Location: Rancho Santa Fe, CA
CIK: 0001389574 · Show all filings
Period: Q1 2015 (← Previous) (Next →)
Filing Date: May 15, 2015
Total Value: $1.6B (75.3% shares, 24.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ALLIED WRLD ASSUR COM HLDG A | 1,150,114 | $46.47M | 2.9% | $54.78 | — | SHS | H01531104 |
| LVS | LAS VEGAS SANDS CORP | 530,292 | $29.19M | 1.8% | $38.99 | +4.5% | COM | 517834107 |
| — | HOWARD HUGHES CORP | 143,248 | $22.21M | 1.4% | $121.47 | — | COM | 44267D107 |
| — | RECEPTOS INC | 126,804 | $20.91M | 1.3% | $70.52 | — | COM | 756207106 |
| — | TESLA MTRS INC | 18,530,000 | $15.52M | 1.0% | $0.91 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | CIENA CORP | 11,985,000 | $15.23M | 1.0% | $1.34 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | UTI WORLDWIDE INC | 13,450,000 | $15.08M | 0.9% | $1.12 | — | NOTE 4.500% 3/0 | 90349LAB0 |
| — | SANDISK CORP | 14,895,000 | $14.95M | 0.9% | $1.20 | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | INCYTE CORP | 7,745,000 | $14.37M | 0.9% | $1.54 | — | NOTE 1.250%11/1 | 45337CAN2 |
| — | CHESAPEAKE ENERGY CORP | 14,960,000 | $14.33M | 0.9% | $1.03 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| — | HORIZON PHARMA PLC | 542,990 | $14.1M | 0.9% | $12.51 | — | SHS | G4617B105 |
| — | SUNPOWER CORP | 10,125,000 | $14.1M | 0.9% | $1.44 | — | DBCV 0.750% 6/0 | 867652AG4 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 12,855,000 | $13.85M | 0.9% | $1.08 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | BIOMARIN PHARMACEUTICAL INC | 9,255,000 | $13.77M | 0.9% | $1.49 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | MGM RESORTS INTERNATIONAL | 12,070,000 | $13.74M | 0.9% | $1.24 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| — | ACTAVIS PLC | 13,480 | $13.64M | 0.9% | $1012.02 | — | PFD CONV SER A | G0083B116 |
| — | RTI INTL METALS INC | 11,670,000 | $13.42M | 0.8% | $0.97 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | AIR LEASE CORP | 8,980,000 | $12.93M | 0.8% | $1.37 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | PROOFPOINT INC | 8,110,000 | $12.92M | 0.8% | $1.37 | — | NOTE 1.250%12/1 | 743424AB9 |
| — | LIBERTY INTERACTIVE LLC | 10,260,000 | $12.53M | 0.8% | $1.31 | — | DEB 0.750% 3/3 | 530610AC8 |
| — | SINA CORP | 13,725,000 | $12.46M | 0.8% | $0.92 | — | NOTE 1.000%12/0 | 82922RAD5 |
| — | INSULET CORP | 12,350,000 | $12.45M | 0.8% | $1.06 | — | NOTE 2.000% 6/1 | 45784PAD3 |
| ODFL | OLD DOMINION FGHT LINES INC | 147,121 | $11.37M | 0.7% | $15.07 | +61.4% | COM | 679580100 |
| — | HORNBECK OFFSHORE SVCS INC N | 14,075,000 | $11.31M | 0.7% | $1.15 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 9,680,000 | $11.17M | 0.7% | $1.13 | — | NOTE 0.750% 8/1 | 87157BAA1 |
| — | CROWN CASTLE INTL CORP NEW | 106,505 | $11.16M | 0.7% | $102.58 | — | CNV PFD STK SR A | 22822V200 |
| WEX | WEX INC | 102,167 | $10.97M | 0.7% | $107.84 | -6.5% | COM | 96208T104 |
| — | PRICELINE GRP INC | 8,015,000 | $10.7M | 0.7% | $1.32 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| — | JARDEN CORP | 6,190,000 | $10.6M | 0.7% | $1.45 | — | NOTE 1.875% 9/1 | 471109AH1 |
| MTN | VAIL RESORTS INC | 101,822 | $10.53M | 0.7% | $87.21 | +3.8% | COM | 91879Q109 |
| — | CST BRANDS INC | 239,388 | $10.49M | 0.7% | $43.83 | — | COM | 12646R105 |
| — | SERVICENOW INC | 8,480,000 | $10.43M | 0.7% | $1.15 | — | NOTE 11/0 | 81762PAB8 |
| EXP | EAGLE MATERIALS INC | 119,540 | $9.989M | 0.6% | $74.87 | -1.4% | COM | 26969P108 |
