Location: Rancho Santa Fe, CA
CIK: 0001389574 · Show all filings
Period: Q4 2016 (← Previous) (Next →)
Filing Date: Feb 10, 2017
Total Value: $1.32B (73.6% shares, 26.4% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ALLIED WRLD ASSUR COM HLDG A | 1,100,000 | $59.08M | 4.5% | $54.07 | — | SHS | H01531104 |
| MLCO | MELCO CROWN ENTMT LTD | 2,500,000 | $39.75M | 3.0% | $16.05 | — | ADR | 585464100 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 21,175 | $16.14M | 1.2% | $1039.78 | — | PFD CONV SER A | G0177J116 |
| PWR | QUANTA SVCS INC | 384,800 | $13.41M | 1.0% | $26.18 | +17.7% | COM | 74762E102 |
| — | DYCOM INDS INC | 12,220,000 | $13.34M | 1.0% | $1.09 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | LIBERTY INTERACTIVE LLC | 11,500,000 | $12.36M | 0.9% | $1.06 | — | DEB 1.750% 9/3 | 530610AD6 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 12,635,000 | $11.9M | 0.9% | $1.06 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| XYZ | SQUARE INC | 850,377 | $11.59M | 0.9% | $11.04 | +12.7% | CL A | 852234103 |
| — | SALESFORCE COM INC | 9,830,000 | $11.45M | 0.9% | $1.27 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| MGM | MGM RESORTS INTERNATIONAL | 391,138 | $11.28M | 0.9% | $20.86 | +25.4% | COM | 552953101 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 10,345,000 | $10.86M | 0.8% | $1.09 | — | NOTE 0.750% 8/1 | 87157BAA1 |
| — | NXP SEMICONDUCTORS N V | 9,360,000 | $10.65M | 0.8% | $1.10 | — | DBCV 1.000%12/0 | 62952QAB6 |
| ODFL | OLD DOMINION FGHT LINES INC | 123,982 | $10.63M | 0.8% | $17.42 | +47.9% | COM | 679580100 |
| — | HORIZON PHARMA INVT LTD | 11,085,000 | $10.55M | 0.8% | $0.87 | — | NOTE 2.500% 3/1 | 44052TAB7 |
| — | PROOFPOINT INC | 9,115,000 | $10.29M | 0.8% | $1.09 | — | DBCV 0.750% 6/1 | 743424AD5 |
| — | BLACKHAWK NETWORK HLDGS INC | 268,924 | $10.13M | 0.8% | $39.49 | — | COM | 09238E104 |
| — | MEDICINES CO | 8,165,000 | $9.788M | 0.7% | $1.14 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | BIOMARIN PHARMACEUTICAL INC | 8,210,000 | $9.622M | 0.7% | $1.18 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | MICRON TECHNOLOGY INC | 4,700,000 | $9.529M | 0.7% | $1.20 | — | NOTE 1.625% 2/1 | 595112AU7 |
| EXP | EAGLE MATERIALS INC | 96,614 | $9.519M | 0.7% | $68.18 | +26.1% | COM | 26969P108 |
| — | PRICELINE GRP INC | 6,010,000 | $9.462M | 0.7% | $1.44 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | SUNPOWER CORP | 13,235,000 | $9.438M | 0.7% | $0.71 | — | DBCV 4.000% 1/1 | 867652AL3 |
| BC | BRUNSWICK CORP | 169,231 | $9.23M | 0.7% | $42.17 | 0.0% | COM | 117043109 |
| — | NUANCE COMMUNICATIONS INC | 10,140,000 | $9.158M | 0.7% | $0.90 | — | DBCV 1.000%12/1 | 67020YAK6 |
| CALY | CALLAWAY GOLF CO | 827,141 | $9.066M | 0.7% | $11.05 | +1.7% | COM | 131193104 |
| MTN | VAIL RESORTS INC | 56,193 | $9.065M | 0.7% | $100.22 | +58.4% | COM | 91879Q109 |
| ROST | ROSS STORES INC | 137,839 | $9.041M | 0.7% | $52.43 | +14.0% | COM | 778296103 |
| AMAT | APPLIED MATLS INC | 277,326 | $8.95M | 0.7% | $21.57 | +27.4% | COM | 038222105 |
