Location: Philadelphia, PA
CIK: 0001158202 · Show all filings
Period: Q2 2013 (Next →)
Filing Date: Aug 16, 2013
Total Value: $2.44B (96.3% shares, 3.7% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | * SINCLAIR BROADCAST GROUP I | 1,654,685 | $48.61M | 2.0% | $29.38 | $29.38 | — | CL A | 829226109 |
| NXST | NEXSTAR BROADCASTING GROUP I | 1,148,750 | $40.73M | 1.7% | $35.46 * | $19.49 | 0.0% | CL A | 65336K103 |
| CNC | * CENTENE CORP DEL | 624,424 | $32.76M | 1.3% | $52.46 * | $12.12 | 0.0% | COM | 15135B101 |
| — | * HERCULES OFFSHORE INC | 4,305,368 | $30.31M | 1.2% | $7.04 | $7.04 | — | COM | 427093109 |
| — | * CAVIUM INC | 851,999 | $30.14M | 1.2% | $35.37 | $35.37 | — | COM | 14964U108 |
| — | * U S G CORP | 1,302,899 | $30.03M | 1.2% | $23.05 | $23.05 | — | COM NEW | 903293405 |
| — | * RF MICRODEVICES INC | 5,371,829 | $28.73M | 1.2% | $5.35 | $5.35 | — | COM | 749941100 |
| — | * ORIENT-EXPRESS HOTELS LTD | 2,290,533 | $27.85M | 1.1% | $12.16 | $12.16 | — | CL A | G67743107 |
| — | * JDS UNIPHASE CORP | 1,868,333 | $26.87M | 1.1% | $14.38 | $14.38 | — | COM PAR | 46612J507 |
| — | * FINISAR CORP | 1,517,197 | $25.72M | 1.1% | $16.95 | $16.95 | — | COM NEW | 31787A507 |
| — | * QLIK TECHNOLOGIES INC | 887,224 | $25.08M | 1.0% | $28.27 | $28.27 | — | COM | 74733T105 |
| — | * CHICOS FAS INC | 1,461,916 | $24.94M | 1.0% | $17.06 | $17.06 | — | COM | 168615102 |
| — | * FELCOR LODGING TR INC | 4,160,481 | $24.59M | 1.0% | $5.91 | $5.91 | — | COM | 31430F101 |
| — | * INTELSAT S A | 1,211,697 | $24.23M | 1.0% | $20.00 | $20.00 | — | COM | L5140P101 |
| TER | * TERADYNE INC | 1,368,384 | $24.04M | 1.0% | $17.57 * | $15.29 | 0.0% | COM | 880770102 |
| GTLS | * CHART INDS INC | 255,235 | $24.02M | 1.0% | $94.09 * | $87.43 | 0.0% | COM PAR | 16115Q308 |
| CDNS | * CADENCE DESIGN SYSTEM INC | 1,628,952 | $23.59M | 1.0% | $14.48 * | $14.08 | 0.0% | COM | 127387108 |
| — | WELLS FARGO & CO NEW PERP | 19,473 | $23.25M | 1.0% | $1193.96 | $1193.96 | — | PFD CNV | 949746804 |
| SF | * STIFEL FINL CORP | 651,258 | $23.23M | 1.0% | $35.67 * | $20.11 | 0.0% | COM | 860630102 |
| HLX | * HELIX ENERGY SOLUTIONS GRP | 975,511 | $22.48M | 0.9% | $23.04 | $23.34 | 0.0% | COM | 42330P107 |
| — | * GULFPORT ENERGY CORP | 476,043 | $22.41M | 0.9% | $47.08 | $47.08 | — | COM NEW | 402635304 |
| — | * TRIUMPH GROUP INC NEW | 273,944 | $21.68M | 0.9% | $79.15 | $79.15 | — | COM | 896818101 |
| — | * HFF INC | 1,179,575 | $20.96M | 0.9% | $17.77 | $17.77 | — | CL A | 40418F108 |
| ZION | * ZIONS BANCORPORATION | 719,416 | $20.79M | 0.9% | $28.90 * | $26.15 | 0.0% | COM | 989701107 |
| EVR | * EVERCORE PARTNERS INC | 525,325 | $20.64M | 0.8% | $39.28 * | $29.51 | 0.0% | CLASS A | 29977A105 |
| — | * FIRSTMERIT CORP | 1,016,736 | $20.36M | 0.8% | $20.03 | $20.03 | — | COM | 337915102 |
| — | * DSW INC | 254,006 | $18.66M | 0.8% | $73.47 | $73.47 | — | CL A | 23334L102 |
| JBL | * JABIL CIRCUIT INC | 913,138 | $18.61M | 0.8% | $20.38 * | $16.76 | 0.0% | COM | 466313103 |
| ILMN | * ILLUMINA INC | 244,888 | $18.33M | 0.8% | $74.84 * | $64.01 | 0.0% | COM | 452327109 |
| PAG | * PENSKE AUTOMOTIVE GRP INC | 598,701 | $18.28M | 0.7% | $30.54 * | $31.18 | 0.0% | COM | 70959W103 |
| WAL | * WESTERN ALLIANCE BANCORP | 1,154,126 | $18.27M | 0.7% | $15.83 * | $12.57 | 0.0% | COM | 957638109 |
| MGM | * MGM MIRAGE | 1,197,638 | $17.7M | 0.7% | $14.78 * | $13.35 | 0.0% | COM | 552953101 |
| JLL | * JONES LANG LASALLE INC | 185,232 | $16.88M | 0.7% | $91.14 | $90.65 | 0.0% | COM | 48020Q107 |
| CMA | * COMERICA INC | 419,938 | $16.73M | 0.7% | $39.83 * | $24.17 | 0.0% | COM | 200340107 |
| — | * PINNACLE ENTMT INC | 841,984 | $16.56M | 0.7% | $19.67 | $19.67 | — | COM | 723456109 |
| — | * SYNOVUS FINL CORP | 5,656,491 | $16.52M | 0.7% | $2.92 | $2.92 | — | COM | 87161C105 |
| ICLR | ICON PLC | 461,400 | $16.35M | 0.7% | $35.43 * | $32.90 | 0.0% | SHS | G4705A100 |
