CIK: 0001127761 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Jan 21, 2016
Total Value ($000): $242,390 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| PEGA | Pegasystems Inc | 213,775 | $5,879 | 2.4% | $8.42 | +64.4% | COM | 705573103 |
| USPH | U S Physical Therapy | 89,863 | $4,824 | 2.0% | $26.65 | +88.1% | COM | 90337L108 |
| MRCY | Mercury Systems | 262,560 | $4,821 | 2.0% | $8.71 | +108.0% | COM | 589378108 |
| TFX | Teleflex Incorporated | 35,268 | $4,636 | 1.9% | $73.31 | +66.6% | COM | 879369106 |
| — | Spirit Airlines Inc. | 110,103 | $4,388 | 1.8% | $32.22 | — | COM | 848577102 |
| CSGS | C S G Systems Intl Inc | 119,630 | $4,304 | 1.8% | $16.40 | +70.1% | COM | 126349109 |
| DY | Dycom Industries Inc | 59,754 | $4,180 | 1.7% | $20.70 | +284.0% | COM | 267475101 |
| COLB | Columbia Banking Systems | 126,665 | $4,118 | 1.7% | $12.94 | +66.6% | COM | 197236102 |
| MEI | Methode Electronics Inc. | 124,450 | $3,961 | 1.6% | $14.64 | +87.6% | COM | 591520200 |
| — | Perficient Inc | 230,746 | $3,950 | 1.6% | $14.52 | — | COM | 71375U101 |
| SGI | Tempur Sealy International Inc | 54,731 | $3,856 | 1.6% | $11.35 | +67.5% | COM | 88023U101 |
| THG | Hanover Insurance Group | 46,582 | $3,789 | 1.6% | $34.93 | +77.2% | COM | 410867105 |
| — | Ferro Corp | 336,326 | $3,740 | 1.5% | $8.92 | — | COM | 315405100 |
| SHOO | Steven Madden Ltd | 123,386 | $3,729 | 1.5% | $19.17 | +0.0% | COM | 556269108 |
| — | Analogic Corp | 43,482 | $3,592 | 1.5% | $82.71 | — | COM | 032657207 |
| — | ShoreTel | 393,931 | $3,486 | 1.4% | $6.89 | — | COM | 825211105 |
| — | Durect Corp | 1,573,792 | $3,478 | 1.4% | $1.24 | — | COM | 266605104 |
| — | Teletech Holdings Inc | 120,143 | $3,353 | 1.4% | $23.48 | — | COM | 879939106 |
| — | Beacon Roofing Supply | 81,044 | $3,337 | 1.4% | $36.98 | — | COM | 073685109 |
| — | Cardiovascular Systems Inc. | 217,796 | $3,293 | 1.4% | $21.39 | — | COM | 141619106 |
| SCVL | Shoe Carnival Inc | 139,146 | $3,228 | 1.3% | $11.02 | +0.6% | COM | 824889109 |
| — | Extreme Networks Inc. | 743,807 | $3,035 | 1.3% | $5.51 | — | COM | 30226d106 |
| — | Ariad Pharmaceuticals Inc | 471,516 | $2,947 | 1.2% | $12.84 | — | COM | 04033a100 |
| — | Nautilus Inc | 176,158 | $2,945 | 1.2% | $8.65 | — | COM | 63910B102 |
| CBT | Cabot Corp | 71,786 | $2,935 | 1.2% | $27.98 | +10.5% | COM | 127055101 |
| ACIW | ACI Worldwide, Inc | 136,695 | $2,925 | 1.2% | $19.87 | +15.9% | COM | 004498101 |
| — | Kona Grill Inc | 175,344 | $2,781 | 1.1% | $11.96 | — | COM | 50047H201 |
| — | Amag Pharma Inc | 91,400 | $2,759 | 1.1% | $22.30 | — | COM | 00163U106 |
| STKL | Sunopta Inc F | 401,682 | $2,748 | 1.1% | $7.65 | -19.0% | COM | 8676EP108 |
| — | Mentor Graphics Corp | 146,659 | $2,701 | 1.1% | $19.80 | — | COM | 587200106 |
