CIK: 0001389574 · Show all filings
Period: Q3 2013 (← Previous) (Next →)
Filing Date: Nov 13, 2013
Total Value ($000): $1,202,941 (71.7% shares, 28.3% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| LVS | LAS VEGAS SANDS CORP | 2,033,510 | $135,066 | 11.2% | $38.99 | +4.3% | COM | 517834107 |
| — | CHESAPEAKE ENERGY CORP | 2,816,184 | $72,883 | 6.1% | $21.84 | — | COM | 165167107 |
| — | ALLIED WRLD ASSUR COM HLDG A | 367,692 | $36,545 | 3.0% | $91.51 | — | SHS | H01531104 |
| — | HOWARD HUGHES CORP | 146,032 | $16,410 | 1.4% | $112.09 | — | COM | 44267D107 |
| — | COBALT INTL ENERGY INC | 13,495,000 | $14,271 | 1.2% | $1.06 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | RTI INTL METALS INC | 12,680,000 | $13,124 | 1.1% | $0.96 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | GILEAD SCIENCES INC | 4,560,000 | $12,626 | 1.0% | $2.35 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | CIENA CORP | 8,315,000 | $12,556 | 1.0% | $1.30 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | MEDIVATION INC | 8,325,000 | $11,712 | 1.0% | $1.26 | — | NOTE 2.625% 4/0 | 58501NAA9 |
| — | WALTER INVT MGMT CORP | 9,655,000 | $10,114 | 0.8% | $1.02 | — | NOTE 4.500%11/0 | 93317WAA0 |
| — | HOLOGIC INC | 8,800,000 | $9,900 | 0.8% | $1.11 | — | FRNT 2.000%12/1 | 436440AB7 |
| — | L-3 COMMUNICATIONS CORP | 9,065,000 | $9,870 | 0.8% | $1.09 | — | DEBT 3.000% 8/0 | 502413AW7 |
| — | GENESEE & WYO INC | 104,247 | $9,692 | 0.8% | $84.84 | — | CL A | 371559105 |
| — | GENERAL MTRS CO | 192,062 | $9,632 | 0.8% | $48.16 | — | JR PFD CNV SRB | 37045V209 |
| — | WEYERHAEUSER CO | 177,675 | $9,415 | 0.8% | $52.99 | — | PREF CONV SER A | 962166872 |
| — | TITAN MACHY INC | 10,421,000 | $9,262 | 0.8% | $0.94 | — | NOTE 3.750% 5/0 | 88830RAB7 |
| — | DEALERTRACK TECHNOLOGIES INC | 7,104,000 | $9,142 | 0.8% | $1.16 | — | NOTE 1.500% 3/1 | 242309AB8 |
| — | PRICELINE COM INC | 7,080,000 | $9,098 | 0.8% | $1.29 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| — | IXIA | 7,685,000 | $8,761 | 0.7% | $1.20 | — | NOTE 3.000%12/1 | 45071RAB5 |
| — | GROUP 1 AUTOMOTIVE INC | 6,620,000 | $8,747 | 0.7% | $1.19 | — | FRNT 2.250% 6/1 | 398905AE9 |
| — | RADIAN GROUP INC | 5,975,000 | $8,716 | 0.7% | $1.29 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | HEARTWARE INTL INC | 7,638,000 | $8,469 | 0.7% | $1.20 | — | NOTE 3.500%12/1 | 422368AA8 |
| TYL | TYLER TECHNOLOGIES INC | 95,791 | $8,379 | 0.7% | $65.62 | +17.3% | COM | 902252105 |
| — | ELECTRONIC ARTS INC | 7,555,000 | $8,202 | 0.7% | $1.04 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | SALIX PHARMACEUTICALS INC | 5,000,000 | $7,641 | 0.6% | $1.53 | — | NOTE 2.750% 5/1 | 795435AC0 |
| — | NAVISTAR INTL CORP NEW | 7,425,000 | $7,522 | 0.6% | $0.99 | — | NOTE 3.000%10/1 | 63934EAL2 |
| — | AIR LEASE CORP | 5,855,000 | $7,494 | 0.6% | $1.28 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | MGM RESORTS INTERNATIONAL | 5,857,000 | $7,457 | 0.6% | $1.12 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| — | LINEAR TECHNOLOGY CORP | 6,765,000 | $7,201 | 0.6% | $1.05 | — | NOTE 3.000% 5/0 | 535678AC0 |
| — | VIROPHARMA INC | 3,155,000 | $6,762 | 0.6% | $1.64 | — | NOTE 2.000% 3/1 | 928241AH1 |
| GTLS | CHART INDS INC | 54,872 | $6,751 | 0.6% | $87.43 | +28.6% | COM PAR $0.01 | 16115Q308 |
