CIK: 0001389574 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Feb 12, 2016
Total Value ($000): $1,447,868 (74.6% shares, 25.4% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ALLIED WRLD ASSUR COM HLDG A | 1,199,166 | $44,597 | 3.1% | $54.07 | — | SHS | H01531104 |
| LVS | LAS VEGAS SANDS CORP | 535,866 | $23,492 | 1.6% | $39.00 | -11.4% | COM | 517834107 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 21,705 | $22,334 | 1.5% | $1039.78 | — | PFD CONV SER A | G0177J116 |
| — | LIBERTY INTERACTIVE LLC | 11,100,000 | $16,692 | 1.2% | $1.28 | — | DEB 0.750% 3/3 | 530610AC8 |
| — | NUVASIVE INC | 11,375,000 | $15,520 | 1.1% | $1.27 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | NXP SEMICONDUCTORS N V | 13,395,000 | $14,676 | 1.0% | $1.10 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | CROWN CASTLE INTL CORP NEW | 128,965 | $13,834 | 1.0% | $102.68 | — | CNV PFD STK SR A | 22822V200 |
| — | TWITTER INC | 15,880,000 | $13,270 | 0.9% | $0.84 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | RTI INTL METALS INC | 12,780,000 | $13,076 | 0.9% | $0.99 | — | NOTE 1.625%10/1 | 74973WAB3 |
| MTN | VAIL RESORTS INC | 101,904 | $13,043 | 0.9% | $89.89 | +30.8% | COM | 91879Q109 |
| POST | POST HLDGS INC | 209,024 | $12,897 | 0.9% | $39.46 | +4.9% | COM | 737446104 |
| — | LINKEDIN CORP | 12,180,000 | $12,774 | 0.9% | $1.05 | — | NOTE 0.500%11/0 | 53578AAB4 |
| — | TESLA MTRS INC | 12,550,000 | $11,499 | 0.8% | $0.91 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| VC | VISTEON CORP | 96,822 | $11,086 | 0.8% | $59.60 | +9.5% | COM NEW | 92839U206 |
| — | J2 GLOBAL INC | 8,375,000 | $10,977 | 0.8% | $1.15 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| KR | KROGER CO | 253,171 | $10,590 | 0.7% | $30.17 | +4.9% | COM | 501044101 |
| — | BIOMARIN PHARMACEUTICAL INC | 8,175,000 | $10,495 | 0.7% | $1.49 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | HORIZON PHARMA PLC | 483,687 | $10,481 | 0.7% | $13.91 | — | SHS | G4617B105 |
| — | SINA CORP | 10,810,000 | $10,445 | 0.7% | $0.92 | — | NOTE 1.000%12/0 | 82922RAD5 |
| GPK | GRAPHIC PACKAGING HLDG CO | 812,298 | $10,422 | 0.7% | $12.79 | +5.1% | COM | 388689101 |
| — | BLACKHAWK NETWORK HLDGS INC | 235,158 | $10,396 | 0.7% | $42.39 | — | COM | 09238E104 |
| — | INSULET CORP | 9,795,000 | $10,144 | 0.7% | $1.04 | — | NOTE 2.000% 6/1 | 45784PAD3 |
| TYL | TYLER TECHNOLOGIES INC | 57,744 | $10,066 | 0.7% | $153.67 | +12.5% | COM | 902252105 |
| — | ELECTRONICS FOR IMAGING INC | 9,420,000 | $10,032 | 0.7% | $1.02 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | JAZZ INVESTMENTS I LTD | 9,565,000 | $10,007 | 0.7% | $1.02 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | HOWARD HUGHES CORP | 86,343 | $9,771 | 0.7% | $120.62 | — | COM | 44267D107 |
| IWO | ISHARES TR | 69,800 | $9,722 | 0.7% | $138.42 | — | RUS 2000 GRW ETF | 464287648 |
| MANH | MANHATTAN ASSOCS INC | 146,374 | $9,686 | 0.7% | $56.02 | +26.9% | COM | 562750109 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 11,410,000 | $9,641 | 0.7% | $1.08 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| JACK | JACK IN THE BOX INC | 123,673 | $9,487 | 0.7% | $82.37 | -7.8% | COM | 466367109 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 9,425,000 | $9,472 | 0.7% | $1.09 | — | NOTE 0.750% 8/1 | 87157BAA1 |
