Palmolive Company (CL) 0.2 $36M 491k 73.51
Southern Company (SO) 0.2 $36M 578k 61.77
Anthem (ELV) 0.2 $36M 150k 240.11
Cme (CME) 0.2 $34M 160k 211.34
BHP Billiton 0.2 $33M 770k 42.84
Caterpillar (CAT) 0.2 $32M 254k 126.33
FedEx Corporation (FDX) 0.2 $32M 222k 145.57
Altaba 0.2 $33M 1.7M 19.48
Cigna Corp (CI) 0.2 $33M 217k 151.79
U.S. Bancorp (USB) 0.2 $32M 577k 55.34
Regeneron Pharmaceuticals (REGN) 0.2 $32M 115k 277.41
Stryker Corporation (SYK) 0.2 $31M 142k 216.29
Biogen Idec (BIIB) 0.2 $31M 132k 232.82
TJX Companies (TJX) 0.2 $32M 571k 55.80
PNC Financial Services (PNC) 0.2 $30M 217k 140.16
ConocoPhillips (COP) 0.2 $30M 521k 56.99
Micron Technology (MU) 0.2 $30M 705k 42.85
Occidental Petroleum Corporation (OXY) 0.2 $29M 642k 44.47
iShares MSCI South Korea Index Fund (EWY) 0.2 $28M 500k 56.34
Deere & Company (DE) 0.2 $27M 159k 168.67
Illumina (ILMN) 0.2 $27M 89k 304.23
Lam Research Corporation (LRCX) 0.2 $27M 115k 231.13
Golar Lng Ltd convertible security 0.2 $27M 31M 0.87
Automatic Data Processing (ADP) 0.2 $26M 159k 161.49
Morgan Stanley (MS) 0.2 $26M 597k 42.67
Genesee & Wyoming 0.2 $26M 235k 110.51
BlackRock (BLK) 0.2 $24M 54k 445.63
CSX Corporation (CSX) 0.2 $25M 358k 69.27
Yum! Brands (YUM) 0.2 $25M 218k 113.43
General Motors Company (GM) 0.2 $24M 641k 37.49
Norfolk Southern (NSC) 0.2 $23M 128k 179.67
Capital One Financial (COF) 0.2 $22M 244k 90.98
Schlumberger (SLB) 0.2 $23M 683k 34.17
Prudential Financial (PRU) 0.2 $23M 253k 89.95
Intercontinental Exchange (ICE) 0.2 $23M 252k 92.27
Crown Castle Intl (CCI) 0.2 $23M 167k 139.01
Baxter International (BAX) 0.1 $22M 248k 87.47
Edwards Lifesciences (EW) 0.1 $21M 97k 219.92
EOG Resources (EOG) 0.1 $21M 283k 74.22
American International (AIG) 0.1 $21M 370k 55.70
Simon Property (SPG) 0.1 $22M 140k 155.67
Duke Energy (DUK) 0.1 $21M 217k 95.87
Walgreen Boots Alliance (WBA) 0.1 $22M 395k 55.31
Two Hbrs Invt Corp note 6.250% 1/1 0.1 $21M 20M 1.03
Bank of New York Mellon Corporation (BK) 0.1 $19M 424k 45.21
Dominion Resources (D) 0.1 $20M 252k 81.04
Public Storage (PSA) 0.1 $20M 80k 245.28
AFLAC Incorporated (AFL) 0.1 $20M 377k 52.32
Boston Scientific Corporation (BSX) 0.1 $20M 490k 40.61
Raytheon Company 0.1 $20M 102k 192.66
Allstate Corporation (ALL) 0.1 $20M 179k 108.69
Applied Materials (AMAT) 0.1 $21M 411k 49.90
Humana (HUM) 0.1 $20M 79k 255.68
Marathon Petroleum Corp (MPC) 0.1 $20M 329k 60.77
Zoetis Inc Cl A (ZTS) 0.1 $20M 161k 124.59
Redwood Trust Inc convertible security 0.1 $20M 19M 1.02
Newmont Mining Corporation (NEM) 0.1 $18M 481k 37.92
Xilinx 0.1 $18M 190k 95.89
Target Corporation (TGT) 0.1 $18M 169k 106.92
Williams Companies (WMB) 0.1 $18M 765k 24.06
Delta Air Lines (DAL) 0.1 $19M 323k 57.61
MetLife (MET) 0.1 $19M 400k 47.16
Hp (HPQ) 0.1 $18M 951k 18.92
S&p Global (SPGI) 0.1 $18M 73k 245.00
Whiting Pete Corp New Note 1.250% 4/0 bond 0.1 $18M 18M 0.98
