Location: Rancho Santa Fe, CA
CIK: 0001389574 · Show all filings
Period: Q3 2014 (← Previous) (Next →)
Filing Date: Nov 5, 2014
Total Value: $1.602B (75.8% shares, 24.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| LVS | LAS VEGAS SANDS CORP | 1,880,292 | $117M | 7.3% | $38.99 | +26.5% | COM | 517834107 |
| — | CHESAPEAKE ENERGY CORP | 3,480,957 | $80.03M | 5.0% | $30.84 | — | COM | 165167107 |
| — | ALLIED WRLD ASSUR COM HLDG A | 1,151,471 | $42.42M | 2.6% | $54.78 | — | SHS | H01531104 |
| — | SEVENTY SEVEN ENERGY INC | 1,265,892 | $30.05M | 1.9% | $23.74 | — | COM | 818097107 |
| — | HOWARD HUGHES CORP | 166,881 | $25.03M | 1.6% | $120.06 | — | COM | 44267D107 |
| — | MEDIVATION INC | 11,285,000 | $22.01M | 1.4% | $1.38 | — | NOTE 2.625% 4/0 | 58501NAA9 |
| — | CHESAPEAKE ENERGY CORP | 16,745,000 | $16.88M | 1.1% | $1.03 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| — | CROWN CASTLE INTL CORP | 151,410 | $15.92M | 1.0% | $100.98 | — | CNV PFD STK SR A | 228227500 |
| — | MGM RESORTS INTERNATIONAL | 12,527,000 | $15.78M | 1.0% | $1.24 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| — | CIENA CORP | 12,745,000 | $15.25M | 1.0% | $1.34 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | ELECTRONIC ARTS INC | 12,155,000 | $14.99M | 0.9% | $1.13 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | SALIX PHARMACEUTICALS INC | 6,000,000 | $14.51M | 0.9% | $2.42 | — | NOTE 1.500% 3/1 | 795435AE6 |
| — | LIBERTY INTERACTIVE LLC | 10,270,000 | $13.6M | 0.8% | $1.34 | — | DEB 0.750% 3/3 | 530610AC8 |
| — | ISTAR FINL INC | 10,590,000 | $13.36M | 0.8% | $1.25 | — | NOTE 3.000%11/1 | 45031UBR1 |
| — | HORNBECK OFFSHORE SVCS INC N | 13,540,000 | $13.25M | 0.8% | $1.23 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | GENESEE & WYO INC | 104,025 | $12.9M | 0.8% | $127.76 | — | UNIT 10/01/2015 | 371559204 |
| — | AIR LEASE CORP | 9,395,000 | $12.75M | 0.8% | $1.37 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | TESLA MTRS INC | 13,380,000 | $12.71M | 0.8% | $0.94 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | INTEL CORP | 7,550,000 | $12.66M | 0.8% | $1.68 | — | SDCV 3.250% 8/0 | 458140AF7 |
| WAB | WABTEC CORP | 145,741 | $11.81M | 0.7% | $66.83 | +16.0% | COM | 929740108 |
| — | WORKDAY INC | 9,725,000 | $11.62M | 0.7% | $1.19 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| EXP | EAGLE MATERIALS INC | 113,945 | $11.6M | 0.7% | $74.92 | +22.6% | COM | 26969P108 |
| — | RTI INTL METALS INC | 12,070,000 | $11.54M | 0.7% | $0.97 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | HD SUPPLY HLDGS INC | 407,213 | $11.1M | 0.7% | $27.41 | — | COM | 40416M105 |
| — | SUNPOWER CORP | 7,370,000 | $10.89M | 0.7% | $1.48 | — | DBCV 0.750% 6/0 | 867652AG4 |
| MTDR | MATADOR RES CO | 419,605 | $10.85M | 0.7% | $21.20 | +24.3% | COM | 576485205 |
| — | PRICELINE GRP INC | 8,030,000 | $10.8M | 0.7% | $1.32 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| — | SALESFORCE COM INC | 9,625,000 | $10.73M | 0.7% | $1.15 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| ODFL | OLD DOMINION FGHT LINES INC | 141,030 | $9.962M | 0.6% | $14.68 | +44.3% | COM | 679580100 |
| — | CONTINENTAL AIRLS INC | 4,000,000 | $9.903M | 0.6% | $2.48 | — | NOTE 4.500% 1/1 | 210795PU8 |
| ILMN | ILLUMINA INC | 56,935 | $9.333M | 0.6% | $124.58 | +34.2% | COM | 452327109 |
| — | H & E EQUIPMENT SERVICES INC | 230,565 | $9.287M | 0.6% | $38.86 | — | COM | 404030108 |
