Location: Rancho Santa Fe, CA
CIK: 0001389574 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: Nov 17, 2015
Total Value: $1.395B (74.3% shares, 25.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ALLIED WRLD ASSUR COM HLDG A | 1,150,658 | $43.92M | 3.1% | $54.78 | — | SHS | H01531104 |
| LVS | LAS VEGAS SANDS CORP | 535,866 | $20.35M | 1.5% | $39.00 | -3.2% | COM | 517834107 |
| — | HOWARD HUGHES CORP | 127,360 | $14.61M | 1.0% | $120.62 | — | COM | 44267D107 |
| — | NUVASIVE INC | 11,375,000 | $14.34M | 1.0% | $1.27 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | CHESAPEAKE ENERGY CORP | 15,750,000 | $13.54M | 1.0% | $1.02 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| — | RTI INTL METALS INC | 12,780,000 | $13.44M | 1.0% | $0.99 | — | NOTE 1.625%10/1 | 74973WAB3 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 14,055 | $13.26M | 1.0% | $1045.66 | — | PFD CONV SER A | G0177J116 |
| — | CROWN CASTLE INTL CORP NEW | 128,965 | $13.14M | 0.9% | $102.68 | — | CNV PFD STK SR A | 22822V200 |
| — | SUNPOWER CORP | 11,760,000 | $12.49M | 0.9% | $1.42 | — | DBCV 0.750% 6/0 | 867652AG4 |
| — | ELECTRONICS FOR IMAGING INC | 12,130,000 | $12.4M | 0.9% | $1.02 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | LIBERTY INTERACTIVE LLC | 11,100,000 | $12.3M | 0.9% | $1.28 | — | DEB 0.750% 3/3 | 530610AC8 |
| — | TESLA MTRS INC | 13,065,000 | $12.3M | 0.9% | $0.91 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 11,410,000 | $11.91M | 0.9% | $1.08 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | BIOMARIN PHARMACEUTICAL INC | 9,125,000 | $11.79M | 0.8% | $1.49 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | PALO ALTO NETWORKS INC | 7,000,000 | $11.39M | 0.8% | $1.63 | — | NOTE 7/0 | 697435AB1 |
| POST | POST HLDGS INC | 189,421 | $11.2M | 0.8% | $39.26 | 0.0% | COM | 737446104 |
| — | J2 GLOBAL INC | 9,375,000 | $11.12M | 0.8% | $1.15 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| MTN | VAIL RESORTS INC | 103,659 | $10.85M | 0.8% | $89.89 | +20.3% | COM | 91879Q109 |
| — | SANDISK CORP | 8,650,000 | $10.74M | 0.8% | $1.29 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| JACK | JACK IN THE BOX INC | 138,705 | $10.69M | 0.8% | $82.37 | +3.6% | COM | 466367109 |
| — | SINA CORP | 11,080,000 | $10.48M | 0.8% | $0.92 | — | NOTE 1.000%12/0 | 82922RAD5 |
| — | INSULET CORP | 11,190,000 | $10.32M | 0.7% | $1.04 | — | NOTE 2.000% 6/1 | 45784PAD3 |
| VC | VISTEON CORP | 101,093 | $10.23M | 0.7% | $59.60 | -2.7% | COM NEW | 92839U206 |
| — | NAVISTAR INTL CORP NEW | 14,600,000 | $10.16M | 0.7% | $0.86 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| — | BLACKHAWK NETWORK HLDGS INC | 237,659 | $10.07M | 0.7% | $42.39 | — | COM | 09238E104 |
| — | AIR LEASE CORP | 7,955,000 | $10.01M | 0.7% | $1.37 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | JAZZ INVESTMENTS I LTD | 9,565,000 | $9.72M | 0.7% | $1.02 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | CARDTRONICS INC | 10,270,000 | $9.513M | 0.7% | $0.95 | — | NOTE 1.000%12/0 | 14161HAG3 |
| TGT | TARGET CORP | 118,145 | $9.293M | 0.7% | $55.41 | +5.8% | COM | 87612E106 |
| — | HORNBECK OFFSHORE SVCS INC N | 12,285,000 | $9.114M | 0.7% | $1.15 | — | NOTE 1.500% 9/0 | 440543AN6 |
| GPK | GRAPHIC PACKAGING HLDG CO | 691,549 | $8.845M | 0.6% | $12.67 | +12.6% | COM | 388689101 |