| TCBK | TriCo Bancshares | 96,164 | $2,639 | 1.1% | $20.98 | +29.6% | COM | 896095106 |
| — | Bancorpsouth Inc | 109,473 | $2,626 | 1.1% | $20.92 | — | COM | 059692103 |
| CYTK | Cytokinetics Inc | 250,005 | $2,615 | 1.1% | $8.55 | +14.8% | COM | 23282W605 |
| — | First Niagara Finl New | 239,822 | $2,602 | 1.1% | $9.90 | — | COM | 33582V108 |
| BBSI | Barrett Business Services Inc. | 58,485 | $2,546 | 1.1% | $8.47 | +11.9% | COM | 068463108 |
| CRI | Carters Inc | 28,483 | $2,536 | 1.0% | $50.29 | +36.1% | COM | 146229109 |
| — | Mattersight | 385,748 | $2,531 | 1.0% | $6.25 | — | COM | 577097108 |
| — | United Financial Bancorp | 194,798 | $2,509 | 1.0% | $13.52 | — | COM | 910304104 |
| — | Ultratech | 122,275 | $2,423 | 1.0% | $27.97 | — | COM | 904034105 |
| PRGS | Progress Software Corp | 100,790 | $2,419 | 1.0% | $22.63 | +5.5% | COM | 743312100 |
| ORI | Old Republic Intl Corp | 129,190 | $2,407 | 1.0% | $5.66 | +51.6% | COM | 680223104 |
| WTS | Watts Water Tech Inc A Class A | 48,199 | $2,394 | 1.0% | $46.84 | +16.6% | COM | 942749102 |
| TNC | Tennant Co | 41,874 | $2,356 | 1.0% | $41.90 | +22.7% | COM | 880345103 |
| — | Kraton Performance Polymers In | 141,826 | $2,356 | 1.0% | $25.51 | — | COM | 50077c106 |
| — | Rubicon Project, Inc. | 141,865 | $2,334 | 1.0% | $15.39 | — | COM | 78112v102 |
| DAR | Darling Ingredients, Inc. | 205,859 | $2,166 | 0.9% | $18.09 | -42.4% | COM | 237266101 |
| — | Briggs & Stratton Corp. | 121,676 | $2,105 | 0.9% | $19.89 | — | COM | 109043109 |
| — | State Bank Financial | 97,138 | $2,043 | 0.8% | $21.03 | — | COM | 856190103 |
| TPC | Tutor Perini Corp | 121,495 | $2,034 | 0.8% | $18.34 | -7.2% | COM | 901109108 |
| — | Boston Private Finl Hldg | 178,423 | $2,023 | 0.8% | $10.72 | — | COM | 101119105 |
| — | TRI Pointe Group, Inc. | 159,440 | $2,020 | 0.8% | $15.36 | — | COM | 87265h109 |
| BBT | Berkshire Hills Bancorp | 69,333 | $2,018 | 0.8% | $18.22 | +18.0% | COM | 084680107 |
| TEX | Terex Corp | 108,854 | $2,012 | 0.8% | $31.05 | -36.3% | COM | 880779103 |
| — | Del Frisco's Restaurant Group | 123,810 | $1,983 | 0.8% | $14.91 | — | COM | 245077102 |
| FRPT | Freshpet Inc. | 227,500 | $1,931 | 0.8% | $8.69 | 0.0% | COM | 358039105 |
| — | Wausau Paper Corp | 179,550 | $1,837 | 0.8% | $11.48 | — | COM | 943315101 |
| GPI | Group 1 Automotive | 23,600 | $1,787 | 0.7% | $63.80 | +29.8% | COM | 398905109 |
| — | Xcerra Corp | 289,656 | $1,752 | 0.7% | $9.10 | — | COM | 98400j108 |
| — | Northfield Bancorp | 107,230 | $1,707 | 0.7% | $13.01 | — | COM | 66611t108 |
| CROX | Crocs Inc. | 158,566 | $1,624 | 0.7% | $15.98 | -32.6% | COM | 227046109 |
| VICR | Vicor Corp | 174,387 | $1,590 | 0.7% | $7.37 | +30.8% | COM | 925815102 |
| ARW | Arrow Electronics | 27,905 | $1,512 | 0.6% | $46.87 | +21.6% | COM | 042735100 |