| ALL | ALLSTATE CORP | 147,188 | $9.033M | 0.6% | $42.08 | +11.6% | COM | 020002101 |
| — | CHARTER COMMUNICATIONS INC D | 58,888 | $8.914M | 0.6% | $156.63 | — | CL A NEW | 16117M305 |
| — | COBALT INTL ENERGY INC | 10,730,000 | $8.886M | 0.6% | $1.06 | — | NOTE 2.625%12/0 | 19075FAA4 |
| URI | UNITED RENTALS INC | 79,072 | $8.785M | 0.5% | $75.73 | +43.9% | COM | 911363109 |
| — | ASPEN TECHNOLOGY INC | 231,063 | $8.716M | 0.5% | $41.68 | — | COM | 045327103 |
| ALNY | ALNYLAM PHARMACEUTICALS INC | 111,346 | $8.696M | 0.5% | $69.38 | -7.0% | COM | 02043Q107 |
| — | GENESEE & WYO INC | 85,164 | $8.117M | 0.5% | $86.41 | — | CL A | 371559105 |
| FIVE | FIVE BELOW INC | 203,622 | $8.065M | 0.5% | $39.62 | -2.0% | COM | 33829M101 |
| — | BRISTOW GROUP INC | 7,385,000 | $7.948M | 0.5% | $1.23 | — | NOTE 3.000% 6/1 | 110394AC7 |
| SLM | SLM CORP | 912,502 | $7.811M | 0.5% | $8.81 | -0.5% | COM | 78442P106 |
| — | TYSON FOODS INC | 154,635 | $7.778M | 0.5% | $50.30 | — | UNIT 99/99/9999 | 902494301 |
| WEX | WEX INC | 68,676 | $7.576M | 0.5% | $109.87 | 0.0% | COM | 96208T104 |
| MLCO | MELCO CROWN ENTMT LTD | 275,493 | $7.243M | 0.5% | $32.53 | — | ADR | 585464100 |
| — | LAZARD LTD | 133,710 | $6.779M | 0.4% | $50.70 | — | SHS A | G54050102 |
| UAA | UNDER ARMOUR INC | 98,108 | $6.779M | 0.4% | $26.37 | +26.5% | CL A | 904311107 |
| — | MERITOR INC | 4,620,000 | $6.679M | 0.4% | $1.55 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| — | BROOKDALE SR LIVING INC | 5,170,000 | $6.653M | 0.4% | $1.29 | — | NOTE 2.750% 6/1 | 112463AA2 |
| — | INSULET CORP | 6,150,000 | $6.557M | 0.4% | $1.11 | — | NOTE 2.000% 6/1 | 45784PAD3 |
| — | CEPHEID | 148,444 | $6.536M | 0.4% | $48.76 | — | COM | 15670R107 |
| GWRE | GUIDEWIRE SOFTWARE INC | 146,980 | $6.517M | 0.4% | $43.95 | -3.8% | COM | 40171V100 |
| GPK | GRAPHIC PACKAGING HLDG CO | 524,051 | $6.514M | 0.4% | $12.26 | 0.0% | COM | 388689101 |
| — | JARDEN CORP | 4,725,000 | $6.456M | 0.4% | $1.41 | — | NOTE 1.875% 9/1 | 471109AH1 |
| GNW | GENWORTH FINL INC | 491,224 | $6.435M | 0.4% | $13.78 | +5.0% | COM CL A | 37247D106 |
| NOW | SERVICENOW INC | 108,848 | $6.398M | 0.4% | $11.86 | -0.5% | COM | 81762P102 |
| — | SANDISK CORP | 65,301 | $6.396M | 0.4% | $101.97 | — | COM | 80004C101 |
| — | SBA COMMUNICATIONS CORP | 57,637 | $6.392M | 0.4% | $95.18 | — | COM | 78388J106 |
| SIG | SIGNET JEWELERS LIMITED | 55,296 | $6.299M | 0.4% | $84.50 | +6.3% | SHS | G81276100 |
| — | VERIFONE SYS INC | 183,032 | $6.293M | 0.4% | $33.82 | — | COM | 92342Y109 |
| PWR | QUANTA SVCS INC | 172,597 | $6.264M | 0.4% | $32.19 | +8.4% | COM | 74762E102 |
| — | TWITTER INC | 121,376 | $6.261M | 0.4% | $51.58 | — | COM | 90184L102 |
| JBHT | HUNT J B TRANS SVCS INC | 83,104 | $6.154M | 0.4% | $66.47 | +2.4% | COM | 445658107 |
| TRN | TRINITY INDS INC | 129,106 | $6.032M | 0.4% | $19.69 | +19.8% | COM | 896522109 |
| — | TIFFANY & CO NEW | 62,097 | $5.981M | 0.4% | $96.12 | — | COM | 886547108 |
| — | INTEGRATED DEVICE TECHNOLOGY | 374,497 | $5.973M | 0.4% | $15.58 | — | COM | 458118106 |
| — | DEPOMED INC | 5,500,000 | $5.806M | 0.4% | $1.06 | — | NOTE 2.500% 9/0 | 249908AA2 |
| CRI | CARTER INC | 74,766 | $5.796M | 0.4% | $55.62 | +5.3% | COM | 146229109 |
| CBRE | CBRE GROUP INC | 194,816 | $5.794M | 0.4% | $26.57 | +18.3% | CL A | 12504L109 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 4,615,000 | $5.694M | 0.4% | $1.16 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | SUNPOWER CORP | 165,833 | $5.618M | 0.4% | $29.71 | — | COM | 867652406 |
