CIK: 0001389574 · Show all filings
Period: Q2 2014 (← Previous) (Next →)
Filing Date: Aug 1, 2014
Total Value ($000): $1,698,967 (79.7% shares, 20.3% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | CHESAPEAKE ENERGY CORP | 5,474,333 | $170,142 | 10.0% | $30.84 | — | COM | 165167107 |
| LVS | LAS VEGAS SANDS CORP | 2,030,292 | $154,749 | 9.1% | $38.99 | +39.1% | COM | 517834107 |
| — | ALLIED WRLD ASSUR COM HLDG A | 1,173,888 | $44,631 | 2.6% | $54.78 | — | SHS | H01531104 |
| — | HOWARD HUGHES CORP | 158,600 | $25,032 | 1.5% | $118.50 | — | COM | 44267D107 |
| — | MEDIVATION INC | 11,535,000 | $18,384 | 1.1% | $1.38 | — | NOTE 2.625% 4/0 | 58501NAA9 |
| — | CHESAPEAKE ENERGY CORP | 16,745,000 | $17,938 | 1.1% | $1.03 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| — | CIENA CORP | 12,745,000 | $17,660 | 1.0% | $1.34 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | HORNBECK OFFSHORE SVCS INC N | 13,540,000 | $16,375 | 1.0% | $1.23 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | SALESFORCE COM INC | 13,705,000 | $15,735 | 0.9% | $1.15 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | CROWN CASTLE INTL CORP | 148,410 | $15,101 | 0.9% | $100.90 | — | CNV PFD STK SR A | 228227500 |
| — | RTI INTL METALS INC | 14,070,000 | $14,123 | 0.8% | $0.97 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | AIR LEASE CORP | 9,395,000 | $14,110 | 0.8% | $1.37 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | MGM RESORTS INTERNATIONAL | 9,527,000 | $13,987 | 0.8% | $1.23 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| — | LIBERTY INTERACTIVE LLC | 10,270,000 | $13,762 | 0.8% | $1.34 | — | DEB 0.750% 3/3 | 530610AC8 |
| — | KATE SPADE & CO | 357,590 | $13,638 | 0.8% | $37.39 | — | COM | 485865109 |
| — | PRICELINE GRP INC | 9,180,000 | $13,007 | 0.8% | $1.32 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| MTDR | MATADOR RES CO | 423,952 | $12,413 | 0.7% | $21.20 | +24.6% | COM | 576485205 |
| WAB | WABTEC CORP | 143,626 | $11,862 | 0.7% | $66.67 | +8.5% | COM | 929740108 |
| — | GILEAD SCIENCES INC | 3,235,000 | $11,792 | 0.7% | $2.83 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | SOLARCITY CORP | 8,410,000 | $11,690 | 0.7% | $1.35 | — | NOTE 2.750%11/0 | 83416TAA8 |
| — | ELECTRONIC ARTS INC | 9,155,000 | $11,575 | 0.7% | $1.09 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 187,143 | $11,141 | 0.7% | $58.80 | — | COM | 73640Q105 |
| — | ACTAVIS PLC | 49,702 | $11,086 | 0.7% | $196.63 | — | SHS | G0083B108 |
| — | POLYONE CORP | 248,268 | $10,462 | 0.6% | $35.40 | — | COM | 73179P106 |
| — | GROUP 1 AUTOMOTIVE INC | 7,150,000 | $10,189 | 0.6% | $1.24 | — | FRNT 2.250% 6/1 | 398905AE9 |
| ILMN | ILLUMINA INC | 56,142 | $10,024 | 0.6% | $123.98 | +20.3% | COM | 452327109 |
| — | COBALT INTL ENERGY INC | 10,730,000 | $9,898 | 0.6% | $1.06 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | MEDIDATA SOLUTIONS INC | 219,775 | $9,409 | 0.6% | $46.43 | — | COM | 58471A105 |
| — | BRISTOW GROUP INC | 7,385,000 | $9,356 | 0.6% | $1.23 | — | NOTE 3.000% 6/1 | 110394AC7 |