| — | Southwest Bancorp Okla | 85,878 | $1,501 | 0.6% | $13.34 | — | COM | 844767103 |
| — | Maxwell Technologies Inc | 207,780 | $1,484 | 0.6% | $6.82 | — | COM | 577767106 |
| — | Sonus Networks Inc | 206,484 | $1,472 | 0.6% | $7.88 | — | COM | 835916503 |
| CALY | Callaway Golf | 155,217 | $1,462 | 0.6% | $6.53 | +45.3% | COM | 131193104 |
| — | Carrizo Oil & Gas Inc | 48,450 | $1,433 | 0.6% | $28.49 | — | COM | 144577103 |
| — | Soadastream International | 84,909 | $1,385 | 0.6% | $26.92 | — | COM | M9068E105 |
| AZZ | Azz Inc. | 24,380 | $1,355 | 0.6% | $32.83 | +47.9% | COM | 002474104 |
| — | N C R Corp New | 55,115 | $1,348 | 0.6% | $38.36 | — | COM | 62886e108 |
| — | Universal Forest Product | 19,421 | $1,328 | 0.5% | $40.37 | — | COM | 913543104 |
| MCK | Mckesson Corporation | 6,438 | $1,270 | 0.5% | $101.46 | +72.0% | COM | 58155Q103 |
| BDC | Belden Inc | 26,511 | $1,264 | 0.5% | $55.48 | -4.0% | COM | 077454106 |
| — | Finisar | 86,834 | $1,263 | 0.5% | $19.62 | — | COM | 31787A507 |
| — | Francesca's Holdings Corp | 72,305 | $1,259 | 0.5% | $14.74 | — | COM | 351793104 |
| ACCO | Acco Brands Corp | 175,777 | $1,253 | 0.5% | $4.70 | +15.3% | COM | 00081T108 |
| — | Barnes Group Inc | 35,105 | $1,242 | 0.5% | $35.25 | — | COM | 067806109 |
| — | Koppers Holdings Inc. | 65,615 | $1,197 | 0.5% | $29.33 | — | COM | 50060p106 |
| NPKI | Newpark Resources Inc | 224,159 | $1,184 | 0.5% | $10.46 | -44.8% | COM | 651718504 |
| — | Ashford Hospitality Tr Reit | 183,325 | $1,157 | 0.5% | $10.99 | — | COM | 044103109 |
| IBM | Intl Business Machines | 8,364 | $1,151 | 0.5% | $116.68 | -25.0% | COM | 459200101 |
| — | Ttm Technologies Inc | 170,215 | $1,108 | 0.5% | $7.39 | — | COM | 87305r109 |
| ASYS | Amtech Systems, Inc. | 175,624 | $1,099 | 0.5% | $10.72 | -51.8% | COM | 032332504 |
| RAIL | Freightcar America Inc | 53,076 | $1,031 | 0.4% | $23.11 | -9.1% | COM | 357023100 |
| — | Super Micro Computer, Inc | 41,650 | $1,021 | 0.4% | $28.48 | — | COM | 86800u104 |
| — | General Electric Company | 32,607 | $1,016 | 0.4% | $23.50 | — | COM | 369604103 |
| KLIC | Kulicke & Soffa Industries, In | 86,087 | $1,005 | 0.4% | $11.07 | -14.2% | COM | 501242101 |
| XOM | Exxon Mobil Corporation | 12,591 | $981 | 0.4% | $53.70 | -4.3% | COM | 30231G102 |
| PTEN | Patterson- UTI Energy Inc. | 64,389 | $971 | 0.4% | $21.87 | -29.6% | COM | 703481101 |
| — | GameStop Corp. Cl A | 34,100 | $956 | 0.4% | $41.86 | — | COM | 36467w109 |
| GFF | Griffon Corp | 53,335 | $949 | 0.4% | $7.76 | +63.3% | COM | 398433102 |
| — | Ashford Hospitality Prime, Inc | 62,794 | $911 | 0.4% | $15.74 | — | COM | 044102101 |
| — | Brocade Communs Sys New | 89,428 | $821 | 0.3% | $9.23 | — | COM | 111621306 |
| FBP | First BanCorp (Puerto Rico) | 250,518 | $814 | 0.3% | $4.22 | -28.6% | COM | 318672706 |