| NWL | NEWELL RUBBERMAID INC | 211,532 | $9,324 | 0.6% | $27.17 | +7.1% | COM | 651229106 |
| — | ISIS PHARMACEUTICALS INC DEL | 8,125,000 | $9,141 | 0.6% | $1.13 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | CARDTRONICS INC | 9,770,000 | $9,068 | 0.6% | $0.95 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | AIR LEASE CORP | 6,655,000 | $9,051 | 0.6% | $1.37 | — | NOTE 3.875%12/0 | 00912XAK0 |
| DAL | DELTA AIR LINES INC DEL | 171,155 | $8,676 | 0.6% | $33.78 | +29.3% | COM NEW | 247361702 |
| EXPE | EXPEDIA INC DEL | 68,147 | $8,471 | 0.6% | $120.15 | 0.0% | COM NEW | 30212P303 |
| — | PALO ALTO NETWORKS INC | 5,055,000 | $8,398 | 0.6% | $1.63 | — | NOTE 7/0 | 697435AB1 |
| VMC | VULCAN MATLS CO | 87,640 | $8,323 | 0.6% | $86.44 | +2.8% | COM | 929160109 |
| ODFL | OLD DOMINION FGHT LINES INC | 138,718 | $8,194 | 0.6% | $16.59 | +20.2% | COM | 679580100 |
| MTDR | MATADOR RES CO | 399,611 | $7,900 | 0.5% | $21.56 | +13.2% | COM | 576485205 |
| — | ABIOMED INC | 86,832 | $7,839 | 0.5% | $78.17 | — | COM | 003654100 |
| — | SPIRIT AEROSYSTEMS HLDGS INC | 156,293 | $7,826 | 0.5% | $51.06 | — | COM CL A | 848574109 |
| — | MICRON TECHNOLOGY INC | 9,190,000 | $7,639 | 0.5% | $1.16 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | PRICELINE GRP INC | 5,360,000 | $7,621 | 0.5% | $1.42 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | ANACOR PHARMACEUTICALS INC | 66,281 | $7,488 | 0.5% | $116.98 | — | COM | 032420101 |
| — | TYSON FOODS INC | 122,670 | $7,444 | 0.5% | $50.31 | — | UNIT 99/99/9999 | 902494301 |
| — | BANK OF THE OZARKS INC | 149,981 | $7,418 | 0.5% | $36.80 | — | COM | 063904106 |
| — | ACTIVISION BLIZZARD INC | 191,035 | $7,395 | 0.5% | $30.89 | — | COM | 00507V109 |
| — | PROOFPOINT INC | 4,260,000 | $7,338 | 0.5% | $1.37 | — | NOTE 1.250%12/1 | 743424AB9 |
| — | SPECTRANETICS CORP | 9,460,000 | $7,130 | 0.5% | $0.92 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | HOLOGIC INC | 5,600,000 | $7,126 | 0.5% | $1.27 | — | FRNT 12/1 | 436440AG6 |
| PANW | PALO ALTO NETWORKS INC | 39,991 | $7,044 | 0.5% | $16.58 | +74.1% | COM | 697435105 |
| — | JARDEN CORP | 3,860,000 | $7,018 | 0.5% | $1.46 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | NAVISTAR INTL CORP NEW | 14,600,000 | $6,972 | 0.5% | $0.86 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| — | DR PEPPER SNAPPLE GROUP INC | 74,781 | $6,970 | 0.5% | $93.21 | — | COM | 26138E109 |
| — | INCYTE CORP | 3,190,000 | $6,946 | 0.5% | $1.56 | — | NOTE 1.250%11/1 | 45337CAN2 |
| — | RYLAND GROUP INC | 5,265,000 | $6,940 | 0.5% | $1.52 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| — | ECHO GLOBAL LOGISTICS INC | 7,915,000 | $6,926 | 0.5% | $1.05 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | ASPEN TECHNOLOGY INC | 183,082 | $6,913 | 0.5% | $37.76 | — | COM | 045327103 |
| SBNY | SIGNATURE BK NEW YORK N Y | 45,015 | $6,904 | 0.5% | $117.04 | — | COM | 82669G104 |
| ZD | J2 GLOBAL INC | 83,063 | $6,838 | 0.5% | $61.03 | +11.3% | COM | 48123V102 |
| — | SALESFORCE COM INC | 5,250,000 | $6,753 | 0.5% | $1.29 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| MHK | MOHAWK INDS INC | 35,515 | $6,726 | 0.5% | $195.16 | -1.6% | COM | 608190104 |
