Location: Rancho Santa Fe, CA
CIK: 0001389574 · Show all filings
Period: Q3 2016 (← Previous) (Next →)
Filing Date: Nov 14, 2016
Total Value: $1.505B (75.6% shares, 24.4% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| LVS | LAS VEGAS SANDS CORP | 1,419,916 | $81.7M | 5.4% | $38.28 | +6.9% | COM | 517834107 |
| — | ALLIED WRLD ASSUR COM HLDG A | 1,100,000 | $44.46M | 3.0% | $54.07 | — | SHS | H01531104 |
| MGM | MGM RESORTS INTERNATIONAL | 1,292,661 | $33.65M | 2.2% | $20.86 | +9.9% | COM | 552953101 |
| MLCO | MELCO CROWN ENTMT LTD | 1,750,000 | $28.19M | 1.9% | $16.11 | — | ADR | 585464100 |
| WYNN | WYNN RESORTS LTD | 250,000 | $24.36M | 1.6% | $65.22 | +33.7% | COM | 983134107 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 21,175 | $17.39M | 1.2% | $1039.78 | — | PFD CONV SER A | G0177J116 |
| — | NXP SEMICONDUCTORS N V | 12,420,000 | $14.63M | 1.0% | $1.10 | — | DBCV 1.000%12/0 | 62952QAB6 |
| RDN | RADIAN GROUP INC | 1,005,560 | $13.63M | 0.9% | $10.67 | 0.0% | COM | 750236101 |
| — | MICROCHIP TECHNOLOGY INC | 10,500,000 | $13.39M | 0.9% | $1.04 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | DYCOM INDS INC | 11,645,000 | $12.69M | 0.8% | $1.09 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | SALESFORCE COM INC | 9,830,000 | $11.75M | 0.8% | $1.27 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | LIBERTY INTERACTIVE LLC | 11,000,000 | $11.62M | 0.8% | $1.06 | — | DEB 1.750% 9/3 | 530610AD6 |
| — | HORIZON PHARMA INVT LTD | 11,085,000 | $10.72M | 0.7% | $0.87 | — | NOTE 2.500% 3/1 | 44052TAB7 |
| — | MEDICINES CO | 7,915,000 | $10.24M | 0.7% | $1.14 | — | NOTE 2.500% 1/1 | 584688AE5 |
| TYL | TYLER TECHNOLOGIES INC | 59,358 | $10.16M | 0.7% | $152.09 | +9.6% | COM | 902252105 |
| TAP | MOLSON COORS BREWING CO | 91,853 | $10.09M | 0.7% | $71.69 | +12.0% | CL B | 60871R209 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 9,520,000 | $10.05M | 0.7% | $1.09 | — | NOTE 0.750% 8/1 | 87157BAA1 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 11,135,000 | $10.02M | 0.7% | $1.08 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | LINKEDIN CORP | 9,890,000 | $9.797M | 0.7% | $1.05 | — | NOTE 0.500%11/0 | 53578AAB4 |
| ODFL | OLD DOMINION FGHT LINES INC | 140,987 | $9.673M | 0.6% | $17.42 | +24.7% | COM | 679580100 |
| — | J2 GLOBAL INC | 8,165,000 | $9.446M | 0.6% | $1.15 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| CALY | CALLAWAY GOLF CO | 802,371 | $9.316M | 0.6% | $11.04 | 0.0% | COM | 131193104 |
| XYZ | SQUARE INC | 783,932 | $9.141M | 0.6% | $10.92 | 0.0% | CL A | 852234103 |
| MTDR | MATADOR RES CO | 362,707 | $8.828M | 0.6% | $21.61 | +1.7% | COM | 576485205 |
| — | MICRON TECHNOLOGY INC | 5,200,000 | $8.827M | 0.6% | $1.20 | — | NOTE 1.625% 2/1 | 595112AU7 |
| — | ELLIE MAE INC | 83,015 | $8.741M | 0.6% | $105.29 | — | COM | 28849P100 |
| — | ELECTRONICS FOR IMAGING INC | 7,875,000 | $8.712M | 0.6% | $1.02 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | YAHOO INC | 8,485,000 | $8.687M | 0.6% | $1.02 | — | NOTE 12/0 | 984332AF3 |
| PWR | QUANTA SVCS INC | 305,866 | $8.561M | 0.6% | $24.99 | 0.0% | COM | 74762E102 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 168,624 | $8.539M | 0.6% | $48.11 | +3.5% | COM | 64125C109 |
| — | PRICELINE GRP INC | 5,365,000 | $8.49M | 0.6% | $1.42 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | TESARO INC | 84,446 | $8.465M | 0.6% | $91.35 | — | COM | 881569107 |
