CIK: 0001389574 · Show all filings
Period: Q4 2014 (← Previous) (Next →)
Filing Date: Feb 17, 2015
Total Value ($000): $1,599,270 (71.6% shares, 28.4% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| LVS | LAS VEGAS SANDS CORP | 1,030,292 | $59,922 | 3.7% | $38.99 | +11.9% | COM | 517834107 |
| — | ALLIED WRLD ASSUR COM HLDG A | 1,151,575 | $43,668 | 2.7% | $54.78 | — | SHS | H01531104 |
| — | RF MICRODEVICES INC | 301,338 | $19,997 | 1.3% | $11.54 | — | COM | 749941100 |
| — | SANDISK CORP | 15,320,000 | $18,403 | 1.2% | $1.20 | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | HOWARD HUGHES CORP | 137,476 | $17,930 | 1.1% | $120.06 | — | COM | 44267D107 |
| — | ELECTRONIC ARTS INC | 11,680,000 | $17,593 | 1.1% | $1.13 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | CIENA CORP | 12,795,000 | $15,858 | 1.0% | $1.34 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | MGM RESORTS INTERNATIONAL | 12,777,000 | $15,077 | 0.9% | $1.24 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| — | HORNBECK OFFSHORE SVCS INC N | 16,840,000 | $13,998 | 0.9% | $1.15 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | MEDIVATION INC | 7,185,000 | $13,934 | 0.9% | $1.38 | — | NOTE 2.625% 4/0 | 58501NAA9 |
| — | PROOFPOINT INC | 9,965,000 | $13,609 | 0.9% | $1.37 | — | NOTE 1.250%12/1 | 743424AB9 |
| — | CHESAPEAKE ENERGY CORP | 13,855,000 | $13,457 | 0.8% | $1.03 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| — | CROWN CASTLE INTL CORP NEW | 130,710 | $13,408 | 0.8% | $102.58 | — | CNV PFD STK SR A | 22822V200 |
| — | INCYTE CORP | 8,595,000 | $13,242 | 0.8% | $1.54 | — | NOTE 1.250%11/1 | 45337CAN2 |
| — | SALIX PHARMACEUTICALS INC | 7,150,000 | $13,035 | 0.8% | $2.32 | — | NOTE 1.500% 3/1 | 795435AE6 |
| — | SINA CORP | 14,045,000 | $12,948 | 0.8% | $0.92 | — | NOTE 1.000%12/0 | 82922RAD5 |
| — | AIR LEASE CORP | 9,445,000 | $12,904 | 0.8% | $1.37 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | LIBERTY INTERACTIVE LLC | 11,880,000 | $12,898 | 0.8% | $1.31 | — | DEB 0.750% 3/3 | 530610AC8 |
| — | NVIDIA CORP | 10,970,000 | $12,609 | 0.8% | $1.15 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | RTI INTL METALS INC | 12,870,000 | $12,508 | 0.8% | $0.97 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | HD SUPPLY HLDGS INC | 421,867 | $12,441 | 0.8% | $27.48 | — | COM | 40416M105 |
| — | WORKDAY INC | 10,225,000 | $12,123 | 0.8% | $1.19 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | TESLA MTRS INC | 13,380,000 | $12,067 | 0.8% | $0.94 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | INTEL CORP | 6,875,000 | $11,954 | 0.7% | $1.68 | — | SDCV 3.250% 8/0 | 458140AF7 |
| ODFL | OLD DOMINION FGHT LINES INC | 141,197 | $10,963 | 0.7% | $14.68 | +62.5% | COM | 679580100 |
| — | RECEPTOS INC | 89,017 | $10,905 | 0.7% | $30.47 | — | COM | 756207106 |
| ALNY | ALNYLAM PHARMACEUTICALS INC | 111,461 | $10,812 | 0.7% | $69.38 | +33.5% | COM | 02043Q107 |
| — | GENESEE & WYO INC | 91,935 | $10,669 | 0.7% | $127.76 | — | UNIT 10/01/2015 | 371559204 |
| ILMN | ILLUMINA INC | 57,000 | $10,521 | 0.7% | $124.58 | +41.5% | COM | 452327109 |
| ALL | ALLSTATE CORP | 147,329 | $10,350 | 0.6% | $42.08 | +22.8% | COM | 020002101 |
| — | SUNPOWER CORP | 8,370,000 | $10,217 | 0.6% | $1.45 | — | DBCV 0.750% 6/0 | 867652AG4 |
