Location: Rancho Santa Fe, CA
CIK: 0001389574 · Show all filings
Period: Q2 2015 (← Previous) (Next →)
Filing Date: Aug 17, 2015
Total Value: $1.561B (73.3% shares, 26.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ALLIED WRLD ASSUR COM HLDG A | 1,151,546 | $49.77M | 3.2% | $54.78 | — | SHS | H01531104 |
| LVS | LAS VEGAS SANDS CORP | 535,866 | $28.17M | 1.8% | $39.00 | +1.2% | COM | 517834107 |
| — | RECEPTOS INC | 116,248 | $22.09M | 1.4% | $70.52 | — | COM | 756207106 |
| — | HORIZON PHARMA PLC | 538,901 | $18.72M | 1.2% | $12.51 | — | SHS | G4617B105 |
| — | NUVASIVE INC | 13,715,000 | $17.42M | 1.1% | $1.27 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | UTI WORLDWIDE INC | 15,720,000 | $16.05M | 1.0% | $1.11 | — | NOTE 4.500% 3/0 | 90349LAB0 |
| — | HOWARD HUGHES CORP | 111,368 | $15.99M | 1.0% | $121.47 | — | COM | 44267D107 |
| — | CHESAPEAKE ENERGY CORP | 16,820,000 | $15.94M | 1.0% | $1.02 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 15,220 | $15.91M | 1.0% | $1045.66 | — | PFD CONV SER A | G0177J116 |
| — | TESLA MTRS INC | 15,635,000 | $15.29M | 1.0% | $0.91 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | SUNPOWER CORP | 11,830,000 | $15.14M | 1.0% | $1.42 | — | DBCV 0.750% 6/0 | 867652AG4 |
| — | CROWN CASTLE INTL CORP NEW | 145,230 | $14.95M | 1.0% | $102.68 | — | CNV PFD STK SR A | 22822V200 |
| — | RTI INTL METALS INC | 13,480,000 | $14.62M | 0.9% | $0.99 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | INSULET CORP | 14,830,000 | $14.35M | 0.9% | $1.04 | — | NOTE 2.000% 6/1 | 45784PAD3 |
| — | BIOMARIN PHARMACEUTICAL INC | 9,200,000 | $14.18M | 0.9% | $1.49 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 12,170,000 | $13.91M | 0.9% | $1.08 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | NAVISTAR INTL CORP NEW | 15,980,000 | $13.67M | 0.9% | $0.86 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| — | LIBERTY INTERACTIVE LLC | 11,850,000 | $13.22M | 0.8% | $1.28 | — | DEB 0.750% 3/3 | 530610AC8 |
| — | RESTORATION HARDWARE HLDGS I | 12,950,000 | $12.86M | 0.8% | $0.99 | — | DBCV 7/1 | 761283AB6 |
| — | XILINX INC | 8,210,000 | $12.69M | 0.8% | $1.53 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | SANDISK CORP | 9,700,000 | $12.54M | 0.8% | $1.29 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | INCYTE CORP | 6,065,000 | $12.51M | 0.8% | $1.54 | — | NOTE 1.250%11/1 | 45337CAN2 |
| — | AIR LEASE CORP | 8,630,000 | $11.48M | 0.7% | $1.37 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | SINA CORP | 11,970,000 | $11.39M | 0.7% | $0.92 | — | NOTE 1.000%12/0 | 82922RAD5 |
| — | JARDEN CORP | 6,590,000 | $11.05M | 0.7% | $1.46 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | MICRON TECHNOLOGY INC | 12,150,000 | $10.97M | 0.7% | $1.16 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | HORNBECK OFFSHORE SVCS INC N | 13,435,000 | $10.97M | 0.7% | $1.15 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | ELECTRONIC ARTS INC | 5,200,000 | $10.87M | 0.7% | $1.27 | — | NOTE 0.750% 7/1 | 285512AA7 |
| MGM | MGM RESORTS INTERNATIONAL | 563,895 | $10.29M | 0.7% | $20.38 | -5.9% | COM | 552953101 |
| — | MYLAN N V | 149,117 | $10.12M | 0.6% | $63.91 | — | SHS EURO | N59465109 |
| — | J2 GLOBAL INC | 8,725,000 | $10.12M | 0.6% | $1.15 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| MTN | VAIL RESORTS INC | 90,378 | $9.869M | 0.6% | $87.21 | +19.9% | COM | 91879Q109 |
| — | BROOKDALE SR LIVING INC | 7,430,000 | $9.692M | 0.6% | $1.30 | — | NOTE 2.750% 6/1 | 112463AA2 |
