Location: Rancho Santa Fe, CA
CIK: 0001389574 · Show all filings
Period: Q1 2016 (← Previous) (Next →)
Filing Date: May 13, 2016
Total Value: $1.369B (75.9% shares, 24.1% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| LVS | LAS VEGAS SANDS CORP | 1,000,000 | $51.68M | 3.8% | $37.29 | -5.3% | COM | 517834107 |
| — | ALLIED WRLD ASSUR COM HLDG A | 1,183,525 | $41.35M | 3.0% | $54.07 | — | SHS | H01531104 |
| WYNN | WYNN RESORTS LTD | 300,000 | $28.03M | 2.0% | $65.22 | 0.0% | COM | 983134107 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 21,175 | $19.46M | 1.4% | $1039.78 | — | PFD CONV SER A | G0177J116 |
| — | LIBERTY INTERACTIVE LLC | 10,810,000 | $18.04M | 1.3% | $1.28 | — | DEB 0.750% 3/3 | 530610AC8 |
| — | NXP SEMICONDUCTORS N V | 13,070,000 | $14.46M | 1.1% | $1.10 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | CROWN CASTLE INTL CORP NEW | 122,930 | $13.18M | 1.0% | $102.68 | — | CNV PFD STK SR A | 22822V200 |
| — | MICROCHIP TECHNOLOGY INC | 12,000,000 | $12.35M | 0.9% | $1.03 | — | NOTE 1.625% 2/1 | 595017AD6 |
| VMC | VULCAN MATLS CO | 110,507 | $11.67M | 0.9% | $86.57 | +0.6% | COM | 929160109 |
| — | RTI INTL METALS INC | 11,110,000 | $11.62M | 0.8% | $0.99 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | SALESFORCE COM INC | 9,080,000 | $11.24M | 0.8% | $1.27 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | LINKEDIN CORP | 12,390,000 | $11.22M | 0.8% | $1.05 | — | NOTE 0.500%11/0 | 53578AAB4 |
| POST | POST HLDGS INC | 162,824 | $11.2M | 0.8% | $39.46 | +6.9% | COM | 737446104 |
| ODFL | OLD DOMINION FGHT LINES INC | 157,894 | $10.99M | 0.8% | $16.97 | +16.1% | COM | 679580100 |
| — | SINA CORP | 10,810,000 | $10.58M | 0.8% | $0.92 | — | NOTE 1.000%12/0 | 82922RAD5 |
| — | BROADCOM LTD | 62,136 | $9.6M | 0.7% | $154.50 | — | SHS | Y09827109 |
| — | PALO ALTO NETWORKS INC | 6,130,000 | $9.544M | 0.7% | $1.62 | — | NOTE 7/0 | 697435AB1 |
| — | ELECTRONICS FOR IMAGING INC | 9,175,000 | $9.542M | 0.7% | $1.02 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | PRICELINE GRP INC | 6,615,000 | $9.48M | 0.7% | $1.42 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| MGM | MGM RESORTS INTERNATIONAL | 436,026 | $9.348M | 0.7% | $19.57 | -4.6% | COM | 552953101 |
| — | JAZZ INVESTMENTS I LTD | 8,935,000 | $9.181M | 0.7% | $1.02 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 11,135,000 | $8.873M | 0.6% | $1.08 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | J2 GLOBAL INC | 8,165,000 | $8.859M | 0.6% | $1.15 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 9,160,000 | $8.828M | 0.6% | $1.09 | — | NOTE 0.750% 8/1 | 87157BAA1 |
| — | EURONET WORLDWIDE INC | 7,200,000 | $8.577M | 0.6% | $1.19 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | CYRUSONE INC | 186,888 | $8.531M | 0.6% | $30.33 | — | COM | 23283R100 |
| VC | VISTEON CORP | 105,481 | $8.395M | 0.6% | $60.31 | +13.1% | COM NEW | 92839U206 |
| — | ECHO GLOBAL LOGISTICS INC | 8,280,000 | $8.337M | 0.6% | $1.05 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | MEDICINES CO | 6,915,000 | $7.814M | 0.6% | $1.13 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | HORIZON PHARMA INVT LTD | 9,135,000 | $7.782M | 0.6% | $0.85 | — | NOTE 2.500% 3/1 | 44052TAB7 |
| TAP | MOLSON COORS BREWING CO | 79,345 | $7.631M | 0.6% | $69.85 | 0.0% | CL B | 60871R209 |
