Location: Rancho Santa Fe, CA
CIK: 0001389574 · Show all filings
Period: Q3 2017 (← Previous) (Next →)
Filing Date: Nov 13, 2017
Total Value: $1.447B (83.5% shares, 16.5% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| LVS | LAS VEGAS SANDS CORP | 2,250,000 | $144M | 10.0% | $46.10 | +12.1% | COM | 517834107 |
| MGM | MGM RESORTS INTERNATIONAL | 2,812,632 | $91.66M | 6.3% | $26.26 | +16.7% | COM | 552953101 |
| MLCO | MELCO RESORT ENTERTAINMENT L | 3,500,000 | $84.42M | 5.8% | $17.04 | — | ADR | 585464100 |
| — | CAESARS ENTMT CORP | 1,500,000 | $20.02M | 1.4% | $12.00 | — | COM | 127686103 |
| YUMC | YUM CHINA HLDGS INC | 500,000 | $19.98M | 1.4% | $37.27 | 0.0% | COM | 98850P109 |
| — | EVERBRIDGE INC | 530,969 | $14.03M | 1.0% | $20.13 | — | COM | 29978A104 |
| VC | VISTEON CORP | 110,396 | $13.66M | 0.9% | $78.53 | +43.6% | COM NEW | 92839U206 |
| ODFL | OLD DOMINION FGHT LINES INC | 121,894 | $13.42M | 0.9% | $19.84 | +60.4% | COM | 679580100 |
| PWR | QUANTA SVCS INC | 338,580 | $12.65M | 0.9% | $26.63 | +29.2% | COM | 74762E102 |
| — | ABIOMED INC | 71,114 | $11.99M | 0.8% | $115.56 | — | COM | 003654100 |
| BURL | BURLINGTON STORES INC | 118,569 | $11.32M | 0.8% | $79.09 | +11.0% | COM | 122017106 |
| EXAS | EXACT SCIENCES CORP | 238,973 | $11.26M | 0.8% | $27.78 | +44.9% | COM | 30063P105 |
| PGR | PROGRESSIVE CORP OHIO | 231,314 | $11.2M | 0.8% | $28.88 | +25.1% | COM | 743315103 |
| PBYI | PUMA BIOTECHNOLOGY INC | 88,205 | $10.56M | 0.7% | $93.01 | 0.0% | COM | 74587V107 |
| INCY | INCYTE CORP | 84,640 | $9.881M | 0.7% | $97.73 | +29.5% | COM | 45337C102 |
| — | BLUEBIRD BIO INC | 71,329 | $9.797M | 0.7% | $95.17 | — | COM | 09609G100 |
| MTG | MGIC INVT CORP WIS | 779,244 | $9.764M | 0.7% | $11.35 | +2.4% | COM | 552848103 |
| — | CTRIP COM INTL LTD | 8,965,000 | $9.654M | 0.7% | $1.08 | — | NOTE 1.250% 9/1 | 22943FAM2 |
| NOMD | NOMAD FOODS LTD | 654,697 | $9.539M | 0.7% | $13.97 | +4.5% | USD ORD SHS | G6564A105 |
| KNX | KNIGHT SWIFT TRANSN HLDGS IN | 222,729 | $9.254M | 0.6% | $35.05 | 0.0% | CL A | 499049104 |
| CBOE | CBOE HLDGS INC | 84,992 | $9.148M | 0.6% | $68.32 | +29.4% | COM | 12503M108 |
| STKL | SUNOPTA INC | 1,046,417 | $9.104M | 0.6% | $8.29 | +9.5% | COM | 8676EP108 |
| KMT | KENNAMETAL INC | 224,342 | $9.05M | 0.6% | $29.17 | +0.5% | COM | 489170100 |
| — | PROOFPOINT INC | 7,215,000 | $9.014M | 0.6% | $1.10 | — | DBCV 0.750% 6/1 | 743424AD5 |
| — | DYCOM INDS INC | 7,670,000 | $8.715M | 0.6% | $1.09 | — | NOTE 0.750% 9/1 | 267475AB7 |
| MTDR | MATADOR RES CO | 319,284 | $8.668M | 0.6% | $22.55 | +5.3% | COM | 576485205 |
| — | FLIR SYS INC | 222,178 | $8.645M | 0.6% | $38.91 | — | COM | 302445101 |
| — | BLACKHAWK NETWORK HLDGS INC | 7,675,000 | $8.567M | 0.6% | $1.12 | — | NOTE 1.500% 1/1 | 09238EAB0 |