| — | NEVRO CORP | 6,500,000 | $8.462M | 0.6% | $1.11 | — | NOTE 1.750% 6/0 | 64157FAA1 |
| — | ABIOMED INC | 64,637 | $8.311M | 0.6% | $94.65 | — | COM | 003654100 |
| — | PROOFPOINT INC | 7,135,000 | $8.25M | 0.5% | $1.07 | — | DBCV 0.750% 6/1 | 743424AD5 |
| — | BIOMARIN PHARMACEUTICAL INC | 6,600,000 | $8.229M | 0.5% | $1.18 | — | NOTE 1.500%10/1 | 09061GAF8 |
| EXP | EAGLE MATERIALS INC | 105,850 | $8.182M | 0.5% | $68.18 | +12.6% | COM | 26969P108 |
| — | CONTINENTAL RESOURCES INC | 157,197 | $8.168M | 0.5% | $45.58 | — | COM | 212015101 |
| — | RYLAND GROUP INC | 6,625,000 | $7.929M | 0.5% | $1.46 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| — | ECHO GLOBAL LOGISTICS INC | 8,280,000 | $7.794M | 0.5% | $1.05 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | RTI INTL METALS INC | 7,280,000 | $7.762M | 0.5% | $0.99 | — | NOTE 1.625%10/1 | 74973WAB3 |
| MTN | VAIL RESORTS INC | 48,781 | $7.653M | 0.5% | $91.32 | +66.9% | COM | 91879Q109 |
| VC | VISTEON CORP | 106,019 | $7.597M | 0.5% | $60.31 | +15.3% | COM NEW | 92839U206 |
| — | PROOFPOINT INC | 3,885,000 | $7.498M | 0.5% | $1.37 | — | NOTE 1.250%12/1 | 743424AB9 |
| — | EURONET WORLDWIDE INC | 5,950,000 | $7.49M | 0.5% | $1.19 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | HOLOGIC INC | 5,950,000 | $7.296M | 0.5% | $1.27 | — | FRNT 12/1 | 436440AG6 |
| — | BERRY PLASTICS GROUP INC | 164,469 | $7.212M | 0.5% | $38.13 | — | COM | 08579W103 |
| — | NEVRO CORP | 68,827 | $7.185M | 0.5% | $63.54 | — | COM | 64157F103 |
| PANW | PALO ALTO NETWORKS INC | 44,608 | $7.107M | 0.5% | $22.79 | 0.0% | COM | 697435105 |
| — | PALO ALTO NETWORKS INC | 4,630,000 | $7.058M | 0.5% | $1.62 | — | NOTE 7/0 | 697435AB1 |
| — | MERCADOLIBRE INC | 4,525,000 | $7.056M | 0.5% | $1.12 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| GWRE | GUIDEWIRE SOFTWARE INC | 117,551 | $7.051M | 0.5% | $50.80 | +21.2% | COM | 40171V100 |
| — | STARWOOD PPTY TR INC | 6,015,000 | $6.594M | 0.4% | $1.01 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | CHENIERE ENERGY INC | 10,335,000 | $6.556M | 0.4% | $0.77 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| ISRG | INTUITIVE SURGICAL INC | 9,035 | $6.549M | 0.4% | $65.37 | +17.1% | COM NEW | 46120E602 |
| NWL | NEWELL BRANDS INC | 124,027 | $6.531M | 0.4% | $28.09 | +23.9% | COM | 651229106 |
| — | INCYTE CORP | 3,360,000 | $6.5M | 0.4% | $1.59 | — | NOTE 1.250%11/1 | 45337CAN2 |
| — | ASPEN TECHNOLOGY INC | 138,257 | $6.469M | 0.4% | $38.55 | — | COM | 045327103 |
| WWD | WOODWARD INC | 103,030 | $6.437M | 0.4% | $43.63 | +29.6% | COM | 980745103 |
| — | JAZZ INVESTMENTS I LTD | 6,325,000 | $6.412M | 0.4% | $1.02 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | LIBERTY MEDIA CORP DELAWARE | 5,825,000 | $6.073M | 0.4% | $0.99 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | INTEGRATED DEVICE TECHNOLOGY | 262,749 | $6.07M | 0.4% | $20.13 | — | COM | 458118106 |
| BSX | BOSTON SCIENTIFIC CORP | 254,148 | $6.049M | 0.4% | $21.63 | +10.3% | COM | 101137107 |
| — | INPHI CORP | 135,993 | $5.917M | 0.4% | $39.16 | — | COM | 45772F107 |
| WAL | WESTERN ALLIANCE BANCORP | 157,597 | $5.916M | 0.4% | $30.58 | +0.9% | COM | 957638109 |
| DPZ | DOMINOS PIZZA INC | 38,875 | $5.903M | 0.4% | $114.50 | +14.9% | COM | 25754A201 |
| MPWR | MONOLITHIC PWR SYS INC | 72,033 | $5.799M | 0.4% | $56.78 | +20.4% | COM | 609839105 |
| TRMB | TRIMBLE NAVIGATION LTD | 202,153 | $5.773M | 0.4% | $22.08 | +21.0% | COM | 896239100 |