| ODFL | OLD DOMINION FGHT LINES INC | 140,952 | $8,976 | 0.5% | $14.68 | +32.1% | COM | 679580100 |
| — | HOLOGIC INC | 7,070,000 | $8,868 | 0.5% | $1.16 | — | FRNT 2.000%12/1 | 436440AB7 |
| EXP | EAGLE MATERIALS INC | 93,034 | $8,771 | 0.5% | $71.12 | +16.2% | COM | 26969P108 |
| ALL | ALLSTATE CORP | 144,046 | $8,458 | 0.5% | $41.97 | +6.9% | COM | 020002101 |
| — | ASPEN TECHNOLOGY INC | 182,272 | $8,457 | 0.5% | $42.74 | — | COM | 045327103 |
| DAL | DELTA AIR LINES INC DEL | 218,173 | $8,448 | 0.5% | $31.08 | +5.8% | COM NEW | 247361702 |
| GNW | GENWORTH FINL INC | 484,718 | $8,434 | 0.5% | $13.77 | +27.0% | COM CL A | 37247D106 |
| URI | UNITED RENTALS INC | 77,796 | $8,148 | 0.5% | $75.18 | +25.9% | COM | 911363109 |
| AAL | AMERICAN AIRLS GROUP INC | 189,304 | $8,132 | 0.5% | $34.49 | +6.6% | COM | 02376R102 |
| TYL | TYLER TECHNOLOGIES INC | 86,599 | $7,899 | 0.5% | $67.33 | +20.5% | COM | 902252105 |
| — | HD SUPPLY HLDGS INC | 275,257 | $7,815 | 0.5% | $27.48 | — | COM | 40416M105 |
| — | GENESEE & WYO INC | 72,451 | $7,607 | 0.4% | $84.84 | — | CL A | 371559105 |
| SLM | SLM CORP | 913,547 | $7,592 | 0.4% | $8.81 | 0.0% | COM | 78442P106 |
| — | SUNPOWER CORP | 184,968 | $7,580 | 0.4% | $29.71 | — | COM | 867652406 |
| NXPI | NXP SEMICONDUCTORS N V | 114,138 | $7,554 | 0.4% | $37.15 | +46.5% | COM | N6596X109 |
| GWRE | GUIDEWIRE SOFTWARE INC | 184,860 | $7,516 | 0.4% | $43.95 | -9.8% | COM | 40171V100 |
| — | INSULET CORP | 6,740,000 | $7,452 | 0.4% | $1.11 | — | NOTE 2.000% 6/1 | 45784PAD3 |
| — | MERITOR INC | 4,620,000 | $7,435 | 0.4% | $1.55 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| — | CONSOL ENERGY INC | 159,309 | $7,339 | 0.4% | $45.34 | — | COM | 20854P109 |
| STZ | CONSTELLATION BRANDS INC | 82,424 | $7,264 | 0.4% | $59.78 | +18.2% | CL A | 21036P108 |
| — | HARMAN INTL INDS INC | 66,718 | $7,168 | 0.4% | $106.99 | — | COM | 413086109 |
| — | H & E EQUIPMENT SERVICES INC | 195,979 | $7,122 | 0.4% | $38.61 | — | COM | 404030108 |
| FIVE | FIVE BELOW INC | 178,299 | $7,116 | 0.4% | $39.73 | -3.9% | COM | 33829M101 |
| — | CHARTER COMMUNICATIONS INC D | 44,223 | $7,004 | 0.4% | $158.38 | — | CL A NEW | 16117M305 |
| — | TESLA MTRS INC | 7,200,000 | $6,962 | 0.4% | $0.93 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| FANG | DIAMONDBACK ENERGY INC | 76,200 | $6,767 | 0.4% | $46.46 | +26.6% | COM | 25278X109 |
| — | VERIFONE SYS INC | 183,195 | $6,732 | 0.4% | $33.82 | — | COM | 92342Y109 |
| — | DEMANDWARE INC | 96,716 | $6,709 | 0.4% | $58.61 | — | COM | 24802Y105 |
| — | MICRON TECHNOLOGY INC | 2,200,000 | $6,621 | 0.4% | $3.01 | — | NOTE 1.625% 2/1 | 595112AU7 |
| — | INVENSENSE INC | 291,177 | $6,607 | 0.4% | $21.22 | — | COM | 46123D205 |
| MLCO | MELCO CROWN ENTMT LTD | 182,403 | $6,514 | 0.4% | $35.71 | — | ADR | 585464100 |
| — | JARDEN CORP | 4,725,000 | $6,512 | 0.4% | $1.41 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | ISTAR FINL INC | 4,590,000 | $6,503 | 0.4% | $1.24 | — | NOTE 3.000%11/1 | 45031UBR1 |
| SWKS | SKYWORKS SOLUTIONS INC | 136,656 | $6,417 | 0.4% | $30.56 | +10.3% | COM | 83088M102 |