| ROST | ROSS STORES INC | 123,962 | $6,670 | 0.5% | $40.64 | +13.8% | COM | 778296103 |
| MNST | MONSTER BEVERAGE CORP NEW | 44,073 | $6,565 | 0.5% | $22.62 | +6.7% | COM | 61174X109 |
| GWRE | GUIDEWIRE SOFTWARE INC | 107,923 | $6,493 | 0.4% | $46.28 | +25.1% | COM | 40171V100 |
| PGR | PROGRESSIVE CORP OHIO | 203,385 | $6,468 | 0.4% | $22.49 | +4.1% | COM | 743315103 |
| — | ENVESTNET INC | 7,360,000 | $6,468 | 0.4% | $0.89 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | CYRUSONE INC | 170,723 | $6,394 | 0.4% | $28.88 | — | COM | 23283R100 |
| DXCM | DEXCOM INC | 76,913 | $6,299 | 0.4% | $17.63 | +18.0% | COM | 252131107 |
| — | SANDISK CORP | 4,000,000 | $6,273 | 0.4% | $1.29 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| AYI | ACUITY BRANDS INC | 26,364 | $6,164 | 0.4% | $156.12 | +34.6% | COM | 00508Y102 |
| INCY | INCYTE CORP | 56,352 | $6,111 | 0.4% | $61.57 | +81.1% | COM | 45337C102 |
| WWD | WOODWARD INC | 122,149 | $6,066 | 0.4% | $43.63 | +1.1% | COM | 980745103 |
| RYAAY | RYANAIR HLDGS PLC | 69,960 | $6,049 | 0.4% | $86.46 | — | SPONSORED ADR NE | 783513203 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 96,551 | $6,031 | 0.4% | $53.91 | +20.8% | COM | 00404A109 |
| EQIX | EQUINIX INC | 19,810 | $5,991 | 0.4% | $239.29 | 0.0% | COM PAR $0.001 | 29444U700 |
| AZO | AUTOZONE INC | 8,053 | $5,975 | 0.4% | $708.37 | +7.7% | COM | 053332102 |
| — | SERVICENOW INC | 4,655,000 | $5,973 | 0.4% | $1.14 | — | NOTE 11/0 | 81762PAB8 |
| ATRO | ASTRONICS CORP | 143,626 | $5,847 | 0.4% | $29.67 | -5.6% | COM | 046433108 |
| SHW | SHERWIN WILLIAMS CO | 22,405 | $5,816 | 0.4% | $72.22 | +9.0% | COM | 824348106 |
| — | CHENIERE ENERGY INC | 11,180,000 | $5,814 | 0.4% | $0.77 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | VERINT SYS INC | 6,080,000 | $5,700 | 0.4% | $1.16 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| ULTA | ULTA SALON COSMETCS & FRAG I | 30,801 | $5,698 | 0.4% | $139.52 | +23.8% | COM | 90384S303 |
| DHI | D R HORTON INC | 177,826 | $5,696 | 0.4% | $26.27 | +6.1% | COM | 23331A109 |
| FNF | FIDELITY NATIONAL FINANCIAL | 163,826 | $5,680 | 0.4% | $16.80 | -1.7% | FNF GROUP COM | 31620R303 |
| — | SBA COMMUNICATIONS CORP | 54,030 | $5,677 | 0.4% | $97.16 | — | COM | 78388J106 |
| WBS | WEBSTER FINL CORP CONN | 152,622 | $5,676 | 0.4% | $37.87 | 0.0% | COM | 947890109 |
| — | SUMMIT MATLS INC | 280,962 | $5,630 | 0.4% | $20.04 | — | CL A | 86614U100 |
| — | RESTORATION HARDWARE HLDGS I | 70,659 | $5,614 | 0.4% | $96.71 | — | COM | 761283100 |
| — | L BRANDS INC | 57,465 | $5,506 | 0.4% | $75.19 | — | COM | 501797104 |
| — | LOGMEIN INC | 81,303 | $5,455 | 0.4% | $53.28 | — | COM | 54142L109 |
| TSCO | TRACTOR SUPPLY CO | 63,048 | $5,391 | 0.4% | $14.57 | +4.3% | COM | 892356106 |
| — | AVAGO TECHNOLOGIES LTD | 37,024 | $5,374 | 0.4% | $132.60 | — | SHS | Y0486S104 |
| NOW | SERVICENOW INC | 60,956 | $5,276 | 0.4% | $11.91 | +38.6% | COM | 81762P102 |
| — | HORNBECK OFFSHORE SVCS INC N | 9,285,000 | $5,258 | 0.4% | $1.15 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | PROOFPOINT INC | 80,364 | $5,224 | 0.4% | $40.04 | — | COM | 743424103 |
| MGM | MGM RESORTS INTERNATIONAL | 229,217 | $5,208 | 0.4% | $20.38 | +2.2% | COM | 552953101 |