| — | * PRIVATEBANCORP INC | 760,080 | $16.13M | 0.7% | $21.22 | $21.22 | — | COM | 742962103 |
| RHP | RYMAN HOSPITALITY PPTYS INC | 412,065 | $16.07M | 0.7% | $39.01 | $39.01 | — | COM | 78377T107 |
| LAD | LITHIA MTRS INC | 295,883 | $15.77M | 0.6% | $53.31 * | $50.23 | 0.0% | CL A | 536797103 |
| — | FLEETMATICS GROUP PLC | 471,795 | $15.68M | 0.6% | $33.23 | $33.23 | — | COM | G35569105 |
| RDWR | * RADWARE LTD | 1,104,168 | $15.23M | 0.6% | $13.79 * | $15.00 | 0.0% | ORD | M81873107 |
| — | * EXELIS INC | 1,101,411 | $15.19M | 0.6% | $13.79 | $13.79 | — | COM | 30162A108 |
| WT | * WISDOMTREE INVTS INC | 1,291,651 | $14.94M | 0.6% | $11.57 | $11.69 | 0.0% | COM | 97717P104 |
| MTZ | * MASTEC INC | 445,978 | $14.67M | 0.6% | $32.90 * | $30.13 | 0.0% | COM | 576323109 |
| — | * RIVERBED TECHNOLOGY INC | 937,423 | $14.59M | 0.6% | $15.56 | $15.56 | — | COM | 768573107 |
| STZ | * CONSTELLATION BRANDS INC | 279,103 | $14.55M | 0.6% | $52.12 * | $43.15 | 0.0% | CL A | 21036P108 |
| — | * MANITOWOC INC | 798,532 | $14.3M | 0.6% | $17.91 | $17.91 | — | COM | 563571108 |
| — | * VIROPHARMA INC | 488,965 | $14.01M | 0.6% | $28.65 | $28.65 | — | COM | 928241108 |
| — | * SPIRIT AIRLS INC | 437,233 | $13.88M | 0.6% | $31.76 | $31.76 | — | COM | 848577102 |
| — | CAPITAL BK FINL CORP | 730,143 | $13.87M | 0.6% | $18.99 | $18.99 | — | CL A CO | 139794101 |
| — | * AXIALL CORP | 321,687 | $13.7M | 0.6% | $42.58 | $42.58 | — | COM | 05463D100 |
| — | * SBA COMMUNICATIONS CORP | 183,012 | $13.56M | 0.6% | $74.12 | $74.12 | — | COM | 78388J106 |
| CTRA | * CABOT OIL & GAS CORP | 190,429 | $13.52M | 0.6% | $71.02 * | $24.86 | 0.0% | COM | 127097103 |
| — | * BIOSCRIP INC | 812,230 | $13.4M | 0.5% | $16.50 | $16.50 | — | COM | 09069N108 |
| BJRI | * BJS RESTAURANTS INC | 354,379 | $13.15M | 0.5% | $37.10 * | $34.68 | 0.0% | COM | 09180C106 |
| — | SERVICESOURCE INTL LLC | 1,404,321 | $13.09M | 0.5% | $9.32 | $9.32 | — | COM | 81763U100 |
| — | SHORETEL INC | 3,173,080 | $12.79M | 0.5% | $4.03 | $4.03 | — | COM | 825211105 |
| AOS | * SMITH A O | 350,805 | $12.73M | 0.5% | $36.28 * | $15.38 | 0.0% | COM | 831865209 |
| KEX | * KIRBY CORP | 158,367 | $12.6M | 0.5% | $79.54 * | $77.04 | 0.0% | COM | 497266106 |
| — | * RITE AID CORP | 4,395,858 | $12.57M | 0.5% | $2.86 | $2.86 | — | COM | 767754104 |
| TPC | * TUTOR PERINI CORP | 694,510 | $12.56M | 0.5% | $18.09 * | $17.65 | 0.0% | COM | 901109108 |
| HOLX | * HOLOGIC INC | 648,176 | $12.51M | 0.5% | $19.30 * | $20.89 | 0.0% | COM | 436440101 |
| — | REALOGY HLDGS CORP | 260,245 | $12.5M | 0.5% | $48.04 | $48.04 | — | COM | 75605Y106 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 367,134 | $12.14M | 0.5% | $33.07 | $32.45 | 0.0% | COM | 00404A109 |
| — | * POLYONE CORP | 489,683 | $12.13M | 0.5% | $24.78 | $24.78 | — | COM | 73179P106 |
| PWR | * QUANTA SVCS INC | 453,767 | $12.01M | 0.5% | $26.46 * | $27.23 | 0.0% | COM | 74762E102 |
| — | MATTRESS FIRM HLDG CORP | 296,701 | $11.96M | 0.5% | $40.30 | $40.30 | — | COM | 57722W106 |
| — | BANK OF AMERICA CORPORATION | 10,678 | $11.84M | 0.5% | $1109.10 | $1109.10 | — | PFD L | 060505682 |
| KBR | * KBR INC | 358,958 | $11.67M | 0.5% | $32.50 * | $26.54 | 0.0% | COM | 48242W106 |
| — | * GANNETT INC | 476,002 | $11.64M | 0.5% | $24.46 | $24.46 | — | COM | 364730101 |
| AKAM | * AKAMAI TECHNOLOGIES INC | 273,505 | $11.64M | 0.5% | $42.55 | $41.83 | 0.0% | COM | 00971T101 |
| TEX | * TEREX CORP NEW | 442,181 | $11.63M | 0.5% | $26.30 * | $30.88 | 0.0% | COM | 880779103 |
| — | TEAM HEALTH HOLDINGS INC | 276,924 | $11.37M | 0.5% | $41.07 | $41.07 | — | COM | 87817A107 |
| LPX | * LOUISIANA PAC CORP | 749,745 | $11.09M | 0.5% | $14.79 * | $18.15 | 0.0% | COM | 546347105 |
| MD | * MEDNAX INC | 120,363 | $11.02M | 0.5% | $91.58 * | $44.76 | 0.0% | COM | 58502B106 |
| — | FXCM INC | 653,689 | $10.73M | 0.4% | $16.41 | $16.41 | — | COM CL | 302693106 |
