Location: Rancho Santa Fe, CA
CIK: 0001389574 · Show all filings
Period: Q1 2017 (← Previous) (Next →)
Filing Date: May 15, 2017
Total Value: $1.419B (75.3% shares, 24.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| LVS | LAS VEGAS SANDS CORP | 1,500,000 | $85.61M | 6.0% | $44.06 | +0.5% | COM | 517834107 |
| MGM | MGM RESORTS INTERNATIONAL | 2,318,498 | $63.53M | 4.5% | $25.32 | +3.6% | COM | 552953101 |
| MLCO | MELCO CROWN ENTMT LTD | 3,250,000 | $60.26M | 4.2% | $16.62 | — | ADR | 585464100 |
| — | ALLIED WRLD ASSUR COM HLDG A | 1,100,000 | $58.41M | 4.1% | $54.07 | — | SHS | H01531104 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 21,115 | $17.88M | 1.3% | $1039.78 | — | PFD CONV SER A | G0177J116 |
| — | DYCOM INDS INC | 12,720,000 | $14.84M | 1.0% | $1.09 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | SALESFORCE COM INC | 10,830,000 | $13.96M | 1.0% | $1.27 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | LIBERTY INTERACTIVE LLC | 11,800,000 | $13.27M | 0.9% | $1.06 | — | DEB 1.750% 9/3 | 530610AD6 |
| — | NUVASIVE INC | 9,500,000 | $12.96M | 0.9% | $1.36 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | PRICELINE GRP INC | 6,380,000 | $12.01M | 0.8% | $1.47 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| INCY | INCYTE CORP | 89,034 | $11.9M | 0.8% | $97.73 | +30.3% | COM | 45337C102 |
| PWR | QUANTA SVCS INC | 320,582 | $11.9M | 0.8% | $26.18 | +36.8% | COM | 74762E102 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 12,935,000 | $11.59M | 0.8% | $1.06 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | NXP SEMICONDUCTORS N V | 9,360,000 | $10.84M | 0.8% | $1.10 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | PROOFPOINT INC | 9,415,000 | $10.71M | 0.8% | $1.09 | — | DBCV 0.750% 6/1 | 743424AD5 |
| — | TESARO INC | 69,306 | $10.66M | 0.8% | $99.11 | — | COM | 881569107 |
| VC | VISTEON CORP | 107,170 | $10.49M | 0.7% | $69.16 | +32.6% | COM NEW | 92839U206 |
| AMAT | APPLIED MATLS INC | 260,857 | $10.15M | 0.7% | $21.57 | +50.9% | COM | 038222105 |
| — | BIOMARIN PHARMACEUTICAL INC | 8,560,000 | $10.11M | 0.7% | $1.18 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | HORIZON PHARMA INVT LTD | 11,085,000 | $10.09M | 0.7% | $0.87 | — | NOTE 2.500% 3/1 | 44052TAB7 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 10,345,000 | $9.757M | 0.7% | $1.09 | — | NOTE 0.750% 8/1 | 87157BAA1 |
| — | MEDICINES CO | 6,165,000 | $9.718M | 0.7% | $1.14 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | NUANCE COMMUNICATIONS INC | 10,140,000 | $9.651M | 0.7% | $0.90 | — | DBCV 1.000%12/1 | 67020YAK6 |
| EXEL | EXELIXIS INC | 432,736 | $9.377M | 0.7% | $16.17 | +25.8% | COM | 30161Q104 |
| — | INTEL CORP | 6,685,000 | $9.1M | 0.6% | $1.37 | — | SDCV 12/1 | 458140AD2 |
| — | MICROCHIP TECHNOLOGY INC | 6,135,000 | $8.796M | 0.6% | $1.06 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | EURONET WORLDWIDE INC | 6,950,000 | $8.788M | 0.6% | $1.20 | — | NOTE 1.500%10/0 | 298736AH2 |