| — | INTERMUNE INC | 4,260,000 | $6,395 | 0.4% | $1.50 | — | NOTE 2.500% 9/1 | 45884XAE3 |
| MGM | MGM RESORTS INTERNATIONAL | 241,545 | $6,377 | 0.4% | $21.95 | +7.4% | COM | 552953101 |
| DPZ | DOMINOS PIZZA INC | 87,228 | $6,375 | 0.4% | $53.74 | +19.5% | COM | 25754A201 |
| VYX | NCR CORP NEW | 176,613 | $6,197 | 0.4% | $20.63 | -2.1% | COM | 62886E108 |
| — | CHICAGO BRIDGE & IRON CO N V | 88,673 | $6,047 | 0.4% | $65.11 | — | COM | 167250109 |
| SBNY | SIGNATURE BK NEW YORK N Y | 47,900 | $6,044 | 0.4% | $104.07 | — | COM | 82669G104 |
| BF/B | BROWN FORMAN CORP | 63,981 | $6,025 | 0.4% | $27.72 | +8.0% | CL B | 115637209 |
| SIG | SIGNET JEWELERS LIMITED | 54,408 | $6,017 | 0.4% | $84.41 | 0.0% | SHS | G81276100 |
| — | ICONIX BRAND GROUP INC | 4,150,000 | $6,002 | 0.4% | $1.38 | — | NOTE 2.500% 6/0 | 451055AE7 |
| — | PROOFPOINT INC | 159,932 | $5,991 | 0.4% | $33.95 | — | COM | 743424103 |
| TRMB | TRIMBLE NAVIGATION LTD | 159,127 | $5,880 | 0.3% | $34.98 | +6.9% | COM | 896239100 |
| ALSN | ALLISON TRANSMISSION HLDGS I | 188,771 | $5,871 | 0.3% | $24.84 | 0.0% | COM | 01973R101 |
| UAA | UNDER ARMOUR INC | 96,504 | $5,741 | 0.3% | $26.26 | 0.0% | CL A | 904311107 |
| AMG | AFFILIATED MANAGERS GROUP | 27,582 | $5,665 | 0.3% | $169.60 | +10.4% | COM | 008252108 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 4,615,000 | $5,636 | 0.3% | $1.16 | — | NOTE 1.000% 7/0 | 874054AD1 |
| TRN | TRINITY INDS INC | 126,897 | $5,548 | 0.3% | $19.62 | +2.6% | COM | 896522109 |
| CBRE | CBRE GROUP INC | 171,946 | $5,509 | 0.3% | $25.92 | +11.4% | CL A | 12504L109 |
| — | TRW AUTOMOTIVE HLDGS CORP | 61,076 | $5,468 | 0.3% | $76.78 | — | COM | 87264S106 |
| LOPE | GRAND CANYON ED INC | 117,595 | $5,406 | 0.3% | $36.72 | +22.6% | COM | 38526M106 |
| — | LANNET INC | 107,105 | $5,315 | 0.3% | $35.98 | — | COM | 516012101 |
| GNRC | GENERAC HLDGS INC | 107,463 | $5,238 | 0.3% | $38.08 | +38.2% | COM | 368736104 |
| LYV | LIVE NATION ENTERTAINMENT IN | 212,074 | $5,236 | 0.3% | $16.05 | +40.2% | COM | 538034109 |
| MMS | MAXIMUS INC | 120,958 | $5,204 | 0.3% | $39.38 | +9.2% | COM | 577933104 |
| — | PIONEER NAT RES CO | 22,604 | $5,195 | 0.3% | $176.56 | — | COM | 723787107 |
| — | SPECTRUM BRANDS HLDGS INC | 59,819 | $5,146 | 0.3% | $71.05 | — | COM | 84763R101 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 112,899 | $5,137 | 0.3% | $40.89 | +7.5% | COM | 00404A109 |
| — | CEPHEID | 107,046 | $5,132 | 0.3% | $50.59 | — | COM | 15670R107 |
| FORM | FORMFACTOR INC | 616,531 | $5,130 | 0.3% | $6.71 | -1.0% | COM | 346375108 |
| GBX | GREENBRIER COS INC | 88,055 | $5,072 | 0.3% | $38.31 | 0.0% | COM | 393657101 |
| — | SPANSION INC | 240,087 | $5,059 | 0.3% | $17.49 | — | COM CL A NEW | 84649R200 |
| TV | GRUPO TELEVISA SA | 146,959 | $5,042 | 0.3% | $34.16 | — | SPON ADR REP ORD | 40049J206 |
| NRG | NRG ENERGY INC | 134,642 | $5,009 | 0.3% | $26.64 | 0.0% | COM NEW | 629377508 |
| — | WHITING PETE CORP NEW | 62,117 | $4,985 | 0.3% | $80.25 | — | COM | 966387102 |
