Location: Philadelphia, PA
CIK: 0001158202 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: Nov 16, 2015
Total Value: $1.899B (95.3% shares, 4.7% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | * PRIVATEBANCORP INC | 748,856 | $28.7M | 1.5% | $38.33 | $25.70 | — | COM | 742962103 |
| — | MEMORIAL RESOURCE DEV CORP | 1,437,492 | $25.27M | 1.3% | $17.58 | $19.21 | — | COM | 58605Q109 |
| — | MEDIA GEN INC NEW | 1,774,610 | $24.83M | 1.3% | $13.99 | $16.67 | — | COM | 58441K100 |
| — | * VERIFONE HLDGS INC | 893,874 | $24.79M | 1.3% | $27.73 | $24.22 | — | COM | 92342Y109 |
| NXST | NEXSTAR BROADCASTING GROUP I | 497,737 | $23.57M | 1.2% | $47.35 * | $19.49 | +98.0% | CL A | 65336K103 |
| — | * KRISPY KREME DOUGHNUTS INC | 1,604,600 | $23.48M | 1.2% | $14.63 | $18.95 | — | COM | 501014104 |
| RMBS | * RAMBUS INC DEL | 1,918,333 | $22.64M | 1.2% | $11.80 * | $12.28 | +5.8% | COM | 750917106 |
| BURL | *BURLINGTON STORES INC | 415,521 | $21.21M | 1.1% | $51.04 * | $32.67 | +63.4% | COM | 122017106 |
| SSP | * SCRIPPS E W CO OHIO | 1,193,974 | $21.1M | 1.1% | $17.67 * | $13.03 | +11.9% | CL A NE | 811054402 |
| BYD | * BOYD GAMING CORP | 1,257,993 | $20.5M | 1.1% | $16.30 * | $10.80 | +43.7% | COM | 103304101 |
| — | TALMER BANCORP INC | 1,210,979 | $20.16M | 1.1% | $16.65 | $14.64 | — | COM | 87482X101 |
| — | * CAVIUM INC | 322,325 | $19.78M | 1.0% | $61.37 | $39.91 | — | COM | 14964U108 |
| — | * SELECT COMFORT CORP | 855,768 | $18.72M | 1.0% | $21.88 | $25.14 | — | COM | 81616X103 |
| TYL | * TYLER TECHNOLOGIES INC | 123,395 | $18.42M | 1.0% | $149.31 * | $86.23 | +63.0% | COM | 902252105 |
| — | Sagent Pharmaceuticals Inc | 1,182,633 | $18.13M | 1.0% | $15.33 | $23.87 | — | A | 786692103 |
| — | * PINNACLE ENTMT INC | 524,692 | $17.76M | 0.9% | $33.84 | $22.02 | — | COM | 723456109 |
| — | RICE ENERGY INC | 1,098,040 | $17.74M | 0.9% | $16.16 | $26.46 | — | COM | 762760106 |
| — | BELMOND LTD | 1,734,633 | $17.54M | 0.9% | $10.11 | $11.70 | — | COM | G1154H107 |
| — | * SINCLAIR BROADCAST GROUP I | 690,855 | $17.49M | 0.9% | $25.32 | $29.13 | — | CL A | 829226109 |
| TPC | * TUTOR PERINI CORP | 1,053,104 | $17.33M | 0.9% | $16.46 * | $18.51 | -1.0% | COM | 901109108 |
| — | CAPITAL BK FINL CORP | 558,683 | $16.89M | 0.9% | $30.23 | $20.76 | — | CL A CO | 139794101 |
| LNWO | * SCIENTIFIC GAMES CORP | 1,585,329 | $16.57M | 0.9% | $10.45 * | $14.36 | -8.8% | CL A | 80874P109 |
| BZH | BEAZER HOMES USA INC | 1,226,659 | $16.35M | 0.9% | $13.33 * | $18.19 | -4.2% | COM NEW | 07556Q881 |
| WT | * WISDOMTREE INVTS INC | 999,673 | $16.13M | 0.8% | $16.13 * | $12.23 | +72.1% | COM | 97717P104 |
| GTN | GRAY TELEVISION INC | 1,257,171 | $16.04M | 0.8% | $12.76 * | $9.43 | +50.6% | COM | 389375106 |