| — | BIOMARIN PHARMACEUTICAL INC | 7,010,000 | $8.39M | 0.6% | $1.18 | — | NOTE 1.500%10/1 | 09061GAF8 |
| TRMB | TRIMBLE INC | 212,890 | $8.356M | 0.6% | $24.44 | +55.7% | COM | 896239100 |
| — | PALO ALTO NETWORKS INC | 5,975,000 | $8.223M | 0.6% | $1.51 | — | NOTE 7/0 | 697435AB1 |
| — | INPHI CORP | 6,700,000 | $8.203M | 0.6% | $1.26 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | SALESFORCE COM INC | 5,770,000 | $8.103M | 0.6% | $1.27 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | NAVISTAR INTL CORP NEW | 7,250,000 | $7.948M | 0.5% | $1.10 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| CALY | CALLAWAY GOLF CO | 547,079 | $7.894M | 0.5% | $11.85 | +11.0% | COM | 131193104 |
| — | CYPRESS SEMICONDUCTOR CORP | 5,875,000 | $7.671M | 0.5% | $1.31 | — | NOTE 4.500% 1/1 | 232806AM1 |
| ALGN | ALIGN TECHNOLOGY INC | 41,092 | $7.654M | 0.5% | $137.15 | +24.8% | COM | 016255101 |
| — | BECTON DICKINSON & CO | 138,515 | $7.611M | 0.5% | $54.75 | — | PFD SHS CONV A | 075887208 |
| — | TESARO INC | 57,542 | $7.429M | 0.5% | $99.11 | — | COM | 881569107 |
| CE | CELANESE CORP DEL | 70,994 | $7.403M | 0.5% | $63.68 | +31.5% | COM SER A | 150870103 |
| A | AGILENT TECHNOLOGIES INC | 115,092 | $7.389M | 0.5% | $45.09 | +29.8% | COM | 00846U101 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 5,800,000 | $7.388M | 0.5% | $1.19 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| AMP | AMERIPRISE FINL INC | 49,366 | $7.331M | 0.5% | $118.64 | 0.0% | COM | 03076C106 |
| — | BERRY GLOBAL GROUP INC | 128,400 | $7.274M | 0.5% | $38.13 | — | COM | 08579W103 |
| — | AIR TRANSPORT SERVICES GRP I | 298,445 | $7.264M | 0.5% | $22.84 | — | COM | 00922R105 |
| — | LIBERTY MEDIA CORP DELAWARE | 5,995,000 | $7.253M | 0.5% | $1.01 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | SYNOVUS FINL CORP | 156,778 | $7.221M | 0.5% | $41.95 | — | COM NEW | 87161C501 |
| — | HORIZON PHARMA INVT LTD | 7,835,000 | $7.076M | 0.5% | $0.87 | — | NOTE 2.500% 3/1 | 44052TAB7 |
| HEI | HEICO CORP NEW | 77,482 | $6.959M | 0.5% | $40.95 | +29.7% | COM | 422806109 |
| EXTR | EXTREME NETWORKS INC | 582,267 | $6.923M | 0.5% | $9.12 | +12.8% | COM | 30226D106 |
| LYV | LIVE NATION ENTERTAINMENT IN | 157,862 | $6.875M | 0.5% | $26.42 | +46.9% | COM | 538034109 |
| AMAT | APPLIED MATLS INC | 129,562 | $6.749M | 0.5% | $21.57 | +90.9% | COM | 038222105 |
| — | MINDBODY INC | 259,881 | $6.718M | 0.5% | $19.81 | — | COM CL A | 60255W105 |
| — | INTEGRATED DEVICE TECHNOLOGY | 6,225,000 | $6.653M | 0.5% | $1.03 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | YAHOO INC | 5,120,000 | $6.643M | 0.5% | $1.02 | — | NOTE 12/0 | 984332AF3 |
| BWXT | BWX TECHNOLOGIES INC | 118,492 | $6.638M | 0.5% | $36.31 | +32.0% | COM | 05605H100 |
| — | CIENA CORP | 5,450,000 | $6.591M | 0.5% | $1.21 | — | NOTE 3.750%10/1 | 171779AJ0 |
