Location: Rancho Santa Fe, CA
CIK: 0001389574 · Show all filings
Period: Q2 2017 (← Previous) (Next →)
Filing Date: Aug 11, 2017
Total Value: $1.415B (81.6% shares, 18.4% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| LVS | LAS VEGAS SANDS CORP | 2,000,000 | $128M | 9.0% | $45.40 | +8.8% | COM | 517834107 |
| MLCO | MELCO RESORT ENTERTAINMENT L | 3,500,000 | $78.58M | 5.6% | $17.04 | — | ADR | 585464100 |
| MGM | MGM RESORTS INTERNATIONAL | 2,316,640 | $72.49M | 5.1% | $25.32 | +15.9% | COM | 552953101 |
| — | ALLIED WRLD ASSUR COM HLDG A | 1,100,000 | $58.19M | 4.1% | $54.07 | — | SHS | H01531104 |
| — | CAESARS ENTMT CORP | 1,500,000 | $18M | 1.3% | $12.00 | — | COM | 127686103 |
| VC | VISTEON CORP | 157,915 | $16.12M | 1.1% | $78.53 | +25.2% | COM NEW | 92839U206 |
| — | SALESFORCE COM INC | 10,830,000 | $14.32M | 1.0% | $1.27 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | DYCOM INDS INC | 11,370,000 | $13.19M | 0.9% | $1.09 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | PROOFPOINT INC | 9,915,000 | $12.35M | 0.9% | $1.10 | — | DBCV 0.750% 6/1 | 743424AD5 |
| INCY | INCYTE CORP | 88,850 | $11.19M | 0.8% | $97.73 | +30.2% | COM | 45337C102 |
| EXEL | EXELIXIS INC | 432,931 | $10.66M | 0.8% | $16.17 | +30.9% | COM | 30161Q104 |
| — | EVERBRIDGE INC | 436,179 | $10.63M | 0.8% | $18.76 | — | COM | 29978A104 |
| — | BIOMARIN PHARMACEUTICAL INC | 8,910,000 | $10.6M | 0.7% | $1.18 | — | NOTE 1.500%10/1 | 09061GAF8 |
| PWR | QUANTA SVCS INC | 320,052 | $10.54M | 0.7% | $26.18 | +24.8% | COM | 74762E102 |
| — | ABIOMED INC | 71,712 | $10.28M | 0.7% | $115.56 | — | COM | 003654100 |
| AMAT | APPLIED MATLS INC | 247,212 | $10.21M | 0.7% | $21.57 | +79.0% | COM | 038222105 |
| BURL | BURLINGTON STORES INC | 110,312 | $10.15M | 0.7% | $78.44 | +22.6% | COM | 122017106 |
| — | INTEL CORP | 7,685,000 | $10.04M | 0.7% | $1.36 | — | SDCV 12/1 | 458140AD2 |
| — | LIBERTY INTERACTIVE LLC | 8,500,000 | $9.716M | 0.7% | $1.06 | — | DEB 1.750% 9/3 | 530610AD6 |
| ODFL | OLD DOMINION FGHT LINES INC | 101,450 | $9.663M | 0.7% | $17.42 | +62.6% | COM | 679580100 |
| — | TESARO INC | 65,985 | $9.226M | 0.7% | $99.11 | — | COM | 881569107 |
| XYZ | SQUARE INC | 391,978 | $9.196M | 0.6% | $11.04 | +87.2% | CL A | 852234103 |
| — | YAHOO INC | 8,015,000 | $9.112M | 0.6% | $1.02 | — | NOTE 12/0 | 984332AF3 |
| — | EURONET WORLDWIDE INC | 6,950,000 | $8.879M | 0.6% | $1.20 | — | NOTE 1.500%10/0 | 298736AH2 |
| PGR | PROGRESSIVE CORP OHIO | 200,247 | $8.829M | 0.6% | $27.76 | +15.6% | COM | 743315103 |
| — | ELECTRONICS FOR IMAGING INC | 7,875,000 | $8.461M | 0.6% | $1.02 | — | NOTE 0.750% 9/0 | 286082AC6 |
| KMT | KENNAMETAL INC | 225,282 | $8.431M | 0.6% | $29.17 | +5.8% | COM | 489170100 |
| TKR | TIMKEN CO | 180,879 | $8.366M | 0.6% | $44.15 | +4.0% | COM | 887389104 |