| ODFL | OLD DOMINION FGHT LINES INC | 102,037 | $8.732M | 0.6% | $17.42 | +63.3% | COM | 679580100 |
| — | ELECTRONICS FOR IMAGING INC | 7,875,000 | $8.553M | 0.6% | $1.02 | — | NOTE 0.750% 9/0 | 286082AC6 |
| PGR | PROGRESSIVE CORP OHIO | 215,822 | $8.456M | 0.6% | $27.76 | +5.6% | COM | 743315103 |
| — | YAHOO INC | 8,015,000 | $8.306M | 0.6% | $1.02 | — | NOTE 12/0 | 984332AF3 |
| — | HOLOGIC INC | 6,605,000 | $8.174M | 0.6% | $1.27 | — | FRNT 12/1 | 436440AG6 |
| — | INPHI CORP | 5,900,000 | $8.132M | 0.6% | $1.29 | — | NOTE 1.125%12/0 | 45772FAB3 |
| EVR | EVERCORE PARTNERS INC | 103,150 | $8.033M | 0.6% | $44.02 | +45.6% | CLASS A | 29977A105 |
| URI | UNITED RENTALS INC | 64,075 | $8.012M | 0.6% | $67.80 | +73.8% | COM | 911363109 |
| — | LIBERTY MEDIA CORP DELAWARE | 6,995,000 | $7.909M | 0.6% | $1.01 | — | NOTE 1.375%10/1 | 531229AB8 |
| TKR | TIMKEN CO | 173,442 | $7.838M | 0.6% | $44.08 | 0.0% | COM | 887389104 |
| — | ECHO GLOBAL LOGISTICS INC | 8,280,000 | $7.799M | 0.5% | $1.05 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| PLAY | DAVE & BUSTERS ENTMT INC | 125,967 | $7.696M | 0.5% | $56.97 | 0.0% | COM | 238337109 |
| KMT | KENNAMETAL INC | 194,466 | $7.629M | 0.5% | $28.90 | 0.0% | COM | 489170100 |
| — | EVERBRIDGE INC | 361,103 | $7.414M | 0.5% | $17.59 | — | COM | 29978A104 |
| — | PALO ALTO NETWORKS INC | 6,225,000 | $7.408M | 0.5% | $1.51 | — | NOTE 7/0 | 697435AB1 |
| — | MICRON TECHNOLOGY INC | 2,800,000 | $7.403M | 0.5% | $1.20 | — | NOTE 1.625% 2/1 | 595112AU7 |
| MTN | VAIL RESORTS INC | 37,564 | $7.208M | 0.5% | $100.22 | +76.8% | COM | 91879Q109 |
| ENTG | ENTEGRIS INC | 308,060 | $7.208M | 0.5% | $19.78 | 0.0% | COM | 29362U104 |
| — | SPECTRANETICS CORP | 6,315,000 | $7.203M | 0.5% | $0.95 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| EXP | EAGLE MATERIALS INC | 74,091 | $7.199M | 0.5% | $68.18 | +43.3% | COM | 26969P108 |
| — | T MOBILE US INC | 67,180 | $7.059M | 0.5% | $73.26 | — | CONV PFD SER A | 872590203 |
| — | ASPEN TECHNOLOGY INC | 119,204 | $7.021M | 0.5% | $38.55 | — | COM | 045327103 |
| — | INPHI CORP | 143,224 | $6.992M | 0.5% | $40.61 | — | COM | 45772F107 |
| SLM | SLM CORP | 567,378 | $6.864M | 0.5% | $9.77 | +21.2% | COM | 78442P106 |
| PTEN | PATTERSON UTI ENERGY INC | 280,942 | $6.818M | 0.5% | $25.76 | +4.7% | COM | 703481101 |
| XYZ | SQUARE INC | 392,543 | $6.785M | 0.5% | $11.04 | +41.6% | CL A | 852234103 |
| PTC | PTC INC | 128,040 | $6.728M | 0.5% | $40.77 | +29.7% | COM | 69370C100 |
| WIX | WIX COM LTD | 98,941 | $6.718M | 0.5% | $26.29 | +123.6% | SHS | M98068105 |
| — | NEVRO CORP | 5,530,000 | $6.692M | 0.5% | $1.11 | — | NOTE 1.750% 6/0 | 64157FAA1 |
| ROST | ROSS STORES INC | 100,492 | $6.621M | 0.5% | $52.43 | +16.7% | COM | 778296103 |