| MTDR | MATADOR RES CO | 443,889 | $9.73M | 0.6% | $21.19 | +1.8% | COM | 576485205 |
| VEEV | VEEVA SYS INC | 371,693 | $9.489M | 0.6% | $28.18 | 0.0% | CL A COM | 922475108 |
| ALL | ALLSTATE CORP | 132,228 | $9.411M | 0.6% | $42.08 | +32.3% | COM | 020002101 |
| GPK | GRAPHIC PACKAGING HLDG CO | 635,997 | $9.247M | 0.6% | $12.36 | +18.4% | COM | 388689101 |
| — | VERINT SYS INC | 147,646 | $9.144M | 0.6% | $61.93 | — | COM | 92343X100 |
| — | BROOKDALE SR LIVING INC | 6,555,000 | $9.103M | 0.6% | $1.30 | — | NOTE 2.750% 6/1 | 112463AA2 |
| NOW | SERVICENOW INC | 115,253 | $9.08M | 0.6% | $11.91 | +23.7% | COM | 81762P102 |
| — | MICRON TECHNOLOGY INC | 8,175,000 | $9.039M | 0.6% | $1.29 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | GENESEE & WYO INC | 74,465 | $9.021M | 0.6% | $127.76 | — | UNIT 10/01/2015 | 371559204 |
| ILMN | ILLUMINA INC | 48,333 | $8.973M | 0.6% | $124.58 | +51.2% | COM | 452327109 |
| STZ | CONSTELLATION BRANDS INC | 76,913 | $8.938M | 0.6% | $64.46 | +49.4% | CL A | 21036P108 |
| — | J2 GLOBAL INC | 7,710,000 | $8.876M | 0.6% | $1.15 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | TYSON FOODS INC | 182,075 | $8.827M | 0.6% | $50.31 | — | UNIT 99/99/9999 | 902494301 |
| — | VERINT SYS INC | 7,408,000 | $8.621M | 0.5% | $1.16 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| SIG | SIGNET JEWELERS LIMITED | 61,523 | $8.539M | 0.5% | $86.39 | +16.8% | SHS | G81276100 |
| — | VERIFONE SYS INC | 236,873 | $8.264M | 0.5% | $34.32 | — | COM | 92342Y109 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 100,011 | $8.186M | 0.5% | $69.46 | 0.0% | COM | V7780T103 |
| — | ELECTRONIC ARTS INC | 4,400,000 | $8.157M | 0.5% | $1.13 | — | NOTE 0.750% 7/1 | 285512AA7 |
| SWKS | SKYWORKS SOLUTIONS INC | 80,933 | $7.955M | 0.5% | $32.95 | +108.5% | COM | 83088M102 |
| BURL | BURLINGTON STORES INC | 130,486 | $7.753M | 0.5% | $44.23 | +21.3% | COM | 122017106 |
| NXPI | NXP SEMICONDUCTORS N V | 76,889 | $7.717M | 0.5% | $37.15 | +110.7% | COM | N6596X109 |
| — | BANK OF THE OZARKS INC | 208,845 | $7.713M | 0.5% | $36.80 | — | COM | 063904106 |
| — | RESTORATION HARDWARE HLDGS I | 75,630 | $7.502M | 0.5% | $96.98 | — | COM | 761283100 |
| — | CHARTER COMMUNICATIONS INC D | 38,603 | $7.455M | 0.5% | $156.63 | — | CL A NEW | 16117M305 |
| CBRE | CBRE GROUP INC | 192,233 | $7.441M | 0.5% | $26.57 | +29.8% | CL A | 12504L109 |
| PANW | PALO ALTO NETWORKS INC | 49,825 | $7.278M | 0.5% | $13.31 | +68.2% | COM | 697435105 |
| — | CONCHO RES INC | 62,510 | $7.246M | 0.5% | $115.92 | — | COM | 20605P101 |
| — | LAZARD LTD | 136,433 | $7.175M | 0.4% | $50.85 | — | SHS A | G54050102 |
| KR | KROGER CO | 88,343 | $6.772M | 0.4% | $28.91 | 0.0% | COM | 501044101 |
| ESPR | ESPERION THERAPEUTICS INC NE | 72,909 | $6.751M | 0.4% | $41.02 | +57.3% | COM | 29664W105 |
| MTG | MGIC INVT CORP WIS | 693,248 | $6.676M | 0.4% | $8.78 | +4.2% | COM | 552848103 |
| — | QIHOO 360 TECHNOLOGY CO LTD | 6,920,000 | $6.552M | 0.4% | $0.95 | — | NOTE 2.500% 9/1 | 74734MAB5 |
| URI | UNITED RENTALS INC | 70,587 | $6.435M | 0.4% | $76.43 | +13.9% | COM | 911363109 |
| FNF | FIDELITY NATIONAL FINANCIAL | 173,540 | $6.379M | 0.4% | $16.79 | 0.0% | FNF GROUP COM | 31620R303 |
| — | IMPERVA INC | 146,172 | $6.242M | 0.4% | $34.12 | — | COM | 45321L100 |
| — | RADIAN GROUP INC | 3,870,000 | $6.204M | 0.4% | $1.41 | — | NOTE 2.250% 3/0 | 750236AN1 |
| SBNY | SIGNATURE BK NEW YORK N Y | 47,641 | $6.173M | 0.4% | $116.61 | — | COM | 82669G104 |
