Location: Philadelphia, PA
CIK: 0001158202 · Show all filings
Period: Q4 2013 (← Previous) (Next →)
Filing Date: Feb 13, 2014
Total Value: $2.78B (96.3% shares, 3.7% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | * SINCLAIR BROADCAST GROUP I | 1,516,587 | $54.19M | 1.9% | $35.73 | $29.38 | — | CL A | 829226109 |
| NXST | NEXSTAR BROADCASTING GROUP I | 934,462 | $52.08M | 1.9% | $55.73 * | $19.49 | +82.1% | CL A | 65336K103 |
| — | * AXIALL CORP | 882,674 | $41.87M | 1.5% | $47.44 | $40.63 | — | COM | 05463D100 |
| — | * FINISAR CORP | 1,597,882 | $38.22M | 1.4% | $23.92 | $20.07 | — | COM NEW | 31787A507 |
| — | * PINNACLE ENTMT INC | 1,438,710 | $37.39M | 1.3% | $25.99 | $22.01 | — | COM | 723456109 |
| CNC | * CENTENE CORP DEL | 627,863 | $37.01M | 1.3% | $58.95 * | $12.71 | +17.7% | COM | 15135B101 |
| — | * ORIENT-EXPRESS HOTELS LTD | 2,387,856 | $36.08M | 1.3% | $15.11 | $12.26 | — | CL A | G67743107 |
| — | * HERCULES OFFSHORE INC | 5,443,185 | $35.53M | 1.3% | $6.53 | $7.00 | — | COM | 427093109 |
| TER | * TERADYNE INC | 2,001,017 | $35.26M | 1.3% | $17.62 * | $15.33 | +1.4% | COM | 880770102 |
| — | * PIER 1 IMPORTS INC | 1,467,653 | $33.87M | 1.2% | $23.08 | $20.90 | — | COM | 720279108 |
| — | * NPS PHARMACEUTICALS INC | 1,095,086 | $33.25M | 1.2% | $30.36 | $30.36 | — | COM | 62936P103 |
| — | * RYLAND GROUP INC | 753,666 | $32.72M | 1.2% | $43.41 | $42.27 | — | COM | 783764103 |
| — | * JDS UNIPHASE CORP | 2,506,712 | $32.54M | 1.2% | $12.98 | $14.21 | — | COM PAR | 46612J507 |
| — | * U S G CORP | 1,144,843 | $32.49M | 1.2% | $28.38 | $23.48 | — | COM NEW | 903293405 |
| RDWR | * RADWARE LTD | 1,805,445 | $32.46M | 1.2% | $17.98 * | $15.04 | +4.9% | ORD | M81873107 |
| WT | * WISDOMTREE INVTS INC | 1,808,666 | $32.03M | 1.2% | $17.71 * | $11.87 | +19.9% | COM | 97717P104 |
| — | * SPIRIT AIRLS INC | 698,434 | $31.72M | 1.1% | $45.41 | $35.53 | — | COM | 848577102 |
| — | * VERIFONE HLDGS INC | 1,138,436 | $30.53M | 1.1% | $26.82 | $23.11 | — | COM | 92342Y109 |
| — | * PRIVATEBANCORP INC | 1,032,526 | $29.87M | 1.1% | $28.93 | $23.64 | — | COM | 742962103 |
| GTLS | * CHART INDS INC | 280,588 | $26.84M | 1.0% | $95.64 * | $93.63 | +12.4% | COM PAR | 16115Q308 |
| — | SCORPIO TANKERS INC | 2,241,927 | $26.43M | 1.0% | $11.79 | $10.82 | — | SHS | Y7542C106 |
| — | * KRISPY KREME DOUGHNUTS INC | 1,349,393 | $26.03M | 0.9% | $19.29 | $19.33 | — | COM | 501014104 |
| EVR | * EVERCORE PARTNERS INC | 430,471 | $25.73M | 0.9% | $59.78 * | $29.51 | +38.7% | CLASS A | 29977A105 |
| HLX | * HELIX ENERGY SOLUTIONS GRP | 1,105,224 | $25.62M | 0.9% | $23.18 | $23.68 | -1.5% | COM | 42330P107 |
| — | * CAVIUM INC | 728,286 | $25.13M | 0.9% | $34.51 | $35.37 | — | COM | 14964U108 |
| — | * TRIUMPH GROUP INC NEW | 330,154 | $25.11M | 0.9% | $76.07 | $78.26 | — | COM | 896818101 |
| SSP | * SCRIPPS E W CO OHIO | 1,090,794 | $23.69M | 0.9% | $21.72 * | $11.10 | +16.9% | CL A NE | 811054402 |
| — | FXCM INC | 1,323,144 | $23.61M | 0.8% | $17.84 | $17.19 | — | COM CL | 302693106 |
| TPC | * TUTOR PERINI CORP | 853,310 | $22.44M | 0.8% | $26.30 * | $18.08 | +30.0% | COM | 901109108 |
| — | * FIRSTMERIT CORP | 1,000,164 | $22.23M | 0.8% | $22.23 | $20.43 | — | COM | 337915102 |
| — | CAPITAL BK FINL CORP | 947,705 | $21.56M | 0.8% | $22.75 | $19.81 | — | CL A CO | 139794101 |
| — | * EXELIS INC | 1,114,239 | $21.24M | 0.8% | $19.06 | $14.48 | — | COM | 30162A108 |
| — | * HFF INC | 781,234 | $20.98M | 0.8% | $26.85 | $17.77 | — | CL A | 40418F108 |
| — | * FELCOR LODGING TR INC | 2,560,930 | $20.9M | 0.8% | $8.16 | $5.91 | — | COM | 31430F101 |
| — | * CAMBREX CORP | 1,161,464 | $20.71M | 0.7% | $17.83 | $16.87 | — | COM | 132011107 |