| — | * MADISON SQUARE GARDEN INC | 179,071 | $10.61M | 0.4% | $59.25 | $59.25 | — | CL A | 55826P100 |
| — | FREESCALE SEMICONDUCTOR LTD | 770,618 | $10.44M | 0.4% | $13.55 | $13.55 | — | Common | G3727Q101 |
| OC | * OWENS CORNING NEW | 262,928 | $10.28M | 0.4% | $39.08 * | $41.69 | 0.0% | COM | 690742101 |
| — | KODIAK OIL & GAS CORP | 1,154,520 | $10.26M | 0.4% | $8.89 | $8.89 | — | COM | 50015Q100 |
| THC | TENET HEALTHCARE CORP | 221,490 | $10.21M | 0.4% | $46.10 * | $44.77 | 0.0% | COM NEW | 88033G407 |
| PENN | * PENN NATL GAMING INC | 193,004 | $10.21M | 0.4% | $52.90 * | $12.65 | 0.0% | COM | 707569109 |
| ACGL | * ARCH CAP GROUP LTD | 197,392 | $10.15M | 0.4% | $51.41 * | $16.55 | 0.0% | ORD | G0450A105 |
| — | * SVB FINL GROUP | 121,517 | $10.13M | 0.4% | $83.32 | $83.32 | — | COM | 78486Q101 |
| — | MAGNUM HUNTER RES CORP DEL | 2,760,629 | $10.08M | 0.4% | $3.65 | $3.65 | — | COM | 55973B102 |
| BKD | * BROOKDALE SR LIVING INC | 378,575 | $10.01M | 0.4% | $26.44 * | $27.55 | 0.0% | COM | 112463104 |
| — | * ESTERLINE TECHNOLOGIES COR | 138,125 | $9.985M | 0.4% | $72.29 | $72.29 | — | COM | 297425100 |
| — | * MEDIA GEN INC | 904,159 | $9.973M | 0.4% | $11.03 | $11.03 | — | CL A | 584404107 |
| CNK | * CINEMARK HOLDINGS INC | 349,967 | $9.771M | 0.4% | $27.92 * | $23.13 | 0.0% | COM | 17243V102 |
| — | HERSHA HOSPITALITY TR | 1,731,593 | $9.766M | 0.4% | $5.64 | $5.64 | — | SH BEN | 427825104 |
| EXP | * EAGLE MATERIALS INC | 146,745 | $9.725M | 0.4% | $66.27 | $65.06 | 0.0% | COM | 26969P108 |
| CEVA | CEVA INC | 499,424 | $9.669M | 0.4% | $19.36 * | $16.13 | 0.0% | COM | 157210105 |
| RVTY | * PERKINELMER INC | 293,312 | $9.533M | 0.4% | $32.50 * | $31.21 | 0.0% | COM | 714046109 |
| KALU | * KAISER ALUMINUM CORP | 153,885 | $9.532M | 0.4% | $61.94 * | $43.17 | 0.0% | COM PAR | 483007704 |
| LEA | LEAR CORP | 156,196 | $9.444M | 0.4% | $60.46 * | $46.85 | 0.0% | COM NEW | 521865204 |
| TKR | * TIMKEN CO | 165,780 | $9.33M | 0.4% | $56.28 * | $39.57 | 0.0% | COM | 887389104 |
| HAIN | * HAIN CELESTIAL GROUP INC | 143,572 | $9.329M | 0.4% | $64.98 * | $32.22 | 0.0% | COM | 405217100 |
| PEB | PEBBLEBROOK HOTEL TR | 359,689 | $9.298M | 0.4% | $25.85 | $25.85 | — | COM | 70509V100 |
| — | * ROWAN COMPANIES PLC | 272,692 | $9.291M | 0.4% | $34.07 | $34.07 | — | SHS CL | G7665A101 |
| IMAX | * IMAX CORP | 372,949 | $9.272M | 0.4% | $24.86 * | $26.76 | 0.0% | COM | 45245E109 |
| IEX | * IDEX CORP | 170,524 | $9.176M | 0.4% | $53.81 * | $45.08 | 0.0% | COM | 45167R104 |
| — | * WHITING PETE CORP NEW | 195,878 | $9.028M | 0.4% | $46.09 | $46.09 | — | COM | 966387102 |
| FLS | * FLOWSERVE CORP | 165,515 | $8.939M | 0.4% | $54.01 * | $43.03 | 0.0% | COM | 34354P105 |
| — | * CHEMTURA CORP | 438,334 | $8.898M | 0.4% | $20.30 | $20.30 | — | COM NEW | 163893209 |
| — | * CABELAS INC | 136,559 | $8.844M | 0.4% | $64.76 | $64.76 | — | COM | 126804301 |
| EGBN | EAGLE BANCORP INC MD | 391,186 | $8.755M | 0.4% | $22.38 * | $16.56 | 0.0% | COM | 268948106 |
| — | * RUDOLPH TECHNOLOGIES INC | 776,886 | $8.701M | 0.4% | $11.20 | $11.20 | — | COM | 781270103 |
| — | * BELO CORP | 623,489 | $8.698M | 0.4% | $13.95 | $13.95 | — | COM SER | 080555105 |
| — | * BALLY TECHNOLOGIES INC | 153,028 | $8.634M | 0.4% | $56.42 | $56.42 | — | COM | 05874B107 |
| HXL | * HEXCEL CORP NEW | 249,796 | $8.506M | 0.3% | $34.05 * | $32.19 | 0.0% | COM | 428291108 |
| TYL | * TYLER TECHNOLOGIES INC | 122,649 | $8.408M | 0.3% | $68.55 * | $64.83 | 0.0% | COM | 902252105 |
| FHN | * FIRST HORIZON NATL CORP | 749,681 | $8.396M | 0.3% | $11.20 * | $7.41 | 0.0% | COM | 320517105 |
| SKT | * TANGER FACTORY OUTLET CTRS | 246,696 | $8.254M | 0.3% | $33.46 | $33.46 | — | COM | 875465106 |
| — | * ONYX PHARMACEUTICALS INC | 91,798 | $7.97M | 0.3% | $86.82 | $86.82 | — | COM | 683399109 |
| — | * EVERBANK FINL CORP | 478,273 | $7.92M | 0.3% | $16.56 | $16.56 | — | COM | 29977G102 |