| — | PRICELINE GRP INC | 7,530,000 | $10,005 | 0.6% | $1.32 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| — | JARDEN CORP | 6,315,000 | $9,903 | 0.6% | $1.45 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | ALCOA INC | 193,425 | $9,758 | 0.6% | $50.31 | — | DEP SHS 1/10TH | 013817309 |
| — | MICRON TECHNOLOGY INC | 7,175,000 | $9,440 | 0.6% | $1.32 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | BRISTOW GROUP INC | 9,037,000 | $9,398 | 0.6% | $1.19 | — | NOTE 3.000% 6/1 | 110394AC7 |
| — | TYSON FOODS INC | 185,955 | $9,361 | 0.6% | $50.31 | — | UNIT 99/99/9999 | 902494301 |
| — | SEVENTY SEVEN ENERGY INC | 1,715,702 | $9,282 | 0.6% | $18.93 | — | COM | 818097107 |
| GWRE | GUIDEWIRE SOFTWARE INC | 175,416 | $8,881 | 0.6% | $44.80 | +9.8% | COM | 40171V100 |
| MTDR | MATADOR RES CO | 434,823 | $8,796 | 0.6% | $21.19 | -2.1% | COM | 576485205 |
| — | SERVICENOW INC | 7,700,000 | $8,759 | 0.5% | $1.14 | — | NOTE 11/0 | 81762PAB8 |
| EXP | EAGLE MATERIALS INC | 114,113 | $8,676 | 0.5% | $74.92 | +6.9% | COM | 26969P108 |
| — | BROOKDALE SR LIVING INC | 6,270,000 | $8,539 | 0.5% | $1.30 | — | NOTE 2.750% 6/1 | 112463AA2 |
| WEX | WEX INC | 85,279 | $8,436 | 0.5% | $109.21 | -2.5% | COM | 96208T104 |
| SIG | SIGNET JEWELERS LIMITED | 63,901 | $8,407 | 0.5% | $86.39 | +14.1% | SHS | G81276100 |
| GPK | GRAPHIC PACKAGING HLDG CO | 612,582 | $8,343 | 0.5% | $12.28 | +0.9% | COM | 388689101 |
| — | HORIZON PHARMA PLC | 631,038 | $8,134 | 0.5% | $12.51 | — | SHS | G4617B105 |
| MTN | VAIL RESORTS INC | 88,586 | $8,073 | 0.5% | $86.72 | 0.0% | COM | 91879Q109 |
| M | MACYS INC | 120,570 | $7,927 | 0.5% | $53.86 | +12.3% | COM | 55616P104 |
| NOW | SERVICENOW INC | 116,557 | $7,908 | 0.5% | $11.91 | +6.8% | COM | 81762P102 |
| IWO | ISHARES TR | 54,809 | $7,804 | 0.5% | $142.39 | — | RUS 2000 GRW ETF | 464287648 |
| — | SANDISK CORP | 79,379 | $7,778 | 0.5% | $101.26 | — | COM | 80004C101 |
| STZ | CONSTELLATION BRANDS INC | 78,037 | $7,661 | 0.5% | $64.46 | +21.6% | CL A | 21036P108 |
| — | GENESEE & WYO INC | 84,217 | $7,573 | 0.5% | $86.41 | — | CL A | 371559105 |
| — | CEPHEID | 136,685 | $7,400 | 0.5% | $48.76 | — | COM | 15670R107 |
| — | INSULET CORP | 6,150,000 | $7,234 | 0.5% | $1.11 | — | NOTE 2.000% 6/1 | 45784PAD3 |
| — | ASPEN TECHNOLOGY INC | 203,179 | $7,115 | 0.4% | $41.68 | — | COM | 045327103 |
| — | ISTAR FINL INC | 5,590,000 | $7,068 | 0.4% | $1.25 | — | NOTE 3.000%11/1 | 45031UBR1 |
| — | L BRANDS INC | 81,443 | $7,049 | 0.4% | $66.98 | — | COM | 501797104 |
| — | FIESTA RESTAURANT GROUP INC | 115,306 | $7,011 | 0.4% | $44.61 | — | COM | 31660B101 |
| JBHT | HUNT J B TRANS SVCS INC | 83,181 | $7,008 | 0.4% | $66.47 | +7.7% | COM | 445658107 |
| — | SALESFORCE COM INC | 6,125,000 | $6,979 | 0.4% | $1.15 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | INTEGRATED DEVICE TECHNOLOGY | 348,802 | $6,837 | 0.4% | $15.58 | — | COM | 458118106 |
| URI | UNITED RENTALS INC | 66,203 | $6,753 | 0.4% | $75.73 | +37.1% | COM | 911363109 |
| CBRE | CBRE GROUP INC | 195,037 | $6,680 | 0.4% | $26.57 | +20.4% | CL A | 12504L109 |
| UAA | UNDER ARMOUR INC | 98,217 | $6,669 | 0.4% | $26.37 | +27.8% | CL A | 904311107 |
| — | TIFFANY & CO NEW | 62,159 | $6,642 | 0.4% | $96.12 | — | COM | 886547108 |
| ROST | ROSS STORES INC | 70,166 | $6,614 | 0.4% | $32.70 | +15.7% | COM | 778296103 |
| MTG | MGIC INVT CORP WIS | 703,332 | $6,555 | 0.4% | $8.78 | 0.0% | COM | 552848103 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 22,855 | $6,538 | 0.4% | $165.67 | +14.1% | COM | 018581108 |