| — | TESLA MTRS INC | 4,000,000 | $6,740 | 0.6% | $1.69 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| SGI | TEMPUR SEALY INTL INC | 153,027 | $6,727 | 0.6% | $10.38 | 0.0% | COM | 88023U101 |
| — | BROOKDALE SR LIVING INC | 5,730,000 | $6,722 | 0.6% | $1.18 | — | NOTE 2.750% 6/1 | 112463AA2 |
| — | AIRTRAN HLDGS INC | 4,263,000 | $6,333 | 0.5% | $1.42 | — | NOTE 5.250%11/0 | 00949PAD0 |
| — | INTEL CORP | 4,940,000 | $6,116 | 0.5% | $1.27 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | CELLDEX THERAPEUTICS INC NEW | 161,898 | $5,736 | 0.5% | $35.43 | — | COM | 15117B103 |
| — | HORNBECK OFFSHORE SVCS INC N | 4,430,000 | $5,726 | 0.5% | $1.29 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | CHART INDS INC | 3,020,000 | $5,621 | 0.5% | $1.50 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| ALL | ALLSTATE CORP | 109,566 | $5,539 | 0.5% | $37.13 | +3.8% | COM | 020002101 |
| — | PENTAIR LTD | 83,996 | $5,455 | 0.5% | $57.69 | — | SHS | H6169Q108 |
| — | PROS HOLDINGS INC | 159,483 | $5,453 | 0.5% | $33.09 | — | COM | 74346Y103 |
| MMS | MAXIMUS INC | 120,705 | $5,437 | 0.5% | $38.43 | +0.7% | COM | 577933104 |
| DECK | DECKERS OUTDOOR CORP | 81,415 | $5,367 | 0.4% | $9.70 | 0.0% | COM | 243537107 |
| — | BRISTOW GROUP INC | 4,300,000 | $5,273 | 0.4% | $1.20 | — | NOTE 3.000% 6/1 | 110394AC7 |
| EXP | EAGLE MATERIALS INC | 72,437 | $5,255 | 0.4% | $65.06 | -1.7% | COM | 26969P108 |
| MTDR | MATADOR RES CO | 320,861 | $5,240 | 0.4% | $14.86 | 0.0% | COM | 576485205 |
| — | ISTAR FINL INC | 4,140,000 | $5,162 | 0.4% | $1.19 | — | NOTE 3.000%11/1 | 45031UBR1 |
| — | FORD MTR CO DEL | 2,565,000 | $5,067 | 0.4% | $1.81 | — | NOTE 4.250%11/1 | 345370CN8 |
| ALKS | ALKERMES PLC | 149,168 | $5,015 | 0.4% | $29.22 | +11.4% | SHS | G01767105 |
| FIVE | FIVE BELOW INC | 111,457 | $4,873 | 0.4% | $37.33 | +7.4% | COM | 33829M101 |
| — | FORESTAR GROUP INC | 4,140,000 | $4,795 | 0.4% | $1.13 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | INTEROIL CORP | 4,885,000 | $4,754 | 0.4% | $0.96 | — | NOTE 2.750%11/1 | 460951AC0 |
| — | WRIGHT MED GROUP INC | 3,870,000 | $4,729 | 0.4% | $1.22 | — | NOTE 2.000% 8/1 | 98235TAC1 |
| ODFL | OLD DOMINION FGHT LINES INC | 99,831 | $4,591 | 0.4% | $12.89 | +10.9% | COM | 679580100 |
| — | ACXIOM CORP | 161,207 | $4,577 | 0.4% | $23.98 | — | COM | 005125109 |
| — | ACCURAY INC | 3,000,000 | $4,502 | 0.4% | $1.25 | — | NOTE 3.500% 2/0 | 004397AC9 |
| — | RESTORATION HARDWARE HLDGS I | 70,747 | $4,482 | 0.4% | $69.22 | — | COM | 761283100 |
| — | BOTTOMLINE TECH DEL INC | 3,840,000 | $4,418 | 0.4% | $1.11 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | WAGEWORKS INC | 86,690 | $4,374 | 0.4% | $34.45 | — | COM | 930427109 |
| — | POWERSECURE INTL INC | 271,650 | $4,360 | 0.4% | $16.05 | — | COM | 73936N105 |
| SEE | SEALED AIR CORP NEW | 155,187 | $4,220 | 0.4% | $18.75 | +23.3% | COM | 81211K100 |
| — | MDC PARTNERS INC | 146,874 | $4,110 | 0.3% | $18.40 | — | CL A SUB VTG | 552697104 |
| — | RECEPTOS INC | 157,527 | $4,091 | 0.3% | $22.76 | — | COM | 756207106 |
| — | METLIFE INC | 141,755 | $4,063 | 0.3% | $47.42 | — | UNIT 99/99/9999 | 59156R116 |
| — | UNITED TECHNOLOGIES CORP | 62,520 | $4,051 | 0.3% | $60.60 | — | UNIT 99/99/9999 | 913017117 |