| — | RYLAND GROUP INC | 6,260,000 | $7.629M | 0.6% | $1.47 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| DAL | DELTA AIR LINES INC DEL | 156,253 | $7.606M | 0.6% | $33.78 | +22.5% | COM NEW | 247361702 |
| — | SUMMIT MATLS INC | 389,295 | $7.572M | 0.6% | $19.87 | — | CL A | 86614U100 |
| — | HOLOGIC INC | 5,950,000 | $7.393M | 0.5% | $1.27 | — | FRNT 12/1 | 436440AG6 |
| — | MERCADOLIBRE INC | 6,525,000 | $7.328M | 0.5% | $1.12 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | JARDEN CORP | 3,860,000 | $7.252M | 0.5% | $1.46 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | BLACKHAWK NETWORK HLDGS INC | 201,972 | $6.928M | 0.5% | $42.39 | — | COM | 09238E104 |
| EQIX | EQUINIX INC | 20,883 | $6.906M | 0.5% | $239.90 | +4.7% | COM PAR $0.001 | 29444U700 |
| — | PROOFPOINT INC | 4,685,000 | $6.837M | 0.5% | $1.37 | — | NOTE 1.250%12/1 | 743424AB9 |
| GGG | GRACO INC | 81,121 | $6.811M | 0.5% | $21.90 | 0.0% | COM | 384109104 |
| — | ECHO GLOBAL LOGISTICS INC | 247,232 | $6.715M | 0.5% | $24.19 | — | COM | 27875T101 |
| — | ORBITAL ATK INC | 77,216 | $6.713M | 0.5% | $86.94 | — | COM | 68557N103 |
| BURL | BURLINGTON STORES INC | 116,394 | $6.546M | 0.5% | $48.53 | +7.6% | COM | 122017106 |
| TSCO | TRACTOR SUPPLY CO | 71,727 | $6.488M | 0.5% | $14.59 | +0.9% | COM | 892356106 |
| TRMB | TRIMBLE NAVIGATION LTD | 261,556 | $6.487M | 0.5% | $22.08 | 0.0% | COM | 896239100 |
| PANW | PALO ALTO NETWORKS INC | 39,735 | $6.482M | 0.5% | $16.58 | +48.3% | COM | 697435105 |
| — | MICRON TECHNOLOGY INC | 5,500,000 | $6.473M | 0.5% | $1.18 | — | NOTE 1.625% 2/1 | 595112AU7 |
| SMG | SCOTTS MIRACLE GRO CO | 88,704 | $6.455M | 0.5% | $49.19 | 0.0% | CL A | 810186106 |
| WWD | WOODWARD INC | 122,347 | $6.364M | 0.5% | $43.63 | +2.5% | COM | 980745103 |
| MTN | VAIL RESORTS INC | 47,277 | $6.321M | 0.5% | $89.89 | +39.3% | COM | 91879Q109 |
| — | BANK OF THE OZARKS INC | 150,226 | $6.305M | 0.5% | $36.80 | — | COM | 063904106 |
| DY | DYCOM INDS INC | 96,534 | $6.243M | 0.5% | $69.19 | -11.8% | COM | 267475101 |
| — | ENVESTNET INC | 7,205,000 | $6.228M | 0.5% | $0.89 | — | NOTE 1.750%12/1 | 29404KAA4 |
| URI | UNITED RENTALS INC | 99,578 | $6.193M | 0.5% | $63.64 | -15.4% | COM | 911363109 |
| MANH | MANHATTAN ASSOCS INC | 108,713 | $6.183M | 0.5% | $56.02 | -0.7% | COM | 562750109 |
| — | SERVICENOW INC | 5,695,000 | $6.168M | 0.5% | $1.13 | — | NOTE 11/0 | 81762PAB8 |
| MTDR | MATADOR RES CO | 312,848 | $5.932M | 0.4% | $21.56 | -23.0% | COM | 576485205 |
| SWKS | SKYWORKS SOLUTIONS INC | 76,102 | $5.928M | 0.4% | $55.21 | 0.0% | COM | 83088M102 |
| PGR | PROGRESSIVE CORP OHIO | 167,918 | $5.901M | 0.4% | $22.49 | +6.9% | COM | 743315103 |
| — | BERRY PLASTICS GROUP INC | 163,081 | $5.895M | 0.4% | $35.03 | — | COM | 08579W103 |
| — | TWITTER INC | 6,980,000 | $5.846M | 0.4% | $0.84 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | INTERPUBLIC GROUP COS INC | 254,671 | $5.845M | 0.4% | $14.88 | 0.0% | COM | 460690100 |
| — | MICHAELS COS INC | 208,926 | $5.844M | 0.4% | $27.33 | — | COM | 59408Q106 |
| CHRW | C H ROBINSON WORLDWIDE INC | 78,697 | $5.842M | 0.4% | $54.33 | 0.0% | COM NEW | 12541W209 |
| — | TREEHOUSE FOODS INC | 66,798 | $5.795M | 0.4% | $86.75 | — | COM | 89469A104 |
| AMAT | APPLIED MATLS INC | 272,589 | $5.773M | 0.4% | $16.27 | 0.0% | COM | 038222105 |
| CCI | CROWN CASTLE INTL CORP NEW | 66,675 | $5.767M | 0.4% | $56.09 | 0.0% | COM | 22822V101 |
| WSO | WATSCO INC | 42,752 | $5.76M | 0.4% | $122.93 | -1.3% | COM | 942622200 |