| — | COBALT INTL ENERGY INC | 12,815,000 | $9.459M | 0.6% | $0.89 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | CHENIERE ENERGY INC | 12,575,000 | $9.447M | 0.6% | $0.77 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| PRAA | PRA GROUP INC | 151,441 | $9.436M | 0.6% | $58.03 | -0.7% | COM | 69354N106 |
| MTDR | MATADOR RES CO | 376,813 | $9.42M | 0.6% | $21.19 | +26.5% | COM | 576485205 |
| — | RYLAND GROUP INC | 6,150,000 | $9.329M | 0.6% | $1.52 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| — | BLUEBIRD BIO INC | 54,755 | $9.219M | 0.6% | $123.10 | — | COM | 09609G100 |
| — | VERINT SYS INC | 8,003,000 | $9.053M | 0.6% | $1.16 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | CST BRANDS INC | 228,327 | $8.918M | 0.6% | $43.83 | — | COM | 12646R105 |
| — | BANK OF THE OZARKS INC | 192,702 | $8.816M | 0.6% | $36.80 | — | COM | 063904106 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 107,412 | $8.452M | 0.5% | $69.30 | -3.1% | COM | V7780T103 |
| VC | VISTEON CORP | 80,418 | $8.442M | 0.5% | $60.01 | +1.2% | COM NEW | 92839U206 |
| — | PROOFPOINT INC | 4,810,000 | $8.132M | 0.5% | $1.37 | — | NOTE 1.250%12/1 | 743424AB9 |
| — | LAZARD LTD | 144,485 | $8.126M | 0.5% | $51.15 | — | SHS A | G54050102 |
| GPK | GRAPHIC PACKAGING HLDG CO | 579,033 | $8.066M | 0.5% | $12.36 | +15.9% | COM | 388689101 |
| — | ILLUMINA INC | 6,755,000 | $7.908M | 0.5% | $1.17 | — | NOTE 6/1 | 452327AF6 |
| — | AVAGO TECHNOLOGIES LTD | 58,825 | $7.82M | 0.5% | $132.94 | — | SHS | Y0486S104 |
| WEX | WEX INC | 67,889 | $7.737M | 0.5% | $107.84 | +5.3% | COM | 96208T104 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 98,494 | $7.715M | 0.5% | $48.87 | +47.3% | COM | 00404A109 |
| NXPI | NXP SEMICONDUCTORS N V | 77,984 | $7.658M | 0.5% | $37.91 | +140.4% | COM | N6596X109 |
| — | ECHO GLOBAL LOGISTICS INC | 7,000,000 | $7.516M | 0.5% | $1.07 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 6,670,000 | $7.445M | 0.5% | $1.13 | — | NOTE 0.750% 8/1 | 87157BAA1 |
| DAL | DELTA AIR LINES INC DEL | 179,938 | $7.392M | 0.5% | $33.78 | +13.7% | COM NEW | 247361702 |
| SWKS | SKYWORKS SOLUTIONS INC | 70,625 | $7.352M | 0.5% | $32.95 | +147.7% | COM | 83088M102 |
| SBNY | SIGNATURE BK NEW YORK N Y | 48,352 | $7.078M | 0.5% | $117.04 | — | COM | 82669G104 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLER AUTOMOBILES N | 56,010 | $7.066M | 0.5% | $126.16 | — | MAN COV SEC 16 | N31738110 |
| PANW | PALO ALTO NETWORKS INC | 40,067 | $7M | 0.4% | $13.31 | +100.6% | COM | 697435105 |
| — | TYSON FOODS INC | 134,670 | $6.937M | 0.4% | $50.31 | — | UNIT 99/99/9999 | 902494301 |
| IPGP | IPG PHOTONICS CORP | 80,400 | $6.848M | 0.4% | $81.56 | +15.3% | COM | 44980X109 |
| INCY | INCYTE CORP | 64,928 | $6.766M | 0.4% | $49.69 | +108.3% | COM | 45337C102 |
| ODFL | OLD DOMINION FGHT LINES INC | 97,710 | $6.703M | 0.4% | $15.07 | +51.8% | COM | 679580100 |
| ULTA | ULTA SALON COSMETCS & FRAG I | 43,368 | $6.698M | 0.4% | $139.52 | +10.2% | COM | 90384S303 |
| — | SBA COMMUNICATIONS CORP | 58,023 | $6.671M | 0.4% | $97.16 | — | COM | 78388J106 |
| — | RESTORATION HARDWARE HLDGS I | 67,350 | $6.575M | 0.4% | $96.98 | — | COM | 761283100 |
| FNF | FIDELITY NATIONAL FINANCIAL | 176,159 | $6.516M | 0.4% | $16.80 | +2.9% | FNF GROUP COM | 31620R303 |
| SIG | SIGNET JEWELERS LIMITED | 50,179 | $6.435M | 0.4% | $86.39 | +26.6% | SHS | G81276100 |
| DXCM | DEXCOM INC | 80,412 | $6.431M | 0.4% | $15.80 | +11.2% | COM | 252131107 |