| — | IMPAX LABORATORIES INC | 449,142 | $15.81M | 0.8% | $35.21 | $26.35 | — | COM | 45256B101 |
| — | PROS HOLDINGS INC | 707,833 | $15.67M | 0.8% | $22.14 | $25.56 | — | COM | 74346Y103 |
| TCBI | * TEXAS CAPITAL BANCSHARES I | 290,877 | $15.25M | 0.8% | $52.42 * | $54.82 | +1.9% | COM | 88224Q107 |
| LZB | * LA Z BOY INC | 567,559 | $15.07M | 0.8% | $26.56 | $26.09 | +1.7% | COM | 505336107 |
| EGHT | 8X8 INC NEW | 1,822,325 | $15.07M | 0.8% | $8.27 | $8.27 | +0.2% | COM | 282914100 |
| — | * BEACON ROOFING SUPPLY INC | 461,113 | $14.98M | 0.8% | $32.49 | $31.40 | — | COM | 073685109 |
| — | * WELLCARE HEALTH PLANS INC | 169,971 | $14.65M | 0.8% | $86.18 | $82.15 | — | COM | 94946T106 |
| — | FCB FINL HLDGS INC | 448,368 | $14.63M | 0.8% | $32.62 | $31.98 | — | CL A | 30255G103 |
| — | * EVERBANK FINL CORP | 748,697 | $14.45M | 0.8% | $19.30 | $16.89 | — | COM | 29977G102 |
| — | * MOBILE MINI INC | 466,832 | $14.37M | 0.8% | $30.79 | $42.08 | — | COM | 60740F105 |
| WAL | * WESTERN ALLIANCE BANCORP | 463,692 | $14.24M | 0.8% | $30.71 * | $13.52 | +107.7% | COM | 957638109 |
| ICLR | ICON PLC | 196,138 | $13.92M | 0.7% | $70.97 * | $38.03 | +97.9% | SHS | G4705A100 |
| — | * SWIFT TRANSN CO | 924,474 | $13.89M | 0.7% | $15.02 | $19.27 | — | CL A | 87074U101 |
| — | * DEPOMED INC | 706,351 | $13.31M | 0.7% | $18.85 | $21.63 | — | COM | 249908104 |
| BLD | TOPBUILD CORP | 429,035 | $13.29M | 0.7% | $30.97 | $30.95 | 0.0% | COM | 89055F103 |
| — | SCORPIO TANKERS INC | 1,435,101 | $13.16M | 0.7% | $9.17 | $10.69 | — | SHS | Y7542C106 |
| BKU | * BANKUNITED INC | 367,692 | $13.14M | 0.7% | $35.75 * | $23.47 | +12.6% | COM | 06652K103 |
| — | * HFF INC | 374,418 | $12.64M | 0.7% | $33.76 | $28.57 | — | CL A | 40418F108 |
| — | * AKORN INC | 442,331 | $12.61M | 0.7% | $28.51 | $33.67 | — | COM | 009728106 |
| — | * HOMEAWAY INC | 468,341 | $12.43M | 0.7% | $26.54 | $29.92 | — | COM | 43739Q100 |
| — | * CAMBREX CORP | 307,428 | $12.2M | 0.6% | $39.68 | $17.12 | — | COM | 132011107 |
| — | OM ASSET MGMT PLC | 788,567 | $12.16M | 0.6% | $15.42 | $16.95 | — | SHS | G67506108 |
| — | * INFINERA CORPORATION | 607,867 | $11.89M | 0.6% | $19.56 | $9.33 | — | COM | 45667G103 |
| — | SANCHEZ ENERGY CORP | 1,926,616 | $11.85M | 0.6% | $6.15 | $11.09 | — | COM | 79970Y105 |
| FICO | * FAIR ISAAC CORP | 140,218 | $11.85M | 0.6% | $84.50 * | $80.97 | +8.7% | COM | 303250104 |
| FTNT | FORTINET INC | 272,654 | $11.58M | 0.6% | $42.48 * | $3.89 | +127.2% | COM | 34959E109 |
| — | * PDC ENERGY INC | 217,071 | $11.51M | 0.6% | $53.01 | $56.26 | — | COM | 69327R101 |
| — | KCG HLDGS INC | 1,028,562 | $11.28M | 0.6% | $10.97 | $11.95 | — | CL A | 48244B100 |