| AMG | AFFILIATED MANAGERS GROUP | 28,042 | $5.618M | 0.4% | $170.05 | +16.2% | COM | 008252108 |
| MGM | MGM RESORTS INTERNATIONAL | 245,622 | $5.595M | 0.3% | $21.98 | +7.0% | COM | 552953101 |
| — | L BRANDS INC | 81,354 | $5.449M | 0.3% | $66.98 | — | COM | 501797104 |
| NXPI | NXP SEMICONDUCTORS N V | 77,940 | $5.333M | 0.3% | $37.15 | +59.1% | COM | N6596X109 |
| — | BANK OF THE OZARKS INC | 168,848 | $5.322M | 0.3% | $36.76 | — | COM | 063904106 |
| — | MGIC INVT CORP WIS | 4,000,000 | $5.3M | 0.3% | $1.43 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | SALIX PHARMACEUTICALS INC | 33,763 | $5.275M | 0.3% | $156.24 | — | COM | 795435106 |
| REGN | REGENERON PHARMACEUTICALS | 14,597 | $5.263M | 0.3% | $262.77 | +26.8% | COM | 75886F107 |
| M | MACYS INC | 90,448 | $5.262M | 0.3% | $51.66 | +14.8% | COM | 55616P104 |
| — | CHICAGO BRIDGE & IRON CO N V | 90,157 | $5.216M | 0.3% | $64.99 | — | COM | 167250109 |
| TSN | TYSON FOODS INC | 130,205 | $5.126M | 0.3% | $29.61 | 0.0% | CL A | 902494103 |
| — | GILEAD SCIENCES INC | 1,095,000 | $5.113M | 0.3% | $2.83 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 4,640,000 | $5.107M | 0.3% | $1.10 | — | NOTE 0.750% 8/1 | 87157BAA1 |
| — | RECEPTOS INC | 82,143 | $5.102M | 0.3% | $22.76 | — | COM | 756207106 |
| STZ | CONSTELLATION BRANDS INC | 58,415 | $5.091M | 0.3% | $59.78 | +24.5% | CL A | 21036P108 |
| — | GREENBRIER COS INC | 2,500,000 | $5.059M | 0.3% | $1.68 | — | NOTE 3.500% 4/0 | 393657AH4 |
| — | ANNALY CAP MGMT INC | 5,000,000 | $5.05M | 0.3% | $1.01 | — | NOTE 5.000% 5/1 | 035710AB8 |
| PANW | PALO ALTO NETWORKS INC | 51,349 | $5.037M | 0.3% | $12.02 | +19.4% | COM | 697435105 |
| — | MARKETO INC | 155,703 | $5.029M | 0.3% | $32.30 | — | COM | 57063L107 |
| LNG | CHENIERE ENERGY INC | 62,714 | $5.019M | 0.3% | $76.25 | 0.0% | COM NEW | 16411R208 |
| — | WYNDHAM WORLDWIDE CORP | 61,721 | $5.015M | 0.3% | $72.59 | — | COM | 98310W108 |
| LYV | LIVE NATION ENTERTAINMENT IN | 208,716 | $5.013M | 0.3% | $16.05 | +44.1% | COM | 538034109 |
| — | MEDIVATION INC | 49,986 | $4.942M | 0.3% | $78.32 | — | COM | 58501N101 |
| HII | HUNTINGTON INGALLS INDS INC | 47,315 | $4.931M | 0.3% | $79.92 | +0.0% | COM | 446413106 |
| GBX | GREENBRIER COS INC | 67,135 | $4.926M | 0.3% | $38.31 | +31.6% | COM | 393657101 |
| — | ENVISION HEALTHCARE HLDGS IN | 141,254 | $4.899M | 0.3% | $31.66 | — | COM | 29413U103 |
| LOPE | GRAND CANYON ED INC | 119,557 | $4.874M | 0.3% | $36.84 | +18.1% | COM | 38526M106 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 30,347 | $4.873M | 0.3% | $153.75 | 0.0% | SHS USD | G50871105 |
| EMN | EASTMAN CHEM CO | 59,951 | $4.849M | 0.3% | $59.93 | -2.4% | COM | 277432100 |
| — | B/E AEROSPACE INC | 57,322 | $4.812M | 0.3% | $73.25 | — | COM | 073302101 |
| — | HORIZON PHARMA PLC | 388,739 | $4.774M | 0.3% | $12.28 | — | SHS | G4617B105 |
| — | SPANSION LLC | 2,700,000 | $4.713M | 0.3% | $1.75 | — | NOTE 2.000% 9/0 | 84649PAL9 |
| VRTX | VERTEX PHARMACEUTICALS INC | 41,672 | $4.68M | 0.3% | $95.21 | 0.0% | COM | 92532F100 |
| — | LOGMEIN INC | 101,237 | $4.664M | 0.3% | $46.07 | — | COM | 54142L109 |
| DAL | DELTA AIR LINES INC DEL | 127,174 | $4.597M | 0.3% | $31.08 | +7.4% | COM NEW | 247361702 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 18,456 | $4.582M | 0.3% | $160.10 | +13.3% | COM | 018581108 |