| — | HARMAN INTL INDS INC | 53,632 | $6.379M | 0.4% | $109.97 | — | COM | 413086109 |
| EXP | EAGLE MATERIALS INC | 83,468 | $6.371M | 0.4% | $74.87 | +4.8% | COM | 26969P108 |
| BC | BRUNSWICK CORP | 121,925 | $6.201M | 0.4% | $43.72 | 0.0% | COM | 117043109 |
| CBRE | CBRE GROUP INC | 167,370 | $6.193M | 0.4% | $26.57 | +42.9% | CL A | 12504L109 |
| NOW | SERVICENOW INC | 82,935 | $6.163M | 0.4% | $11.91 | +29.5% | COM | 81762P102 |
| CRI | CARTER INC | 55,941 | $5.947M | 0.4% | $55.93 | +36.9% | COM | 146229109 |
| — | CONCHO RES INC | 52,006 | $5.921M | 0.4% | $115.92 | — | COM | 20605P101 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 42,645 | $5.833M | 0.4% | $106.22 | +16.7% | COM | 09061G101 |
| — | SPECTRANETICS CORP | 5,575,000 | $5.742M | 0.4% | $1.04 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | GTT COMMUNICATIONS INC | 240,410 | $5.739M | 0.4% | $16.43 | — | COM | 362393100 |
| — | SPIRIT AEROSYSTEMS HLDGS INC | 104,036 | $5.733M | 0.4% | $52.25 | — | COM CL A | 848574109 |
| — | HANESBRANDS INC | 169,981 | $5.664M | 0.4% | $42.77 | — | COM | 410345102 |
| UAA | UNDER ARMOUR INC | 67,376 | $5.622M | 0.4% | $26.58 | +52.2% | CL A | 904311107 |
| MTG | MGIC INVT CORP WIS | 493,577 | $5.617M | 0.4% | $8.78 | +21.7% | COM | 552848103 |
| — | INTEGRATED DEVICE TECHNOLOGY | 257,754 | $5.593M | 0.4% | $15.58 | — | COM | 458118106 |
| ROL | ROLLINS INC | 194,231 | $5.541M | 0.4% | $9.82 | 0.0% | COM | 775711104 |
| — | BLACKSTONE MTG TR INC | 5,300,000 | $5.522M | 0.4% | $1.04 | — | NOTE 5.250%12/0 | 09257WAA8 |
| SHW | SHERWIN WILLIAMS CO | 19,473 | $5.355M | 0.3% | $71.20 | +20.5% | COM | 824348106 |
| NWL | NEWELL RUBBERMAID INC | 129,848 | $5.338M | 0.3% | $26.40 | 0.0% | COM | 651229106 |
| — | HD SUPPLY HLDGS INC | 150,794 | $5.305M | 0.3% | $35.18 | — | COM | 40416M105 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 18,091 | $5.281M | 0.3% | $166.28 | +24.2% | COM | 018581108 |
| AYI | ACUITY BRANDS INC | 29,194 | $5.254M | 0.3% | $156.12 | +8.7% | COM | 00508Y102 |
| KEY | KEYCORP NEW | 348,059 | $5.228M | 0.3% | $9.64 | 0.0% | COM | 493267108 |
| STZ | CONSTELLATION BRANDS INC | 44,908 | $5.21M | 0.3% | $64.46 | +57.1% | CL A | 21036P108 |
| KMX | CARMAX INC | 78,397 | $5.191M | 0.3% | $65.29 | +9.2% | COM | 143130102 |
| LULU | LULULEMON ATHLETICA INC | 79,480 | $5.19M | 0.3% | $64.09 | +1.4% | COM | 550021109 |
| — | SERVICENOW INC | 4,405,000 | $5.181M | 0.3% | $1.15 | — | NOTE 11/0 | 81762PAB8 |
| PII | POLARIS INDS INC | 34,845 | $5.161M | 0.3% | $145.67 | -1.2% | COM | 731068102 |
| — | WABCO HLDGS INC | 41,692 | $5.158M | 0.3% | $123.72 | — | COM | 92927K102 |
| TSCO | TRACTOR SUPPLY CO | 56,856 | $5.114M | 0.3% | $14.45 | +4.9% | COM | 892356106 |
| MNST | MONSTER BEVERAGE CORP NEW | 38,143 | $5.112M | 0.3% | $22.33 | 0.0% | COM | 61174X109 |
| BURL | BURLINGTON STORES INC | 98,811 | $5.059M | 0.3% | $44.23 | +20.9% | COM | 122017106 |
| — | CHARTER COMMUNICATIONS INC D | 29,440 | $5.042M | 0.3% | $156.63 | — | CL A NEW | 16117M305 |
| GWRE | GUIDEWIRE SOFTWARE INC | 94,851 | $5.02M | 0.3% | $44.80 | +15.0% | COM | 40171V100 |
| — | COMSCORE INC | 94,128 | $5.013M | 0.3% | $51.67 | — | COM | 20564W105 |
| PWR | QUANTA SVCS INC | 172,878 | $4.982M | 0.3% | $32.02 | -10.4% | COM | 74762E102 |
| ESPR | ESPERION THERAPEUTICS INC NE | 60,630 | $4.957M | 0.3% | $41.02 | +138.7% | COM | 29664W105 |
| JBHT | HUNT J B TRANS SVCS INC | 59,143 | $4.855M | 0.3% | $78.61 | 0.0% | COM | 445658107 |