| — | COBALT INTL ENERGY INC | 12,315,000 | $8.759M | 0.6% | $0.89 | — | NOTE 2.625%12/0 | 19075FAA4 |
| PRAA | PRA GROUP INC | 164,629 | $8.712M | 0.6% | $58.03 | +0.0% | COM | 69354N106 |
| PANW | PALO ALTO NETWORKS INC | 50,190 | $8.633M | 0.6% | $16.58 | +78.0% | COM | 697435105 |
| — | CLOVIS ONCOLOGY INC | 5,165,000 | $8.622M | 0.6% | $1.67 | — | NOTE 2.500% 9/1 | 189464AB6 |
| BURL | BURLINGTON STORES INC | 165,863 | $8.466M | 0.6% | $47.93 | +11.4% | COM | 122017106 |
| — | MICRON TECHNOLOGY INC | 10,070,000 | $8.465M | 0.6% | $1.16 | — | NOTE 3.000%11/1 | 595112AY9 |
| MANH | MANHATTAN ASSOCS INC | 132,782 | $8.272M | 0.6% | $54.48 | +14.4% | COM | 562750109 |
| — | HORIZON PHARMA PLC | 409,825 | $8.123M | 0.6% | $12.51 | — | SHS | G4617B105 |
| DAL | DELTA AIR LINES INC DEL | 178,860 | $8.025M | 0.6% | $33.78 | +17.1% | COM NEW | 247361702 |
| — | UTI WORLDWIDE INC | 10,455,000 | $7.711M | 0.6% | $1.11 | — | NOTE 4.500% 3/0 | 90349LAB0 |
| — | AVAGO TECHNOLOGIES LTD | 61,436 | $7.68M | 0.6% | $132.60 | — | SHS | Y0486S104 |
| — | JARDEN CORP | 4,610,000 | $7.388M | 0.5% | $1.46 | — | NOTE 1.875% 9/1 | 471109AH1 |
| MTDR | MATADOR RES CO | 354,072 | $7.343M | 0.5% | $21.19 | +3.0% | COM | 576485205 |
| — | RYLAND GROUP INC | 5,265,000 | $7.289M | 0.5% | $1.52 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| — | BROOKDALE SR LIVING INC | 6,730,000 | $7.155M | 0.5% | $1.30 | — | NOTE 2.750% 6/1 | 112463AA2 |
| — | SPECTRANETICS CORP | 9,460,000 | $7.142M | 0.5% | $0.92 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | BANK OF THE OZARKS INC | 162,582 | $7.115M | 0.5% | $36.80 | — | COM | 063904106 |
| — | ECHO GLOBAL LOGISTICS INC | 7,915,000 | $7.069M | 0.5% | $1.05 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | SPIRIT AEROSYSTEMS HLDGS INC | 146,176 | $7.066M | 0.5% | $51.12 | — | COM CL A | 848574109 |
| MNST | MONSTER BEVERAGE CORP NEW | 52,019 | $7.03M | 0.5% | $22.62 | +3.6% | COM | 61174X109 |
| ULTA | ULTA SALON COSMETCS & FRAG I | 43,003 | $7.025M | 0.5% | $139.52 | +18.0% | COM | 90384S303 |
| — | CHENIERE ENERGY INC | 11,180,000 | $6.981M | 0.5% | $0.77 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | PROOFPOINT INC | 4,260,000 | $6.962M | 0.5% | $1.37 | — | NOTE 1.250%12/1 | 743424AB9 |
| NWL | NEWELL RUBBERMAID INC | 173,818 | $6.902M | 0.5% | $26.75 | +3.9% | COM | 651229106 |
| — | TYSON FOODS INC | 133,670 | $6.852M | 0.5% | $50.31 | — | UNIT 99/99/9999 | 902494301 |
| — | RESTORATION HARDWARE HLDGS I | 72,853 | $6.798M | 0.5% | $96.71 | — | COM | 761283100 |
| — | VERINT SYS INC | 7,080,000 | $6.748M | 0.5% | $1.16 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | INCYTE CORP | 3,075,000 | $6.675M | 0.5% | $1.54 | — | NOTE 1.250%11/1 | 45337CAN2 |
| — | ANACOR PHARMACEUTICALS INC | 56,209 | $6.616M | 0.5% | $117.70 | — | COM | 032420101 |
| SBNY | SIGNATURE BK NEW YORK N Y | 47,939 | $6.594M | 0.5% | $117.04 | — | COM | 82669G104 |
| VFC | V F CORP | 94,346 | $6.435M | 0.5% | $69.01 | -0.7% | COM | 918204108 |
| KR | KROGER CO | 177,828 | $6.414M | 0.5% | $29.54 | +2.2% | COM | 501044101 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 42,966 | $6.328M | 0.5% | $95.42 | 0.0% | COM | 22410J106 |
| ODFL | OLD DOMINION FGHT LINES INC | 103,501 | $6.314M | 0.5% | $15.45 | +41.4% | COM | 679580100 |
| — | ACTIVISION BLIZZARD INC | 203,429 | $6.284M | 0.5% | $30.89 | — | COM | 00507V109 |