| AZO | AUTOZONE INC | 7,202 | $5.738M | 0.4% | $708.37 | +6.8% | COM | 053332102 |
| — | L BRANDS INC | 64,519 | $5.665M | 0.4% | $76.57 | — | COM | 501797104 |
| ATRO | ASTRONICS CORP | 148,434 | $5.663M | 0.4% | $29.50 | -16.3% | COM | 046433108 |
| — | RTW HLDGS INC | 6,230,000 | $5.634M | 0.4% | $0.91 | — | NOTE 5.625%11/1 | 749772AB5 |
| ROST | ROSS STORES INC | 96,577 | $5.592M | 0.4% | $40.64 | +23.9% | COM | 778296103 |
| SJM | SMUCKER J M CO | 42,945 | $5.576M | 0.4% | $88.75 | +5.3% | COM NEW | 832696405 |
| VSAT | VIASAT INC | 75,391 | $5.54M | 0.4% | $66.50 | 0.0% | COM | 92552V100 |
| — | AIR LEASE CORP | 4,155,000 | $5.539M | 0.4% | $1.37 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | STARWOOD PPTY TR INC | 5,480,000 | $5.494M | 0.4% | $1.00 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| SBNY | SIGNATURE BK NEW YORK N Y | 40,296 | $5.485M | 0.4% | $117.04 | — | COM | 82669G104 |
| NWL | NEWELL RUBBERMAID INC | 123,617 | $5.475M | 0.4% | $27.17 | -3.6% | COM | 651229106 |
| MSM | MSC INDL DIRECT INC | 71,716 | $5.473M | 0.4% | $66.99 | 0.0% | CL A | 553530106 |
| — | BIOMARIN PHARMACEUTICAL INC | 4,700,000 | $5.443M | 0.4% | $1.49 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | NAVISTAR INTL CORP NEW | 9,100,000 | $5.415M | 0.4% | $0.86 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| RYAAY | RYANAIR HLDGS PLC | 62,607 | $5.373M | 0.4% | $86.46 | — | SPONSORED ADR NE | 783513203 |
| — | DR PEPPER SNAPPLE GROUP INC | 59,938 | $5.36M | 0.4% | $93.21 | — | COM | 26138E109 |
| — | NVIDIA CORP | 3,000,000 | $5.353M | 0.4% | $1.78 | — | NOTE 1.000%12/0 | 67066GAC8 |
| DXCM | DEXCOM INC | 78,762 | $5.349M | 0.4% | $17.61 | -5.1% | COM | 252131107 |
| — | BIOMARIN PHARMACEUTICAL INC | 4,500,000 | $5.335M | 0.4% | $1.19 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | VANTIV INC | 98,530 | $5.309M | 0.4% | $49.56 | — | CL A | 92210H105 |
| — | CHENIERE ENERGY INC | 10,180,000 | $5.306M | 0.4% | $0.77 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | ACTIVISION BLIZZARD INC | 156,146 | $5.284M | 0.4% | $30.89 | — | COM | 00507V109 |
| — | ASPEN TECHNOLOGY INC | 145,808 | $5.268M | 0.4% | $37.76 | — | COM | 045327103 |
| SAIC | SCIENCE APPLICATNS INTL CP N | 97,831 | $5.218M | 0.4% | $45.63 | -2.6% | COM | 808625107 |
| — | SANDISK CORP | 3,250,000 | $5.125M | 0.4% | $1.29 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| WBS | WEBSTER FINL CORP CONN | 140,559 | $5.046M | 0.4% | $37.87 | -9.6% | COM | 947890109 |
| — | BAXALTA INC | 124,864 | $5.045M | 0.4% | $39.64 | — | COM | 07177M103 |
| — | BOINGO WIRELESS INC | 652,518 | $5.037M | 0.4% | $8.22 | — | COM | 09739C102 |
| MNRO | MONRO MUFFLER BRAKE INC | 69,489 | $4.966M | 0.4% | $64.83 | +2.1% | COM | 610236101 |
| EVR | EVERCORE PARTNERS INC | 95,808 | $4.958M | 0.4% | $43.12 | -10.6% | CLASS A | 29977A105 |
| PCAR | PACCAR INC | 90,578 | $4.954M | 0.4% | $23.28 | 0.0% | COM | 693718108 |
| — | CHARTER COMMUNICATIONS INC D | 24,447 | $4.949M | 0.4% | $156.63 | — | CL A NEW | 16117M305 |
| — | CRAY INC | 118,051 | $4.948M | 0.4% | $41.91 | — | COM NEW | 225223304 |
| — | MDC PARTNERS INC | 208,908 | $4.93M | 0.4% | $21.18 | — | CL A SUB VTG | 552697104 |
| — | INCYTE CORP | 3,120,000 | $4.898M | 0.4% | $1.56 | — | NOTE 1.250%11/1 | 45337CAN2 |
| META | FACEBOOK INC | 42,875 | $4.892M | 0.4% | $102.45 | +2.3% | CL A | 30303M102 |
| MPWR | MONOLITHIC PWR SYS INC | 76,366 | $4.86M | 0.4% | $56.61 | -3.3% | COM | 609839105 |