| CAH | CARDINAL HEALTH INC | 57,763 | $4.832M | 0.3% | $63.67 | +2.9% | COM | 14149Y108 |
| VFC | V F CORP | 69,094 | $4.819M | 0.3% | $69.20 | -2.3% | COM | 918204108 |
| ADSK | AUTODESK INC | 95,199 | $4.767M | 0.3% | $58.95 | -3.0% | COM | 052769106 |
| ROST | ROSS STORES INC | 97,760 | $4.752M | 0.3% | $39.08 | +15.8% | COM | 778296103 |
| — | ENDO INTL PLC | 59,404 | $4.732M | 0.3% | $89.55 | — | SHS | G30401106 |
| BKD | BROOKDALE SR LIVING INC | 134,779 | $4.677M | 0.3% | $34.56 | +6.7% | COM | 112463104 |
| — | MICHAELS COS INC | 172,384 | $4.639M | 0.3% | $27.06 | — | COM | 59408Q106 |
| HCA | HCA HOLDINGS INC | 51,042 | $4.631M | 0.3% | $68.14 | +9.3% | COM | 40412C101 |
| — | SUPER MICRO COMPUTER INC | 156,337 | $4.624M | 0.3% | $30.90 | — | COM | 86800U104 |
| — | DST SYS INC DEL | 36,637 | $4.616M | 0.3% | $110.94 | — | COM | 233326107 |
| — | L BRANDS INC | 53,600 | $4.595M | 0.3% | $66.98 | — | COM | 501797104 |
| GAP | GAP INC DEL | 120,037 | $4.582M | 0.3% | $28.47 | -4.7% | COM | 364760108 |
| — | OREXIGEN THERAPEUTICS INC | 4,903,000 | $4.563M | 0.3% | $0.99 | — | NOTE 2.750%12/0 | 686164AB0 |
| LNG | CHENIERE ENERGY INC | 65,825 | $4.559M | 0.3% | $76.13 | -1.6% | COM NEW | 16411R208 |
| — | RITE AID CORP | 543,936 | $4.542M | 0.3% | $7.53 | — | COM | 767754104 |
| COLM | COLUMBIA SPORTSWEAR CO | 73,862 | $4.466M | 0.3% | $52.03 | 0.0% | COM | 198516106 |
| — | VERINT SYS INC | 73,169 | $4.445M | 0.3% | $61.93 | — | COM | 92343X100 |
| — | LINKEDIN CORP | 21,331 | $4.408M | 0.3% | $249.22 | — | COM CL A | 53578A108 |
| MANH | MANHATTAN ASSOCS INC | 73,902 | $4.408M | 0.3% | $48.22 | +14.8% | COM | 562750109 |
| — | ALLERGAN PLC | 14,382 | $4.364M | 0.3% | $303.43 | — | SHS | G0177J108 |
| RDN | RADIAN GROUP INC | 229,991 | $4.315M | 0.3% | $11.37 | +30.6% | COM | 750236101 |
| — | MACQUARIE INFRASTRUCTURE COR | 3,620,000 | $4.265M | 0.3% | $1.12 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | ALCOA INC | 107,760 | $4.26M | 0.3% | $50.31 | — | DEP SHS 1/10TH | 013817309 |
| EW | EDWARDS LIFESCIENCES CORP | 29,758 | $4.238M | 0.3% | $22.49 | +0.3% | COM | 28176E108 |
| — | BLACKSTONE GROUP L P | 102,504 | $4.189M | 0.3% | $26.23 | — | COM UNIT LTD | 09253U108 |
| EGRX | EAGLE PHARMACEUTICALS INC | 51,755 | $4.185M | 0.3% | $28.37 | +129.6% | COM | 269796108 |
| — | PROOFPOINT INC | 65,467 | $4.168M | 0.3% | $35.36 | — | COM | 743424103 |
| LNWO | SCIENTIFIC GAMES CORP | 267,891 | $4.163M | 0.3% | $11.46 | +23.7% | CL A | 80874P109 |
| — | SAGE THERAPEUTICS INC | 56,752 | $4.143M | 0.3% | $31.58 | — | COM | 78667J108 |
| — | NETSUITE INC | 45,059 | $4.134M | 0.3% | $96.40 | — | COM | 64118Q107 |
| SYNA | SYNAPTICS INC | 47,430 | $4.114M | 0.3% | $91.26 | 0.0% | COM | 87157D109 |
| — | IMPERVA INC | 60,602 | $4.103M | 0.3% | $34.12 | — | COM | 45321L100 |
| FDX | FEDEX CORP | 24,081 | $4.103M | 0.3% | $137.36 | +8.0% | COM | 31428X106 |
| ATRO | ASTRONICS CORP | 57,479 | $4.075M | 0.3% | $25.19 | +82.7% | COM | 046433108 |
| — | ELECTRONICS FOR IMAGING INC | 93,461 | $4.066M | 0.3% | $43.46 | — | COM | 286082102 |
| VOYA | VOYA FINL INC | 87,186 | $4.052M | 0.3% | $37.75 | +6.9% | COM | 929089100 |
| — | FLEETCOR TECHNOLOGIES INC | 25,763 | $4.021M | 0.3% | $156.08 | — | COM | 339041105 |
| THRM | GENTHERM INC | 73,153 | $4.017M | 0.3% | $39.48 | +34.2% | COM | 37253A103 |
| — | PERFORMANCE SPORTS GROUP LTD | 221,921 | $3.995M | 0.3% | $19.50 | — | COM | 71377G100 |