| — | PANDORA MEDIA INC | 6,350,000 | $6.366M | 0.4% | $1.03 | — | NOTE 1.750%12/0 | 698354AB3 |
| — | BERRY PLASTICS GROUP INC | 130,943 | $6.357M | 0.4% | $38.13 | — | COM | 08579W103 |
| — | ACHAOGEN INC | 248,168 | $6.261M | 0.4% | $17.39 | — | COM | 004449104 |
| WAL | WESTERN ALLIANCE BANCORP | 127,484 | $6.257M | 0.4% | $30.58 | +42.1% | COM | 957638109 |
| — | INTEGRATED DEVICE TECHNOLOGY | 6,225,000 | $6.236M | 0.4% | $1.03 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | JAZZ INVESTMENTS I LTD | 5,820,000 | $6.202M | 0.4% | $1.07 | — | NOTE 1.875% 8/1 | 472145AB7 |
| DPZ | DOMINOS PIZZA INC | 33,494 | $6.173M | 0.4% | $115.28 | +40.7% | COM | 25754A201 |
| CE | CELANESE CORP DEL | 68,687 | $6.172M | 0.4% | $63.15 | +16.6% | COM SER A | 150870103 |
| TRMB | TRIMBLE INC | 188,658 | $6.039M | 0.4% | $22.95 | +34.8% | COM | 896239100 |
| KEY | KEYCORP NEW | 338,879 | $6.026M | 0.4% | $10.71 | +16.6% | COM | 493267108 |
| — | WORKDAY INC | 5,250,000 | $5.985M | 0.4% | $1.09 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | WEATHERFORD INTL LTD | 4,550,000 | $5.844M | 0.4% | $1.13 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | PDC ENERGY INC | 5,670,000 | $5.808M | 0.4% | $1.05 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | PROOFPOINT INC | 2,985,000 | $5.709M | 0.4% | $1.37 | — | NOTE 1.250%12/1 | 743424AB9 |
| — | SUNPOWER CORP | 7,235,000 | $5.656M | 0.4% | $0.71 | — | DBCV 4.000% 1/1 | 867652AL3 |
| — | SYNOVUS FINL CORP | 136,120 | $5.584M | 0.4% | $41.08 | — | COM NEW | 87161C501 |
| — | MINDBODY INC | 201,048 | $5.521M | 0.4% | $17.66 | — | COM CL A | 60255W105 |
| TDOC | TELADOC INC | 218,019 | $5.45M | 0.4% | $20.80 | 0.0% | COM | 87918A105 |
| — | LIBERTY MEDIA CORP DELAWARE | 139,979 | $5.448M | 0.4% | $32.69 | — | COM A SIRIUSXM | 531229409 |
| ULTA | ULTA BEAUTY INC | 19,006 | $5.421M | 0.4% | $164.24 | +66.7% | COM | 90384S303 |
| — | SAGE THERAPEUTICS INC | 76,059 | $5.408M | 0.4% | $46.95 | — | COM | 78667J108 |
| CBOE | CBOE HLDGS INC | 66,632 | $5.402M | 0.4% | $65.39 | +6.8% | COM | 12503M108 |
| — | J2 GLOBAL INC | 3,965,000 | $5.353M | 0.4% | $1.15 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | CHENIERE ENERGY INC | 7,835,000 | $5.327M | 0.4% | $0.77 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| NFLX | NETFLIX INC | 35,680 | $5.273M | 0.4% | $12.72 | +10.3% | COM | 64110L106 |
| HQY | HEALTHEQUITY INC | 123,323 | $5.236M | 0.4% | $29.00 | +52.6% | COM | 42226A107 |
| INTU | INTUIT | 45,102 | $5.231M | 0.4% | $94.27 | +19.3% | COM | 461202103 |
| MC | MOELIS & CO | 135,388 | $5.213M | 0.4% | $14.17 | +33.6% | CL A | 60786M105 |
| — | ABIOMED INC | 41,477 | $5.192M | 0.4% | $95.34 | — | COM | 003654100 |
| BURL | BURLINGTON STORES INC | 53,054 | $5.162M | 0.4% | $59.32 | +49.3% | COM | 122017106 |
| OLLI | OLLIES BARGAIN OUTLT HLDGS I | 154,013 | $5.159M | 0.4% | $29.82 | +5.5% | COM | 681116109 |