Redwood Tr Inc note 4.750% 8/1 0.1 $19M 19M 1.00
Herbalife Ltd convertible security 0.1 $19M 20M 0.94
Tesla Inc note 2.000% 5/1 0.1 $18M 18M 1.02
Suntrust Banks Inc $1.00 Par Cmn 0.1 $17M 245k 68.80
Ecolab (ECL) 0.1 $17M 84k 198.01
Waste Management (WM) 0.1 $17M 147k 115.00
Vertex Pharmaceuticals Incorporated (VRTX) 0.1 $17M 101k 170.89
Autodesk (ADSK) 0.1 $18M 119k 147.70
Kimberly-Clark Corporation (KMB) 0.1 $17M 123k 141.99
Electronic Arts (EA) 0.1 $17M 179k 97.56
Valero Energy Corporation (VLO) 0.1 $18M 206k 84.86
Becton, Dickinson and (BDX) 0.1 $18M 70k 252.96
Marriott International (MAR) 0.1 $17M 135k 124.41
Hershey Company (HSY) 0.1 $17M 111k 154.98
Activision Blizzard 0.1 $17M 320k 52.92
Estee Lauder Companies (EL) 0.1 $17M 86k 198.95
Southwest Airlines (LUV) 0.1 $18M 326k 54.01
Vaneck Vectors Semiconductor Etf semiconductor (SMH) 0.1 $17M 142k 119.13
Travelers Companies (TRV) 0.1 $15M 101k 150.68
Analog Devices (ADI) 0.1 $15M 137k 112.50
Ford Motor Company (F) 0.1 $16M 1.7M 9.16
General Dynamics Corporation (GD) 0.1 $16M 89k 182.73
Constellation Brands (STZ) 0.1 $15M 74k 207.28
Advanced Micro Devices (AMD) 0.1 $15M 528k 28.99
Consumer Discretionary SPDR (XLY) 0.1 $15M 126k 120.69
Aerojet Rocketdyne Hldgs Inc Note 2.25012/1 bnd 0.1 $15M 7.5M 2.00
Alder Biopharmaceuticals Inc convertible security 0.1 $15M 14M 1.11
Mfa Financial note 6.250 6/1 0.1 $15M 15M 1.03
BB&T Corporation 0.1 $14M 263k 53.37
eBay (EBAY) 0.1 $15M 378k 38.97
Sempra Energy (SRE) 0.1 $14M 97k 147.61
Align Technology (ALGN) 0.1 $14M 76k 180.91
Alexion Pharmaceuticals 0.1 $14M 146k 97.94
Carnival (CUK) 0.1 $14M 335k 42.07
Dollar General (DG) 0.1 $15M 93k 158.93
Kinder Morgan (KMI) 0.1 $14M 679k 20.61
Hca Holdings (HCA) 0.1 $14M 115k 120.42
Johnson Controls International Plc equity (JCI) 0.1 $15M 334k 43.89
Pattern Energy Group Inc. 4.00% July 15, 2020 ccb 0.1 $14M 13M 1.05
Cognizant Technology Solutions (CTSH) 0.1 $12M 203k 60.27
Corning Incorporated (GLW) 0.1 $13M 439k 28.52
Hartford Financial Services (HIG) 0.1 $12M 203k 60.61
Charles Schwab Corporation (SCHW) 0.1 $13M 320k 41.82
Global Payments (GPN) 0.1 $14M 85k 159.02
General Mills (GIS) 0.1 $12M 221k 55.13
American Electric Power Company (AEP) 0.1 $12M 132k 93.70
Illinois Tool Works (ITW) 0.1 $13M 82k 156.50
Fiserv (FI) 0.1 $13M 122k 103.58
Medidata Solutions 0.1 $13M 145k 91.50
Phillips 66 (PSX) 0.1 $12M 121k 102.39
Twitter 0.1 $13M 306k 41.20
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 0.1 $13M 14M 0.98
Cypress Semiconductor Co convertible security 0.1 $12M 10M 1.21
Granite Pt Mtg Tr Inc note 6.375%10/0 0.1 $12M 12M 1.03
Dow (DOW) 0.1 $12M 254k 47.65
Cummins (CMI) 0.1 $11M 68k 162.68
Royal Caribbean Cruises (RCL) 0.1 $12M 109k 108.33
Emerson Electric (EMR) 0.1 $12M 176k 66.43
Kroger (KR) 0.1 $11M 427k 25.79
McKesson Corporation (MCK) 0.1 $12M 86k 138.89