| CRI | CARTER INC | 74,837 | $6,534 | 0.4% | $55.62 | +10.2% | COM | 146229109 |
| — | CHARTER COMMUNICATIONS INC D | 39,029 | $6,503 | 0.4% | $156.63 | — | CL A NEW | 16117M305 |
| MLCO | MELCO CROWN ENTMT LTD | 254,349 | $6,460 | 0.4% | $32.53 | — | ADR | 585464100 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 4,615,000 | $6,441 | 0.4% | $1.16 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | H & E EQUIPMENT SERVICES INC | 228,557 | $6,420 | 0.4% | $38.86 | — | COM | 404030108 |
| — | BANK OF THE OZARKS INC | 169,079 | $6,411 | 0.4% | $36.76 | — | COM | 063904106 |
| — | SBA COMMUNICATIONS CORP | 57,699 | $6,391 | 0.4% | $95.18 | — | COM | 78388J106 |
| — | LAM RESEARCH CORP | 80,259 | $6,368 | 0.4% | $79.34 | — | COM | 512807108 |
| — | RADIAN GROUP INC | 3,940,000 | $6,336 | 0.4% | $1.41 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | LAZARD LTD | 125,494 | $6,278 | 0.4% | $50.70 | — | SHS A | G54050102 |
| — | OREXIGEN THERAPEUTICS INC | 6,300,000 | $6,261 | 0.4% | $0.99 | — | NOTE 2.750%12/0 | 686164AB0 |
| — | HFF INC | 167,833 | $6,029 | 0.4% | $26.08 | — | CL A | 40418F108 |
| REGN | REGENERON PHARMACEUTICALS | 14,615 | $5,996 | 0.4% | $262.77 | +48.8% | COM | 75886F107 |
| SWKS | SKYWORKS SOLUTIONS INC | 82,115 | $5,971 | 0.4% | $32.95 | +51.3% | COM | 83088M102 |
| GIII | G-III APPAREL GROUP LTD | 59,028 | $5,962 | 0.4% | $41.65 | +2.8% | COM | 36237H101 |
| NXPI | NXP SEMICONDUCTORS N V | 78,013 | $5,960 | 0.4% | $37.15 | +69.6% | COM | N6596X109 |
| AMG | AFFILIATED MANAGERS GROUP | 28,081 | $5,960 | 0.4% | $170.05 | +13.1% | COM | 008252108 |
| — | DEPOMED INC | 5,500,000 | $5,937 | 0.4% | $1.06 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | NEXTERA ENERGY INC | 88,500 | $5,924 | 0.4% | $66.94 | — | UNIT 99/99/9999 | 65339F861 |
| — | MGIC INVT CORP WIS | 4,000,000 | $5,853 | 0.4% | $1.43 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | ENVISION HEALTHCARE HLDGS IN | 168,551 | $5,847 | 0.4% | $32.15 | — | COM | 29413U103 |
| WAB | WABTEC CORP | 65,983 | $5,733 | 0.4% | $66.83 | +18.4% | COM | 929740108 |
| — | IMPERVA INC | 115,975 | $5,733 | 0.4% | $31.89 | — | COM | 45321L100 |
| — | PACIRA PHARMACEUTICALS INC | 1,600,000 | $5,719 | 0.4% | $3.57 | — | NOTE 3.250% 2/0 | 695127AB6 |
| — | GREENBRIER COS INC | 3,800,000 | $5,714 | 0.4% | $1.62 | — | NOTE 3.500% 4/0 | 393657AH4 |
| IWP | ISHARES TR | 60,928 | $5,680 | 0.4% | $93.22 | — | RUS MD CP GR ETF | 464287481 |
| — | ALCOA INC | 359,428 | $5,675 | 0.4% | $15.98 | — | COM | 013817101 |
| DAL | DELTA AIR LINES INC DEL | 115,099 | $5,662 | 0.4% | $31.08 | +18.5% | COM NEW | 247361702 |
| FORM | FORMFACTOR INC | 653,951 | $5,624 | 0.4% | $7.01 | +12.1% | COM | 346375108 |
| SFM | SPROUTS FMRS MKT INC | 161,481 | $5,487 | 0.3% | $30.52 | 0.0% | COM | 85208M102 |
| LYV | LIVE NATION ENTERTAINMENT IN | 209,002 | $5,457 | 0.3% | $16.05 | +57.1% | COM | 538034109 |
| — | CALLIDUS SOFTWARE INC | 332,462 | $5,429 | 0.3% | $8.51 | — | COM | 13123E500 |
| — | PROOFPOINT INC | 111,317 | $5,369 | 0.3% | $35.36 | — | COM | 743424103 |
| — | DOMINION RES INC VA NEW | 102,980 | $5,356 | 0.3% | $52.01 | — | UNIT 99/99/9999 | 25746U869 |
| PANW | PALO ALTO NETWORKS INC | 43,640 | $5,349 | 0.3% | $12.02 | +53.3% | COM | 697435105 |
| HII | HUNTINGTON INGALLS INDS INC | 47,371 | $5,327 | 0.3% | $79.92 | +7.0% | COM | 446413106 |