| RHP | RYMAN HOSPITALITY PPTYS INC | 225,229 | $11.09M | 0.6% | $49.23 | $47.50 | — | COM | 78377T107 |
| — | * FELCOR LODGING TR INC | 1,551,507 | $10.97M | 0.6% | $7.07 | $6.19 | — | COM | 31430F101 |
| — | * HAWAIIAN HOLDINGS INC | 439,642 | $10.85M | 0.6% | $24.68 | $16.79 | — | COM | 419879101 |
| — | * FINISH LINE INC | 560,141 | $10.81M | 0.6% | $19.30 | $19.30 | — | CL A | 317923100 |
| HNI | * HNI CORP | 250,809 | $10.76M | 0.6% | $42.90 * | $51.61 | -7.6% | COM | 404251100 |
| — | CHUYS HLDGS INC | 375,668 | $10.67M | 0.6% | $28.40 | $21.83 | — | COM | 171604101 |
| IMAX | * IMAX CORP | 311,495 | $10.53M | 0.6% | $33.79 * | $27.88 | +24.2% | COM | 45245E109 |
| — | DEL FRISCOS RESTAURANT GROUP | 755,280 | $10.49M | 0.6% | $13.89 | $19.55 | — | COM | 245077102 |
| AKAM | * AKAMAI TECHNOLOGIES INC | 149,808 | $10.35M | 0.5% | $69.06 * | $43.20 | +66.9% | COM | 00971T101 |
| — | * POLYONE CORP | 350,379 | $10.28M | 0.5% | $29.34 | $28.41 | — | COM | 73179P106 |
| — | DEMANDWARE INC | 197,131 | $10.19M | 0.5% | $51.68 | $51.68 | — | COM | 24802Y105 |
| — | CARDIOVASCULAR SYS INC DEL | 640,788 | $10.15M | 0.5% | $15.84 | $27.11 | — | COM | 141619106 |
| — | * VANTIV INC | 223,002 | $10.02M | 0.5% | $44.92 | $29.79 | — | CL A | 92210H105 |
| CNC | * CENTENE CORP DEL | 182,343 | $9.888M | 0.5% | $54.23 * | $19.86 | +68.5% | COM | 15135B101 |
| — | * SUPERIOR ENERGY SVCS INC | 772,045 | $9.751M | 0.5% | $12.63 | $23.31 | — | COM | 868157108 |
| CSL | * CARLISLE COS INC | 109,447 | $9.563M | 0.5% | $87.38 | $62.16 | +41.0% | COM | 142339100 |
| — | * GULFPORT ENERGY CORP | 321,329 | $9.537M | 0.5% | $29.68 | $46.65 | — | COM NEW | 402635304 |
| — | * PINNACLE FINL PARTNERS INC | 189,729 | $9.375M | 0.5% | $49.41 | $49.41 | — | COM | 72346Q104 |
| — | HD SUPPLY HLDGS INC | 324,652 | $9.292M | 0.5% | $28.62 | $31.15 | — | COM | 40416M105 |
| — | TEAM HEALTH HOLDINGS INC | 170,287 | $9.201M | 0.5% | $54.03 | $46.25 | — | COM | 87817A107 |
| — | RAMBUS INC DEL | 7,633,000 | $8.902M | 0.5% | $1.17 | $1.20 | — | NOTE | 750917AE6 |
| KALU | * KAISER ALUMINUM CORP | 110,018 | $8.829M | 0.5% | $80.25 * | $46.07 | +30.0% | COM PAR | 483007704 |
| — | COBIZ FINANCIAL INC | 671,337 | $8.734M | 0.5% | $13.01 | $11.85 | — | COM | 190897108 |
| — | HORIZON PHARMA PLC | 439,790 | $8.717M | 0.5% | $19.82 | $25.44 | — | COM | G4617B105 |
| — | * LIONS GATE ENTMNT CORP | 236,492 | $8.703M | 0.5% | $36.80 | $29.31 | — | COM NEW | 535919203 |
| — | * MEDIVATION INC | 203,628 | $8.654M | 0.5% | $42.50 | $52.11 | — | COM | 58501N101 |
| — | SHORETEL INC | 1,154,213 | $8.622M | 0.5% | $7.47 | $5.80 | — | COM | 825211105 |
| BLMN | BLOOMIN BRANDS INC | 472,372 | $8.588M | 0.5% | $18.18 * | $18.62 | -11.1% | COM | 094235108 |
