Location: Rancho Santa Fe, CA
CIK: 0001389574 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Aug 12, 2016
Total Value: $1.442B (75.7% shares, 24.3% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| LVS | LAS VEGAS SANDS CORP | 1,026,778 | $44.66M | 3.1% | $37.27 | -2.0% | COM | 517834107 |
| — | ALLIED WRLD ASSUR COM HLDG A | 1,182,982 | $41.57M | 2.9% | $54.07 | — | SHS | H01531104 |
| MGM | MGM RESORTS INTERNATIONAL | 1,363,732 | $30.86M | 2.1% | $20.86 | +2.9% | COM | 552953101 |
| WYNN | WYNN RESORTS LTD | 300,000 | $27.19M | 1.9% | $65.22 | +29.6% | COM | 983134107 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 21,175 | $17.65M | 1.2% | $1039.78 | — | PFD CONV SER A | G0177J116 |
| POST | POST HLDGS INC | 175,467 | $14.51M | 1.0% | $40.10 | +20.6% | COM | 737446104 |
| — | NXP SEMICONDUCTORS N V | 13,070,000 | $14.21M | 1.0% | $1.10 | — | DBCV 1.000%12/0 | 62952QAB6 |
| EXP | EAGLE MATERIALS INC | 174,700 | $13.48M | 0.9% | $68.18 | +5.8% | COM | 26969P108 |
| — | SALESFORCE COM INC | 9,830,000 | $12.7M | 0.9% | $1.27 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | TREEHOUSE FOODS INC | 120,643 | $12.38M | 0.9% | $93.85 | — | COM | 89469A104 |
| — | LINKEDIN CORP | 12,390,000 | $12.23M | 0.8% | $1.05 | — | NOTE 0.500%11/0 | 53578AAB4 |
| — | CROWN CASTLE INTL CORP NEW | 99,770 | $12.06M | 0.8% | $102.68 | — | CNV PFD STK SR A | 22822V200 |
| — | LIBERTY INTERACTIVE LLC | 10,810,000 | $12.05M | 0.8% | $1.28 | — | DEB 0.750% 3/3 | 530610AC8 |
| — | MICROCHIP TECHNOLOGY INC | 10,000,000 | $11.07M | 0.8% | $1.03 | — | NOTE 1.625% 2/1 | 595017AD6 |
| TAP | MOLSON COORS BREWING CO | 105,315 | $10.65M | 0.7% | $71.69 | +7.8% | CL B | 60871R209 |
| — | ELECTRONICS FOR IMAGING INC | 9,375,000 | $10.05M | 0.7% | $1.02 | — | NOTE 0.750% 9/0 | 286082AC6 |
| VMC | VULCAN MATLS CO | 80,248 | $9.659M | 0.7% | $86.57 | +20.4% | COM | 929160109 |
| TYL | TYLER TECHNOLOGIES INC | 56,552 | $9.428M | 0.7% | $151.37 | -2.5% | COM | 902252105 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 9,520,000 | $9.419M | 0.7% | $1.09 | — | NOTE 0.750% 8/1 | 87157BAA1 |
| — | MEDICINES CO | 7,915,000 | $9.325M | 0.6% | $1.14 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | J2 GLOBAL INC | 8,165,000 | $9.155M | 0.6% | $1.15 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | CTRIP COM INTL LTD | 8,285,000 | $8.953M | 0.6% | $1.08 | — | NOTE 1.990% 7/0 | 22943FAH3 |
| — | MICRON TECHNOLOGY INC | 6,250,000 | $8.773M | 0.6% | $1.20 | — | NOTE 1.625% 2/1 | 595112AU7 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 11,135,000 | $8.678M | 0.6% | $1.08 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| GWRE | GUIDEWIRE SOFTWARE INC | 140,493 | $8.677M | 0.6% | $50.80 | +13.4% | COM | 40171V100 |
| — | ASPEN TECHNOLOGY INC | 213,696 | $8.599M | 0.6% | $38.55 | — | COM | 045327103 |
| AMAT | APPLIED MATLS INC | 358,129 | $8.584M | 0.6% | $17.11 | +15.6% | COM | 038222105 |
| — | RYLAND GROUP INC | 6,625,000 | $8.492M | 0.6% | $1.46 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| HUN | HUNTSMAN CORP | 614,520 | $8.265M | 0.6% | $14.67 | 0.0% | COM | 447011107 |
| — | MERCADOLIBRE INC | 6,525,000 | $8.242M | 0.6% | $1.12 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | SINA CORP | 8,310,000 | $8.159M | 0.6% | $0.92 | — | NOTE 1.000%12/0 | 82922RAD5 |