| HQY | HEALTHEQUITY INC | 128,361 | $6.492M | 0.4% | $30.79 | +51.2% | COM | 42226A107 |
| ALB | ALBEMARLE CORP | 47,217 | $6.436M | 0.4% | $74.76 | +41.8% | COM | 012653101 |
| ADSK | AUTODESK INC | 57,281 | $6.43M | 0.4% | $110.32 | 0.0% | COM | 052769106 |
| — | FINISAR CORP | 283,097 | $6.276M | 0.4% | $24.71 | — | COM NEW | 31787A507 |
| TKR | TIMKEN CO | 127,465 | $6.188M | 0.4% | $44.15 | +4.4% | COM | 887389104 |
| VRTX | VERTEX PHARMACEUTICALS INC | 40,051 | $6.089M | 0.4% | $99.04 | +52.0% | COM | 92532F100 |
| ALRM | ALARM COM HLDGS INC | 131,622 | $5.947M | 0.4% | $31.08 | +33.1% | COM | 011642105 |
| GWRE | GUIDEWIRE SOFTWARE INC | 76,076 | $5.923M | 0.4% | $63.63 | +15.1% | COM | 40171V100 |
| — | BIOTELEMETRY INC | 178,968 | $5.906M | 0.4% | $26.23 | — | COM | 090672106 |
| — | FERRO CORP | 262,444 | $5.853M | 0.4% | $14.34 | — | COM | 315405100 |
| — | LIBERTY MEDIA CORP DELAWARE | 137,435 | $5.759M | 0.4% | $32.69 | — | COM A SIRIUSXM | 531229409 |
| MHK | MOHAWK INDS INC | 23,255 | $5.756M | 0.4% | $208.57 | +19.4% | COM | 608190104 |
| MC | MOELIS & CO | 133,216 | $5.735M | 0.4% | $14.17 | +54.9% | CL A | 60786M105 |
| — | TUTOR PERINI CORP | 4,900,000 | $5.705M | 0.4% | $1.16 | — | NOTE 2.875% 6/1 | 901109AD0 |
| TTWO | TAKE-TWO INTERACTIVE SOFTWAR | 54,650 | $5.587M | 0.4% | $80.83 | +10.8% | COM | 874054109 |
| WWD | WOODWARD INC | 71,269 | $5.531M | 0.4% | $43.63 | +52.9% | COM | 980745103 |
| — | PDC ENERGY INC | 5,670,000 | $5.521M | 0.4% | $1.05 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | LOXO ONCOLOGY INC | 58,921 | $5.428M | 0.4% | $80.18 | — | COM | 548862101 |
| EW | EDWARDS LIFESCIENCES CORP | 49,085 | $5.365M | 0.4% | $36.50 | +4.5% | COM | 28176E108 |
| TDOC | TELADOC INC | 160,662 | $5.326M | 0.4% | $20.80 | +57.6% | COM | 87918A105 |
| — | JAZZ INVESTMENTS I LTD | 5,000,000 | $5.266M | 0.4% | $1.07 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | TESLA INC | 4,235,000 | $5.201M | 0.4% | $1.07 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | EURONET WORLDWIDE INC | 3,795,000 | $5.133M | 0.4% | $1.20 | — | NOTE 1.500%10/0 | 298736AH2 |
| PVH | PVH CORP | 40,678 | $5.128M | 0.4% | $120.39 | 0.0% | COM | 693656100 |
| LUV | SOUTHWEST AIRLS CO | 91,600 | $5.128M | 0.4% | $48.45 | +4.4% | COM | 844741108 |
| — | SUMMIT MATLS INC | 159,998 | $5.125M | 0.4% | $27.57 | — | CL A | 86614U100 |
| — | REPLIGEN CORP | 3,800,000 | $5.109M | 0.4% | $1.12 | — | NOTE 2.125% 6/0 | 759916AA7 |
| LDOS | LEIDOS HLDGS INC | 84,438 | $5M | 0.3% | $37.24 | +31.8% | COM | 525327102 |
| — | WEATHERFORD INTL LTD | 4,550,000 | $4.968M | 0.3% | $1.13 | — | NOTE 5.875% 7/0 | 947075AH0 |
| NCLH | NORWEGIAN CRUISE LINE HLDGS | 91,101 | $4.924M | 0.3% | $55.94 | 0.0% | SHS | G66721104 |
| — | ASPEN TECHNOLOGY INC | 77,348 | $4.858M | 0.3% | $38.55 | — | COM | 045327103 |