| MAS | MASCO CORP | 154,152 | $4.848M | 0.4% | $23.79 | 0.0% | COM | 574599106 |
| GPK | GRAPHIC PACKAGING HLDG CO | 375,989 | $4.831M | 0.4% | $12.79 | -4.9% | COM | 388689101 |
| APOG | APOGEE ENTERPRISES INC | 108,808 | $4.776M | 0.3% | $36.65 | -11.0% | COM | 037598109 |
| AMWD | AMERICAN WOODMARK CORP | 62,626 | $4.671M | 0.3% | $75.42 | -10.6% | COM | 030506109 |
| — | CORE MARK HOLDING CO INC | 56,770 | $4.63M | 0.3% | $64.61 | — | COM | 218681104 |
| FANG | DIAMONDBACK ENERGY INC | 59,756 | $4.612M | 0.3% | $52.07 | +4.8% | COM | 25278X109 |
| GWRE | GUIDEWIRE SOFTWARE INC | 84,547 | $4.606M | 0.3% | $46.28 | +12.9% | COM | 40171V100 |
| THRM | GENTHERM INC | 110,365 | $4.59M | 0.3% | $41.17 | -1.8% | COM | 37253A103 |
| — | ELECTRONICS FOR IMAGING INC | 107,597 | $4.561M | 0.3% | $43.57 | — | COM | 286082102 |
| AYI | ACUITY BRANDS INC | 20,737 | $4.524M | 0.3% | $156.12 | +28.0% | COM | 00508Y102 |
| TYL | TYLER TECHNOLOGIES INC | 34,907 | $4.489M | 0.3% | $153.67 | -9.6% | COM | 902252105 |
| — | BLACKSTONE MTG TR INC | 4,300,000 | $4.488M | 0.3% | $1.04 | — | NOTE 5.250%12/0 | 09257WAA8 |
| ALL | ALLSTATE CORP | 66,340 | $4.469M | 0.3% | $49.75 | +1.5% | COM | 020002101 |
| CPS | COOPER STD HLDGS INC | 61,949 | $4.45M | 0.3% | $62.32 | +13.9% | COM | 21676P103 |
| COLM | COLUMBIA SPORTSWEAR CO | 73,775 | $4.433M | 0.3% | $51.93 | -6.4% | COM | 198516106 |
| SHW | SHERWIN WILLIAMS CO | 15,498 | $4.412M | 0.3% | $72.22 | +10.5% | COM | 824348106 |
| — | SPECTRANETICS CORP | 5,460,000 | $4.324M | 0.3% | $0.92 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| ZD | J2 GLOBAL INC | 68,762 | $4.234M | 0.3% | $61.03 | -0.8% | COM | 48123V102 |
| AGO | ASSURED GUARANTY LTD | 164,570 | $4.164M | 0.3% | $19.51 | +6.3% | COM | G0585R106 |
| DG | DOLLAR GEN CORP NEW | 48,569 | $4.158M | 0.3% | $66.64 | 0.0% | COM | 256677105 |
| HCA | HCA HOLDINGS INC | 52,711 | $4.114M | 0.3% | $64.91 | 0.0% | COM | 40412C101 |
| ARMK | ARAMARK | 124,141 | $4.112M | 0.3% | $20.21 | +0.5% | COM | 03852U106 |
| INTU | INTUIT | 38,959 | $4.052M | 0.3% | $89.54 | 0.0% | COM | 461202103 |
| MHK | MOHAWK INDS INC | 21,198 | $4.047M | 0.3% | $195.16 | -10.8% | COM | 608190104 |
| HUBG | HUB GROUP INC | 98,528 | $4.019M | 0.3% | $17.32 | 0.0% | CL A | 443320106 |
| — | BROADSOFT INC | 99,560 | $4.017M | 0.3% | $30.98 | — | COM | 11133B409 |
| — | IMPERVA INC | 79,397 | $4.01M | 0.3% | $41.87 | — | COM | 45321L100 |
| — | HANESBRANDS INC | 141,283 | $4.004M | 0.3% | $42.77 | — | COM | 410345102 |
| SNPS | SYNOPSYS INC | 80,883 | $3.918M | 0.3% | $48.36 | -8.7% | COM | 871607107 |
| SHAK | SHAKE SHACK INC | 104,251 | $3.891M | 0.3% | $36.00 | 0.0% | CL A | 819047101 |
| MXL | MAXLINEAR INC | 209,838 | $3.882M | 0.3% | $11.02 | +43.9% | CL A | 57776J100 |
| CRI | CARTER INC | 36,828 | $3.881M | 0.3% | $55.93 | +31.7% | COM | 146229109 |
| — | MICROSEMI CORP | 100,922 | $3.866M | 0.3% | $38.31 | — | COM | 595137100 |
| TXRH | TEXAS ROADHOUSE INC | 88,535 | $3.858M | 0.3% | $29.95 | +10.0% | COM | 882681109 |
| SHOO | MADDEN STEVEN LTD | 104,069 | $3.855M | 0.3% | $20.87 | -7.9% | COM | 556269108 |
| KR | KROGER CO | 100,491 | $3.844M | 0.3% | $30.17 | +4.8% | COM | 501044101 |
| LITE | LUMENTUM HLDGS INC | 141,272 | $3.81M | 0.3% | $23.10 | 0.0% | COM | 55024U109 |
| ISRG | INTUITIVE SURGICAL INC | 6,325 | $3.802M | 0.3% | $61.97 | 0.0% | COM NEW | 46120E602 |