| — | HORIZON PHARMA INVT LTD | 8,905,000 | $8.07M | 0.6% | $0.85 | — | NOTE 2.500% 3/1 | 44052TAB7 |
| — | PROOFPOINT INC | 4,685,000 | $7.827M | 0.5% | $1.37 | — | NOTE 1.250%12/1 | 743424AB9 |
| — | ECHO GLOBAL LOGISTICS INC | 8,280,000 | $7.819M | 0.5% | $1.05 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | PRICELINE GRP INC | 5,615,000 | $7.794M | 0.5% | $1.42 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | RTI INTL METALS INC | 7,280,000 | $7.717M | 0.5% | $0.99 | — | NOTE 1.625%10/1 | 74973WAB3 |
| NWL | NEWELL BRANDS INC | 158,754 | $7.711M | 0.5% | $28.09 | +11.6% | COM | 651229106 |
| ODFL | OLD DOMINION FGHT LINES INC | 127,405 | $7.684M | 0.5% | $16.97 | +21.2% | COM | 679580100 |
| GGG | GRACO INC | 97,163 | $7.675M | 0.5% | $22.19 | +6.7% | COM | 384109104 |
| — | PROOFPOINT INC | 7,135,000 | $7.657M | 0.5% | $1.07 | — | DBCV 0.750% 6/1 | 743424AD5 |
| — | BIOMARIN PHARMACEUTICAL INC | 6,600,000 | $7.631M | 0.5% | $1.18 | — | NOTE 1.500%10/1 | 09061GAF8 |
| MELI | MERCADOLIBRE INC | 53,960 | $7.591M | 0.5% | $119.03 | +8.5% | COM | 58733R102 |
| — | ABIOMED INC | 69,052 | $7.547M | 0.5% | $94.65 | — | COM | 003654100 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 159,422 | $7.246M | 0.5% | $48.01 | -4.1% | COM | 64125C109 |
| CCI | CROWN CASTLE INTL CORP NEW | 71,379 | $7.24M | 0.5% | $56.40 | +7.6% | COM | 22822V101 |
| — | HOLOGIC INC | 5,950,000 | $7.222M | 0.5% | $1.27 | — | FRNT 12/1 | 436440AG6 |
| ISRG | INTUITIVE SURGICAL INC | 10,612 | $7.019M | 0.5% | $65.37 | +7.7% | COM NEW | 46120E602 |
| — | CALAMP CORP | 7,565,000 | $7.017M | 0.5% | $0.93 | — | NOTE 1.625% 5/1 | 128126AB5 |
| — | INTEGRATED DEVICE TECHNOLOGY | 347,681 | $6.999M | 0.5% | $20.13 | — | COM | 458118106 |
| — | NVIDIA CORP | 3,000,000 | $6.99M | 0.5% | $1.78 | — | NOTE 1.000%12/0 | 67066GAC8 |
| VC | VISTEON CORP | 105,725 | $6.958M | 0.5% | $60.31 | +23.3% | COM NEW | 92839U206 |
| — | EURONET WORLDWIDE INC | 5,950,000 | $6.824M | 0.5% | $1.19 | — | NOTE 1.500%10/0 | 298736AH2 |
| DY | DYCOM INDS INC | 75,698 | $6.795M | 0.5% | $69.19 | +9.1% | COM | 267475101 |
| — | CONTINENTAL RESOURCES INC | 150,030 | $6.792M | 0.5% | $45.27 | — | COM | 212015101 |
| — | JAZZ INVESTMENTS I LTD | 6,325,000 | $6.772M | 0.5% | $1.02 | — | NOTE 1.875% 8/1 | 472145AB7 |
| MTN | VAIL RESORTS INC | 48,935 | $6.764M | 0.5% | $91.32 | +44.6% | COM | 91879Q109 |
| BSX | BOSTON SCIENTIFIC CORP | 283,857 | $6.634M | 0.5% | $21.63 | 0.0% | COM | 101137107 |
| — | ORBITAL ATK INC | 77,502 | $6.599M | 0.5% | $86.94 | — | COM | 68557N103 |
| TSCO | TRACTOR SUPPLY CO | 72,060 | $6.57M | 0.5% | $14.59 | +9.8% | COM | 892356106 |
| MANH | MANHATTAN ASSOCS INC | 99,755 | $6.397M | 0.4% | $56.02 | +11.3% | COM | 562750109 |
| TRMB | TRIMBLE NAVIGATION LTD | 262,518 | $6.395M | 0.4% | $22.08 | +13.3% | COM | 896239100 |
| MTDR | MATADOR RES CO | 319,530 | $6.327M | 0.4% | $21.56 | -0.1% | COM | 576485205 |
| — | ENVESTNET INC | 6,955,000 | $6.277M | 0.4% | $0.89 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | STARWOOD PPTY TR INC | 6,015,000 | $6.267M | 0.4% | $1.01 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | TWITTER INC | 6,980,000 | $6.212M | 0.4% | $0.84 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | ACTIVISION BLIZZARD INC | 156,706 | $6.21M | 0.4% | $30.89 | — | COM | 00507V109 |