Exelon Corporation (EXC) 0.1 $11M 221k 48.31
WABCO Holdings 0.1 $12M 87k 133.75
Alliance Data Systems Corporation (BFH) 0.1 $11M 86k 128.09
Pioneer Natural Resources (PXD) 0.1 $12M 93k 125.76
Ventas (VTR) 0.1 $12M 162k 73.02
Take-Two Interactive Software (TTWO) 0.1 $11M 86k 125.34
Dbx Etf Tr dbxtr har cs 300 (ASHR) 0.1 $11M 400k 27.09
Intrexon Corp note 3.500% 7/0 0.1 $11M 18M 0.62
Istar Inc note 3.125% 9/1 0.1 $11M 10M 1.06
HSBC Holdings (HSBC) 0.1 $11M 274k 38.27
State Street Corporation (STT) 0.1 $11M 178k 59.19
Archer Daniels Midland Company (ADM) 0.1 $9.9M 241k 41.06
PPG Industries (PPG) 0.1 $9.5M 80k 118.52
International Paper Company (IP) 0.1 $9.9M 236k 41.82
Western Digital (WDC) 0.1 $10M 170k 59.93
WellCare Health Plans 0.1 $10M 39k 259.17
D.R. Horton (DHI) 0.1 $10M 196k 52.72
Wynn Resorts (WYNN) 0.1 $9.5M 87k 108.71
Medicines Company 0.1 $9.7M 193k 50.00
Concho Resources 0.1 $9.4M 138k 67.89
Ingersoll-rand Co Ltd-cl A 0.1 $9.9M 80k 123.22
Ulta Salon, Cosmetics & Fragrance (ULTA) 0.1 $10M 40k 250.68
KLA-Tencor Corporation (KLAC) 0.1 $10M 65k 159.43
Oneok (OKE) 0.1 $9.7M 129k 75.76
Hldgs (UAL) 0.1 $9.7M 110k 88.42
Industries N shs - a - (LYB) 0.1 $9.7M 108k 90.21
O'reilly Automotive (ORLY) 0.1 $10M 26k 398.50
American Airls (AAL) 0.1 $9.4M 350k 26.97
Spark Therapeutics 0.1 $9.5M 98k 96.98
Chubb (CB) 0.1 $10M 62k 161.53
Fortive (FTV) 0.1 $9.3M 135k 68.56
Pros Holding Inc 2% Due 12/1/2 cvbond 0.1 $11M 6.0M 1.76
Delphi Automotive Inc international (APTV) 0.1 $10M 115k 87.42
Devon Energy Corporation (DVN) 0.1 $8.3M 347k 24.07
CBS Corporation 0.1 $8.1M 200k 40.37
Microchip Technology (MCHP) 0.1 $9.1M 98k 92.92
NetApp (NTAP) 0.1 $8.2M 156k 52.50
V.F. Corporation (VFC) 0.1 $8.7M 98k 88.99
Ross Stores (ROST) 0.1 $9.2M 83k 109.85
Regions Financial Corporation (RF) 0.1 $8.7M 549k 15.82
Tyson Foods (TSN) 0.1 $9.1M 106k 86.14
Halliburton Company (HAL) 0.1 $9.0M 478k 18.85
Agilent Technologies Inc C ommon (A) 0.1 $9.1M 119k 76.63
Freeport-McMoRan Copper & Gold (FCX) 0.1 $8.2M 859k 9.57
Fifth Third Ban (FITB) 0.1 $8.8M 323k 27.39
AutoZone (AZO) 0.1 $8.5M 7.8k 1085.00
Key (KEY) 0.1 $9.1M 509k 17.84
Centene Corporation (CNC) 0.1 $8.8M 204k 43.26
iShares MSCI Brazil Index (EWZ) 0.1 $9.0M 213k 42.09
Mellanox Technologies 0.1 $8.9M 81k 109.59
Expedia (EXPE) 0.1 $8.9M 66k 134.38
Kraft Heinz (KHC) 0.1 $8.5M 304k 27.94
Discover Financial Services (DFS) 0.1 $6.6M 81k 81.09
Equifax (EFX) 0.1 $6.8M 48k 140.66
Via 0.1 $7.7M 321k 24.02
Martin Marietta Materials (MLM) 0.1 $7.3M 27k 274.12
Lennar Corporation (LEN) 0.1 $6.8M 122k 55.86
Carnival Corporation (CCL) 0.1 $7.3M 167k 43.71
Citrix Systems 0.1 $7.0M 72k 96.56
Nucor Corporation (NUE) 0.1 $6.6M 130k 50.91
Paychex (PAYX) 0.1 $7.3M 88k 82.78
Stanley Black & Decker (SWK) 0.1 $7.1M 49k 144.39
Best Buy (BBY) 0.1 $7.1M 102k 69.00