| LNWO | * SCIENTIFIC GAMES CORP | 1,209,948 | $20.48M | 0.7% | $16.93 * | $17.40 | +1.4% | CL A | 80874P109 |
| — | * LIFE TIME FITNESS INC | 435,282 | $20.46M | 0.7% | $47.00 | $50.66 | — | COM | 53217R207 |
| EVTC | * EVERTEC INC | 827,422 | $20.4M | 0.7% | $24.66 * | $20.49 | -3.2% | COM | 30040P103 |
| MTZ | * MASTEC INC | 615,132 | $20.13M | 0.7% | $32.72 * | $30.64 | +3.3% | COM | 576323109 |
| — | * QLIK TECHNOLOGIES INC | 755,216 | $20.11M | 0.7% | $26.63 | $28.20 | — | COM | 74733T105 |
| FTNT | * FORTINET INC | 1,049,791 | $20.08M | 0.7% | $19.13 * | $3.89 | +0.0% | COM | 34959E109 |
| PWR | * QUANTA SVCS INC | 632,861 | $19.97M | 0.7% | $31.56 * | $27.00 | +6.8% | COM | 74762E102 |
| — | * DEALERTRACK HLDGS INC | 406,821 | $19.56M | 0.7% | $48.08 | $39.82 | — | COM | 242309102 |
| — | * SYNOVUS FINL CORP | 5,241,340 | $18.87M | 0.7% | $3.60 | $2.92 | — | COM | 87161C105 |
| — | * GULFPORT ENERGY CORP | 298,650 | $18.86M | 0.7% | $63.14 | $47.08 | — | COM NEW | 402635304 |
| ICLR | ICON PLC | 453,200 | $18.32M | 0.7% | $40.41 | $33.60 | +18.3% | SHS | G4705A100 |
| — | * MANITOWOC INC | 783,643 | $18.27M | 0.7% | $23.32 | $19.37 | — | COM | 563571108 |
| — | REALOGY HLDGS CORP | 361,430 | $17.88M | 0.6% | $49.47 | $47.72 | — | COM | 75605Y106 |
| ZION | * ZIONS BANCORPORATION | 595,226 | $17.83M | 0.6% | $29.96 * | $26.42 | +8.9% | COM | 989701107 |
| — | * CUMULUS MEDIA INC | 2,302,794 | $17.8M | 0.6% | $7.73 | $7.62 | — | CL A | 231082108 |
| — | * INTELSAT S A | 787,155 | $17.74M | 0.6% | $22.54 | $20.00 | — | COM | L5140P101 |
| — | * POLYONE CORP | 499,835 | $17.67M | 0.6% | $35.35 | $25.61 | — | COM | 73179P106 |
| CSL | * CARLISLE COS INC | 219,328 | $17.41M | 0.6% | $79.40 * | $62.16 | +1.5% | COM | 142339100 |
| LAD | LITHIA MTRS INC | 250,646 | $17.4M | 0.6% | $69.42 * | $55.73 | +20.5% | CL A | 536797103 |
| — | Sagent Pharmaceuticals Inc | 684,054 | $17.36M | 0.6% | $25.38 | $24.25 | — | A | 786692103 |
| — | * KEY ENERGY SVCS INC | 2,176,593 | $17.2M | 0.6% | $7.90 | $7.90 | — | COM | 492914106 |
| — | MAGNUM HUNTER RES CORP DEL | 2,311,406 | $16.9M | 0.6% | $7.31 | $4.15 | — | COM | 55973B102 |
| — | * PDC ENERGY INC | 314,949 | $16.76M | 0.6% | $53.22 | $57.14 | — | COM | 69327R101 |
| — | * EVERBANK FINL CORP | 907,974 | $16.65M | 0.6% | $18.34 | $16.47 | — | COM | 29977G102 |
| — | * RF MICRODEVICES INC | 3,225,810 | $16.64M | 0.6% | $5.16 | $5.35 | — | COM | 749941100 |
| — | RALLY SOFTWARE DEV CORP | 855,086 | $16.63M | 0.6% | $19.45 | $20.60 | — | COM | 751198102 |
| GNRC | GENERAC HLDGS INC | 293,412 | $16.62M | 0.6% | $56.64 * | $41.49 | +17.8% | COM | 368736104 |
| WAL | * WESTERN ALLIANCE BANCORP | 683,508 | $16.31M | 0.6% | $23.86 * | $13.52 | +40.0% | COM | 957638109 |
| — | KODIAK OIL & GAS CORP | 1,437,326 | $16.11M | 0.6% | $11.21 | $9.53 | — | COM | 50015Q100 |
| — | * BEACON ROOFING SUPPLY INC | 392,755 | $15.82M | 0.6% | $40.28 | $39.20 | — | COM | 073685109 |
| TEX | * TEREX CORP NEW | 375,544 | $15.77M | 0.6% | $41.99 * | $30.85 | +17.5% | COM | 880779103 |
| — | * GANNETT INC | 531,615 | $15.72M | 0.6% | $29.58 | $24.75 | — | COM | 364730101 |
| HUN | * HUNTSMAN CORP | 632,676 | $15.56M | 0.6% | $24.60 * | $19.10 | +19.3% | COM | 447011107 |
| PAG | * PENSKE AUTOMOTIVE GRP INC | 317,749 | $14.98M | 0.5% | $47.16 * | $31.18 | +37.1% | COM | 70959W103 |
| SF | * STIFEL FINL CORP | 304,930 | $14.61M | 0.5% | $47.92 * | $20.11 | +26.8% | COM | 860630102 |
| — | SERVICESOURCE INTL LLC | 1,740,646 | $14.59M | 0.5% | $8.38 | $9.42 | — | COM | 81763U100 |
| — | * MEDIVATION INC | 228,158 | $14.56M | 0.5% | $63.82 | $59.94 | — | COM | 58501N101 |
| PEB | PEBBLEBROOK HOTEL TR | 470,875 | $14.48M | 0.5% | $30.76 | $27.07 | — | COM | 70509V100 |