| — | ENVISION HEALTHCARE HLDGS IN | 100,698 | $3.976M | 0.3% | $34.40 | — | COM | 29413U103 |
| WRB | BERKLEY W R CORP | 76,531 | $3.974M | 0.3% | $11.79 | 0.0% | COM | 084423102 |
| — | CALLIDUS SOFTWARE INC | 254,785 | $3.97M | 0.3% | $15.58 | — | COM | 13123E500 |
| ILMN | ILLUMINA INC | 18,171 | $3.968M | 0.3% | $124.58 | +56.8% | COM | 452327109 |
| — | RADIUS HEALTH INC | 58,314 | $3.948M | 0.3% | $39.09 | — | COM NEW | 750469207 |
| WAB | WABTEC CORP | 41,148 | $3.878M | 0.2% | $67.21 | +37.5% | COM | 929740108 |
| AMG | AFFILIATED MANAGERS GROUP | 17,632 | $3.854M | 0.2% | $170.72 | +26.1% | COM | 008252108 |
| FORM | FORMFACTOR INC | 415,618 | $3.824M | 0.2% | $7.01 | +29.5% | COM | 346375108 |
| — | LAM RESEARCH CORP | 46,835 | $3.81M | 0.2% | $79.34 | — | COM | 512807108 |
| — | ASHLAND INC NEW | 31,155 | $3.798M | 0.2% | $127.32 | — | COM | 044209104 |
| — | ULTIMATE SOFTWARE GROUP INC | 23,097 | $3.796M | 0.2% | $169.87 | — | COM | 90385D107 |
| AAPL | APPLE INC | 30,236 | $3.792M | 0.2% | $21.39 | +33.5% | COM | 037833100 |
| — | FIESTA RESTAURANT GROUP INC | 75,711 | $3.786M | 0.2% | $44.61 | — | COM | 31660B101 |
| WDAY | WORKDAY INC | 49,305 | $3.766M | 0.2% | $85.08 | 0.0% | CL A | 98138H101 |
| LUV | SOUTHWEST AIRLS CO | 113,790 | $3.765M | 0.2% | $34.60 | 0.0% | COM | 844741108 |
| — | RADIAN GROUP INC | 2,120,000 | $3.762M | 0.2% | $1.41 | — | NOTE 2.250% 3/0 | 750236AN1 |
| ZD | J2 GLOBAL INC | 55,072 | $3.742M | 0.2% | $59.14 | 0.0% | COM | 48123V102 |
| — | ILLUMINA INC | 1,435,000 | $3.742M | 0.2% | $2.17 | — | NOTE 0.250% 3/1 | 452327AD1 |
| — | XILINX INC | 84,607 | $3.736M | 0.2% | $44.16 | — | COM | 983919101 |
| WIX | WIX COM LTD | 158,069 | $3.734M | 0.2% | $18.98 | +19.9% | SHS | M98068105 |
| — | CARDTRONICS INC | 3,800,000 | $3.729M | 0.2% | $0.98 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | LOGMEIN INC | 57,552 | $3.712M | 0.2% | $47.19 | — | COM | 54142L109 |
| — | SKECHERS U S A INC | 33,790 | $3.71M | 0.2% | $55.70 | — | CL A | 830566105 |
| — | ABIOMED INC | 55,847 | $3.671M | 0.2% | $68.22 | — | COM | 003654100 |
| — | INTERCEPT PHARMACEUTICALS IN | 15,202 | $3.669M | 0.2% | $208.16 | — | COM | 45845P108 |
| — | STEELCASE INC | 193,036 | $3.65M | 0.2% | $18.29 | — | CL A | 858155203 |
| HII | HUNTINGTON INGALLS INDS INC | 32,312 | $3.638M | 0.2% | $79.92 | +30.3% | COM | 446413106 |
| PCTY | PAYLOCITY HLDG CORP | 100,392 | $3.599M | 0.2% | $27.51 | +17.1% | COM | 70438V106 |
| — | LA QUINTA HLDGS INC | 156,069 | $3.566M | 0.2% | $23.39 | — | COM | 50420D108 |
| — | BERRY PLASTICS GROUP INC | 110,000 | $3.564M | 0.2% | $35.83 | — | COM | 08579W103 |
| CRTO | CRITEO S A | 74,662 | $3.559M | 0.2% | $39.50 | — | SPONS ADS | 226718104 |
| — | TETRAPHASE PHARMACEUTICALS I | 74,500 | $3.534M | 0.2% | $37.92 | — | COM | 88165N105 |
| — | CORE MARK HOLDING CO INC | 59,141 | $3.504M | 0.2% | $62.22 | — | COM | 218681104 |
| — | TEAM HEALTH HOLDINGS INC | 53,159 | $3.473M | 0.2% | $45.21 | — | COM | 87817A107 |
| — | SUNPOWER CORP | 121,975 | $3.465M | 0.2% | $29.38 | — | COM | 867652406 |
| — | NVIDIA CORP | 3,000,000 | $3.437M | 0.2% | $1.15 | — | NOTE 1.000%12/0 | 67066GAC8 |
| ALEX | ALEXANDER & BALDWIN INC NEW | 87,171 | $3.435M | 0.2% | $43.18 | — | COM | 014491104 |
| — | SELECT COMFORT CORP | 113,882 | $3.424M | 0.2% | $34.19 | — | COM | 81616X103 |
| — | CYRUSONE INC | 115,843 | $3.412M | 0.2% | $25.89 | — | COM | 23283R100 |
| ZBH | ZIMMER BIOMET HLDGS INC | 31,012 | $3.387M | 0.2% | $104.34 | -2.8% | COM | 98956P102 |