| — | INFOBLOX INC | 95,948 | $4,013 | 0.3% | $30.84 | — | COM | 45672H104 |
| GLNG | GOLAR LNG LTD BERMUDA | 106,483 | $4,011 | 0.3% | $28.08 | 0.0% | SHS | G9456A100 |
| — | MEADWESTVACO CORP | 100,079 | $3,841 | 0.3% | $34.11 | — | COM | 583334107 |
| — | MERITAGE HOMES CORP | 3,520,000 | $3,791 | 0.3% | $1.10 | — | NOTE 1.875% 9/1 | 59001AAR3 |
| DPZ | DOMINOS PIZZA INC | 55,659 | $3,782 | 0.3% | $48.63 | +13.0% | COM | 25754A201 |
| — | WEBMD HEALTH CORP | 4,010,000 | $3,777 | 0.3% | $0.92 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | PHH CORP | 3,460,000 | $3,761 | 0.3% | $1.06 | — | NOTE 4.000% 9/0 | 693320AN3 |
| GNRC | GENERAC HLDGS INC | 87,962 | $3,751 | 0.3% | $33.21 | +24.9% | COM | 368736104 |
| — | SANDERSON FARMS INC | 57,351 | $3,742 | 0.3% | $65.25 | — | COM | 800013104 |
| EA | ELECTRONIC ARTS INC | 145,818 | $3,726 | 0.3% | $25.25 | 0.0% | COM | 285512109 |
| SLAB | SILICON LABORATORIES INC | 86,280 | $3,685 | 0.3% | $41.30 | +0.1% | COM | 826919102 |
| — | FIFTH & PAC COS INC | 146,466 | $3,681 | 0.3% | $22.44 | — | COM | 316645100 |
| — | HEALTHWAYS INC | 197,517 | $3,656 | 0.3% | $17.70 | — | COM | 422245100 |
| — | TEARLAB CORP | 329,797 | $3,648 | 0.3% | $10.70 | — | COM | 878193101 |
| CIEN | CIENA CORP | 144,814 | $3,622 | 0.3% | $16.86 | +33.6% | COM NEW | 171779309 |
| — | ARRIS GROUP INC | 3,345,000 | $3,596 | 0.3% | $1.03 | — | NOTE 2.000%11/1 | 04269QAC4 |
| LYV | LIVE NATION ENTERTAINMENT IN | 193,343 | $3,587 | 0.3% | $13.58 | +25.2% | COM | 538034109 |
| — | ARUBA NETWORKS INC | 213,019 | $3,545 | 0.3% | $16.64 | — | COM | 043176106 |
| — | RUCKUS WIRELESS INC | 209,904 | $3,533 | 0.3% | $16.83 | — | COM | 781220108 |
| — | U S AIRWAYS GROUP INC | 185,815 | $3,523 | 0.3% | $16.42 | — | COM | 90341W108 |
| — | SERVICESOURCE INTL LLC | 288,316 | $3,483 | 0.3% | $10.15 | — | COM | 81763U100 |
| AMG | AFFILIATED MANAGERS GROUP | 18,999 | $3,470 | 0.3% | $153.14 | +12.3% | COM | 008252108 |
| — | TOWERS WATSON & CO | 31,574 | $3,377 | 0.3% | $81.95 | — | CL A | 891894107 |
| — | NQ MOBILE INC | 154,259 | $3,361 | 0.3% | $21.79 | — | ADR REPSTG CL A | 64118U108 |
| — | NOVADAQ TECHNOLOGIES INC | 202,592 | $3,359 | 0.3% | $13.89 | — | COM | 66987G102 |
| DAL | DELTA AIR LINES INC DEL | 141,829 | $3,346 | 0.3% | $18.04 | 0.0% | COM NEW | 247361702 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 3,000,000 | $3,308 | 0.3% | $1.10 | — | NOTE 1.000% 7/0 | 874054AD1 |
| LOPE | GRAND CANYON ED INC | 81,341 | $3,273 | 0.3% | $31.15 | +14.5% | COM | 38526M106 |
| EPAM | EPAM SYS INC | 93,859 | $3,238 | 0.3% | $25.12 | +22.5% | COM | 29414B104 |
| — | CHICAGO BRIDGE & IRON CO N V | 47,282 | $3,204 | 0.3% | $59.66 | — | COM | 167250109 |
| — | NETSUITE INC | 29,657 | $3,201 | 0.3% | $91.74 | — | COM | 64118Q107 |
| PRIM | PRIMORIS SVCS CORP | 124,410 | $3,170 | 0.3% | $21.29 | +6.4% | COM | 74164F103 |
| — | CALLIDUS SOFTWARE INC | 340,903 | $3,126 | 0.3% | $6.93 | — | COM | 13123E500 |
| GNW | GENWORTH FINL INC | 243,946 | $3,123 | 0.3% | $10.53 | +19.0% | COM CL A | 37247D106 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 33,731 | $3,102 | 0.3% | $65.62 | +22.9% | SHS USD | G50871105 |