| CVU | Cpi Aerostructures New | 80,368 | $782 | 0.3% | $11.50 | -20.2% | COM | 125919308 |
| STLD | Steel Dynamics Inc | 43,730 | $781 | 0.3% | $11.86 | +21.9% | COM | 858119100 |
| — | Esterline Corp. | 8,980 | $727 | 0.3% | $72.47 | — | COM | 297425100 |
| WDC | Western Digital Corp | 11,940 | $717 | 0.3% | $39.81 | +9.4% | COM | 958102105 |
| CVGI | Commercial Vehicle Group | 252,315 | $696 | 0.3% | $6.39 | -43.7% | COM | 202608105 |
| — | Ascent Capital Group | 41,010 | $686 | 0.3% | $70.73 | — | COM | 043632108 |
| — | Manitowoc Inc. | 42,090 | $646 | 0.3% | $18.50 | — | COM | 563571108 |
| — | KMG Chemicals | 27,350 | $630 | 0.3% | $19.31 | — | COM | 482564101 |
| GT | Goodyear Tire & Rubber | 19,189 | $627 | 0.3% | $13.66 | +140.1% | COM | 382550101 |
| HWC | Hancock Holding Co | 23,949 | $603 | 0.2% | $28.85 | -5.4% | COM | 410120109 |
| BMY | Bristol-Myers Squibb Co | 8,680 | $597 | 0.2% | $28.67 | +62.9% | COM | 110122108 |
| — | Mb Financial Bank | 17,950 | $581 | 0.2% | $28.40 | — | COM | 55264u108 |
| — | Limelight Networks Inc | 393,016 | $574 | 0.2% | $2.23 | — | COM | 53261M104 |
| FLXS | Flexsteel Industries | 12,900 | $570 | 0.2% | $27.89 | +18.6% | COM | 339382103 |
| INTC | Intel Corp | 16,433 | $566 | 0.2% | $17.11 | +55.7% | COM | 458140100 |
| — | BNC Bancorp | 20,835 | $529 | 0.2% | $17.12 | — | COM | 05566t101 |
| — | Manitex International | 88,028 | $524 | 0.2% | $11.74 | — | COM | 563420108 |
| — | Invacare Corp. | 29,590 | $515 | 0.2% | $14.37 | — | COM | 461203101 |
| PFE | Pfizer Incorporated | 15,721 | $507 | 0.2% | $17.64 | +15.5% | COM | 717081103 |
| ALB | Albemarle Corp | 8,935 | $500 | 0.2% | $49.65 | -10.0% | COM | 012653101 |
| — | Spectrum Pharmaceuticals Inc. | 81,584 | $492 | 0.2% | $7.85 | — | COM | 84763a108 |
| — | Qorvo Inc. | 9,392 | $478 | 0.2% | $79.70 | — | COM | 74736k101 |
| GVA | Granite Construction | 11,050 | $474 | 0.2% | $32.17 | +16.6% | COM | 387328107 |
| — | Dr. Pepper Snapple Group | 4,770 | $445 | 0.2% | $45.39 | — | COM | 26138e109 |
| JNJ | Johnson & Johnson | 4,239 | $435 | 0.2% | $69.55 | +9.2% | COM | 478160104 |
| — | Bryn Mawr Bank Corporation | 14,550 | $418 | 0.2% | $30.26 | — | COM | 117665109 |
| PEP | Pepsico Incorporated | 4,075 | $407 | 0.2% | $56.00 | +31.2% | COM | 713448108 |
| DSX | Diana Shipping Inc F | 93,189 | $405 | 0.2% | $5.83 | -45.3% | COM | Y2066G104 |
| — | Hudson Highland Group | 137,908 | $403 | 0.2% | $2.55 | — | COM | 443787106 |
| PGR | Progressive Corp Ohio | 12,165 | $387 | 0.2% | $17.04 | +37.4% | COM | 743315103 |
| — | Hewlett Packard Enterprise Co. | 25,305 | $385 | 0.2% | $15.21 | — | COM | 42824c109 |
| CSCO | Cisco Systems Inc | 13,857 | $376 | 0.2% | $15.57 | +29.5% | COM | 17275R102 |
| — | Triangle Petroleum Corp. | 483,820 | $373 | 0.2% | $7.77 | — | COM | 89600b201 |