| — | HANESBRANDS INC | 42,457 | $4.562M | 0.3% | $70.56 | — | COM | 410345102 |
| — | MEDIDATA SOLUTIONS INC | 4,225,000 | $4.542M | 0.3% | $1.08 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| SANM | SANMINA CORPORATION | 213,409 | $4.452M | 0.3% | $20.25 | +14.9% | COM | 801056102 |
| — | WHITING PETE CORP NEW | 57,377 | $4.45M | 0.3% | $80.25 | — | COM | 966387102 |
| — | OLD REP INTL CORP | 3,800,000 | $4.448M | 0.3% | $1.17 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | AMERICAN TOWER CORP NEW | 40,000 | $4.34M | 0.3% | $106.38 | — | PFD CONV SER A | 03027X308 |
| — | TOWERS WATSON & CO | 42,882 | $4.267M | 0.3% | $89.50 | — | CL A | 891894107 |
| — | MEDIDATA SOLUTIONS INC | 96,033 | $4.253M | 0.3% | $46.43 | — | COM | 58471A105 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 87,606 | $4.249M | 0.3% | $40.89 | +19.6% | COM | 00404A109 |
| — | HFF INC | 146,706 | $4.247M | 0.3% | $24.66 | — | CL A | 40418F108 |
| NFLX | NETFLIX INC | 9,308 | $4.2M | 0.3% | $3.83 | +69.3% | COM | 64110L106 |
| — | NEXTERA ENERGY INC | 70,050 | $4.197M | 0.3% | $65.00 | — | UNIT 09/01/2015 | 65339F887 |
| SWKS | SKYWORKS SOLUTIONS INC | 71,924 | $4.175M | 0.3% | $30.56 | +40.0% | COM | 83088M102 |
| TYL | TYLER TECHNOLOGIES INC | 47,212 | $4.174M | 0.3% | $67.33 | +34.1% | COM | 902252105 |
| NRG | NRG ENERGY INC | 136,908 | $4.173M | 0.3% | $26.60 | -8.7% | COM NEW | 629377508 |
| — | FOREST CITY ENTERPRISES INC | 4,035,000 | $4.154M | 0.3% | $1.03 | — | NOTE 3.625% 8/1 | 345550AR8 |
| RGEN | REPLIGEN CORP | 208,520 | $4.152M | 0.3% | $9.19 | +129.0% | COM | 759916109 |
| TSLA | TESLA MTRS INC | 17,053 | $4.138M | 0.3% | $16.50 | 0.0% | COM | 88160R101 |
| — | KATE SPADE & CO | 157,133 | $4.122M | 0.3% | $37.39 | — | COM | 485865109 |
| AMBA | AMBARELLA INC | 93,664 | $4.09M | 0.3% | $29.86 | +10.9% | SHS | G037AX101 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 78,198 | $4.084M | 0.3% | $58.80 | — | COM | 73640Q105 |
| — | SOLARCITY CORP | 3,400,000 | $4.063M | 0.3% | $1.35 | — | NOTE 2.750%11/0 | 83416TAA8 |
| ROST | ROSS STORES INC | 53,723 | $4.06M | 0.3% | $31.13 | 0.0% | COM | 778296103 |
| LNWO | SCIENTIFIC GAMES CORP | 374,396 | $4.032M | 0.3% | $10.80 | -5.3% | CL A | 80874P109 |
| — | CALLIDUS SOFTWARE INC | 331,825 | $3.989M | 0.2% | $8.51 | — | COM | 13123E500 |
| PII | POLARIS INDS INC | 26,563 | $3.979M | 0.2% | $133.89 | +7.9% | COM | 731068102 |
| FANG | DIAMONDBACK ENERGY INC | 52,436 | $3.921M | 0.2% | $46.46 | +34.9% | COM | 25278X109 |
| — | STARWOOD PPTY TR INC | 3,590,000 | $3.882M | 0.2% | $1.15 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | RADIAN GROUP INC | 2,690,000 | $3.842M | 0.2% | $1.32 | — | NOTE 2.250% 3/0 | 750236AN1 |
| AAOI | APPLIED OPTOELECTRONICS INC | 238,428 | $3.839M | 0.2% | $19.46 | +1.9% | COM | 03823U102 |
| RDN | RADIAN GROUP INC | 268,749 | $3.832M | 0.2% | $11.10 | +4.1% | COM | 750236101 |
| — | FIESTA RESTAURANT GROUP INC | 76,124 | $3.782M | 0.2% | $36.28 | — | COM | 31660B101 |
| JBLU | JETBLUE AIRWAYS CORP | 355,494 | $3.775M | 0.2% | $11.42 | 0.0% | COM | 477143101 |
| — | ELECTRONICS FOR IMAGING INC | 85,264 | $3.766M | 0.2% | $43.92 | — | COM | 286082102 |
| — | SPANSION INC | 165,090 | $3.762M | 0.2% | $17.49 | — | COM CL A NEW | 84649R200 |
| — | HERTZ GLOBAL HOLDINGS INC | 147,503 | $3.745M | 0.2% | $27.87 | — | COM | 42805T105 |