| SLM | SLM CORP | 720,054 | $8.282M | 0.6% | $10.11 | +12.5% | COM | 78442P106 |
| CBOE | CBOE HLDGS INC | 90,539 | $8.275M | 0.6% | $68.32 | +11.9% | COM | 12503M108 |
| — | PALO ALTO NETWORKS INC | 6,225,000 | $8.159M | 0.6% | $1.51 | — | NOTE 7/0 | 697435AB1 |
| — | INPHI CORP | 7,200,000 | $8.073M | 0.6% | $1.26 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | ECHO GLOBAL LOGISTICS INC | 8,280,000 | $7.928M | 0.6% | $1.05 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| TRMB | TRIMBLE INC | 216,048 | $7.707M | 0.5% | $24.44 | +42.0% | COM | 896239100 |
| MTN | VAIL RESORTS INC | 37,510 | $7.607M | 0.5% | $100.22 | +101.1% | COM | 91879Q109 |
| — | BERRY GLOBAL GROUP INC | 129,406 | $7.376M | 0.5% | $38.13 | — | COM | 08579W103 |
| PLAY | DAVE & BUSTERS ENTMT INC | 109,245 | $7.264M | 0.5% | $56.97 | +14.9% | COM | 238337109 |
| STKL | SUNOPTA INC | 703,998 | $7.182M | 0.5% | $7.91 | +5.7% | COM | 8676EP108 |
| — | LIBERTY MEDIA CORP DELAWARE | 5,995,000 | $7.097M | 0.5% | $1.01 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | MINDBODY INC | 259,486 | $7.057M | 0.5% | $19.81 | — | COM CL A | 60255W105 |
| HQY | HEALTHEQUITY INC | 137,171 | $6.837M | 0.5% | $30.79 | +51.9% | COM | 42226A107 |
| CE | CELANESE CORP DEL | 71,790 | $6.816M | 0.5% | $63.68 | +18.6% | COM SER A | 150870103 |
| — | HORIZON PHARMA INVT LTD | 7,835,000 | $6.753M | 0.5% | $0.87 | — | NOTE 2.500% 3/1 | 44052TAB7 |
| ENTG | ENTEGRIS INC | 307,541 | $6.751M | 0.5% | $19.78 | +16.8% | COM | 29362U104 |
| WAL | WESTERN ALLIANCE BANCORP | 134,428 | $6.612M | 0.5% | $31.14 | +32.6% | COM | 957638109 |
| — | INTEGRATED DEVICE TECHNOLOGY | 6,225,000 | $6.59M | 0.5% | $1.03 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | ASPEN TECHNOLOGY INC | 119,043 | $6.581M | 0.5% | $38.55 | — | COM | 045327103 |
| KEY | KEYCORP NEW | 348,660 | $6.534M | 0.5% | $10.76 | +15.3% | COM | 493267108 |
| — | JAZZ INVESTMENTS I LTD | 5,820,000 | $6.365M | 0.4% | $1.07 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | SPECTRANETICS CORP | 4,705,000 | $6.364M | 0.4% | $0.95 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | J2 GLOBAL INC | 4,515,000 | $6.168M | 0.4% | $1.18 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | KNIGHT TRANSN INC | 166,426 | $6.166M | 0.4% | $37.05 | — | COM | 499064103 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 7,040 | $6.089M | 0.4% | $1039.78 | — | PFD CONV SER A | G0177J116 |
| — | SAGE THERAPEUTICS INC | 75,805 | $6.036M | 0.4% | $46.95 | — | COM | 78667J108 |
| — | PANDORA MEDIA INC | 6,350,000 | $6.016M | 0.4% | $1.03 | — | NOTE 1.750%12/0 | 698354AB3 |
| TDOC | TELADOC INC | 171,996 | $5.971M | 0.4% | $20.80 | +40.1% | COM | 87918A105 |
| — | NEVRO CORP | 5,530,000 | $5.92M | 0.4% | $1.11 | — | NOTE 1.750% 6/0 | 64157FAA1 |