| — | QIHOO 360 TECHNOLOGY CO LTD | 37,076 | $3,085 | 0.3% | $46.17 | — | ADS | 74734M109 |
| — | HAWAIIAN HOLDINGS INC | 2,640,000 | $3,082 | 0.3% | $1.09 | — | NOTE 5.000% 3/1 | 419879AD3 |
| — | FREESCALE SEMICONDUCTOR LTD | 183,021 | $3,047 | 0.3% | $16.65 | — | SHS | G3727Q101 |
| — | PROOFPOINT INC | 94,852 | $3,047 | 0.3% | $32.12 | — | COM | 743424103 |
| — | FLIR SYS INC | 96,826 | $3,040 | 0.3% | $31.40 | — | COM | 302445101 |
| — | PHARMACYCLICS INC | 21,964 | $3,037 | 0.3% | $138.27 | — | COM | 716933106 |
| FORM | FORMFACTOR INC | 441,605 | $3,029 | 0.3% | $6.80 | 0.0% | COM | 346375108 |
| — | SUSSER HLDGS CORP | 56,727 | $3,015 | 0.3% | $49.91 | — | COM | 869233106 |
| — | BANCORPSOUTH INC | 151,102 | $3,013 | 0.3% | $17.78 | — | COM | 059692103 |
| — | ANGIES LIST INC | 133,692 | $3,007 | 0.2% | $25.68 | — | COM | 034754101 |
| — | CONTINENTAL RESOURCES INC | 27,956 | $2,999 | 0.2% | $86.06 | — | COM | 212015101 |
| — | FIESTA RESTAURANT GROUP INC | 79,588 | $2,995 | 0.2% | $34.36 | — | COM | 31660B101 |
| — | SBA COMMUNICATIONS CORP | 1,120,000 | $2,979 | 0.2% | $2.45 | — | NOTE 4.000%10/0 | 78388JAM8 |
| — | OASIS PETE INC NEW | 60,159 | $2,956 | 0.2% | $43.47 | — | COM | 674215108 |
| — | MORGANS HOTEL GROUP CO | 3,000,000 | $2,944 | 0.2% | $0.98 | — | NOTE 2.375%10/1 | 61748WAB4 |
| — | GULFPORT ENERGY CORP | 45,651 | $2,937 | 0.2% | $51.16 | — | COM NEW | 402635304 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 74,118 | $2,922 | 0.2% | $37.12 | 0.0% | COM | 00404A109 |
| LAD | LITHIA MTRS INC | 40,004 | $2,919 | 0.2% | $65.38 | 0.0% | CL A | 536797103 |
| RGEN | REPLIGEN CORP | 263,042 | $2,917 | 0.2% | $8.46 | +17.7% | COM | 759916109 |
| — | XILINX INC | 1,800,000 | $2,912 | 0.2% | $1.38 | — | SDCV 3.125% 3/1 | 983919AD3 |
| — | CUMULUS MEDIA INC | 546,041 | $2,889 | 0.2% | $5.29 | — | CL A | 231082108 |
| NFLX | NETFLIX INC | 9,334 | $2,886 | 0.2% | $2.97 | +29.8% | COM | 64110L106 |
| EVR | EVERCORE PARTNERS INC | 58,442 | $2,877 | 0.2% | $35.23 | 0.0% | CLASS A | 29977A105 |
| REGN | REGENERON PHARMACEUTICALS | 9,192 | $2,876 | 0.2% | $234.11 | +11.7% | COM | 75886F107 |
| — | COBALT INTL ENERGY INC | 115,083 | $2,861 | 0.2% | $26.34 | — | COM | 19075F106 |
| — | BONANZA CREEK ENERGY INC | 58,775 | $2,836 | 0.2% | $37.75 | — | COM | 097793103 |
| — | CHUYS HLDGS INC | 79,012 | $2,836 | 0.2% | $37.58 | — | COM | 171604101 |
| — | FLEETCOR TECHNOLOGIES INC | 25,729 | $2,834 | 0.2% | $81.29 | — | COM | 339041105 |
| — | NEKTAR THERAPEUTICS | 270,374 | $2,824 | 0.2% | $11.55 | — | COM | 640268108 |
| — | LINKEDIN CORP | 11,468 | $2,822 | 0.2% | $181.00 | — | COM CL A | 53578A108 |
| — | FINANCIAL ENGINES INC | 47,312 | $2,812 | 0.2% | $53.34 | — | COM | 317485100 |
| JBHT | HUNT J B TRANS SVCS INC | 38,333 | $2,796 | 0.2% | $64.37 | +2.8% | COM | 445658107 |
| EOG | EOG RES INC | 16,504 | $2,794 | 0.2% | $46.52 | +21.2% | COM | 26875P101 |
| — | TRULIA INC | 58,302 | $2,742 | 0.2% | $47.03 | — | COM | 897888103 |
| NXST | NEXSTAR BROADCASTING GROUP I | 61,495 | $2,737 | 0.2% | $26.48 | 0.0% | CL A | 65336K103 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 45,561 | $2,730 | 0.2% | $59.92 | — | COM | 73640Q105 |
| — | AVIS BUDGET GROUP | 1,500,000 | $2,729 | 0.2% | $1.82 | — | NOTE 3.500%10/0 | 053774AB1 |