Hess (HES) 0.1 $7.1M 118k 60.37
Clorox Company (CLX) 0.1 $7.0M 46k 151.83
Dollar Tree (DLTR) 0.1 $7.8M 68k 114.14
Chipotle Mexican Grill (CMG) 0.1 $7.2M 8.6k 840.00
FleetCor Technologies 0.1 $7.4M 26k 286.74
Motorola Solutions (MSI) 0.1 $7.3M 43k 170.38
Eaton (ETN) 0.1 $7.7M 93k 83.16
Iron Mountain (IRM) 0.1 $7.3M 227k 32.38
Mylan Nv 0.1 $6.7M 337k 19.78
Hewlett Packard Enterprise (HPE) 0.1 $6.6M 432k 15.19
Hilton Worldwide Holdings (HLT) 0.1 $7.7M 83k 93.12
Advanced Disposal Services I 0.1 $7.2M 220k 32.57
Dish Network Corp note 3.375% 8/1 0.1 $7.2M 7.9M 0.92
Cleveland Cliffs Inc dbcv 1.500% 1/1 0.1 $7.7M 7.1M 1.09
Wayfair Inc convertible security 0.1 $7.4M 6.0M 1.24
Hasbro (HAS) 0.0 $5.6M 47k 118.68
Fidelity National Information Services (FIS) 0.0 $5.2M 39k 132.99
Incyte Corporation (INCY) 0.0 $5.9M 80k 74.23
Pulte (PHM) 0.0 $5.5M 152k 36.55
FirstEnergy (FE) 0.0 $5.9M 121k 48.24
Apache Corporation 0.0 $6.2M 244k 25.60
CarMax (KMX) 0.0 $5.7M 65k 88.01
Genuine Parts Company (GPC) 0.0 $5.3M 54k 99.59
IDEXX Laboratories (IDXX) 0.0 $5.4M 20k 271.94
SYSCO Corporation (SYY) 0.0 $5.9M 75k 79.38
Sherwin-Williams Company (SHW) 0.0 $5.5M 10k 550.00
Tiffany & Co. 0.0 $5.9M 64k 92.66
Vulcan Materials Company (VMC) 0.0 $6.4M 42k 151.21
Comerica Incorporated (CMA) 0.0 $6.2M 94k 66.00
Darden Restaurants (DRI) 0.0 $6.2M 53k 118.23
United Rentals (URI) 0.0 $5.9M 47k 124.67
AmerisourceBergen (COR) 0.0 $5.9M 72k 82.17
CenturyLink 0.0 $6.2M 494k 12.48
Weyerhaeuser Company (WY) 0.0 $5.1M 183k 27.70
PPL Corporation (PPL) 0.0 $6.3M 199k 31.48
J.M. Smucker Company (SJM) 0.0 $5.0M 46k 110.00
Marathon Oil Corporation (MRO) 0.0 $5.4M 443k 12.27
Ctrip.com International 0.0 $5.4M 184k 29.30
Edison International (EIX) 0.0 $6.1M 81k 75.45
Seagate Technology Com Stk 0.0 $5.6M 104k 53.80
Abiomed 0.0 $5.1M 29k 178.00
Textron (TXT) 0.0 $5.9M 121k 48.99
MGM Resorts International. (MGM) 0.0 $5.6M 202k 27.72
Skyworks Solutions (SWKS) 0.0 $6.2M 79k 79.36
Cambrex Corporation 0.0 $5.2M 87k 59.50
Realty Income (O) 0.0 $6.3M 82k 76.69
TransDigm Group Incorporated (TDG) 0.0 $5.9M 11k 520.65
Ball Corporation (BALL) 0.0 $6.2M 86k 72.82
Metropcs Communications (TMUS) 0.0 $5.8M 74k 78.77
Arista Networks (ANET) 0.0 $5.4M 23k 238.92
Acorda Therap note 1.75% 6/15 0.0 $5.5M 7.0M 0.79
Equinix (EQIX) 0.0 $6.0M 10k 576.96
Horizon Pharma Plc convertible security 0.0 $5.3M 4.5M 1.17
Acacia Communications 0.0 $5.6M 86k 65.40
Versum Matls 0.0 $5.6M 106k 52.93
Arconic 0.0 $5.2M 199k 26.00
Radius Health Inc note 3.000% 9/0 0.0 $5.0M 5.5M 0.91
Blackstone Mtg Tr Inc Note 4.750 3/1 bond 0.0 $5.8M 5.5M 1.05
L3harris Technologies (LHX) 0.0 $5.0M 24k 208.63
Paratek Pharmaceuticals Inc note 4.750% 5/0 0.0 $5.2M 7.2M 0.73
E TRADE Financial Corporation 0.0 $3.9M 90k 43.72
Huntington Bancshares Incorporated (HBAN) 0.0 $4.3M 300k 14.28
NRG Energy (NRG) 0.0 $3.7M 93k 39.60
