Quick Video: https://www.youtube.com/watch?v=Tw-wgT-cXYU&hd=1
Download: https://github.com/mjsabby/RoslynClrHeapAllocationAnalyzer/releases
Roslyn based C# heap allocation diagnostic analyzer that can detect explicit and many implicit allocations like boxing, display classes a.k.a closures, implicit delegate creations, etc.
You can find also it on the Visual Studio Gallery, https://visualstudiogallery.msdn.microsoft.com/f9b47b93-8675-4ae0-9c52-5da8027c4bb8
If you want it use it in your build: https://www.nuget.org/packages/ClrHeapAllocationAnalyzer/1.0.0.7
NOTE: Requires Visual Studio 2015 RC