| — | RTW HLDGS INC | 6,230,000 | $6.098M | 0.4% | $0.91 | — | NOTE 5.625%11/1 | 749772AB5 |
| WSO | WATSCO INC | 42,910 | $6.037M | 0.4% | $122.93 | +9.2% | COM | 942622200 |
| SAIC | SCIENCE APPLICATNS INTL CP N | 102,517 | $5.982M | 0.4% | $46.03 | +18.1% | COM | 808625107 |
| — | MGM GROWTH PPTYS LLC | 223,729 | $5.969M | 0.4% | $26.68 | — | CL A COM | 55303A105 |
| WWD | WOODWARD INC | 103,030 | $5.939M | 0.4% | $43.63 | +19.0% | COM | 980745103 |
| — | PALO ALTO NETWORKS INC | 4,630,000 | $5.9M | 0.4% | $1.62 | — | NOTE 7/0 | 697435AB1 |
| — | CHENIERE ENERGY INC | 10,335,000 | $5.839M | 0.4% | $0.77 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | IRONWOOD PHARMACEUTICALS INC | 5,690,000 | $5.829M | 0.4% | $1.02 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | LIBERTY MEDIA CORP DELAWARE | 5,825,000 | $5.785M | 0.4% | $0.99 | — | NOTE 1.375%10/1 | 531229AB8 |
| URI | UNITED RENTALS INC | 85,581 | $5.742M | 0.4% | $63.64 | -0.6% | COM | 911363109 |
| ROST | ROSS STORES INC | 100,839 | $5.717M | 0.4% | $41.06 | +23.0% | COM | 778296103 |
| — | INTERPUBLIC GROUP COS INC | 246,685 | $5.698M | 0.4% | $14.88 | +9.5% | COM | 460690100 |
| AZO | AUTOZONE INC | 7,153 | $5.678M | 0.4% | $708.37 | +8.8% | COM | 053332102 |
| BURL | BURLINGTON STORES INC | 84,423 | $5.632M | 0.4% | $48.53 | +21.0% | COM | 122017106 |
| — | VANTIV INC | 98,989 | $5.603M | 0.4% | $49.56 | — | CL A | 92210H105 |
| ULTA | ULTA SALON COSMETCS & FRAG I | 22,985 | $5.6M | 0.4% | $151.28 | +43.9% | COM | 90384S303 |
| — | MENTOR GRAPHICS CORP | 5,000,000 | $5.484M | 0.4% | $1.10 | — | SDCV 4.000% 4/0 | 587200AK2 |
| MPWR | MONOLITHIC PWR SYS INC | 80,000 | $5.466M | 0.4% | $56.78 | +6.3% | COM | 609839105 |
| PVH | PVH CORP | 57,725 | $5.439M | 0.4% | $92.68 | 0.0% | COM | 693656100 |
| RYAAY | RYANAIR HLDGS PLC | 77,184 | $5.367M | 0.4% | $83.27 | — | SPONSORED ADR NE | 783513203 |
| FIVE | FIVE BELOW INC | 115,484 | $5.36M | 0.4% | $41.80 | 0.0% | COM | 33829M101 |
| — | INCYTE CORP | 3,120,000 | $5.312M | 0.4% | $1.56 | — | NOTE 1.250%11/1 | 45337CAN2 |
| — | NEVRO CORP | 5,000,000 | $5.247M | 0.4% | $1.05 | — | NOTE 1.750% 6/0 | 64157FAA1 |
| WIX | WIX COM LTD | 172,663 | $5.24M | 0.4% | $20.09 | +27.1% | SHS | M98068105 |
| — | SUMMIT MATLS INC | 254,232 | $5.202M | 0.4% | $19.87 | — | CL A | 86614U100 |
| AYI | ACUITY BRANDS INC | 20,813 | $5.161M | 0.4% | $156.12 | +55.0% | COM | 00508Y102 |
| EXR | EXTRA SPACE STORAGE INC | 55,625 | $5.148M | 0.4% | $61.14 | +2.7% | COM | 30225T102 |
| CPS | COOPER STD HLDGS INC | 64,921 | $5.128M | 0.4% | $63.16 | +27.7% | COM | 21676P103 |
| — | NEVRO CORP | 69,292 | $5.111M | 0.4% | $63.54 | — | COM | 64157F103 |
| INTU | INTUIT | 45,762 | $5.107M | 0.4% | $90.68 | +7.2% | COM | 461202103 |
| — | T MOBILE US INC | 68,550 | $5.022M | 0.3% | $73.26 | — | CONV PFD SER A | 872590203 |
| DPZ | DOMINOS PIZZA INC | 38,209 | $5.02M | 0.3% | $114.20 | 0.0% | COM | 25754A201 |
| — | CORNERSTONE ONDEMAND INC | 131,814 | $5.017M | 0.3% | $34.13 | — | COM | 21925Y103 |
| — | AIR LEASE CORP | 4,155,000 | $5.015M | 0.3% | $1.37 | — | NOTE 3.875%12/0 | 00912XAK0 |
| META | FACEBOOK INC | 42,875 | $4.9M | 0.3% | $102.45 | +11.7% | CL A | 30303M102 |
| — | SPECTRANETICS CORP | 5,460,000 | $4.825M | 0.3% | $0.92 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| JPM | JPMORGAN CHASE & CO | 77,031 | $4.787M | 0.3% | $48.68 | -0.7% | COM | 46625H100 |