Genworth Financial (GNW) 0.0 $4.9M 1.1M 4.40
Lincoln National Corporation (LNC) 0.0 $3.8M 63k 60.32
Tractor Supply Company (TSCO) 0.0 $4.0M 45k 90.45
Cardinal Health (CAH) 0.0 $4.1M 87k 47.19
Cerner Corporation 0.0 $4.7M 69k 68.17
Host Hotels & Resorts (HST) 0.0 $4.1M 235k 17.29
Kohl's Corporation (KSS) 0.0 $4.6M 93k 49.66
W.W. Grainger (GWW) 0.0 $4.8M 16k 297.17
Molson Coors Brewing Company (TAP) 0.0 $4.7M 82k 57.52
Harley-Davidson (HOG) 0.0 $3.8M 105k 35.97
Akamai Technologies (AKAM) 0.0 $4.4M 48k 91.37
Whirlpool Corporation (WHR) 0.0 $4.8M 30k 158.31
National-Oilwell Var 0.0 $4.5M 212k 21.20
Macy's (M) 0.0 $3.9M 250k 15.54
Maxim Integrated Products 0.0 $3.9M 68k 57.89
Parker-Hannifin Corporation (PH) 0.0 $4.7M 26k 180.61
Kellogg Company (K) 0.0 $4.9M 77k 64.33
Advance Auto Parts (AAP) 0.0 $4.1M 25k 165.33
C.H. Robinson Worldwide (CHRW) 0.0 $4.5M 53k 85.29
Fastenal Company (FAST) 0.0 $4.9M 151k 32.68
CF Industries Holdings (CF) 0.0 $4.7M 95k 49.19
Cypress Semiconductor Corporation 0.0 $4.9M 210k 23.34
El Paso Electric Company 0.0 $4.6M 69k 67.08
Myriad Genetics (MYGN) 0.0 $4.5M 157k 28.63
F5 Networks (FFIV) 0.0 $4.1M 29k 140.44
Kansas City Southern 0.0 $4.7M 36k 132.98
Rockwell Automation (ROK) 0.0 $4.0M 24k 164.84
Albemarle Corporation (ALB) 0.0 $4.1M 58k 69.56
CBOE Holdings (CBOE) 0.0 $4.2M 36k 114.91
Garmin (GRMN) 0.0 $4.2M 50k 84.68
EXACT Sciences Corporation (EXAS) 0.0 $4.2M 46k 90.36
Fortinet (FTNT) 0.0 $3.7M 48k 76.78
Mosaic (MOS) 0.0 $4.4M 215k 20.51
Pvh Corporation (PVH) 0.0 $4.1M 47k 88.25
Tripadvisor (TRIP) 0.0 $4.0M 102k 38.66
Synchrony Financial (SYF) 0.0 $3.9M 116k 34.08
Hubspot (HUBS) 0.0 $4.3M 28k 151.65
Monster Beverage Corp (MNST) 0.0 $4.7M 81k 58.06
Milacron Holdings 0.0 $4.0M 241k 16.67
Welltower Inc Com reit (WELL) 0.0 $3.7M 40k 90.62
Nielsen Hldgs Plc Shs Eur 0.0 $4.5M 210k 21.26
Ptc Therapeutics Inc conv bd us 0.0 $4.5M 4.3M 1.04
Amag Pharmaceuticals Inc note 2.500% 2/1 0.0 $4.9M 6.0M 0.82
Baker Hughes A Ge Company (BKR) 0.0 $3.6M 154k 23.19
Iqvia Holdings (IQV) 0.0 $4.0M 27k 149.37
Retrophin Inc note 2.500% 9/1 0.0 $4.5M 6.0M 0.75
Restoration Hardware Hldgs I dbcv 7/1 0.0 $4.5M 3.0M 1.49
Corteva (CTVA) 0.0 $4.3M 155k 28.00
Beyond Meat (BYND) 0.0 $3.7M 25k 148.64
Xerox Corp (XRX) 0.0 $4.0M 133k 29.91
Assurant (AIZ) 0.0 $3.5M 28k 125.76
Cabot Oil & Gas Corporation (CTRA) 0.0 $3.1M 174k 17.57
ResMed (RMD) 0.0 $3.1M 23k 135.12
Copart (CPRT) 0.0 $3.0M 38k 80.30
Hologic (HOLX) 0.0 $3.0M 59k 50.53
LKQ Corporation (LKQ) 0.0 $2.9M 92k 31.46
Nordstrom (JWN) 0.0 $2.7M 79k 33.67
Newell Rubbermaid (NWL) 0.0 $3.0M 159k 18.71
DaVita (DVA) 0.0 $3.2M 57k 56.78
Foot Locker (FL) 0.0 $2.2M 51k 43.19
Masco Corporation (MAS) 0.0 $2.5M 59k 41.66
Mohawk Industries (MHK) 0.0 $3.0M 24k 124.12
Interpublic Group of Companies (IPG) 0.0 $2.2M 103k 21.48
Campbell Soup Company (CPB) 0.0 $3.1M 67k 46.90