| — | RICE ENERGY INC | 220,995 | $5.77M | 0.4% | $22.79 | — | COM | 762760106 |
| SAIC | SCIENCE APPLICATNS INTL CP N | 83,054 | $5.761M | 0.4% | $46.03 | +37.2% | COM | 808625107 |
| — | SPECTRANETICS CORP | 5,460,000 | $5.736M | 0.4% | $0.92 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | MICROSEMI CORP | 136,585 | $5.734M | 0.4% | $36.65 | — | COM | 595137100 |
| JPM | JPMORGAN CHASE & CO | 85,009 | $5.661M | 0.4% | $48.88 | +4.0% | COM | 46625H100 |
| — | DREW INDS INC | 57,290 | $5.616M | 0.4% | $85.19 | — | COM NEW | 26168L205 |
| — | CORNERSTONE ONDEMAND INC | 121,510 | $5.583M | 0.4% | $34.13 | — | COM | 21925Y103 |
| — | RADIUS HEALTH INC | 102,759 | $5.558M | 0.4% | $45.16 | — | COM NEW | 750469207 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 59,661 | $5.52M | 0.4% | $94.03 | +0.1% | COM | 09061G101 |
| SWKS | SKYWORKS SOLUTIONS INC | 71,276 | $5.427M | 0.4% | $55.21 | +3.7% | COM | 83088M102 |
| EVR | EVERCORE PARTNERS INC | 104,353 | $5.375M | 0.4% | $42.70 | -3.8% | CLASS A | 29977A105 |
| META | FACEBOOK INC | 41,859 | $5.369M | 0.4% | $102.45 | +20.3% | CL A | 30303M102 |
| — | ACTIVISION BLIZZARD INC | 121,125 | $5.366M | 0.4% | $30.89 | — | COM | 00507V109 |
| — | T MOBILE US INC | 68,550 | $5.341M | 0.4% | $73.26 | — | CONV PFD SER A | 872590203 |
| CPS | COOPER STD HLDGS INC | 53,965 | $5.332M | 0.4% | $63.16 | +49.1% | COM | 21676P103 |
| RYAAY | RYANAIR HLDGS PLC | 70,918 | $5.321M | 0.4% | $83.27 | — | SPONSORED ADR NE | 783513203 |
| PVH | PVH CORP | 47,862 | $5.289M | 0.4% | $92.68 | +10.0% | COM | 693656100 |
| DY | DYCOM INDS INC | 64,609 | $5.284M | 0.4% | $69.19 | +27.6% | COM | 267475101 |
| — | DERMIRA INC | 154,156 | $5.214M | 0.3% | $32.19 | — | COM | 24983L104 |
| — | MENTOR GRAPHICS CORP | 3,895,000 | $5.207M | 0.3% | $1.10 | — | SDCV 4.000% 4/0 | 587200AK2 |
| DECK | DECKERS OUTDOOR CORP | 87,201 | $5.193M | 0.3% | $10.47 | 0.0% | COM | 243537107 |
| — | LAM RESEARCH CORP | 3,250,000 | $5.174M | 0.3% | $1.59 | — | NOTE 1.250% 5/1 | 512807AL2 |
| COLM | COLUMBIA SPORTSWEAR CO | 90,557 | $5.138M | 0.3% | $51.74 | -1.7% | COM | 198516106 |
| INTU | INTUIT | 46,573 | $5.123M | 0.3% | $90.92 | +14.7% | COM | 461202103 |
| — | INTEL CORP | 3,650,000 | $5.039M | 0.3% | $1.38 | — | SDCV 12/1 | 458140AD2 |
| SHOP | SHOPIFY INC | 117,398 | $5.039M | 0.3% | $3.82 | 0.0% | CL A | 82509L107 |
| — | TASER INTL INC | 175,456 | $5.02M | 0.3% | $27.37 | — | COM | 87651B104 |
| DLTH | DULUTH HLDGS INC | 188,301 | $4.992M | 0.3% | $23.82 | +14.5% | COM CL B | 26443V101 |
| — | RITCHIE BROS AUCTIONEERS | 140,647 | $4.932M | 0.3% | $35.07 | — | COM | 767744105 |
| FIS | FIDELITY NATL INFORMATION SV | 63,936 | $4.925M | 0.3% | $59.49 | +11.5% | COM | 31620M106 |
| — | VONAGE HLDGS CORP | 726,804 | $4.804M | 0.3% | $6.00 | — | COM | 92886T201 |
| — | PARSLEY ENERGY INC | 143,109 | $4.796M | 0.3% | $33.51 | — | CL A | 701877102 |
| ADBE | ADOBE SYS INC | 44,103 | $4.787M | 0.3% | $92.80 | +8.1% | COM | 00724F101 |
| EEFT | EURONET WORLDWIDE INC | 58,445 | $4.783M | 0.3% | $73.55 | +4.2% | COM | 298736109 |
| AMAT | APPLIED MATLS INC | 158,114 | $4.767M | 0.3% | $17.11 | +46.8% | COM | 038222105 |
| URI | UNITED RENTALS INC | 60,713 | $4.765M | 0.3% | $63.64 | +16.6% | COM | 911363109 |
| CCI | CROWN CASTLE INTL CORP NEW | 50,427 | $4.751M | 0.3% | $56.40 | +15.1% | COM | 22822V101 |