| JBTM | JOHN BEAN TECHNOLOGIES CORP | 47,447 | $4.797M | 0.3% | $80.05 | +11.7% | COM | 477839104 |
| AMH | AMERICAN HOMES 4 RENT | 219,324 | $4.762M | 0.3% | $21.64 | — | CL A | 02665T306 |
| FMC | F M C CORP | 53,184 | $4.75M | 0.3% | $36.75 | +58.5% | COM NEW | 302491303 |
| — | CEMEX SAB DE CV | 4,150,000 | $4.734M | 0.3% | $1.13 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | QUIDEL CORP | 106,807 | $4.685M | 0.3% | $43.86 | — | COM | 74838J101 |
| — | IMMUNOMEDICS INC | 334,279 | $4.673M | 0.3% | $13.98 | — | COM | 452907108 |
| DOV | DOVER CORP | 51,110 | $4.671M | 0.3% | $46.08 | +32.0% | COM | 260003108 |
| — | TIVITY HEALTH INC | 114,437 | $4.669M | 0.3% | $40.80 | — | COM | 88870R102 |
| TROW | PRICE T ROWE GROUP INC | 51,150 | $4.637M | 0.3% | $60.46 | 0.0% | COM | 74144T108 |
| CX | CEMEX SAB DE CV | 507,379 | $4.607M | 0.3% | $9.08 | — | SPON ADR NEW | 151290889 |
| MSFT | MICROSOFT CORP | 61,807 | $4.604M | 0.3% | $57.92 | +15.1% | COM | 594918104 |
| CDW | CDW CORP | 67,857 | $4.479M | 0.3% | $51.07 | +10.9% | COM | 12514G108 |
| — | ACXIOM CORP | 179,845 | $4.431M | 0.3% | $26.94 | — | COM | 005125109 |
| — | VANTIV INC | 62,578 | $4.41M | 0.3% | $62.43 | — | CL A | 92210H105 |
| HUBS | HUBSPOT INC | 51,760 | $4.35M | 0.3% | $68.59 | +4.4% | COM | 443573100 |
| — | ECHO GLOBAL LOGISTICS INC | 4,500,000 | $4.328M | 0.3% | $1.05 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | K2M GROUP HLDGS INC | 202,982 | $4.305M | 0.3% | $19.11 | — | COM | 48273J107 |
| — | CROWN CASTLE INTL CORP NEW | 4,000 | $4.241M | 0.3% | $1060.25 | — | 6.875% CON PFD A | 22822V309 |
| SKYW | SKYWEST INC | 96,490 | $4.236M | 0.3% | $33.59 | +11.1% | COM | 830879102 |
| — | DERMIRA INC | 154,730 | $4.178M | 0.3% | $30.86 | — | COM | 24983L104 |
| — | BOINGO WIRELESS INC | 195,422 | $4.176M | 0.3% | $17.73 | — | COM | 09739C102 |
| ENTG | ENTEGRIS INC | 142,061 | $4.098M | 0.3% | $19.78 | +23.1% | COM | 29362U104 |
| WEN | WENDYS CO | 262,079 | $4.07M | 0.3% | $12.07 | +26.9% | COM | 95058W100 |
| — | MULESOFT INC | 201,222 | $4.053M | 0.3% | $23.41 | — | CL A | 625207105 |
| MPWR | MONOLITHIC PWR SYS INC | 37,827 | $4.03M | 0.3% | $56.78 | +66.9% | COM | 609839105 |
| — | PROOFPOINT INC | 46,150 | $4.025M | 0.3% | $58.13 | — | COM | 743424103 |
| AAPL | APPLE INC | 26,111 | $4.024M | 0.3% | $30.44 | +18.8% | COM | 037833100 |
| — | VOCERA COMMUNICATIONS INC | 127,865 | $4.011M | 0.3% | $18.49 | — | COM | 92857F107 |
| NTNX | NUTANIX INC | 178,367 | $3.994M | 0.3% | $27.75 | -21.2% | CL A | 67059N108 |
| VEEV | VEEVA SYS INC | 70,273 | $3.964M | 0.3% | $40.84 | +48.5% | CL A COM | 922475108 |
| MASI | MASIMO CORP | 45,229 | $3.915M | 0.3% | $88.42 | 0.0% | COM | 574795100 |
| HGV | HILTON GRAND VACATIONS INC | 101,177 | $3.908M | 0.3% | $34.49 | +5.0% | COM | 43283X105 |
| CSX | CSX CORP | 71,583 | $3.884M | 0.3% | $15.27 | +0.3% | COM | 126408103 |