Air Products & Chemicals (APD) 0.0 $2.2M 9.8k 221.79
DISH Network 0.0 $2.1M 63k 34.06
Gap (GPS) 0.0 $3.4M 193k 17.35
Omni (OMC) 0.0 $3.0M 38k 78.31
ConAgra Foods (CAG) 0.0 $3.2M 104k 30.68
Dover Corporation (DOV) 0.0 $3.1M 31k 99.54
Avis Budget (CAR) 0.0 $2.5M 89k 28.26
Juniper Networks (JNPR) 0.0 $3.1M 126k 24.72
Under Armour (UAA) 0.0 $2.5M 126k 19.94
Zions Bancorporation (ZION) 0.0 $3.5M 80k 44.45
Alaska Air (ALK) 0.0 $2.7M 41k 64.90
Quest Diagnostics Incorporated (DGX) 0.0 $2.9M 27k 107.01
FMC Corporation (FMC) 0.0 $3.0M 34k 87.67
Hormel Foods Corporation (HRL) 0.0 $2.3M 52k 43.73
Teleflex Incorporated (TFX) 0.0 $2.3M 6.7k 340.00
Monotype Imaging Holdings 0.0 $2.4M 120k 19.81
Cimarex Energy 0.0 $2.4M 51k 47.97
United States Steel Corporation (X) 0.0 $3.5M 300k 11.55
McCormick & Company, Incorporated (MKC) 0.0 $2.2M 14k 156.27
Navigant Consulting 0.0 $3.0M 108k 27.95
iShares MSCI Mexico Inv. Mt. Idx. (EWW) 0.0 $2.1M 50k 42.70
Tesla Motors (TSLA) 0.0 $3.1M 13k 240.85
Amarin Corporation (AMRN) 0.0 $2.4M 159k 15.16
Hollyfrontier Corp 0.0 $2.5M 46k 53.63
Ralph Lauren Corp (RL) 0.0 $3.0M 32k 95.44
Wesco Aircraft Holdings 0.0 $2.5M 231k 11.01
Diamondback Energy (FANG) 0.0 $3.5M 40k 88.61
Norwegian Cruise Line Hldgs (NCLH) 0.0 $3.3M 63k 51.76
Ptc Therapeutics I (PTCT) 0.0 $2.3M 68k 33.83
Perrigo Company (PRGO) 0.0 $2.3M 41k 55.86
Keysight Technologies (KEYS) 0.0 $3.4M 35k 97.24
Qorvo (QRVO) 0.0 $3.5M 47k 74.15
Zillow Group Inc Cl C Cap Stk (Z) 0.0 $3.1M 105k 29.82
Square Inc cl a (SQ) 0.0 $3.4M 55k 61.90
Willis Towers Watson (WTW) 0.0 $2.2M 11k 192.96
Dentsply Sirona (XRAY) 0.0 $2.8M 52k 53.30
Dxc Technology (DXC) 0.0 $3.0M 102k 29.49
Dish Network Corp note 2.375% 3/1 0.0 $2.2M 2.5M 0.88
Tapestry (TPR) 0.0 $3.4M 129k 26.06
Ensco Jersey Fin Ltd note 3.000% 1/3 0.0 $2.4M 3.5M 0.68
Insmed Inc convertible security 0.0 $3.3M 3.9M 0.84
Pivotal Software Inc ordinary shares 0.0 $3.0M 198k 14.92
Bausch Health Companies (BHC) 0.0 $2.3M 107k 21.78
Clovis Oncology Inc note 1.250% 5/0 0.0 $3.2M 7.5M 0.43
Nio Inc spon ads (NIO) 0.0 $2.6M 1.7M 1.57
Michael Kors Holdings Ord (CPRI) 0.0 $2.3M 69k 33.12
Accelerate Diagnostics Inc bond 0.0 $3.2M 4.0M 0.81
Momo Inc note 1.250% 7/0 0.0 $2.7M 3.0M 0.91
Packaging Corporation of America (PKG) 0.0 $1.1M 10k 106.25
Ansys (ANSS) 0.0 $973k 4.4k 221.11
Ameriprise Financial (AMP) 0.0 $2.1M 14k 147.21
M&T Bank Corporation (MTB) 0.0 $1.8M 11k 158.06
BioMarin Pharmaceutical (BMRN) 0.0 $1.5M 23k 67.42
Consolidated Edison (ED) 0.0 $1.2M 12k 94.52
Digital Realty Trust (DLR) 0.0 $1.3M 10k 129.84
H&R Block (HRB) 0.0 $1.0M 44k 23.61
J.B. Hunt Transport Services (JBHT) 0.0 $775k 7.0k 110.65
Noble Energy 0.0 $2.1M 93k 22.44
Sealed Air (SEE) 0.0 $942k 23k 41.49
T. Rowe Price (TROW) 0.0 $2.1M 18k 114.20
Verisign (VRSN) 0.0 $2.0M 11k 188.65
SVB Financial (SIVBQ) 0.0 $1.3M 6.1k 210.00