| EVR | EVERCORE PARTNERS INC | 125,544 | $8.626M | 0.7% | $44.02 | +14.7% | CLASS A | 29977A105 |
| — | PALO ALTO NETWORKS INC | 6,675,000 | $8.465M | 0.6% | $1.51 | — | NOTE 7/0 | 697435AB1 |
| SHOP | SHOPIFY INC | 195,751 | $8.391M | 0.6% | $3.97 | +5.8% | CL A | 82509L107 |
| — | YAHOO INC | 8,485,000 | $8.384M | 0.6% | $1.02 | — | NOTE 12/0 | 984332AF3 |
| — | ELECTRONICS FOR IMAGING INC | 7,875,000 | $8.352M | 0.6% | $1.02 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | INPHI CORP | 185,269 | $8.266M | 0.6% | $40.61 | — | COM | 45772F107 |
| — | TESARO INC | 60,698 | $8.162M | 0.6% | $91.35 | — | COM | 881569107 |
| — | ECHO GLOBAL LOGISTICS INC | 8,280,000 | $8.115M | 0.6% | $1.05 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | HOLOGIC INC | 6,605,000 | $8.096M | 0.6% | $1.27 | — | FRNT 12/1 | 436440AG6 |
| — | RYLAND GROUP INC | 6,625,000 | $7.925M | 0.6% | $1.46 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| — | EVERBRIDGE INC | 428,645 | $7.908M | 0.6% | $17.59 | — | COM | 29978A104 |
| — | RITCHIE BROS AUCTIONEERS | 224,516 | $7.634M | 0.6% | $34.67 | — | COM | 767744105 |
| — | MICROCHIP TECHNOLOGY INC | 5,860,000 | $7.589M | 0.6% | $1.04 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | J2 GLOBAL INC | 5,690,000 | $7.518M | 0.6% | $1.15 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | BERRY PLASTICS GROUP INC | 153,286 | $7.469M | 0.6% | $38.13 | — | COM | 08579W103 |
| — | INPHI CORP | 5,750,000 | $7.429M | 0.6% | $1.29 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | MENTOR GRAPHICS CORP | 3,895,000 | $7.262M | 0.6% | $1.10 | — | SDCV 4.000% 4/0 | 587200AK2 |
| — | CONTINENTAL RESOURCES INC | 140,718 | $7.252M | 0.5% | $45.58 | — | COM | 212015101 |
| — | LIBERTY MEDIA CORP DELAWARE | 6,745,000 | $7.243M | 0.5% | $1.00 | — | NOTE 1.375%10/1 | 531229AB8 |
| BURL | BURLINGTON STORES INC | 83,504 | $7.076M | 0.5% | $59.32 | +36.1% | COM | 122017106 |
| INTU | INTUIT | 61,499 | $7.048M | 0.5% | $94.27 | +11.1% | COM | 461202103 |
| TRMB | TRIMBLE INC | 232,917 | $7.022M | 0.5% | $22.95 | +24.8% | COM | 896239100 |
| ALB | ALBEMARLE CORP | 81,167 | $6.987M | 0.5% | $74.76 | 0.0% | COM | 012653101 |
| — | ASPEN TECHNOLOGY INC | 127,067 | $6.948M | 0.5% | $38.55 | — | COM | 045327103 |
| — | EURONET WORLDWIDE INC | 5,950,000 | $6.887M | 0.5% | $1.19 | — | NOTE 1.500%10/0 | 298736AH2 |
| SAIC | SCIENCE APPLICATNS INTL CP N | 81,133 | $6.881M | 0.5% | $46.03 | +66.6% | COM | 808625107 |
| PDFS | PDF SOLUTIONS INC | 303,989 | $6.856M | 0.5% | $17.84 | +17.2% | COM | 693282105 |
| — | INCYTE CORP | 3,360,000 | $6.826M | 0.5% | $1.59 | — | NOTE 1.250%11/1 | 45337CAN2 |
| — | DREW INDS INC | 63,111 | $6.8M | 0.5% | $87.27 | — | COM NEW | 26168L205 |
| WAL | WESTERN ALLIANCE BANCORP | 137,422 | $6.694M | 0.5% | $30.58 | +22.1% | COM | 957638109 |
| — | ENVESTNET INC | 6,885,000 | $6.558M | 0.5% | $0.91 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | PANDORA MEDIA INC | 6,350,000 | $6.509M | 0.5% | $1.03 | — | NOTE 1.750%12/0 | 698354AB3 |
| KEY | KEYCORP NEW | 355,799 | $6.5M | 0.5% | $10.71 | 0.0% | COM | 493267108 |