| — | WYNDHAM WORLDWIDE CORP | 61,782 | $5,298 | 0.3% | $72.59 | — | COM | 98310W108 |
| LOPE | GRAND CANYON ED INC | 112,574 | $5,253 | 0.3% | $36.84 | +21.1% | COM | 38526M106 |
| — | WAGEWORKS INC | 81,359 | $5,253 | 0.3% | $36.39 | — | COM | 930427109 |
| BURL | BURLINGTON STORES INC | 110,466 | $5,221 | 0.3% | $42.52 | 0.0% | COM | 122017106 |
| INCY | INCYTE CORP | 71,356 | $5,217 | 0.3% | $48.89 | +33.6% | COM | 45337C102 |
| — | CHESAPEAKE ENERGY CORP | 265,965 | $5,205 | 0.3% | $30.84 | — | COM | 165167107 |
| — | TWITTER INC | 144,480 | $5,182 | 0.3% | $49.07 | — | COM | 90184L102 |
| — | HARMAN INTL INDS INC | 48,331 | $5,157 | 0.3% | $106.91 | — | COM | 413086109 |
| — | MERITOR INC | 3,125,000 | $5,147 | 0.3% | $1.55 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| MGM | MGM RESORTS INTERNATIONAL | 240,423 | $5,140 | 0.3% | $21.98 | -6.7% | COM | 552953101 |
| SHW | SHERWIN WILLIAMS CO | 19,477 | $5,123 | 0.3% | $70.99 | 0.0% | COM | 824348106 |
| — | MARKETO INC | 156,095 | $5,107 | 0.3% | $32.30 | — | COM | 57063L107 |
| — | CHIMERIX INC | 126,695 | $5,101 | 0.3% | $27.86 | — | COM | 16934W106 |
| — | RESTORATION HARDWARE HLDGS I | 52,615 | $5,052 | 0.3% | $96.02 | — | COM | 761283100 |
| — | ANNALY CAP MGMT INC | 5,000,000 | $5,025 | 0.3% | $1.01 | — | NOTE 5.000% 5/1 | 035710AB8 |
| — | MEDIVATION INC | 50,048 | $4,985 | 0.3% | $78.32 | — | COM | 58501N101 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 30,376 | $4,973 | 0.3% | $153.75 | +8.0% | SHS USD | G50871105 |
| — | TRULIA INC | 3,435,000 | $4,959 | 0.3% | $1.44 | — | NOTE 2.750%12/1 | 897888AB9 |
| VRTX | VERTEX PHARMACEUTICALS INC | 41,717 | $4,956 | 0.3% | $95.21 | +18.3% | COM | 92532F100 |
| — | FREESCALE SEMICONDUCTOR LTD | 195,175 | $4,924 | 0.3% | $20.46 | — | SHS | G3727Q101 |
| — | NETSUITE INC | 45,072 | $4,921 | 0.3% | $96.47 | — | COM | 64118Q107 |
| SBNY | SIGNATURE BK NEW YORK N Y | 38,936 | $4,904 | 0.3% | $113.71 | — | COM | 82669G104 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 4,640,000 | $4,887 | 0.3% | $1.10 | — | NOTE 0.750% 8/1 | 87157BAA1 |
| HCA | HCA HOLDINGS INC | 66,390 | $4,872 | 0.3% | $65.33 | 0.0% | COM | 40412C101 |
| — | TOWERS WATSON & CO | 42,930 | $4,858 | 0.3% | $89.50 | — | CL A | 891894107 |
| JBLU | JETBLUE AIRWAYS CORP | 305,897 | $4,852 | 0.3% | $11.42 | +13.6% | COM | 477143101 |
| — | PENNYMAC CORP | 3,750,000 | $4,775 | 0.3% | $1.01 | — | NOTE 5.375% 5/0 | 70932AAB9 |
| JACK | JACK IN THE BOX INC | 59,568 | $4,763 | 0.3% | $72.86 | 0.0% | COM | 466367109 |
| — | HANESBRANDS INC | 42,505 | $4,744 | 0.3% | $70.56 | — | COM | 410345102 |
| — | POPEYES LA KITCHEN INC | 84,181 | $4,737 | 0.3% | $41.14 | — | COM | 732872106 |
| — | MDC PARTNERS INC | 208,213 | $4,731 | 0.3% | $20.64 | — | CL A SUB VTG | 552697104 |
| IRDM | IRIDIUM COMMUNICATIONS INC | 483,373 | $4,713 | 0.3% | $9.35 | 0.0% | COM | 46269C102 |
| PWR | QUANTA SVCS INC | 165,963 | $4,712 | 0.3% | $32.19 | -4.3% | COM | 74762E102 |
| — | WEBMD HEALTH CORP | 4,710,000 | $4,701 | 0.3% | $1.00 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | VERIFONE SYS INC | 126,106 | $4,691 | 0.3% | $33.82 | — | COM | 92342Y109 |
| — | ELECTRONICS FOR IMAGING INC | 109,431 | $4,687 | 0.3% | $43.68 | — | COM | 286082102 |
| — | CONTINENTAL RESOURCES INC | 122,121 | $4,685 | 0.3% | $55.21 | — | COM | 212015101 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 6,824 | $4,671 | 0.3% | $11.19 | +16.9% | COM | 169656105 |