| — | WELLCARE HEALTH PLANS INC | 22,513 | $3.866M | 0.3% | $137.65 | — | COM | 94946T106 |
| JBHT | HUNT J B TRANS SVCS INC | 34,676 | $3.852M | 0.3% | $83.25 | +7.7% | COM | 445658107 |
| INTC | INTEL CORP | 99,741 | $3.798M | 0.3% | $29.59 | 0.0% | COM | 458140100 |
| PEN | PENUMBRA INC | 41,964 | $3.789M | 0.3% | $56.39 | +52.8% | COM | 70975L107 |
| MCHP | MICROCHIP TECHNOLOGY INC | 42,082 | $3.778M | 0.3% | $29.93 | +20.0% | COM | 595017104 |
| — | TESARO INC | 1,000,000 | $3.74M | 0.3% | $4.43 | — | NOTE 3.000%10/0 | 881569AA5 |
| — | ALLEGHENY TECHNOLOGIES INC | 2,000,000 | $3.66M | 0.3% | $1.45 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| EA | ELECTRONIC ARTS INC | 30,915 | $3.65M | 0.3% | $100.14 | +12.5% | COM | 285512109 |
| — | CRANE CO | 45,618 | $3.649M | 0.3% | $73.68 | — | COM | 224399105 |
| — | AVEXIS INC | 37,313 | $3.609M | 0.2% | $96.72 | — | COM | 05366U100 |
| XYL | XYLEM INC | 57,614 | $3.608M | 0.2% | $54.07 | 0.0% | COM | 98419M100 |
| — | BIOHAVEN PHARMACTL HLDG CO L | 96,367 | $3.602M | 0.2% | $25.01 | — | COM | G11196105 |
| — | CYPRESS SEMICONDUCTOR CORP | 237,981 | $3.574M | 0.2% | $13.72 | — | COM | 232806109 |
| PTC | PTC INC | 63,054 | $3.549M | 0.2% | $40.77 | +35.9% | COM | 69370C100 |
| URI | UNITED RENTALS INC | 25,389 | $3.522M | 0.2% | $115.71 | 0.0% | COM | 911363109 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 37,829 | $3.521M | 0.2% | $93.70 | -5.7% | COM | 09061G101 |
| ARMK | ARAMARK | 86,596 | $3.517M | 0.2% | $22.87 | +14.3% | COM | 03852U106 |
| — | AERIE PHARMACEUTICALS INC | 71,871 | $3.493M | 0.2% | $45.35 | — | COM | 00771V108 |
| — | LOGMEIN INC | 31,652 | $3.483M | 0.2% | $104.48 | — | COM | 54142L109 |
| — | NORDSTROM INC | 73,501 | $3.466M | 0.2% | $47.48 | — | COM | 655664100 |
| — | PORTOLA PHARMACEUTICALS INC | 64,005 | $3.458M | 0.2% | $34.80 | — | COM | 737010108 |
| — | TABLEAU SOFTWARE INC | 46,093 | $3.452M | 0.2% | $74.89 | — | CL A | 87336U105 |
| — | TIFFANY & CO NEW | 37,524 | $3.444M | 0.2% | $94.34 | — | COM | 886547108 |
| CMI | CUMMINS INC | 20,491 | $3.443M | 0.2% | $123.78 | +5.0% | COM | 231021106 |
| WB | WEIBO CORP | 34,797 | $3.443M | 0.2% | $66.47 | — | SPONSORED ADR | 948596101 |
| — | VONAGE HLDGS CORP | 422,724 | $3.441M | 0.2% | $7.00 | — | COM | 92886T201 |
| — | ULTIMATE SOFTWARE GROUP INC | 18,042 | $3.421M | 0.2% | $210.07 | — | COM | 90385D107 |
| — | ARRAY BIOPHARMA INC | 277,142 | $3.409M | 0.2% | $12.30 | — | COM | 04269X105 |
| — | KNOWLES CORP | 3,000,000 | $3.379M | 0.2% | $1.13 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | PATTERN ENERGY GROUP INC | 3,250,000 | $3.376M | 0.2% | $1.00 | — | NOTE 4.000% 7/1 | 70338PAB6 |
| — | QUIDEL CORP | 2,200,000 | $3.332M | 0.2% | $1.51 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | MARVELL TECHNOLOGY GROUP LTD | 184,945 | $3.311M | 0.2% | $16.08 | — | ORD | G5876H105 |