| CBRE | * CBRE GROUP INC | 335,411 | $7.835M | 0.3% | $23.36 | $23.79 | 0.0% | CL A | 12504L109 |
| CCOI | * COGENT COMM GROUP INC | 277,640 | $7.816M | 0.3% | $28.15 * | $15.51 | 0.0% | COM NEW | 19239V302 |
| — | * VANTIV INC | 282,402 | $7.794M | 0.3% | $27.60 | $27.60 | — | CL A | 92210H105 |
| TXRH | * TEXAS ROADHOUSE INC | 309,298 | $7.739M | 0.3% | $25.02 * | $18.37 | 0.0% | CL A | 882681109 |
| CCK | * CROWN HOLDINGS INC | 187,791 | $7.724M | 0.3% | $41.13 * | $40.04 | 0.0% | COM | 228368106 |
| — | * TESORO CORP | 144,257 | $7.548M | 0.3% | $52.32 | $52.32 | — | COM | 881609101 |
| RJF | * RAYMOND JAMES FINANCIAL IN | 174,604 | $7.504M | 0.3% | $42.98 * | $24.09 | 0.0% | COM | 754730109 |
| — | * LASALLE HOTEL PPTYS | 298,398 | $7.37M | 0.3% | $24.70 | $24.70 | — | COM SH | 517942108 |
| OFG | * OFG BANCORP | 403,902 | $7.315M | 0.3% | $18.11 * | $16.55 | 0.0% | COM | 67103X102 |
| — | * EXCO RESOURCES INC | 955,066 | $7.297M | 0.3% | $7.64 | $7.64 | — | COM | 269279402 |
| TILE | * INTERFACE INC | 427,771 | $7.259M | 0.3% | $16.97 * | $17.44 | 0.0% | COM | 458665304 |
| CE | * CELANESE CORP DEL | 161,629 | $7.241M | 0.3% | $44.80 * | $37.17 | 0.0% | COM SER | 150870103 |
| GTN | GRAY TELEVISION INC | 989,694 | $7.126M | 0.3% | $7.20 * | $5.99 | 0.0% | COM | 389375106 |
| — | * GENESEE & WYO INC | 83,904 | $7.118M | 0.3% | $84.84 | $84.84 | — | CL A | 371559105 |
| — | * II VI INC | 432,527 | $7.033M | 0.3% | $16.26 | $16.26 | — | COM | 902104108 |
| — | * BEACON ROOFING SUPPLY INC | 182,920 | $6.929M | 0.3% | $37.88 | $37.88 | — | COM | 073685109 |
| NCLH | NORWEGIAN CRUISE LINE HLDGS | 227,625 | $6.899M | 0.3% | $30.31 | $30.68 | 0.0% | SHS | G66721104 |
| — | * BLOUNT INTL INC NEW | 577,512 | $6.826M | 0.3% | $11.82 | $11.82 | — | COM | 095180105 |
| — | * FOSTER WHEELER AG | 312,723 | $6.789M | 0.3% | $21.71 | $21.71 | — | COM | H27178104 |
| — | * ISLE OF CAPRI CASINOS INC | 863,642 | $6.477M | 0.3% | $7.50 | $7.50 | — | COM | 464592104 |
| — | HOLOGIC INC | 6,537,000 | $6.468M | 0.3% | $0.99 | $0.99 | — | DEBT 2 | 436440AC5 |
| — | * LIN TV CORP | 420,690 | $6.437M | 0.3% | $15.30 | $15.30 | — | CL A | 532774106 |
| CSTE | CAESARSTONE SDOT-YAM LTD | 233,801 | $6.366M | 0.3% | $27.23 * | $23.27 | 0.0% | ORD SHS | M20598104 |
| TITN | * TITAN MACHY INC | 320,301 | $6.288M | 0.3% | $19.63 * | $22.00 | 0.0% | COM | 88830R101 |
| BPOP | * POPULAR INC | 205,784 | $6.244M | 0.3% | $30.34 * | $21.82 | 0.0% | COM NEW | 733174700 |
| WWD | * WOODWARD GOVERNOR CO | 155,583 | $6.223M | 0.3% | $40.00 * | $34.67 | 0.0% | COM | 980745103 |
| — | * AVIAT NETWORKS INC | 2,344,905 | $6.144M | 0.3% | $2.62 | $2.62 | — | COM | 05366Y102 |
| — | ANN INC | 184,010 | $6.109M | 0.3% | $33.20 | $33.20 | — | a | 035623107 |
| — | RYLAND GROUP INC | 6,753,000 | $6.095M | 0.2% | $0.90 | $0.90 | — | NOTE | 783764AS2 |
| — | * CBEYOND INC | 770,860 | $6.044M | 0.2% | $7.84 | $7.84 | — | COM | 149847105 |
| MAS | * MASCO CORP | 305,908 | $5.962M | 0.2% | $19.49 * | $14.92 | 0.0% | COM | 574599106 |
| — | * DEALERTRACK HLDGS INC | 167,464 | $5.933M | 0.2% | $35.43 | $35.43 | — | COM | 242309102 |
| I 5.75 05/01/16 A | INTELSAT S A | 106,970 | $5.883M | 0.2% | $55.00 | $55.00 | — | MAN CON | L5140P119 |
| — | TIBCO SOFTWARE INC | 6,025,000 | $5.856M | 0.2% | $0.97 | $0.97 | — | NOTE | 88632QAB9 |
| CVU | CPI AEROSTRUCTURES INC | 535,678 | $5.812M | 0.2% | $10.85 * | $9.36 | 0.0% | COM NEW | 125919308 |
| — | TRISTATE CAP HLDGS INC | 420,577 | $5.783M | 0.2% | $13.75 | $13.75 | — | COM | 89678F100 |
| — | ON SEMICONDUCTOR CORP | 5,015,000 | $5.764M | 0.2% | $1.15 | $1.15 | — | NOTE | 682189AH8 |
| CLW | * CLEARWATER PAPER CORP | 122,079 | $5.745M | 0.2% | $47.06 * | $48.03 | 0.0% | COM | 18538R103 |
| — | COBALT INTL ENERGY INC | 5,412,000 | $5.74M | 0.2% | $1.06 | $1.06 | — | NOTE | 19075FAA4 |
| — | TTM TECHNOLOGIES INC | 5,606,000 | $5.638M | 0.2% | $1.01 | $1.01 | — | NOTE | 87305RAC3 |