| — | MACQUARIE INFRASTR CO LLC | 4,095,000 | $4,653 | 0.3% | $1.12 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| AAL | AMERICAN AIRLS GROUP INC | 85,526 | $4,587 | 0.3% | $34.49 | +18.2% | COM | 02376R102 |
| SLM | SLM CORP | 447,944 | $4,565 | 0.3% | $8.81 | +8.5% | COM | 78442P106 |
| — | DEMANDWARE INC | 79,218 | $4,558 | 0.3% | $58.53 | — | COM | 24802Y105 |
| PRAA | PRA GROUP INC | 78,309 | $4,536 | 0.3% | $59.03 | 0.0% | COM | 69354N106 |
| — | GILEAD SCIENCES INC | 1,095,000 | $4,532 | 0.3% | $2.83 | — | NOTE 1.625% 5/0 | 375558AP8 |
| RDN | RADIAN GROUP INC | 269,161 | $4,500 | 0.3% | $11.10 | +20.0% | COM | 750236101 |
| — | XILINX INC | 2,975,000 | $4,477 | 0.3% | $1.50 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | OLD REP INTL CORP | 3,800,000 | $4,403 | 0.3% | $1.17 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | BARRACUDA NETWORKS INC | 122,640 | $4,395 | 0.3% | $35.84 | — | COM | 068323104 |
| — | OVASCIENCE INC | 98,040 | $4,335 | 0.3% | $13.36 | — | COM | 69014Q101 |
| — | FOREST CITY ENTERPRISES INC | 4,035,000 | $4,292 | 0.3% | $1.03 | — | NOTE 3.625% 8/1 | 345550AR8 |
| LNG | CHENIERE ENERGY INC | 60,683 | $4,272 | 0.3% | $76.25 | -7.5% | COM NEW | 16411R208 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 69,274 | $4,240 | 0.3% | $40.89 | +42.4% | COM | 00404A109 |
| — | CORE MARK HOLDING CO INC | 68,419 | $4,237 | 0.3% | $61.93 | — | COM | 218681104 |
| — | PIER 1 IMPORTS INC | 274,491 | $4,227 | 0.3% | $15.40 | — | COM | 720279108 |
| — | GRAMERCY PPTY TR INC | 599,591 | $4,137 | 0.3% | $6.02 | — | COM | 38489R100 |
| RGEN | REPLIGEN CORP | 208,921 | $4,137 | 0.3% | $9.19 | +143.3% | COM | 759916109 |
| — | AMERICAN TOWER CORP NEW | 35,875 | $4,124 | 0.3% | $106.38 | — | PFD CONV SER A | 03027X308 |
| — | RITE AID CORP | 542,087 | $4,076 | 0.3% | $7.52 | — | COM | 767754104 |
| — | COBALT INTL ENERGY INC | 6,730,000 | $4,063 | 0.3% | $1.06 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | TUESDAY MORNING CORP | 187,080 | $4,060 | 0.3% | $16.23 | — | COM NEW | 899035505 |
| BKD | BROOKDALE SR LIVING INC | 109,570 | $4,018 | 0.3% | $34.08 | -0.5% | COM | 112463104 |
| CNK | CINEMARK HOLDINGS INC | 110,156 | $3,919 | 0.2% | $28.52 | +0.7% | COM | 17243V102 |
| — | RYLAND GROUP INC | 101,178 | $3,901 | 0.2% | $38.56 | — | COM | 783764103 |
| — | LOGMEIN INC | 78,910 | $3,893 | 0.2% | $46.07 | — | COM | 54142L109 |
| — | BED BATH & BEYOND INC | 50,969 | $3,882 | 0.2% | $76.16 | — | COM | 075896100 |
| — | SEAGATE TECHNOLOGY PLC | 57,675 | $3,835 | 0.2% | $56.56 | — | SHS | G7945M107 |
| — | NIELSEN N V | 84,497 | $3,780 | 0.2% | $44.74 | — | COM | N63218106 |
| — | SPECTRANETICS CORP | 108,826 | $3,763 | 0.2% | $18.68 | — | COM | 84760C107 |
| — | B/E AEROSPACE INC | 63,684 | $3,695 | 0.2% | $71.73 | — | COM | 073302101 |
| LNWO | SCIENTIFIC GAMES CORP | 288,301 | $3,670 | 0.2% | $10.80 | +11.5% | CL A | 80874P109 |
| — | SOLARCITY CORP | 3,400,000 | $3,666 | 0.2% | $1.35 | — | NOTE 2.750%11/0 | 83416TAA8 |
| WWD | WOODWARD INC | 74,002 | $3,643 | 0.2% | $42.76 | +7.4% | COM | 980745103 |
| GBX | GREENBRIER COS INC | 67,303 | $3,616 | 0.2% | $38.31 | +8.8% | COM | 393657101 |
| — | PIONEER NAT RES CO | 24,208 | $3,603 | 0.2% | $168.44 | — | COM | 723787107 |
| — | ARM HLDGS PLC | 77,424 | $3,585 | 0.2% | $46.30 | — | SPONSORED ADR | 042068106 |