| — | PARSLEY ENERGY INC | 125,556 | $3.307M | 0.2% | $32.42 | — | CL A | 701877102 |
| ISRG | INTUITIVE SURGICAL INC | 3,149 | $3.293M | 0.2% | $79.00 | +37.9% | COM NEW | 46120E602 |
| — | CHENIERE ENERGY INC | 4,705,000 | $3.258M | 0.2% | $0.77 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| STM | STMICROELECTRONICS N V | 167,462 | $3.252M | 0.2% | $14.37 | — | NY REGISTRY | 861012102 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 21,975 | $3.214M | 0.2% | $130.25 | +16.1% | SHS USD | G50871105 |
| — | RED HAT INC | 28,825 | $3.196M | 0.2% | $95.72 | — | COM | 756577102 |
| GOOGL | ALPHABET INC | 3,272 | $3.186M | 0.2% | $46.42 | +1.4% | CAP STK CL A | 02079K305 |
| — | ACTIVISION BLIZZARD INC | 49,088 | $3.167M | 0.2% | $59.03 | — | COM | 00507V109 |
| — | NEVRO CORP | 2,650,000 | $3.158M | 0.2% | $1.11 | — | NOTE 1.750% 6/0 | 64157FAA1 |
| SHOO | MADDEN STEVEN LTD | 72,890 | $3.156M | 0.2% | $21.37 | +11.1% | COM | 556269108 |
| — | HANNON ARMSTRONG SUST INFR C | 3,000,000 | $3.105M | 0.2% | $1.03 | — | NOTE 4.125% 9/0 | 41068XAB6 |
| RGEN | REPLIGEN CORP | 79,773 | $3.057M | 0.2% | $20.88 | +100.8% | COM | 759916109 |
| — | LIONS GATE ENTMNT CORP | 95,706 | $3.042M | 0.2% | $31.78 | — | CL B NON VTG | 535919500 |
| WING | WINGSTOP INC | 91,381 | $3.038M | 0.2% | $29.42 | +10.4% | COM | 974155103 |
| FRCB | FIRST REP BK SAN FRANCISCO C | 28,876 | $3.016M | 0.2% | $79.00 | +21.1% | COM | 33616C100 |
| MKSI | MKS INSTRUMENT INC | 31,935 | $3.016M | 0.2% | $76.52 | 0.0% | COM | 55306N104 |
| SUPN | SUPERNUS PHARMACEUTICALS INC | 73,869 | $2.955M | 0.2% | $43.28 | 0.0% | COM | 868459108 |
| ZLAB | ZAI LAB LTD | 108,856 | $2.939M | 0.2% | $27.00 | — | ADR | 98887Q104 |
| NFLX | NETFLIX INC | 15,844 | $2.873M | 0.2% | $12.72 | +37.1% | COM | 64110L106 |
| FTNT | FORTINET INC | 79,967 | $2.866M | 0.2% | $7.75 | -2.0% | COM | 34959E109 |
| — | LIBERTY MEDIA CORP DELAWARE | 2,690,000 | $2.858M | 0.2% | $1.06 | — | DEB 2.250% 9/3 | 531229AE2 |
| — | BEST INC | 238,366 | $2.853M | 0.2% | $11.97 | — | SPONSORED ADS | 08653C106 |
| UNH | UNITEDHEALTH GROUP INC | 14,505 | $2.841M | 0.2% | $136.05 | +24.2% | COM | 91324P102 |
| XYZ | SQUARE INC | 97,998 | $2.823M | 0.2% | $11.04 | +137.0% | CL A | 852234103 |
| AMBA | AMBARELLA INC | 56,931 | $2.79M | 0.2% | $53.74 | -8.2% | SHS | G037AX101 |
| — | LIONS GATE ENTMNT CORP | 82,881 | $2.772M | 0.2% | $33.45 | — | CL A VTG | 535919401 |
| — | LIBERTY INTERACTIVE LLC | 2,330,000 | $2.761M | 0.2% | $1.06 | — | DEB 1.750% 9/3 | 530610AD6 |
| POWI | POWER INTEGRATIONS INC | 37,622 | $2.754M | 0.2% | $33.61 | 0.0% | COM | 739276103 |
| KEY | KEYCORP NEW | 146,144 | $2.75M | 0.2% | $10.76 | +15.9% | COM | 493267108 |
| — | ROYAL DUTCH SHELL PLC | 44,778 | $2.713M | 0.2% | $54.72 | — | SPONS ADR A | 780259206 |