| — | RUCKUS WIRELESS INC | 478,545 | $6.159M | 0.4% | $12.87 | — | COM | 781220108 |
| — | SBA COMMUNICATIONS CORP | 52,200 | $6.113M | 0.4% | $95.18 | — | COM | 78388J106 |
| — | CHESAPEAKE ENERGY CORP | 431,615 | $6.112M | 0.4% | $24.44 | — | COM | 165167107 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 84,869 | $6.077M | 0.4% | $45.16 | +42.0% | COM | 00404A109 |
| ULTA | ULTA SALON COSMETCS & FRAG I | 40,245 | $6.071M | 0.4% | $138.42 | 0.0% | COM | 90384S303 |
| — | ALCOA INC | 136,115 | $5.967M | 0.4% | $50.31 | — | DEP SHS 1/10TH | 013817309 |
| — | MGIC INVT CORP WIS | 4,000,000 | $5.873M | 0.4% | $1.43 | — | NOTE 2.000% 4/0 | 552848AE3 |
| INCY | INCYTE CORP | 63,981 | $5.864M | 0.4% | $48.89 | +69.1% | COM | 45337C102 |
| — | INTEGRATED DEVICE TECHNOLOGY | 286,999 | $5.746M | 0.4% | $15.58 | — | COM | 458118106 |
| — | PERFORMANCE SPORTS GROUP LTD | 292,971 | $5.713M | 0.4% | $19.50 | — | COM | 71377G100 |
| — | LAM RESEARCH CORP | 80,511 | $5.655M | 0.4% | $79.34 | — | COM | 512807108 |
| — | HANESBRANDS INC | 167,580 | $5.616M | 0.4% | $42.91 | — | COM | 410345102 |
| GWRE | GUIDEWIRE SOFTWARE INC | 106,638 | $5.61M | 0.4% | $44.80 | +15.6% | COM | 40171V100 |
| CNK | CINEMARK HOLDINGS INC | 124,146 | $5.595M | 0.3% | $29.02 | +13.4% | COM | 17243V102 |
| THRM | GENTHERM INC | 110,412 | $5.577M | 0.3% | $39.48 | +7.2% | COM | 37253A103 |
| — | FIESTA RESTAURANT GROUP INC | 90,674 | $5.531M | 0.3% | $44.61 | — | COM | 31660B101 |
| — | PROOFPOINT INC | 92,413 | $5.473M | 0.3% | $35.36 | — | COM | 743424103 |
| SHW | SHERWIN WILLIAMS CO | 19,197 | $5.462M | 0.3% | $70.99 | +18.6% | COM | 824348106 |
| JACK | JACK IN THE BOX INC | 56,598 | $5.429M | 0.3% | $72.86 | +24.4% | COM | 466367109 |
| — | OREXIGEN THERAPEUTICS INC | 4,668,000 | $5.377M | 0.3% | $0.99 | — | NOTE 2.750%12/0 | 686164AB0 |
| UAA | UNDER ARMOUR INC | 66,387 | $5.361M | 0.3% | $26.37 | +39.5% | CL A | 904311107 |
| — | SPIRIT AEROSYSTEMS HLDGS INC | 102,491 | $5.351M | 0.3% | $52.21 | — | COM CL A | 848574109 |
| — | HARMAN INTL INDS INC | 39,974 | $5.342M | 0.3% | $106.91 | — | COM | 413086109 |
| KMX | CARMAX INC | 77,234 | $5.33M | 0.3% | $65.20 | 0.0% | COM | 143130102 |
| — | BARRACUDA NETWORKS INC | 138,022 | $5.31M | 0.3% | $36.13 | — | COM | 068323104 |
| — | L BRANDS INC | 56,048 | $5.285M | 0.3% | $66.98 | — | COM | 501797104 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 17,821 | $5.279M | 0.3% | $165.67 | +19.1% | COM | 018581108 |
| — | LINKEDIN CORP | 21,016 | $5.251M | 0.3% | $249.86 | — | COM CL A | 53578A108 |
| — | ENDO INTL PLC | 58,531 | $5.25M | 0.3% | $89.70 | — | SHS | G30401106 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 42,010 | $5.235M | 0.3% | $105.95 | 0.0% | COM | 09061G101 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 30,292 | $5.234M | 0.3% | $153.75 | +11.6% | SHS USD | G50871105 |
| — | ARISTA NETWORKS INC | 73,538 | $5.187M | 0.3% | $78.19 | — | COM | 040413106 |
| — | MDC PARTNERS INC | 182,903 | $5.185M | 0.3% | $20.64 | — | CL A SUB VTG | 552697104 |
| — | TWITTER INC | 103,540 | $5.185M | 0.3% | $49.07 | — | COM | 90184L102 |
| — | ELECTRONICS FOR IMAGING INC | 123,399 | $5.152M | 0.3% | $43.46 | — | COM | 286082102 |
| CAH | CARDINAL HEALTH INC | 56,913 | $5.138M | 0.3% | $63.64 | 0.0% | COM | 14149Y108 |
| HII | HUNTINGTON INGALLS INDS INC | 36,654 | $5.137M | 0.3% | $79.92 | +31.5% | COM | 446413106 |
| VFC | V F CORP | 68,067 | $5.126M | 0.3% | $69.22 | 0.0% | COM | 918204108 |