| — | IMPERVA INC | 81,218 | $5,142 | 0.4% | $41.87 | — | COM | 45321L100 |
| — | BERRY PLASTICS GROUP INC | 139,478 | $5,046 | 0.3% | $34.84 | — | COM | 08579W103 |
| VLRS | CONTROLADORA VUELA CIA DE AV | 293,277 | $5,033 | 0.3% | $11.70 | — | SPON ADR RP 10 | 21240E105 |
| — | ELECTRONICS FOR IMAGING INC | 107,447 | $5,022 | 0.3% | $43.57 | — | COM | 286082102 |
| — | CHARTER COMMUNICATIONS INC D | 27,399 | $5,017 | 0.3% | $156.63 | — | CL A NEW | 16117M305 |
| EVR | EVERCORE PARTNERS INC | 92,701 | $5,012 | 0.3% | $43.27 | 0.0% | CLASS A | 29977A105 |
| AMWD | AMERICAN WOODMARK CORP | 62,525 | $5,001 | 0.3% | $75.42 | 0.0% | COM | 030506109 |
| JBHT | HUNT J B TRANS SVCS INC | 67,361 | $4,942 | 0.3% | $77.60 | -11.9% | COM | 445658107 |
| SNPS | SYNOPSYS INC | 107,947 | $4,923 | 0.3% | $48.36 | 0.0% | COM | 871607107 |
| WIX | WIX COM LTD | 214,528 | $4,881 | 0.3% | $19.88 | +13.3% | SHS | M98068105 |
| BC | BRUNSWICK CORP | 96,266 | $4,862 | 0.3% | $43.72 | -0.9% | COM | 117043109 |
| NCLH | NORWEGIAN CRUISE LINE HLDGS | 82,077 | $4,810 | 0.3% | $58.93 | -0.1% | SHS | G66721104 |
| — | CONCHO RES INC | 50,923 | $4,729 | 0.3% | $110.44 | — | COM | 20605P101 |
| — | BROOKDALE SR LIVING INC | 4,730,000 | $4,709 | 0.3% | $1.30 | — | NOTE 2.750% 6/1 | 112463AA2 |
| ROL | ROLLINS INC | 180,851 | $4,684 | 0.3% | $9.82 | +6.4% | COM | 775711104 |
| — | LAZARD LTD | 103,867 | $4,675 | 0.3% | $51.15 | — | SHS A | G54050102 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 16,845 | $4,659 | 0.3% | $166.28 | +17.5% | COM | 018581108 |
| — | HANESBRANDS INC | 158,226 | $4,657 | 0.3% | $42.77 | — | COM | 410345102 |
| — | CVENT INC | 132,962 | $4,642 | 0.3% | $33.94 | — | COM | 23247G109 |
| CRI | CARTER INC | 52,063 | $4,635 | 0.3% | $55.93 | +22.3% | COM | 146229109 |
| — | PORTOLA PHARMACEUTICALS INC | 89,591 | $4,609 | 0.3% | $37.66 | — | COM | 737010108 |
| ALL | ALLSTATE CORP | 74,075 | $4,599 | 0.3% | $49.75 | 0.0% | COM | 020002101 |
| HOLX | HOLOGIC INC | 116,339 | $4,501 | 0.3% | $38.91 | 0.0% | COM | 436440101 |
| SAIC | SCIENCE APPLICATNS INTL CP N | 98,160 | $4,494 | 0.3% | $45.63 | 0.0% | COM | 808625107 |
| — | BLACKSTONE MTG TR INC | 4,400,000 | $4,477 | 0.3% | $1.04 | — | NOTE 5.250%12/0 | 09257WAA8 |
| — | ENCORE CAP GROUP INC | 5,250,000 | $4,476 | 0.3% | $0.99 | — | NOTE 3.000% 7/0 | 292554AF9 |
| SJM | SMUCKER J M CO | 36,263 | $4,473 | 0.3% | $87.89 | 0.0% | COM NEW | 832696405 |
| — | TABLEAU SOFTWARE INC | 47,366 | $4,463 | 0.3% | $75.59 | — | CL A | 87336U105 |
| ZTS | ZOETIS INC | 93,126 | $4,463 | 0.3% | $41.75 | 0.0% | CL A | 98978V103 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 78,272 | $4,428 | 0.3% | $50.83 | 0.0% | COM | 64125C109 |
| — | FITBIT INC | 149,457 | $4,422 | 0.3% | $35.39 | — | CL A | 33812L102 |
| — | UTI WORLDWIDE INC | 4,455,000 | $4,394 | 0.3% | $1.11 | — | NOTE 4.500% 3/0 | 90349LAB0 |
| URI | UNITED RENTALS INC | 60,397 | $4,381 | 0.3% | $69.99 | 0.0% | COM | 911363109 |
| NXPI | NXP SEMICONDUCTORS N V | 51,949 | $4,377 | 0.3% | $37.91 | +100.6% | COM | N6596X109 |
| EW | EDWARDS LIFESCIENCES CORP | 55,424 | $4,377 | 0.3% | $24.12 | +7.7% | COM | 28176E108 |