| FIS | FIDELITY NATL INFORMATION SV | 64,909 | $4.782M | 0.3% | $59.49 | 0.0% | COM | 31620M106 |
| — | DREW INDS INC | 55,785 | $4.733M | 0.3% | $84.84 | — | COM NEW | 26168L205 |
| — | MICROSEMI CORP | 142,978 | $4.673M | 0.3% | $36.65 | — | COM | 595137100 |
| SWKS | SKYWORKS SOLUTIONS INC | 73,299 | $4.638M | 0.3% | $55.21 | +0.6% | COM | 83088M102 |
| — | WHITING PETE CORP NEW | 5,805,000 | $4.593M | 0.3% | $0.79 | — | NOTE 1.250% 4/0 | 966387AL6 |
| DG | DOLLAR GEN CORP NEW | 48,747 | $4.582M | 0.3% | $66.64 | +14.3% | COM | 256677105 |
| SHW | SHERWIN WILLIAMS CO | 15,572 | $4.573M | 0.3% | $72.22 | +23.4% | COM | 824348106 |
| — | CALLIDUS SOFTWARE INC | 228,794 | $4.571M | 0.3% | $16.01 | — | COM | 13123E500 |
| — | BLACKSTONE MTG TR INC | 4,300,000 | $4.563M | 0.3% | $1.04 | — | NOTE 5.250%12/0 | 09257WAA8 |
| — | CORE MARK HOLDING CO INC | 97,316 | $4.56M | 0.3% | $57.21 | — | COM | 218681104 |
| ZD | J2 GLOBAL INC | 72,055 | $4.552M | 0.3% | $60.78 | -8.5% | COM | 48123V102 |
| — | LOGMEIN INC | 71,155 | $4.513M | 0.3% | $53.74 | — | COM | 54142L109 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 57,739 | $4.492M | 0.3% | $94.03 | -9.6% | COM | 09061G101 |
| FANG | DIAMONDBACK ENERGY INC | 48,888 | $4.459M | 0.3% | $52.07 | +28.4% | COM | 25278X109 |
| COLM | COLUMBIA SPORTSWEAR CO | 77,318 | $4.449M | 0.3% | $51.89 | -1.8% | COM | 198516106 |
| PCAR | PACCAR INC | 85,166 | $4.418M | 0.3% | $23.28 | +10.2% | COM | 693718108 |
| SNPS | SYNOPSYS INC | 81,237 | $4.393M | 0.3% | $48.36 | +3.7% | COM | 871607107 |
| — | BEACON ROOFING SUPPLY INC | 95,830 | $4.357M | 0.3% | $42.18 | — | COM | 073685109 |
| AMWD | AMERICAN WOODMARK CORP | 65,624 | $4.356M | 0.3% | $75.27 | -4.0% | COM | 030506109 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 30,704 | $4.339M | 0.3% | $149.56 | -1.4% | SHS USD | G50871105 |
| EQIX | EQUINIX INC | 11,073 | $4.293M | 0.3% | $239.90 | +20.8% | COM PAR $0.001 | 29444U700 |
| CHRW | C H ROBINSON WORLDWIDE INC | 57,721 | $4.286M | 0.3% | $54.33 | +7.2% | COM NEW | 12541W209 |
| DLTH | DULUTH HLDGS INC | 172,611 | $4.222M | 0.3% | $23.50 | 0.0% | COM CL B | 26443V101 |
| BYD | BOYD GAMING CORP | 228,334 | $4.201M | 0.3% | $17.56 | +3.5% | COM | 103304101 |
| — | WORKDAY INC | 3,750,000 | $4.163M | 0.3% | $1.11 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | LAM RESEARCH CORP | 49,353 | $4.149M | 0.3% | $80.84 | — | COM | 512807108 |
| — | BERRY PLASTICS GROUP INC | 106,660 | $4.144M | 0.3% | $35.03 | — | COM | 08579W103 |
| — | BLACKHAWK NETWORK HLDGS INC | 122,315 | $4.096M | 0.3% | $42.39 | — | COM | 09238E104 |
| ACAD | ACADIA PHARMACEUTICALS INC | 126,087 | $4.093M | 0.3% | $33.47 | 0.0% | COM | 004225108 |
| — | MEDICINES CO | 121,678 | $4.092M | 0.3% | $35.29 | — | COM | 584688105 |
| WST | WEST PHARMACEUTICAL SVSC INC | 53,743 | $4.078M | 0.3% | $70.21 | 0.0% | COM | 955306105 |
| LAMR | LAMAR ADVERTISING CO NEW | 61,473 | $4.076M | 0.3% | $62.50 | — | CL A | 512816109 |
| HCA | HCA HOLDINGS INC | 52,840 | $4.069M | 0.3% | $64.91 | +13.0% | COM | 40412C101 |
| — | BANK OF THE OZARKS INC | 107,300 | $4.026M | 0.3% | $36.80 | — | COM | 063904106 |
| CB | CHUBB LIMITED | 30,688 | $4.011M | 0.3% | $98.19 | +5.5% | COM | H1467J104 |
| — | RICE ENERGY INC | 180,381 | $3.976M | 0.3% | $22.04 | — | COM | 762760106 |