| NOW | SERVICENOW INC | 80,338 | $4,978 | 0.3% | $11.88 | -10.1% | COM | 81762P102 |
| SANM | SANMINA CORPORATION | 218,250 | $4,972 | 0.3% | $20.25 | 0.0% | COM | 801056102 |
| — | FREESCALE SEMICONDUCTOR LTD | 211,220 | $4,964 | 0.3% | $19.50 | — | SHS | G3727Q101 |
| — | NETSUITE INC | 56,912 | $4,945 | 0.3% | $89.43 | — | COM | 64118Q107 |
| LNWO | SCIENTIFIC GAMES CORP | 441,550 | $4,910 | 0.3% | $10.80 | 0.0% | CL A | 80874P109 |
| — | EQUINIX INC | 2,575,000 | $4,876 | 0.3% | $1.62 | — | NOTE 3.000%10/1 | 29444UAG1 |
| — | DSW INC | 173,943 | $4,860 | 0.3% | $31.24 | — | CL A | 23334L102 |
| — | GENESEE & WYO INC | 36,060 | $4,859 | 0.3% | $134.75 | — | UNIT 10/01/2015 | 371559204 |
| — | BANK OF THE OZARKS INC | 144,608 | $4,837 | 0.3% | $37.64 | — | COM | 063904106 |
| — | STARWOOD HOTELS&RESORTS WRLD | 59,361 | $4,798 | 0.3% | $70.55 | — | COM | 85590A401 |
| SHW | SHERWIN WILLIAMS CO | 23,060 | $4,771 | 0.3% | $58.69 | +2.0% | COM | 824348106 |
| — | ATMEL CORP | 506,969 | $4,750 | 0.3% | $8.03 | — | COM | 049513104 |
| — | SUNTRUST BKS INC | 118,070 | $4,730 | 0.3% | $39.96 | — | COM | 867914103 |
| — | OASIS PETE INC NEW | 82,972 | $4,637 | 0.3% | $44.80 | — | COM | 674215108 |
| — | TIFFANY & CO NEW | 45,993 | $4,611 | 0.3% | $96.05 | — | COM | 886547108 |
| OXM | OXFORD INDS INC | 68,761 | $4,584 | 0.3% | $75.66 | -10.9% | COM | 691497309 |
| — | NEXTERA ENERGY INC | 70,050 | $4,553 | 0.3% | $65.00 | — | UNIT 09/01/2015 | 65339F887 |
| — | B/E AEROSPACE INC | 49,005 | $4,532 | 0.3% | $71.43 | — | COM | 073302101 |
| ATRO | ASTRONICS CORP | 79,515 | $4,489 | 0.3% | $23.10 | +31.0% | COM | 046433108 |
| FBIN | FORTUNE BRANDS HOME & SEC IN | 112,415 | $4,489 | 0.3% | $30.63 | -4.9% | COM | 34964C106 |
| — | IXIA | 4,475,000 | $4,481 | 0.3% | $1.20 | — | NOTE 3.000%12/1 | 45071RAB5 |
| RGEN | REPLIGEN CORP | 196,370 | $4,475 | 0.3% | $8.46 | +110.5% | COM | 759916109 |
| JBHT | HUNT J B TRANS SVCS INC | 60,095 | $4,434 | 0.3% | $65.87 | +3.0% | COM | 445658107 |
| HII | HUNTINGTON INGALLS INDS INC | 46,553 | $4,403 | 0.3% | $79.92 | +1.3% | COM | 446413106 |
| — | TOWERS WATSON & CO | 42,179 | $4,396 | 0.3% | $89.34 | — | CL A | 891894107 |
| — | INTEGRATED DEVICE TECHNOLOGY | 282,200 | $4,363 | 0.3% | $15.46 | — | COM | 458118106 |
| AAOI | APPLIED OPTOELECTRONICS INC | 187,722 | $4,355 | 0.3% | $19.36 | +10.8% | COM | 03823U102 |
| NFLX | NETFLIX INC | 9,860 | $4,344 | 0.3% | $3.83 | +41.3% | COM | 64110L106 |
| — | U S SILICA HLDGS INC | 77,812 | $4,314 | 0.3% | $38.17 | — | COM | 90346E103 |
| — | AMERICAN TOWER CORP NEW | 40,000 | $4,255 | 0.3% | $106.38 | — | PFD CONV SER A | 03027X308 |
| — | SANDISK CORP | 40,577 | $4,237 | 0.2% | $104.42 | — | COM | 80004C101 |
| — | GREENBRIER COS INC | 2,500,000 | $4,191 | 0.2% | $1.68 | — | NOTE 3.500% 4/0 | 393657AH4 |
| — | RIGNET INC | 77,724 | $4,183 | 0.2% | $53.82 | — | COM | 766582100 |
| — | GOODRICH PETE CORP | 3,365,000 | $4,168 | 0.2% | $1.02 | — | NOTE 5.000%10/0 | 382410AG3 |
| CRI | CARTER INC | 60,371 | $4,161 | 0.2% | $54.91 | 0.0% | COM | 146229109 |