| RF | REGIONS FINL CORP NEW | 455,988 | $4,377 | 0.3% | $6.68 | 0.0% | COM | 7591EP100 |
| — | CALATLANTIC GROUP INC | 114,530 | $4,343 | 0.3% | $37.92 | — | COM | 128195104 |
| — | MDC PARTNERS INC | 199,683 | $4,337 | 0.3% | $21.06 | — | CL A SUB VTG | 552697104 |
| — | BROADSOFT INC | 122,292 | $4,324 | 0.3% | $30.98 | — | COM | 11133B409 |
| — | GTT COMMUNICATIONS INC | 253,249 | $4,320 | 0.3% | $16.51 | — | COM | 362393100 |
| EGRX | EAGLE PHARMACEUTICALS INC | 48,556 | $4,305 | 0.3% | $29.73 | +165.6% | COM | 269796108 |
| BURL | BURLINGTON STORES INC | 100,134 | $4,296 | 0.3% | $47.93 | -3.4% | COM | 122017106 |
| THRM | GENTHERM INC | 90,492 | $4,289 | 0.3% | $41.33 | +16.0% | COM | 37253A103 |
| — | FLEETCOR TECHNOLOGIES INC | 29,834 | $4,264 | 0.3% | $152.57 | — | COM | 339041105 |
| MPWR | MONOLITHIC PWR SYS INC | 66,408 | $4,231 | 0.3% | $56.88 | 0.0% | COM | 609839105 |
| WAB | WABTEC CORP | 59,296 | $4,217 | 0.3% | $72.19 | +4.3% | COM | 929740108 |
| — | ULTIMATE SOFTWARE GROUP INC | 21,502 | $4,204 | 0.3% | $169.87 | — | COM | 90385D107 |
| PCTY | PAYLOCITY HLDG CORP | 103,648 | $4,203 | 0.3% | $28.79 | +33.4% | COM | 70438V106 |
| — | COBALT INTL ENERGY INC | 7,495,000 | $4,202 | 0.3% | $0.89 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | CORNERSTONE ONDEMAND INC | 120,328 | $4,155 | 0.3% | $33.00 | — | COM | 21925Y103 |
| — | UNION BANKSHARES CORP NEW | 163,669 | $4,131 | 0.3% | $24.21 | — | COM | 90539J109 |
| — | CALAMP CORP | 207,012 | $4,126 | 0.3% | $16.24 | — | COM | 128126109 |
| — | 2U INC | 147,347 | $4,123 | 0.3% | $27.98 | — | COM | 90214J101 |
| WSO | WATSCO INC | 34,859 | $4,083 | 0.3% | $123.29 | 0.0% | COM | 942622200 |
| — | CORE MARK HOLDING CO INC | 49,774 | $4,078 | 0.3% | $62.22 | — | COM | 218681104 |
| — | CALLIDUS SOFTWARE INC | 219,324 | $4,073 | 0.3% | $15.82 | — | COM | 13123E500 |
| — | MANTECH INTL CORP | 134,533 | $4,068 | 0.3% | $30.24 | — | CL A | 564563104 |
| FANG | DIAMONDBACK ENERGY INC | 59,660 | $3,991 | 0.3% | $52.07 | +10.5% | COM | 25278X109 |
| CPS | COOPER STD HLDGS INC | 51,014 | $3,958 | 0.3% | $60.47 | +16.8% | COM | 21676P103 |
| — | BOINGO WIRELESS INC | 597,178 | $3,953 | 0.3% | $8.27 | — | COM | 09739C102 |
| PCRX | PACIRA PHARMACEUTICALS INC | 50,850 | $3,905 | 0.3% | $76.32 | -25.8% | COM | 695127100 |
| AMBA | AMBARELLA INC | 69,077 | $3,850 | 0.3% | $76.58 | -26.4% | SHS | G037AX101 |
| — | CEMEX SAB DE CV | 4,900,000 | $3,843 | 0.3% | $0.78 | — | NOTE 3.720% 3/1 | 151290BR3 |
| IMAX | IMAX CORP | 106,639 | $3,790 | 0.3% | $37.78 | -0.7% | COM | 45245E109 |
| META | FACEBOOK INC | 36,123 | $3,781 | 0.3% | $102.01 | 0.0% | CL A | 30303M102 |
| ALEX | ALEXANDER & BALDWIN INC NEW | 107,055 | $3,780 | 0.3% | $41.60 | — | COM | 014491104 |
| MNRO | MONRO MUFFLER BRAKE INC | 56,726 | $3,756 | 0.3% | $64.53 | +10.3% | COM | 610236101 |
| — | ALLERGAN PLC | 11,955 | $3,736 | 0.3% | $307.10 | — | SHS | G0177J108 |
| — | AVINGER INC | 163,267 | $3,708 | 0.3% | $11.71 | — | COM | 053734109 |
| CIEN | CIENA CORP | 178,399 | $3,691 | 0.3% | $22.92 | +0.2% | COM NEW | 171779309 |
| — | GENESEE & WYO INC | 68,656 | $3,686 | 0.3% | $53.69 | — | CL A | 371559105 |
| AMG | AFFILIATED MANAGERS GROUP | 22,726 | $3,631 | 0.3% | $176.07 | -5.5% | COM | 008252108 |