| MCHP | MICROCHIP TECHNOLOGY INC | 69,612 | $5.137M | 0.4% | $29.93 | 0.0% | COM | 595017104 |
| — | ACXIOM CORP | 180,048 | $5.125M | 0.4% | $26.94 | — | COM | 005125109 |
| AMH | AMERICAN HOMES 4 RENT | 223,096 | $5.122M | 0.4% | $21.53 | — | CL A | 02665T306 |
| ALB | ALBEMARLE CORP | 48,144 | $5.085M | 0.4% | $74.76 | +15.4% | COM | 012653101 |
| PDFS | PDF SOLUTIONS INC | 223,221 | $5.05M | 0.4% | $17.84 | +24.9% | COM | 693282105 |
| MPWR | MONOLITHIC PWR SYS INC | 54,389 | $5.008M | 0.4% | $56.78 | +45.0% | COM | 609839105 |
| JPM | JPMORGAN CHASE & CO | 56,197 | $4.936M | 0.3% | $51.52 | +35.2% | COM | 46625H100 |
| WEN | WENDYS CO | 361,067 | $4.915M | 0.3% | $12.07 | +13.0% | COM | 95058W100 |
| — | SVB FINL GROUP | 26,417 | $4.915M | 0.3% | $110.54 | — | COM | 78486Q101 |
| SHOP | SHOPIFY INC | 71,719 | $4.882M | 0.3% | $3.97 | +45.1% | CL A | 82509L107 |
| LYV | LIVE NATION ENTERTAINMENT IN | 160,691 | $4.881M | 0.3% | $26.42 | +8.3% | COM | 538034109 |
| FHB | FIRST HAWAIIAN INC | 162,790 | $4.872M | 0.3% | $19.15 | +14.4% | COM | 32051X108 |
| — | BROADCOM LTD | 22,172 | $4.855M | 0.3% | $155.16 | — | SHS | Y09827109 |
| WDC | WESTERN DIGITAL CORP | 58,766 | $4.849M | 0.3% | $51.29 | 0.0% | COM | 958102105 |
| — | REPLIGEN CORP | 3,800,000 | $4.849M | 0.3% | $1.12 | — | NOTE 2.125% 6/0 | 759916AA7 |
| WWD | WOODWARD INC | 71,356 | $4.847M | 0.3% | $43.63 | +49.7% | COM | 980745103 |
| LUV | SOUTHWEST AIRLS CO | 88,652 | $4.766M | 0.3% | $48.27 | 0.0% | COM | 844741108 |
| AMZN | AMAZON COM INC | 5,344 | $4.738M | 0.3% | $32.63 | +27.7% | COM | 023135106 |
| TCBI | TEXAS CAPITAL BANCSHARES INC | 56,289 | $4.696M | 0.3% | $67.45 | +24.3% | COM | 88224Q107 |
| LITE | LUMENTUM HLDGS INC | 87,121 | $4.647M | 0.3% | $44.12 | 0.0% | COM | 55024U109 |
| ADBE | ADOBE SYS INC | 35,369 | $4.603M | 0.3% | $92.80 | +26.5% | COM | 00724F101 |
| CMA | COMERICA INC | 66,295 | $4.547M | 0.3% | $32.36 | +49.1% | COM | 200340107 |
| MSM | MSC INDL DIRECT INC | 44,159 | $4.538M | 0.3% | $101.34 | 0.0% | CL A | 553530106 |
| ROCK | GIBRALTAR INDS INC | 110,052 | $4.535M | 0.3% | $31.53 | +32.7% | COM | 374689107 |
| AAPL | APPLE INC | 31,443 | $4.517M | 0.3% | $30.44 | 0.0% | COM | 037833100 |
| BWXT | BWX TECHNOLOGIES INC | 93,993 | $4.474M | 0.3% | $34.18 | +14.8% | COM | 05605H100 |
| PLNT | PLANET FITNESS INC | 231,799 | $4.465M | 0.3% | $20.73 | -0.4% | CL A | 72703H101 |
| — | ZAYO GROUP HLDGS INC | 135,048 | $4.442M | 0.3% | $32.88 | — | COM | 98919V105 |
| DXCM | DEXCOM INC | 52,378 | $4.439M | 0.3% | $19.52 | 0.0% | COM | 252131107 |
| — | TESARO INC | 1,000,000 | $4.432M | 0.3% | $4.43 | — | NOTE 3.000%10/0 | 881569AA5 |
| SMG | SCOTTS MIRACLE GRO CO | 47,246 | $4.412M | 0.3% | $66.78 | +2.9% | CL A | 810186106 |
| — | CEMEX SAB DE CV | 3,750,000 | $4.377M | 0.3% | $1.12 | — | NOTE 3.750% 3/1 | 151290BC6 |
| A | AGILENT TECHNOLOGIES INC | 81,638 | $4.316M | 0.3% | $40.57 | +16.3% | COM | 00846U101 |