| PTC | PTC INC | 140,330 | $6.494M | 0.5% | $40.77 | +14.7% | COM | 69370C100 |
| — | T MOBILE US INC | 68,550 | $6.446M | 0.5% | $73.26 | — | CONV PFD SER A | 872590203 |
| — | INTEL CORP | 4,750,000 | $6.415M | 0.5% | $1.37 | — | SDCV 12/1 | 458140AD2 |
| — | SVB FINL GROUP | 37,369 | $6.415M | 0.5% | $110.54 | — | COM | 78486Q101 |
| DPZ | DOMINOS PIZZA INC | 39,845 | $6.344M | 0.5% | $115.28 | +27.3% | COM | 25754A201 |
| — | SYNOVUS FINL CORP | 153,376 | $6.301M | 0.5% | $41.08 | — | COM NEW | 87161C501 |
| — | PARSLEY ENERGY INC | 178,204 | $6.279M | 0.5% | $33.85 | — | CL A | 701877102 |
| WWD | WOODWARD INC | 90,835 | $6.273M | 0.5% | $43.63 | +39.6% | COM | 980745103 |
| HQY | HEALTHEQUITY INC | 154,851 | $6.272M | 0.5% | $29.00 | +33.3% | COM | 42226A107 |
| URI | UNITED RENTALS INC | 59,150 | $6.246M | 0.5% | $63.64 | +38.5% | COM | 911363109 |
| — | INTEGRATED DEVICE TECHNOLOGY | 6,025,000 | $6.203M | 0.5% | $1.03 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | WPX ENERGY INC | 93,350 | $6.183M | 0.5% | $66.23 | — | PFD SER A CV | 98212B202 |
| VC | VISTEON CORP | 76,956 | $6.181M | 0.5% | $60.31 | +24.0% | COM NEW | 92839U206 |
| WEN | WENDYS CO | 449,753 | $6.082M | 0.5% | $12.07 | 0.0% | COM | 95058W100 |
| — | NEVRO CORP | 5,530,000 | $5.876M | 0.4% | $1.11 | — | NOTE 1.750% 6/0 | 64157FAA1 |
| SBNY | SIGNATURE BK NEW YORK N Y | 38,723 | $5.816M | 0.4% | $147.73 | — | COM | 82669G104 |
| ROCK | GIBRALTAR INDS INC | 139,431 | $5.809M | 0.4% | $31.53 | +31.1% | COM | 374689107 |
| CMA | COMERICA INC | 85,274 | $5.808M | 0.4% | $32.36 | +24.8% | COM | 200340107 |
| CE | CELANESE CORP DEL | 73,499 | $5.787M | 0.4% | $63.15 | 0.0% | COM SER A | 150870103 |
| — | SPECTRANETICS CORP | 5,590,000 | $5.765M | 0.4% | $0.92 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| AMD | ADVANCED MICRO DEVICES INC | 487,257 | $5.525M | 0.4% | $8.39 | 0.0% | COM | 007903107 |
| — | WORKDAY INC | 5,250,000 | $5.506M | 0.4% | $1.09 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | PROOFPOINT INC | 2,985,000 | $5.457M | 0.4% | $1.37 | — | NOTE 1.250%12/1 | 743424AB9 |
| — | ZELTIQ AESTHETICS INC | 125,128 | $5.445M | 0.4% | $43.52 | — | COM | 98933Q108 |
| ULTA | ULTA SALON COSMETCS & FRAG I | 21,048 | $5.367M | 0.4% | $164.24 | +52.1% | COM | 90384S303 |
| — | LIBERTY MEDIA CORP DELAWARE | 155,360 | $5.363M | 0.4% | $32.69 | — | COM A SIRIUSXM | 531229409 |
| UAL | UNITED CONTL HLDGS INC | 73,516 | $5.357M | 0.4% | $63.72 | 0.0% | COM | 910047109 |
| CPS | COOPER STD HLDGS INC | 51,660 | $5.341M | 0.4% | $63.16 | +52.6% | COM | 21676P103 |
| — | OASIS PETE INC NEW | 3,810,000 | $5.296M | 0.4% | $1.14 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| — | SUMMIT MATLS INC | 217,231 | $5.17M | 0.4% | $20.05 | — | CL A | 86614U100 |
| MC | MOELIS & CO | 151,759 | $5.144M | 0.4% | $14.17 | 0.0% | CL A | 60786M105 |
| — | FERRO CORP | 357,408 | $5.124M | 0.4% | $14.34 | — | COM | 315405100 |
| — | ARRIS INTL INC | 166,705 | $5.023M | 0.4% | $30.13 | — | SHS | G0551A103 |