| — | MERRIMACK PHARMACEUTICALS IN | 3,000,000 | $2,715 | 0.2% | $0.91 | — | NOTE 4.500% 7/1 | 590328AA8 |
| CAR | AVIS BUDGET GROUP | 94,159 | $2,715 | 0.2% | $28.53 | -0.5% | COM | 053774105 |
| NCLH | NORWEGIAN CRUISE LINE HLDGS | 86,584 | $2,671 | 0.2% | $31.08 | +1.1% | SHS | G66721104 |
| — | CAPELLA EDUCATION COMPANY | 46,750 | $2,644 | 0.2% | $47.30 | — | COM | 139594105 |
| YELP | YELP INC | 39,953 | $2,644 | 0.2% | $51.21 | 0.0% | CL A | 985817105 |
| — | TEAM HEALTH HOLDINGS INC | 69,619 | $2,641 | 0.2% | $41.07 | — | COM | 87817A107 |
| — | APPLIED MICRO CIRCUITS CORP | 203,449 | $2,624 | 0.2% | $12.90 | — | COM NEW | 03822W406 |
| — | COVANTA HLDG CORP | 1,895,000 | $2,609 | 0.2% | $1.29 | — | NOTE 3.250% 6/0 | 22282EAC6 |
| — | SPECTRANETICS CORP | 154,648 | $2,598 | 0.2% | $18.68 | — | COM | 84760C107 |
| EVTC | EVERTEC INC | 116,734 | $2,593 | 0.2% | $18.07 | +15.3% | COM | 30040P103 |
| — | STARWOOD PPTY TR INC | 2,500,000 | $2,588 | 0.2% | $1.04 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| WDAY | WORKDAY INC | 31,369 | $2,539 | 0.2% | $67.93 | +7.3% | CL A | 98138H101 |
| — | B/E AEROSPACE INC | 34,389 | $2,539 | 0.2% | $63.09 | — | COM | 073302101 |
| RM | REGIONAL MGMT CORP | 79,639 | $2,533 | 0.2% | $19.29 | +21.5% | COM | 75902K106 |
| SSYS | STRATASYS LTD | 24,955 | $2,527 | 0.2% | $96.82 | 0.0% | SHS | M85548101 |
| PVH | PVH CORP | 21,255 | $2,523 | 0.2% | $113.00 | +11.5% | COM | 693656100 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 34,959 | $2,523 | 0.2% | $62.32 | +6.6% | COM | 09061G101 |
| NXPI | NXP SEMICONDUCTORS N V | 67,702 | $2,519 | 0.2% | $26.01 | +20.8% | COM | N6596X109 |
| WAB | WABTEC CORP | 39,828 | $2,504 | 0.2% | $49.35 | +11.5% | COM | 929740108 |
| — | ACTAVIS INC | 17,382 | $2,503 | 0.2% | $126.23 | — | COM | 00507K103 |
| OIS | OIL STS INTL INC | 24,150 | $2,499 | 0.2% | $54.60 | 0.0% | COM | 678026105 |
| — | SPARK NETWORKS INC | 298,686 | $2,485 | 0.2% | $8.44 | — | COM | 84651P100 |
| — | SANDISK CORP | 1,840,000 | $2,433 | 0.2% | $1.33 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | ALERE INC | 2,300,000 | $2,425 | 0.2% | $1.05 | — | NOTE 3.000% 5/1 | 01449JAA3 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTN | 162,969 | $2,423 | 0.2% | $13.40 | +12.5% | COM | 01988P108 |
| URI | UNITED RENTALS INC | 41,527 | $2,421 | 0.2% | $53.73 | 0.0% | COM | 911363109 |
| FAST | FASTENAL CO | 47,998 | $2,413 | 0.2% | $8.59 | 0.0% | COM | 311900104 |
| ETN | EATON CORP PLC | 34,948 | $2,406 | 0.2% | $47.35 | +5.5% | SHS | G29183103 |
| — | MEDIDATA SOLUTIONS INC | 24,207 | $2,395 | 0.2% | $77.44 | — | COM | 58471A105 |
| — | PROCERA NETWORKS INC | 154,115 | $2,387 | 0.2% | $15.49 | — | COM NEW | 74269U203 |
| — | STARWOOD HOTELS&RESORTS WRLD | 35,905 | $2,386 | 0.2% | $63.20 | — | COM | 85590A401 |
| ESINQ | ITT EDUCATIONAL SERVICES INC | 76,897 | $2,384 | 0.2% | $22.40 | +25.9% | COM | 45068B109 |
| ORLY | O REILLY AUTOMOTIVE INC NEW | 18,675 | $2,383 | 0.2% | $7.19 | +13.6% | COM | 67103H107 |
| — | IXIA | 151,172 | $2,369 | 0.2% | $18.30 | — | COM | 45071R109 |
| — | PIONEER NAT RES CO | 12,535 | $2,367 | 0.2% | $144.76 | — | COM | 723787107 |
| — | TRW AUTOMOTIVE HLDGS CORP | 33,044 | $2,356 | 0.2% | $66.45 | — | COM | 87264S106 |