| — | TESLA INC | 4,135,000 | $4.309M | 0.3% | $1.04 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| DOV | DOVER CORP | 51,980 | $4.177M | 0.3% | $46.08 | +19.9% | COM | 260003108 |
| MHK | MOHAWK INDS INC | 18,060 | $4.144M | 0.3% | $199.66 | +10.1% | COM | 608190104 |
| FRCB | FIRST REP BK SAN FRANCISCO C | 43,262 | $4.059M | 0.3% | $79.00 | +14.3% | COM | 33616C100 |
| MSFT | MICROSOFT CORP | 61,553 | $4.054M | 0.3% | $57.84 | 0.0% | COM | 594918104 |
| — | FERRO CORP | 262,768 | $3.989M | 0.3% | $14.34 | — | COM | 315405100 |
| AMP | AMERIPRISE FINL INC | 30,560 | $3.963M | 0.3% | $103.84 | 0.0% | COM | 03076C106 |
| — | COHERENT INC | 19,167 | $3.943M | 0.3% | $205.72 | — | COM | 192479103 |
| NOW | SERVICENOW INC | 44,080 | $3.855M | 0.3% | $17.44 | 0.0% | COM | 81762P102 |
| — | SM ENERGY CO | 3,850,000 | $3.814M | 0.3% | $1.20 | — | NOTE 1.500% 7/0 | 78454LAM2 |
| FMC | F M C CORP | 54,082 | $3.764M | 0.3% | $36.75 | +13.6% | COM NEW | 302491303 |
| — | AERIE PHARMACEUTICALS INC | 82,359 | $3.735M | 0.3% | $45.35 | — | COM | 00771V108 |
| EXAS | EXACT SCIENCES CORP | 156,576 | $3.697M | 0.3% | $19.82 | 0.0% | COM | 30063P105 |
| WSO | WATSCO INC | 25,763 | $3.689M | 0.3% | $122.93 | +21.8% | COM | 942622200 |
| VEEV | VEEVA SYS INC | 71,605 | $3.672M | 0.3% | $40.84 | +10.0% | CL A COM | 922475108 |
| — | DERMIRA INC | 106,417 | $3.629M | 0.3% | $32.19 | — | COM | 24983L104 |
| FANG | DIAMONDBACK ENERGY INC | 34,856 | $3.615M | 0.3% | $59.91 | +33.2% | COM | 25278X109 |
| ON | ON SEMICONDUCTOR CORP | 231,775 | $3.591M | 0.3% | $14.50 | 0.0% | COM | 682189105 |
| — | PORTOLA PHARMACEUTICALS INC | 91,550 | $3.588M | 0.3% | $34.80 | — | COM | 737010108 |
| VRTX | VERTEX PHARMACEUTICALS INC | 32,786 | $3.584M | 0.3% | $88.04 | 0.0% | COM | 92532F100 |
| CALY | CALLAWAY GOLF CO | 323,466 | $3.58M | 0.3% | $11.05 | -1.8% | COM | 131193104 |
| LDOS | LEIDOS HLDGS INC | 69,980 | $3.579M | 0.3% | $34.82 | +28.9% | COM | 525327102 |
| ISRG | INTUITIVE SURGICAL INC | 4,663 | $3.574M | 0.3% | $79.00 | 0.0% | COM NEW | 46120E602 |
| CDW | CDW CORP | 60,595 | $3.498M | 0.2% | $50.65 | 0.0% | COM | 12514G108 |
| — | MICROSEMI CORP | 67,814 | $3.494M | 0.2% | $36.65 | — | COM | 595137100 |
| PCAR | PACCAR INC | 51,775 | $3.479M | 0.2% | $23.28 | +37.9% | COM | 693718108 |
| AMD | ADVANCED MICRO DEVICES INC | 237,323 | $3.453M | 0.2% | $8.39 | +51.4% | COM | 007903107 |
| HUBG | HUB GROUP INC | 74,078 | $3.437M | 0.2% | $17.70 | +33.5% | CL A | 443320106 |
| JBTM | JOHN BEAN TECHNOLOGIES CORP | 39,064 | $3.437M | 0.2% | $78.79 | +6.4% | COM | 477839104 |
| CHTR | CHARTER COMMUNICATIONS INC N | 10,473 | $3.428M | 0.2% | $269.28 | +18.3% | CL A | 16119P108 |
| — | TIFFANY & CO NEW | 35,817 | $3.413M | 0.2% | $95.29 | — | COM | 886547108 |
| ALRM | ALARM COM HLDGS INC | 110,205 | $3.386M | 0.2% | $29.05 | 0.0% | COM | 011642105 |