| — | LAZARD LTD | 144,097 | $6.239M | 0.4% | $51.15 | — | SHS A | G54050102 |
| AZO | AUTOZONE INC | 8,573 | $6.205M | 0.4% | $708.37 | 0.0% | COM | 053332102 |
| FNF | FIDELITY NATIONAL FINANCIAL | 174,667 | $6.195M | 0.4% | $16.80 | +5.0% | FNF GROUP COM | 31620R303 |
| EXP | EAGLE MATERIALS INC | 90,503 | $6.192M | 0.4% | $74.82 | -0.8% | COM | 26969P108 |
| KEY | KEYCORP NEW | 470,125 | $6.116M | 0.4% | $9.56 | -2.3% | COM | 493267108 |
| — | HD SUPPLY HLDGS INC | 211,717 | $6.059M | 0.4% | $33.29 | — | COM | 40416M105 |
| — | SBA COMMUNICATIONS CORP | 57,533 | $6.026M | 0.4% | $97.16 | — | COM | 78388J106 |
| LUV | SOUTHWEST AIRLS CO | 154,438 | $5.875M | 0.4% | $34.11 | -4.0% | COM | 844741108 |
| HAS | HASBRO INC | 81,431 | $5.874M | 0.4% | $54.87 | 0.0% | COM | 418056107 |
| SIG | SIGNET JEWELERS LIMITED | 42,809 | $5.828M | 0.4% | $86.39 | +21.4% | SHS | G81276100 |
| GWRE | GUIDEWIRE SOFTWARE INC | 110,385 | $5.804M | 0.4% | $46.28 | +19.5% | COM | 40171V100 |
| TSCO | TRACTOR SUPPLY CO | 67,225 | $5.668M | 0.4% | $14.57 | +4.7% | COM | 892356106 |
| DHI | D R HORTON INC | 189,332 | $5.559M | 0.4% | $26.27 | 0.0% | COM | 23331A109 |
| — | ENVESTNET INC | 6,160,000 | $5.471M | 0.4% | $0.89 | — | NOTE 1.750%12/1 | 29404KAA4 |
| VMC | VULCAN MATLS CO | 60,085 | $5.36M | 0.4% | $85.31 | 0.0% | COM | 929160109 |
| UAA | UNDER ARMOUR INC | 55,110 | $5.334M | 0.4% | $26.58 | +78.8% | CL A | 904311107 |
| — | LOGMEIN INC | 78,190 | $5.329M | 0.4% | $52.73 | — | COM | 54142L109 |
| COLM | COLUMBIA SPORTSWEAR CO | 89,836 | $5.281M | 0.4% | $52.55 | +4.6% | COM | 198516106 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 6,670,000 | $5.247M | 0.4% | $1.13 | — | NOTE 0.750% 8/1 | 87157BAA1 |
| — | SERVICENOW INC | 4,655,000 | $5.24M | 0.4% | $1.14 | — | NOTE 11/0 | 81762PAB8 |
| — | CALLIDUS SOFTWARE INC | 307,166 | $5.219M | 0.4% | $15.82 | — | COM | 13123E500 |
| — | ENCORE CAP GROUP INC | 5,250,000 | $5.207M | 0.4% | $0.99 | — | NOTE 3.000% 7/0 | 292554AF9 |
| ROL | ROLLINS INC | 192,587 | $5.175M | 0.4% | $9.82 | +12.1% | COM | 775711104 |
| MTG | MGIC INVT CORP WIS | 557,394 | $5.161M | 0.4% | $8.99 | +17.9% | COM | 552848103 |
| — | GTT COMMUNICATIONS INC | 221,502 | $5.152M | 0.4% | $16.43 | — | COM | 362393100 |
| — | CHARTER COMMUNICATIONS INC D | 29,183 | $5.132M | 0.4% | $156.63 | — | CL A NEW | 16117M305 |
| TYL | TYLER TECHNOLOGIES INC | 34,291 | $5.12M | 0.4% | $140.57 | 0.0% | COM | 902252105 |
| AYI | ACUITY BRANDS INC | 28,947 | $5.083M | 0.4% | $156.12 | +20.4% | COM | 00508Y102 |
| GOOGL | ALPHABET INC CLASS A | 7,958 | $5.08M | 0.4% | $31.95 | 0.0% | COM | 02079K305 |
| CRI | CARTER INC | 55,465 | $5.027M | 0.4% | $55.93 | +37.0% | COM | 146229109 |
| INCY | INCYTE CORP | 45,527 | $5.023M | 0.4% | $49.69 | +125.6% | COM | 45337C102 |
| NCLH | NORWEGIAN CRUISE LINE HLDGS | 87,499 | $5.014M | 0.4% | $58.93 | 0.0% | SHS | G66721104 |
| PGR | PROGRESSIVE CORP OHIO | 163,228 | $5.001M | 0.4% | $22.26 | 0.0% | COM | 743315103 |
| — | CHEMTURA CORP | 174,515 | $4.995M | 0.4% | $28.00 | — | COM NEW | 163893209 |
| LULU | LULULEMON ATHLETICA INC | 98,046 | $4.966M | 0.4% | $63.50 | -4.0% | COM | 550021109 |
| BC | BRUNSWICK CORP | 102,645 | $4.916M | 0.4% | $43.72 | -2.5% | COM | 117043109 |
| — | BOINGO WIRELESS INC | 593,477 | $4.914M | 0.4% | $8.27 | — | COM | 09739C102 |
| — | RYLAND GROUP INC | 119,957 | $4.898M | 0.4% | $40.83 | — | COM | 783764103 |