| — | XILINX INC | 83,012 | $5.011M | 0.4% | $60.36 | — | COM | 983919101 |
| — | REALPAGE INC | 165,880 | $4.977M | 0.4% | $27.10 | — | COM | 75606N109 |
| AMH | AMERICAN HOMES 4 RENT | 236,389 | $4.96M | 0.4% | $21.53 | — | CL A | 02665T306 |
| — | VONAGE HLDGS CORP | 722,660 | $4.949M | 0.4% | $6.00 | — | COM | 92886T201 |
| — | CALLON PETE CO DEL | 317,834 | $4.885M | 0.4% | $15.37 | — | COM | 13123X102 |
| WST | WEST PHARMACEUTICAL SVSC INC | 57,587 | $4.884M | 0.4% | $70.93 | +7.3% | COM | 955306105 |
| WING | WINGSTOP INC | 164,745 | $4.875M | 0.4% | $29.37 | 0.0% | COM | 974155103 |
| BWXT | BWX TECHNOLOGIES INC | 119,522 | $4.745M | 0.4% | $34.18 | +2.1% | COM | 05605H100 |
| — | CHENIERE ENERGY INC | 7,835,000 | $4.744M | 0.4% | $0.77 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| MPWR | MONOLITHIC PWR SYS INC | 56,050 | $4.592M | 0.3% | $56.78 | +31.1% | COM | 609839105 |
| — | ABIOMED INC | 40,548 | $4.568M | 0.3% | $94.65 | — | COM | 003654100 |
| — | MICROSEMI CORP | 84,378 | $4.555M | 0.3% | $36.65 | — | COM | 595137100 |
| EXEL | EXELIXIS INC | 305,372 | $4.552M | 0.3% | $14.43 | 0.0% | COM | 30161Q104 |
| INCY | INCYTE CORP | 45,215 | $4.534M | 0.3% | $69.06 | +41.3% | COM | 45337C102 |
| SLM | SLM CORP | 410,108 | $4.519M | 0.3% | $8.98 | 0.0% | COM | 78442P106 |
| — | REPLIGEN CORP | 3,800,000 | $4.491M | 0.3% | $1.12 | — | NOTE 2.125% 6/0 | 759916AA7 |
| — | SM ENERGY CO | 3,850,000 | $4.454M | 0.3% | $1.20 | — | NOTE 1.500% 7/0 | 78454LAM2 |
| — | SAGE THERAPEUTICS INC | 87,159 | $4.448M | 0.3% | $46.95 | — | COM | 78667J108 |
| TCBI | TEXAS CAPITAL BANCSHARES INC | 56,482 | $4.43M | 0.3% | $67.45 | 0.0% | COM | 88224Q107 |
| — | ACXIOM CORP | 164,850 | $4.417M | 0.3% | $26.79 | — | COM | 005125109 |
| — | BEACON ROOFING SUPPLY INC | 95,385 | $4.393M | 0.3% | $42.16 | — | COM | 073685109 |
| LYV | LIVE NATION ENTERTAINMENT IN | 164,913 | $4.386M | 0.3% | $26.42 | +4.2% | COM | 538034109 |
| MTDR | MATADOR RES CO | 167,790 | $4.321M | 0.3% | $21.61 | +12.1% | COM | 576485205 |
| HOLX | HOLOGIC INC | 107,526 | $4.313M | 0.3% | $38.59 | 0.0% | COM | 436440101 |
| — | MINDBODY INC | 199,719 | $4.253M | 0.3% | $17.66 | — | COM CL A | 60255W105 |
| — | PDC ENERGY INC | 3,800,000 | $4.242M | 0.3% | $1.06 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| JPM | JPMORGAN CHASE & CO | 49,064 | $4.234M | 0.3% | $48.88 | +22.5% | COM | 46625H100 |
| DOV | DOVER CORP | 56,350 | $4.223M | 0.3% | $46.08 | +8.0% | COM | 260003108 |
| — | CEMEX SAB DE CV | 3,750,000 | $4.208M | 0.3% | $1.12 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | RTW HLDGS INC | 4,145,000 | $4.176M | 0.3% | $0.91 | — | NOTE 5.625%11/1 | 749772AB5 |
| WSO | WATSCO INC | 27,854 | $4.125M | 0.3% | $122.93 | +17.9% | COM | 942622200 |
| JBTM | JOHN BEAN TECHNOLOGIES CORP | 47,976 | $4.122M | 0.3% | $78.79 | 0.0% | COM | 477839104 |
| — | DERMIRA INC | 133,942 | $4.063M | 0.3% | $32.19 | — | COM | 24983L104 |
| — | COTIVITI HLDGS INC | 117,843 | $4.055M | 0.3% | $33.67 | — | COM | 22164K101 |
| PLNT | PLANET FITNESS INC | 200,628 | $4.033M | 0.3% | $20.74 | 0.0% | CL A | 72703H101 |