| — | BLUEBIRD BIO INC | 36,873 | $3.354M | 0.2% | $67.40 | — | COM | 09609G100 |
| HOLX | HOLOGIC INC | 78,350 | $3.334M | 0.2% | $38.59 | +5.7% | COM | 436440101 |
| — | BARD C R INC | 13,347 | $3.318M | 0.2% | $237.63 | — | COM | 067383109 |
| — | PARSLEY ENERGY INC | 101,620 | $3.305M | 0.2% | $33.85 | — | CL A | 701877102 |
| — | BIOTELEMETRY INC | 114,017 | $3.302M | 0.2% | $22.37 | — | COM | 090672106 |
| ARMK | ARAMARK | 89,046 | $3.283M | 0.2% | $22.84 | 0.0% | COM | 03852U106 |
| HEI | HEICO CORP NEW | 37,291 | $3.252M | 0.2% | $35.31 | +17.9% | COM | 422806109 |
| SKYW | SKYWEST INC | 94,334 | $3.233M | 0.2% | $33.49 | +6.5% | COM | 830879102 |
| — | CYPRESS SEMICONDUCTOR CORP | 234,185 | $3.222M | 0.2% | $13.76 | — | COM | 232806109 |
| — | PATTERN ENERGY GROUP INC | 3,250,000 | $3.221M | 0.2% | $1.00 | — | NOTE 4.000% 7/1 | 70338PAB6 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 22,076 | $3.204M | 0.2% | $130.25 | 0.0% | SHS USD | G50871105 |
| — | MGIC INVT CORP WIS | 2,200,000 | $3.204M | 0.2% | $1.26 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | WELLCARE HEALTH PLANS INC | 22,771 | $3.192M | 0.2% | $137.65 | — | COM | 94946T106 |
| — | VOCERA COMMUNICATIONS INC | 127,257 | $3.16M | 0.2% | $18.49 | — | COM | 92857F107 |
| JBHT | HUNT J B TRANS SVCS INC | 34,236 | $3.141M | 0.2% | $76.92 | +16.1% | COM | 445658107 |
| SNPS | SYNOPSYS INC | 43,024 | $3.103M | 0.2% | $48.36 | +38.4% | COM | 871607107 |
| BAH | BOOZ ALLEN HAMILTON HLDG COR | 86,783 | $3.071M | 0.2% | $25.53 | +19.2% | CL A | 099502106 |
| CFG | CITIZENS FINL GROUP INC | 87,999 | $3.041M | 0.2% | $25.42 | +1.5% | COM | 174610105 |
| — | TRINITY INDS INC | 2,500,000 | $3.036M | 0.2% | $1.20 | — | NOTE 3.875% 6/0 | 896522AF6 |
| NTNX | NUTANIX INC | 161,724 | $3.035M | 0.2% | $29.01 | -7.5% | CL A | 67059N108 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 34,375 | $3.016M | 0.2% | $94.03 | -5.4% | COM | 09061G101 |
| — | PROOFPOINT INC | 40,514 | $3.014M | 0.2% | $54.20 | — | COM | 743424103 |
| — | VANTIV INC | 46,417 | $2.976M | 0.2% | $59.63 | — | CL A | 92210H105 |
| — | AMERICAN TOWER CORP NEW | 26,620 | $2.974M | 0.2% | $103.65 | — | DEP PFD CONV SE | 03027X407 |
| WING | WINGSTOP INC | 101,626 | $2.874M | 0.2% | $29.37 | -5.7% | COM | 974155103 |
| — | CALLON PETE CO DEL | 215,819 | $2.839M | 0.2% | $15.37 | — | COM | 13123X102 |
| — | CIRCOR INTL INC | 47,734 | $2.837M | 0.2% | $64.88 | — | COM | 17273K109 |
| JBL | JABIL CIRCUIT INC | 97,963 | $2.833M | 0.2% | $24.07 | 0.0% | COM | 466313103 |
| — | K2M GROUP HLDGS INC | 136,759 | $2.805M | 0.2% | $16.57 | — | COM | 48273J107 |
| RGEN | REPLIGEN CORP | 79,291 | $2.792M | 0.2% | $20.88 | +51.7% | COM | 759916109 |
| — | BANK OF THE OZARKS INC | 53,654 | $2.791M | 0.2% | $52.02 | — | COM | 063904106 |
| — | MARVELL TECHNOLOGY GROUP LTD | 180,906 | $2.761M | 0.2% | $15.26 | — | ORD | G5876H105 |