Hanesbrands (HBI) 0.0 $1.7M 110k 15.31
Cooper Companies 0.0 $1.4M 4.8k 296.67
Universal Health Services (UHS) 0.0 $922k 6.2k 148.75
Unum (UNM) 0.0 $765k 26k 29.80
Eastman Chemical Company (EMN) 0.0 $1.1M 14k 73.95
Synopsys (SNPS) 0.0 $1.4M 10k 137.20
Cadence Design Systems (CDNS) 0.0 $945k 14k 66.08
Helmerich & Payne (HP) 0.0 $2.1M 53k 40.06
Goodyear Tire & Rubber Company (GT) 0.0 $818k 57k 14.40
Fluor Corporation (FLR) 0.0 $855k 45k 19.15
Marsh & McLennan Companies (MMC) 0.0 $2.0M 20k 100.00
PG&E Corporation (PCG) 0.0 $951k 95k 10.00
International Speedway Corporation 0.0 $1.9M 43k 45.00
Discovery Communications 0.0 $1.3M 54k 24.64
Discovery Communications 0.0 $954k 36k 26.65
AvalonBay Communities (AVB) 0.0 $1.6M 7.2k 215.62
NetEase (NTES) 0.0 $2.1M 7.7k 266.67
Amphenol Corporation (APH) 0.0 $1.5M 16k 96.49
Invesco (IVZ) 0.0 $1.7M 98k 16.95
Atmos Energy Corporation (ATO) 0.0 $776k 6.8k 114.09
DTE Energy Company (DTE) 0.0 $1.4M 10k 133.04
Essex Property Trust (ESS) 0.0 $2.0M 6.2k 326.84
BorgWarner (BWA) 0.0 $1.1M 30k 36.67
Hain Celestial (HAIN) 0.0 $878k 41k 21.47
Nektar Therapeutics (NKTR) 0.0 $1.1M 63k 18.21
Wabtec Corporation (WAB) 0.0 $1.7M 24k 71.88
Golar Lng (GLNG) 0.0 $989k 76k 13.00
Alexandria Real Estate Equities (ARE) 0.0 $1.0M 6.5k 154.21
Macerich Company (MAC) 0.0 $1.3M 41k 31.57
Boston Properties (BXP) 0.0 $1.6M 12k 129.57
Regency Centers Corporation (REG) 0.0 $1.0M 15k 69.45
Utilities SPDR (XLU) 0.0 $1.3M 20k 64.75
Udr (UDR) 0.0 $805k 17k 48.49
Pacific Biosciences of California (PACB) 0.0 $1.4M 274k 5.16
Huntington Ingalls Inds (HII) 0.0 $847k 4.0k 211.67
Te Connectivity Ltd for (TEL) 0.0 $1.4M 15k 93.20
Prologis (PLD) 0.0 $965k 11k 85.38
Xylem (XYL) 0.0 $1.4M 18k 79.62
Aon 0.0 $2.0M 11k 193.56
Depository Vipshop Holdings Ltd - Ads receipt (VIPS) 0.0 $894k 100k 8.92
Proofpoint 0.0 $1.8M 14k 129.03
Accelr8 Technology 0.0 $752k 41k 18.57
L Brands 0.0 $1.6M 80k 19.57
Sprint 0.0 $788k 128k 6.17
Coty Inc Cl A (COTY) 0.0 $2.1M 197k 10.50
Blackberry (BB) 0.0 $1.3M 244k 5.25
Pattern Energy 0.0 $2.0M 74k 26.92
United Financial Ban 0.0 $814k 60k 13.62
Fiat Chrysler Auto 0.0 $1.3M 100k 12.95
Legacytexas Financial 0.0 $1.4M 33k 43.52
Eversource Energy (ES) 0.0 $1.5M 17k 85.50
Gannett 0.0 $1.7M 155k 10.74
Wec Energy Group (WEC) 0.0 $1.5M 16k 95.13
Etsy (ETSY) 0.0 $2.1M 37k 56.50
Shopify Inc cl a (SHOP) 0.0 $976k 3.1k 311.62
Corindus Vascular Robotics I 0.0 $2.0M 478k 4.28
Under Armour Inc Cl C (UA) 0.0 $725k 40k 18.15
Ihs Markit 0.0 $1.7M 26k 66.86
Sba Communications Corp (SBAC) 0.0 $1.2M 4.9k 240.95
Technipfmc (FTI) 0.0 $1.6M 65k 24.15
Presidio 0.0 $1.4M 85k 16.89
Dermira Inc note 3.000% 5/1 0.0 $1.9M 2.3M 0.84
Brighthouse Finl (BHF) 0.0 $892k 22k 40.59
Meritor Inc note 3.250%10/1 0.0 $1.8M 1.9M 0.98
Whiting Petroleum Corp 0.0 $1.1M 140k 8.03
Senseonics Hldgs Inc note 5.250% 2/0 0.0 $1.8M 1.8M 1.00