| LPLA | LPL FINL HLDGS INC | 306,101 | $14.4M | 0.5% | $47.04 * | $41.96 | 0.0% | COM | 50212V100 |
| — | KCG HLDGS INC | 1,188,777 | $14.22M | 0.5% | $11.96 | $11.96 | — | CL A | 48244B100 |
| EXP | * EAGLE MATERIALS INC | 177,795 | $13.77M | 0.5% | $77.43 * | $66.18 | +7.2% | COM | 26969P108 |
| BPOP | * POPULAR INC | 473,041 | $13.59M | 0.5% | $28.73 * | $22.83 | -10.8% | COM NEW | 733174700 |
| CCOI | * COGENT COMM GROUP INC | 335,084 | $13.54M | 0.5% | $40.41 * | $15.81 | +29.4% | COM NEW | 19239V302 |
| — | * NAVISTAR INTL CORP NEW | 346,602 | $13.24M | 0.5% | $38.19 | $36.97 | — | COM | 63934E108 |
| AOS | * SMITH A O | 241,994 | $13.05M | 0.5% | $53.94 * | $15.38 | +37.8% | COM | 831865209 |
| — | FLEETMATICS GROUP PLC | 297,239 | $12.86M | 0.5% | $43.25 | $33.23 | — | COM | G35569105 |
| GTN | GRAY TELEVISION INC | 848,819 | $12.63M | 0.5% | $14.88 * | $6.33 | +67.0% | COM | 389375106 |
| IMAX | * IMAX CORP | 427,927 | $12.62M | 0.5% | $29.48 * | $27.33 | +5.2% | COM | 45245E109 |
| — | DEL FRISCOS RESTAURANT GROUP | 520,710 | $12.27M | 0.4% | $23.57 | $21.10 | — | COM | 245077102 |
| — | * SUPERIOR ENERGY SVCS INC | 461,089 | $12.27M | 0.4% | $26.61 | $26.61 | — | COM | 868157108 |
| OFG | * OFG BANCORP | 695,872 | $12.07M | 0.4% | $17.34 * | $17.04 | -5.0% | COM | 67103X102 |
| NCLH | NORWEGIAN CRUISE LINE HLDGS | 338,331 | $12M | 0.4% | $35.47 * | $31.21 | +4.0% | SHS | G66721104 |
| JLL | * JONES LANG LASALLE INC | 116,959 | $11.97M | 0.4% | $102.39 * | $90.65 | +0.1% | COM | 48020Q107 |
| — | * LIN MEDIA LLC | 416,850 | $11.97M | 0.4% | $28.71 | $20.29 | — | CL A CO | 532771102 |
| CDNS | * CADENCE DESIGN SYSTEM INC | 843,807 | $11.83M | 0.4% | $14.02 * | $14.02 | -4.3% | COM | 127387108 |
| — | * DRESSER-RAND GROUP INC | 196,447 | $11.71M | 0.4% | $59.63 | $61.07 | — | COM | 261608103 |
| — | IMPAX LABORATORIES INC | 465,915 | $11.71M | 0.4% | $25.14 | $25.14 | — | COM | 45256B101 |
| LPX | * LOUISIANA PAC CORP | 619,425 | $11.47M | 0.4% | $18.51 * | $18.03 | -5.6% | COM | 546347105 |
| KALU | * KAISER ALUMINUM CORP | 159,151 | $11.18M | 0.4% | $70.24 * | $43.59 | +8.9% | COM PAR | 483007704 |
| — | * GENESEE & WYO INC | 114,689 | $11.02M | 0.4% | $96.05 | $87.77 | — | CL A | 371559105 |
| MD | * MEDNAX INC | 205,387 | $10.96M | 0.4% | $53.38 | $49.06 | +9.4% | COM | 58502B106 |
| BCC | * BOISE CASCADE CO DEL | 368,760 | $10.87M | 0.4% | $29.48 * | $17.85 | -1.8% | COM | 09739D100 |
| KBR | * KBR INC | 337,039 | $10.75M | 0.4% | $31.89 * | $26.62 | +4.5% | COM | 48242W106 |
| BURL | *BURLINGTON STORES INC | 326,254 | $10.44M | 0.4% | $32.00 * | $27.94 | 0.0% | COM | 122017106 |
| KEX | * KIRBY CORP | 104,074 | $10.33M | 0.4% | $99.25 * | $77.04 | +19.2% | COM | 497266106 |
| LEA | LEAR CORP | 127,330 | $10.31M | 0.4% | $80.97 * | $46.85 | +36.3% | COM NEW | 521865204 |
| — | ANN INC | 281,775 | $10.3M | 0.4% | $36.56 | $36.56 | — | a | 035623107 |
| — | * WHITING PETE CORP NEW | 162,300 | $10.04M | 0.4% | $61.87 | $46.09 | — | COM | 966387102 |
| ALLT | ALLOT COMMUNICATIONS LTD | 650,121 | $9.856M | 0.4% | $15.16 * | $13.58 | 0.0% | SHS | M0854Q105 |
| MGM | * MGM MIRAGE | 417,546 | $9.821M | 0.4% | $23.52 * | $13.35 | +44.1% | COM | 552953101 |
| AKAM | * AKAMAI TECHNOLOGIES INC | 206,858 | $9.76M | 0.4% | $47.18 | $41.83 | +12.8% | COM | 00971T101 |
| — | * LIONS GATE ENTMNT CORP | 299,192 | $9.472M | 0.3% | $31.66 | $30.43 | — | COM NEW | 535919203 |
| — | * FOSTER WHEELER AG | 278,966 | $9.21M | 0.3% | $33.01 | $23.05 | — | COM | H27178104 |
| CMA | * COMERICA INC | 191,686 | $9.113M | 0.3% | $47.54 * | $24.17 | +18.6% | COM | 200340107 |
| — | * LASALLE HOTEL PPTYS | 293,908 | $9.07M | 0.3% | $30.86 | $24.80 | — | COM SH | 517942108 |