| CNK | CINEMARK HOLDINGS INC | 109,878 | $3.74M | 0.2% | $28.52 | 0.0% | COM | 17243V102 |
| NTAP | NETAPP INC | 86,890 | $3.733M | 0.2% | $30.14 | 0.0% | COM | 64110D104 |
| — | PROOFPOINT INC | 100,299 | $3.725M | 0.2% | $33.95 | — | COM | 743424103 |
| EMBJ | EMBRAER S A | 94,618 | $3.711M | 0.2% | $39.22 | — | SP ADR REP 4 COM | 29082A107 |
| — | DEMANDWARE INC | 72,737 | $3.704M | 0.2% | $58.61 | — | COM | 24802Y105 |
| — | WAGEWORKS INC | 81,203 | $3.697M | 0.2% | $36.39 | — | COM | 930427109 |
| — | ALCOA INC | 228,811 | $3.682M | 0.2% | $16.09 | — | COM | 013817101 |
| — | CLIFTON BANCORP INC | 291,981 | $3.676M | 0.2% | $12.66 | — | COM | 186873105 |
| STLD | STEEL DYNAMICS INC | 162,507 | $3.674M | 0.2% | $17.12 | 0.0% | COM | 858119100 |
| — | SPECTRANETICS CORP | 3,200,000 | $3.592M | 0.2% | $1.07 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | BONANZA CREEK ENERGY INC | 62,845 | $3.576M | 0.2% | $56.90 | — | COM | 097793103 |
| — | MICRON TECHNOLOGY INC | 2,700,000 | $3.551M | 0.2% | $1.32 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | CONSOL ENERGY INC | 93,726 | $3.548M | 0.2% | $45.34 | — | COM | 20854P109 |
| — | EQUINIX INC | 1,840,000 | $3.532M | 0.2% | $1.62 | — | NOTE 3.000%10/1 | 29444UAG1 |
| — | C&J ENERGY SVCS INC | 115,543 | $3.53M | 0.2% | $29.16 | — | COM | 12467B304 |
| BKD | BROOKDALE SR LIVING INC | 109,174 | $3.518M | 0.2% | $34.08 | 0.0% | COM | 112463104 |
| WWD | WOODWARD INC | 73,819 | $3.515M | 0.2% | $42.76 | +9.5% | COM | 980745103 |
| — | DOMINION RES INC VA NEW | 62,745 | $3.509M | 0.2% | $55.92 | — | UNIT 04/01/2013 | 25746U703 |
| AAL | AMERICAN AIRLS GROUP INC | 98,821 | $3.506M | 0.2% | $34.49 | +7.7% | COM | 02376R102 |
| ZBH | ZIMMER HLDGS INC | 34,719 | $3.491M | 0.2% | $88.69 | +1.0% | COM | 98956P102 |
| INCY | INCYTE CORP | 71,096 | $3.487M | 0.2% | $48.89 | +2.5% | COM | 45337C102 |
| — | RF MICRODEVICES INC | 300,590 | $3.469M | 0.2% | $11.54 | — | COM | 749941100 |
| FORM | FORMFACTOR INC | 483,156 | $3.464M | 0.2% | $6.71 | +10.7% | COM | 346375108 |
| — | INVENSENSE INC | 175,559 | $3.464M | 0.2% | $21.22 | — | COM | 46123D205 |
| TBI | TRUEBLUE INC | 136,335 | $3.444M | 0.2% | $27.69 | 0.0% | COM | 89785X101 |
| — | PENNYMAC CORP | 3,500,000 | $3.43M | 0.2% | $0.99 | — | NOTE 5.375% 5/0 | 70932AAB9 |
| — | POPEYES LA KITCHEN INC | 84,025 | $3.403M | 0.2% | $41.14 | — | COM | 732872106 |
| — | WESTERN REFNG INC | 81,003 | $3.401M | 0.2% | $41.99 | — | COM | 959319104 |
| — | HARMAN INTL INDS INC | 34,685 | $3.401M | 0.2% | $106.99 | — | COM | 413086109 |
| — | SPECTRANETICS CORP | 127,132 | $3.378M | 0.2% | $18.68 | — | COM | 84760C107 |
| — | PIONEER NAT RES CO | 17,119 | $3.372M | 0.2% | $176.56 | — | COM | 723787107 |
| — | TEAM HEALTH HOLDINGS INC | 58,076 | $3.368M | 0.2% | $42.49 | — | COM | 87817A107 |
| PBYI | PUMA BIOTECHNOLOGY INC | 14,069 | $3.356M | 0.2% | $125.20 | +64.0% | COM | 74587V107 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 4,984 | $3.322M | 0.2% | $10.50 | +24.9% | COM | 169656105 |
| — | DUNKIN BRANDS GROUP INC | 73,961 | $3.315M | 0.2% | $43.92 | — | COM | 265504100 |
| — | OVASCIENCE INC | 199,443 | $3.311M | 0.2% | $13.36 | — | COM | 69014Q101 |
| — | SEAGATE TECHNOLOGY PLC | 57,608 | $3.299M | 0.2% | $56.56 | — | SHS | G7945M107 |
| — | MDC PARTNERS INC | 169,852 | $3.259M | 0.2% | $20.17 | — | CL A SUB VTG | 552697104 |