| — | Whole Foods Market Inc | 11,042 | $370 | 0.2% | $51.51 | — | COM | 966837106 |
| CVS | Cvs Health Corporation | 3,531 | $345 | 0.1% | $60.81 | +19.4% | COM | 126650100 |
| — | Horsehead Holding | 164,080 | $336 | 0.1% | $13.99 | — | COM | 440694305 |
| — | HP Inc. | 25,305 | $300 | 0.1% | $25.45 | — | COM | 428236103 |
| — | Rex Energy Corp | 278,956 | $293 | 0.1% | $12.44 | — | COM | 761565100 |
| — | Merck & Co Inc New | 5,499 | $290 | 0.1% | $46.41 | — | COM | 58933y105 |
| BRK/B | Berkshire Hath Cl B | 2,084 | $275 | 0.1% | $141.89 | -5.4% | COM | 084670702 |
| — | Moduslink Global Sol Inc | 110,344 | $274 | 0.1% | $3.85 | — | COM | 60786l206 |
| JPM | Jpmorgan Chase & Co | 4,118 | $272 | 0.1% | $40.60 | +22.4% | COM | 46625H100 |
| CAG | Conagra Inc | 6,400 | $270 | 0.1% | $16.74 | +34.0% | COM | 205887102 |
| WFC | Wells Fargo & Co New | 4,852 | $264 | 0.1% | $41.33 | -1.2% | COM | 949746101 |
| MKL | Markel Corp. | 287 | $254 | 0.1% | $847.10 | +2.7% | COM | 570535104 |
| — | Hornbeck Offshore Services, In | 24,070 | $239 | 0.1% | $44.56 | — | COM | 440543106 |
| SYPR | Sypris Solutions Inc | 213,884 | $233 | 0.1% | $3.32 | -63.7% | COM | 871655106 |
| AES | A E S Corp | 24,213 | $232 | 0.1% | $8.29 | -17.0% | COM | 00130H105 |
| MKC | Mccormick & Co Inc Com Non Vtg | 2,715 | $232 | 0.1% | $33.43 | +4.1% | COM | 579780206 |
| — | Chemtura Corp | 8,455 | $231 | 0.1% | $25.11 | — | COM | 163893209 |
| — | Zoetis Inc. | 4,821 | $231 | 0.1% | $47.92 | — | COM | 98978v103 |
| MSFT | Microsoft Corp | 4,120 | $229 | 0.1% | $45.92 | 0.0% | COM | 594918104 |
| — | Sm Energy Company | 11,380 | $224 | 0.1% | $55.19 | — | COM | 78454l100 |
| — | Raytheon Company New | 1,787 | $223 | 0.1% | $124.79 | — | COM | 755111507 |
| — | Eaton Corporation | 4,200 | $219 | 0.1% | $52.14 | — | COM | 278058102 |
| ECL | Ecolab | 1,903 | $218 | 0.1% | $105.21 | 0.0% | COM | 278865100 |
| — | Mead Johnson Nutrition Co. | 2,665 | $210 | 0.1% | $78.80 | — | COM | 582839106 |
| ADP | Auto Data Processing | 2,425 | $205 | 0.1% | $69.13 | 0.0% | COM | 053015103 |
| UPS | United Parcel Cl B | 2,086 | $201 | 0.1% | $70.63 | 0.0% | COM | 911312106 |
| BAC | Bank Of America Corp | 11,887 | $200 | 0.1% | $11.65 | +16.4% | COM | 060505104 |
| — | Callon Petroleum Co | 23,240 | $194 | 0.1% | $10.70 | — | COM | 13123X102 |
| AMSC | Amern Superconductor Cp | 25,052 | $160 | 0.1% | $7.50 | -34.9% | COM | 030111207 |
| — | Fidelity Conservative Income B | 15,116 | $151 | 0.1% | $10.05 | — | 0 | 316146539 |
| — | Strat Diagnostics Inc | 125,762 | $124 | 0.1% | $0.90 | — | COM | 862700101 |
| — | Chico's FAS, Inc. | 11,465 | $122 | 0.1% | $17.31 | — | COM | 168615102 |
| — | Castle A M & Co | 39,045 | $62 | 0.0% | $7.46 | — | COM | 148411101 |
| — | Denbury Res Inc New | 12,569 | $25 | 0.0% | $17.31 | — | COM | 247916208 |