| FANG | DIAMONDBACK ENERGY INC | 48,888 | $4.72M | 0.3% | $52.07 | +36.8% | COM | 25278X109 |
| INCY | INCYTE CORP | 49,901 | $4.705M | 0.3% | $69.06 | +22.0% | COM | 45337C102 |
| AAPL | APPLE INC | 41,588 | $4.702M | 0.3% | $23.30 | +4.0% | COM | 037833100 |
| ROCK | GIBRALTAR INDS INC | 125,005 | $4.644M | 0.3% | $30.40 | +20.4% | COM | 374689107 |
| — | SM ENERGY CO | 3,850,000 | $4.62M | 0.3% | $1.20 | — | NOTE 1.500% 7/0 | 78454LAM2 |
| — | WORKDAY INC | 3,750,000 | $4.615M | 0.3% | $1.11 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | BANK OF THE OZARKS INC | 119,582 | $4.592M | 0.3% | $36.96 | — | COM | 063904106 |
| — | MEDICINES CO | 121,678 | $4.592M | 0.3% | $35.29 | — | COM | 584688105 |
| HQY | HEALTHEQUITY INC | 120,633 | $4.566M | 0.3% | $26.26 | +20.7% | COM | 42226A107 |
| — | BEACON ROOFING SUPPLY INC | 108,199 | $4.552M | 0.3% | $42.16 | — | COM | 073685109 |
| WIX | WIX COM LTD | 104,773 | $4.55M | 0.3% | $20.09 | +89.7% | SHS | M98068105 |
| — | BLACKSTONE MTG TR INC | 4,135,000 | $4.543M | 0.3% | $1.04 | — | NOTE 5.250%12/0 | 09257WAA8 |
| BYD | BOYD GAMING CORP | 228,334 | $4.516M | 0.3% | $17.56 | +2.6% | COM | 103304101 |
| MA | MASTERCARD INCORPORATED | 44,254 | $4.504M | 0.3% | $90.60 | +0.3% | CL A | 57636Q104 |
| BURL | BURLINGTON STORES INC | 55,520 | $4.498M | 0.3% | $48.53 | +59.4% | COM | 122017106 |
| — | ELECTRONICS FOR IMAGING INC | 90,453 | $4.425M | 0.3% | $44.39 | — | COM | 286082102 |
| — | HORIZON PHARMA PLC | 243,275 | $4.411M | 0.3% | $18.13 | — | SHS | G4617B105 |
| — | PHYSICIANS RLTY TR | 203,315 | $4.379M | 0.3% | $18.28 | — | COM | 71943U104 |
| AMWD | AMERICAN WOODMARK CORP | 54,334 | $4.378M | 0.3% | $75.27 | +3.8% | COM | 030506109 |
| DOV | DOVER CORP | 59,283 | $4.366M | 0.3% | $46.08 | +7.5% | COM | 260003108 |
| — | L BRANDS INC | 61,620 | $4.361M | 0.3% | $70.77 | — | COM | 501797104 |
| ULTA | ULTA SALON COSMETCS & FRAG I | 18,277 | $4.35M | 0.3% | $151.28 | +67.0% | COM | 90384S303 |
| — | PROOFPOINT INC | 58,103 | $4.349M | 0.3% | $45.99 | — | COM | 743424103 |
| — | SVB FINL GROUP | 39,243 | $4.338M | 0.3% | $110.54 | — | COM | 78486Q101 |
| AMH | AMERICAN HOMES 4 RENT | 198,475 | $4.295M | 0.3% | $21.64 | — | CL A | 02665T306 |
| — | CALLIDUS SOFTWARE INC | 232,620 | $4.269M | 0.3% | $16.05 | — | COM | 13123E500 |
| ARMK | ARAMARK | 111,200 | $4.229M | 0.3% | $20.97 | +12.3% | COM | 03852U106 |
| — | BROADCOM LTD | 24,358 | $4.202M | 0.3% | $155.16 | — | SHS | Y09827109 |
| — | RTW HLDGS INC | 4,145,000 | $4.197M | 0.3% | $0.91 | — | NOTE 5.625%11/1 | 749772AB5 |
| AZO | AUTOZONE INC | 5,405 | $4.153M | 0.3% | $708.37 | +9.9% | COM | 053332102 |
| ATRO | ASTRONICS CORP | 91,884 | $4.139M | 0.3% | $29.50 | +1.2% | COM | 046433108 |
| WSO | WATSCO INC | 29,330 | $4.133M | 0.3% | $122.93 | +16.5% | COM | 942622200 |
| — | SPECTRANETICS CORP | 163,463 | $4.101M | 0.3% | $19.86 | — | COM | 84760C107 |
| — | OASIS PETE INC NEW | 3,600,000 | $4.061M | 0.3% | $1.13 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| PCAR | PACCAR INC | 69,000 | $4.056M | 0.3% | $23.28 | +14.6% | COM | 693718108 |
| — | PDC ENERGY INC | 3,800,000 | $4.038M | 0.3% | $1.06 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | ENVESTNET INC | 4,185,000 | $3.997M | 0.3% | $0.89 | — | NOTE 1.750%12/1 | 29404KAA4 |
| RGEN | REPLIGEN CORP | 132,008 | $3.985M | 0.3% | $20.88 | +44.5% | COM | 759916109 |
| — | WEATHERFORD INTL LTD | 3,550,000 | $3.983M | 0.3% | $1.09 | — | NOTE 5.875% 7/0 | 947075AH0 |