Iconix Brand Group Inc note 5.750% 8/1 0.0 $900k 2.0M 0.45
Carbon Black 0.0 $2.0M 77k 25.98
Pinduoduo (PDD) 0.0 $1.9M 59k 32.22
Fox Corp (FOXA) 0.0 $1.3M 40k 31.53
Blackstone Group Inc Com Cl A (BX) 0.0 $1.7M 35k 48.83
Progressive Corporation (PGR) 0.0 $0 296k 0.00
Principal Financial (PFG) 0.0 $378k 6.6k 57.19
Arthur J. Gallagher & Co. (AJG) 0.0 $636k 7.1k 89.55
Northern Trust Corporation (NTRS) 0.0 $709k 7.6k 93.27
Republic Services (RSG) 0.0 $484k 5.6k 86.43
AMAG Pharmaceuticals 0.0 $232k 20k 11.54
Franklin Resources (BEN) 0.0 $361k 13k 28.87
Leggett & Platt (LEG) 0.0 $221k 5.4k 40.93
Mattel (MAT) 0.0 $380k 33k 11.40
Snap-on Incorporated (SNA) 0.0 $375k 2.4k 156.36
Avery Dennison Corporation (AVY) 0.0 $613k 5.4k 113.53
International Flavors & Fragrances (IFF) 0.0 $207k 1.7k 122.00
Everest Re Group (EG) 0.0 $453k 1.7k 266.15
Equity Residential (EQR) 0.0 $450k 5.2k 86.47
NiSource (NI) 0.0 $354k 12k 30.00
Encana Corp 0.0 $534k 116k 4.59
Jacobs Engineering 0.0 $558k 6.1k 91.43
Henry Schein (HSIC) 0.0 $312k 4.9k 63.61
FLIR Systems 0.0 $602k 11k 52.76
Paccar (PCAR) 0.0 $441k 6.3k 70.00
Robert Half International (RHI) 0.0 $465k 8.4k 55.33
SPDR Gold Trust (GLD) 0.0 $672k 4.8k 138.84
IPG Photonics Corporation (IPGP) 0.0 $557k 4.1k 135.83
A. O. Smith Corporation (AOS) 0.0 $393k 8.2k 47.86
Church & Dwight (CHD) 0.0 $293k 3.9k 75.20
Acorda Therapeutics 0.0 $600k 208k 2.88
EQT Corporation (EQT) 0.0 $439k 41k 10.66
Amicus Therapeutics (FOLD) 0.0 $592k 74k 8.02
Kimco Realty Corporation (KIM) 0.0 $412k 20k 21.11
Pinnacle West Capital Corporation (PNW) 0.0 $438k 4.5k 97.24
Insulet Corporation (PODD) 0.0 $577k 3.5k 164.86
Unisys Corporation (UIS) 0.0 $500k 67k 7.43
Vitamin Shoppe 0.0 $307k 47k 6.52
Old Line Bancshares 0.0 $629k 22k 28.99
Fortune Brands (FBIN) 0.0 $310k 5.7k 54.44
Clovis Oncology 0.0 $136k 35k 3.92
Sarepta Therapeutics (SRPT) 0.0 $452k 6.0k 75.33
Brookfield Ppty Partners L P unit ltd partn 0.0 $295k 15k 20.31
News (NWSA) 0.0 $141k 10k 14.09
Intelsat Sa 0.0 $705k 31k 22.81
Flexion Therapeutics 0.0 $267k 20k 13.69
Inovio Pharmaceuticals 0.0 $51k 25k 2.09
Citizens Financial (CFG) 0.0 $515k 15k 35.00
Workiva Inc equity us cm (WK) 0.0 $438k 10k 43.80
Invitae (NVTAQ) 0.0 $193k 10k 19.30
Westrock (WRK) 0.0 $601k 17k 36.43
Viking Therapeutics (VKTX) 0.0 $276k 40k 6.87
Vaneck Vectors Gold Miners mutual (GDX) 0.0 $608k 23k 26.73
Lamb Weston Hldgs (LW) 0.0 $663k 9.1k 72.81
Aurora Cannabis Inc snc 0.0 $137k 31k 4.41
Lilis Energy 0.0 $143k 433k 0.33
Chesapeake Energy Corp convertible security 0.0 $12k 20k 0.60
Iqiyi (IQ) 0.0 $689k 43k 16.13
Invesco Qqq Trust Series 1 (QQQ) 0.0 $0 1.8M 0.00
Bofi Holding (AX) 0.0 $453k 16k 27.62
Tilray (TLRY) 0.0 $619k 25k 24.76
Equitrans Midstream Corp (ETRN) 0.0 $206k 14k 14.53
Fox Corporation (FOX) 0.0 $350k 11k 31.53
Avedro 0.0 $474k 21k 22.68
Ensco 0.0 $296k 62k 4.81