| — | FREESCALE SEMICONDUCTOR LTD | 554,578 | $8.901M | 0.3% | $16.05 | $13.55 | — | Common | G3727Q101 |
| — | * RUDOLPH TECHNOLOGIES INC | 743,390 | $8.727M | 0.3% | $11.74 | $11.23 | — | COM | 781270103 |
| GOGO | * GOGO INC | 348,305 | $8.643M | 0.3% | $24.81 * | $23.14 | 0.0% | COM | 38046C109 |
| FHN | * FIRST HORIZON NATL CORP | 718,189 | $8.367M | 0.3% | $11.65 * | $7.41 | +4.4% | COM | 320517105 |
| — | RYLAND GROUP INC | 8,867,000 | $8.274M | 0.3% | $0.93 | $0.91 | — | NOTE | 783764AS2 |
| ACGL | * ARCH CAP GROUP LTD | 137,930 | $8.233M | 0.3% | $59.69 * | $16.55 | +10.2% | ORD | G0450A105 |
| CNK | * CINEMARK HOLDINGS INC | 245,884 | $8.195M | 0.3% | $33.33 * | $23.13 | +13.7% | COM | 17243V102 |
| — | DEALERTRACK TECHNOLOGIES INC | 5,692,000 | $7.869M | 0.3% | $1.38 | $1.23 | — | NOTE | 242309AB8 |
| — | * ROWAN COMPANIES PLC | 220,474 | $7.796M | 0.3% | $35.36 | $34.07 | — | SHS CL | G7665A101 |
| THC | TENET HEALTHCARE CORP | 182,142 | $7.672M | 0.3% | $42.12 * | $44.51 | -2.2% | COM NEW | 88033G407 |
| — | VOLCANO CORPORATION | 7,727,000 | $7.582M | 0.3% | $0.98 | $0.98 | — | NOTE | 928645AB6 |
| — | MEDIVATION INC | 5,189,000 | $7.576M | 0.3% | $1.46 | $1.41 | — | NOTE | 58501NAA9 |
| — | * VANTIV INC | 232,153 | $7.571M | 0.3% | $32.61 | $27.60 | — | CL A | 92210H105 |
| — | * CUBIST PHARMACEUTICALS INC | 109,123 | $7.515M | 0.3% | $68.87 | $63.55 | — | COM | 229678107 |
| CEVA | CEVA INC | 486,998 | $7.412M | 0.3% | $15.22 | $15.71 | -4.1% | COM | 157210105 |
| CBRE | * CBRE GROUP INC | 281,199 | $7.396M | 0.3% | $26.30 * | $23.69 | +0.4% | CL A | 12504L109 |
| TYL | * TYLER TECHNOLOGIES INC | 71,574 | $7.31M | 0.3% | $102.13 * | $70.97 | +36.9% | COM | 902252105 |
| — | LAM RESEARCH CORP | 5,998,000 | $7.295M | 0.3% | $1.22 | $1.12 | — | NOTE | 512807AL2 |
| — | * ISLE OF CAPRI CASINOS INC | 801,643 | $7.215M | 0.3% | $9.00 | $7.76 | — | COM | 464592104 |
| — | * ISTAR FINL INC | 500,298 | $7.139M | 0.3% | $14.27 | $11.83 | — | COM | 45031U101 |
| — | TERADYNE INC | 2,192,000 | $7.054M | 0.3% | $3.22 | $3.08 | — | NOTE | 880770AE2 |
| — | TEAM HEALTH HOLDINGS INC | 153,939 | $7.012M | 0.3% | $45.55 | $41.07 | — | COM | 87817A107 |
| — | FIRST NBC BK HLDG CO | 215,026 | $6.945M | 0.2% | $32.30 | $24.58 | — | COM | 32115D106 |
| — | * PLY GEM HLDGS INC | 382,573 | $6.898M | 0.2% | $18.03 | $18.03 | — | COM | 72941W100 |
| — | HELIX ENERGY SOLUTIONS GRP I | 5,734,000 | $6.863M | 0.2% | $1.20 | $1.26 | — | NOTE | 42330PAG2 |
| CVU | CPI AEROSTRUCTURES INC | 446,140 | $6.71M | 0.2% | $15.04 * | $9.36 | +44.3% | COM NEW | 125919308 |
| — | * II VI INC | 377,653 | $6.647M | 0.2% | $17.60 | $16.48 | — | COM | 902104108 |
| — | * CBEYOND INC | 910,848 | $6.285M | 0.2% | $6.90 | $7.34 | — | COM | 149847105 |
| — | PARK STERLING CORP | 851,201 | $6.078M | 0.2% | $7.14 | $5.91 | — | COM | 70086Y105 |
| HAIN | * HAIN CELESTIAL GROUP INC | 66,789 | $6.063M | 0.2% | $90.78 * | $32.22 | +28.4% | COM | 405217100 |
| — | * MADISON SQUARE GARDEN INC | 104,808 | $6.035M | 0.2% | $57.58 | $59.25 | — | CL A | 55826P100 |
| — | * JOURNAL COMMUNICATIONS INC | 645,992 | $6.014M | 0.2% | $9.31 | $8.82 | — | CL A | 481130102 |
| EGBN | EAGLE BANCORP INC MD | 192,495 | $5.896M | 0.2% | $30.63 * | $16.56 | +39.1% | COM | 268948106 |
| DAN | * DANA HOLDING CORP | 295,209 | $5.792M | 0.2% | $19.62 * | $16.15 | 0.0% | COM | 235825205 |
| — | VIEWPOINT FINL GROUP INC MD | 210,043 | $5.766M | 0.2% | $27.45 | $21.76 | — | COM | 92672A101 |
| AWI | * ARMSTRONG WORLD INDS INC N | 98,596 | $5.68M | 0.2% | $57.61 * | $49.89 | 0.0% | COM | 04247X102 |
| — | * TESORO CORP | 96,698 | $5.657M | 0.2% | $58.50 | $52.32 | — | COM | 881609101 |