| — | LAM RESEARCH CORP | 4,981,000 | $5.526M | 0.2% | $1.11 | $1.11 | — | NOTE | 512807AL2 |
| — | * DELEK US HLDGS INC | 189,217 | $5.446M | 0.2% | $28.78 | $28.78 | — | COM | 246647101 |
| — | * HOME PROPERTIES INC | 81,305 | $5.315M | 0.2% | $65.37 | $65.37 | — | COM | 437306103 |
| — | * ISTAR FINL INC | 468,948 | $5.294M | 0.2% | $11.29 | $11.29 | — | COM | 45031U101 |
| — | PARK STERLING CORP | 892,469 | $5.274M | 0.2% | $5.91 | $5.91 | — | COM | 70086Y105 |
| — | INPHI CORP | 473,365 | $5.207M | 0.2% | $11.00 | $11.00 | — | COM | 45772F107 |
| WTFC | * WINTRUST FINANCIAL CORP | 134,566 | $5.151M | 0.2% | $38.28 * | $36.77 | 0.0% | COM | 97650W108 |
| — | * PINNACLE FINL PARTNERS INC | 199,305 | $5.124M | 0.2% | $25.71 | $25.71 | — | COM | 72346Q104 |
| — | DEL FRISCOS RESTAURANT GROUP | 233,399 | $4.997M | 0.2% | $21.41 | $21.41 | — | COM | 245077102 |
| — | * WELLCARE HEALTH PLANS INC | 89,340 | $4.963M | 0.2% | $55.55 | $55.55 | — | COM | 94946T106 |
| — | * TRW AUTOMOTIVE HLDGS CORP | 73,753 | $4.9M | 0.2% | $66.44 | $66.44 | — | COM | 87264S106 |
| — | MASSEY ENERGY CO | 5,305,000 | $4.801M | 0.2% | $0.90 | $0.90 | — | NOTE | 576203AJ2 |
| FTNT | * FORTINET INC | 266,988 | $4.672M | 0.2% | $17.50 * | $3.73 | 0.0% | COM | 34959E109 |
| VRA | * VERA BRADLEY INC | 214,429 | $4.645M | 0.2% | $21.66 * | $22.25 | 0.0% | COM | 92335C106 |
| — | IXIA | 3,878,000 | $4.641M | 0.2% | $1.20 | $1.20 | — | NOTE | 45071RAB5 |
| — | * FIRST MIDWEST BANCORP DEL | 337,598 | $4.632M | 0.2% | $13.72 | $13.72 | — | COM | 320867104 |
| — | CALLIDUS SOFTWARE INC | 691,416 | $4.556M | 0.2% | $6.59 | $6.59 | — | COM | 13123E500 |
| — | * FINISH LINE INC | 204,180 | $4.463M | 0.2% | $21.86 | $21.86 | — | CL A | 317923100 |
| — | LMI AEROSPACE INC | 237,975 | $4.46M | 0.2% | $18.74 | $18.74 | — | COM | 502079106 |
| — | WEBMD HEALTH CORP | 4,768,000 | $4.41M | 0.2% | $0.92 | $0.92 | — | NOTE | 94770VAF9 |
| — | Brookdale Senior Living | 3,735,000 | $4.398M | 0.2% | $1.18 | $1.18 | — | NOTE | 112463AA2 |
| — | MGM RESORTS INTERNATIONAL | 3,856,000 | $4.316M | 0.2% | $1.12 | $1.12 | — | NOTE | 55303QAE0 |
| — | Sagent Pharmaceuticals Inc | 202,031 | $4.239M | 0.2% | $20.98 | $20.98 | — | A | 786692103 |
| — | * NATUS MEDICAL INC DEL | 307,787 | $4.201M | 0.2% | $13.65 | $13.65 | — | COM | 639050103 |
| — | * EMERITUS CORP | 179,358 | $4.158M | 0.2% | $23.18 | $23.18 | — | COM | 291005106 |
| — | OMNICARE INC | 4,000,000 | $4.12M | 0.2% | $1.03 | $1.03 | — | DBCV | 681904AL2 |
| — | ALERE INC | 4,169,000 | $4.109M | 0.2% | $0.99 | $0.99 | — | NOTE | 01449JAA3 |
| TTMI | * TTM TECHNOLOGIES INC | 487,721 | $4.097M | 0.2% | $8.40 * | $7.77 | 0.0% | COM | 87305R109 |
| VTGDF | VANTAGE DRILLING COMPANY | 1,979,342 | $4.038M | 0.2% | $2.04 * | $1.78 | 0.0% | ORD SHS | G93205113 |
| — | * EMULEX CORP | 618,304 | $4.031M | 0.2% | $6.52 | $6.52 | — | COM NEW | 292475209 |
| TRN | * TRINITY INDS INC | 103,382 | $3.974M | 0.2% | $38.44 * | $10.24 | 0.0% | COM | 896522109 |
| — | PACIFIC DRILLING SA LUXEMBOU | 383,868 | $3.754M | 0.2% | $9.78 | $9.78 | — | REG SHS | L7257P106 |
| HOMB | HOME BANCSHARES INC | 138,051 | $3.585M | 0.1% | $25.97 * | $10.30 | 0.0% | COM | 436893200 |
| — | * FLOW INTL CORP | 951,142 | $3.51M | 0.1% | $3.69 | $3.69 | — | COM | 343468104 |
| — | PZENA INVESTMENT MGMT INC | 536,431 | $3.498M | 0.1% | $6.52 | $6.52 | — | CLASS A | 74731Q103 |
| — | * PETROQUEST ENERGY INC | 883,149 | $3.497M | 0.1% | $3.96 | $3.96 | — | COM | 716748108 |
| — | * MODEL N INC | 149,008 | $3.481M | 0.1% | $23.36 | $23.36 | — | COM | 607525102 |
| — | * EXPRESS INC | 165,996 | $3.481M | 0.1% | $20.97 | $20.97 | — | COM | 30219E103 |
| — | FRANCESCAS HLDGS CORP | 125,000 | $3.474M | 0.1% | $27.79 | $27.79 | — | COM | 351793104 |
| — | CLICKSOFTWARE TECHNOLOGIES L | 402,852 | $3.36M | 0.1% | $8.34 | $8.34 | — | ORD | M25082104 |
| — | * LIONS GATE ENTMNT CORP | 122,126 | $3.355M | 0.1% | $27.47 | $27.47 | — | COM NEW | 535919203 |