| NVDA | NVIDIA CORP | 57,829 | $3.962M | 0.3% | $1.45 | 0.0% | COM | 67066G104 |
| TXRH | TEXAS ROADHOUSE INC | 101,027 | $3.943M | 0.3% | $31.57 | +21.3% | COM | 882681109 |
| SNPS | SYNOPSYS INC | 66,363 | $3.939M | 0.3% | $48.36 | +17.4% | COM | 871607107 |
| — | INTERPUBLIC GROUP COS INC | 174,738 | $3.905M | 0.3% | $14.88 | +7.8% | COM | 460690100 |
| — | CALAMP CORP | 4,220,000 | $3.904M | 0.3% | $0.93 | — | NOTE 1.625% 5/1 | 128126AB5 |
| — | EVERBRIDGE INC | 230,630 | $3.888M | 0.3% | $16.86 | — | COM | 29978A104 |
| — | MGM GROWTH PPTYS LLC | 148,604 | $3.874M | 0.3% | $26.68 | — | CL A COM | 55303A105 |
| EW | EDWARDS LIFESCIENCES CORP | 32,113 | $3.872M | 0.3% | $37.66 | 0.0% | COM | 28176E108 |
| — | SUMMIT MATLS INC | 207,482 | $3.849M | 0.3% | $19.87 | — | CL A | 86614U100 |
| A | AGILENT TECHNOLOGIES INC | 81,492 | $3.837M | 0.3% | $40.01 | +8.5% | COM | 00846U101 |
| FHB | FIRST HAWAIIAN INC | 142,531 | $3.828M | 0.3% | $17.74 | 0.0% | COM | 32051X108 |
| — | PIONEER NAT RES CO | 20,505 | $3.807M | 0.3% | $185.66 | — | COM | 723787107 |
| BFAM | BRIGHT HORIZONS FAM SOL IN D | 56,315 | $3.767M | 0.3% | $64.33 | +4.7% | COM | 109194100 |
| WST | WEST PHARMACEUTICAL SVSC INC | 50,517 | $3.764M | 0.3% | $70.21 | +9.3% | COM | 955306105 |
| CB | CHUBB LIMITED | 29,935 | $3.761M | 0.2% | $98.19 | +9.2% | COM | H1467J104 |
| — | REPLIGEN CORP | 3,300,000 | $3.756M | 0.2% | $1.11 | — | NOTE 2.125% 6/0 | 759916AA7 |
| AMZN | AMAZON COM INC | 4,482 | $3.753M | 0.2% | $28.38 | +34.9% | COM | 023135106 |
| ACAD | ACADIA PHARMACEUTICALS INC | 117,087 | $3.725M | 0.2% | $33.47 | +1.3% | COM | 004225108 |
| — | NXSTAGE MEDICAL INC | 147,578 | $3.688M | 0.2% | $23.02 | — | COM | 67072V103 |
| PDFS | PDF SOLUTIONS INC | 202,164 | $3.673M | 0.2% | $16.29 | 0.0% | COM | 693282105 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 29,954 | $3.639M | 0.2% | $149.56 | -9.9% | SHS USD | G50871105 |
| — | K2M GROUP HLDGS INC | 202,852 | $3.607M | 0.2% | $16.57 | — | COM | 48273J107 |
| PEN | PENUMBRA INC | 47,434 | $3.605M | 0.2% | $48.24 | +43.0% | COM | 70975L107 |
| VMC | VULCAN MATLS CO | 31,683 | $3.603M | 0.2% | $86.57 | +25.5% | COM | 929160109 |
| SHW | SHERWIN WILLIAMS CO | 12,728 | $3.521M | 0.2% | $72.22 | +23.2% | COM | 824348106 |
| — | FLEETCOR TECHNOLOGIES INC | 20,220 | $3.513M | 0.2% | $173.74 | — | COM | 339041105 |
| FIVE | FIVE BELOW INC | 86,573 | $3.488M | 0.2% | $41.80 | +10.7% | COM | 33829M101 |
| LYV | LIVE NATION ENTERTAINMENT IN | 126,717 | $3.482M | 0.2% | $26.08 | 0.0% | COM | 538034109 |
| CMA | COMERICA INC | 73,569 | $3.481M | 0.2% | $31.08 | 0.0% | COM | 200340107 |
| PTC | PTC INC | 78,560 | $3.481M | 0.2% | $36.07 | +15.0% | COM | 69370C100 |
| ROST | ROSS STORES INC | 54,060 | $3.476M | 0.2% | $41.06 | +36.5% | COM | 778296103 |
| — | GENERAL ELECTRIC CO | 117,260 | $3.473M | 0.2% | $26.53 | — | COM | 369604103 |
| HEI | HEICO CORP NEW | 49,895 | $3.453M | 0.2% | $35.31 | 0.0% | COM | 422806109 |
| AYI | ACUITY BRANDS INC | 12,876 | $3.407M | 0.2% | $156.12 | +65.3% | COM | 00508Y102 |
| SUPN | SUPERNUS PHARMACEUTICALS INC | 136,776 | $3.382M | 0.2% | $13.26 | +70.7% | COM | 868459108 |
| — | BLUEBIRD BIO INC | 49,855 | $3.379M | 0.2% | $67.78 | — | COM | 09609G100 |
| EQIX | EQUINIX INC | 9,362 | $3.373M | 0.2% | $239.90 | +29.0% | COM PAR $0.001 | 29444U700 |