| CAR | AVIS BUDGET GROUP | 69,051 | $4,122 | 0.2% | $28.97 | +79.8% | COM | 053774105 |
| — | HANESBRANDS INC | 41,760 | $4,111 | 0.2% | $69.95 | — | COM | 410345102 |
| — | STARWOOD PPTY TR INC | 3,590,000 | $4,108 | 0.2% | $1.15 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| SYNA | SYNAPTICS INC | 44,969 | $4,076 | 0.2% | $67.77 | 0.0% | COM | 87157D109 |
| — | DEL FRISCOS RESTAURANT GROUP | 147,842 | $4,075 | 0.2% | $27.89 | — | COM | 245077102 |
| RDN | RADIAN GROUP INC | 274,918 | $4,072 | 0.2% | $11.10 | +8.3% | COM | 750236101 |
| — | HERTZ GLOBAL HOLDINGS INC | 145,083 | $4,067 | 0.2% | $27.91 | — | COM | 42805T105 |
| — | CALLIDUS SOFTWARE INC | 339,490 | $4,054 | 0.2% | $8.51 | — | COM | 13123E500 |
| REGN | REGENERON PHARMACEUTICALS | 14,339 | $4,050 | 0.2% | $261.50 | +12.7% | COM | 75886F107 |
| — | RADIAN GROUP INC | 2,690,000 | $4,032 | 0.2% | $1.32 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | WAGEWORKS INC | 83,040 | $4,003 | 0.2% | $36.39 | — | COM | 930427109 |
| — | C&J ENERGY SVCS INC | 118,158 | $3,991 | 0.2% | $29.16 | — | COM | 12467B304 |
| INCY | INCYTE CORP | 69,939 | $3,947 | 0.2% | $48.87 | +4.5% | COM | 45337C102 |
| — | CHART INDS INC | 2,745,000 | $3,834 | 0.2% | $1.43 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | GULFPORT ENERGY CORP | 60,950 | $3,828 | 0.2% | $62.81 | — | COM NEW | 402635304 |
| — | CONTINENTAL RESOURCES INC | 23,954 | $3,786 | 0.2% | $95.21 | — | COM | 212015101 |
| — | LIBERTY MEDIA CORP DELAWARE | 27,547 | $3,765 | 0.2% | $131.56 | — | CL A | 531229102 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 13,375 | $3,762 | 0.2% | $152.01 | +15.7% | COM | 018581108 |
| — | POPEYES LA KITCHEN INC | 85,915 | $3,755 | 0.2% | $41.14 | — | COM | 732872106 |
| — | TEAM HEALTH HOLDINGS INC | 75,083 | $3,750 | 0.2% | $42.49 | — | COM | 87817A107 |
| PANW | PALO ALTO NETWORKS INC | 44,630 | $3,742 | 0.2% | $11.67 | 0.0% | COM | 697435105 |
| — | MDC PARTNERS INC | 173,697 | $3,733 | 0.2% | $20.17 | — | CL A SUB VTG | 552697104 |
| — | MGIC INVT CORP WIS | 2,500,000 | $3,722 | 0.2% | $1.49 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | METLIFE INC | 116,390 | $3,720 | 0.2% | $43.28 | — | UNIT 99/99/9999 | 59156R116 |
| — | FIESTA RESTAURANT GROUP INC | 80,055 | $3,715 | 0.2% | $36.28 | — | COM | 31660B101 |
| — | ZULILY INC | 90,669 | $3,713 | 0.2% | $44.26 | — | CL A | 989774104 |
| — | TABLEAU SOFTWARE INC | 51,976 | $3,707 | 0.2% | $71.30 | — | CL A | 87336U105 |
| — | MANITEX INTL INC | 226,250 | $3,674 | 0.2% | $16.24 | — | COM | 563420108 |
| — | MERITOR INC | 279,285 | $3,642 | 0.2% | $13.04 | — | COM | 59001K100 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 6,145 | $3,641 | 0.2% | $10.50 | +3.2% | COM | 169656105 |
| — | RESOLUTE ENERGY CORP | 419,828 | $3,627 | 0.2% | $8.75 | — | COM | 76116A108 |
| — | RECEPTOS INC | 83,993 | $3,578 | 0.2% | $22.76 | — | COM | 756207106 |
| EOG | EOG RES INC | 30,608 | $3,577 | 0.2% | $61.60 | +24.5% | COM | 26875P101 |
| — | SBA COMMUNICATIONS CORP | 34,865 | $3,567 | 0.2% | $84.90 | — | COM | 78388J106 |