| — | TEAM HEALTH HOLDINGS INC | 62,250 | $3,581 | 0.2% | $43.50 | — | COM | 87817A107 |
| THRM | GENTHERM INC | 97,651 | $3,576 | 0.2% | $39.11 | 0.0% | COM | 37253A103 |
| — | 2U INC | 179,115 | $3,521 | 0.2% | $16.64 | — | COM | 90214J101 |
| STLD | STEEL DYNAMICS INC | 177,720 | $3,508 | 0.2% | $17.11 | -0.8% | COM | 858119100 |
| — | CHICAGO BRIDGE & IRON CO N V | 82,952 | $3,482 | 0.2% | $64.99 | — | COM | 167250109 |
| — | ZOES KITCHEN INC | 114,458 | $3,423 | 0.2% | $33.87 | — | COM | 98979J109 |
| NRG | NRG ENERGY INC | 125,830 | $3,391 | 0.2% | $26.60 | -13.1% | COM NEW | 629377508 |
| — | HERTZ GLOBAL HOLDINGS INC | 135,872 | $3,389 | 0.2% | $27.87 | — | COM | 42805T105 |
| ATRO | ASTRONICS CORP | 60,033 | $3,320 | 0.2% | $23.10 | +33.6% | COM | 046433108 |
| — | SALIX PHARMACEUTICALS INC | 28,693 | $3,298 | 0.2% | $156.24 | — | COM | 795435106 |
| — | CLOVIS ONCOLOGY INC | 57,859 | $3,240 | 0.2% | $65.80 | — | COM | 189464100 |
| — | BLACKSTONE GROUP L P | 94,201 | $3,187 | 0.2% | $24.94 | — | COM UNIT LTD | 09253U108 |
| — | ECHO GLOBAL LOGISTICS INC | 108,992 | $3,183 | 0.2% | $23.55 | — | COM | 27875T101 |
| NFLX | NETFLIX INC | 9,318 | $3,183 | 0.2% | $3.83 | +40.2% | COM | 64110L106 |
| PBYI | PUMA BIOTECHNOLOGY INC | 16,733 | $3,167 | 0.2% | $140.59 | +57.8% | COM | 74587V107 |
| — | UNITED TECHNOLOGIES CORP | 50,320 | $3,086 | 0.2% | $62.06 | — | UNIT 99/99/9999 | 913017117 |
| — | ILLUMINA INC | 1,390,000 | $3,071 | 0.2% | $2.16 | — | NOTE 0.250% 3/1 | 452327AD1 |
| UNP | UNION PAC CORP | 25,720 | $3,064 | 0.2% | $80.32 | +11.4% | COM | 907818108 |
| — | CYRUSONE INC | 110,135 | $3,034 | 0.2% | $25.23 | — | COM | 23283R100 |
| — | STEELCASE INC | 168,897 | $3,032 | 0.2% | $17.95 | — | CL A | 858155203 |
| XPO | XPO LOGISTICS INC | 73,469 | $3,003 | 0.2% | $10.92 | +20.9% | COM | 983793100 |
| — | BEAZER HOMES USA INC | 100,185 | $2,975 | 0.2% | $29.70 | — | UNIT 99/99/9999 | 07556Q709 |
| — | SPANSION LLC | 1,200,000 | $2,970 | 0.2% | $1.75 | — | NOTE 2.000% 9/0 | 84649PAL9 |
| IPGP | IPG PHOTONICS CORP | 39,595 | $2,966 | 0.2% | $71.14 | 0.0% | COM | 44980X109 |
| TSN | TYSON FOODS INC | 73,217 | $2,935 | 0.2% | $29.61 | +6.3% | CL A | 902494103 |
| — | SKECHERS U S A INC | 51,661 | $2,854 | 0.2% | $55.24 | — | CL A | 830566105 |
| FDX | FEDEX CORP | 16,322 | $2,834 | 0.2% | $132.25 | +8.8% | COM | 31428X106 |
| GDOT | GREEN DOT CORP | 137,607 | $2,820 | 0.2% | $21.76 | 0.0% | CL A | 39304D102 |
| — | RYLAND GROUP INC | 3,000,000 | $2,777 | 0.2% | $0.93 | — | NOTE 0.250% 6/0 | 783764AS2 |
| — | CLIFTON BANCORP INC | 201,227 | $2,735 | 0.2% | $12.66 | — | COM | 186873105 |
| — | OREXIGEN THERAPEUTICS INC | 448,729 | $2,719 | 0.2% | $5.74 | — | COM | 686164104 |
| — | IGI LABS INC | 307,352 | $2,705 | 0.2% | $8.80 | — | COM | 449575109 |
| — | XPO LOGISTICS INC | 1,055,000 | $2,686 | 0.2% | $2.36 | — | NOTE 4.500%10/0 | 983793AA8 |
| AMZN | AMAZON COM INC | 8,568 | $2,659 | 0.2% | $15.58 | 0.0% | COM | 023135106 |
| — | SUPER MICRO COMPUTER INC | 75,334 | $2,628 | 0.2% | $29.42 | — | COM | 86800U104 |
| UPLD | UPLAND SOFTWARE INC | 272,179 | $2,602 | 0.2% | $10.50 | 0.0% | COM | 91544A109 |
| FANG | DIAMONDBACK ENERGY INC | 43,465 | $2,598 | 0.2% | $46.46 | +5.9% | COM | 25278X109 |
| AGO | ASSURED GUARANTY LTD | 99,235 | $2,579 | 0.2% | $17.80 | +11.8% | COM | G0585R106 |