| — | HD SUPPLY HLDGS INC | 66,888 | $2.752M | 0.2% | $42.50 | — | COM | 40416M105 |
| — | NATIONAL OILWELL VARCO INC | 68,336 | $2.74M | 0.2% | $37.45 | — | COM | 637071101 |
| — | CRANE CO | 36,585 | $2.738M | 0.2% | $72.12 | — | COM | 224399105 |
| PEN | PENUMBRA INC | 32,589 | $2.719M | 0.2% | $48.24 | +56.9% | COM | 70975L107 |
| GLW | CORNING INC | 100,633 | $2.717M | 0.2% | $20.97 | 0.0% | COM | 219350105 |
| TER | TERADYNE INC | 85,820 | $2.668M | 0.2% | $27.23 | 0.0% | COM | 880770102 |
| — | CELESTICA INC | 183,027 | $2.661M | 0.2% | $14.54 | — | SUB VTG SHS | 15101Q108 |
| — | ORBOTECH LTD | 81,414 | $2.625M | 0.2% | $25.55 | — | ORD | M75253100 |
| — | 2U INC | 66,102 | $2.623M | 0.2% | $30.12 | — | COM | 90214J101 |
| PI | IMPINJ INC | 85,622 | $2.592M | 0.2% | $31.46 | 0.0% | COM | 453204109 |
| — | NEVRO CORP | 27,462 | $2.572M | 0.2% | $93.66 | — | COM | 64157F103 |
| — | COTIVITI HLDGS INC | 61,697 | $2.568M | 0.2% | $33.67 | — | COM | 22164K101 |
| MTDR | MATADOR RES CO | 106,561 | $2.535M | 0.2% | $21.61 | +15.6% | COM | 576485205 |
| SANM | SANMINA CORPORATION | 62,295 | $2.529M | 0.2% | $38.68 | 0.0% | COM | 801056102 |
| — | PLATFORM SPECIALTY PRODS COR | 194,167 | $2.526M | 0.2% | $13.01 | — | COM | 72766Q105 |
| TIP | ISHARES TR | 21,920 | $2.513M | 0.2% | $109.70 | — | TIPS BD ETF | 464287176 |
| CPS | COOPER STD HLDGS INC | 22,606 | $2.508M | 0.2% | $63.16 | +72.6% | COM | 21676P103 |
| — | OASIS PETE INC NEW | 1,810,000 | $2.438M | 0.2% | $1.14 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| UNH | UNITEDHEALTH GROUP INC | 14,288 | $2.343M | 0.2% | $135.79 | +4.7% | COM | 91324P102 |
| — | NUVASIVE INC | 31,026 | $2.315M | 0.2% | $48.89 | — | COM | 670704105 |
| MASI | MASIMO CORP | 24,794 | $2.313M | 0.2% | $61.46 | +33.9% | COM | 574795100 |
| — | HESKA CORP | 21,791 | $2.288M | 0.2% | $105.00 | — | COM RESTRC NEW | 42805E306 |
| MXL | MAXLINEAR INC | 80,663 | $2.263M | 0.2% | $11.37 | +125.6% | COM | 57776J100 |
| TGNA | TEGNA INC | 83,374 | $2.136M | 0.2% | $15.38 | 0.0% | COM | 87901J105 |
| — | AVEXIS INC | 27,931 | $2.124M | 0.1% | $76.04 | — | COM | 05366U100 |
| — | MULESOFT INC | 85,669 | $2.084M | 0.1% | $24.33 | — | CL A | 625207105 |
| BABA | ALIBABA GROUP HLDG LTD | 19,170 | $2.067M | 0.1% | $107.82 | — | SPONSORED ADS | 01609W102 |
| WDAY | WORKDAY INC | 24,537 | $2.044M | 0.1% | $83.02 | 0.0% | CL A | 98138H101 |
| ELF | E L F BEAUTY INC | 69,322 | $1.998M | 0.1% | $28.32 | -4.6% | COM | 26856L103 |
| — | SPECTRANETICS CORP | 68,116 | $1.982M | 0.1% | $19.86 | — | COM | 84760C107 |
| SHOO | MADDEN STEVEN LTD | 50,838 | $1.958M | 0.1% | $21.00 | 0.0% | COM | 556269108 |
| NTB | BANK OF NT BUTTERFIELD&SON L | 60,638 | $1.935M | 0.1% | $21.61 | 0.0% | SHS NEW | G0772R208 |
| STKL | SUNOPTA INC | 267,949 | $1.864M | 0.1% | $7.17 | 0.0% | COM | 8676EP108 |