| BZH | BEAZER HOMES USA INC | 226,572 | $5.533M | 0.2% | $24.42 * | $17.89 | +10.7% | COM NEW | 07556Q881 |
| — | * BASIC ENERGY SVCS INC NEW | 348,148 | $5.494M | 0.2% | $15.78 | $14.90 | — | COM | 06985P100 |
| — | SHORETEL INC | 587,622 | $5.453M | 0.2% | $9.28 | $4.03 | — | COM | 825211105 |
| MHO | * M/I HOMES INC | 205,075 | $5.219M | 0.2% | $25.45 * | $21.13 | 0.0% | COM | 55305B101 |
| — | SEQUENOM INC | 5,947,000 | $5.148M | 0.2% | $0.87 | $0.87 | — | NOTE | 817337AB4 |
| — | GOODRICH PETE CORP | 4,958,000 | $5.045M | 0.2% | $1.02 | $1.02 | — | NOTE | 382410AG3 |
| — | CADENCE PHARMACEUTICALS INC | 543,006 | $4.914M | 0.2% | $9.05 | $9.05 | — | COM | 12738t100 |
| — | * NEOPHOTONICS CORP | 692,911 | $4.892M | 0.2% | $7.06 | $7.15 | — | COM | 64051T100 |
| — | CLICKSOFTWARE TECHNOLOGIES L | 631,908 | $4.739M | 0.2% | $7.50 | $7.59 | — | ORD | M25082104 |
| — | Brookdale Senior Living | 3,852,000 | $4.574M | 0.2% | $1.19 | $1.18 | — | NOTE | 112463AA2 |
| — | CADENCE DESIGN SYSTEM INC | 2,432,000 | $4.565M | 0.2% | $1.88 | $1.88 | — | NOTE | 127387AJ7 |
| — | TRISTATE CAP HLDGS INC | 384,577 | $4.561M | 0.2% | $11.86 | $13.73 | — | COM | 89678F100 |
| — | * NATUS MEDICAL INC DEL | 202,434 | $4.555M | 0.2% | $22.50 | $13.71 | — | COM | 639050103 |
| RRX | * REGAL BELOIT CORP | 58,698 | $4.327M | 0.2% | $73.72 | $70.86 | +2.4% | COM | 758750103 |
| — | * POWERSECURE INTL INC | 251,117 | $4.312M | 0.2% | $17.17 | $17.03 | — | COM | 73936N105 |
| OC | * OWENS CORNING NEW | 102,348 | $4.168M | 0.1% | $40.72 * | $41.35 | -8.3% | COM | 690742101 |
| — | * PINNACLE FINL PARTNERS INC | 127,537 | $4.149M | 0.1% | $32.53 | $25.71 | — | COM | 72346Q104 |
| — | INPHI CORP | 314,870 | $4.062M | 0.1% | $12.90 | $11.00 | — | COM | 45772F107 |
| — | ON SEMICONDUCTOR CORP | 3,651,000 | $4.014M | 0.1% | $1.10 | $1.14 | — | NOTE | 682189AH8 |
| — | MGM RESORTS INTERNATIONAL | 2,881,000 | $3.961M | 0.1% | $1.37 | $1.14 | — | NOTE | 55303QAE0 |
| — | STANDARD PAC CORP NEW | 2,990,000 | $3.958M | 0.1% | $1.32 | $1.32 | — | NOTE | 85375CBC4 |
| — | * EMCORE CORP | 762,487 | $3.904M | 0.1% | $5.12 | $4.49 | — | COM NEW | 290846203 |
| — | * CALAMOS ASSET MGMT INC | 326,387 | $3.864M | 0.1% | $11.84 | $11.53 | — | CL A | 12811R104 |
| — | CHART INDS INC | 2,490,000 | $3.845M | 0.1% | $1.54 | $1.54 | — | NOTE | 16115QAC4 |
| — | * STANDARD PAC CORP NEW | 416,776 | $3.772M | 0.1% | $9.05 | $9.05 | — | COM | 85375C101 |
| — | WEBMD HEALTH CORP | 3,819,000 | $3.752M | 0.1% | $0.98 | $0.93 | — | NOTE | 94770VAF9 |
| — | JIVE SOFTWARE INC | 332,040 | $3.735M | 0.1% | $11.25 | $11.25 | — | COM | 47760A108 |
| — | IXIA | 3,454,000 | $3.722M | 0.1% | $1.08 | $1.18 | — | NOTE | 45071RAB5 |
| — | * CAMERON INTERNATIONAL CORP | 62,491 | $3.72M | 0.1% | $59.53 | $59.53 | — | COM | 13342b105 |
| I 5.75 05/01/16 A | INTELSAT S A | 63,410 | $3.709M | 0.1% | $58.49 | $55.00 | — | MAN CON | L5140P119 |
| — | CROWN CASTLE INTL CORP | 36,820 | $3.696M | 0.1% | $100.38 | $100.38 | — | CNV PFD | 228227500 |
| — | PZENA INVESTMENT MGMT INC | 312,357 | $3.673M | 0.1% | $11.76 | $6.53 | — | CLASS A | 74731Q103 |
| HBAN | * HUNTINGTON BANCSHARES INC | 376,505 | $3.633M | 0.1% | $9.65 * | $5.31 | +7.0% | COM | 446150104 |
| — | * OASIS PETE INC NEW | 76,466 | $3.592M | 0.1% | $46.98 | $46.08 | — | COM | 674215108 |
| — | FIESTA RESTAURANT GROUP INC | 68,760 | $3.592M | 0.1% | $52.24 | $47.78 | — | COM | 31660B101 |
| ILMN | * ILLUMINA INC | 32,236 | $3.565M | 0.1% | $110.59 * | $64.01 | +43.1% | COM | 452327109 |
| HIG | * HARTFORD FINL SVCS GROUP I | 94,915 | $3.439M | 0.1% | $36.23 * | $22.20 | +20.4% | COM | 416515104 |
| — | ATTUNITY LTD | 330,610 | $3.425M | 0.1% | $10.36 | $10.36 | — | SHS NEW | M15332121 |