| — | DUNKIN BRANDS GROUP INC | 51,983 | $2,353 | 0.2% | $42.81 | — | COM | 265504100 |
| — | GOODRICH PETE CORP | 96,855 | $2,353 | 0.2% | $24.29 | — | COM NEW | 382410405 |
| STZ | CONSTELLATION BRANDS INC | 40,939 | $2,350 | 0.2% | $43.15 | +8.0% | CL A | 21036P108 |
| VRSK | VERISK ANALYTICS INC | 36,122 | $2,346 | 0.2% | $57.79 | +4.3% | CL A | 92345Y106 |
| — | LIBERTY MEDIA CORP DELAWARE | 15,945 | $2,346 | 0.2% | $126.78 | — | CL A | 531229102 |
| — | TESARO INC | 60,464 | $2,342 | 0.2% | $32.96 | — | COM | 881569107 |
| — | BEAZER HOMES USA INC | 80,000 | $2,342 | 0.2% | $29.27 | — | UNIT 99/99/9999 | 07556Q709 |
| — | GROUPON INC | 208,294 | $2,335 | 0.2% | $11.21 | — | COM CL A | 399473107 |
| — | SPECTRUM BRANDS HLDGS INC | 35,419 | $2,332 | 0.2% | $56.87 | — | COM | 84763R101 |
| PWR | QUANTA SVCS INC | 84,687 | $2,330 | 0.2% | $27.10 | -2.1% | COM | 74762E102 |
| FEZ | SPDR INDEX SHS FDS | 60,537 | $2,325 | 0.2% | $38.41 | — | EURO STOXX 50 | 78463X202 |
| VRTX | VERTEX PHARMACEUTICALS INC | 30,558 | $2,317 | 0.2% | $75.05 | +6.0% | COM | 92532F100 |
| — | HANESBRANDS INC | 37,160 | $2,315 | 0.2% | $51.59 | — | COM | 410345102 |
| SBNY | SIGNATURE BK NEW YORK N Y | 25,193 | $2,306 | 0.2% | $84.18 | — | COM | 82669G104 |
| TRIP | TRIPADVISOR INC | 30,353 | $2,302 | 0.2% | $63.00 | 0.0% | COM | 896945201 |
| — | VANTIV INC | 81,608 | $2,280 | 0.2% | $27.65 | — | CL A | 92210H105 |
| — | DRIL-QUIP INC | 19,865 | $2,280 | 0.2% | $91.19 | — | COM | 262037104 |
| — | TUESDAY MORNING CORP | 148,904 | $2,275 | 0.2% | $10.37 | — | COM NEW | 899035505 |
| BLMN | BLOOMIN BRANDS INC | 96,253 | $2,273 | 0.2% | $16.94 | +8.7% | COM | 094235108 |
| — | BALLY TECHNOLOGIES INC | 31,236 | $2,251 | 0.2% | $56.43 | — | COM | 05874B107 |
| — | MICHAEL KORS HLDGS LTD | 29,970 | $2,233 | 0.2% | $62.01 | — | SHS | G60754101 |
| PPC | PILGRIMS PRIDE CORP NEW | 132,251 | $2,219 | 0.2% | $16.49 | 0.0% | COM | 72147K108 |
| — | ENVISION HEALTHCARE HLDGS IN | 85,026 | $2,213 | 0.2% | $26.03 | — | COM | 29413U103 |
| DXCM | DEXCOM INC | 77,883 | $2,198 | 0.2% | $4.79 | +32.3% | COM | 252131107 |
| — | NEW YORK CMNTY CAP TR V | 45,055 | $2,187 | 0.2% | $48.54 | — | UNIT 11/01/2051 | 64944P307 |
| — | NATIONSTAR MTG HLDGS INC | 38,668 | $2,174 | 0.2% | $37.43 | — | COM | 63861C109 |
| GHM | GRAHAM CORP | 59,820 | $2,161 | 0.2% | $21.30 | +36.1% | COM | 384556106 |
| CBRE | CBRE GROUP INC | 93,369 | $2,160 | 0.2% | $23.79 | -2.7% | CL A | 12504L109 |
| — | SPLUNK INC | 35,851 | $2,152 | 0.2% | $60.03 | — | COM | 848637104 |
| ATRO | ASTRONICS CORP | 42,931 | $2,134 | 0.2% | $18.80 | 0.0% | COM | 046433108 |
| NKE | NIKE INC | 29,265 | $2,126 | 0.2% | $26.53 | +5.3% | CL B | 654106103 |
| RLI | RLI CORP | 24,242 | $2,119 | 0.2% | $11.21 | +11.1% | COM | 749607107 |
| — | GENCORP INC | 1,170,000 | $2,114 | 0.2% | $1.84 | — | SDCV 4.062%12/3 | 368682AN0 |
| — | TOWER INTL INC | 105,519 | $2,109 | 0.2% | $19.99 | — | COM | 891826109 |
| — | DEMANDWARE INC | 45,437 | $2,105 | 0.2% | $46.33 | — | COM | 24802Y105 |
| RDN | RADIAN GROUP INC | 150,471 | $2,096 | 0.2% | $9.97 | +10.5% | COM | 750236101 |
| — | STARWOOD PPTY TR INC | 2,000,000 | $2,079 | 0.2% | $1.03 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | OCWEN FINL CORP | 36,855 | $2,055 | 0.2% | $41.21 | — | COM NEW | 675746309 |