| INCY | INCYTE CORP | 49,712 | $3.976M | 0.3% | $69.06 | +12.4% | COM | 45337C102 |
| — | PHYSICIANS RLTY TR | 188,823 | $3.967M | 0.3% | $18.03 | — | COM | 71943U104 |
| SLB | SCHLUMBERGER LTD | 50,072 | $3.96M | 0.3% | $53.13 | +9.6% | COM | 806857108 |
| MXL | MAXLINEAR INC | 219,885 | $3.954M | 0.3% | $11.37 | +63.3% | CL A | 57776J100 |
| — | WHITEWAVE FOODS CO | 84,162 | $3.951M | 0.3% | $46.95 | — | COM | 966244105 |
| CRI | CARTER INC | 36,964 | $3.936M | 0.3% | $55.93 | +42.3% | COM | 146229109 |
| — | POLYONE CORP | 110,444 | $3.892M | 0.3% | $31.03 | — | COM | 73179P106 |
| A | AGILENT TECHNOLOGIES INC | 87,631 | $3.887M | 0.3% | $40.01 | 0.0% | COM | 00846U101 |
| MAS | MASCO CORP | 125,104 | $3.871M | 0.3% | $23.79 | +14.9% | COM | 574599106 |
| — | WEATHERFORD INTL LTD | 3,550,000 | $3.858M | 0.3% | $1.09 | — | NOTE 5.875% 7/0 | 947075AH0 |
| CNC | CENTENE CORP DEL | 54,058 | $3.858M | 0.3% | $31.40 | 0.0% | COM | 15135B101 |
| DOV | DOVER CORP | 55,573 | $3.852M | 0.3% | $45.85 | 0.0% | COM | 260003108 |
| ATRO | ASTRONICS CORP | 115,498 | $3.841M | 0.3% | $29.50 | -9.0% | COM | 046433108 |
| — | MICHAELS COS INC | 134,887 | $3.836M | 0.3% | $27.33 | — | COM | 59408Q106 |
| SBUX | STARBUCKS CORP | 66,777 | $3.814M | 0.3% | $46.43 | +0.0% | COM | 855244109 |
| — | CONCHO RES INC | 31,950 | $3.811M | 0.3% | $111.20 | — | COM | 20605P101 |
| MHK | MOHAWK INDS INC | 20,033 | $3.801M | 0.3% | $195.16 | -0.3% | COM | 608190104 |
| — | GENERAL ELECTRIC CO | 120,252 | $3.786M | 0.3% | $26.53 | — | COM | 369604103 |
| SHOO | MADDEN STEVEN LTD | 109,059 | $3.728M | 0.3% | $20.83 | -4.7% | COM | 556269108 |
| WAL | WESTERN ALLIANCE BANCORP | 114,115 | $3.726M | 0.3% | $30.48 | 0.0% | COM | 957638109 |
| — | LIBERTY MEDIA CORP DELAWARE | 118,741 | $3.724M | 0.3% | $31.36 | — | COM A SIRIUSXM | 531229409 |
| BFAM | BRIGHT HORIZONS FAM SOL IN D | 56,162 | $3.724M | 0.3% | $64.33 | +1.2% | COM | 109194100 |
| TXRH | TEXAS ROADHOUSE INC | 81,414 | $3.712M | 0.3% | $29.95 | +25.9% | COM | 882681109 |
| AMZN | AMAZON COM INC | 5,168 | $3.698M | 0.3% | $28.38 | +19.2% | COM | 023135106 |
| TJX | TJX COS INC NEW | 47,872 | $3.697M | 0.3% | $31.17 | +7.0% | COM | 872540109 |
| BAH | BOOZ ALLEN HAMILTON HLDG COR | 123,983 | $3.675M | 0.3% | $24.10 | -0.4% | CL A | 099502106 |
| EVR | EVERCORE PARTNERS INC | 83,087 | $3.672M | 0.3% | $43.12 | -6.3% | CLASS A | 29977A105 |
| HQY | HEALTHEQUITY INC | 120,633 | $3.665M | 0.3% | $26.26 | 0.0% | COM | 42226A107 |
| — | BROADCOM LTD | 23,467 | $3.647M | 0.3% | $154.50 | — | SHS | Y09827109 |
| CRUS | CIRRUS LOGIC INC | 93,742 | $3.636M | 0.3% | $34.60 | +3.6% | COM | 172755100 |
| ADBE | ADOBE SYS INC | 37,881 | $3.629M | 0.3% | $91.57 | +4.9% | COM | 00724F101 |
| RGEN | REPLIGEN CORP | 132,008 | $3.612M | 0.3% | $20.88 | +22.5% | COM | 759916109 |
| — | KATE SPADE & CO | 173,911 | $3.584M | 0.2% | $22.70 | — | COM | 485865109 |
| EL | LAUDER ESTEE COS INC | 38,984 | $3.548M | 0.2% | $75.78 | +8.9% | CL A | 518439104 |
| WBS | WEBSTER FINL CORP CONN | 104,442 | $3.546M | 0.2% | $37.87 | -3.8% | COM | 947890109 |
| — | MDC PARTNERS INC | 193,046 | $3.531M | 0.2% | $21.18 | — | CL A SUB VTG | 552697104 |
| — | ULTIMATE SOFTWARE GROUP INC | 16,227 | $3.412M | 0.2% | $169.87 | — | COM | 90385D107 |
| — | VONAGE HLDGS CORP | 550,032 | $3.355M | 0.2% | $5.80 | — | COM | 92886T201 |