| — | * MYLAN INC | 78,791 | $3.42M | 0.1% | $43.41 | $35.20 | — | COM | 628530107 |
| — | * BOULDER BRANDS INC | 213,760 | $3.39M | 0.1% | $15.86 | $15.89 | — | COM | 101405108 |
| MEOH | * METHANEX CORP | 56,590 | $3.352M | 0.1% | $59.23 * | $43.24 | +33.4% | COM | 59151K108 |
| ICE | *INTERCONTINENTALEXCHANGE GR | 14,771 | $3.322M | 0.1% | $224.90 * | $35.28 | 0.0% | COM | 45866F104 |
| — | COVISINT CORP | 262,440 | $3.294M | 0.1% | $12.55 | $12.55 | — | COM | 22357R103 |
| — | * SBA COMMUNICATIONS CORP | 36,549 | $3.284M | 0.1% | $89.85 | $74.12 | — | COM | 78388J106 |
| MAS | * MASCO CORP | 143,908 | $3.277M | 0.1% | $22.77 * | $14.92 | +4.1% | COM | 574599106 |
| — | TEREX CORP NEW | 1,244,000 | $3.258M | 0.1% | $2.62 | $1.94 | — | NOTE | 880779AV5 |
| UHS | * UNIVERSAL HLTH SVCS INC | 39,914 | $3.243M | 0.1% | $81.25 * | $62.83 | +21.1% | CL B | 913903100 |
| AMWD | AMERICAN WOODMARK CORP | 80,993 | $3.202M | 0.1% | $39.53 * | $34.71 | 0.0% | COM | 030506109 |
| FLL | FULL HOUSE RESORTS INC | 1,141,704 | $3.197M | 0.1% | $2.80 | $2.81 | -0.3% | COM | 359678109 |
| — | * CONNS INC | 40,428 | $3.183M | 0.1% | $78.73 | $78.73 | — | COM | 208242107 |
| — | ELLIS PERRY INTL INC | 190,096 | $3.002M | 0.1% | $15.79 | $19.99 | — | COM | 288853104 |
| — | * TRW AUTOMOTIVE HLDGS CORP | 40,007 | $2.976M | 0.1% | $74.39 | $66.44 | — | COM | 87264S106 |
| — | SANCHEZ ENERGY CORP | 120,399 | $2.951M | 0.1% | $24.51 | $24.99 | — | COM | 79970Y105 |
| — | * WEATHERFORD INTERNATIONAL | 188,276 | $2.916M | 0.1% | $15.49 | $13.70 | — | REG | H27013103 |
| EVC | * ENTRAVISION COMMUNICATIONS | 473,897 | $2.886M | 0.1% | $6.09 * | $3.56 | +1.4% | CL A | 29382R107 |
| — | * FIRST MIDWEST BANCORP DEL | 164,348 | $2.881M | 0.1% | $17.53 | $13.72 | — | COM | 320867104 |
| — | HERSHA HOSPITALITY TR | 511,573 | $2.849M | 0.1% | $5.57 | $5.64 | — | SH BEN | 427825104 |
| — | * PETROQUEST ENERGY INC | 656,451 | $2.836M | 0.1% | $4.32 | $4.01 | — | COM | 716748108 |
| — | * XILINX INC | 61,129 | $2.807M | 0.1% | $45.92 | $39.61 | — | COM | 983919101 |
| — | * QUINTILES TRANSNATIO HLDGS | 59,664 | $2.765M | 0.1% | $46.34 | $43.26 | — | COM | 74876Y101 |
| — | *EXTENDED STAY AMER INC | 103,662 | $2.722M | 0.1% | $26.26 | $26.26 | — | UNIT 99 | 30224P200 |
| JBLU | * JETBLUE AIRWAYS CORP | 318,028 | $2.719M | 0.1% | $8.55 * | $7.94 | 0.0% | COM | 477143101 |
| — | HUNTINGTON BANCSHARES INC | 2,120 | $2.703M | 0.1% | $1275.00 | $1225.23 | — | PFD CON | 446150401 |
| — | QUALITY DISTR INC FLA | 206,393 | $2.648M | 0.1% | $12.83 | $12.83 | — | COM | 74756M102 |
| — | BRIDGE BANCORP INC | 100,788 | $2.62M | 0.1% | $26.00 | $26.00 | — | COM | 108035106 |
| — | GNC HOLDINGS INC | 44,783 | $2.618M | 0.1% | $58.46 | $45.88 | — | A | 36191G107 |
| MMI | MARCUS & MILLICHAP INC | 175,035 | $2.608M | 0.1% | $14.90 * | $13.09 | 0.0% | COM | 566324109 |
| WYNN | * WYNN RESORTS LTD | 13,268 | $2.577M | 0.1% | $194.23 * | $106.96 | +30.9% | COM | 983134107 |
| — | * CIT GROUP INC | 49,238 | $2.567M | 0.1% | $52.13 | $47.60 | — | COM NEW | 125581801 |
| — | CARMIKE CINEMAS INC | 89,942 | $2.504M | 0.1% | $27.84 | $19.36 | — | COM | 143436400 |
| — | * EMERITUS CORP | 114,748 | $2.482M | 0.1% | $21.63 | $23.18 | — | COM | 291005106 |
| PVH | * PVH CORP | 18,096 | $2.461M | 0.1% | $136.00 * | $114.55 | +9.2% | COM | 693656100 |
| — | MYLAN INC | 743,000 | $2.436M | 0.1% | $3.28 | $3.28 | — | NOTE | 628530aj6 |
| — | INTERMOLECULAR INC | 495,029 | $2.436M | 0.1% | $4.92 | $4.92 | — | COM | 45882D109 |
| IWR | ISHARES TR | 16,229 | $2.434M | 0.1% | $149.98 | $146.62 | — | RUSSELL | 464287499 |
| — | * CONCHO RES INC | 22,537 | $2.434M | 0.1% | $108.00 | $88.53 | — | COM | 20605P101 |