| PTEN | PATTERSON UTI ENERGY INC | 149,685 | $4.03M | 0.3% | $24.70 | 0.0% | COM | 703481101 |
| — | CIRCOR INTL INC | 61,991 | $4.022M | 0.3% | $64.88 | — | COM | 17273K109 |
| PRKS | SEAWORLD ENTMT INC | 212,080 | $4.015M | 0.3% | $16.39 | 0.0% | COM | 81282V100 |
| HRI | HERC HLDGS INC | 99,716 | $4.003M | 0.3% | $33.23 | 0.0% | COM | 42704L104 |
| SKYW | SKYWEST INC | 107,740 | $3.928M | 0.3% | $33.49 | 0.0% | COM | 830879102 |
| HUBG | HUB GROUP INC | 89,686 | $3.924M | 0.3% | $17.70 | +16.7% | CL A | 443320106 |
| BAH | BOOZ ALLEN HAMILTON HLDG COR | 108,766 | $3.922M | 0.3% | $25.53 | +12.6% | CL A | 099502106 |
| — | BROADCOM LTD | 22,172 | $3.92M | 0.3% | $155.16 | — | SHS | Y09827109 |
| — | SUPERIOR ENERGY SVCS INC | 229,850 | $3.88M | 0.3% | $16.88 | — | COM | 868157108 |
| — | WEATHERFORD INTL LTD | 3,550,000 | $3.853M | 0.3% | $1.09 | — | NOTE 5.875% 7/0 | 947075AH0 |
| GVA | GRANITE CONSTR INC | 69,593 | $3.826M | 0.3% | $53.09 | 0.0% | COM | 387328107 |
| — | FORUM ENERGY TECHNOLOGIES IN | 173,560 | $3.817M | 0.3% | $21.99 | — | COM | 34984V100 |
| VMC | VULCAN MATLS CO | 30,116 | $3.769M | 0.3% | $86.57 | +29.0% | COM | 929160109 |
| — | RICE ENERGY INC | 176,379 | $3.764M | 0.3% | $22.79 | — | COM | 762760106 |
| PRAA | PRA GROUP INC | 96,000 | $3.753M | 0.3% | $34.09 | 0.0% | COM | 69354N106 |
| FHB | FIRST HAWAIIAN INC | 107,736 | $3.752M | 0.3% | $17.74 | +14.1% | COM | 32051X108 |
| FRCB | FIRST REP BK SAN FRANCISCO C | 40,355 | $3.718M | 0.3% | $78.18 | 0.0% | COM | 33616C100 |
| WIX | WIX COM LTD | 83,082 | $3.701M | 0.3% | $20.09 | +124.6% | SHS | M98068105 |
| ADBE | ADOBE SYS INC | 35,766 | $3.682M | 0.3% | $92.80 | +14.1% | COM | 00724F101 |
| HEI | HEICO CORP NEW | 47,619 | $3.672M | 0.3% | $35.31 | +6.3% | COM | 422806109 |
| JBHT | HUNT J B TRANS SVCS INC | 37,765 | $3.666M | 0.3% | $76.92 | +6.3% | COM | 445658107 |
| DKS | DICKS SPORTING GOODS INC | 68,845 | $3.655M | 0.3% | $36.94 | +19.3% | COM | 253393102 |
| SYY | SYSCO CORP | 65,388 | $3.621M | 0.3% | $40.96 | 0.0% | COM | 871829107 |
| PCAR | PACCAR INC | 54,869 | $3.507M | 0.3% | $23.28 | +22.1% | COM | 693718108 |
| A | AGILENT TECHNOLOGIES INC | 75,226 | $3.427M | 0.3% | $40.01 | +5.7% | COM | 00846U101 |
| — | VCA INC | 49,770 | $3.416M | 0.3% | $69.64 | — | COM | 918194101 |
| SMG | SCOTTS MIRACLE GRO CO | 35,364 | $3.379M | 0.3% | $66.12 | 0.0% | CL A | 810186106 |
| TXT | TEXTRON INC | 69,379 | $3.369M | 0.3% | $43.05 | 0.0% | COM | 883203101 |
| — | PANERA BREAD CO | 16,318 | $3.347M | 0.3% | $205.00 | — | CL A | 69840W108 |
| ALSN | ALLISON TRANSMISSION HLDGS I | 99,209 | $3.342M | 0.3% | $26.93 | 0.0% | COM | 01973R101 |
| — | K2M GROUP HLDGS INC | 165,946 | $3.326M | 0.3% | $16.57 | — | COM | 48273J107 |
| — | ORBOTECH LTD | 99,463 | $3.323M | 0.3% | $25.55 | — | ORD | M75253100 |
| SUPN | SUPERNUS PHARMACEUTICALS INC | 130,919 | $3.308M | 0.3% | $13.26 | +68.5% | COM | 868459108 |
| — | AK STL HLDG CORP | 322,649 | $3.295M | 0.2% | $10.21 | — | COM | 001547108 |