| — | CHUYS HLDGS INC | 95,975 | $3.322M | 0.2% | $31.25 | — | COM | 171604101 |
| — | OPHTHOTECH CORP | 64,527 | $3.293M | 0.2% | $51.03 | — | COM | 683745103 |
| — | ELECTRONICS FOR IMAGING INC | 76,494 | $3.292M | 0.2% | $43.57 | — | COM | 286082102 |
| ASTE | ASTEC INDS INC | 58,350 | $3.276M | 0.2% | $45.80 | 0.0% | COM | 046224101 |
| — | PRESS GANEY HLDGS INC | 82,728 | $3.255M | 0.2% | $39.35 | — | COM | 74113L102 |
| — | DERMIRA INC | 111,101 | $3.25M | 0.2% | $31.56 | — | COM | 24983L104 |
| APOG | APOGEE ENTERPRISES INC | 69,401 | $3.217M | 0.2% | $36.65 | -2.2% | COM | 037598109 |
| CCOI | COGENT COMMUNICATIONS HLDGS | 80,286 | $3.216M | 0.2% | $24.32 | 0.0% | COM NEW | 19239V302 |
| — | DR PEPPER SNAPPLE GROUP INC | 33,017 | $3.19M | 0.2% | $93.21 | — | COM | 26138E109 |
| — | WABCO HLDGS INC | 34,635 | $3.172M | 0.2% | $103.63 | — | COM | 92927K102 |
| MSCI | MSCI INC | 41,103 | $3.17M | 0.2% | $62.13 | +9.8% | COM | 55354G100 |
| — | BARD C R INC | 13,430 | $3.158M | 0.2% | $235.15 | — | COM | 067383109 |
| ROCK | GIBRALTAR INDS INC | 99,196 | $3.132M | 0.2% | $28.78 | 0.0% | COM | 374689107 |
| — | ECHO GLOBAL LOGISTICS INC | 139,115 | $3.119M | 0.2% | $24.19 | — | COM | 27875T101 |
| — | INTERXION HOLDING N.V | 84,382 | $3.112M | 0.2% | $36.34 | — | SHS | N47279109 |
| AMN | AMN HEALTHCARE SERVICES INC | 77,030 | $3.079M | 0.2% | $30.66 | +20.6% | COM | 001744101 |
| HD | HOME DEPOT INC | 24,037 | $3.069M | 0.2% | $92.84 | +13.1% | COM | 437076102 |
| — | BROADSOFT INC | 74,642 | $3.063M | 0.2% | $30.98 | — | COM | 11133B409 |
| XOM | EXXON MOBIL CORP | 32,662 | $3.062M | 0.2% | $55.25 | +4.7% | COM | 30231G102 |
| ALL | ALLSTATE CORP | 43,760 | $3.061M | 0.2% | $49.75 | +8.7% | COM | 020002101 |
| LKQ | LKQ CORP | 96,493 | $3.059M | 0.2% | $25.04 | +16.5% | COM | 501889208 |
| — | SPECTRANETICS CORP | 163,463 | $3.058M | 0.2% | $19.86 | — | COM | 84760C107 |
| HUBG | HUB GROUP INC | 79,447 | $3.048M | 0.2% | $17.32 | +12.9% | CL A | 443320106 |
| — | ENDOLOGIX INC | 244,595 | $3.048M | 0.2% | $12.46 | — | COM | 29266S106 |
| PGR | PROGRESSIVE CORP OHIO | 90,741 | $3.04M | 0.2% | $22.49 | +11.6% | COM | 743315103 |
| — | PROOFPOINT INC | 48,168 | $3.039M | 0.2% | $40.04 | — | COM | 743424103 |
| LDOS | LEIDOS HLDGS INC | 62,064 | $2.971M | 0.2% | $29.82 | +4.2% | COM | 525327102 |
| — | ENCORE CAP GROUP INC | 3,800,000 | $2.938M | 0.2% | $0.96 | — | NOTE 3.000% 7/0 | 292554AF9 |
| VLRS | CONTROLADORA VUELA CIA DE AV | 156,739 | $2.929M | 0.2% | $12.16 | — | SPON ADR RP 10 | 21240E105 |
| — | ORBOTECH LTD | 114,190 | $2.918M | 0.2% | $25.55 | — | ORD | M75253100 |
| — | NAVISTAR INTL CORP NEW | 5,000,000 | $2.903M | 0.2% | $0.86 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| MA | MASTERCARD INC | 32,743 | $2.883M | 0.2% | $90.52 | -0.3% | CL A | 57636Q104 |
| GPK | GRAPHIC PACKAGING HLDG CO | 229,856 | $2.882M | 0.2% | $12.79 | +2.1% | COM | 388689101 |
| ARMK | ARAMARK | 85,858 | $2.869M | 0.2% | $20.21 | +5.9% | COM | 03852U106 |
| SMG | SCOTTS MIRACLE GRO CO | 40,804 | $2.853M | 0.2% | $49.19 | +2.8% | CL A | 810186106 |
| CSGS | CSG SYS INTL INC | 70,785 | $2.853M | 0.2% | $30.97 | +13.8% | COM | 126349109 |
| PTC | PTC INC | 75,217 | $2.827M | 0.2% | $35.83 | 0.0% | COM | 69370C100 |
| — | THERAPEUTICSMD INC | 332,194 | $2.824M | 0.2% | $6.61 | — | COM | 88338N107 |