| BFAM | BRIGHT HORIZONS FAM SOL IN D | 56,971 | $2,041 | 0.2% | $33.75 | +6.4% | COM | 109194100 |
| G | GENPACT LIMITED | 108,067 | $2,040 | 0.2% | $17.25 | +4.5% | SHS | G3922B107 |
| — | WABASH NATL CORP | 1,525,000 | $1,991 | 0.2% | $1.31 | — | NOTE 3.375% 5/0 | 929566AH0 |
| EGAN | EGAIN CORP | 131,582 | $1,986 | 0.2% | $11.94 | 0.0% | COM NEW | 28225C806 |
| — | GREEN MTN COFFEE ROASTERS IN | 26,303 | $1,981 | 0.2% | $75.21 | — | COM | 393122106 |
| EBAY | EBAY INC | 34,432 | $1,921 | 0.2% | $20.18 | -1.1% | COM | 278642103 |
| HIMX | HIMAX TECHNOLOGIES INC | 191,449 | $1,914 | 0.2% | $10.00 | — | SPONSORED ADR | 43289P106 |
| — | LIN MEDIA LLC | 94,171 | $1,911 | 0.2% | $20.29 | — | CL A COM | 532771102 |
| RL | RALPH LAUREN CORP | 11,440 | $1,885 | 0.2% | $138.80 | -0.9% | CL A | 751212101 |
| — | SBA COMMUNICATIONS CORP | 23,098 | $1,858 | 0.2% | $74.12 | — | COM | 78388J106 |
| — | LIBERTY INTERACTIVE CORP | 20,931 | $1,845 | 0.2% | $84.99 | — | LBT VENT COM A | 53071M880 |
| M | MACYS INC | 41,520 | $1,797 | 0.1% | $46.44 | +0.6% | COM | 55616P104 |
| — | WEBMD HEALTH CORP | 62,567 | $1,786 | 0.1% | $29.37 | — | COM | 94770V102 |
| — | ENDO HEALTH SOLUTIONS INC | 39,286 | $1,785 | 0.1% | $45.44 | — | COM | 29264F205 |
| KEX | KIRBY CORP | 20,520 | $1,776 | 0.1% | $77.04 | +8.9% | COM | 497266106 |
| — | JOHNSON CTLS INC | 42,667 | $1,771 | 0.1% | $36.33 | — | COM | 478366107 |
| MET | METLIFE INC | 37,642 | $1,767 | 0.1% | $28.79 | 0.0% | COM | 59156R108 |
| — | ALERE INC | 56,995 | $1,742 | 0.1% | $27.51 | — | COM | 01449J105 |
| MPAA | MOTORCAR PTS AMER INC | 137,062 | $1,737 | 0.1% | $9.61 | 0.0% | COM | 620071100 |
| — | MEDIVATION INC | 28,377 | $1,701 | 0.1% | $59.94 | — | COM | 58501N101 |
| SBUX | STARBUCKS CORP | 22,018 | $1,695 | 0.1% | $24.37 | +16.0% | COM | 855244109 |
| — | PIER 1 IMPORTS INC | 86,559 | $1,690 | 0.1% | $19.52 | — | COM | 720279108 |
| BUD | ANHEUSER BUSCH INBEV SA/NV | 17,003 | $1,687 | 0.1% | $90.28 | — | SPONSORED ADR | 03524A108 |
| — | EQUINIX INC | 1,000,000 | $1,669 | 0.1% | $1.68 | — | NOTE 3.000%10/1 | 29444UAG1 |
| — | OCEAN RIG UDW INC | 91,162 | $1,659 | 0.1% | $18.20 | — | SHS | Y64354205 |
| — | CAPITAL SR LIVING CORP | 78,242 | $1,655 | 0.1% | $23.90 | — | COM | 140475104 |
| STAA | STAAR SURGICAL CO | 118,625 | $1,606 | 0.1% | $11.76 | 0.0% | COM PAR $0.01 | 852312305 |
| IT | GARTNER INC | 26,748 | $1,605 | 0.1% | $56.76 | +3.7% | COM | 366651107 |
| — | MARKWEST ENERGY PARTNERS L P | 22,023 | $1,591 | 0.1% | $66.84 | — | UNIT LTD PARTN | 570759100 |
| — | PERFICIENT INC | 85,354 | $1,567 | 0.1% | $18.36 | — | COM | 71375U101 |
| — | SUPERIOR ENERGY SVCS INC | 61,296 | $1,535 | 0.1% | $25.94 | — | COM | 868157108 |
| — | BLACKSTONE GROUP L P | 61,557 | $1,532 | 0.1% | $21.05 | — | COM UNIT LTD | 09253U108 |
| — | HFF INC | 61,144 | $1,532 | 0.1% | $17.77 | — | CL A | 40418F108 |
| FOXF | FOX FACTORY HLDG CORP | 78,281 | $1,508 | 0.1% | $18.08 | 0.0% | COM | 35138V102 |
| VC | VISTEON CORP | 19,585 | $1,481 | 0.1% | $40.07 | 0.0% | COM NEW | 92839U206 |
| — | PRECISION CASTPARTS CORP | 6,474 | $1,471 | 0.1% | $227.22 | — | COM | 740189105 |