| — | ILLUMINA INC | 4,460,000 | $4.892M | 0.4% | $1.17 | — | NOTE 6/1 | 452327AF6 |
| — | HANESBRANDS INC | 168,514 | $4.877M | 0.3% | $42.77 | — | COM | 410345102 |
| NXPI | NXP SEMICONDUCTORS N V | 55,307 | $4.816M | 0.3% | $37.91 | +111.3% | COM | N6596X109 |
| — | PROOFPOINT INC | 79,448 | $4.792M | 0.3% | $39.75 | — | COM | 743424103 |
| — | IMPERVA INC | 73,044 | $4.783M | 0.3% | $39.47 | — | COM | 45321L100 |
| ZD | J2 GLOBAL INC | 67,182 | $4.76M | 0.3% | $59.40 | +1.9% | COM | 48123V102 |
| ROST | ROSS STORES INC | 96,933 | $4.698M | 0.3% | $39.08 | +18.0% | COM | 778296103 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 44,586 | $4.696M | 0.3% | $107.41 | +24.4% | COM | 09061G101 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 17,940 | $4.646M | 0.3% | $166.28 | +12.3% | COM | 018581108 |
| — | CYRUSONE INC | 141,731 | $4.629M | 0.3% | $27.13 | — | COM | 23283R100 |
| — | BLACKSTONE MTG TR INC | 4,400,000 | $4.612M | 0.3% | $1.04 | — | NOTE 5.250%12/0 | 09257WAA8 |
| JBHT | HUNT J B TRANS SVCS INC | 63,725 | $4.55M | 0.3% | $78.13 | -8.1% | COM | 445658107 |
| — | SUPER MICRO COMPUTER INC | 166,329 | $4.534M | 0.3% | $30.68 | — | COM | 86800U104 |
| WAB | WABTEC CORP | 51,342 | $4.521M | 0.3% | $71.71 | +25.3% | COM | 929740108 |
| SHW | SHERWIN WILLIAMS CO | 20,267 | $4.515M | 0.3% | $71.53 | +11.3% | COM | 824348106 |
| MGM | MGM RESORTS INTERNATIONAL | 244,061 | $4.503M | 0.3% | $20.38 | -7.4% | COM | 552953101 |
| — | ELECTRONICS FOR IMAGING INC | 103,332 | $4.472M | 0.3% | $43.44 | — | COM | 286082102 |
| NOW | SERVICENOW INC | 64,035 | $4.447M | 0.3% | $11.91 | +25.4% | COM | 81762P102 |
| — | ABIOMED INC | 47,662 | $4.421M | 0.3% | $68.22 | — | COM | 003654100 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 66,611 | $4.414M | 0.3% | $48.87 | +57.4% | COM | 00404A109 |
| — | FLEETCOR TECHNOLOGIES INC | 31,806 | $4.377M | 0.3% | $152.57 | — | COM | 339041105 |
| — | WABCO HLDGS INC | 41,338 | $4.333M | 0.3% | $123.72 | — | COM | 92927K102 |
| — | RADIUS HEALTH INC | 62,187 | $4.31M | 0.3% | $40.97 | — | COM NEW | 750469207 |
| — | STEELCASE INC | 233,793 | $4.304M | 0.3% | $18.31 | — | CL A | 858155203 |
| ATRO | ASTRONICS CORP | 105,670 | $4.272M | 0.3% | $30.26 | +20.0% | COM | 046433108 |
| EW | EDWARDS LIFESCIENCES CORP | 29,505 | $4.195M | 0.3% | $22.49 | +7.3% | COM | 28176E108 |
| RDN | RADIAN GROUP INC | 263,618 | $4.194M | 0.3% | $11.80 | +25.0% | COM | 750236101 |
| DXCM | DEXCOM INC | 48,790 | $4.189M | 0.3% | $15.80 | +41.2% | COM | 252131107 |
| — | CLOVIS ONCOLOGY INC | 45,136 | $4.151M | 0.3% | $71.64 | — | COM | 189464100 |
| AMG | AFFILIATED MANAGERS GROUP | 24,230 | $4.143M | 0.3% | $176.07 | +8.1% | COM | 008252108 |
| WRB | BERKLEY W R CORP | 75,883 | $4.126M | 0.3% | $11.79 | +10.2% | COM | 084423102 |
| — | ULTIMATE SOFTWARE GROUP INC | 22,901 | $4.1M | 0.3% | $169.87 | — | COM | 90385D107 |
| — | FITBIT INC | 107,148 | $4.038M | 0.3% | $37.69 | — | CL A | 33812L102 |
| — | BERRY PLASTICS GROUP INC | 134,163 | $4.034M | 0.3% | $34.79 | — | COM | 08579W103 |
| WWD | WOODWARD INC | 99,103 | $4.033M | 0.3% | $43.53 | +1.3% | COM | 980745103 |
| — | LINKEDIN CORP | 21,150 | $4.021M | 0.3% | $249.22 | — | COM CL A | 53578A108 |
| VLRS | CONTROLADORA VUELA CIA DE AV | 265,733 | $3.965M | 0.3% | $11.14 | — | SPON ADR RP 10 | 21240E105 |