| GAP | GAP INC DEL | 118,254 | $5.124M | 0.3% | $28.49 | 0.0% | COM | 364760108 |
| DAL | DELTA AIR LINES INC DEL | 113,545 | $5.105M | 0.3% | $31.08 | +30.8% | COM NEW | 247361702 |
| MGM | MGM RESORTS INTERNATIONAL | 242,484 | $5.099M | 0.3% | $21.98 | -10.0% | COM | 552953101 |
| CRI | CARTER INC | 55,123 | $5.097M | 0.3% | $55.62 | +18.2% | COM | 146229109 |
| RDN | RADIAN GROUP INC | 303,509 | $5.096M | 0.3% | $11.37 | +18.4% | COM | 750236101 |
| ROST | ROSS STORES INC | 48,153 | $5.073M | 0.3% | $32.70 | +36.0% | COM | 778296103 |
| — | TOWERS WATSON & CO | 38,308 | $5.064M | 0.3% | $89.50 | — | CL A | 891894107 |
| PBYI | PUMA BIOTECHNOLOGY INC | 21,402 | $5.053M | 0.3% | $156.56 | +36.5% | COM | 74587V107 |
| ALNY | ALNYLAM PHARMACEUTICALS INC | 48,373 | $5.051M | 0.3% | $69.38 | +46.0% | COM | 02043Q107 |
| LULU | LULULEMON ATHLETICA INC | 78,903 | $5.051M | 0.3% | $64.09 | 0.0% | COM | 550021109 |
| SMG | SCOTTS MIRACLE GRO CO | 74,870 | $5.029M | 0.3% | $45.78 | 0.0% | CL A | 810186106 |
| — | CORE MARK HOLDING CO INC | 78,103 | $5.024M | 0.3% | $62.22 | — | COM | 218681104 |
| LNG | CHENIERE ENERGY INC | 64,861 | $5.02M | 0.3% | $76.15 | -2.0% | COM NEW | 16411R208 |
| BKD | BROOKDALE SR LIVING INC | 132,857 | $5.017M | 0.3% | $34.53 | +6.1% | COM | 112463104 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 7,666 | $4.987M | 0.3% | $11.46 | +19.1% | COM | 169656105 |
| — | DOMINION RES INC VA NEW | 102,980 | $4.984M | 0.3% | $52.01 | — | UNIT 99/99/9999 | 25746U869 |
| — | LOGMEIN INC | 88,979 | $4.982M | 0.3% | $47.19 | — | COM | 54142L109 |
| — | ASHLAND INC NEW | 39,129 | $4.982M | 0.3% | $127.32 | — | COM | 044209104 |
| — | OMNIVISION TECHNOLOGIES INC | 187,334 | $4.94M | 0.3% | $26.37 | — | COM | 682128103 |
| — | SYNERGY RES CORP | 413,384 | $4.899M | 0.3% | $11.85 | — | COM | 87164P103 |
| MANH | MANHATTAN ASSOCS INC | 96,253 | $4.871M | 0.3% | $48.22 | 0.0% | COM | 562750109 |
| FORM | FORMFACTOR INC | 548,851 | $4.868M | 0.3% | $7.01 | +24.1% | COM | 346375108 |
| PRAA | PRA GROUP INC | 89,620 | $4.868M | 0.3% | $58.32 | -8.4% | COM | 69354N106 |
| PWR | QUANTA SVCS INC | 170,339 | $4.86M | 0.3% | $32.07 | -14.2% | COM | 74762E102 |
| ADSK | AUTODESK INC | 82,792 | $4.855M | 0.3% | $59.22 | 0.0% | COM | 052769106 |
| — | INTERCEPT PHARMACEUTICALS IN | 17,196 | $4.85M | 0.3% | $208.16 | — | COM | 45845P108 |
| FANG | DIAMONDBACK ENERGY INC | 63,055 | $4.845M | 0.3% | $48.70 | +10.2% | COM | 25278X109 |
| — | BLUEBIRD BIO INC | 40,020 | $4.833M | 0.3% | $106.44 | — | COM | 09609G100 |
| VRTX | VERTEX PHARMACEUTICALS INC | 40,968 | $4.833M | 0.3% | $95.21 | +25.8% | COM | 92532F100 |
| — | STEELCASE INC | 254,890 | $4.828M | 0.3% | $18.29 | — | CL A | 858155203 |
| IPGP | IPG PHOTONICS CORP | 52,085 | $4.828M | 0.3% | $74.78 | +15.4% | COM | 44980X109 |
| — | ARCTIC CAT INC | 132,801 | $4.823M | 0.3% | $36.32 | — | COM | 039670104 |
| LNWO | SCIENTIFIC GAMES CORP | 453,899 | $4.752M | 0.3% | $11.46 | +10.0% | CL A | 80874P109 |
| — | ARM HLDGS PLC | 95,755 | $4.721M | 0.3% | $46.88 | — | SPONSORED ADR | 042068106 |
| — | MACQUARIE INFRASTR CO LLC | 3,985,000 | $4.72M | 0.3% | $1.12 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | RITE AID CORP | 536,260 | $4.66M | 0.3% | $7.52 | — | COM | 767754104 |
| ALEX | ALEXANDER & BALDWIN INC NEW | 107,384 | $4.637M | 0.3% | $43.18 | — | COM | 014491104 |
| — | MICHAELS COS INC | 169,823 | $4.595M | 0.3% | $27.06 | — | COM | 59408Q106 |
| AAL | AMERICAN AIRLS GROUP INC | 86,430 | $4.562M | 0.3% | $34.64 | +39.1% | COM | 02376R102 |