| AGO | ASSURED GUARANTY LTD | 78,176 | $1,466 | 0.1% | $17.43 | -2.1% | COM | G0585R106 |
| MOS | MOSAIC CO NEW | 33,822 | $1,455 | 0.1% | $39.73 | -8.5% | COM | 61945C103 |
| BAC | BANK OF AMERICA CORPORATION | 105,119 | $1,451 | 0.1% | $10.03 | +12.0% | COM | 060505104 |
| GILD | GILEAD SCIENCES INC | 23,047 | $1,449 | 0.1% | $41.52 | 0.0% | COM | 375558103 |
| — | ISHARES | 120,633 | $1,438 | 0.1% | $11.22 | — | MSCI JAPAN ETF | 464286848 |
| — | CAMERON INTERNATIONAL CORP | 24,545 | $1,433 | 0.1% | $61.17 | — | COM | 13342B105 |
| — | FURMANITE CORPORATION | 139,807 | $1,384 | 0.1% | $9.90 | — | COM | 361086101 |
| MRTN | MARTEN TRANS LTD | 79,927 | $1,372 | 0.1% | $5.66 | 0.0% | COM | 573075108 |
| VNDA | VANDA PHARMACEUTICALS INC | 124,657 | $1,365 | 0.1% | $10.68 | 0.0% | COM | 921659108 |
| NSC | NORFOLK SOUTHERN CORP | 17,493 | $1,353 | 0.1% | $57.67 | -1.2% | COM | 655844108 |
| — | DIGITALGLOBE INC | 42,744 | $1,352 | 0.1% | $31.01 | — | COM NEW | 25389M877 |
| GS | GOLDMAN SACHS GROUP INC | 8,513 | $1,347 | 0.1% | $120.06 | +5.9% | COM | 38141G104 |
| — | HERTZ GLOBAL HOLDINGS INC | 500,000 | $1,346 | 0.1% | $3.01 | — | NOTE 5.250% 6/0 | 42805TAA3 |
| — | CANADIAN PAC RY LTD | 10,751 | $1,326 | 0.1% | $121.38 | — | COM | 13645T100 |
| — | INVENSENSE INC | 74,966 | $1,321 | 0.1% | $17.62 | — | COM | 46123D205 |
| MPWR | MONOLITHIC PWR SYS INC | 43,505 | $1,317 | 0.1% | $21.42 | +17.6% | COM | 609839105 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 6,203 | $1,312 | 0.1% | $118.19 | +15.8% | COM | 018581108 |
| — | CHIMERIX INC | 57,480 | $1,263 | 0.1% | $23.82 | — | COM | 16934W106 |
| TSCO | TRACTOR SUPPLY CO | 18,774 | $1,261 | 0.1% | $9.30 | +11.5% | COM | 892356106 |
| — | TABLEAU SOFTWARE INC | 17,336 | $1,235 | 0.1% | $71.24 | — | CL A | 87336U105 |
| HOLX | HOLOGIC INC | 56,317 | $1,163 | 0.1% | $21.29 | 0.0% | COM | 436440101 |
| — | WYNDHAM WORLDWIDE CORP | 19,000 | $1,158 | 0.1% | $57.22 | — | COM | 98310W108 |
| — | POLYONE CORP | 36,926 | $1,134 | 0.1% | $24.77 | — | COM | 73179P106 |
| — | PENNEY J C INC | 127,812 | $1,125 | 0.1% | $8.80 | — | COM | 708160106 |
| NWSA | NEWS CORP NEW | 64,831 | $1,041 | 0.1% | $14.03 | 0.0% | CL A | 65249B109 |
| — | LIVE NATION ENTERTAINMENT IN | 1,000,000 | $1,021 | 0.1% | $1.02 | — | NOTE 2.875% 7/1 | 538034AB5 |
| HSTM | HEALTHSTREAM INC | 25,624 | $971 | 0.1% | $32.61 | 0.0% | COM | 42222N103 |
| SONY | SONY CORP | 38,544 | $829 | 0.1% | $21.20 | — | ADR NEW | 835699307 |
| — | NEW YORK & CO INC | 135,449 | $783 | 0.1% | $6.35 | — | COM | 649295102 |
| — | SPIRIT AIRLS INC | 22,044 | $755 | 0.1% | $34.25 | — | COM | 848577102 |
| CMI | CUMMINS INC | 5,532 | $735 | 0.1% | $89.10 | 0.0% | COM | 231021106 |
| HMC | HONDA MOTOR LTD | 16,842 | $642 | 0.1% | $37.23 | — | AMERN SHS | 438128308 |
| — | CRAFT BREW ALLIANCE INC | 46,853 | $630 | 0.1% | $13.45 | — | COM | 224122101 |
| — | HEMISPHERE MEDIA GROUP INC | 50,000 | $588 | 0.0% | $13.70 | — | CL A | 42365Q103 |
| — | DIGIRAD CORP | 224,066 | $565 | 0.0% | $2.44 | — | COM | 253827109 |
| — | TEXTURA CORP | 8,057 | $347 | 0.0% | $43.07 | — | COM | 883211104 |
| — | CANCER GENETICS INC | 16,466 | $334 | 0.0% | $20.28 | — | COM | 13739U104 |
| — | SUNPOWER CORP | 12,072 | $316 | 0.0% | $26.18 | — | COM | 867652406 |