| — | AAC HLDGS INC | 76,844 | $3.347M | 0.2% | $43.56 | — | COM | 000307108 |
| AIG | AMERICAN INTL GROUP INC | 54,047 | $3.341M | 0.2% | $45.50 | 0.0% | COM NEW | 026874784 |
| — | ARCTIC CAT INC | 100,562 | $3.34M | 0.2% | $36.32 | — | COM | 039670104 |
| — | AMERICAN TOWER CORP NEW | 32,595 | $3.323M | 0.2% | $106.38 | — | PFD CONV SER A | 03027X308 |
| AGO | ASSURED GUARANTY LTD | 135,720 | $3.256M | 0.2% | $19.25 | +20.5% | COM | G0585R106 |
| — | BARRACUDA NETWORKS INC | 82,046 | $3.251M | 0.2% | $36.13 | — | COM | 068323104 |
| KR | KROGER CO | 89,676 | $3.251M | 0.2% | $28.92 | +2.1% | COM | 501044101 |
| EL | LAUDER ESTEE COS INC | 37,441 | $3.245M | 0.2% | $75.30 | 0.0% | CL A | 518439104 |
| MCK | MCKESSON CORP | 14,431 | $3.244M | 0.2% | $184.65 | +15.4% | COM | 58155Q103 |
| TMO | THERMO FISHER SCIENTIFIC INC | 24,944 | $3.237M | 0.2% | $126.27 | 0.0% | COM | 883556102 |
| WFC | WELLS FARGO & CO NEW | 57,416 | $3.229M | 0.2% | $40.77 | +1.5% | COM | 949746101 |
| — | HFF INC | 77,347 | $3.228M | 0.2% | $26.08 | — | CL A | 40418F108 |
| TGT | TARGET CORP | 39,478 | $3.223M | 0.2% | $48.99 | +20.6% | COM | 87612E106 |
| — | MGIC INVT CORP WIS | 1,935,000 | $3.222M | 0.2% | $1.43 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | CHIMERIX INC | 69,387 | $3.206M | 0.2% | $27.86 | — | COM | 16934W106 |
| — | DYNEGY INC NEW DEL | 32,245 | $3.205M | 0.2% | $102.25 | — | PFD CONV SER A | 26817R207 |
| — | CYTEC INDS INC | 52,760 | $3.194M | 0.2% | $54.04 | — | COM | 232820100 |
| VLRS | CONTROLADORA VUELA CIA DE AV | 266,973 | $3.188M | 0.2% | $11.14 | — | SPON ADR RP 10 | 21240E105 |
| — | SPECTRANETICS CORP | 138,445 | $3.186M | 0.2% | $20.78 | — | COM | 84760C107 |
| — | MYLAN INC | 625,000 | $3.176M | 0.2% | $5.08 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| FMX | FOMENTO ECONOMICO MEXICANO S | 35,440 | $3.157M | 0.2% | $91.47 | — | SPON ADR UNITS | 344419106 |
| — | ECHO GLOBAL LOGISTICS INC | 95,732 | $3.127M | 0.2% | $23.96 | — | COM | 27875T101 |
| IMAX | IMAX CORP | 77,599 | $3.125M | 0.2% | $38.83 | 0.0% | COM | 45245E109 |
| — | CLOVIS ONCOLOGY INC | 35,063 | $3.081M | 0.2% | $65.80 | — | COM | 189464100 |
| — | TABLEAU SOFTWARE INC | 26,454 | $3.05M | 0.2% | $71.95 | — | CL A | 87336U105 |
| FANG | DIAMONDBACK ENERGY INC | 40,201 | $3.03M | 0.2% | $48.70 | +26.2% | COM | 25278X109 |
| — | GENESEE & WYO INC | 29,905 | $3.028M | 0.2% | $127.76 | — | UNIT 10/01/2015 | 371559204 |
| CIEN | CIENA CORP | 125,545 | $2.973M | 0.2% | $22.84 | 0.0% | COM NEW | 171779309 |
| MMI | MARCUS & MILLICHAP INC | 63,789 | $2.943M | 0.2% | $39.49 | 0.0% | COM | 566324109 |
| — | DEMANDWARE INC | 41,300 | $2.936M | 0.2% | $58.53 | — | COM | 24802Y105 |
| ABM | ABM INDS INC | 89,017 | $2.926M | 0.2% | $24.44 | +7.2% | COM | 000957100 |
| — | NUVASIVE INC | 61,620 | $2.92M | 0.2% | $47.39 | — | COM | 670704105 |
| JACK | JACK IN THE BOX INC | 32,857 | $2.897M | 0.2% | $72.86 | +23.3% | COM | 466367109 |
| — | AEROHIVE NETWORKS INC | 414,402 | $2.893M | 0.2% | $6.98 | — | COM | 007786106 |
| — | VONAGE HLDGS CORP | 585,304 | $2.874M | 0.2% | $4.91 | — | COM | 92886T201 |
| — | SEQUENTIAL BRANDS GROUP INC | 184,790 | $2.825M | 0.2% | $15.29 | — | COM NEW | 817340201 |
| — | ANTHEM INC | 55,080 | $2.809M | 0.2% | $51.00 | — | UNIT 05/01/20188 | 036752202 |
| — | MDC PARTNERS INC | 140,257 | $2.763M | 0.2% | $20.64 | — | CL A SUB VTG | 552697104 |
| — | BOINGO WIRELESS INC | 331,391 | $2.737M | 0.2% | $8.26 | — | COM | 09739C102 |