| — | ZOES KITCHEN INC | 105,692 | $3.251M | 0.2% | $34.20 | — | COM | 98979J109 |
| — | CONTINENTAL RESOURCES INC | 48,704 | $3.238M | 0.2% | $80.61 | — | COM | 212015101 |
| — | FREESCALE SEMICONDUCTOR LTD | 162,404 | $3.172M | 0.2% | $19.50 | — | SHS | G3727Q101 |
| — | U S SILICA HLDGS INC | 50,286 | $3.143M | 0.2% | $38.17 | — | COM | 90346E103 |
| XPO | XPO LOGISTICS INC | 82,788 | $3.119M | 0.2% | $10.92 | 0.0% | COM | 983793100 |
| — | ENERGEN CORP | 43,160 | $3.118M | 0.2% | $72.24 | — | COM | 29265N108 |
| — | ROKA BIOSCIENCE INC | 308,028 | $3.096M | 0.2% | $10.05 | — | COM | 775431109 |
| — | ARISTA NETWORKS INC | 34,993 | $3.091M | 0.2% | $88.33 | — | COM | 040413106 |
| PRLB | PROTO LABS INC | 44,569 | $3.075M | 0.2% | $78.24 | 0.0% | COM | 743713109 |
| — | TUESDAY MORNING CORP | 154,618 | $3M | 0.2% | $15.08 | — | COM NEW | 899035505 |
| — | BLACKSTONE GROUP L P | 94,201 | $2.965M | 0.2% | $24.94 | — | COM UNIT LTD | 09253U108 |
| — | UNITED TECHNOLOGIES CORP | 50,320 | $2.963M | 0.2% | $62.06 | — | UNIT 99/99/9999 | 913017117 |
| — | NCI BUILDING SYS INC | 151,914 | $2.947M | 0.2% | $19.40 | — | COM NEW | 628852204 |
| DXPE | DXP ENTERPRISES INC NEW | 39,693 | $2.925M | 0.2% | $83.15 | -8.6% | COM NEW | 233377407 |
| GIII | G-III APPAREL GROUP LTD | 34,702 | $2.875M | 0.2% | $40.83 | 0.0% | COM | 36237H101 |
| — | SOLAZYME INC | 3,195,000 | $2.874M | 0.2% | $1.04 | — | NOTE 5.000%10/0 | 83415TAC5 |
| GMED | GLOBUS MED INC | 145,906 | $2.87M | 0.2% | $23.26 | -11.5% | CL A | 379577208 |
| ATRO | ASTRONICS CORP | 59,920 | $2.857M | 0.2% | $23.10 | +38.3% | COM | 046433108 |
| — | IMPERVA INC | 98,284 | $2.824M | 0.2% | $28.73 | — | COM | 45321L100 |
| UNP | UNION PAC CORP | 25,720 | $2.789M | 0.2% | $80.32 | 0.0% | COM | 907818108 |
| PRIM | PRIMORIS SVCS CORP | 101,917 | $2.735M | 0.2% | $24.86 | +10.2% | COM | 74164F103 |
| — | ICAD INC | 277,144 | $2.73M | 0.2% | $9.36 | — | COM NEW | 44934S206 |
| RNG | RINGCENTRAL INC | 210,583 | $2.677M | 0.2% | $17.41 | -20.9% | CL A | 76680R206 |
| — | GRAMERCY PPTY TR INC | 460,523 | $2.653M | 0.2% | $5.76 | — | COM | 38489R100 |
| — | LIBERTY MEDIA CORP DELAWARE | 56,005 | $2.632M | 0.2% | $47.00 | — | COM SER C | 531229300 |
| — | NOVADAQ TECHNOLOGIES INC | 205,072 | $2.602M | 0.2% | $14.44 | — | COM | 66987G102 |
| — | NETSUITE INC | 29,014 | $2.598M | 0.2% | $89.43 | — | COM | 64118Q107 |
| — | STARWOOD HOTELS&RESORTS WRLD | 31,174 | $2.594M | 0.2% | $70.55 | — | COM | 85590A401 |
| — | ECHO GLOBAL LOGISTICS INC | 108,722 | $2.56M | 0.2% | $23.55 | — | COM | 27875T101 |
| — | TABLEAU SOFTWARE INC | 34,885 | $2.534M | 0.2% | $71.30 | — | CL A | 87336U105 |
| CAR | AVIS BUDGET GROUP | 45,518 | $2.498M | 0.2% | $28.97 | +105.0% | COM | 053774105 |
| — | MANITEX INTL INC | 221,126 | $2.497M | 0.2% | $16.24 | — | COM | 563420108 |
| — | GOODRICH PETE CORP | 2,365,000 | $2.497M | 0.2% | $1.02 | — | NOTE 5.000%10/0 | 382410AG3 |
| — | ALCOA INC | 50,000 | $2.495M | 0.2% | $49.90 | — | DEP SHS 1/10TH | 013817309 |
| — | XPO LOGISTICS INC | 1,055,000 | $2.491M | 0.2% | $2.36 | — | NOTE 4.500%10/0 | 983793AA8 |
| — | INVENTURE FOODS INC | 190,838 | $2.473M | 0.2% | $13.50 | — | COM | 461212102 |
| SBNY | SIGNATURE BK NEW YORK N Y | 21,792 | $2.442M | 0.2% | $104.07 | — | COM | 82669G104 |
| DCH | AMERICAN AXLE & MFG HLDGS IN | 145,253 | $2.436M | 0.2% | $18.38 | 0.0% | COM | 024061103 |
| — | AK STL HLDG CORP | 298,737 | $2.393M | 0.1% | $8.01 | — | COM | 001547108 |