| — | CELESTICA INC | 218,918 | $2.71M | 0.2% | $14.18 | — | SUB VTG SHS | 15101Q108 |
| SNPS | SYNOPSYS INC | 33,344 | $2.685M | 0.2% | $48.36 | +60.4% | COM | 871607107 |
| — | PRA HEALTH SCIENCES INC | 34,976 | $2.664M | 0.2% | $76.17 | — | COM | 69354M108 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 3,620 | $2.654M | 0.2% | $1039.78 | — | PFD CONV SER A | G0177J116 |
| — | SAGE THERAPEUTICS INC | 42,173 | $2.627M | 0.2% | $46.95 | — | COM | 78667J108 |
| PANW | PALO ALTO NETWORKS INC | 18,146 | $2.615M | 0.2% | $22.77 | 0.0% | COM | 697435105 |
| — | BLUEPRINT MEDICINES CORP | 37,394 | $2.605M | 0.2% | $44.34 | — | COM | 09627Y109 |
| HD | HOME DEPOT INC | 15,883 | $2.598M | 0.2% | $123.37 | +1.5% | COM | 437076102 |
| MXL | MAXLINEAR INC | 108,694 | $2.581M | 0.2% | $17.62 | +36.5% | COM | 57776J100 |
| — | DISH NETWORK CORP | 2,275,000 | $2.545M | 0.2% | $1.12 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| AMD | ADVANCED MICRO DEVICES INC | 196,084 | $2.5M | 0.2% | $9.54 | +36.8% | COM | 007903107 |
| ADBE | ADOBE SYS INC | 16,599 | $2.476M | 0.2% | $94.51 | +57.9% | COM | 00724F101 |
| — | FIBROGEN INC | 45,513 | $2.449M | 0.2% | $53.81 | — | COM | 31572Q808 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 20,552 | $2.436M | 0.2% | $107.51 | 0.0% | COM | V7780T103 |
| BABA | ALIBABA GROUP HLDG LTD | 13,979 | $2.414M | 0.2% | $114.53 | — | SPONSORED ADS | 01609W102 |
| TCMD | TACTILE SYS TECHNOLOGY INC | 77,032 | $2.384M | 0.2% | $24.50 | +29.2% | COM | 87357P100 |
| PDFS | PDF SOLUTIONS INC | 149,944 | $2.323M | 0.2% | $17.84 | -9.6% | COM | 693282105 |
| — | NUANCE COMMUNICATIONS INC | 2,300,000 | $2.291M | 0.2% | $1.00 | — | DEBT 1.500%11/0 | 67020YAG5 |
| EL | LAUDER ESTEE COS INC | 20,807 | $2.244M | 0.2% | $92.43 | 0.0% | CL A | 518439104 |
| WAL | WESTERN ALLIANCE BANCORP | 42,098 | $2.235M | 0.2% | $31.14 | +36.7% | COM | 957638109 |
| — | HESKA CORP | 25,296 | $2.228M | 0.2% | $104.59 | — | COM RESTRC NEW | 42805E306 |
| SWKS | SKYWORKS SOLUTIONS INC | 21,577 | $2.199M | 0.2% | $85.04 | +1.5% | COM | 83088M102 |
| — | INPHI CORP | 54,801 | $2.175M | 0.2% | $39.99 | — | COM | 45772F107 |
| TSEM | TOWER SEMICONDUCTOR LTD | 68,770 | $2.115M | 0.1% | $27.27 | 0.0% | SHS NEW | M87915274 |
| — | ADVANCED MICRO DEVICES INC | 1,180,000 | $2.09M | 0.1% | $1.75 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | CLOVIS ONCOLOGY INC | 24,917 | $2.053M | 0.1% | $68.51 | — | COM | 189464100 |
| FOLD | AMICUS THERAPEUTICS INC | 134,388 | $2.027M | 0.1% | $13.23 | 0.0% | COM | 03152W109 |
| AMZN | AMAZON COM INC | 2,108 | $2.027M | 0.1% | $32.63 | +50.5% | COM | 023135106 |
| — | NEVRO CORP | 22,016 | $2.001M | 0.1% | $93.66 | — | COM | 64157F103 |
| OLED | UNIVERSAL DISPLAY CORP | 15,332 | $1.976M | 0.1% | $114.67 | 0.0% | COM | 91347P105 |