| — | MICHAELS COS INC | 170,922 | $3.948M | 0.3% | $27.06 | — | COM | 59408Q106 |
| — | TABLEAU SOFTWARE INC | 49,449 | $3.945M | 0.3% | $75.59 | — | CL A | 87336U105 |
| — | CORNERSTONE ONDEMAND INC | 119,416 | $3.941M | 0.3% | $33.00 | — | COM | 21925Y103 |
| FDX | FEDEX CORP | 27,298 | $3.93M | 0.3% | $137.23 | -0.7% | COM | 31428X106 |
| EGRX | EAGLE PHARMACEUTICALS INC | 53,069 | $3.929M | 0.3% | $29.73 | +179.9% | COM | 269796108 |
| — | ANADARKO PETE CORP | 104,550 | $3.913M | 0.3% | $43.70 | — | UNIT 99/99/9999 | 032511404 |
| AAPL | APPLE INC | 35,238 | $3.887M | 0.3% | $22.08 | +19.0% | COM | 037833100 |
| — | CORE MARK HOLDING CO INC | 59,127 | $3.87M | 0.3% | $62.22 | — | COM | 218681104 |
| ABM | ABM INDS INC | 140,792 | $3.845M | 0.3% | $24.88 | +3.1% | COM | 000957100 |
| — | DYNAVAX TECHNOLOGIES CORP | 156,255 | $3.834M | 0.3% | $23.93 | — | COM NEW | 268158201 |
| — | CONCHO RES INC | 38,831 | $3.817M | 0.3% | $115.92 | — | COM | 20605P101 |
| PCTY | PAYLOCITY HLDG CORP | 125,106 | $3.752M | 0.3% | $28.79 | +18.1% | COM | 70438V106 |
| — | NETSUITE INC | 44,670 | $3.748M | 0.3% | $96.40 | — | COM | 64118Q107 |
| — | L BRANDS INC | 41,100 | $3.704M | 0.3% | $66.98 | — | COM | 501797104 |
| SWKS | SKYWORKS SOLUTIONS INC | 43,502 | $3.663M | 0.3% | $32.95 | +124.3% | COM | 83088M102 |
| ALEX | ALEXANDER & BALDWIN INC NEW | 106,196 | $3.646M | 0.3% | $41.60 | — | COM | 014491104 |
| — | PERFORMANCE SPORTS GROUP LTD | 270,318 | $3.628M | 0.3% | $18.41 | — | COM | 71377G100 |
| WIX | WIX COM LTD | 206,346 | $3.595M | 0.3% | $19.77 | +13.1% | SHS | M98068105 |
| MMI | MARCUS & MILLICHAP INC | 77,577 | $3.568M | 0.3% | $40.18 | +8.0% | COM | 566324109 |
| — | COMSCORE INC | 76,803 | $3.544M | 0.3% | $51.67 | — | COM | 20564W105 |
| — | ENVISION HEALTHCARE HLDGS IN | 96,252 | $3.541M | 0.3% | $34.40 | — | COM | 29413U103 |
| MNRO | MONRO MUFFLER BRAKE INC | 52,248 | $3.529M | 0.3% | $63.96 | 0.0% | COM | 610236101 |
| — | TEAM HEALTH HOLDINGS INC | 64,763 | $3.499M | 0.3% | $46.79 | — | COM | 87817A107 |
| IMAX | IMAX CORP | 103,387 | $3.493M | 0.3% | $37.78 | -8.3% | COM | 45245E109 |
| — | CVENT INC | 103,494 | $3.484M | 0.2% | $33.66 | — | COM | 23247G109 |
| W | WAYFAIR INC | 99,165 | $3.477M | 0.2% | $38.36 | 0.0% | CL A | 94419L101 |
| NFLX | NETFLIX INC | 33,663 | $3.476M | 0.2% | $9.12 | +17.7% | COM | 64110L106 |
| — | INPHI CORP | 144,056 | $3.463M | 0.2% | $23.69 | — | COM | 45772F107 |
| AGO | ASSURED GUARANTY LTD | 135,720 | $3.393M | 0.2% | $19.25 | +9.3% | COM | G0585R106 |
| MHK | MOHAWK INDS INC | 18,641 | $3.389M | 0.2% | $198.07 | 0.0% | COM | 608190104 |
| CSL | CARLISLE COS INC | 38,642 | $3.377M | 0.2% | $87.63 | 0.0% | COM | 142339100 |
| WDAY | WORKDAY INC | 48,888 | $3.366M | 0.2% | $85.08 | -9.2% | CL A | 98138H101 |
| LNWO | SCIENTIFIC GAMES CORP | 321,978 | $3.365M | 0.2% | $11.74 | +11.7% | CL A | 80874P109 |
| VOYA | VOYA FINL INC | 86,446 | $3.352M | 0.2% | $37.75 | +4.3% | COM | 929089100 |
| CBRE | CBRE GROUP INC | 104,037 | $3.329M | 0.2% | $26.57 | +33.5% | CL A | 12504L109 |
| MXL | MAXLINEAR INC | 264,488 | $3.29M | 0.2% | $11.02 | 0.0% | CL A | 57776J100 |
| — | RITE AID CORP | 539,172 | $3.273M | 0.2% | $7.53 | — | COM | 767754104 |
| — | UNION BANKSHARES CORP NEW | 135,810 | $3.259M | 0.2% | $24.00 | — | COM | 90539J109 |
| — | CALAMP CORP | 199,061 | $3.203M | 0.2% | $16.09 | — | COM | 128126109 |