| — | COTIVITI HLDGS INC | 98,981 | $3.319M | 0.2% | $33.53 | — | COM | 22164K101 |
| HUBS | HUBSPOT INC | 57,439 | $3.31M | 0.2% | $43.11 | +25.9% | COM | 443573100 |
| — | SAGE THERAPEUTICS INC | 71,483 | $3.292M | 0.2% | $46.05 | — | COM | 78667J108 |
| SHOO | MADDEN STEVEN LTD | 94,535 | $3.267M | 0.2% | $20.83 | -3.3% | COM | 556269108 |
| LKQ | LKQ CORP | 91,302 | $3.238M | 0.2% | $25.04 | +24.3% | COM | 501889208 |
| HUBG | HUB GROUP INC | 79,447 | $3.238M | 0.2% | $17.32 | +17.5% | CL A | 443320106 |
| VLRS | CONTROLADORA VUELA CIA DE AV | 185,862 | $3.232M | 0.2% | $12.98 | — | SPON ADR RP 10 | 21240E105 |
| — | ECHO GLOBAL LOGISTICS INC | 139,115 | $3.208M | 0.2% | $24.19 | — | COM | 27875T101 |
| — | NANOSTRING TECHNOLOGIES INC | 160,472 | $3.206M | 0.2% | $12.96 | — | COM | 63009R109 |
| — | MINDBODY INC | 163,037 | $3.205M | 0.2% | $16.84 | — | COM CL A | 60255W105 |
| — | ENCORE CAP GROUP INC | 3,800,000 | $3.159M | 0.2% | $0.96 | — | NOTE 3.000% 7/0 | 292554AF9 |
| ECL | ECOLAB INC | 25,836 | $3.145M | 0.2% | $99.94 | +9.0% | COM | 278865100 |
| — | BROADSOFT INC | 67,536 | $3.144M | 0.2% | $30.98 | — | COM | 11133B409 |
| — | KITE PHARMA INC | 56,066 | $3.132M | 0.2% | $49.88 | — | COM | 49803L109 |
| — | ENDOLOGIX INC | 244,595 | $3.131M | 0.2% | $12.46 | — | COM | 29266S106 |
| — | BLACKHAWK NETWORK HLDGS INC | 103,641 | $3.127M | 0.2% | $42.39 | — | COM | 09238E104 |
| MSCI | MSCI INC | 37,202 | $3.123M | 0.2% | $62.13 | +23.7% | COM | 55354G100 |
| MHK | MOHAWK INDS INC | 15,519 | $3.109M | 0.2% | $195.16 | +5.3% | COM | 608190104 |
| APOG | APOGEE ENTERPRISES INC | 69,401 | $3.102M | 0.2% | $36.65 | +5.4% | COM | 037598109 |
| DKS | DICKS SPORTING GOODS INC | 54,570 | $3.095M | 0.2% | $35.07 | +20.2% | COM | 253393102 |
| — | SPLUNK INC | 52,488 | $3.08M | 0.2% | $58.68 | — | COM | 848637104 |
| BWXT | BWX TECHNOLOGIES INC | 80,238 | $3.079M | 0.2% | $33.83 | 0.0% | COM | 05605H100 |
| — | LIBERTY MEDIA CORP DELAWARE | 90,124 | $3.062M | 0.2% | $31.36 | — | COM A SIRIUSXM | 531229409 |
| — | ORBOTECH LTD | 103,046 | $3.051M | 0.2% | $25.55 | — | ORD | M75253100 |
| — | TRINITY INDS INC | 2,500,000 | $2.988M | 0.2% | $1.20 | — | NOTE 3.875% 6/0 | 896522AF6 |
| ZD | J2 GLOBAL INC | 44,823 | $2.986M | 0.2% | $60.78 | -4.2% | COM | 48123V102 |
| — | ENDOLOGIX INC | 2,250,000 | $2.98M | 0.2% | $1.32 | — | NOTE 3.250%11/0 | 29266SAB2 |
| LAMR | LAMAR ADVERTISING CO NEW | 44,601 | $2.913M | 0.2% | $62.50 | — | CL A | 512816109 |
| — | ALLERGAN PLC | 12,574 | $2.896M | 0.2% | $272.00 | — | SHS | G0177J108 |
| — | REALPAGE INC | 111,973 | $2.878M | 0.2% | $25.70 | — | COM | 75606N109 |
| — | MGIC INVT CORP WIS | 2,200,000 | $2.776M | 0.2% | $1.26 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | FIDELITY NATIONAL FINANCIAL | 1,350,000 | $2.775M | 0.2% | $2.06 | — | NOTE 4.250% 8/1 | 31620RAE5 |
| — | INTERXION HOLDING N.V | 75,860 | $2.748M | 0.2% | $36.34 | — | SHS | N47279109 |
| — | GTT COMMUNICATIONS INC | 116,670 | $2.745M | 0.2% | $16.60 | — | COM | 362393100 |
| — | COACH INC | 74,203 | $2.713M | 0.2% | $39.35 | — | COM | 189754104 |
| BABA | ALIBABA GROUP HLDG LTD | 25,320 | $2.679M | 0.2% | $105.81 | — | SPONSORED ADS | 01609W102 |
| — | ULTIMATE SOFTWARE GROUP INC | 12,892 | $2.635M | 0.2% | $169.87 | — | COM | 90385D107 |
| NEO | NEOGENOMICS INC | 318,486 | $2.618M | 0.2% | $7.13 | +17.6% | COM NEW | 64049M209 |
| — | KANSAS CITY SOUTHERN | 28,046 | $2.617M | 0.2% | $90.09 | — | COM NEW | 485170302 |