| EW | EDWARDS LIFESCIENCES CORP | 49,929 | $5.904M | 0.4% | $36.50 | 0.0% | COM | 28176E108 |
| ALGN | ALIGN TECHNOLOGY INC | 39,318 | $5.901M | 0.4% | $135.62 | 0.0% | COM | 016255101 |
| — | LIBERTY MEDIA CORP DELAWARE | 139,979 | $5.877M | 0.4% | $32.69 | — | COM A SIRIUSXM | 531229409 |
| — | HOLOGIC INC | 4,605,000 | $5.806M | 0.4% | $1.27 | — | FRNT 12/1 | 436440AG6 |
| MHK | MOHAWK INDS INC | 23,930 | $5.784M | 0.4% | $208.57 | +13.1% | COM | 608190104 |
| A | AGILENT TECHNOLOGIES INC | 97,305 | $5.772M | 0.4% | $42.64 | +25.2% | COM | 00846U101 |
| LUV | SOUTHWEST AIRLS CO | 92,551 | $5.752M | 0.4% | $48.45 | +8.0% | COM | 844741108 |
| — | SYNOVUS FINL CORP | 129,566 | $5.734M | 0.4% | $41.08 | — | COM NEW | 87161C501 |
| HEI | HEICO CORP NEW | 78,821 | $5.662M | 0.4% | $40.95 | +12.4% | COM | 422806109 |
| LYV | LIVE NATION ENTERTAINMENT IN | 160,691 | $5.601M | 0.4% | $26.42 | +26.9% | COM | 538034109 |
| AMH | AMERICAN HOMES 4 RENT | 247,738 | $5.592M | 0.4% | $21.64 | — | CL A | 02665T306 |
| BWXT | BWX TECHNOLOGIES INC | 113,993 | $5.557M | 0.4% | $35.85 | +21.9% | COM | 05605H100 |
| — | REPLIGEN CORP | 3,800,000 | $5.472M | 0.4% | $1.12 | — | NOTE 2.125% 6/0 | 759916AA7 |
| TCBI | TEXAS CAPITAL BANCSHARES INC | 70,615 | $5.465M | 0.4% | $69.39 | +11.0% | COM | 88224Q107 |
| — | INPHI CORP | 158,862 | $5.448M | 0.4% | $39.99 | — | COM | 45772F107 |
| — | ADVANCED MICRO DEVICES INC | 3,100,000 | $5.429M | 0.4% | $1.75 | — | NOTE 2.125% 9/0 | 007903BD8 |
| MTDR | MATADOR RES CO | 252,337 | $5.392M | 0.4% | $22.24 | +2.1% | COM | 576485205 |
| MCHP | MICROCHIP TECHNOLOGY INC | 69,612 | $5.373M | 0.4% | $29.93 | +12.1% | COM | 595017104 |
| GWRE | GUIDEWIRE SOFTWARE INC | 77,400 | $5.318M | 0.4% | $63.63 | 0.0% | COM | 40171V100 |
| — | BLUEBIRD BIO INC | 50,183 | $5.273M | 0.4% | $77.39 | — | COM | 09609G100 |
| MPWR | MONOLITHIC PWR SYS INC | 54,465 | $5.251M | 0.4% | $56.78 | +56.3% | COM | 609839105 |
| MC | MOELIS & CO | 135,044 | $5.247M | 0.4% | $14.17 | +39.7% | CL A | 60786M105 |
| EXAS | EXACT SCIENCES CORP | 145,809 | $5.156M | 0.4% | $19.82 | +55.8% | COM | 30063P105 |
| — | PDC ENERGY INC | 5,670,000 | $5.146M | 0.4% | $1.05 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | PORTOLA PHARMACEUTICALS INC | 91,175 | $5.122M | 0.4% | $34.80 | — | COM | 737010108 |
| AMZN | AMAZON COM INC | 5,215 | $5.048M | 0.4% | $32.63 | +46.2% | COM | 023135106 |
| ALB | ALBEMARLE CORP | 47,754 | $5.039M | 0.4% | $74.76 | +29.3% | COM | 012653101 |
| — | LOXO ONCOLOGY INC | 62,810 | $5.036M | 0.4% | $80.18 | — | COM | 548862101 |
| WEN | WENDYS CO | 321,013 | $4.976M | 0.4% | $12.07 | +25.5% | COM | 95058W100 |
| — | CEMEX SAB DE CV | 4,150,000 | $4.954M | 0.4% | $1.13 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | K2M GROUP HLDGS INC | 202,750 | $4.938M | 0.3% | $19.11 | — | COM | 48273J107 |