| — | SEQUENTIAL BRANDS GROUP INC | 221,318 | $3.202M | 0.2% | $15.15 | — | COM NEW | 817340201 |
| — | HFF INC | 94,663 | $3.196M | 0.2% | $27.49 | — | CL A | 40418F108 |
| PVH | PVH CORP | 31,352 | $3.196M | 0.2% | $111.92 | 0.0% | COM | 693656100 |
| THRM | GENTHERM INC | 70,693 | $3.176M | 0.2% | $39.48 | +21.3% | COM | 37253A103 |
| — | ANTHEM INC | 65,705 | $3.176M | 0.2% | $50.57 | — | UNIT 05/01/20188 | 036752202 |
| CIEN | CIENA CORP | 152,930 | $3.169M | 0.2% | $22.91 | +1.4% | COM NEW | 171779309 |
| FMX | FOMENTO ECONOMICO MEXICANO S | 35,440 | $3.163M | 0.2% | $91.47 | — | SPON ADR UNITS | 344419106 |
| EL | LAUDER ESTEE COS INC | 39,074 | $3.152M | 0.2% | $75.21 | -2.5% | CL A | 518439104 |
| — | VONAGE HLDGS CORP | 532,083 | $3.129M | 0.2% | $4.91 | — | COM | 92886T201 |
| DIS | DISNEY WALT CO | 30,354 | $3.102M | 0.2% | $95.09 | +4.9% | COM DISNEY | 254687106 |
| AIG | AMERICAN INTL GROUP INC | 54,047 | $3.071M | 0.2% | $45.50 | +3.7% | COM NEW | 026874784 |
| — | ZS PHARMA INC | 46,518 | $3.054M | 0.2% | $41.02 | — | COM | 98979G105 |
| — | CLUBCORP HLDGS INC | 141,888 | $3.045M | 0.2% | $21.46 | — | COM | 18948M108 |
| — | SELECT COMFORT CORP | 138,694 | $3.035M | 0.2% | $31.99 | — | COM | 81616X103 |
| GIII | G-III APPAREL GROUP LTD | 49,142 | $3.03M | 0.2% | $68.41 | 0.0% | COM | 36237H101 |
| ILMN | ILLUMINA INC | 17,048 | $2.997M | 0.2% | $124.58 | +62.3% | COM | 452327109 |
| — | ECHO GLOBAL LOGISTICS INC | 151,749 | $2.974M | 0.2% | $22.35 | — | COM | 27875T101 |
| SHOO | MADDEN STEVEN LTD | 81,126 | $2.971M | 0.2% | $21.33 | +9.1% | COM | 556269108 |
| — | CHIMERIX INC | 77,744 | $2.97M | 0.2% | $28.97 | — | COM | 16934W106 |
| WFC | WELLS FARGO & CO NEW | 57,416 | $2.948M | 0.2% | $40.77 | +0.8% | COM | 949746101 |
| — | PORTOLA PHARMACEUTICALS INC | 68,707 | $2.928M | 0.2% | $33.47 | — | COM | 737010108 |
| — | SAGE THERAPEUTICS INC | 69,127 | $2.925M | 0.2% | $33.50 | — | COM | 78667J108 |
| — | RENTRAK CORP | 54,014 | $2.921M | 0.2% | $64.00 | — | COM | 760174102 |
| — | INFINERA CORPORATION | 149,217 | $2.919M | 0.2% | $19.56 | — | COM | 45667G103 |
| — | EXPRESS INC | 160,275 | $2.864M | 0.2% | $17.87 | — | COM | 30219E103 |
| CPS | COOPER STD HLDGS INC | 49,044 | $2.845M | 0.2% | $60.06 | 0.0% | COM | 21676P103 |
| — | SEACHANGE INTL INC | 449,223 | $2.83M | 0.2% | $9.00 | — | COM | 811699107 |
| — | SYNERGY PHARMACEUTICALS DEL | 527,186 | $2.794M | 0.2% | $6.36 | — | COM NEW | 871639308 |
| — | BROADSOFT INC | 92,919 | $2.784M | 0.2% | $29.60 | — | COM | 11133B409 |
| PYPL | PAYPAL HLDGS INC | 88,373 | $2.743M | 0.2% | $35.85 | 0.0% | COM | 70450Y103 |
| — | ENDO INTL PLC | 39,482 | $2.735M | 0.2% | $89.55 | — | SHS | G30401106 |
| — | GANNETT CO INC | 180,007 | $2.652M | 0.2% | $14.73 | — | COM | 36473H104 |
| — | THERAPEUTICSMD INC | 448,301 | $2.627M | 0.2% | $5.96 | — | COM | 88338N107 |
| — | DEMANDWARE INC | 50,759 | $2.623M | 0.2% | $57.25 | — | COM | 24802Y105 |
| — | BLUEBIRD BIO INC | 30,587 | $2.617M | 0.2% | $123.10 | — | COM | 09609G100 |
| — | AVINGER INC | 170,641 | $2.51M | 0.2% | $11.71 | — | COM | 053734109 |
| — | MACQUARIE INFRASTRUCTURE COR | 2,170,000 | $2.463M | 0.2% | $1.12 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | NANOSTRING TECHNOLOGIES INC | 152,951 | $2.447M | 0.2% | $13.06 | — | COM | 63009R109 |