| — | SAGE THERAPEUTICS INC | 61,789 | $3,602 | 0.2% | $33.50 | — | COM | 78667J108 |
| AGO | ASSURED GUARANTY LTD | 135,720 | $3,587 | 0.2% | $19.25 | +17.1% | COM | G0585R106 |
| BAH | BOOZ ALLEN HAMILTON HLDG COR | 115,307 | $3,557 | 0.2% | $24.12 | 0.0% | CL A | 099502106 |
| — | HARRIS CORP DEL | 40,879 | $3,552 | 0.2% | $86.89 | — | COM | 413875105 |
| — | LIBERTY MEDIA CORP DELAWARE | 89,761 | $3,523 | 0.2% | $67.09 | — | CL A | 531229102 |
| TXRH | TEXAS ROADHOUSE INC | 96,904 | $3,466 | 0.2% | $29.95 | 0.0% | COM | 882681109 |
| VRTX | VERTEX PHARMACEUTICALS INC | 27,115 | $3,412 | 0.2% | $120.72 | 0.0% | COM | 92532F100 |
| RGEN | REPLIGEN CORP | 120,263 | $3,402 | 0.2% | $18.71 | +54.2% | COM | 759916109 |
| — | CANADIAN PAC RY LTD | 26,623 | $3,397 | 0.2% | $127.60 | — | COM | 13645T100 |
| — | CLUBCORP HLDGS INC | 184,769 | $3,376 | 0.2% | $20.72 | — | COM | 18948M108 |
| AIG | AMERICAN INTL GROUP INC | 54,047 | $3,349 | 0.2% | $45.50 | +4.0% | COM NEW | 026874784 |
| — | XILINX INC | 71,146 | $3,342 | 0.2% | $46.97 | — | COM | 983919101 |
| ADSK | AUTODESK INC | 54,593 | $3,326 | 0.2% | $58.09 | 0.0% | COM | 052769106 |
| RARE | ULTRAGENYX PHARMACEUTICAL IN | 29,159 | $3,271 | 0.2% | $111.67 | -10.5% | COM | 90400D108 |
| — | MICHAELS COS INC | 147,412 | $3,259 | 0.2% | $27.06 | — | COM | 59408Q106 |
| OLED | UNIVERSAL DISPLAY CORP | 59,793 | $3,255 | 0.2% | $36.93 | +13.1% | COM | 91347P105 |
| GMED | GLOBUS MED INC | 116,573 | $3,243 | 0.2% | $24.03 | +4.5% | CL A | 379577208 |
| — | CONTINENTAL RESOURCES INC | 139,913 | $3,215 | 0.2% | $22.98 | — | COM | 212015101 |
| TGT | TARGET CORP | 43,975 | $3,193 | 0.2% | $55.41 | -0.3% | COM | 87612E106 |
| TJX | TJX COS INC NEW | 44,873 | $3,182 | 0.2% | $30.90 | 0.0% | COM | 872540109 |
| — | VONAGE HLDGS CORP | 553,257 | $3,176 | 0.2% | $4.94 | — | COM | 92886T201 |
| — | GENERAL ELECTRIC CO | 101,805 | $3,171 | 0.2% | $25.53 | — | COM | 369604103 |
| EL | LAUDER ESTEE COS INC | 35,986 | $3,169 | 0.2% | $75.21 | -0.6% | CL A | 518439104 |
| ARMK | ARAMARK | 97,618 | $3,148 | 0.2% | $20.18 | 0.0% | COM | 03852U106 |
| CRM | SALESFORCE COM INC | 40,096 | $3,144 | 0.2% | $77.15 | 0.0% | COM | 79466L302 |
| ADBE | ADOBE SYS INC | 33,307 | $3,129 | 0.2% | $89.84 | 0.0% | COM | 00724F101 |
| — | VANTIV INC | 65,899 | $3,125 | 0.2% | $47.42 | — | CL A | 92210H105 |
| — | ECHO GLOBAL LOGISTICS INC | 152,835 | $3,116 | 0.2% | $22.35 | — | COM | 27875T101 |
| ALNY | ALNYLAM PHARMACEUTICALS INC | 32,953 | $3,102 | 0.2% | $77.58 | +19.5% | COM | 02043Q107 |
| MXL | MAXLINEAR INC | 209,492 | $3,086 | 0.2% | $11.02 | +36.5% | CL A | 57776J100 |
| — | MEDICINES CO | 82,420 | $3,078 | 0.2% | $37.35 | — | COM | 584688105 |
| — | HFF INC | 98,398 | $3,057 | 0.2% | $27.62 | — | CL A | 40418F108 |
| — | SEACHANGE INTL INC | 452,761 | $3,052 | 0.2% | $9.00 | — | COM | 811699107 |
| COLM | COLUMBIA SPORTSWEAR CO | 62,134 | $3,030 | 0.2% | $52.55 | -14.0% | COM | 198516106 |
| DY | DYCOM INDS INC | 42,805 | $2,995 | 0.2% | $79.48 | 0.0% | COM | 267475101 |
| WFC | WELLS FARGO & CO NEW | 54,696 | $2,973 | 0.2% | $40.77 | +0.2% | COM | 949746101 |
| BABA | ALIBABA GROUP HLDG LTD | 36,438 | $2,961 | 0.2% | $81.26 | — | SPONSORED ADS | 01609W102 |