| — | PARATEK PHARMACEUTICALS INC | 204,009 | $4.916M | 0.3% | $23.38 | — | COM | 699374302 |
| — | FINISAR CORP | 188,675 | $4.903M | 0.3% | $25.99 | — | COM NEW | 31787A507 |
| WWD | WOODWARD INC | 71,156 | $4.809M | 0.3% | $43.63 | +47.8% | COM | 980745103 |
| — | FERRO CORP | 262,029 | $4.794M | 0.3% | $14.34 | — | COM | 315405100 |
| EVR | EVERCORE PARTNERS INC | 66,256 | $4.672M | 0.3% | $44.02 | +36.9% | CLASS A | 29977A105 |
| — | ACXIOM CORP | 179,583 | $4.666M | 0.3% | $26.94 | — | COM | 005125109 |
| JBTM | JOHN BEAN TECHNOLOGIES CORP | 47,372 | $4.643M | 0.3% | $80.05 | +7.4% | COM | 477839104 |
| — | CYPRESS SEMICONDUCTOR CORP | 339,558 | $4.635M | 0.3% | $13.72 | — | COM | 232806109 |
| — | WEATHERFORD INTL LTD | 4,550,000 | $4.604M | 0.3% | $1.13 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | TESLA INC | 3,635,000 | $4.566M | 0.3% | $1.04 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| CALY | CALLAWAY GOLF CO | 354,607 | $4.531M | 0.3% | $11.15 | +9.4% | COM | 131193104 |
| VEEV | VEEVA SYS INC | 71,483 | $4.382M | 0.3% | $40.84 | +41.4% | CL A COM | 922475108 |
| — | PLATFORM SPECIALTY PRODS COR | 345,085 | $4.375M | 0.3% | $12.86 | — | COM | 72766Q105 |
| EXTR | EXTREME NETWORKS INC | 473,878 | $4.367M | 0.3% | $8.85 | 0.0% | COM | 30226D106 |
| — | BROADCOM LTD | 18,671 | $4.351M | 0.3% | $155.16 | — | SHS | Y09827109 |
| CDW | CDW CORP | 69,179 | $4.326M | 0.3% | $51.07 | +5.7% | COM | 12514G108 |
| MSFT | MICROSOFT CORP | 62,682 | $4.321M | 0.3% | $57.92 | +7.6% | COM | 594918104 |
| VRTX | VERTEX PHARMACEUTICALS INC | 33,000 | $4.253M | 0.3% | $88.04 | +36.7% | COM | 92532F100 |
| AMD | ADVANCED MICRO DEVICES INC | 339,242 | $4.233M | 0.3% | $9.54 | +28.1% | COM | 007903107 |
| HAS | HASBRO INC | 37,866 | $4.222M | 0.3% | $76.47 | 0.0% | COM | 418056107 |
| JBL | JABIL INC | 144,173 | $4.208M | 0.3% | $25.25 | +9.9% | COM | 466313103 |
| DOV | DOVER CORP | 51,980 | $4.17M | 0.3% | $46.08 | +23.2% | COM | 260003108 |
| TYL | TYLER TECHNOLOGIES INC | 23,725 | $4.167M | 0.3% | $166.17 | 0.0% | COM | 902252105 |
| — | BECTON DICKINSON & CO | 76,115 | $4.155M | 0.3% | $54.59 | — | PFD SHS CONV A | 075887208 |
| ALRM | ALARM COM HLDGS INC | 109,897 | $4.134M | 0.3% | $29.05 | +15.4% | COM | 011642105 |
| NFLX | NETFLIX INC | 27,523 | $4.113M | 0.3% | $12.72 | +20.9% | COM | 64110L106 |
| — | WELLCARE HEALTH PLANS INC | 22,886 | $4.109M | 0.3% | $137.65 | — | COM | 94946T106 |
| EXP | EAGLE MATERIALS INC | 44,045 | $4.07M | 0.3% | $68.18 | +35.1% | COM | 26969P108 |
| — | TESARO INC | 1,000,000 | $4.036M | 0.3% | $4.43 | — | NOTE 3.000%10/0 | 881569AA5 |