| — | MOBILEYE N V AMSTELVEEN | 53,641 | $2.44M | 0.2% | $45.49 | — | ORD SHS | N51488117 |
| — | GENERAL ELECTRIC CO | 96,494 | $2.434M | 0.2% | $25.22 | — | COM | 369604103 |
| EOG | EOG RES INC | 32,977 | $2.401M | 0.2% | $65.41 | -12.6% | COM | 26875P101 |
| HCA | HCA HOLDINGS INC | 30,931 | $2.393M | 0.2% | $68.14 | +20.8% | COM | 40412C101 |
| FANG | DIAMONDBACK ENERGY INC | 36,879 | $2.382M | 0.2% | $48.70 | +7.9% | COM | 25278X109 |
| BKD | BROOKDALE SR LIVING INC | 102,832 | $2.361M | 0.2% | $34.56 | -14.6% | COM | 112463104 |
| NKE | NIKE INC | 19,125 | $2.352M | 0.2% | $29.36 | +68.9% | CL B | 654106103 |
| — | LIBERTY MEDIA CORP DELAWARE | 65,456 | $2.338M | 0.2% | $77.43 | — | CL A | 531229102 |
| — | POPEYES LA KITCHEN INC | 41,203 | $2.322M | 0.2% | $43.78 | — | COM | 732872106 |
| — | LAM RESEARCH CORP | 35,103 | $2.293M | 0.2% | $79.34 | — | COM | 512807108 |
| — | ENERNOC INC | 3,290,000 | $2.289M | 0.2% | $0.70 | — | DBCV 2.250% 8/1 | 292764AB3 |
| RARE | ULTRAGENYX PHARMACEUTICAL IN | 23,482 | $2.262M | 0.2% | $114.50 | 0.0% | COM | 90400D108 |
| — | PHYSICIANS RLTY TR | 148,249 | $2.237M | 0.2% | $15.20 | — | COM | 71943U104 |
| — | MDC PARTNERS INC | 121,213 | $2.234M | 0.2% | $20.64 | — | CL A SUB VTG | 552697104 |
| — | VISTA OUTDOOR INC | 50,174 | $2.229M | 0.2% | $43.15 | — | COM | 928377100 |
| — | FIESTA RESTAURANT GROUP INC | 48,694 | $2.209M | 0.2% | $44.61 | — | COM | 31660B101 |
| — | ILLUMINA INC | 1,035,000 | $2.17M | 0.2% | $2.17 | — | NOTE 0.250% 3/1 | 452327AD1 |
| — | RADIAN GROUP INC | 1,430,000 | $2.156M | 0.2% | $1.41 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | LDR HLDG CORP | 62,439 | $2.156M | 0.2% | $33.95 | — | COM | 50185U105 |
| AMBA | AMBARELLA INC | 36,704 | $2.121M | 0.2% | $94.42 | 0.0% | SHS | G037AX101 |
| — | AMERICAN TOWER CORP NEW | 21,415 | $2.117M | 0.2% | $106.38 | — | PFD CONV SER A | 03027X308 |
| — | NIMBLE STORAGE INC | 84,059 | $2.028M | 0.1% | $25.67 | — | COM | 65440R101 |
| ECL | ECOLAB INC | 18,211 | $1.998M | 0.1% | $99.79 | 0.0% | COM | 278865100 |
| — | TWITTER INC | 72,685 | $1.958M | 0.1% | $49.07 | — | COM | 90184L102 |
| — | MGIC INVT CORP WIS | 1,360,000 | $1.952M | 0.1% | $1.43 | — | NOTE 2.000% 4/0 | 552848AE3 |
| OLED | UNIVERSAL DISPLAY CORP | 57,509 | $1.95M | 0.1% | $36.74 | +7.7% | COM | 91347P105 |
| HD | HOME DEPOT INC | 16,798 | $1.94M | 0.1% | $90.45 | 0.0% | COM | 437076102 |
| RGEN | REPLIGEN CORP | 69,634 | $1.939M | 0.1% | $11.34 | +218.7% | COM | 759916109 |
| SBUX | STARBUCKS CORP | 34,039 | $1.935M | 0.1% | $45.32 | 0.0% | COM | 855244109 |
| — | ALLERGAN PLC | 7,119 | $1.935M | 0.1% | $303.43 | — | SHS | G0177J108 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 14,468 | $1.921M | 0.1% | $153.75 | +12.0% | SHS USD | G50871105 |
| GMED | GLOBUS MED INC | 91,858 | $1.898M | 0.1% | $23.73 | +6.7% | CL A | 379577208 |
| — | KITE PHARMA INC | 33,919 | $1.889M | 0.1% | $60.58 | — | COM | 49803L109 |
| TDOC | TELADOC INC | 84,014 | $1.873M | 0.1% | $27.00 | 0.0% | COM | 87918A105 |
| — | DIGIRAD CORP | 500,000 | $1.87M | 0.1% | $3.17 | — | COM | 253827109 |
| GS | GOLDMAN SACHS GROUP INC | 10,681 | $1.856M | 0.1% | $152.92 | +3.9% | COM | 38141G104 |
| — | IGI LABS INC | 279,479 | $1.828M | 0.1% | $8.59 | — | COM | 449575109 |
| — | DYNEGY INC NEW DEL | 22,285 | $1.789M | 0.1% | $102.25 | — | PFD CONV SER A | 26817R207 |