| — | TELIGENT INC NEW | 332,208 | $2,957 | 0.2% | $8.90 | — | COM | 87960W104 |
| — | THERAPEUTICSMD INC | 281,448 | $2,919 | 0.2% | $5.96 | — | COM | 88338N107 |
| TDS | TELEPHONE & DATA SYS INC | 109,903 | $2,845 | 0.2% | $27.30 | 0.0% | COM NEW | 879433829 |
| FMX | FOMENTO ECONOMICO MEXICANO S | 30,475 | $2,814 | 0.2% | $91.47 | — | SPON ADR UNITS | 344419106 |
| — | COMSCORE INC | 67,727 | $2,787 | 0.2% | $51.67 | — | COM | 20564W105 |
| APOG | APOGEE ENTERPRISES INC | 62,877 | $2,736 | 0.2% | $39.60 | 0.0% | COM | 037598109 |
| — | BAXALTA INC | 69,418 | $2,709 | 0.2% | $39.02 | — | COM | 07177M103 |
| — | MOBILEYE N V AMSTELVEEN | 62,811 | $2,656 | 0.2% | $45.02 | — | ORD SHS | N51488117 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 25,065 | $2,626 | 0.2% | $107.41 | -2.9% | COM | 09061G101 |
| — | LAM RESEARCH CORP | 32,927 | $2,615 | 0.2% | $79.34 | — | COM | 512807108 |
| — | PHYSICIANS RLTY TR | 154,274 | $2,601 | 0.2% | $15.27 | — | COM | 71943U104 |
| — | ANADARKO PETE CORP | 75,765 | $2,572 | 0.2% | $43.70 | — | UNIT 99/99/9999 | 032511404 |
| ILMN | ILLUMINA INC | 13,352 | $2,563 | 0.2% | $124.58 | +29.5% | COM | 452327109 |
| — | POPEYES LA KITCHEN INC | 42,849 | $2,507 | 0.2% | $44.35 | — | COM | 732872106 |
| TIP | ISHARES TR | 22,625 | $2,482 | 0.2% | $109.70 | — | TIPS BD ETF | 464287176 |
| SHOO | MADDEN STEVEN LTD | 81,826 | $2,473 | 0.2% | $21.33 | -10.1% | COM | 556269108 |
| IWP | ISHARES TR | 26,867 | $2,470 | 0.2% | $91.93 | — | RUS MD CP GR ETF | 464287481 |
| — | CHUYS HLDGS INC | 78,684 | $2,466 | 0.2% | $31.34 | — | COM | 171604101 |
| — | DERMIRA INC | 70,970 | $2,456 | 0.2% | $34.61 | — | COM | 24983L104 |
| — | RTW HLDGS INC | 2,630,000 | $2,429 | 0.2% | $0.92 | — | NOTE 5.625%11/1 | 749772AB5 |
| — | MACQUARIE INFRASTRUCTURE COR | 2,170,000 | $2,426 | 0.2% | $1.12 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| SBUX | STARBUCKS CORP | 40,189 | $2,413 | 0.2% | $45.95 | +7.5% | COM | 855244109 |
| NKE | NIKE INC | 38,250 | $2,391 | 0.2% | $43.02 | +31.7% | CL B | 654106103 |
| — | ADEPTUS HEALTH INC | 43,272 | $2,359 | 0.2% | $63.21 | — | CL A | 006855100 |
| QCOM | QUALCOMM INC | 47,023 | $2,350 | 0.2% | $39.99 | 0.0% | COM | 747525103 |
| — | ANTHEM INC | 50,960 | $2,347 | 0.2% | $50.57 | — | UNIT 05/01/20188 | 036752202 |
| — | NANOSTRING TECHNOLOGIES INC | 159,209 | $2,342 | 0.2% | $13.12 | — | COM | 63009R109 |
| — | WNS HOLDINGS LTD | 74,368 | $2,320 | 0.2% | $31.20 | — | SPON ADR | 92932M101 |
| — | RENTRAK CORP | 48,383 | $2,300 | 0.2% | $64.00 | — | COM | 760174102 |
| — | IGI LABS INC | 2,345,000 | $2,288 | 0.2% | $0.98 | — | NOTE 3.750%12/1 | 449575AB5 |
| MMI | MARCUS & MILLICHAP INC | 78,184 | $2,278 | 0.2% | $40.18 | -14.2% | COM | 566324109 |
| — | SPECTRANETICS CORP | 151,020 | $2,274 | 0.2% | $20.09 | — | COM | 84760C107 |
| — | SYNERGY PHARMACEUTICALS DEL | 395,059 | $2,240 | 0.2% | $6.36 | — | COM NEW | 871639308 |
| — | AMERICAN TOWER CORP NEW | 21,865 | $2,236 | 0.2% | $106.29 | — | PFD CONV SER A | 03027X308 |
| HD | HOME DEPOT INC | 16,798 | $2,222 | 0.2% | $90.45 | +10.5% | COM | 437076102 |
| — | RADIUS HEALTH INC | 35,945 | $2,212 | 0.2% | $40.97 | — | COM NEW | 750469207 |
| SPY | SPDR S&P 500 ETF TR | 10,844 | $2,211 | 0.2% | $203.89 | — | TR UNIT | 78462F103 |