| — | CHENIERE ENERGY INC | 5,835,000 | $4.026M | 0.3% | $0.77 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | PROOFPOINT INC | 46,077 | $3.998M | 0.3% | $58.13 | — | COM | 743424103 |
| — | RED HAT INC | 41,286 | $3.952M | 0.3% | $95.72 | — | COM | 756577102 |
| FMC | F M C CORP | 54,082 | $3.951M | 0.3% | $36.75 | +41.8% | COM NEW | 302491303 |
| — | ACHAOGEN INC | 180,871 | $3.931M | 0.3% | $17.39 | — | COM | 004449104 |
| CFG | CITIZENS FINL GROUP INC | 108,571 | $3.874M | 0.3% | $25.37 | -0.8% | COM | 174610105 |
| — | ULTIMATE SOFTWARE GROUP INC | 18,356 | $3.856M | 0.3% | $210.07 | — | COM | 90385D107 |
| — | AIR TRANSPORT SERVICES GRP I | 176,028 | $3.836M | 0.3% | $21.79 | — | COM | 00922R105 |
| — | BIOTELEMETRY INC | 113,974 | $3.813M | 0.3% | $22.37 | — | COM | 090672106 |
| — | AERIE PHARMACEUTICALS INC | 71,800 | $3.773M | 0.3% | $45.35 | — | COM | 00771V108 |
| AAPL | APPLE INC | 26,111 | $3.76M | 0.3% | $30.44 | +12.7% | COM | 037833100 |
| — | DERMIRA INC | 127,004 | $3.704M | 0.3% | $31.70 | — | COM | 24983L104 |
| WING | WINGSTOP INC | 119,816 | $3.7M | 0.3% | $29.42 | +1.0% | COM | 974155103 |
| FRCB | FIRST REP BK SAN FRANCISCO C | 36,886 | $3.692M | 0.3% | $79.00 | +15.0% | COM | 33616C100 |
| — | MULESOFT INC | 147,917 | $3.689M | 0.3% | $24.58 | — | CL A | 625207105 |
| PEN | PENUMBRA INC | 41,899 | $3.677M | 0.3% | $56.39 | +50.6% | COM | 70975L107 |
| LDOS | LEIDOS HLDGS INC | 70,781 | $3.659M | 0.3% | $34.95 | +33.6% | COM | 525327102 |
| NTNX | NUTANIX INC | 181,471 | $3.657M | 0.3% | $27.75 | -37.1% | CL A | 67059N108 |
| HGV | HILTON GRAND VACATIONS INC | 101,023 | $3.642M | 0.3% | $34.49 | 0.0% | COM | 43283X105 |
| HOLX | HOLOGIC INC | 78,895 | $3.58M | 0.3% | $38.59 | +14.4% | COM | 436440101 |
| CMA | COMERICA INC | 48,590 | $3.559M | 0.3% | $32.36 | +50.4% | COM | 200340107 |
| PTC | PTC INC | 64,143 | $3.535M | 0.2% | $40.77 | +35.1% | COM | 69370C100 |
| MMYT | MAKEMYTRIP LIMITED MAURITIUS | 104,782 | $3.515M | 0.2% | $34.73 | 0.0% | SHS | V5633W109 |
| ARMK | ARAMARK | 85,712 | $3.513M | 0.2% | $22.84 | +7.8% | COM | 03852U106 |
| DPZ | DOMINOS PIZZA INC | 16,580 | $3.508M | 0.2% | $115.28 | +55.5% | COM | 25754A201 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 38,551 | $3.502M | 0.2% | $93.70 | -2.9% | COM | 09061G101 |
| JPM | JPMORGAN CHASE & CO | 38,302 | $3.501M | 0.2% | $51.52 | +33.0% | COM | 46625H100 |
| MXL | MAXLINEAR INC | 124,476 | $3.473M | 0.2% | $17.62 | +65.3% | COM | 57776J100 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 22,250 | $3.459M | 0.2% | $130.25 | +17.4% | SHS USD | G50871105 |
| — | PATTERN ENERGY GROUP INC | 3,250,000 | $3.423M | 0.2% | $1.00 | — | NOTE 4.000% 7/1 | 70338PAB6 |
| BABA | ALIBABA GROUP HLDG LTD | 24,041 | $3.388M | 0.2% | $114.53 | — | SPONSORED ADS | 01609W102 |
| CMI | CUMMINS INC | 20,847 | $3.381M | 0.2% | $123.78 | 0.0% | COM | 231021106 |