| — | PIER 1 IMPORTS INC | 323,426 | $4.521M | 0.3% | $15.18 | — | COM | 720279108 |
| — | SUPER MICRO COMPUTER INC | 135,281 | $4.493M | 0.3% | $31.10 | — | COM | 86800U104 |
| — | COBALT INTL ENERGY INC | 6,080,000 | $4.419M | 0.3% | $1.06 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | XILINX INC | 2,975,000 | $4.403M | 0.3% | $1.50 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | SPECTRANETICS CORP | 122,616 | $4.262M | 0.3% | $20.49 | — | COM | 84760C107 |
| — | OREXIGEN THERAPEUTICS INC | 540,830 | $4.235M | 0.3% | $6.10 | — | COM | 686164104 |
| — | SALESFORCE COM INC | 3,495,000 | $4.185M | 0.3% | $1.15 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| VLRS | CONTROLADORA VUELA CIA DE AV | 373,808 | $4.164M | 0.3% | $11.14 | — | SPON ADR RP 10 | 21240E105 |
| MLCO | MELCO CROWN ENTMT LTD | 193,178 | $4.146M | 0.3% | $32.53 | — | ADR | 585464100 |
| — | NETSUITE INC | 44,424 | $4.121M | 0.3% | $96.47 | — | COM | 64118Q107 |
| — | TEAM HEALTH HOLDINGS INC | 70,279 | $4.112M | 0.3% | $45.21 | — | COM | 87817A107 |
| — | MYLAN N V | 69,247 | $4.11M | 0.3% | $59.35 | — | SHS EURO | N59465109 |
| XPO | XPO LOGISTICS INC | 90,054 | $4.095M | 0.3% | $11.58 | +25.2% | COM | 983793100 |
| — | DST SYS INC DEL | 36,094 | $3.996M | 0.2% | $110.71 | — | COM | 233326107 |
| — | FIAT CHRYSLER AUTOMOBILES N | 238,436 | $3.889M | 0.2% | $16.31 | — | SHS | N31738102 |
| VRNS | VARONIS SYS INC | 151,084 | $3.877M | 0.2% | $10.66 | 0.0% | COM | 922280102 |
| — | ULTIMATE SOFTWARE GROUP INC | 22,753 | $3.867M | 0.2% | $169.96 | — | COM | 90385D107 |
| PCTY | PAYLOCITY HLDG CORP | 134,991 | $3.866M | 0.2% | $27.51 | 0.0% | COM | 70438V106 |
| — | CYRUSONE INC | 124,111 | $3.862M | 0.2% | $25.89 | — | COM | 23283R100 |
| WAB | WABTEC CORP | 40,535 | $3.851M | 0.2% | $66.83 | +27.0% | COM | 929740108 |
| ATRO | ASTRONICS CORP | 52,258 | $3.851M | 0.2% | $23.10 | +72.2% | COM | 046433108 |
| — | HFF INC | 102,123 | $3.834M | 0.2% | $26.08 | — | CL A | 40418F108 |
| — | PERNIX THERAPEUTICS HLDGS IN | 358,482 | $3.832M | 0.2% | $10.69 | — | COM | 71426V108 |
| NFLX | NETFLIX INC | 9,184 | $3.827M | 0.2% | $3.83 | +58.4% | COM | 64110L106 |
| — | SKECHERS U S A INC | 53,099 | $3.818M | 0.2% | $55.70 | — | CL A | 830566105 |
| — | HERTZ GLOBAL HOLDINGS INC | 175,643 | $3.808M | 0.2% | $26.47 | — | COM | 42805T105 |
| TSCO | TRACTOR SUPPLY CO | 44,264 | $3.765M | 0.2% | $14.25 | 0.0% | COM | 892356106 |
| — | CYTEC INDS INC | 69,671 | $3.765M | 0.2% | $54.04 | — | COM | 232820100 |
| — | SEVENTY SEVEN ENERGY INC | 907,098 | $3.764M | 0.2% | $18.93 | — | COM | 818097107 |
| WIX | WIX COM LTD | 196,123 | $3.758M | 0.2% | $18.98 | 0.0% | SHS | M98068105 |
| BOOT | BOOT BARN HLDGS INC | 156,956 | $3.754M | 0.2% | $20.66 | +7.9% | COM | 099406100 |
| AMG | AFFILIATED MANAGERS GROUP | 17,371 | $3.731M | 0.2% | $170.05 | +20.1% | COM | 008252108 |
| — | COMSCORE INC | 72,746 | $3.725M | 0.2% | $51.21 | — | COM | 20564W105 |
| — | OLD REP INTL CORP | 3,150,000 | $3.717M | 0.2% | $1.17 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | MEAD JOHNSON NUTRITION CO | 36,849 | $3.704M | 0.2% | $100.52 | — | COM | 582839106 |
| VOYA | VOYA FINL INC | 85,891 | $3.703M | 0.2% | $37.71 | 0.0% | COM | 929089100 |
| — | AMERICAN TOWER CORP NEW | 35,875 | $3.702M | 0.2% | $106.38 | — | PFD CONV SER A | 03027X308 |
| — | CONTAINER STORE GROUP INC | 194,158 | $3.699M | 0.2% | $19.05 | — | COM | 210751103 |