| WDAY | WORKDAY INC | 39,612 | $3,560 | 0.2% | $71.84 | +9.6% | CL A | 98138H101 |
| EMN | EASTMAN CHEM CO | 40,631 | $3,549 | 0.2% | $60.62 | 0.0% | COM | 277432100 |
| ZBH | ZIMMER HLDGS INC | 34,147 | $3,547 | 0.2% | $88.67 | 0.0% | COM | 98956P102 |
| M | MACYS INC | 61,051 | $3,542 | 0.2% | $47.99 | +21.0% | COM | 55616P104 |
| AMBA | AMBARELLA INC | 113,587 | $3,542 | 0.2% | $29.86 | -11.5% | SHS | G037AX101 |
| — | NOVADAQ TECHNOLOGIES INC | 210,650 | $3,472 | 0.2% | $14.44 | — | COM | 66987G102 |
| — | PENNYMAC CORP | 3,500,000 | $3,465 | 0.2% | $0.99 | — | NOTE 5.375% 5/0 | 70932AAB9 |
| — | ZOES KITCHEN INC | 100,589 | $3,458 | 0.2% | $34.38 | — | COM | 98979J109 |
| — | CONTINENTAL BLDG PRODS INC | 224,130 | $3,452 | 0.2% | $18.77 | — | COM | 211171103 |
| ALKS | ALKERMES PLC | 68,509 | $3,448 | 0.2% | $31.95 | +44.4% | SHS | G01767105 |
| PII | POLARIS INDS INC | 26,131 | $3,403 | 0.2% | $133.71 | -1.0% | COM | 731068102 |
| PVH | PVH CORP | 28,944 | $3,375 | 0.2% | $117.01 | +4.5% | COM | 693656100 |
| — | ENVISION HEALTHCARE HLDGS IN | 93,936 | $3,373 | 0.2% | $30.13 | — | COM | 29413U103 |
| — | DUNKIN BRANDS GROUP INC | 72,755 | $3,333 | 0.2% | $43.90 | — | COM | 265504100 |
| — | SUNEDISON INC | 145,235 | $3,282 | 0.2% | $18.91 | — | COM | 86732Y109 |
| — | UNITED TECHNOLOGIES CORP | 50,320 | $3,280 | 0.2% | $62.06 | — | UNIT 99/99/9999 | 913017117 |
| — | DYNEGY INC NEW DEL | 94,235 | $3,279 | 0.2% | $34.80 | — | COM | 26817R108 |
| PWR | QUANTA SVCS INC | 94,760 | $3,277 | 0.2% | $29.97 | +13.3% | COM | 74762E102 |
| — | HORIZON PHARMA INC | 201,539 | $3,188 | 0.2% | $15.14 | — | COM | 44047T109 |
| WWD | WOODWARD INC | 63,526 | $3,188 | 0.2% | $42.10 | 0.0% | COM | 980745103 |
| RNG | RINGCENTRAL INC | 208,663 | $3,157 | 0.2% | $17.41 | -16.8% | CL A | 76680R206 |
| — | ARRIS GROUP INC NEW | 95,568 | $3,109 | 0.2% | $25.11 | — | COM | 04270V106 |
| WERN | WERNER ENTERPRISES INC | 117,170 | $3,106 | 0.2% | $25.74 | +0.7% | COM | 950755108 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 3,060,000 | $3,087 | 0.2% | $1.02 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | CUMULUS MEDIA INC | 466,002 | $3,071 | 0.2% | $5.53 | — | CL A | 231082108 |
| — | CLIFTON BANCORP INC | 241,144 | $3,055 | 0.2% | $12.67 | — | COM | 186873105 |
| — | HORNBECK OFFSHORE SVCS INC N | 64,999 | $3,050 | 0.2% | $46.92 | — | COM | 440543106 |
| — | NEKTAR THERAPEUTICS | 236,737 | $3,035 | 0.2% | $11.63 | — | COM | 640268108 |
| — | SPIRIT AIRLS INC | 47,573 | $3,009 | 0.2% | $54.49 | — | COM | 848577102 |
| PRIM | PRIMORIS SVCS CORP | 104,224 | $3,006 | 0.2% | $24.86 | +16.3% | COM | 74164F103 |
| SSTK | SHUTTERSTOCK INC | 36,192 | $3,003 | 0.2% | $72.58 | 0.0% | COM | 825690100 |
| — | TASER INTL INC | 225,258 | $2,996 | 0.2% | $16.99 | — | COM | 87651B104 |
| — | TENNECO INC | 45,301 | $2,976 | 0.2% | $65.69 | — | COM | 880349105 |
| — | SPECTRANETICS CORP | 130,010 | $2,975 | 0.2% | $18.68 | — | COM | 84760C107 |
| — | HFF INC | 79,364 | $2,952 | 0.2% | $21.03 | — | CL A | 40418F108 |