| AMBA | AMBARELLA INC | 49,800 | $2,526 | 0.2% | $29.86 | +56.5% | SHS | G037AX101 |
| — | ARISTA NETWORKS INC | 41,109 | $2,498 | 0.2% | $84.23 | — | COM | 040413106 |
| PRLB | PROTO LABS INC | 36,768 | $2,469 | 0.2% | $78.24 | -16.0% | COM | 743713109 |
| PCRX | PACIRA PHARMACEUTICALS INC | 27,803 | $2,465 | 0.2% | $96.46 | -1.9% | COM | 695127100 |
| — | INVENTURE FOODS INC | 191,137 | $2,435 | 0.2% | $13.50 | — | COM | 461212102 |
| — | WESTERN REFNG INC | 64,094 | $2,421 | 0.2% | $41.99 | — | COM | 959319104 |
| — | NPS PHARMACEUTICALS INC | 67,186 | $2,403 | 0.2% | $25.99 | — | COM | 62936P103 |
| — | RADIUS HEALTH INC | 61,510 | $2,393 | 0.1% | $38.90 | — | COM NEW | 750469207 |
| — | SUNPOWER CORP | 92,548 | $2,391 | 0.1% | $29.71 | — | COM | 867652406 |
| — | SAGE THERAPEUTICS INC | 65,186 | $2,386 | 0.1% | $31.58 | — | COM | 78667J108 |
| — | TABLEAU SOFTWARE INC | 28,130 | $2,384 | 0.1% | $71.30 | — | CL A | 87336U105 |
| AAPL | APPLE INC | 21,119 | $2,331 | 0.1% | $18.66 | +29.1% | COM | 037833100 |
| — | NCI BUILDING SYS INC | 125,607 | $2,326 | 0.1% | $19.40 | — | COM NEW | 628852204 |
| PRIM | PRIMORIS SVCS CORP | 97,687 | $2,270 | 0.1% | $24.86 | +0.6% | COM | 74164F103 |
| SANM | SANMINA CORPORATION | 96,367 | $2,268 | 0.1% | $20.25 | +12.9% | COM | 801056102 |
| TSLA | TESLA MTRS INC | 10,157 | $2,259 | 0.1% | $16.50 | -5.3% | COM | 88160R101 |
| — | ACTAVIS PLC | 8,658 | $2,229 | 0.1% | $196.63 | — | SHS | G0083B108 |
| — | DEPOMED INC | 137,699 | $2,218 | 0.1% | $15.19 | — | COM | 249908104 |
| — | CHUYS HLDGS INC | 111,786 | $2,199 | 0.1% | $19.67 | — | COM | 171604101 |
| — | KONA GRILL INC | 94,436 | $2,181 | 0.1% | $19.41 | — | COM | 50047H201 |
| — | ICAD INC | 235,894 | $2,163 | 0.1% | $9.36 | — | COM NEW | 44934S206 |
| GMED | GLOBUS MED INC | 88,220 | $2,097 | 0.1% | $23.26 | -4.8% | CL A | 379577208 |
| — | NANOSTRING TECHNOLOGIES INC | 149,948 | $2,089 | 0.1% | $14.36 | — | COM | 63009R109 |
| — | BROADSOFT INC | 71,877 | $2,086 | 0.1% | $29.02 | — | COM | 11133B409 |
| CVLG | COVENANT TRANSN GROUP INC | 76,153 | $2,065 | 0.1% | $6.58 | +66.0% | CL A | 22284P105 |
| ITW | ILLINOIS TOOL WKS INC | 21,447 | $2,031 | 0.1% | $65.43 | +7.1% | COM | 452308109 |
| — | INTERCEPT PHARMACEUTICALS IN | 12,987 | $2,026 | 0.1% | $184.22 | — | COM | 45845P108 |
| — | GTT COMMUNICATIONS INC | 151,565 | $2,005 | 0.1% | $13.23 | — | COM | 362393100 |
| — | TRAVELCENTERS OF AMERICA LLC | 158,265 | $1,997 | 0.1% | $12.62 | — | COM | 894174101 |
| — | LIBERTY MEDIA CORP DELAWARE | 56,074 | $1,964 | 0.1% | $47.00 | — | COM SER C | 531229300 |
| UAL | UNITED CONTL HLDGS INC | 28,886 | $1,932 | 0.1% | $46.41 | +19.3% | COM | 910047109 |
| — | SPECTRANETICS CORP | 1,500,000 | $1,924 | 0.1% | $1.07 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | UNITED STATES STL CORP NEW | 1,500,000 | $1,864 | 0.1% | $1.51 | — | NOTE 2.750% 4/0 | 912909AH1 |
| TGT | TARGET CORP | 24,489 | $1,859 | 0.1% | $43.23 | +12.4% | COM | 87612E106 |
| — | BLUEBIRD BIO INC | 19,727 | $1,809 | 0.1% | $91.70 | — | COM | 09609G100 |
| BOOT | BOOT BARN HLDGS INC | 97,434 | $1,773 | 0.1% | $19.66 | 0.0% | COM | 099406100 |
| FRPT | FRESHPET INC | 102,682 | $1,752 | 0.1% | $17.23 | 0.0% | COM | 358039105 |
| — | TIME WARNER INC | 20,463 | $1,748 | 0.1% | $75.21 | — | COM NEW | 887317303 |
| — | SOLARCITY CORP | 32,537 | $1,740 | 0.1% | $64.56 | — | COM | 83416T100 |
| MCK | MCKESSON CORP | 8,235 | $1,709 | 0.1% | $163.23 | +14.5% | COM | 58155Q103 |