| — | RETAIL OPPORTUNITY INVTS COR | 165,196 | $2.432M | 0.1% | $14.72 | $14.72 | — | COM | 76131N101 |
| VTGDF | VANTAGE DRILLING COMPANY | 1,320,848 | $2.43M | 0.1% | $1.84 | $1.78 | +1.8% | ORD SHS | G93205113 |
| — | * SYNERON MEDICAL LTD | 194,593 | $2.393M | 0.1% | $12.30 | $8.70 | — | ORD SHS | M87245102 |
| TREX | * TREX INC | 29,754 | $2.366M | 0.1% | $79.52 * | $5.82 | +40.6% | COM | 89531P105 |
| — | * JOY GLOBAL INC | 40,205 | $2.352M | 0.1% | $58.50 | $48.53 | — | COM | 481165108 |
| HWC | * HANCOCK HLDG CO | 63,126 | $2.315M | 0.1% | $36.67 * | $33.72 | 0.0% | COM | 410120109 |
| — | UCP INC | 157,913 | $2.312M | 0.1% | $14.64 | $14.64 | — | CL A | 90265Y106 |
| OSK | * OSHKOSH CORP | 45,861 | $2.31M | 0.1% | $50.37 * | $41.34 | 0.0% | COM | 688239201 |
| ASC | * ARDMORE SHIPPING CORP | 143,165 | $2.228M | 0.1% | $15.56 * | $9.87 | -1.6% | COM | Y0207T100 |
| — | * CONSOL ENERGY INC | 58,133 | $2.211M | 0.1% | $38.03 | $38.03 | — | COM | 20854P109 |
| — | LAKELAND BANCORP INC | 175,533 | $2.171M | 0.1% | $12.37 | $12.37 | — | COM | 511637100 |
| SAMG | SILVERCREST ASSET MGMT GROUP | 121,977 | $2.08M | 0.1% | $17.05 * | $13.19 | +14.5% | CL A | 828359109 |
| — | STATE BK FINL CORP | 113,515 | $2.065M | 0.1% | $18.19 | $18.19 | — | COM | 856190103 |
| — | * EMULEX CORP | 288,105 | $2.063M | 0.1% | $7.16 | $6.52 | — | COM NEW | 292475209 |
| IWM | ISHARES TR | 17,687 | $2.04M | 0.1% | $115.34 | $111.84 | — | RUSSELL | 464287655 |
| AVD | * AMERICAN VANGUARD CORP | 80,253 | $1.949M | 0.1% | $24.29 * | $23.84 | +6.8% | COM | 030371108 |
| — | * HERTZ GLOBAL HOLDINGS INC | 66,604 | $1.906M | 0.1% | $28.62 | $28.62 | — | COM | 42805T105 |
| — | * RADIO ONE INC | 498,977 | $1.891M | 0.1% | $3.79 | $3.76 | — | CL D NO | 75040P405 |
| — | * FAIRWAY GROUP HLDGS CORP | 102,924 | $1.865M | 0.1% | $18.12 | $18.12 | — | CL A | 30603D109 |
| — | * EQUINIX INC | 10,080 | $1.789M | 0.1% | $177.48 | $177.48 | — | COM NEW | 29444U502 |
| — | SYNERGY RES CORP | 189,945 | $1.759M | 0.1% | $9.26 | $8.18 | — | COM | 87164P103 |
| — | GIGOPTIX INC | 1,128,650 | $1.727M | 0.1% | $1.53 | $1.53 | — | COM | 37517Y103 |
| — | ALTEVA | 201,410 | $1.646M | 0.1% | $8.17 | $7.95 | — | COM | 02153V102 |
| — | MIX TELEMATICS LTD | 129,205 | $1.603M | 0.1% | $12.41 | $14.80 | — | SPONSOR | 60688N102 |
| — | * MIDSTATES PETE CO INC | 241,533 | $1.599M | 0.1% | $6.62 | $6.62 | — | COM | 59804t100 |
| NX | * QUANEX BUILDING PRODUCTS C | 79,092 | $1.576M | 0.1% | $19.93 * | $15.47 | 0.0% | COM | 747619104 |
| — | * QUICKLOGIC CORP | 385,436 | $1.522M | 0.1% | $3.95 | $3.95 | — | COM | 74837P108 |
| PRIM | PRIMORIS SVCS CORP | 48,263 | $1.502M | 0.1% | $31.12 * | $21.46 | +27.7% | COM | 74164F103 |
| — | * BLOUNT INTL INC NEW | 103,068 | $1.491M | 0.1% | $14.47 | $11.82 | — | COM | 095180105 |
| — | PMFG INC | 164,686 | $1.49M | 0.1% | $9.05 | $9.05 | — | COM | 69345P103 |
| RMAX | *RE MAX HLDGS INC | 42,758 | $1.371M | 0.0% | $32.06 * | $22.55 | 0.0% | CL A | 75524W108 |
| — | * MOSYS INC | 225,759 | $1.246M | 0.0% | $5.52 | $4.01 | — | COM | 619718109 |
| — | SPANSION INC | 86,682 | $1.204M | 0.0% | $13.89 | $13.89 | — | COM CL | 84649R200 |
| — | * MEDIA GEN INC | 53,126 | $1.201M | 0.0% | $22.61 | $11.03 | — | CL A | 584404107 |
| BLDR | * BUILDERS FIRSTSOURCE INC | 167,440 | $1.196M | 0.0% | $7.14 * | $6.79 | 0.0% | COM | 12008R107 |
| — | EXFO INC | 248,093 | $1.181M | 0.0% | $4.76 | $4.49 | — | SUB VTG | 302046107 |
| — | * RITE AID CORP | 227,026 | $1.149M | 0.0% | $5.06 | $2.86 | — | COM | 767754104 |
| CNTY | CENTURY CASINOS INC | 209,258 | $1.09M | 0.0% | $5.21 * | $3.78 | +43.7% | COM | 156492100 |