| WERN | WERNER ENTERPRISES INC | 117,299 | $3.684M | 0.2% | $30.89 | 0.0% | COM | 950755108 |
| — | SELECT COMFORT CORP | 106,714 | $3.678M | 0.2% | $34.47 | — | COM | 81616X103 |
| — | BLACKSTONE GROUP L P | 94,201 | $3.663M | 0.2% | $24.94 | — | COM UNIT LTD | 09253U108 |
| AYI | ACUITY BRANDS INC | 21,763 | $3.66M | 0.2% | $151.50 | 0.0% | COM | 00508Y102 |
| GPRO | GOPRO INC | 84,128 | $3.652M | 0.2% | $47.16 | 0.0% | CL A | 38268T103 |
| CRTO | CRITEO S A | 92,057 | $3.636M | 0.2% | $39.50 | — | SPONS ADS | 226718104 |
| — | TETRAPHASE PHARMACEUTICALS I | 98,407 | $3.606M | 0.2% | $37.92 | — | COM | 88165N105 |
| DXCM | DEXCOM INC | 57,806 | $3.604M | 0.2% | $15.11 | 0.0% | COM | 252131107 |
| — | BERRY PLASTICS GROUP INC | 99,406 | $3.598M | 0.2% | $36.20 | — | COM | 08579W103 |
| ZBH | ZIMMER HLDGS INC | 30,566 | $3.592M | 0.2% | $104.38 | 0.0% | COM | 98956P102 |
| — | CAVIUM INC | 50,691 | $3.59M | 0.2% | $70.82 | — | COM | 14964U108 |
| — | ZS PHARMA INC | 84,743 | $3.566M | 0.2% | $40.35 | — | COM | 98979G105 |
| — | GTT COMMUNICATIONS INC | 186,730 | $3.525M | 0.2% | $14.29 | — | COM | 362393100 |
| — | ILLUMINA INC | 1,590,000 | $3.516M | 0.2% | $2.17 | — | NOTE 0.250% 3/1 | 452327AD1 |
| — | CHIMERIX INC | 91,637 | $3.454M | 0.2% | $27.86 | — | COM | 16934W106 |
| — | CLOVIS ONCOLOGY INC | 46,312 | $3.438M | 0.2% | $65.80 | — | COM | 189464100 |
| — | GILEAD SCIENCES INC | 795,000 | $3.425M | 0.2% | $2.83 | — | NOTE 1.625% 5/0 | 375558AP8 |
| FDX | FEDEX CORP | 20,339 | $3.365M | 0.2% | $135.33 | +9.3% | COM | 31428X106 |
| — | POPEYES LA KITCHEN INC | 56,199 | $3.362M | 0.2% | $41.14 | — | COM | 732872106 |
| — | ECHO GLOBAL LOGISTICS INC | 122,795 | $3.347M | 0.2% | $23.96 | — | COM | 27875T101 |
| — | DEMANDWARE INC | 54,550 | $3.322M | 0.2% | $58.53 | — | COM | 24802Y105 |
| — | ACTAVIS PLC | 11,128 | $3.312M | 0.2% | $219.05 | — | SHS | G0083B108 |
| — | INTERSECT ENT INC | 124,651 | $3.22M | 0.2% | $25.83 | — | COM | 46071F103 |
| AAPL | APPLE INC | 25,537 | $3.178M | 0.2% | $20.07 | +33.7% | COM | 037833100 |
| — | SOLARCITY CORP | 3,015,000 | $3.151M | 0.2% | $1.35 | — | NOTE 2.750%11/0 | 83416TAA8 |
| — | CHENIERE ENERGY INC | 3,750,000 | $3.11M | 0.2% | $0.83 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | TRAVELCENTERS AMER LLC | 177,880 | $3.102M | 0.2% | $13.15 | — | COM | 894174101 |
| — | UNITED TECHNOLOGIES CORP | 50,320 | $3.097M | 0.2% | $62.06 | — | UNIT 06/01/2015 | 913017117 |
| GIII | G-III APPAREL GROUP LTD | 54,911 | $3.093M | 0.2% | $41.65 | +23.2% | COM | 36237H101 |
| — | KONA GRILL INC | 106,537 | $3.028M | 0.2% | $20.44 | — | COM | 50047H201 |
| — | HORTONWORKS INC | 125,334 | $2.988M | 0.2% | $23.84 | — | COM | 440894103 |
| — | RYLAND GROUP INC | 3,000,000 | $2.921M | 0.2% | $0.93 | — | NOTE 0.250% 6/0 | 783764AS2 |
| — | SUNPOWER CORP | 91,214 | $2.856M | 0.2% | $29.71 | — | COM | 867652406 |
| — | IGI LABS INC | 346,315 | $2.826M | 0.2% | $8.73 | — | COM | 449575109 |
| — | SAGE THERAPEUTICS INC | 56,246 | $2.825M | 0.2% | $31.58 | — | COM | 78667J108 |
| — | RADIUS HEALTH INC | 67,097 | $2.762M | 0.2% | $39.09 | — | COM NEW | 750469207 |
| WWD | WOODWARD INC | 55,099 | $2.713M | 0.2% | $42.76 | +3.6% | COM | 980745103 |
| — | BROADSOFT INC | 81,028 | $2.711M | 0.2% | $29.52 | — | COM | 11133B409 |
| — | BEAZER HOMES USA INC | 100,185 | $2.694M | 0.2% | $29.70 | — | UNIT 07/15/2015 | 07556Q709 |
| — | ENVISION HEALTHCARE HLDGS IN | 69,778 | $2.676M | 0.2% | $32.15 | — | COM | 29413U103 |