| — | SPECTRANETICS CORP | 149,865 | $1.767M | 0.1% | $20.09 | — | COM | 84760C107 |
| TMO | THERMO FISHER SCIENTIFIC INC | 14,171 | $1.733M | 0.1% | $126.27 | +0.1% | COM | 883556102 |
| — | GLU MOBILE INC | 395,556 | $1.729M | 0.1% | $4.37 | — | COM | 379890106 |
| HUM | HUMANA INC | 9,626 | $1.723M | 0.1% | $170.44 | -0.2% | COM | 444859102 |
| ALNY | ALNYLAM PHARMACEUTICALS INC | 21,385 | $1.718M | 0.1% | $69.38 | +60.1% | COM | 02043Q107 |
| DSGX | DESCARTES SYS GROUP INC | 96,397 | $1.705M | 0.1% | $15.52 | +9.2% | COM | 249906108 |
| — | TRAVELCENTERS AMER LLC | 164,686 | $1.701M | 0.1% | $12.64 | — | COM | 894174101 |
| — | ARM HLDGS PLC | 117,116 | $1.553M | 0.1% | $40.74 | — | SPONSORED ADR | 042068106 |
| — | WPX ENERGY INC | 42,500 | $1.535M | 0.1% | $36.12 | — | PFD SER A CV | 98212B202 |
| IWO | ISHARES TR | 11,354 | $1.521M | 0.1% | $133.96 | — | RUS 2000 GRW ETF | 464287648 |
| UAL | UNITED CONTL HLDGS INC | 28,570 | $1.516M | 0.1% | $56.42 | 0.0% | COM | 910047109 |
| — | SKECHERS U S A INC | 33,443 | $1.495M | 0.1% | $55.70 | — | CL A | 830566105 |
| PCRX | PACIRA PHARMACEUTICALS INC | 35,796 | $1.471M | 0.1% | $84.60 | -27.6% | COM | 695127100 |
| GILD | GILEAD SCIENCES INC | 14,736 | $1.447M | 0.1% | $59.45 | +30.4% | COM | 375558103 |
| — | FLOTEK INDS INC DEL | 83,723 | $1.398M | 0.1% | $16.70 | — | COM | 343389102 |
| — | K2M GROUP HLDGS INC | 75,022 | $1.395M | 0.1% | $24.02 | — | COM | 48273J107 |
| — | OREXIGEN THERAPEUTICS INC | 1,903,000 | $1.31M | 0.1% | $0.99 | — | NOTE 2.750%12/0 | 686164AB0 |
| APPF | APPFOLIO INC | 77,395 | $1.304M | 0.1% | $15.53 | +4.2% | COM CL A | 03783C100 |
| — | CELGENE CORP | 11,592 | $1.254M | 0.1% | $108.18 | — | COM | 151020104 |
| CRTO | CRITEO S A | 32,592 | $1.224M | 0.1% | $39.50 | — | SPONS ADS | 226718104 |
| — | PFENEX INC | 77,946 | $1.17M | 0.1% | $19.03 | — | COM | 717071104 |
| — | ADEPTUS HEALTH INC | 14,340 | $1.158M | 0.1% | $80.75 | — | CL A | 006855100 |
| CSTE | CAESARSTONE SDOT-YAM LTD | 37,114 | $1.128M | 0.1% | $55.45 | -13.1% | ORD SHS | M20598104 |
| — | HEMISPHERE MEDIA GROUP INC | 71,326 | $970K | 0.1% | $13.60 | — | CL A | 42365Q103 |
| — | LOXO ONCOLOGY INC | 54,381 | $951K | 0.1% | $12.95 | — | COM | 548862101 |
| ALKS | ALKERMES PLC | 16,051 | $942K | 0.1% | $48.41 | +36.4% | SHS | G01767105 |
| AL | AIR LEASE CORP | 30,058 | $929K | 0.1% | $30.84 | -7.7% | CL A | 00912X302 |
| — | ALDER BIOPHARMACEUTICALS INC | 28,254 | $926K | 0.1% | $21.07 | — | COM | 014339105 |
| OCUL | OCULAR THERAPEUTIX INC | 62,669 | $881K | 0.1% | $20.09 | 0.0% | COM | 67576A100 |
| — | GILEAD SCIENCES INC | 202,000 | $866K | 0.1% | $4.29 | — | NOTE 1.625% 5/0 | 375558AP8 |
| NRTSF | NOBILIS HEALTH CORP | 131,142 | $685K | 0.0% | $5.74 | 0.0% | COM | 65500B103 |
| — | FLEX PHARMA INC | 56,601 | $680K | 0.0% | $18.24 | — | COM | 33938A105 |
| — | AEROHIVE NETWORKS INC | 88,926 | $532K | 0.0% | $6.98 | — | COM | 007786106 |
| — | GOOGLE INC | 739 | $472K | 0.0% | $638.70 | — | CL A | 38259P508 |
| ALDX | ALDEYRA THERAPEUTICS INC | 63,666 | $371K | 0.0% | $8.54 | -8.5% | COM | 01438T106 |
| — | TRILLIUM THERAPEUTICS INC | 26,780 | $349K | 0.0% | $15.41 | — | COM NEW | 89620X506 |
| — | NIVALIS THERAPEUTICS INC | 19,868 | $258K | 0.0% | $14.37 | — | COM | 65481J109 |
| RAVE | RAVE RESTAURANT GROUP INC | 22,406 | $190K | 0.0% | $13.27 | -14.8% | COM | 754198109 |