| AUPH | AURINIA PHARMACEUTICALS INC | 251,600 | $1.846M | 0.1% | $4.62 | 0.0% | COM | 05156V102 |
| — | KITE PHARMA INC | 22,871 | $1.796M | 0.1% | $78.53 | — | COM | 49803L109 |
| — | CLOVIS ONCOLOGY INC | 27,864 | $1.774M | 0.1% | $63.67 | — | COM | 189464100 |
| — | WPX ENERGY INC | 29,135 | $1.764M | 0.1% | $66.23 | — | PFD SER A CV | 98212B202 |
| — | ROYAL DUTCH SHELL PLC | 32,644 | $1.722M | 0.1% | $52.75 | — | SPONS ADR A | 780259206 |
| EOG | EOG RES INC | 17,058 | $1.664M | 0.1% | $74.24 | 0.0% | COM | 26875P101 |
| ZD | J2 GLOBAL INC | 19,834 | $1.664M | 0.1% | $60.78 | +20.3% | COM | 48123V102 |
| — | ARCONIC INC | 40,000 | $1.642M | 0.1% | $30.23 | — | PFD CONV B SER 1 | 03965L308 |
| ASTE | ASTEC INDS INC | 26,496 | $1.628M | 0.1% | $48.19 | +24.5% | COM | 046224101 |
| ESNT | ESSENT GROUP LTD | 41,653 | $1.507M | 0.1% | $31.06 | 0.0% | COM | G3198U102 |
| — | GTT COMMUNICATIONS INC | 61,625 | $1.501M | 0.1% | $16.60 | — | COM | 362393100 |
| — | SUMMIT MATLS INC | 59,931 | $1.48M | 0.1% | $20.05 | — | CL A | 86614U100 |
| — | TITAN MACHY INC | 1,500,000 | $1.435M | 0.1% | $0.89 | — | NOTE 3.750% 5/0 | 88830RAB7 |
| — | NEW YORK CMNTY CAP TR V | 28,045 | $1.413M | 0.1% | $49.81 | — | UNIT 11/01/2051 | 64944P307 |
| — | DIGIRAD CORP | 250,000 | $1.325M | 0.1% | $3.17 | — | COM | 253827109 |
| — | NANOSTRING TECHNOLOGIES INC | 62,469 | $1.241M | 0.1% | $12.96 | — | COM | 63009R109 |
| LLY | LILLY ELI & CO | 14,304 | $1.203M | 0.1% | $69.54 | 0.0% | COM | 532457108 |
| BMY | BRISTOL MYERS SQUIBB CO | 21,349 | $1.161M | 0.1% | $39.93 | 0.0% | COM | 110122108 |
| — | NANOMETRICS INC | 34,739 | $1.059M | 0.1% | $30.48 | — | COM | 630077105 |
| — | HOLOGIC INC | 750,000 | $1.044M | 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 |
| — | GW PHARMACEUTICALS PLC | 7,306 | $884K | 0.1% | $104.52 | — | ADS | 36197T103 |
| — | BLUEPRINT MEDICINES CORP | 21,998 | $878K | 0.1% | $39.91 | — | COM | 09627Y109 |
| DSGX | DESCARTES SYS GROUP INC | 38,239 | $876K | 0.1% | $15.96 | +38.0% | COM | 249906108 |
| — | GLOBAL BLOOD THERAPEUTICS IN | 23,142 | $852K | 0.1% | $36.82 | — | COM | 37890U108 |
| — | NVIDIA CORP | 150,000 | $811K | 0.1% | $5.41 | — | NOTE 1.000%12/0 | 67066GAC8 |
| PANW | PALO ALTO NETWORKS INC | 6,781 | $765K | 0.1% | $22.79 | -1.9% | COM | 697435105 |
| — | REALPAGE INC | 19,931 | $693K | 0.0% | $27.10 | — | COM | 75606N109 |
| — | SUNPOWER CORP | 750,000 | $693K | 0.0% | $0.95 | — | DBCV 0.750% 6/0 | 867652AG4 |
| — | OBALON THERAPEUTICS INC | 58,585 | $626K | 0.0% | $10.69 | — | COM | 67424L100 |
| — | PARATEK PHARMACEUTICALS INC | 30,292 | $583K | 0.0% | $19.25 | — | COM | 699374302 |
| — | FLEXION THERAPEUTICS INC | 17,732 | $476K | 0.0% | $26.84 | — | COM | 33938J106 |
| HD | HOME DEPOT INC | 1,906 | $280K | 0.0% | $114.37 | 0.0% | COM | 437076102 |
| KNSL | KINSALE CAP GROUP INC | 8,373 | $271K | 0.0% | $25.79 | +17.3% | COM | 49714P108 |