| GMED | GLOBUS MED INC | 122,540 | $2,931 | 0.2% | $23.77 | +1.5% | CL A | 379577208 |
| — | CHUYS HLDGS INC | 80,365 | $2,917 | 0.2% | $37.00 | — | COM | 171604101 |
| MNRO | MONRO MUFFLER BRAKE INC | 54,163 | $2,881 | 0.2% | $49.37 | +11.1% | COM | 610236101 |
| — | SOLARCITY CORP | 39,504 | $2,789 | 0.2% | $64.56 | — | COM | 83416T100 |
| MTZ | MASTEC INC | 90,023 | $2,775 | 0.2% | $37.68 | 0.0% | COM | 576323109 |
| STAA | STAAR SURGICAL CO | 163,067 | $2,740 | 0.2% | $12.78 | +28.7% | COM PAR $0.01 | 852312305 |
| ALNY | ALNYLAM PHARMACEUTICALS INC | 43,205 | $2,729 | 0.2% | $77.08 | -22.9% | COM | 02043Q107 |
| — | ELECTRONICS FOR IMAGING INC | 59,270 | $2,679 | 0.2% | $43.80 | — | COM | 286082102 |
| INSM | INSMED INC | 132,075 | $2,639 | 0.2% | $18.92 | -21.8% | COM PAR $.01 | 457669307 |
| — | INTERMUNE INC | 58,500 | $2,583 | 0.2% | $44.15 | — | COM | 45884X103 |
| — | AIRTRAN HLDGS INC | 1,196,000 | $2,533 | 0.1% | $1.42 | — | NOTE 5.250%11/0 | 00949PAD0 |
| NSC | NORFOLK SOUTHERN CORP | 24,565 | $2,531 | 0.1% | $60.14 | +26.4% | COM | 655844108 |
| — | BLACKSTONE GROUP L P | 75,446 | $2,523 | 0.1% | $23.32 | — | COM UNIT LTD | 09253U108 |
| — | CHIMERIX INC | 114,451 | $2,511 | 0.1% | $20.27 | — | COM | 16934W106 |
| — | WYNDHAM WORLDWIDE CORP | 32,774 | $2,482 | 0.1% | $64.93 | — | COM | 98310W108 |
| — | ILLUMINA INC | 1,140,000 | $2,450 | 0.1% | $2.15 | — | NOTE 0.250% 3/1 | 452327AD1 |
| — | MEDIVATION INC | 31,436 | $2,423 | 0.1% | $66.20 | — | COM | 58501N101 |
| — | MICROCHIP TECHNOLOGY INC | 1,260,000 | $2,407 | 0.1% | $1.85 | — | SDCV 2.125%12/1 | 595017AB0 |
| SBUX | STARBUCKS CORP | 30,767 | $2,381 | 0.1% | $25.92 | +11.4% | COM | 855244109 |
| NYT | NEW YORK TIMES CO | 156,233 | $2,376 | 0.1% | $13.77 | +1.3% | CL A | 650111107 |
| — | FLUIDIGM CORP DEL | 2,500,000 | $2,370 | 0.1% | $0.95 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| — | SEAGATE TECHNOLOGY PLC | 41,391 | $2,352 | 0.1% | $56.29 | — | SHS | G7945M107 |
| — | THERAPEUTICSMD INC | 524,544 | $2,318 | 0.1% | $6.27 | — | COM | 88338N107 |
| — | SOLAZYME INC | 2,000,000 | $2,250 | 0.1% | $1.13 | — | NOTE 5.000%10/0 | 83415TAC5 |
| FAST | FASTENAL CO | 45,226 | $2,238 | 0.1% | $8.62 | +5.7% | COM | 311900104 |
| — | ARATANA THERAPEUTICS INC | 141,127 | $2,203 | 0.1% | $18.56 | — | COM | 03874P101 |
| AAPL | APPLE INC | 22,972 | $2,135 | 0.1% | $18.66 | 0.0% | COM | 037833100 |
| NKE | NIKE INC | 27,137 | $2,104 | 0.1% | $26.53 | +21.2% | CL B | 654106103 |
| AGO | ASSURED GUARANTY LTD | 85,757 | $2,101 | 0.1% | $17.59 | +15.3% | COM | G0585R106 |
| — | OREXIGEN THERAPEUTICS INC | 338,496 | $2,092 | 0.1% | $6.45 | — | COM | 686164104 |
| — | CLOVIS ONCOLOGY INC | 50,446 | $2,089 | 0.1% | $67.60 | — | COM | 189464100 |
| — | SPECTRANETICS CORP | 2,000,000 | $2,079 | 0.1% | $1.04 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | REVANCE THERAPEUTICS INC | 60,255 | $2,049 | 0.1% | $34.01 | — | COM | 761330109 |
| BFAM | BRIGHT HORIZONS FAM SOL IN D | 47,663 | $2,047 | 0.1% | $33.92 | +19.4% | COM | 109194100 |