| ULTA | ULTA SALON COSMETCS & FRAG I | 19,529 | $3.784M | 0.3% | $139.52 | +24.9% | COM | 90384S303 |
| NXPI | NXP SEMICONDUCTORS N V | 46,469 | $3.767M | 0.3% | $37.91 | +74.8% | COM | N6596X109 |
| — | PANERA BREAD CO | 18,286 | $3.746M | 0.3% | $204.86 | — | CL A | 69840W108 |
| BAH | BOOZ ALLEN HAMILTON HLDG COR | 123,395 | $3.736M | 0.3% | $24.10 | -1.2% | CL A | 099502106 |
| — | PROOFPOINT INC | 69,429 | $3.734M | 0.3% | $40.04 | — | COM | 743424103 |
| — | CALAMP CORP | 207,350 | $3.718M | 0.3% | $16.24 | — | COM | 128126109 |
| — | PINNACLE FOODS INC DEL | 83,004 | $3.709M | 0.3% | $44.68 | — | COM | 72348P104 |
| SLB | SCHLUMBERGER LTD | 50,072 | $3.693M | 0.3% | $53.13 | 0.0% | COM | 806857108 |
| DHI | D R HORTON INC | 121,774 | $3.681M | 0.3% | $26.27 | -6.3% | COM | 23331A109 |
| EW | EDWARDS LIFESCIENCES CORP | 41,627 | $3.672M | 0.3% | $24.12 | +14.4% | COM | 28176E108 |
| — | CALLIDUS SOFTWARE INC | 218,336 | $3.642M | 0.3% | $15.82 | — | COM | 13123E500 |
| — | CHUYS HLDGS INC | 116,212 | $3.611M | 0.3% | $31.25 | — | COM | 171604101 |
| SBUX | STARBUCKS CORP | 60,064 | $3.586M | 0.3% | $46.43 | +2.1% | COM | 855244109 |
| ECL | ECOLAB INC | 31,954 | $3.564M | 0.3% | $97.88 | -2.6% | COM | 278865100 |
| CIEN | CIENA CORP | 184,369 | $3.507M | 0.3% | $22.78 | -18.9% | COM NEW | 171779309 |
| IMAX | IMAX CORP | 112,030 | $3.483M | 0.3% | $37.43 | -18.2% | COM | 45245E109 |
| — | CANADIAN PAC RY LTD | 26,204 | $3.477M | 0.3% | $127.60 | — | COM | 13645T100 |
| BFAM | BRIGHT HORIZONS FAM SOL IN D | 53,595 | $3.472M | 0.3% | $64.29 | 0.0% | COM | 109194100 |
| — | LOGMEIN INC | 67,909 | $3.427M | 0.3% | $53.28 | — | COM | 54142L109 |
| — | POPEYES LA KITCHEN INC | 65,168 | $3.393M | 0.2% | $46.99 | — | COM | 732872106 |
| EL | LAUDER ESTEE COS INC | 35,944 | $3.39M | 0.2% | $75.21 | +4.5% | CL A | 518439104 |
| WIX | WIX COM LTD | 166,165 | $3.368M | 0.2% | $19.88 | +0.7% | SHS | M98068105 |
| — | CORNERSTONE ONDEMAND INC | 102,512 | $3.359M | 0.2% | $33.00 | — | COM | 21925Y103 |
| TJX | TJX COS INC NEW | 42,582 | $3.336M | 0.2% | $30.90 | +2.3% | COM | 872540109 |
| — | 2U INC | 147,572 | $3.335M | 0.2% | $27.98 | — | COM | 90214J101 |
| AMG | AFFILIATED MANAGERS GROUP | 20,375 | $3.309M | 0.2% | $176.07 | -23.3% | COM | 008252108 |
| NKE | NIKE INC | 52,377 | $3.22M | 0.2% | $45.76 | +16.2% | CL B | 654106103 |
| HD | HOME DEPOT INC | 24,037 | $3.207M | 0.2% | $92.84 | +6.0% | COM | 437076102 |
| — | GENERAL ELECTRIC CO | 100,018 | $3.18M | 0.2% | $25.53 | — | COM | 369604103 |
| — | MGIC INVT CORP WIS | 2,500,000 | $3.148M | 0.2% | $1.35 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | ULTIMATE SOFTWARE GROUP INC | 16,157 | $3.126M | 0.2% | $169.87 | — | COM | 90385D107 |
| — | LIBERTY MEDIA CORP DELAWARE | 80,339 | $3.103M | 0.2% | $67.09 | — | CL A | 531229102 |
| VLRS | CONTROLADORA VUELA CIA DE AV | 146,548 | $3.088M | 0.2% | $11.70 | — | SPON ADR RP 10 | 21240E105 |
| MSFT | MICROSOFT CORP | 55,887 | $3.087M | 0.2% | $46.08 | 0.0% | COM | 594918104 |
| — | BROOKDALE SR LIVING INC | 3,230,000 | $3.081M | 0.2% | $1.30 | — | NOTE 2.750% 6/1 | 112463AA2 |
| — | ABIOMED INC | 32,486 | $3.08M | 0.2% | $78.17 | — | COM | 003654100 |
| LMT | LOCKHEED MARTIN CORP | 13,870 | $3.072M | 0.2% | $165.30 | -0.0% | COM | 539830109 |
| LKQ | LKQ CORP | 96,137 | $3.07M | 0.2% | $25.04 | 0.0% | COM | 501889208 |