| — | CALLIDUS SOFTWARE INC | 79,100 | $1.086M | 0.0% | $13.73 | $6.59 | — | COM | 13123E500 |
| — | * HEARTLAND PMT SYS INC | 19,750 | $984K | 0.0% | $49.82 | $42.61 | — | COM | 42235N108 |
| — | LORAL SPACE & COMMUNICATNS I | 11,705 | $948K | 0.0% | $80.99 | $60.02 | — | COM | 543881106 |
| — | CUI GLOBAL INC | 148,292 | $937K | 0.0% | $6.32 | $5.55 | — | COM NEW | 126576206 |
| MTN | * VAIL RESORTS INC | 12,275 | $923K | 0.0% | $75.19 * | $62.47 | +15.6% | COM | 91879Q109 |
| — | * REX ENERGY CORPORATION | 46,404 | $915K | 0.0% | $19.72 | $19.72 | — | COM | 761565100 |
| — | SEQUANS COMMUNICATIONS S A | 455,941 | $912K | 0.0% | $2.00 | $2.00 | — | SPONSOR | 817323108 |
| — | * ENTERCOM COMMUNICATIONS CO | 80,175 | $843K | 0.0% | $10.51 | $10.51 | — | CL A | 293639100 |
| — | * AXCELIS TECHNOLOGIES INC | 341,645 | $834K | 0.0% | $2.44 | $2.44 | — | COM | 054540109 |
| THR | Thermon Group Holdings Inc | 29,090 | $795K | 0.0% | $27.33 * | $20.17 | +29.0% | A | 88362T103 |
| — | DIGITAL CINEMA DESTINATIONS | 134,775 | $783K | 0.0% | $5.81 | $5.73 | — | CL A CO | 25383B109 |
| FARM | FARMER BROS CO | 33,508 | $779K | 0.0% | $23.25 * | $18.97 | 0.0% | COM | 307675108 |
| — | * ENERGY XXI (BERMUDA) LTD U | 28,540 | $772K | 0.0% | $27.05 | $30.03 | — | SHS | G10082140 |
| CULP | * CULP INC | 36,048 | $737K | 0.0% | $20.44 * | $15.59 | 0.0% | COM | 230215105 |
| — | BNC BANCORP | 41,343 | $709K | 0.0% | $17.15 | $17.15 | — | COM | 05566t101 |
| — | MOLYCORP INC DEL | 1,000,000 | $695K | 0.0% | $0.69 | $0.69 | — | DBCV | 608753AA7 |
| — | * GOODRICH PETE CORP | 39,000 | $664K | 0.0% | $17.03 | $17.03 | — | COM NEW | 382410405 |
| TPH | * TRI POINTE HOMES INC | 32,725 | $652K | 0.0% | $19.92 * | $17.14 | 0.0% | COM | 87265H109 |
| — | LANNET INC | 19,465 | $644K | 0.0% | $33.09 | $33.09 | — | COM | 516012101 |
| WLK | * WESTLAKE CHEM CORP | 5,185 | $633K | 0.0% | $122.08 * | $47.34 | 0.0% | COM | 960413102 |
| — | * CUTERA INC | 60,851 | $619K | 0.0% | $10.17 | $10.17 | — | COM | 232109108 |
| MWA | * MUELLER WTR PRODS INC | 60,953 | $571K | 0.0% | $9.37 * | $5.51 | +29.4% | COM SER | 624758108 |
| STKL | * SUNOPTA INC | 49,034 | $491K | 0.0% | $10.01 * | $7.49 | +28.7% | COM | 8676EP108 |
| — | MOLINA HEALTHCARE INC | 405,000 | $482K | 0.0% | $1.19 | $1.24 | — | NOTE | 60855RAA8 |
| — | INTEL CORP | 330,000 | $449K | 0.0% | $1.36 | $1.28 | — | SDCV | 458140AF7 |
| — | LMI AEROSPACE INC | 26,404 | $389K | 0.0% | $14.73 | $18.74 | — | COM | 502079106 |
| STZ | * CONSTELLATION BRANDS INC | 5,276 | $371K | 0.0% | $70.32 * | $43.15 | +32.6% | CL A | 21036P108 |
| FC | * FRANKLIN COVEY CO | 17,879 | $355K | 0.0% | $19.86 | $16.01 | +21.7% | COM | 353469109 |
| — | CIENA CORP | 308,000 | $315K | 0.0% | $1.02 | $0.97 | — | NOTE | 171779AE1 |
| — | CUBIST PHARMACEUTICALS INC | 126,000 | $306K | 0.0% | $2.43 | $2.26 | — | NOTE | 229678AD9 |
| AAL | *AMERICAN AIRLS GROUP INC | 11,230 | $284K | 0.0% | $25.29 * | $21.78 | 0.0% | COM | 02376R102 |
| — | ALPHA NATURAL RESOURCES INC | 230,000 | $248K | 0.0% | $1.08 | $1.08 | — | NOTE | 02076XAF9 |
| LNG | * CHENIERE ENERGY INC | 4,875 | $210K | 0.0% | $43.08 * | $39.82 | 0.0% | COM NEW | 16411R208 |
| CQP | * CHENIERE ENERGY PARTNERS L | 7,185 | $206K | 0.0% | $28.67 | $28.67 | — | COM UNI | 16411Q101 |
| — | NEWPARK RES INC | 100,000 | $134K | 0.0% | $1.34 | $1.27 | — | NOTE | 651718AC2 |
| — | * QUIKSILVER INC | 15,000 | $132K | 0.0% | $8.80 | $8.80 | — | COM | 74838C106 |
| — | * LEE ENTERPRISES INC | 35,000 | $121K | 0.0% | $3.46 | $3.46 | — | COM | 523768109 |
| — | RESOLUTE ENERGY CORP | 10,000 | $90,000 | 0.0% | $9.00 | $9.00 | — | COM | 76116a108 |
| — | FORD MTR CO DEL | 18,000 | $33,000 | 0.0% | $1.83 | $1.81 | — | NOTE | 345370CN8 |