| CVGW | CALAVO GROWERS INC | 120,348 | $3.272M | 0.1% | $27.19 * | $22.91 | 0.0% | COM | 128246105 |
| FN | FABRINET | 233,299 | $3.266M | 0.1% | $14.00 | $14.02 | 0.0% | SHS | G3323L100 |
| — | * SEQUENOM INC | 765,708 | $3.224M | 0.1% | $4.21 | $4.21 | — | COM NEW | 817337405 |
| — | * DRESSER-RAND GROUP INC | 53,339 | $3.199M | 0.1% | $59.97 | $59.97 | — | COM | 261608103 |
| RF | * REGIONS FINANCIAL CORP NEW | 332,683 | $3.17M | 0.1% | $9.53 * | $5.80 | 0.0% | COM | 7591EP100 |
| — | ONYX PHARMACEUTICALS INC | 1,368,000 | $3.115M | 0.1% | $2.28 | $2.28 | — | NOTE | 683399AB5 |
| HIG | * HARTFORD FINL SVCS GROUP I | 100,387 | $3.104M | 0.1% | $30.92 * | $22.20 | 0.0% | COM | 416515104 |
| — | HOLOGIC INC | 3,090,000 | $3.1M | 0.1% | $1.00 | $1.00 | — | FRNT 2 | 436440AA9 |
| — | * TORNIER N V | 176,812 | $3.094M | 0.1% | $17.50 | $17.50 | — | SHS | N87237108 |
| — | * MEADOWBROOK INS GROUP INC | 382,944 | $3.075M | 0.1% | $8.03 | $8.03 | — | COM | 58319P108 |
| — | * XILINX INC | 77,169 | $3.057M | 0.1% | $39.61 | $39.61 | — | COM | 983919101 |
| STKL | * SUNOPTA INC | 402,294 | $3.053M | 0.1% | $7.59 | $7.49 | 0.0% | COM | 8676EP108 |
| — | * SOUTHWESTERN ENERGY CO | 83,416 | $3.047M | 0.1% | $36.53 | $36.53 | — | COM | 845467109 |
| — | ELLIS PERRY INTL INC | 148,412 | $3.014M | 0.1% | $20.31 | $20.31 | — | COM | 288853104 |
| — | * MOSYS INC | 748,494 | $3.009M | 0.1% | $4.02 | $4.02 | — | COM | 619718109 |
| — | * CAMERON INTERNATIONAL CORP | 48,784 | $2.984M | 0.1% | $61.17 | $61.17 | — | COM | 13342B105 |
| — | AUXILIUM PHARMACEUTICALS INC | 3,072,000 | $2.963M | 0.1% | $0.96 | $0.96 | — | NOTE | 05334DAA5 |
| — | * JOY GLOBAL INC | 60,575 | $2.94M | 0.1% | $48.53 | $48.53 | — | COM | 481165108 |
| — | * SYNERON MEDICAL LTD | 337,874 | $2.94M | 0.1% | $8.70 | $8.70 | — | ORD SHS | M87245102 |
| — | * ROCKWELL COLLINS INC | 45,537 | $2.888M | 0.1% | $63.42 | $63.42 | — | COM | 774341101 |
| — | DEALERTRACK TECHNOLOGIES INC | 2,484,000 | $2.869M | 0.1% | $1.15 | $1.15 | — | NOTE | 242309AB8 |
| — | * DISH NETWORK CORP | 67,427 | $2.867M | 0.1% | $42.52 | $42.52 | — | CL A | 25470M109 |
| — | * AUXILIUM PHARMACEUTICALS I | 170,692 | $2.839M | 0.1% | $16.63 | $16.63 | — | COM | 05334D107 |
| UHS | * UNIVERSAL HLTH SVCS INC | 42,242 | $2.829M | 0.1% | $66.97 * | $62.83 | 0.0% | CL B | 913903100 |
| — | * WEATHERFORD INTERNATIONAL | 203,030 | $2.782M | 0.1% | $13.70 | $13.70 | — | REG | H27013103 |
| — | HELIX ENERGY SOLUTIONS GRP I | 2,219,000 | $2.768M | 0.1% | $1.25 | $1.25 | — | NOTE | 42330PAG2 |
| — | * QUINTILES TRANSNATIO HLDGS | 64,820 | $2.759M | 0.1% | $42.56 | $42.56 | — | COM | 74876Y101 |
| — | KEYCORP NEW | 22,102 | $2.753M | 0.1% | $124.56 | $124.56 | — | PFD 7.7 | 493267405 |
| QLYS | QUALYS INC | 168,395 | $2.715M | 0.1% | $16.12 * | $12.98 | 0.0% | COM | 74758T303 |
| — | * MYLAN INC | 86,409 | $2.681M | 0.1% | $31.03 | $31.03 | — | COM | 628530107 |
| — | * CONTINENTAL RESOURCES INC | 30,992 | $2.667M | 0.1% | $86.05 | $86.05 | — | COM | 212015101 |
| — | * INTERCONTINENTALEXCHANGE I | 14,996 | $2.666M | 0.1% | $177.78 | $177.78 | — | COM | 45865V100 |
| — | APPROACH RESOURCES INC | 107,963 | $2.653M | 0.1% | $24.57 | $24.57 | — | COM | 03834A103 |
| HST | * HOST HOTELS & RESORTS INC | 157,039 | $2.649M | 0.1% | $16.87 * | $10.74 | 0.0% | COM | 44107P104 |
| — | HUNTINGTON BANCSHARES INC | 2,140 | $2.622M | 0.1% | $1225.23 | $1225.23 | — | PFD CON | 446150401 |
| DKS | * DICKS SPORTING GOODS INC | 51,053 | $2.556M | 0.1% | $50.07 * | $36.98 | 0.0% | COM | 253393102 |
| — | PROOFPOINT INC | 104,685 | $2.537M | 0.1% | $24.23 | $24.23 | — | COM | 743424103 |
| — | YRC WORLDWIDE INC | 2,500,000 | $2.52M | 0.1% | $1.01 | $1.01 | — | NOTE | 984249AB8 |
| WYNN | * WYNN RESORTS LTD | 19,306 | $2.471M | 0.1% | $127.99 * | $106.96 | 0.0% | COM | 983134107 |
| — | * RED HAT INC | 51,235 | $2.45M | 0.1% | $47.82 | $47.82 | — | COM | 756577102 |