| FMC | F M C CORP | 58,207 | $3.293M | 0.2% | $36.75 | 0.0% | COM NEW | 302491303 |
| — | BLUEBIRD BIO INC | 53,187 | $3.284M | 0.2% | $67.40 | — | COM | 09609G100 |
| — | VOCERA COMMUNICATIONS INC | 176,427 | $3.262M | 0.2% | $18.49 | — | COM | 92857F107 |
| — | MGIC INVT CORP WIS | 2,200,000 | $3.261M | 0.2% | $1.26 | — | NOTE 2.000% 4/0 | 552848AE3 |
| ASTE | ASTEC INDS INC | 47,574 | $3.209M | 0.2% | $48.19 | +17.4% | COM | 046224101 |
| VEEV | VEEVA SYS INC | 78,692 | $3.203M | 0.2% | $40.84 | 0.0% | CL A COM | 922475108 |
| — | TRINITY INDS INC | 2,500,000 | $3.198M | 0.2% | $1.20 | — | NOTE 3.875% 6/0 | 896522AF6 |
| TNET | TRINET GROUP INC | 124,486 | $3.189M | 0.2% | $22.09 | 0.0% | COM | 896288107 |
| LVS | LAS VEGAS SANDS CORP | 59,571 | $3.182M | 0.2% | $38.28 | +22.4% | COM | 517834107 |
| — | NANOSTRING TECHNOLOGIES INC | 142,465 | $3.175M | 0.2% | $12.96 | — | COM | 63009R109 |
| CHTR | CHARTER COMMUNICATIONS INC N | 10,961 | $3.156M | 0.2% | $269.28 | 0.0% | CL A | 16119P108 |
| — | HD SUPPLY HLDGS INC | 74,026 | $3.146M | 0.2% | $42.50 | — | COM | 40416M105 |
| MET | METLIFE INC | 58,359 | $3.145M | 0.2% | $33.72 | 0.0% | COM | 59156R108 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 37,916 | $3.142M | 0.2% | $94.03 | -8.5% | COM | 09061G101 |
| NTNX | NUTANIX INC | 117,691 | $3.126M | 0.2% | $29.82 | 0.0% | CL A | 67059N108 |
| — | VANTIV INC | 51,749 | $3.086M | 0.2% | $59.63 | — | CL A | 92210H105 |
| RGEN | REPLIGEN CORP | 99,992 | $3.084M | 0.2% | $20.88 | +48.1% | COM | 759916109 |
| — | BIOTELEMETRY INC | 136,924 | $3.063M | 0.2% | $22.37 | — | COM | 090672106 |
| FDX | FEDEX CORP | 16,411 | $3.056M | 0.2% | $158.34 | 0.0% | COM | 31428X106 |
| — | INGERSOLL-RAND PLC | 40,686 | $3.053M | 0.2% | $75.04 | — | SHS | G47791101 |
| ELF | E L F BEAUTY INC | 105,139 | $3.043M | 0.2% | $28.32 | 0.0% | COM | 26856L103 |
| WAB | WABTEC CORP | 36,480 | $3.028M | 0.2% | $78.11 | 0.0% | COM | 929740108 |
| CRUS | CIRRUS LOGIC INC | 52,560 | $2.974M | 0.2% | $38.02 | +45.6% | COM | 172755100 |
| — | CRANE CO | 41,030 | $2.959M | 0.2% | $72.12 | — | COM | 224399105 |
| EGRX | EAGLE PHARMACEUTICALS INC | 37,254 | $2.953M | 0.2% | $72.64 | 0.0% | COM | 269796108 |
| THO | THOR INDS INC | 29,493 | $2.95M | 0.2% | $75.21 | 0.0% | COM | 885160101 |
| MHK | MOHAWK INDS INC | 14,752 | $2.946M | 0.2% | $195.16 | +0.6% | COM | 608190104 |
| — | CALGON CARBON CORP | 172,604 | $2.936M | 0.2% | $17.01 | — | COM | 129603106 |
| — | 2U INC | 94,587 | $2.849M | 0.2% | $30.12 | — | COM | 90214J101 |
| — | AMERICAN TOWER CORP NEW | 27,120 | $2.811M | 0.2% | $103.65 | — | DEP PFD CONV SE | 03027X407 |
| OLLI | OLLIES BARGAIN OUTLT HLDGS I | 97,079 | $2.762M | 0.2% | $28.86 | 0.0% | COM | 681116109 |
| — | NXSTAGE MEDICAL INC | 105,287 | $2.758M | 0.2% | $23.02 | — | COM | 67072V103 |
| AMZN | AMAZON COM INC | 3,635 | $2.725M | 0.2% | $28.38 | +38.1% | COM | 023135106 |
| TSCO | TRACTOR SUPPLY CO | 35,722 | $2.708M | 0.2% | $12.32 | 0.0% | COM | 892356106 |
| PEN | PENUMBRA INC | 42,191 | $2.69M | 0.2% | $48.24 | +38.6% | COM | 70975L107 |