| PEN | PENUMBRA INC | 47,434 | $2.822M | 0.2% | $48.24 | +11.7% | COM | 70975L107 |
| — | SONIC CORP | 104,117 | $2.816M | 0.2% | $27.05 | — | COM | 835451105 |
| HUBS | HUBSPOT INC | 64,432 | $2.798M | 0.2% | $43.11 | +5.3% | COM | 443573100 |
| SUPN | SUPERNUS PHARMACEUTICALS INC | 136,776 | $2.786M | 0.2% | $13.26 | +33.7% | COM | 868459108 |
| JBHT | HUNT J B TRANS SVCS INC | 34,360 | $2.781M | 0.2% | $75.46 | 0.0% | COM | 445658107 |
| SBNY | SIGNATURE BK NEW YORK N Y | 22,052 | $2.755M | 0.2% | $117.04 | — | COM | 82669G104 |
| — | BLUE BUFFALO PET PRODS INC | 118,028 | $2.755M | 0.2% | $23.34 | — | COM | 09531U102 |
| — | KANSAS CITY SOUTHERN | 30,102 | $2.712M | 0.2% | $90.09 | — | COM NEW | 485170302 |
| — | GCP APPLIED TECHNOLOGIES INC | 103,414 | $2.693M | 0.2% | $19.94 | — | COM | 36164Y101 |
| — | ANTHEM INC | 60,045 | $2.677M | 0.2% | $49.66 | — | UNIT 05/01/20188 | 036752202 |
| AMT | AMERICAN TOWER CORP NEW | 23,235 | $2.64M | 0.2% | $83.75 | 0.0% | COM | 03027X100 |
| BMY | BRISTOL MYERS SQUIBB CO | 35,860 | $2.638M | 0.2% | $47.42 | +6.5% | COM | 110122108 |
| — | ADEPTUS HEALTH INC | 50,817 | $2.625M | 0.2% | $60.82 | — | CL A | 006855100 |
| — | ALLERGAN PLC | 11,112 | $2.568M | 0.2% | $277.48 | — | SHS | G0177J108 |
| NEO | NEOGENOMICS INC | 318,486 | $2.561M | 0.2% | $7.13 | +12.3% | COM NEW | 64049M209 |
| TIP | ISHARES TR | 21,920 | $2.557M | 0.2% | $109.70 | — | TIPS BD ETF | 464287176 |
| — | BOINGO WIRELESS INC | 286,242 | $2.553M | 0.2% | $8.22 | — | COM | 09739C102 |
| — | H & E EQUIPMENT SERVICES INC | 132,633 | $2.524M | 0.2% | $17.83 | — | COM | 404030108 |
| TEX | TEREX CORP NEW | 123,498 | $2.508M | 0.2% | $22.87 | 0.0% | COM | 880779103 |
| ECL | ECOLAB INC | 21,025 | $2.494M | 0.2% | $97.88 | +7.2% | COM | 278865100 |
| AMG | AFFILIATED MANAGERS GROUP | 17,326 | $2.439M | 0.2% | $176.07 | -10.0% | COM | 008252108 |
| CRM | SALESFORCE COM INC | 30,507 | $2.423M | 0.2% | $77.55 | 0.0% | COM | 79466L302 |
| — | INTEGRATED DEVICE TECHNOLOGY | 2,500,000 | $2.406M | 0.2% | $0.93 | — | NOTE 0.875%11/1 | 458118AB2 |
| — | GTT COMMUNICATIONS INC | 125,846 | $2.326M | 0.2% | $16.60 | — | COM | 362393100 |
| — | CONTINENTAL BLDG PRODS INC | 103,675 | $2.305M | 0.2% | $22.23 | — | COM | 211171103 |
| — | CALATLANTIC GROUP INC | 61,991 | $2.276M | 0.2% | $37.87 | — | COM | 128195104 |
| — | NUVASIVE INC | 37,589 | $2.245M | 0.2% | $48.64 | — | COM | 670704105 |
| — | RADIUS HEALTH INC | 60,935 | $2.239M | 0.2% | $39.03 | — | COM NEW | 750469207 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,000,000 | $2.221M | 0.2% | $1.49 | — | NOTE 0.750%10/1 | 09061GAE1 |
| MNRO | MONRO MUFFLER BRAKE INC | 34,754 | $2.209M | 0.2% | $64.83 | +2.0% | COM | 610236101 |
| AAPL | APPLE INC | 23,024 | $2.201M | 0.2% | $22.55 | +0.3% | COM | 037833100 |
| LECO | LINCOLN ELEC HLDGS INC | 36,154 | $2.136M | 0.1% | $60.21 | 0.0% | COM | 533900106 |
| — | MINDBODY INC | 130,322 | $2.103M | 0.1% | $16.14 | — | COM CL A | 60255W105 |
| — | LGI HOMES INC | 1,350,000 | $2.093M | 0.1% | $1.33 | — | NOTE 4.250%11/1 | 50187TAB2 |
| EEFT | EURONET WORLDWIDE INC | 29,847 | $2.065M | 0.1% | $70.60 | +7.8% | COM | 298736109 |
| ALGN | ALIGN TECHNOLOGY INC | 25,203 | $2.03M | 0.1% | $76.47 | 0.0% | COM | 016255101 |
| — | AMERICAN TOWER CORP NEW | 18,120 | $2.027M | 0.1% | $106.10 | — | PFD CONV SER A | 03027X308 |