| PVH | * PVH CORP | 19,497 | $2.438M | 0.1% | $125.04 * | $112.68 | 0.0% | COM | 693656100 |
| — | HEARTWARE | 1,931,000 | $2.396M | 0.1% | $1.24 | $1.24 | — | INTL IN | 422368AA8 |
| RRX | * REGAL BELOIT CORP | 36,809 | $2.387M | 0.1% | $64.85 * | $69.87 | 0.0% | COM | 758750103 |
| BCC | * BOISE CASCADE CO DEL | 92,194 | $2.343M | 0.1% | $25.41 * | $19.71 | 0.0% | COM | 09739D100 |
| — | CADENCE DESIGN SYSTEM INC | 1,119,000 | $2.174M | 0.1% | $1.94 | $1.94 | — | NOTE | 127387AJ7 |
| — | JOES JEANS INC | 1,311,099 | $2.15M | 0.1% | $1.64 | $1.64 | — | COM | 47777N101 |
| TMHC | * TAYLOR MORRISON HOME CORP | 87,956 | $2.144M | 0.1% | $24.38 * | $25.23 | 0.0% | CL A | 87724P106 |
| — | TERADYNE INC | 663,000 | $2.131M | 0.1% | $3.21 | $3.21 | — | NOTE | 880770AE2 |
| — | E M C CORP MASS | 1,410,000 | $2.083M | 0.1% | $1.48 | $1.48 | — | NOTE | 268648AM4 |
| — | * U S AIRWAYS GROUP INC | 126,825 | $2.082M | 0.1% | $16.42 | $16.42 | — | COM | 90341W108 |
| — | * WYNDHAM WORLDWIDE CORP | 36,380 | $2.082M | 0.1% | $57.23 | $57.23 | — | COM | 98310W108 |
| M | * MACYS INC | 43,083 | $2.068M | 0.1% | $48.00 * | $46.44 | 0.0% | COM | 55616P104 |
| — | CARMIKE CINEMAS INC | 106,293 | $2.058M | 0.1% | $19.36 | $19.36 | — | COM | 143436400 |
| RSG | * REPUBLIC SVCS INC | 60,238 | $2.044M | 0.1% | $33.93 * | $26.37 | 0.0% | COM | 760759100 |
| — | GNC HOLDINGS INC | 46,198 | $2.042M | 0.1% | $44.20 | $44.20 | — | A | 36191G107 |
| SSP | * SCRIPPS E W CO OHIO | 130,311 | $2.03M | 0.1% | $15.58 * | $9.20 | 0.0% | CL A NE | 811054402 |
| MEOH | * METHANEX CORP | 47,134 | $2.019M | 0.1% | $42.84 | $42.29 | 0.0% | COM | 59151K108 |
| — | MICRON TECHNOLOGY INC | 1,300,000 | $1.996M | 0.1% | $1.54 | $1.54 | — | NOTE | 595112AQ6 |
| — | * CIT GROUP INC | 42,164 | $1.966M | 0.1% | $46.63 | $46.63 | — | COM NEW | 125581801 |
| LMNR | LIMONEIRA CO | 91,535 | $1.898M | 0.1% | $20.74 * | $16.13 | 0.0% | COM | 532746104 |
| HUN | * HUNTSMAN CORP | 111,162 | $1.841M | 0.1% | $16.56 * | $18.29 | 0.0% | COM | 447011107 |
| — | * COACH INC | 31,593 | $1.804M | 0.1% | $57.10 | $57.10 | — | COM | 189754104 |
| — | TEREX CORP NEW | 971,000 | $1.687M | 0.1% | $1.74 | $1.74 | — | NOTE | 880779AV5 |
| — | FORD MTR CO DEL | 926,000 | $1.673M | 0.1% | $1.81 | $1.81 | — | NOTE | 345370CN8 |
| — | * CONCHO RES INC | 19,955 | $1.671M | 0.1% | $83.74 | $83.74 | — | COM | 20605P101 |
| — | VITESSE SEMICONDUCTOR CORP | 627,719 | $1.651M | 0.1% | $2.63 | $2.63 | — | COM NEW | 928497304 |
| WD | WALKER & DUNLOP INC | 88,338 | $1.546M | 0.1% | $17.50 * | $14.82 | 0.0% | COM | 93148P102 |
| IP | * INTL PAPER CO | 34,762 | $1.54M | 0.1% | $44.30 * | $25.91 | 0.0% | COM | 460146103 |
| — | VIEWPOINT FINL GROUP INC MD | 73,777 | $1.535M | 0.1% | $20.81 | $20.81 | — | COM | 92672A101 |
| — | * ARKANSAS BEST CORP DEL | 66,506 | $1.526M | 0.1% | $22.95 | $22.95 | — | COM | 040790107 |
| — | EXFO INC | 342,033 | $1.525M | 0.1% | $4.46 | $4.46 | — | SUB VTG | 302046107 |
| — | * BIO-REFERENCE LABS INC | 52,877 | $1.52M | 0.1% | $28.75 | $28.75 | — | COM $.0 | 09057G602 |
| MWA | * MUELLER WTR PRODS INC | 218,121 | $1.507M | 0.1% | $6.91 * | $5.51 | 0.0% | COM SER | 624758108 |
| MG | MISTRAS GROUP INC | 85,439 | $1.502M | 0.1% | $17.58 * | $20.67 | 0.0% | COM | 60649T107 |
| — | SBA COMMUNICATIONS CORP | 596,000 | $1.461M | 0.1% | $2.45 | $2.45 | — | NOTE | 78388JAM8 |
| COTY | COTY INC | 84,200 | $1.447M | 0.1% | $17.19 * | $14.38 | 0.0% | COM CL | 222070203 |
| — | * STARWOOD HOTELS&RESORTS WR | 22,571 | $1.426M | 0.1% | $63.18 | $63.18 | — | COM | 85590A401 |
| — | GENERAL MTRS CO JR | 29,500 | $1.421M | 0.1% | $48.17 | $48.17 | — | PFD CNV | 37045V209 |
| INN | * SUMMIT HOTEL PPTYS INC | 135,349 | $1.279M | 0.1% | $9.45 | $9.45 | — | COM | 866082100 |
| PRIM | PRIMORIS SVCS CORP | 64,713 | $1.276M | 0.1% | $19.72 * | $21.24 | 0.0% | COM | 74164F103 |