| — | CLOVIS ONCOLOGY INC | 52,116 | $2.364M | 0.1% | $66.88 | — | COM | 189464100 |
| — | ALLERGAN INC | 13,123 | $2.338M | 0.1% | $178.16 | — | COM | 018490102 |
| — | MACQUARIE INFRASTR CO LLC | 2,095,000 | $2.323M | 0.1% | $1.11 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | GULFPORT ENERGY CORP | 43,211 | $2.307M | 0.1% | $62.81 | — | COM NEW | 402635304 |
| — | ILLUMINA INC | 1,140,000 | $2.265M | 0.1% | $2.15 | — | NOTE 0.250% 3/1 | 452327AD1 |
| — | SUPER MICRO COMPUTER INC | 75,146 | $2.211M | 0.1% | $29.42 | — | COM | 86800U104 |
| AGO | ASSURED GUARANTY LTD | 99,235 | $2.199M | 0.1% | $17.80 | +7.4% | COM | G0585R106 |
| — | CHIMERIX INC | 78,560 | $2.17M | 0.1% | $20.27 | — | COM | 16934W106 |
| INSM | INSMED INC | 165,473 | $2.159M | 0.1% | $18.15 | -16.9% | COM PAR $.01 | 457669307 |
| NKE | NIKE INC | 24,083 | $2.148M | 0.1% | $26.53 | +29.6% | CL B | 654106103 |
| — | OREXIGEN THERAPEUTICS INC | 500,860 | $2.134M | 0.1% | $5.74 | — | COM | 686164104 |
| AAPL | APPLE INC | 21,119 | $2.128M | 0.1% | $18.66 | +15.9% | COM | 037833100 |
| — | SOLARCITY CORP | 35,308 | $2.104M | 0.1% | $64.56 | — | COM | 83416T100 |
| — | ACTAVIS PLC | 8,658 | $2.089M | 0.1% | $196.63 | — | SHS | G0083B108 |
| — | DEPOMED INC | 137,355 | $2.086M | 0.1% | $15.19 | — | COM | 249908104 |
| — | 2U INC | 132,954 | $2.073M | 0.1% | $15.59 | — | COM | 90214J101 |
| FDX | FEDEX CORP | 12,813 | $2.069M | 0.1% | $129.06 | 0.0% | COM | 31428X106 |
| — | DIAMOND RESORTS INTL INC | 90,710 | $2.065M | 0.1% | $22.76 | — | COM | 25272T104 |
| — | SAGE THERAPEUTICS INC | 64,185 | $2.022M | 0.1% | $31.50 | — | COM | 78667J108 |
| BFAM | BRIGHT HORIZONS FAM SOL IN D | 46,551 | $1.958M | 0.1% | $33.92 | +23.1% | COM | 109194100 |
| UAL | UNITED CONTL HLDGS INC | 40,589 | $1.899M | 0.1% | $46.41 | 0.0% | COM | 910047109 |
| — | MAVENIR SYS INC | 151,151 | $1.898M | 0.1% | $12.56 | — | COM | 577675101 |
| GNRC | GENERAC HLDGS INC | 46,367 | $1.88M | 0.1% | $38.08 | +17.6% | COM | 368736104 |
| PCRX | PACIRA PHARMACEUTICALS INC | 19,259 | $1.867M | 0.1% | $97.28 | 0.0% | COM | 695127100 |
| CVLG | COVENANT TRANSN GROUP INC | 100,240 | $1.863M | 0.1% | $6.58 | 0.0% | CL A | 22284P105 |
| — | KONA GRILL INC | 94,253 | $1.86M | 0.1% | $19.41 | — | COM | 50047H201 |
| — | ZS PHARMA INC | 47,054 | $1.846M | 0.1% | $39.23 | — | COM | 98979G105 |
| — | PHYSICIANS RLTY TR | 134,140 | $1.84M | 0.1% | $13.72 | — | COM | 71943U104 |
| — | MICROCHIP TECHNOLOGY INC | 990,000 | $1.837M | 0.1% | $1.85 | — | SDCV 2.125%12/1 | 595017AB0 |
| NGS | NATURAL GAS SERVICES GROUP | 76,286 | $1.836M | 0.1% | $28.91 | 0.0% | COM | 63886Q109 |
| CBKCQ | CHRISTOPHER & BANKS CORP | 184,544 | $1.825M | 0.1% | $9.59 | 0.0% | COM | 171046105 |
| GILD | GILEAD SCIENCES INC | 17,119 | $1.822M | 0.1% | $45.14 | +50.7% | COM | 375558103 |
| — | ARUBA NETWORKS INC | 83,975 | $1.812M | 0.1% | $16.66 | — | COM | 043176106 |
| ITW | ILLINOIS TOOL WKS INC | 21,447 | $1.811M | 0.1% | $65.43 | +1.2% | COM | 452308109 |
| — | REVANCE THERAPEUTICS INC | 92,288 | $1.784M | 0.1% | $28.91 | — | COM | 761330109 |
| OLED | UNIVERSAL DISPLAY CORP | 54,451 | $1.777M | 0.1% | $31.26 | 0.0% | COM | 91347P105 |
| — | BENEFICIAL MUTUAL BANCORP IN | 138,223 | $1.766M | 0.1% | $12.78 | — | COM | 08173R104 |
| — | CYRUSONE INC | 72,675 | $1.747M | 0.1% | $24.04 | — | COM | 23283R100 |