| — | INTERSECT ENT INC | 94,392 | $2.702M | 0.2% | $25.83 | — | COM | 46071F103 |
| — | BROADSOFT INC | 76,800 | $2.655M | 0.2% | $29.52 | — | COM | 11133B409 |
| — | TWITTER INC | 73,304 | $2.655M | 0.2% | $49.07 | — | COM | 90184L102 |
| — | CHEMTURA CORP | 93,507 | $2.647M | 0.2% | $27.47 | — | COM NEW | 163893209 |
| RGEN | REPLIGEN CORP | 64,082 | $2.645M | 0.2% | $9.19 | +298.7% | COM | 759916109 |
| — | SEACHANGE INTL INC | 370,926 | $2.6M | 0.2% | $9.57 | — | COM | 811699107 |
| ALNY | ALNYLAM PHARMACEUTICALS INC | 21,552 | $2.583M | 0.2% | $69.38 | +72.2% | COM | 02043Q107 |
| — | BEAZER HOMES USA INC | 90,825 | $2.573M | 0.2% | $29.70 | — | UNIT 07/15/2015 | 07556Q709 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 14,592 | $2.569M | 0.2% | $153.75 | +16.8% | SHS USD | G50871105 |
| VRTX | VERTEX PHARMACEUTICALS INC | 20,676 | $2.553M | 0.2% | $95.21 | +32.3% | COM | 92532F100 |
| — | DSW INC | 76,427 | $2.55M | 0.2% | $33.37 | — | CL A | 23334L102 |
| — | NANOSTRING TECHNOLOGIES INC | 165,077 | $2.545M | 0.2% | $13.06 | — | COM | 63009R109 |
| — | ANADARKO PETE CORP | 50,000 | $2.527M | 0.2% | $50.54 | — | UNIT 99/99/9999 | 032511404 |
| DIS | DISNEY WALT CO | 21,334 | $2.435M | 0.2% | $93.13 | +7.4% | COM DISNEY | 254687106 |
| ALKS | ALKERMES PLC | 37,554 | $2.416M | 0.2% | $48.41 | +26.4% | SHS | G01767105 |
| — | HORTONWORKS INC | 94,932 | $2.404M | 0.2% | $23.84 | — | COM | 440894103 |
| — | LIBERTY MEDIA CORP DELAWARE | 66,016 | $2.379M | 0.2% | $77.43 | — | CL A | 531229102 |
| — | RENTRAK CORP | 34,083 | $2.379M | 0.2% | $69.80 | — | COM | 760174102 |
| — | ZS PHARMA INC | 45,300 | $2.373M | 0.2% | $40.35 | — | COM | 98979G105 |
| WWD | WOODWARD INC | 42,557 | $2.34M | 0.1% | $42.76 | +11.6% | COM | 980745103 |
| EOG | EOG RES INC | 25,901 | $2.268M | 0.1% | $67.67 | +0.2% | COM | 26875P101 |
| XPO | XPO LOGISTICS INC | 50,184 | $2.267M | 0.1% | $11.58 | +40.1% | COM | 983793100 |
| — | SPARK THERAPEUTICS INC | 37,540 | $2.263M | 0.1% | $67.93 | — | COM | 84652J103 |
| — | VISTA OUTDOOR INC | 50,174 | $2.253M | 0.1% | $43.15 | — | COM | 928377100 |
| — | WEATHERFORD INTL PLC | 183,300 | $2.249M | 0.1% | $12.30 | — | ORD SHS | G48833100 |
| — | ALDER BIOPHARMACEUTICALS INC | 42,255 | $2.238M | 0.1% | $21.07 | — | COM | 014339105 |
| GS | GOLDMAN SACHS GROUP INC | 10,681 | $2.23M | 0.1% | $152.92 | +7.6% | COM | 38141G104 |
| SCHW | SCHWAB CHARLES CORP NEW | 67,881 | $2.216M | 0.1% | $25.77 | +7.7% | COM | 808513105 |
| — | LDR HLDG CORP | 51,147 | $2.212M | 0.1% | $33.82 | — | COM | 50185U105 |
| SHOO | MADDEN STEVEN LTD | 51,111 | $2.187M | 0.1% | $20.19 | +12.7% | COM | 556269108 |
| — | PORTOLA PHARMACEUTICALS INC | 47,557 | $2.166M | 0.1% | $29.41 | — | COM | 737010108 |
| CSTE | CAESARSTONE SDOT-YAM LTD | 30,395 | $2.083M | 0.1% | $57.05 | 0.0% | ORD SHS | M20598104 |
| NKE | NIKE INC | 19,125 | $2.066M | 0.1% | $29.36 | +52.5% | CL B | 654106103 |
| — | POPEYES LA KITCHEN INC | 34,049 | $2.043M | 0.1% | $41.14 | — | COM | 732872106 |
| — | OREXIGEN THERAPEUTICS INC | 409,414 | $2.027M | 0.1% | $6.10 | — | COM | 686164104 |
| — | TRAVELCENTERS AMER LLC | 134,705 | $2M | 0.1% | $13.15 | — | COM | 894174101 |
| — | DYNAVAX TECHNOLOGIES CORP | 85,185 | $1.995M | 0.1% | $23.42 | — | COM NEW | 268158201 |
| — | K2M GROUP HLDGS INC | 82,688 | $1.986M | 0.1% | $24.02 | — | COM | 48273J107 |
| — | SEVENTY SEVEN ENERGY INC | 452,389 | $1.941M | 0.1% | $18.93 | — | COM | 818097107 |