| AMZN | AMAZON COM INC | 5,168 | $3.068M | 0.2% | $28.38 | 0.0% | COM | 023135106 |
| — | KNOLL INC | 141,130 | $3.055M | 0.2% | $21.65 | — | COM NEW | 498904200 |
| CSGS | CSG SYS INTL INC | 67,549 | $3.051M | 0.2% | $30.77 | 0.0% | COM | 126349109 |
| MSCI | MSCI INC | 40,944 | $3.033M | 0.2% | $62.13 | 0.0% | COM | 55354G100 |
| EEFT | EURONET WORLDWIDE INC | 40,769 | $3.021M | 0.2% | $70.60 | 0.0% | COM | 298736109 |
| EXR | EXTRA SPACE STORAGE INC | 32,235 | $3.013M | 0.2% | $59.97 | 0.0% | COM | 30225T102 |
| LAMR | LAMAR ADVERTISING CO NEW | 48,668 | $2.993M | 0.2% | $61.50 | — | CL A | 512816109 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 36,272 | $2.992M | 0.2% | $99.36 | -18.1% | COM | 09061G101 |
| LDOS | LEIDOS HLDGS INC | 59,226 | $2.98M | 0.2% | $29.76 | 0.0% | COM | 525327102 |
| — | CONCHO RES INC | 29,223 | $2.953M | 0.2% | $110.44 | — | COM | 20605P101 |
| — | LAM RESEARCH CORP | 35,538 | $2.935M | 0.2% | $79.58 | — | COM | 512807108 |
| — | WABCO HLDGS INC | 27,206 | $2.909M | 0.2% | $106.92 | — | COM | 92927K102 |
| EXP | EAGLE MATERIALS INC | 41,365 | $2.9M | 0.2% | $55.54 | 0.0% | COM | 26969P108 |
| — | FLIR SYS INC | 88,005 | $2.9M | 0.2% | $32.95 | — | COM | 302445101 |
| — | BEACON ROOFING SUPPLY INC | 70,674 | $2.898M | 0.2% | $41.01 | — | COM | 073685109 |
| FAST | FASTENAL CO | 58,570 | $2.87M | 0.2% | $8.38 | 0.0% | COM | 311900104 |
| — | GCP APPLIED TECHNOLOGIES INC | 143,443 | $2.86M | 0.2% | $19.94 | — | COM | 36164Y101 |
| SYF | SYNCHRONY FINL | 99,290 | $2.846M | 0.2% | $22.17 | 0.0% | COM | 87165B103 |
| — | POLYONE CORP | 93,344 | $2.824M | 0.2% | $30.25 | — | COM | 73179P106 |
| ALLY | ALLY FINL INC | 149,314 | $2.795M | 0.2% | $13.16 | 0.0% | COM | 02005N100 |
| AKAM | AKAMAI TECHNOLOGIES INC | 49,958 | $2.776M | 0.2% | $50.81 | 0.0% | COM | 00971T101 |
| — | AMERICAN TOWER CORP NEW | 25,610 | $2.688M | 0.2% | $106.10 | — | PFD CONV SER A | 03027X308 |
| HUBS | HUBSPOT INC | 61,482 | $2.682M | 0.2% | $43.00 | 0.0% | COM | 443573100 |
| CB | CHUBB LIMITED | 22,022 | $2.624M | 0.2% | $96.06 | 0.0% | COM | H1467J104 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 65,735 | $2.6M | 0.2% | $50.83 | -21.9% | COM | 64125C109 |
| ADBE | ADOBE SYS INC | 27,365 | $2.567M | 0.2% | $89.84 | -3.5% | COM | 00724F101 |
| TIP | ISHARES TR | 21,920 | $2.513M | 0.2% | $109.70 | — | TIPS BD ETF | 464287176 |
| AAPL | APPLE INC | 23,024 | $2.509M | 0.2% | $22.55 | 0.0% | COM | 037833100 |
| — | ENCORE CAP GROUP INC | 3,250,000 | $2.505M | 0.2% | $0.99 | — | NOTE 3.000% 7/0 | 292554AF9 |
| KMB | KIMBERLY CLARK CORP | 18,484 | $2.486M | 0.2% | $85.69 | +8.3% | COM | 494368103 |
| MA | MASTERCARD INC | 26,308 | $2.486M | 0.2% | $90.59 | -7.9% | CL A | 57636Q104 |
| MELI | MERCADOLIBRE INC | 20,848 | $2.457M | 0.2% | $102.87 | 0.0% | COM | 58733R102 |
| TMO | THERMO FISHER SCIENTIFIC INC | 17,319 | $2.452M | 0.2% | $127.00 | +2.6% | COM | 883556102 |
| RGEN | REPLIGEN CORP | 90,215 | $2.42M | 0.2% | $18.71 | +30.8% | COM | 759916109 |
| — | WNS HOLDINGS LTD | 78,804 | $2.415M | 0.2% | $31.17 | — | SPON ADR | 92932M101 |
| — | MACQUARIE INFRASTRUCTURE COR | 2,170,000 | $2.397M | 0.2% | $1.12 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | ANTHEM INC | 50,960 | $2.379M | 0.2% | $50.57 | — | UNIT 05/01/20188 | 036752202 |
| FMX | FOMENTO ECONOMICO MEXICANO S | 24,634 | $2.373M | 0.2% | $91.47 | — | SPON ADR UNITS | 344419106 |