| — | VOCERA COMMUNICATIONS INC | 127,668 | $3.371M | 0.2% | $18.49 | — | COM | 92857F107 |
| — | LOGMEIN INC | 32,169 | $3.361M | 0.2% | $104.48 | — | COM | 54142L109 |
| EA | ELECTRONIC ARTS INC | 31,517 | $3.332M | 0.2% | $100.14 | 0.0% | COM | 285512109 |
| — | NEKTAR THERAPEUTICS | 169,656 | $3.317M | 0.2% | $19.55 | — | COM | 640268108 |
| SKYW | SKYWEST INC | 94,097 | $3.304M | 0.2% | $33.49 | +4.8% | COM | 830879102 |
| RGEN | REPLIGEN CORP | 79,650 | $3.3M | 0.2% | $20.88 | +82.0% | COM | 759916109 |
| — | ACCELERATE DIAGNOSTICS INC | 119,382 | $3.265M | 0.2% | $27.35 | — | COM | 00430H102 |
| WB | WEIBO CORP | 48,475 | $3.222M | 0.2% | $66.47 | — | SPONSORED ADR | 948596101 |
| — | MICROSEMI CORP | 68,341 | $3.198M | 0.2% | $36.65 | — | COM | 595137100 |
| NOMD | NOMAD FOODS LTD | 225,544 | $3.183M | 0.2% | $12.78 | 0.0% | USD ORD SHS | G6564A105 |
| — | COHERENT INC | 14,093 | $3.17M | 0.2% | $205.72 | — | COM | 192479103 |
| SNPS | SYNOPSYS INC | 43,024 | $3.138M | 0.2% | $48.36 | +52.1% | COM | 871607107 |
| — | TRINITY INDS INC | 2,500,000 | $3.133M | 0.2% | $1.20 | — | NOTE 3.875% 6/0 | 896522AF6 |
| FANG | DIAMONDBACK ENERGY INC | 34,856 | $3.095M | 0.2% | $59.91 | +25.3% | COM | 25278X109 |
| FTNT | FORTINET INC | 81,349 | $3.045M | 0.2% | $7.75 | 0.0% | COM | 34959E109 |
| GOOGL | ALPHABET INC | 3,272 | $3.041M | 0.2% | $46.42 | 0.0% | CAP STK CL A | 02079K305 |
| PI | IMPINJ INC | 62,389 | $3.034M | 0.2% | $31.46 | +33.5% | COM | 453204109 |
| ISRG | INTUITIVE SURGICAL INC | 3,210 | $3.002M | 0.2% | $79.00 | +21.7% | COM NEW | 46120E602 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 2,700,000 | $2.943M | 0.2% | $1.09 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | VANTIV INC | 46,417 | $2.94M | 0.2% | $59.63 | — | CL A | 92210H105 |
| — | CRANE CO | 36,585 | $2.904M | 0.2% | $72.12 | — | COM | 224399105 |
| PTEN | PATTERSON UTI ENERGY INC | 143,352 | $2.892M | 0.2% | $25.76 | -15.4% | COM | 703481101 |
| — | PARSLEY ENERGY INC | 101,620 | $2.819M | 0.2% | $33.85 | — | CL A | 701877102 |
| ULTA | ULTA BEAUTY INC | 9,809 | $2.818M | 0.2% | $164.24 | +77.7% | COM | 90384S303 |
| — | NXP SEMICONDUCTORS N V | 2,360,000 | $2.814M | 0.2% | $1.10 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | KITE PHARMA INC | 27,100 | $2.809M | 0.2% | $82.45 | — | COM | 49803L109 |
| MTG | MGIC INVT CORP WIS | 247,391 | $2.771M | 0.2% | $10.75 | 0.0% | COM | 552848103 |
| — | ORBCOMM INC | 244,220 | $2.758M | 0.2% | $11.29 | — | COM | 68555P100 |
| SHOO | MADDEN STEVEN LTD | 69,059 | $2.757M | 0.2% | $21.24 | +3.2% | COM | 556269108 |
| SWKS | SKYWORKS SOLUTIONS INC | 28,531 | $2.738M | 0.2% | $85.04 | 0.0% | COM | 83088M102 |
| UNH | UNITEDHEALTH GROUP INC | 14,505 | $2.69M | 0.2% | $136.05 | +12.2% | COM | 91324P102 |