| — | * BARRETT BILL CORP | 60,840 | $1.23M | 0.1% | $20.22 | $20.22 | — | COM | 06846N104 |
| CNTY | CENTURY CASINOS INC | 348,404 | $1.205M | 0.0% | $3.46 * | $3.14 | 0.0% | COM | 156492100 |
| — | MICRON TECHNOLOGY INC | 856,000 | $1.142M | 0.0% | $1.33 | $1.33 | — | DEBT 1 | 595112AK9 |
| THR | Thermon Group Holdings Inc | 55,456 | $1.131M | 0.0% | $20.39 | $20.05 | 0.0% | A | 88362T103 |
| — | SANCHEZ ENERGY CORP | 48,048 | $1.103M | 0.0% | $22.96 | $22.96 | — | COM | 79970Y105 |
| — | * NORTHSTAR RLTY FIN CORP | 116,750 | $1.062M | 0.0% | $9.10 | $9.10 | — | COM | 66704R100 |
| — | BODY CENT CORP | 79,633 | $1.061M | 0.0% | $13.32 | $13.32 | — | COM | 09689U102 |
| — | PROS HOLDINGS INC | 34,469 | $1.032M | 0.0% | $29.94 | $29.94 | — | COM | 74346Y103 |
| — | SHFL ENTMT INC | 58,046 | $1.028M | 0.0% | $17.71 | $17.71 | — | COM | 78423R105 |
| DCH | * AMERICAN AXLE & MFG HLDGS | 54,871 | $1.022M | 0.0% | $18.63 * | $15.63 | 0.0% | COM | 024061103 |
| GBX | * GREENBRIER COS INC | 41,930 | $1.022M | 0.0% | $24.37 * | $17.07 | 0.0% | COM | 393657101 |
| — | CUI GLOBAL INC | 183,558 | $1.019M | 0.0% | $5.55 | $5.55 | — | COM NEW | 126576206 |
| — | * BEBE STORES INC | 178,664 | $1.002M | 0.0% | $5.61 | $5.61 | — | COM | 075571109 |
| — | * KANSAS CITY SOUTHERN | 9,354 | $991K | 0.0% | $105.94 | $105.94 | — | COM NEW | 485170302 |
| EVTC | * EVERTEC INC | 45,072 | $990K | 0.0% | $21.96 * | $17.87 | 0.0% | COM | 30040P103 |
| — | * KEY ENERGY SVCS INC | 159,526 | $949K | 0.0% | $5.95 | $5.95 | — | COM | 492914106 |
| RRGB | * RED ROBIN GOURMET BURGERS | 16,910 | $933K | 0.0% | $55.17 * | $49.91 | 0.0% | COM | 75689M101 |
| — | * YRC WORLDWIDE INC | 32,135 | $924K | 0.0% | $28.75 | $28.75 | — | COM PAR | 984249607 |
| — | * OASIS PETE INC NEW | 23,675 | $920K | 0.0% | $38.86 | $38.86 | — | COM | 674215108 |
| — | TRAVELCENTERS OF AMERICA LLC | 80,830 | $884K | 0.0% | $10.94 | $10.94 | — | COM | 894174101 |
| — | * BASIC ENERGY SVCS INC NEW | 73,122 | $884K | 0.0% | $12.09 | $12.09 | — | COM | 06985P100 |
| — | * PAREXEL INTL CORP | 18,575 | $853K | 0.0% | $45.92 | $45.92 | — | COM | 699462107 |
| — | SYNERGY RES CORP | 106,766 | $782K | 0.0% | $7.32 | $7.32 | — | COM | 87164P103 |
| — | LORAL SPACE & COMMUNICATNS I | 12,930 | $776K | 0.0% | $60.02 | $60.02 | — | COM | 543881106 |
| OXM | * OXFORD INDS INC | 12,315 | $768K | 0.0% | $62.36 * | $60.84 | 0.0% | COM | 691497309 |
| MTN | * VAIL RESORTS INC | 12,275 | $755K | 0.0% | $61.51 | $62.47 | 0.0% | COM | 91879Q109 |
| — | * AMERICAN APPAREL INC | 376,517 | $723K | 0.0% | $1.92 | $1.92 | — | COM | 023850100 |
| — | MONOTYPE IMAGING HOLDINGS IN | 26,434 | $672K | 0.0% | $25.42 | $25.42 | — | COM | 61022P100 |
| — | * CAMPUS CREST CMNTYS INC | 57,671 | $666K | 0.0% | $11.55 | $11.55 | — | COM | 13466Y105 |
| IWR | ISHARES TR | 4,746 | $616K | 0.0% | $129.79 | $129.79 | — | RUSSELL | 464287499 |
| — | DIGITAL CINEMA DESTINATIONS | 104,750 | $598K | 0.0% | $5.71 | $5.71 | — | CL A CO | 25383B109 |
| FLL | FULL HOUSE RESORTS INC | 215,702 | $582K | 0.0% | $2.70 * | $2.86 | 0.0% | COM | 359678109 |
| IWM | ISHARES TR | 4,839 | $469K | 0.0% | $96.92 | $96.92 | — | RUSSELL | 464287655 |
| — | INTEL CORP | 329,000 | $419K | 0.0% | $1.27 | $1.27 | — | SDCV | 458140AF7 |
| — | HORNBECK OFFSHORE SVCS INC N | 257,000 | $297K | 0.0% | $1.16 | $1.16 | — | FRNT 1 | 440543AE6 |
| — | CIENA CORP | 278,000 | $267K | 0.0% | $0.96 | $0.96 | — | NOTE | 171779AE1 |
| MCHP | * MICROCHIP TECHNOLOGY INC | 5,899 | $220K | 0.0% | $37.29 * | $13.83 | 0.0% | COM | 595017104 |
| — | MOLINA HEALTHCARE INC | 153,000 | $197K | 0.0% | $1.29 | $1.29 | — | NOTE | 60855RAA8 |
| — | NEWPARK RES INC | 100,000 | $127K | 0.0% | $1.27 | $1.27 | — | NOTE | 651718AC2 |
| — | * STRATEGIC HOTELS & RESORTS | 10,000 | $89,000 | 0.0% | $8.90 | $8.90 | — | COM | 86272T106 |
| — | RESOLUTE ENERGY CORP | 10,000 | $80,000 | 0.0% | $8.00 | $8.00 | — | COM | 76116A108 |