| GHM | GRAHAM CORP | 58,468 | $2,035 | 0.1% | $26.44 | 0.0% | COM | 384556106 |
| DXPE | DXP ENTERPRISES INC NEW | 26,863 | $2,029 | 0.1% | $86.56 | 0.0% | COM NEW | 233377407 |
| — | SEACHANGE INTL INC | 253,240 | $2,028 | 0.1% | $11.36 | — | COM | 811699107 |
| — | SUNESIS PHARMACEUTICALS INC | 308,624 | $2,012 | 0.1% | $6.52 | — | COM NEW | 867328601 |
| — | RITE AID CORP | 270,218 | $1,937 | 0.1% | $6.27 | — | COM | 767754104 |
| — | NANOSTRING TECHNOLOGIES INC | 127,486 | $1,906 | 0.1% | $14.95 | — | COM | 63009R109 |
| — | FINANCIAL ENGINES INC | 42,030 | $1,903 | 0.1% | $54.03 | — | COM | 317485100 |
| MMM | 3M CO | 13,206 | $1,892 | 0.1% | $81.05 | 0.0% | COM | 88579Y101 |
| ITW | ILLINOIS TOOL WKS INC | 21,447 | $1,878 | 0.1% | $65.43 | 0.0% | COM | 452308109 |
| — | INTERCEPT PHARMACEUTICALS IN | 7,926 | $1,876 | 0.1% | $236.69 | — | COM | 45845P108 |
| — | KONA GRILL INC | 96,385 | $1,871 | 0.1% | $19.41 | — | COM | 50047H201 |
| — | WALTER INVT MGMT CORP | 2,000,000 | $1,851 | 0.1% | $1.02 | — | NOTE 4.500%11/0 | 93317WAA0 |
| — | ARUBA NETWORKS INC | 103,826 | $1,819 | 0.1% | $16.66 | — | COM | 043176106 |
| — | CANADIAN PAC RY LTD | 9,970 | $1,806 | 0.1% | $121.38 | — | COM | 13645T100 |
| — | OXFORD IMMUNOTEC GLOBAL PLC | 105,235 | $1,771 | 0.1% | $19.83 | — | ORD SHS | G6855A103 |
| — | INVENTURE FOODS INC | 154,230 | $1,738 | 0.1% | $13.63 | — | COM | 461212102 |
| — | MARRONE BIO INNOVATIONS INC | 140,111 | $1,628 | 0.1% | $13.76 | — | COM | 57165B106 |
| — | TRINITY BIOTECH PLC | 69,267 | $1,595 | 0.1% | $24.19 | — | SPON ADR NEW | 896438306 |
| NWSA | NEWS CORP NEW | 86,595 | $1,554 | 0.1% | $14.37 | +5.5% | CL A | 65249B109 |
| PNC | PNC FINL SVCS GROUP INC | 17,314 | $1,542 | 0.1% | $58.27 | +2.6% | COM | 693475105 |
| JPM | JPMORGAN CHASE & CO | 26,656 | $1,536 | 0.1% | $39.63 | +3.9% | COM | 46625H100 |
| MCK | MCKESSON CORP | 8,235 | $1,533 | 0.1% | $163.23 | 0.0% | COM | 58155Q103 |
| BUD | ANHEUSER BUSCH INBEV SA/NV | 13,176 | $1,514 | 0.1% | $90.28 | — | SPONSORED ADR | 03524A108 |
| CMI | CUMMINS INC | 9,703 | $1,497 | 0.1% | $99.29 | +11.5% | COM | 231021106 |
| — | CASTLIGHT HEALTH INC | 95,787 | $1,456 | 0.1% | $15.20 | — | CL B | 14862Q100 |
| — | TUESDAY MORNING CORP | 78,829 | $1,405 | 0.1% | $10.93 | — | COM NEW | 899035505 |
| GILD | GILEAD SCIENCES INC | 14,784 | $1,226 | 0.1% | $41.52 | +30.2% | COM | 375558103 |
| — | ICAD INC | 182,774 | $1,172 | 0.1% | $9.11 | — | COM NEW | 44934S206 |
| — | COBALT INTL ENERGY INC | 1,000,000 | $1,076 | 0.1% | $1.08 | — | NOTE 3.125% 5/1 | 19075FAB2 |
| — | AVANIR PHARMACEUTICALS INC | 179,921 | $1,015 | 0.1% | $5.64 | — | CL A NEW | 05348P401 |
| — | ALDER BIOPHARMACEUTICALS INC | 50,456 | $1,013 | 0.1% | $20.08 | — | COM | 014339105 |
| PBYI | PUMA BIOTECHNOLOGY INC | 12,841 | $848 | 0.0% | $117.54 | -39.5% | COM | 74587V107 |
| — | POWERSECURE INTL INC | 82,084 | $799 | 0.0% | $15.93 | — | COM | 73936N105 |
| — | DIGIRAD CORP | 224,066 | $798 | 0.0% | $2.44 | — | COM | 253827109 |
| — | OVASCIENCE INC | 85,699 | $786 | 0.0% | $9.07 | — | COM | 69014Q101 |