| — | ALLEGHENY TECHNOLOGIES INC | 1,850,000 | $2.635M | 0.2% | $1.42 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| SMG | SCOTTS MIRACLE GRO CO | 28,795 | $2.577M | 0.2% | $66.78 | +0.6% | CL A | 810186106 |
| — | HESKA CORP | 25,253 | $2.576M | 0.2% | $104.59 | — | COM RESTRC NEW | 42805E306 |
| — | TIFFANY & CO NEW | 27,416 | $2.574M | 0.2% | $95.29 | — | COM | 886547108 |
| — | BOB EVANS FARMS INC | 35,770 | $2.57M | 0.2% | $71.85 | — | COM | 096761101 |
| HUBS | HUBSPOT INC | 38,395 | $2.524M | 0.2% | $67.54 | 0.0% | COM | 443573100 |
| — | BANK OF THE OZARKS INC | 53,654 | $2.515M | 0.2% | $52.02 | — | COM | 063904106 |
| — | SVB FINL GROUP | 14,295 | $2.513M | 0.2% | $110.54 | — | COM | 78486Q101 |
| — | CELESTICA INC | 183,027 | $2.485M | 0.2% | $14.54 | — | SUB VTG SHS | 15101Q108 |
| — | ROCKWELL COLLINS INC | 23,607 | $2.48M | 0.2% | $105.05 | — | COM | 774341101 |
| PDFS | PDF SOLUTIONS INC | 149,706 | $2.463M | 0.2% | $17.84 | +4.0% | COM | 693282105 |
| STM | STMICROELECTRONICS N V | 170,069 | $2.444M | 0.2% | $14.37 | — | NY REGISTRY | 861012102 |
| IDXX | IDEXX LABS INC | 15,104 | $2.438M | 0.2% | $162.40 | 0.0% | COM | 45168D104 |
| — | BIOHAVEN PHARMACTL HLDG CO L | 96,218 | $2.406M | 0.2% | $25.01 | — | COM | G11196105 |
| — | OASIS PETE INC NEW | 2,410,000 | $2.363M | 0.2% | $1.10 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| SANM | SANMINA CORPORATION | 61,948 | $2.36M | 0.2% | $38.68 | -1.8% | COM | 801056102 |
| — | COTIVITI HLDGS INC | 62,003 | $2.303M | 0.2% | $33.67 | — | COM | 22164K101 |
| ADBE | ADOBE SYS INC | 16,096 | $2.277M | 0.2% | $92.80 | +47.5% | COM | 00724F101 |
| CSX | CSX CORP | 40,850 | $2.229M | 0.2% | $15.23 | 0.0% | COM | 126408103 |
| — | ACTIVISION BLIZZARD INC | 38,689 | $2.227M | 0.2% | $57.56 | — | COM | 00507V109 |
| — | T MOBILE US INC | 22,550 | $2.221M | 0.2% | $73.26 | — | CONV PFD SER A | 872590203 |
| OPTU | ALTICE USA INC | 66,862 | $2.16M | 0.2% | $33.09 | 0.0% | CL A | 02156K103 |
| AAOI | APPLIED OPTOELECTRONICS INC | 34,751 | $2.146M | 0.2% | $58.42 | 0.0% | COM | 03823U102 |
| — | MARVELL TECHNOLOGY GROUP LTD | 127,778 | $2.11M | 0.1% | $15.26 | — | ORD | G5876H105 |
| — | NUANCE COMMUNICATIONS INC | 2,165,000 | $2.086M | 0.1% | $0.90 | — | DBCV 1.000%12/1 | 67020YAK6 |
| HD | HOME DEPOT INC | 13,532 | $2.076M | 0.1% | $123.06 | +1.2% | COM | 437076102 |
| META | FACEBOOK INC | 13,365 | $2.018M | 0.1% | $147.65 | 0.0% | CL A | 30303M102 |
| AMBA | AMBARELLA INC | 41,461 | $2.014M | 0.1% | $55.38 | 0.0% | SHS | G037AX101 |
| — | VONAGE HLDGS CORP | 300,822 | $1.968M | 0.1% | $6.54 | — | COM | 92886T201 |
| — | PRICELINE GRP INC | 965,000 | $1.902M | 0.1% | $1.47 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | BLUEPRINT MEDICINES CORP | 37,337 | $1.893M | 0.1% | $44.34 | — | COM | 09627Y109 |