| NFLX | NETFLIX INC | 21,389 | $2.648M | 0.2% | $11.85 | 0.0% | COM | 64110L106 |
| — | AMERICAN TOWER CORP NEW | 25,000 | $2.619M | 0.2% | $105.73 | — | PFD CONV SER A | 03027X308 |
| HAL | HALLIBURTON CO | 48,271 | $2.611M | 0.2% | $41.70 | 0.0% | COM | 406216101 |
| SNPS | SYNOPSYS INC | 43,842 | $2.581M | 0.2% | $48.36 | +23.0% | COM | 871607107 |
| — | NUVASIVE INC | 38,107 | $2.566M | 0.2% | $48.89 | — | COM | 670704105 |
| — | NATIONAL OILWELL VARCO INC | 68,336 | $2.559M | 0.2% | $37.45 | — | COM | 637071101 |
| CMC | COMMERCIAL METALS CO | 117,450 | $2.557M | 0.2% | $16.45 | 0.0% | COM | 201723103 |
| CBOE | CBOE HLDGS INC | 34,503 | $2.549M | 0.2% | $61.26 | 0.0% | COM | 12503M108 |
| — | PRICELINE GRP INC | 1,727 | $2.532M | 0.2% | $1466.13 | — | COM NEW | 741503403 |
| FANG | DIAMONDBACK ENERGY INC | 25,007 | $2.528M | 0.2% | $52.07 | +48.3% | COM | 25278X109 |
| HIG | HARTFORD FINL SVCS GROUP INC | 52,842 | $2.518M | 0.2% | $37.62 | 0.0% | COM | 416515104 |
| — | WELLCARE HEALTH PLANS INC | 18,367 | $2.517M | 0.2% | $137.04 | — | COM | 94946T106 |
| TIP | ISHARES TR | 21,920 | $2.481M | 0.2% | $109.70 | — | TIPS BD ETF | 464287176 |
| KNSL | KINSALE CAP GROUP INC | 72,573 | $2.469M | 0.2% | $25.79 | 0.0% | COM | 49714P108 |
| — | BARD C R INC | 10,882 | $2.444M | 0.2% | $235.15 | — | COM | 067383109 |
| — | RADIUS HEALTH INC | 64,043 | $2.432M | 0.2% | $45.16 | — | COM NEW | 750469207 |
| — | PATTERN ENERGY GROUP INC | 2,500,000 | $2.411M | 0.2% | $1.01 | — | NOTE 4.000% 7/1 | 70338PAB6 |
| DLTH | DULUTH HLDGS INC | 94,374 | $2.397M | 0.2% | $23.82 | +21.5% | COM CL B | 26443V101 |
| LDOS | LEIDOS HLDGS INC | 46,782 | $2.394M | 0.2% | $29.82 | +35.7% | COM | 525327102 |
| AMG | AFFILIATED MANAGERS GROUP | 16,450 | $2.39M | 0.2% | $140.58 | 0.0% | COM | 008252108 |
| — | CORE MARK HOLDING CO INC | 54,312 | $2.339M | 0.2% | $43.07 | — | COM | 218681104 |
| — | GTT COMMUNICATIONS INC | 78,426 | $2.253M | 0.2% | $16.60 | — | COM | 362393100 |
| MXL | MAXLINEAR INC | 102,688 | $2.239M | 0.2% | $11.37 | +82.2% | CL A | 57776J100 |
| MA | MASTERCARD INCORPORATED | 20,606 | $2.128M | 0.2% | $90.60 | +8.5% | CL A | 57636Q104 |
| — | SPECTRANETICS CORP | 86,709 | $2.126M | 0.2% | $19.86 | — | COM | 84760C107 |
| TROW | PRICE T ROWE GROUP INC | 28,205 | $2.123M | 0.2% | $50.63 | 0.0% | COM | 74144T108 |
| — | CONTINENTAL BLDG PRODS INC | 91,417 | $2.111M | 0.2% | $22.23 | — | COM | 211171103 |
| MASI | MASIMO CORP | 30,903 | $2.082M | 0.2% | $61.46 | 0.0% | COM | 574795100 |
| — | ACHAOGEN INC | 159,191 | $2.072M | 0.2% | $13.02 | — | COM | 004449104 |
| ZD | J2 GLOBAL INC | 25,209 | $2.063M | 0.2% | $60.78 | +4.6% | COM | 48123V102 |
| — | PROOFPOINT INC | 28,811 | $2.037M | 0.2% | $45.99 | — | COM | 743424103 |
| — | XACTLY CORP | 181,868 | $2.001M | 0.2% | $12.99 | — | COM | 98386L101 |
| NEO | NEOGENOMICS INC | 229,190 | $1.964M | 0.1% | $7.13 | +20.1% | COM NEW | 64049M209 |
| EVH | EVOLENT HEALTH INC | 131,169 | $1.943M | 0.1% | $19.70 | 0.0% | CL A | 30050B101 |
| — | ZAYO GROUP HLDGS INC | 57,007 | $1.874M | 0.1% | $32.87 | — | COM | 98919V105 |