| HCA | HCA HOLDINGS INC | 35,368 | $2.661M | 0.2% | $65.33 | +2.2% | COM | 40412C101 |
| AGO | ASSURED GUARANTY LTD | 99,235 | $2.619M | 0.2% | $17.80 | +20.5% | COM | G0585R106 |
| — | H & E EQUIPMENT SERVICES INC | 103,953 | $2.598M | 0.2% | $38.86 | — | COM | 404030108 |
| RGEN | REPLIGEN CORP | 84,625 | $2.569M | 0.2% | $9.19 | +182.3% | COM | 759916109 |
| SHOO | MADDEN STEVEN LTD | 67,498 | $2.565M | 0.2% | $20.19 | 0.0% | COM | 556269108 |
| — | SPANSION LLC | 1,015,000 | $2.545M | 0.2% | $1.75 | — | NOTE 2.000% 9/0 | 84649PAL9 |
| PII | POLARIS INDS INC | 17,882 | $2.523M | 0.2% | $147.36 | 0.0% | COM | 731068102 |
| ABM | ABM INDS INC | 78,997 | $2.517M | 0.2% | $24.22 | 0.0% | COM | 000957100 |
| — | LIBERTY MEDIA CORP DELAWARE | 65,038 | $2.507M | 0.2% | $78.05 | — | CL A | 531229102 |
| GMED | GLOBUS MED INC | 99,313 | $2.507M | 0.2% | $23.38 | +4.2% | CL A | 379577208 |
| — | GOOGLE INC | 4,494 | $2.493M | 0.2% | $554.74 | — | CL A | 38259P508 |
| — | LDR HLDG CORP | 67,556 | $2.475M | 0.2% | $33.82 | — | COM | 50185U105 |
| EW | EDWARDS LIFESCIENCES CORP | 17,317 | $2.467M | 0.2% | $22.43 | 0.0% | COM | 28176E108 |
| — | WADDELL & REED FINL INC | 49,727 | $2.463M | 0.2% | $49.53 | — | CL A | 930059100 |
| — | DYNEGY INC NEW DEL | 22,370 | $2.442M | 0.2% | $103.51 | — | PFD CONV SER A | 26817R207 |
| PTEN | PATTERSON UTI ENERGY INC | 129,140 | $2.425M | 0.2% | $17.15 | 0.0% | COM | 703481101 |
| — | PROS HOLDINGS INC | 98,110 | $2.424M | 0.2% | $24.71 | — | COM | 74346Y103 |
| — | LA QUINTA HLDGS INC | 102,339 | $2.423M | 0.2% | $23.68 | — | COM | 50420D108 |
| — | TABLEAU SOFTWARE INC | 26,062 | $2.411M | 0.2% | $71.30 | — | CL A | 87336U105 |
| — | PORTOLA PHARMACEUTICALS INC | 62,741 | $2.382M | 0.1% | $29.41 | — | COM | 737010108 |
| — | NANOMETRICS INC | 140,473 | $2.363M | 0.1% | $16.82 | — | COM | 630077105 |
| — | WEATHERFORD INTL PLC | 192,059 | $2.362M | 0.1% | $12.30 | — | ORD SHS | G48833100 |
| FRPT | FRESHPET INC | 120,893 | $2.349M | 0.1% | $17.16 | -2.3% | COM | 358039105 |
| — | POLYONE CORP | 62,735 | $2.343M | 0.1% | $37.35 | — | COM | 73179P106 |
| TGT | TARGET CORP | 27,774 | $2.279M | 0.1% | $44.74 | +25.2% | COM | 87612E106 |
| — | PENNYMAC CORP | 1,750,000 | $2.268M | 0.1% | $1.01 | — | NOTE 5.375% 5/0 | 70932AAB9 |
| ALKS | ALKERMES PLC | 36,995 | $2.256M | 0.1% | $48.21 | +41.7% | SHS | G01767105 |
| — | XPO LOGISTICS INC | 805,000 | $2.249M | 0.1% | $2.36 | — | NOTE 4.500%10/0 | 983793AA8 |
| EGRX | EAGLE PHARMACEUTICALS INC | 53,700 | $2.249M | 0.1% | $28.37 | 0.0% | COM | 269796108 |
| — | NANOSTRING TECHNOLOGIES INC | 217,979 | $2.221M | 0.1% | $13.06 | — | COM | 63009R109 |
| — | SEACHANGE INTL INC | 279,451 | $2.194M | 0.1% | $10.41 | — | COM | 811699107 |
| — | CHEMTURA CORP | 77,074 | $2.103M | 0.1% | $27.29 | — | COM NEW | 163893209 |
| EOG | EOG RES INC | 21,876 | $2.006M | 0.1% | $67.64 | -2.1% | COM | 26875P101 |
| — | THERAPEUTICSMD INC | 320,538 | $1.939M | 0.1% | $6.05 | — | COM | 88338N107 |
| JBLU | JETBLUE AIRWAYS CORP | 100,007 | $1.925M | 0.1% | $11.42 | +49.1% | COM | 477143101 |
| ACAD | ACADIA PHARMACEUTICALS INC | 58,023 | $1.891M | 0.1% | $34.37 | 0.0% | COM | 004225108 |
| DIS | DISNEY WALT CO | 18,019 | $1.89M | 0.1% | $91.86 | 0.0% | COM DISNEY | 254687106 |
| — | AVINGER INC | 168,595 | $1.87M | 0.1% | $11.09 | — | COM | 053734109 |
| MCK | MCKESSON CORP | 8,235 | $1.863M | 0.1% | $163.23 | +25.1% | COM | 58155Q103 |
| PCRX | PACIRA PHARMACEUTICALS INC | 20,956 | $1.862M | 0.1% | $96.46 | +5.2% | COM | 695127100 |