| — | VCA INC | 37,344 | $2.613M | 0.2% | $69.97 | — | COM | 918194101 |
| CSGS | CSG SYS INTL INC | 63,055 | $2.606M | 0.2% | $30.97 | +11.5% | COM | 126349109 |
| MELI | MERCADOLIBRE INC | 13,943 | $2.579M | 0.2% | $119.03 | +38.7% | COM | 58733R102 |
| AMT | AMERICAN TOWER CORP NEW | 22,675 | $2.57M | 0.2% | $83.75 | +7.9% | COM | 03027X100 |
| ALL | ALLSTATE CORP | 37,001 | $2.56M | 0.2% | $49.75 | +12.4% | COM | 020002101 |
| DG | DOLLAR GEN CORP NEW | 36,560 | $2.559M | 0.2% | $66.64 | +12.6% | COM | 256677105 |
| TIP | ISHARES TR | 21,920 | $2.553M | 0.2% | $109.70 | — | TIPS BD ETF | 464287176 |
| — | DR PEPPER SNAPPLE GROUP INC | 27,907 | $2.548M | 0.2% | $93.21 | — | COM | 26138E109 |
| — | BARD C R INC | 11,355 | $2.547M | 0.2% | $235.15 | — | COM | 067383109 |
| ATEN | A10 NETWORKS INC | 235,945 | $2.522M | 0.2% | $8.18 | 0.0% | COM | 002121101 |
| TJX | TJX COS INC NEW | 33,713 | $2.521M | 0.2% | $31.17 | +10.0% | COM | 872540109 |
| — | PATTERN ENERGY GROUP INC | 2,500,000 | $2.516M | 0.2% | $1.01 | — | NOTE 4.000% 7/1 | 70338PAB6 |
| — | CROWN CASTLE INTL CORP NEW | 22,235 | $2.513M | 0.2% | $102.68 | — | CNV PFD STK SR A | 22822V200 |
| PGR | PROGRESSIVE CORP OHIO | 79,560 | $2.506M | 0.2% | $22.49 | +9.8% | COM | 743315103 |
| — | NUVASIVE INC | 37,589 | $2.506M | 0.2% | $48.64 | — | COM | 670704105 |
| — | OPHTHOTECH CORP | 53,577 | $2.472M | 0.2% | $51.03 | — | COM | 683745103 |
| DXCM | DEXCOM INC | 28,183 | $2.471M | 0.2% | $19.34 | +15.0% | COM | 252131107 |
| AMN | AMN HEALTHCARE SERVICES INC | 77,030 | $2.455M | 0.2% | $30.66 | +23.9% | COM | 001744101 |
| AMBA | AMBARELLA INC | 33,230 | $2.446M | 0.2% | $62.64 | 0.0% | SHS | G037AX101 |
| MAS | MASCO CORP | 70,703 | $2.426M | 0.2% | $23.79 | +26.3% | COM | 574599106 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,000,000 | $2.399M | 0.2% | $1.49 | — | NOTE 0.750%10/1 | 09061GAE1 |
| LDOS | LEIDOS HLDGS INC | 55,332 | $2.395M | 0.2% | $29.82 | +12.0% | COM | 525327102 |
| BAH | BOOZ ALLEN HAMILTON HLDG COR | 75,399 | $2.383M | 0.2% | $24.10 | +6.9% | CL A | 099502106 |
| SRPT | SAREPTA THERAPEUTICS INC | 38,504 | $2.365M | 0.2% | $30.23 | 0.0% | COM | 803607100 |
| MXL | MAXLINEAR INC | 116,482 | $2.361M | 0.2% | $11.37 | +72.8% | CL A | 57776J100 |
| JBHT | HUNT J B TRANS SVCS INC | 29,045 | $2.357M | 0.2% | $75.46 | -0.8% | COM | 445658107 |
| CRUS | CIRRUS LOGIC INC | 43,906 | $2.334M | 0.2% | $34.60 | +38.9% | COM | 172755100 |
| MNST | MONSTER BEVERAGE CORP NEW | 15,877 | $2.331M | 0.2% | $25.95 | 0.0% | COM | 61174X109 |
| — | CAVIUM INC | 39,560 | $2.302M | 0.2% | $58.19 | — | COM | 14964U108 |
| — | ALDER BIOPHARMACEUTICALS INC | 69,103 | $2.265M | 0.2% | $32.78 | — | COM | 014339105 |
| LECO | LINCOLN ELEC HLDGS INC | 36,154 | $2.264M | 0.2% | $60.21 | +3.4% | COM | 533900106 |
| BLKB | BLACKBAUD INC | 34,111 | $2.263M | 0.2% | $66.22 | 0.0% | COM | 09227Q100 |
| — | CEMPRA INC | 93,006 | $2.251M | 0.1% | $24.20 | — | COM | 15130J109 |
| ASTE | ASTEC INDS INC | 37,044 | $2.218M | 0.1% | $45.80 | +14.7% | COM | 046224101 |
| — | CONTINENTAL BLDG PRODS INC | 103,675 | $2.176M | 0.1% | $22.23 | — | COM | 211171103 |
| — | XACTLY CORP | 145,260 | $2.138M | 0.1% | $13.49 | — | COM | 98386L101 |
| ALGN | ALIGN TECHNOLOGY INC | 22,729 | $2.131M | 0.1% | $76.47 | +18.3% | COM | 016255101 |
| — | BRIGHTCOVE INC | 161,238 | $2.104M | 0.1% | $13.05 | — | COM | 10921T101 |