| — | NEVRO CORP | 25,360 | $1.888M | 0.1% | $93.66 | — | COM | 64157F103 |
| ELF | E L F BEAUTY INC | 69,126 | $1.883M | 0.1% | $28.32 | -5.8% | COM | 26856L103 |
| CEVA | CEVA INC | 40,909 | $1.859M | 0.1% | $41.09 | 0.0% | COM | 157210105 |
| — | ROYAL DUTCH SHELL PLC | 33,548 | $1.784M | 0.1% | $52.76 | — | SPONS ADR A | 780259206 |
| — | ORBOTECH LTD | 53,235 | $1.737M | 0.1% | $25.55 | — | ORD | M75253100 |
| — | CLOVIS ONCOLOGY INC | 18,477 | $1.731M | 0.1% | $63.67 | — | COM | 189464100 |
| TCMD | TACTILE SYS TECHNOLOGY INC | 60,300 | $1.723M | 0.1% | $22.52 | 0.0% | COM | 87357P100 |
| — | SUMMIT MATLS INC | 59,625 | $1.721M | 0.1% | $20.05 | — | CL A | 86614U100 |
| — | BOINGO WIRELESS INC | 110,989 | $1.661M | 0.1% | $14.97 | — | COM | 09739C102 |
| TTWO | TAKE-TWO INTERACTIVE SOFTWAR | 22,590 | $1.657M | 0.1% | $68.46 | 0.0% | COM | 874054109 |
| — | NORDSTROM INC | 34,046 | $1.629M | 0.1% | $47.85 | — | COM | 655664100 |
| JBHT | HUNT J B TRANS SVCS INC | 17,407 | $1.59M | 0.1% | $76.92 | +6.2% | COM | 445658107 |
| — | AMERICAN TOWER CORP NEW | 13,110 | $1.581M | 0.1% | $103.65 | — | DEP PFD CONV SE | 03027X407 |
| AUPH | AURINIA PHARMACEUTICALS INC | 254,084 | $1.557M | 0.1% | $4.62 | +45.9% | COM | 05156V102 |
| ESNT | ESSENT GROUP LTD | 41,653 | $1.547M | 0.1% | $31.06 | +5.8% | COM | G3198U102 |
| — | ARCONIC INC | 40,000 | $1.432M | 0.1% | $30.23 | — | PFD CONV B SER 1 | 03965L308 |
| — | WPX ENERGY INC | 29,135 | $1.373M | 0.1% | $66.23 | — | PFD SER A CV | 98212B202 |
| ORCL | ORACLE CORP | 24,649 | $1.235M | 0.1% | $40.10 | 0.0% | COM | 68389X105 |
| CHTR | CHARTER COMMUNICATIONS INC N | 3,533 | $1.19M | 0.1% | $269.28 | +23.9% | CL A | 16119P108 |
| — | FLEXION THERAPEUTICS INC | 58,855 | $1.19M | 0.1% | $22.22 | — | COM | 33938J106 |
| NTES | NETEASE INC | 3,712 | $1.116M | 0.1% | $300.65 | — | SPONSORED ADR | 64110W102 |
| — | HOLOGIC INC | 750,000 | $1.099M | 0.1% | $1.36 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | DIGIRAD CORP | 250,000 | $1.013M | 0.1% | $3.17 | — | COM | 253827109 |
| — | JEFFERIES GROUP INC NEW | 1,000,000 | $1.003M | 0.1% | $0.98 | — | DBCV 3.875%11/0 | 472319AG7 |
| DSGX | DESCARTES SYS GROUP INC | 38,045 | $928K | 0.1% | $15.96 | +49.6% | COM | 249906108 |
| — | TALEND S A | 26,120 | $909K | 0.1% | $34.80 | — | ADS | 874224207 |
| — | NANOMETRICS INC | 31,617 | $798K | 0.1% | $30.48 | — | COM | 630077105 |
| — | SUNPOWER CORP | 750,000 | $716K | 0.1% | $0.95 | — | DBCV 0.750% 6/0 | 867652AG4 |
| — | OBALON THERAPEUTICS INC | 52,971 | $524K | 0.0% | $10.69 | — | COM | 67424L100 |
| ARGX | ARGENX SE | 11,132 | $236K | 0.0% | $21.20 | — | SPONSORED ADR | 04016X101 |
| — | TOCAGEN INC | 100,000 | $228K | 0.0% | $2.28 | — | COM | 888846102 |