| ACRS | ACLARIS THERAPEUTICS INC | 68,489 | $1.859M | 0.1% | $22.58 | +12.9% | COM | 00461U105 |
| RGNX | REGENXBIO INC | 98,723 | $1.832M | 0.1% | $19.11 | 0.0% | COM | 75901B107 |
| — | BAZAARVOICE INC | 374,755 | $1.819M | 0.1% | $4.85 | — | COM | 073271108 |
| PGR | PROGRESSIVE CORP OHIO | 49,095 | $1.743M | 0.1% | $22.49 | +11.5% | COM | 743315103 |
| — | AIR LEASE CORP | 1,265,000 | $1.699M | 0.1% | $1.37 | — | NOTE 3.875%12/0 | 00912XAK0 |
| PANW | PALO ALTO NETWORKS INC | 13,070 | $1.634M | 0.1% | $22.79 | +5.1% | COM | 697435105 |
| — | GREENBRIER COS INC | 1,250,000 | $1.565M | 0.1% | $1.13 | — | NOTE 3.500% 4/0 | 393657AH4 |
| — | SPIRIT AIRLS INC | 25,029 | $1.448M | 0.1% | $47.32 | — | COM | 848577102 |
| — | QUOTIENT TECHNOLOGY INC | 130,887 | $1.408M | 0.1% | $13.31 | — | COM | 749119103 |
| — | NEW YORK CMNTY CAP TR V | 28,045 | $1.397M | 0.1% | $49.81 | — | UNIT 11/01/2051 | 64944P307 |
| — | TITAN MACHY INC | 1,500,000 | $1.331M | 0.1% | $0.89 | — | NOTE 3.750% 5/0 | 88830RAB7 |
| ERII | ENERGY RECOVERY INC | 122,764 | $1.27M | 0.1% | $12.12 | -0.9% | COM | 29270J100 |
| — | DIGIRAD CORP | 250,000 | $1.25M | 0.1% | $3.17 | — | COM | 253827109 |
| DSGX | DESCARTES SYS GROUP INC | 57,196 | $1.224M | 0.1% | $15.96 | +33.1% | COM | 249906108 |
| — | ARCONIC INC | 40,000 | $1.209M | 0.1% | $30.23 | — | PFD CONV B SER 1 | 03965L308 |
| — | CAMBREX CORP | 21,784 | $1.175M | 0.1% | $53.94 | — | COM | 132011107 |
| — | ECHO GLOBAL LOGISTICS INC | 45,925 | $1.151M | 0.1% | $24.19 | — | COM | 27875T101 |
| UNH | UNITEDHEALTH GROUP INC | 6,966 | $1.115M | 0.1% | $129.15 | 0.0% | COM | 91324P102 |
| — | NOVAN INC | 38,629 | $1.041M | 0.1% | $26.95 | — | COM | 66988N106 |
| — | OXFORD IMMUNOTEC GLOBAL PLC | 67,842 | $1.018M | 0.1% | $12.56 | — | ORD SHS | G6855A103 |
| — | HOLOGIC INC | 750,000 | $1.018M | 0.1% | $1.36 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | JEFFERIES GROUP INC NEW | 1,000,000 | $1.01M | 0.1% | $0.98 | — | DBCV 3.875%11/0 | 472319AG7 |
| — | FRONTIER COMMUNICATIONS CORP | 13,550 | $960K | 0.1% | $99.54 | — | PFD CONV SER-A | 35906A207 |
| LNN | LINDSAY CORP | 11,445 | $852K | 0.1% | $71.03 | 0.0% | COM | 535555106 |
| — | GW PHARMACEUTICALS PLC | 7,370 | $823K | 0.1% | $104.52 | — | ADS | 36197T103 |
| TSN | TYSON FOODS INC | 12,463 | $769K | 0.1% | $52.01 | 0.0% | CL A | 902494103 |
| — | SUNPOWER CORP | 750,000 | $684K | 0.1% | $0.95 | — | DBCV 0.750% 6/0 | 867652AG4 |
| IWO | ISHARES TR | 4,432 | $682K | 0.1% | $153.88 | — | RUS 2000 GRW ETF | 464287648 |
| — | PORTOLA PHARMACEUTICALS INC | 24,013 | $539K | 0.0% | $22.45 | — | COM | 737010108 |
| — | DUKE REALTY CORP | 17,948 | $477K | 0.0% | $27.02 | — | COM NEW | 264411505 |
| — | PHYSICIANS RLTY TR | 17,321 | $328K | 0.0% | $18.28 | — | COM | 71943U104 |
| IIPR | INNOVATIVE INDL PPTYS INC | 16,204 | $294K | 0.0% | $18.14 | — | CL A | 45781V101 |
| TITN | TITAN MACHY INC | 19,852 | $289K | 0.0% | $11.93 | 0.0% | COM | 88830R101 |
| CFG | CITIZENS FINL GROUP INC | 7,376 | $263K | 0.0% | $21.33 | 0.0% | COM | 174610105 |