| — | SHORETEL INC | 262,203 | $2.098M | 0.1% | $8.00 | — | COM | 825211105 |
| — | QUOTIENT TECHNOLOGY INC | 151,027 | $2.01M | 0.1% | $13.31 | — | COM | 749119103 |
| — | AMERICAN TOWER CORP NEW | 18,120 | $2.003M | 0.1% | $106.10 | — | PFD CONV SER A | 03027X308 |
| HD | HOME DEPOT INC | 14,940 | $1.922M | 0.1% | $92.84 | +14.5% | COM | 437076102 |
| SBUX | STARBUCKS CORP | 34,973 | $1.893M | 0.1% | $46.43 | -1.3% | COM | 855244109 |
| — | WABCO HLDGS INC | 16,095 | $1.827M | 0.1% | $103.63 | — | COM | 92927K102 |
| CRI | CARTER INC | 20,818 | $1.805M | 0.1% | $55.93 | +38.9% | COM | 146229109 |
| — | VASCO DATA SEC INTL INC | 102,323 | $1.802M | 0.1% | $16.39 | — | COM | 92230Y104 |
| — | LOXO ONCOLOGY INC | 67,655 | $1.771M | 0.1% | $15.11 | — | COM | 548862101 |
| — | CELGENE CORP | 16,367 | $1.711M | 0.1% | $104.54 | — | COM | 151020104 |
| — | BLUE BUFFALO PET PRODS INC | 71,724 | $1.704M | 0.1% | $23.34 | — | COM | 09531U102 |
| — | AIR LEASE CORP | 1,265,000 | $1.564M | 0.1% | $1.37 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | SPIRIT AIRLS INC | 36,636 | $1.558M | 0.1% | $47.32 | — | COM | 848577102 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 30,898 | $1.531M | 0.1% | $53.06 | -1.8% | COM | 00404A109 |
| — | GW PHARMACEUTICALS PLC | 11,224 | $1.49M | 0.1% | $104.52 | — | ADS | 36197T103 |
| DSGX | DESCARTES SYS GROUP INC | 69,068 | $1.486M | 0.1% | $15.96 | +28.3% | COM | 249906108 |
| — | GREENBRIER COS INC | 1,250,000 | $1.414M | 0.1% | $1.13 | — | NOTE 3.500% 4/0 | 393657AH4 |
| ERII | ENERGY RECOVERY INC | 86,361 | $1.38M | 0.1% | $12.16 | 0.0% | COM | 29270J100 |
| — | PANERA BREAD CO | 7,057 | $1.374M | 0.1% | $204.86 | — | CL A | 69840W108 |
| — | DIGIRAD CORP | 250,000 | $1.275M | 0.1% | $3.17 | — | COM | 253827109 |
| — | MOBILEYE N V AMSTELVEEN | 29,106 | $1.239M | 0.1% | $42.57 | — | ORD SHS | N51488117 |
| ACRS | ACLARIS THERAPEUTICS INC | 46,722 | $1.197M | 0.1% | $21.22 | 0.0% | COM | 00461U105 |
| POST | POST HLDGS INC | 15,365 | $1.186M | 0.1% | $40.10 | +36.8% | COM | 737446104 |
| — | FRONTIER COMMUNICATIONS CORP | 13,550 | $1.135M | 0.1% | $99.54 | — | PFD CONV SER-A | 35906A207 |
| — | WHITING PETE CORP NEW | 1,330,000 | $1.099M | 0.1% | $0.79 | — | NOTE 1.250% 4/0 | 966387AL6 |
| — | NEURODERM LTD | 58,999 | $1.091M | 0.1% | $16.96 | — | ORD SHS | M74231107 |
| — | JEFFERIES GROUP INC NEW | 1,000,000 | $1.014M | 0.1% | $0.98 | — | DBCV 3.875%11/0 | 472319AG7 |
| — | IGI LABORATORIES INC | 1,000,000 | $950K | 0.1% | $0.98 | — | NOTE 3.750%12/1 | 449575AB5 |
| — | OXFORD IMMUNOTEC GLOBAL PLC | 74,867 | $940K | 0.1% | $12.56 | — | ORD SHS | G6855A103 |
| — | DEPOMED INC | 36,837 | $921K | 0.1% | $25.00 | — | COM | 249908104 |
| — | ANTHEM INC | 20,000 | $870K | 0.1% | $49.66 | — | UNIT 05/01/20188 | 036752202 |
| — | NVIDIA CORP | 225,000 | $766K | 0.1% | $1.78 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | SUNPOWER CORP | 750,000 | $683K | 0.0% | $0.95 | — | DBCV 0.750% 6/0 | 867652AG4 |
| — | INTRA CELLULAR THERAPIES INC | 43,181 | $658K | 0.0% | $38.81 | — | COM | 46116X101 |
| — | LGI HOMES INC | 350,000 | $614K | 0.0% | $1.33 | — | NOTE 4.250%11/1 | 50187TAB2 |
| SBNY | SIGNATURE BK NEW YORK N Y | 2,883 | $341K | 0.0% | $117.04 | — | COM | 82669G104 |
| — | DUKE REALTY CORP | 11,066 | $302K | 0.0% | $27.29 | — | COM NEW | 264411505 |
| TPH | TRI POINTE GROUP INC | 20,541 | $271K | 0.0% | $13.21 | 0.0% | COM | 87265H109 |