| GMED | GLOBUS MED INC | 75,182 | $1.93M | 0.1% | $23.38 | +8.3% | CL A | 379577208 |
| — | KITE PHARMA INC | 31,354 | $1.912M | 0.1% | $60.98 | — | COM | 49803L109 |
| — | THERAPEUTICSMD INC | 242,617 | $1.907M | 0.1% | $6.05 | — | COM | 88338N107 |
| PCRX | PACIRA PHARMACEUTICALS INC | 26,567 | $1.879M | 0.1% | $92.72 | -15.1% | COM | 695127100 |
| HZO | MARINEMAX INC | 79,741 | $1.875M | 0.1% | $23.99 | 0.0% | COM | 567908108 |
| — | POLYONE CORP | 47,515 | $1.861M | 0.1% | $37.35 | — | COM | 73179P106 |
| PTEN | PATTERSON UTI ENERGY INC | 98,347 | $1.85M | 0.1% | $17.15 | +21.0% | COM | 703481101 |
| ACAD | ACADIA PHARMACEUTICALS INC | 43,964 | $1.841M | 0.1% | $34.37 | +12.6% | COM | 004225108 |
| — | MGIC INVT CORP WIS | 1,600,000 | $1.829M | 0.1% | $1.14 | — | NOTE 5.000% 5/0 | 552848AD5 |
| — | AVINGER INC | 141,575 | $1.828M | 0.1% | $11.09 | — | COM | 053734109 |
| POWI | POWER INTEGRATIONS INC | 36,887 | $1.667M | 0.1% | $22.52 | 0.0% | COM | 739276103 |
| — | IGI LABS INC | 262,368 | $1.653M | 0.1% | $8.73 | — | COM | 449575109 |
| DSGX | DESCARTES SYS GROUP INC | 96,684 | $1.557M | 0.1% | $15.52 | 0.0% | COM | 249906108 |
| — | SYNERGY PHARMACEUTICALS DEL | 185,787 | $1.542M | 0.1% | $8.30 | — | COM NEW | 871639308 |
| — | PFENEX INC | 71,353 | $1.384M | 0.1% | $19.40 | — | COM | 717071104 |
| — | FRONTIER COMMUNICATIONS CORP | 12,270 | $1.226M | 0.1% | $99.92 | — | PFD CONV SER-A | 35906A207 |
| — | ARM HLDGS PLC | 97,199 | $1.214M | 0.1% | $46.37 | — | SPONSORED ADR | 042068106 |
| — | LOXO ONCOLOGY INC | 62,626 | $1.129M | 0.1% | $12.95 | — | COM | 548862101 |
| — | DIGIRAD CORP | 250,000 | $1.085M | 0.1% | $2.60 | — | COM | 253827109 |
| KRNY | KEARNY FINL CORP MD | 90,729 | $1.013M | 0.1% | $10.55 | 0.0% | COM | 48716P108 |
| OLED | UNIVERSAL DISPLAY CORP | 19,528 | $1.01M | 0.1% | $31.26 | +52.8% | COM | 91347P105 |
| — | INPHI CORP | 43,242 | $989K | 0.1% | $22.87 | — | COM | 45772F107 |
| RAVE | RAVE RESTAURANT GROUP INC | 75,346 | $983K | 0.1% | $13.27 | 0.0% | COM | 754198109 |
| GILD | GILEAD SCIENCES INC | 8,220 | $962K | 0.1% | $45.14 | +68.3% | COM | 375558103 |
| — | PHYSICIANS RLTY TR | 62,363 | $958K | 0.1% | $15.36 | — | COM | 71943U104 |
| — | NIMBLE STORAGE INC | 33,050 | $927K | 0.1% | $28.05 | — | COM | 65440R101 |
| HUM | HUMANA INC | 4,813 | $921K | 0.1% | $170.85 | 0.0% | COM | 444859102 |
| NEO | NEOGENOMICS INC | 167,338 | $905K | 0.1% | $4.95 | +4.1% | COM NEW | 64049M209 |
| INSM | INSMED INC | 36,737 | $897K | 0.1% | $17.62 | +28.9% | COM PAR $.01 | 457669307 |
| — | FLEX PHARMA INC | 46,474 | $799K | 0.1% | $19.60 | — | COM | 33938A105 |
| — | POTBELLY CORP | 61,423 | $752K | 0.0% | $12.24 | — | COM | 73754Y100 |
| NFLX | NETFLIX INC | 7,872 | $739K | 0.0% | $3.83 | +118.5% | COM | 64110L106 |
| AL | AIR LEASE CORP | 21,500 | $729K | 0.0% | $31.79 | +1.7% | CL A | 00912X302 |
| BIIB | BIOGEN INC | 845 | $341K | 0.0% | $401.33 | 0.0% | COM | 09062X103 |
| — | TRACON PHARMACEUTICALS INC | 30,000 | $340K | 0.0% | $14.03 | — | COM | 89237H100 |
| APPF | APPFOLIO INC | 22,891 | $323K | 0.0% | $13.96 | 0.0% | COM CL A | 03783C100 |
| ALDX | ALDEYRA THERAPEUTICS INC | 40,788 | $317K | 0.0% | $8.95 | -3.6% | COM | 01438T106 |
| — | INTRA CELLULAR THERAPIES INC | 8,130 | $260K | 0.0% | $31.98 | — | COM | 46116X101 |
| — | NIVALIS THERAPEUTICS INC | 12,669 | $192K | 0.0% | $15.16 | — | COM | 65481J109 |
| — | TRILLIUM THERAPEUTICS INC | 7,304 | $159K | 0.0% | $21.77 | — | COM NEW | 89620X506 |