| — | NANOSTRING TECHNOLOGIES INC | 160,472 | $2.022M | 0.1% | $12.96 | — | COM | 63009R109 |
| — | COACH INC | 49,613 | $2.021M | 0.1% | $40.74 | — | COM | 189754104 |
| FAST | FASTENAL CO | 45,414 | $2.016M | 0.1% | $8.38 | +5.8% | COM | 311900104 |
| — | MEDIVATION INC | 33,380 | $2.013M | 0.1% | $45.98 | — | COM | 58501N101 |
| MSM | MSC INDL DIRECT INC | 28,501 | $2.011M | 0.1% | $66.99 | +10.8% | CL A | 553530106 |
| DKS | DICKS SPORTING GOODS INC | 43,586 | $1.964M | 0.1% | $33.28 | 0.0% | COM | 253393102 |
| — | NXSTAGE MEDICAL INC | 87,782 | $1.903M | 0.1% | $21.68 | — | COM | 67072V103 |
| — | PANERA BREAD CO | 8,860 | $1.878M | 0.1% | $204.86 | — | CL A | 69840W108 |
| DSGX | DESCARTES SYS GROUP INC | 98,050 | $1.872M | 0.1% | $15.96 | +22.0% | COM | 249906108 |
| — | VASCO DATA SEC INTL INC | 113,155 | $1.855M | 0.1% | $16.39 | — | COM | 92230Y104 |
| — | KITE PHARMA INC | 36,897 | $1.845M | 0.1% | $46.77 | — | COM | 49803L109 |
| — | INTRA CELLULAR THERAPIES INC | 46,400 | $1.801M | 0.1% | $38.81 | — | COM | 46116X101 |
| FOLD | AMICUS THERAPEUTICS INC | 317,716 | $1.735M | 0.1% | $6.99 | 0.0% | COM | 03152W109 |
| — | CARROLS RESTAURANT GROUP INC | 142,497 | $1.696M | 0.1% | $12.72 | — | COM | 14574X104 |
| — | K2M GROUP HLDGS INC | 108,554 | $1.685M | 0.1% | $15.52 | — | COM | 48273J107 |
| — | INPHI CORP | 51,573 | $1.652M | 0.1% | $32.03 | — | COM | 45772F107 |
| — | SPIRIT AIRLS INC | 36,636 | $1.644M | 0.1% | $47.32 | — | COM | 848577102 |
| ELV | ANTHEM INC | 12,308 | $1.617M | 0.1% | $119.90 | 0.0% | COM | 036752103 |
| — | GLOBAL MED REIT INC | 156,104 | $1.578M | 0.1% | $10.11 | — | COM NEW | 37954A204 |
| — | LOXO ONCOLOGY INC | 67,655 | $1.568M | 0.1% | $15.11 | — | COM | 548862101 |
| — | RED HAT INC | 1,245,000 | $1.51M | 0.1% | $1.27 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | TASER INTL INC | 58,054 | $1.444M | 0.1% | $24.87 | — | COM | 87651B104 |
| — | PORTOLA PHARMACEUTICALS INC | 59,904 | $1.414M | 0.1% | $36.22 | — | COM | 737010108 |
| DXCM | DEXCOM INC | 17,645 | $1.4M | 0.1% | $17.61 | -3.3% | COM | 252131107 |
| — | REPLIGEN CORP | 1,300,000 | $1.4M | 0.1% | $1.08 | — | NOTE 2.125% 6/0 | 759916AA7 |
| — | NEXTERA ENERGY INC | 20,710 | $1.378M | 0.1% | $55.64 | — | UNIT 09/01/2016 | 65339F861 |
| — | DIGIRAD CORP | 250,000 | $1.288M | 0.1% | $3.17 | — | COM | 253827109 |
| — | FRONTIER COMMUNICATIONS CORP | 13,550 | $1.282M | 0.1% | $99.54 | — | PFD CONV SER-A | 35906A207 |
| — | XACTLY CORP | 93,356 | $1.196M | 0.1% | $12.81 | — | COM | 98386L101 |
| MCK | MCKESSON CORP | 6,055 | $1.13M | 0.1% | $149.58 | +8.7% | COM | 58155Q103 |
| — | TESARO INC | 13,365 | $1.123M | 0.1% | $44.03 | — | COM | 881569107 |
| LIND | LINDBLAD EXPEDITIONS HLDGS I | 107,125 | $1.032M | 0.1% | $10.05 | -2.5% | COM | 535219109 |
| — | JEFFERIES GROUP INC NEW | 1,000,000 | $1.013M | 0.1% | $0.98 | — | DBCV 3.875%11/0 | 472319AG7 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 16,433 | $910K | 0.1% | $53.91 | +8.5% | COM | 00404A109 |
| — | IGI LABORATORIES INC | 1,000,000 | $889K | 0.1% | $0.98 | — | NOTE 3.750%12/1 | 449575AB5 |
| — | SUNPOWER CORP | 750,000 | $712K | 0.0% | $0.95 | — | DBCV 0.750% 6/0 | 867652AG4 |
| — | GW PHARMACEUTICALS PLC | 7,705 | $706K | 0.0% | $91.63 | — | ADS | 36197T103 |
| — | NEURODERM LTD | 40,368 | $656K | 0.0% | $16.25 | — | ORD SHS | M74231107 |