| WFC | WELLS FARGO & CO NEW | 48,863 | $2.363M | 0.2% | $40.77 | -9.0% | COM | 949746101 |
| — | INTEGRATED DEVICE TECHNOLOGY | 2,500,000 | $2.333M | 0.2% | $0.93 | — | NOTE 0.875%11/1 | 458118AB2 |
| — | GIGAMON INC | 74,304 | $2.305M | 0.2% | $31.02 | — | COM | 37518B102 |
| — | NEVRO CORP | 40,500 | $2.279M | 0.2% | $56.27 | — | COM | 64157F103 |
| — | SPECTRANETICS CORP | 156,012 | $2.265M | 0.2% | $19.91 | — | COM | 84760C107 |
| — | ADEPTUS HEALTH INC | 40,295 | $2.238M | 0.2% | $63.21 | — | CL A | 006855100 |
| — | NEXTERA ENERGY INC | 35,965 | $2.19M | 0.2% | $55.64 | — | UNIT 09/01/2016 | 65339F861 |
| NOW | SERVICENOW INC | 35,496 | $2.172M | 0.2% | $11.91 | +6.3% | COM | 81762P102 |
| — | COHERENT INC | 22,403 | $2.059M | 0.2% | $91.91 | — | COM | 192479103 |
| AMBA | AMBARELLA INC | 46,000 | $2.056M | 0.2% | $76.58 | -46.0% | SHS | G037AX101 |
| NEO | NEOGENOMICS INC | 303,810 | $2.048M | 0.1% | $7.09 | -7.2% | COM NEW | 64049M209 |
| SUPN | SUPERNUS PHARMACEUTICALS INC | 130,523 | $1.99M | 0.1% | $13.05 | 0.0% | COM | 868459108 |
| — | GTT COMMUNICATIONS INC | 120,093 | $1.986M | 0.1% | $16.51 | — | COM | 362393100 |
| — | CALATLANTIC GROUP INC | 59,153 | $1.977M | 0.1% | $37.92 | — | COM | 128195104 |
| — | NUVASIVE INC | 40,462 | $1.968M | 0.1% | $48.64 | — | COM | 670704105 |
| OLED | UNIVERSAL DISPLAY CORP | 36,164 | $1.956M | 0.1% | $36.93 | +25.4% | COM | 91347P105 |
| AMN | AMN HEALTHCARE SERVICES INC | 58,069 | $1.952M | 0.1% | $28.60 | 0.0% | COM | 001744101 |
| ILMN | ILLUMINA INC | 11,943 | $1.936M | 0.1% | $124.58 | +22.7% | COM | 452327109 |
| INCY | INCYTE CORP | 26,515 | $1.922M | 0.1% | $61.57 | +21.0% | COM | 45337C102 |
| — | KATE SPADE & CO | 74,116 | $1.891M | 0.1% | $25.51 | — | COM | 485865109 |
| — | SAGE THERAPEUTICS INC | 58,580 | $1.878M | 0.1% | $33.50 | — | COM | 78667J108 |
| PCRX | PACIRA PHARMACEUTICALS INC | 35,325 | $1.872M | 0.1% | $76.32 | -23.4% | COM | 695127100 |
| — | IGI LABORATORIES INC | 2,345,000 | $1.87M | 0.1% | $0.98 | — | NOTE 3.750%12/1 | 449575AB5 |
| — | INC RESH HLDGS INC | 45,334 | $1.868M | 0.1% | $41.21 | — | CL A | 45329R109 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 33,685 | $1.856M | 0.1% | $53.91 | +5.9% | COM | 00404A109 |
| — | H & E EQUIPMENT SERVICES INC | 105,819 | $1.855M | 0.1% | $17.53 | — | COM | 404030108 |
| — | QUINTILES TRANSNATIO HLDGS I | 28,259 | $1.84M | 0.1% | $65.11 | — | COM | 74876Y101 |
| BYD | BOYD GAMING CORP | 88,591 | $1.83M | 0.1% | $16.59 | 0.0% | COM | 103304101 |
| — | PHYSICIANS RLTY TR | 97,920 | $1.819M | 0.1% | $15.27 | — | COM | 71943U104 |
| — | ALLERGAN PLC | 6,781 | $1.818M | 0.1% | $307.10 | — | SHS | G0177J108 |
| — | MEDIVATION INC | 39,496 | $1.816M | 0.1% | $45.98 | — | COM | 58501N101 |
| — | ENVISION HEALTHCARE HLDGS IN | 88,512 | $1.806M | 0.1% | $20.40 | — | COM | 29413U103 |
| DSGX | DESCARTES SYS GROUP INC | 91,539 | $1.786M | 0.1% | $15.71 | +11.9% | COM | 249906108 |
| — | ACXIOM CORP | 83,046 | $1.781M | 0.1% | $21.45 | — | COM | 005125109 |
| — | DERMIRA INC | 85,343 | $1.765M | 0.1% | $32.26 | — | COM | 24983L104 |
| — | MEDICINES CO | 54,483 | $1.731M | 0.1% | $37.35 | — | COM | 584688105 |
| PEN | PENUMBRA INC | 37,423 | $1.721M | 0.1% | $46.73 | 0.0% | COM | 70975L107 |
| — | NANOSTRING TECHNOLOGIES INC | 111,274 | $1.694M | 0.1% | $13.12 | — | COM | 63009R109 |
| RARE | ULTRAGENYX PHARMACEUTICAL IN | 25,142 | $1.592M | 0.1% | $111.67 | -41.4% | COM | 90400D108 |