| — | VISTA OUTDOOR INC | 42,377 | $1.815M | 0.1% | $42.83 | — | COM | 928377100 |
| FMX | FOMENTO ECONOMICO MEXICANO S | 19,144 | $1.79M | 0.1% | $93.50 | — | SPON ADR UNITS | 344419106 |
| — | SOLARCITY CORP | 34,849 | $1.787M | 0.1% | $63.68 | — | COM | 83416T100 |
| — | COWEN GROUP INC NEW | 1,555,000 | $1.768M | 0.1% | $1.14 | — | NOTE 3.000% 3/1 | 223622AB7 |
| SCHW | SCHWAB CHARLES CORP NEW | 57,332 | $1.745M | 0.1% | $25.40 | 0.0% | COM | 808513105 |
| — | ABIOMED INC | 23,779 | $1.702M | 0.1% | $71.58 | — | COM | 003654100 |
| GS | GOLDMAN SACHS GROUP INC | 9,021 | $1.696M | 0.1% | $150.77 | -0.6% | COM | 38141G104 |
| VC | VISTEON CORP | 17,562 | $1.693M | 0.1% | $57.53 | 0.0% | COM NEW | 92839U206 |
| F | FORD MTR CO DEL | 101,591 | $1.64M | 0.1% | $8.83 | 0.0% | COM PAR $0.01 | 345370860 |
| NKE | NIKE INC | 16,153 | $1.621M | 0.1% | $26.53 | +57.1% | CL B | 654106103 |
| — | CEPHEID | 1,455,000 | $1.616M | 0.1% | $1.11 | — | DBCV 1.250% 2/0 | 15670RAC1 |
| — | ALDER BIOPHARMACEUTICALS INC | 55,763 | $1.609M | 0.1% | $21.07 | — | COM | 014339105 |
| — | SPECTRANETICS CORP | 1,185,000 | $1.534M | 0.1% | $1.07 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | 2U INC | 56,049 | $1.434M | 0.1% | $16.64 | — | COM | 90214J101 |
| — | TIFFANY & CO NEW | 14,826 | $1.305M | 0.1% | $96.12 | — | COM | 886547108 |
| — | WORKDAY INC | 1,095,000 | $1.298M | 0.1% | $1.19 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | SPARK THERAPEUTICS INC | 16,684 | $1.293M | 0.1% | $77.50 | — | COM | 84652J103 |
| WFC | WELLS FARGO & CO NEW | 22,991 | $1.251M | 0.1% | $39.85 | 0.0% | COM | 949746101 |
| OLED | UNIVERSAL DISPLAY CORP | 25,795 | $1.206M | 0.1% | $31.26 | +7.5% | COM | 91347P105 |
| — | FLEX PHARMA INC | 61,377 | $1.203M | 0.1% | $19.60 | — | COM | 33938A105 |
| INSM | INSMED INC | 57,124 | $1.188M | 0.1% | $17.62 | 0.0% | COM PAR $.01 | 457669307 |
| — | DIGIRAD CORP | 250,000 | $1.135M | 0.1% | $2.60 | — | COM | 253827109 |
| — | CEPHEID | 19,776 | $1.125M | 0.1% | $48.76 | — | COM | 15670R107 |
| NEO | NEOGENOMICS INC | 220,961 | $1.032M | 0.1% | $4.95 | -12.2% | COM NEW | 64049M209 |
| — | LOXO ONCOLOGY INC | 82,737 | $1.03M | 0.1% | $12.95 | — | COM | 548862101 |
| — | UTI WORLDWIDE INC | 81,254 | $999K | 0.1% | $12.29 | — | ORD | G87210103 |
| — | NEOTHETICS INC | 118,012 | $969K | 0.1% | $7.48 | — | COM | 64066G101 |
| CRM | SALESFORCE COM INC | 13,706 | $916K | 0.1% | $61.28 | 0.0% | COM | 79466L302 |
| — | TIME WARNER CABLE INC | 5,389 | $808K | 0.1% | $149.94 | — | COM | 88732J207 |
| GILD | GILEAD SCIENCES INC | 8,220 | $807K | 0.1% | $45.14 | +56.3% | COM | 375558103 |
| — | ENERGY XXI BERMUDA LTD | 2,654,000 | $763K | 0.0% | $0.29 | — | NOTE 3.000%12/1 | 29274UAB7 |
| CSGP | COSTAR GROUP INC | 3,422 | $677K | 0.0% | $18.88 | 0.0% | COM | 22160N109 |
| — | MAXPOINT INTERACTIVE INC | 70,000 | $671K | 0.0% | $9.59 | — | COM | 57777M102 |
| AL | AIR LEASE CORP | 11,528 | $435K | 0.0% | $31.33 | 0.0% | CL A | 00912X302 |
| — | TRACON PHARMACEUTICALS INC | 30,000 | $421K | 0.0% | $14.03 | — | COM | 89237H100 |
| IWM | ISHARES TR | 3,053 | $380K | 0.0% | $119.60 | — | RUSSELL 2000 ETF | 464287655 |
| — | AVALANCHE BIOTECHNOLOGIES IN | 32,889 | $371K | 0.0% | $11.28 | — | COM | 05337G107 |
| ALDX | ALDEYRA THERAPEUTICS INC | 8,333 | $85,000 | 0.0% | $10.20 | 0.0% | COM | 01438T106 |
| TLOG | TETRALOGIC PHARMACEUTICALS C | 19,188 | $84,000 | 0.0% | $4.47 | +12.2% | COM | 88165U109 |