| — | MAVENIR SYS INC | 124,788 | $1,692 | 0.1% | $12.56 | — | COM | 577675101 |
| — | TETRAPHASE PHARMACEUTICALS I | 41,078 | $1,631 | 0.1% | $39.70 | — | COM | 88165N105 |
| ESPR | ESPERION THERAPEUTICS INC NE | 40,104 | $1,622 | 0.1% | $21.78 | +40.6% | COM | 29664W105 |
| — | LDR HLDG CORP | 49,415 | $1,620 | 0.1% | $32.78 | — | COM | 50185U105 |
| GILD | GILEAD SCIENCES INC | 17,119 | $1,614 | 0.1% | $45.14 | +59.2% | COM | 375558103 |
| MSFT | MICROSOFT CORP | 34,335 | $1,595 | 0.1% | $39.88 | 0.0% | COM | 594918104 |
| GS | GOLDMAN SACHS GROUP INC | 8,199 | $1,589 | 0.1% | $150.86 | 0.0% | COM | 38141G104 |
| — | DYNEGY INC NEW DEL | 15,605 | $1,577 | 0.1% | $101.06 | — | PFD CONV SER A | 26817R207 |
| — | PORTOLA PHARMACEUTICALS INC | 55,626 | $1,575 | 0.1% | $28.31 | — | COM | 737010108 |
| EOG | EOG RES INC | 16,993 | $1,565 | 0.1% | $68.05 | 0.0% | COM | 26875P101 |
| NKE | NIKE INC | 16,153 | $1,553 | 0.1% | $26.53 | +53.6% | CL B | 654106103 |
| BABA | ALIBABA GROUP HLDG LTD | 14,662 | $1,524 | 0.1% | $99.48 | — | SPONSORED ADS | 01609W102 |
| GHM | GRAHAM CORP | 51,557 | $1,483 | 0.1% | $26.44 | -1.1% | COM | 384556106 |
| — | BENEFICIAL MUTUAL BANCORP IN | 132,745 | $1,481 | 0.1% | $12.78 | — | COM | 08173R104 |
| — | AK STL HLDG CORP | 246,633 | $1,465 | 0.1% | $8.01 | — | COM | 001547108 |
| NGS | NATURAL GAS SERVICES GROUP | 62,986 | $1,451 | 0.1% | $28.91 | -19.1% | COM | 63886Q109 |
| — | ALDER BIOPHARMACEUTICALS INC | 49,438 | $1,438 | 0.1% | $20.08 | — | COM | 014339105 |
| — | SEACHANGE INTL INC | 204,095 | $1,302 | 0.1% | $11.36 | — | COM | 811699107 |
| DVN | DEVON ENERGY CORP NEW | 20,766 | $1,271 | 0.1% | $50.29 | -18.2% | COM | 25179M103 |
| — | C&J ENERGY SVCS INC | 95,265 | $1,258 | 0.1% | $29.16 | — | COM | 12467B304 |
| IWM | ISHARES TR | 10,477 | $1,253 | 0.1% | $119.60 | — | RUSSELL 2000 ETF | 464287655 |
| OLED | UNIVERSAL DISPLAY CORP | 44,954 | $1,247 | 0.1% | $31.26 | -13.7% | COM | 91347P105 |
| BAC | BANK AMER CORP | 69,358 | $1,241 | 0.1% | $12.57 | +7.8% | COM | 060505104 |
| JPM | JPMORGAN CHASE & CO | 19,274 | $1,206 | 0.1% | $39.63 | +12.8% | COM | 46625H100 |
| ALKS | ALKERMES PLC | 20,454 | $1,198 | 0.1% | $31.95 | +59.4% | SHS | G01767105 |
| — | DIGIRAD CORP | 250,000 | $1,090 | 0.1% | $2.60 | — | COM | 253827109 |
| — | INTREXON CORP | 38,887 | $1,071 | 0.1% | $27.54 | — | COM | 46122T102 |
| — | LIBERTY MEDIA CORP DELAWARE | 28,038 | $989 | 0.1% | $130.19 | — | CL A | 531229102 |
| — | NEOTHETICS INC | 120,215 | $899 | 0.1% | $7.48 | — | COM | 64066G101 |
| COST | COSTCO WHSL CORP NEW | 6,162 | $873 | 0.1% | $97.13 | +12.7% | COM | 22160K105 |
| CBKCQ | CHRISTOPHER & BANKS CORP | 152,369 | $870 | 0.1% | $9.59 | -33.5% | COM | 171046105 |
| — | ENERGY XXI BERMUDA LTD | 2,654,000 | $776 | 0.0% | $0.29 | — | NOTE 3.000%12/1 | 29274UAB7 |
| — | LOXO ONCOLOGY INC | 60,505 | $711 | 0.0% | $13.13 | — | COM | 548862101 |
| NEO | NEOGENOMICS INC | 169,476 | $707 | 0.0% | $5.14 | -10.5% | COM NEW | 64049M209 |
| LBRDK | LIBERTY BROADBAND CORP | 14,005 | $698 | 0.0% | $46.10 | 0.0% | COM SER C | 530307305 |
| LBRDA | LIBERTY BROADBAND CORP | 6,990 | $350 | 0.0% | $46.22 | 0.0% | COM SER A | 530307107 |
| TLOG | TETRALOGIC PHARMACEUTICALS C | 19,188 | $92 | 0.0% | $4.47 | 0.0% | COM | 88165U109 |
| — | ZS PHARMA INC | 51,365 | $0 | 0.0% | $39.23 | — | COM | 98979G105 |