| — | THERAPEUTICSMD INC | 246,900 | $1.58M | 0.1% | $5.96 | — | COM | 88338N107 |
| — | LOXO ONCOLOGY INC | 56,645 | $1.549M | 0.1% | $13.54 | — | COM | 548862101 |
| — | LINKEDIN CORP | 13,468 | $1.54M | 0.1% | $114.35 | — | COM CL A | 53578A108 |
| — | SPIRIT AIRLS INC | 28,754 | $1.38M | 0.1% | $47.99 | — | COM | 848577102 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 10,395 | $1.357M | 0.1% | $153.75 | -19.0% | SHS USD | G50871105 |
| — | TESLA MTRS INC | 1,565,000 | $1.341M | 0.1% | $0.91 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | KITE PHARMA INC | 29,181 | $1.34M | 0.1% | $45.92 | — | COM | 49803L109 |
| — | ANACOR PHARMACEUTICALS INC | 25,066 | $1.34M | 0.1% | $116.98 | — | COM | 032420101 |
| HUM | HUMANA INC | 6,983 | $1.278M | 0.1% | $167.22 | -4.3% | COM | 444859102 |
| — | LGI HOMES INC | 1,000,000 | $1.256M | 0.1% | $1.26 | — | NOTE 4.250%11/1 | 50187TAB2 |
| CRUS | CIRRUS LOGIC INC | 34,244 | $1.247M | 0.1% | $32.42 | 0.0% | COM | 172755100 |
| — | DIGIRAD CORP | 250,000 | $1.24M | 0.1% | $3.17 | — | COM | 253827109 |
| BMY | BRISTOL MYERS SQUIBB CO | 19,384 | $1.238M | 0.1% | $44.80 | 0.0% | COM | 110122108 |
| HIMX | HIMAX TECHNOLOGIES INC | 108,445 | $1.219M | 0.1% | $11.24 | — | SPONSORED ADR | 43289P106 |
| XOM | EXXON MOBIL CORP | 14,419 | $1.205M | 0.1% | $51.96 | 0.0% | COM | 30231G102 |
| JPM | JPMORGAN CHASE & CO | 20,172 | $1.195M | 0.1% | $49.68 | -9.7% | COM | 46625H100 |
| — | SYNTEL INC | 23,847 | $1.191M | 0.1% | $45.25 | — | COM | 87162H103 |
| — | RED HAT INC | 945,000 | $1.172M | 0.1% | $1.29 | — | NOTE 0.250%10/0 | 756577AD4 |
| GILD | GILEAD SCIENCES INC | 12,733 | $1.17M | 0.1% | $62.81 | +1.0% | COM | 375558103 |
| — | INFINERA CORPORATION | 72,472 | $1.164M | 0.1% | $19.56 | — | COM | 45667G103 |
| — | PORTOLA PHARMACEUTICALS INC | 53,746 | $1.096M | 0.1% | $37.66 | — | COM | 737010108 |
| — | RADIUS HEALTH INC | 32,879 | $1.034M | 0.1% | $40.97 | — | COM NEW | 750469207 |
| — | JEFFERIES GROUP INC NEW | 1,000,000 | $981K | 0.1% | $0.98 | — | DBCV 3.875%11/0 | 472319AG7 |
| MCK | MCKESSON CORP | 6,055 | $952K | 0.1% | $149.58 | 0.0% | COM | 58155Q103 |
| LIND | LINDBLAD EXPEDITIONS HLDGS I | 94,568 | $940K | 0.1% | $10.09 | 0.0% | COM | 535219109 |
| — | TESARO INC | 20,758 | $914K | 0.1% | $44.03 | — | COM | 881569107 |
| — | SEACHANGE INTL INC | 154,562 | $853K | 0.1% | $9.00 | — | COM | 811699107 |
| COLL | COLLEGIUM PHARMACEUTICAL INC | 46,773 | $849K | 0.1% | $18.18 | 0.0% | COM | 19459J104 |
| — | COMSCORE INC | 26,353 | $792K | 0.1% | $51.67 | — | COM | 20564W105 |
| — | FRONTIER COMMUNICATIONS CORP | 6,820 | $712K | 0.1% | $104.40 | — | PFD CONV SER-A | 35906A207 |
| — | INTERXION HOLDING N.V | 19,927 | $689K | 0.1% | $34.58 | — | SHS | N47279109 |
| — | HEMISPHERE MEDIA GROUP INC | 52,333 | $687K | 0.1% | $13.45 | — | CL A | 42365Q103 |
| — | CARROLS RESTAURANT GROUP INC | 46,132 | $666K | 0.0% | $14.44 | — | COM | 14574X104 |
| — | VONAGE HLDGS CORP | 142,624 | $652K | 0.0% | $4.94 | — | COM | 92886T201 |
| — | BLUEBIRD BIO INC | 12,075 | $513K | 0.0% | $123.10 | — | COM | 09609G100 |
| CLLS | CELLECTIS S A | 18,662 | $513K | 0.0% | $31.03 | — | SPONSORED ADS | 15117K103 |
| — | SEQUENTIAL BRNDS GROUP INC N | 48,547 | $310K | 0.0% | $7.91 | — | COM | 81734P107 |
| UNP | UNION PAC CORP | 3,645 | $290K | 0.0% | $61.97 | 0.0% | COM | 907818108 |
| — | AVINGER INC | 16,228 | $155K | 0.0% | $11.71 | — | COM | 053734109 |