| — | NPS PHARMACEUTICALS INC | 67,017 | $1.742M | 0.1% | $25.99 | — | COM | 62936P103 |
| ALKS | ALKERMES PLC | 40,392 | $1.732M | 0.1% | $31.95 | +40.3% | SHS | G01767105 |
| — | SEACHANGE INTL INC | 247,603 | $1.723M | 0.1% | $11.36 | — | COM | 811699107 |
| — | CIRCOR INTL INC | 25,151 | $1.693M | 0.1% | $67.31 | — | COM | 17273K109 |
| — | GRUBHUB INC | 48,415 | $1.658M | 0.1% | $34.25 | — | COM | 400110102 |
| — | AVANIR PHARMACEUTICALS INC | 138,965 | $1.656M | 0.1% | $5.64 | — | CL A NEW | 05348P401 |
| GHM | GRAHAM CORP | 57,174 | $1.644M | 0.1% | $26.44 | +0.9% | COM | 384556106 |
| — | UNITED STATES STL CORP NEW | 1,000,000 | $1.64M | 0.1% | $1.64 | — | NOTE 2.750% 4/0 | 912909AH1 |
| — | NANOSTRING TECHNOLOGIES INC | 149,656 | $1.637M | 0.1% | $14.36 | — | COM | 63009R109 |
| MCK | MCKESSON CORP | 8,235 | $1.603M | 0.1% | $163.23 | +8.3% | COM | 58155Q103 |
| — | SUNEDISON INC | 82,376 | $1.555M | 0.1% | $18.91 | — | COM | 86732Y109 |
| — | TIME WARNER INC | 20,463 | $1.539M | 0.1% | $75.21 | — | COM NEW | 887317303 |
| TGT | TARGET CORP | 24,489 | $1.535M | 0.1% | $43.23 | 0.0% | COM | 87612E106 |
| BUD | ANHEUSER BUSCH INBEV SA/NV | 13,176 | $1.461M | 0.1% | $90.28 | — | SPONSORED ADR | 03524A108 |
| DVN | DEVON ENERGY CORP NEW | 20,766 | $1.416M | 0.1% | $50.29 | 0.0% | COM | 25179M103 |
| — | UNITED STATES STL CORP NEW | 34,331 | $1.345M | 0.1% | $39.18 | — | COM | 912909108 |
| — | FLUIDIGM CORP DEL | 1,500,000 | $1.336M | 0.1% | $0.95 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| — | LIBERTY MEDIA CORP DELAWARE | 28,003 | $1.321M | 0.1% | $130.19 | — | CL A | 531229102 |
| BAC | BANK AMER CORP | 69,358 | $1.183M | 0.1% | $12.57 | 0.0% | COM | 060505104 |
| JPM | JPMORGAN CHASE & CO | 19,274 | $1.161M | 0.1% | $39.63 | +8.8% | COM | 46625H100 |
| — | INTERCEPT PHARMACEUTICALS IN | 4,542 | $1.075M | 0.1% | $236.69 | — | COM | 45845P108 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 1,060,000 | $1.03M | 0.1% | $1.02 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| NEO | NEOGENOMICS INC | 195,573 | $1.019M | 0.1% | $5.14 | 0.0% | COM NEW | 64049M209 |
| — | KEYW HLDG CORP | 1,000,000 | $983K | 0.1% | $0.98 | — | NOTE 2.500% 7/1 | 493723AA8 |
| — | DIGIRAD CORP | 247,081 | $971K | 0.1% | $2.58 | — | COM | 253827109 |
| — | LOXO ONCOLOGY INC | 73,341 | $963K | 0.1% | $13.13 | — | COM | 548862101 |
| — | COBALT INTL ENERGY INC | 1,000,000 | $894K | 0.1% | $1.08 | — | NOTE 3.125% 5/1 | 19075FAB2 |
| SBUX | STARBUCKS CORP | 10,404 | $785K | 0.0% | $25.92 | +19.0% | COM | 855244109 |
| COST | COSTCO WHSL CORP NEW | 6,162 | $772K | 0.0% | $97.13 | 0.0% | COM | 22160K105 |
| — | SUNESIS PHARMACEUTICALS INC | 105,163 | $751K | 0.0% | $6.52 | — | COM NEW | 867328601 |
| — | INNOCOLL AG | 97,344 | $642K | 0.0% | $6.60 | — | SPONSORED ADR | 45780Q103 |
| — | ALDER BIOPHARMACEUTICALS INC | 49,341 | $626K | 0.0% | $20.08 | — | COM | 014339105 |
| ESPR | ESPERION THERAPEUTICS INC NE | 24,070 | $589K | 0.0% | $15.89 | 0.0% | COM | 29664W105 |
| BABA | ALIBABA GROUP HLDG LTD | 4,362 | $388K | 0.0% | $88.95 | — | SPONSORED ADS | 01609W102 |
| — | ORBITAL SCIENCES CORP | 13,706 | $381K | 0.0% | $27.80 | — | COM | 685564106 |
| — | THERAPEUTICSMD INC | 74,900 | $348K | 0.0% | $6.27 | — | COM | 88338N107 |
| — | DISCOVERY LABORATORIES INC N | 102,762 | $189K | 0.0% | $1.84 | — | COM NEW | 254668403 |
| — | TRINITY BIOTECH PLC | 10,000 | $183K | 0.0% | $24.19 | — | SPON ADR NEW | 896438306 |