| — | SEQUENTIAL BRNDS GROUP INC N | 275,488 | $2,179 | 0.2% | $7.91 | — | COM | 81734P107 |
| KMB | KIMBERLY CLARK CORP | 16,844 | $2,144 | 0.1% | $85.00 | 0.0% | COM | 494368103 |
| — | K2M GROUP HLDGS INC | 107,806 | $2,128 | 0.1% | $22.72 | — | COM | 48273J107 |
| MA | MASTERCARD INC | 21,489 | $2,092 | 0.1% | $92.19 | 0.0% | CL A | 57636Q104 |
| ECL | ECOLAB INC | 18,211 | $2,083 | 0.1% | $99.79 | +5.4% | COM | 278865100 |
| DSGX | DESCARTES SYS GROUP INC | 102,243 | $2,053 | 0.1% | $15.71 | +19.0% | COM | 249906108 |
| JPM | JPMORGAN CHASE & CO | 30,594 | $2,020 | 0.1% | $49.68 | 0.0% | COM | 46625H100 |
| — | EXPRESS INC | 116,605 | $2,015 | 0.1% | $17.87 | — | COM | 30219E103 |
| TMO | THERMO FISHER SCIENTIFIC INC | 14,171 | $2,010 | 0.1% | $126.27 | +2.6% | COM | 883556102 |
| GILD | GILEAD SCIENCES INC | 19,656 | $1,989 | 0.1% | $62.81 | +16.1% | COM | 375558103 |
| — | INFINERA CORPORATION | 109,753 | $1,989 | 0.1% | $19.56 | — | COM | 45667G103 |
| ACAD | ACADIA PHARMACEUTICALS INC | 55,254 | $1,970 | 0.1% | $35.23 | 0.0% | COM | 004225108 |
| — | ALDER BIOPHARMACEUTICALS INC | 59,198 | $1,955 | 0.1% | $27.32 | — | COM | 014339105 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 13,568 | $1,907 | 0.1% | $153.75 | -9.9% | SHS USD | G50871105 |
| — | MGIC INVT CORP WIS | 1,360,000 | $1,890 | 0.1% | $1.43 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | RADIAN GROUP INC | 1,430,000 | $1,842 | 0.1% | $1.41 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | CELGENE CORP | 14,749 | $1,766 | 0.1% | $110.65 | — | COM | 151020104 |
| APPF | APPFOLIO INC | 114,221 | $1,668 | 0.1% | $15.93 | +5.3% | COM CL A | 03783C100 |
| — | NEXTERA ENERGY INC | 30,265 | $1,654 | 0.1% | $54.65 | — | UNIT 09/01/2016 | 65339F861 |
| NEO | NEOGENOMICS INC | 209,145 | $1,646 | 0.1% | $7.32 | 0.0% | COM NEW | 64049M209 |
| — | LOXO ONCOLOGY INC | 56,553 | $1,609 | 0.1% | $13.54 | — | COM | 548862101 |
| LMT | LOCKHEED MARTIN CORP | 7,367 | $1,600 | 0.1% | $165.37 | 0.0% | COM | 539830109 |
| — | DIGIRAD CORP | 250,000 | $1,448 | 0.1% | $3.17 | — | COM | 253827109 |
| AL | AIR LEASE CORP | 41,180 | $1,379 | 0.1% | $30.18 | -5.9% | CL A | 00912X302 |
| — | WPX ENERGY INC | 42,500 | $1,336 | 0.1% | $36.12 | — | PFD SER A CV | 98212B202 |
| — | BLUEBIRD BIO INC | 18,329 | $1,177 | 0.1% | $123.10 | — | COM | 09609G100 |
| — | SYNTEL INC | 23,847 | $1,079 | 0.1% | $45.25 | — | COM | 87162H103 |
| — | RED HAT INC | 695,000 | $905 | 0.1% | $1.30 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | GILEAD SCIENCES INC | 202,000 | $903 | 0.1% | $4.29 | — | NOTE 1.625% 5/0 | 375558AP8 |
| HUM | HUMANA INC | 4,813 | $859 | 0.1% | $170.44 | -5.1% | COM | 444859102 |
| CLLS | CELLECTIS S A | 23,752 | $737 | 0.1% | $31.03 | — | SPONSORED ADS | 15117K103 |
| — | FLEX PHARMA INC | 57,035 | $710 | 0.0% | $18.24 | — | COM | 33938A105 |
| — | HEMISPHERE MEDIA GROUP INC | 35,663 | $526 | 0.0% | $13.60 | — | CL A | 42365Q103 |
| DLTH | DULUTH HLDGS INC | 28,492 | $416 | 0.0% | $15.09 | 0.0% | COM CL B | 26443V101 |
| — | TRILLIUM THERAPEUTICS INC | 27,095 | $342 | 0.0% | $15.38 | — | COM NEW | 89620X506 |
| — | PFENEX INC | 15,504 | $192 | 0.0% | $19.03 | — | COM | 717071104 |