| ELF | E L F BEAUTY INC | 87,507 | $1.973M | 0.1% | $27.22 | -15.2% | COM | 26856L103 |
| DSGX | DESCARTES SYS GROUP INC | 70,515 | $1.929M | 0.1% | $20.78 | +27.2% | COM | 249906108 |
| — | COHERENT INC | 8,063 | $1.896M | 0.1% | $205.72 | — | COM | 192479103 |
| MTSI | MACOM TECH SOLUTIONS HLDGS I | 42,441 | $1.893M | 0.1% | $48.78 | 0.0% | COM | 55405Y100 |
| PLXS | PLEXUS CORP | 33,520 | $1.88M | 0.1% | $52.63 | 0.0% | COM | 729132100 |
| C | CITIGROUP INC | 25,743 | $1.873M | 0.1% | $51.91 | 0.0% | COM NEW | 172967424 |
| — | PRICELINE GRP INC | 965,000 | $1.863M | 0.1% | $1.47 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| PEGA | PEGASYSTEMS INC | 30,920 | $1.783M | 0.1% | $28.93 | 0.0% | COM | 705573103 |
| NTB | BANK OF NT BUTTERFIELD&SON L | 48,041 | $1.76M | 0.1% | $23.11 | 0.0% | SHS NEW | G0772R208 |
| CEVA | CEVA INC | 40,974 | $1.754M | 0.1% | $41.09 | +5.1% | COM | 157210105 |
| TYL | TYLER TECHNOLOGIES INC | 10,033 | $1.749M | 0.1% | $166.17 | +3.4% | COM | 902252105 |
| — | BLACK KNIGHT FINL SVCS INC | 39,596 | $1.705M | 0.1% | $43.06 | — | CL A | 09214X100 |
| — | NXP SEMICONDUCTORS N V | 1,360,000 | $1.644M | 0.1% | $1.10 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | AMERICAN TOWER CORP NEW | 13,110 | $1.595M | 0.1% | $103.65 | — | DEP PFD CONV SE | 03027X407 |
| CVLG | COVENANT TRANSN GROUP INC | 54,190 | $1.57M | 0.1% | $10.20 | 0.0% | CL A | 22284P105 |
| — | ARCONIC INC | 40,000 | $1.556M | 0.1% | $30.23 | — | 5.375% PFD B 1 | 03965L308 |
| — | WPX ENERGY INC | 29,135 | $1.553M | 0.1% | $66.23 | — | PFD SER A CV | 98212B202 |
| — | PHYSICIANS RLTY TR | 86,988 | $1.542M | 0.1% | $17.73 | — | COM | 71943U104 |
| — | T MOBILE US INC | 12,550 | $1.252M | 0.1% | $73.26 | — | CONV PFD SER A | 872590203 |
| ORCL | ORACLE CORP | 24,649 | $1.192M | 0.1% | $40.10 | +9.6% | COM | 68389X105 |
| — | TALEND S A | 28,575 | $1.17M | 0.1% | $35.33 | — | ADS | 874224207 |
| — | MARRIOTT VACATIONS WRLDWDE C | 1,000,000 | $1.044M | 0.1% | $1.04 | — | NOTE 1.500% 9/1 | 57164YAA5 |
| — | JEFFERIES GROUP INC NEW | 1,000,000 | $1.001M | 0.1% | $0.98 | — | DBCV 3.875%11/0 | 472319AG7 |
| — | ROYAL GOLD INC | 800,000 | $883K | 0.1% | $1.10 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | FLEXION THERAPEUTICS INC | 36,434 | $881K | 0.1% | $22.22 | — | COM | 33938J106 |
| — | DIGIRAD CORP | 250,000 | $863K | 0.1% | $3.17 | — | COM | 253827109 |
| ESNT | ESSENT GROUP LTD | 20,000 | $810K | 0.1% | $31.06 | +11.4% | COM | G3198U102 |
| — | CLOVIS ONCOLOGY INC | 500,000 | $771K | 0.1% | $1.54 | — | NOTE 2.500% 9/1 | 189464AB6 |
| — | TOCAGEN INC | 50,000 | $623K | 0.0% | $2.28 | — | COM | 888846102 |
| PLAY | DAVE & BUSTERS ENTMT INC | 11,814 | $620K | 0.0% | $56.97 | +4.4% | COM | 238337109 |
| META | FACEBOOK INC | 2,981 | $509K | 0.0% | $147.65 | +12.2% | CL A | 30303M102 |