| CDNS | * CADENCE DESIGN SYSTEM INC | 411,560 | $8.511M | 0.4% | $20.68 | $14.02 | +45.3% | COM | 127387108 |
| GOGO | * GOGO INC | 555,516 | $8.488M | 0.4% | $15.28 * | $17.54 | -2.6% | COM | 38046C109 |
| TRU | TRANSUNION | 337,704 | $8.483M | 0.4% | $25.12 * | $24.05 | +1.6% | COM | 89400J107 |
| RDWR | * RADWARE LTD | 521,392 | $8.478M | 0.4% | $16.26 * | $15.11 | +26.1% | ORD | M81873107 |
| OSK | * OSHKOSH CORP | 233,088 | $8.468M | 0.4% | $36.33 * | $42.48 | -22.0% | COM | 688239201 |
| — | * ACORDA THERAPEUTICS INC | 315,980 | $8.377M | 0.4% | $26.51 | $35.82 | — | COM | 00484M106 |
| — | * FIRSTMERIT CORP | 469,961 | $8.304M | 0.4% | $17.67 | $20.28 | — | COM | 337915102 |
| — | * IAC INTERACTIVECORP | 127,044 | $8.292M | 0.4% | $65.27 | $78.43 | — | COM PAR | 44919P508 |
| AOS | * SMITH A O | 126,466 | $8.244M | 0.4% | $65.19 * | $15.38 | +87.8% | COM | 831865209 |
| HFWA | HERITAGE FINL CORP WASH | 434,620 | $8.18M | 0.4% | $18.82 * | $17.01 | +6.3% | COM | 42722X106 |
| — | * PACWEST BANCORP DEL | 190,127 | $8.139M | 0.4% | $42.81 | $43.18 | — | COM | 695263103 |
| — | * RYLAND GROUP INC | 195,110 | $7.966M | 0.4% | $40.83 | $42.65 | — | COM | 783764103 |
| — | STOCK BLDG SUPPLY HLDGS INC | 452,375 | $7.966M | 0.4% | $17.61 | $18.17 | — | COM | 86101X104 |
| — | SUNPOWER CORP | 9,479,000 | $7.933M | 0.4% | $0.84 | $0.95 | — | NOTE | 867652AJ8 |
| PAG | * PENSKE AUTOMOTIVE GRP INC | 163,162 | $7.904M | 0.4% | $48.44 * | $32.98 | +55.4% | COM | 70959W103 |
| — | * MANITOWOC INC | 522,952 | $7.844M | 0.4% | $15.00 | $22.71 | — | COM | 563571108 |
| — | * BRIGGS & STRATTON CORP | 398,159 | $7.688M | 0.4% | $19.31 | $20.27 | — | COM | 109043109 |
| PWR | * QUANTA SVCS INC | 316,226 | $7.656M | 0.4% | $24.21 * | $27.00 | -7.5% | COM | 74762E102 |
| — | * MODEL N INC | 762,501 | $7.633M | 0.4% | $10.01 | $10.96 | — | COM | 607525102 |
| — | PARK STERLING CORP | 1,102,767 | $7.499M | 0.4% | $6.80 | $6.32 | — | COM | 70086Y105 |
| — | EROS INTL PLC | 275,137 | $7.481M | 0.4% | $27.19 | $27.19 | — | SHS NEW | G3788M114 |
| ACGL | * ARCH CAP GROUP LTD | 100,816 | $7.407M | 0.4% | $73.47 * | $16.83 | +32.4% | ORD | G0450A105 |
| — | FRONTIER COMMUNICATIONS CORP | 79,450 | $7.401M | 0.4% | $93.15 | $97.98 | — | PFD CON | 35906A207 |
| FHN | * FIRST HORIZON NATL CORP | 521,465 | $7.394M | 0.4% | $14.18 * | $7.41 | +45.2% | COM | 320517105 |
| BC | * BRUNSWICK CORP | 153,261 | $7.34M | 0.4% | $47.89 * | $40.33 | +5.7% | COM | 117043109 |
| — | * U S SILICA HLDGS INC | 520,299 | $7.331M | 0.4% | $14.09 | $32.23 | — | COM | 90346E103 |
| SIG | SIGNET JEWELERS LIMITED | 53,272 | $7.252M | 0.4% | $136.13 * | $104.38 | +0.4% | SHS | G81276100 |
| — | STONEGATE BK FT LAUDERDALE F | 227,271 | $7.229M | 0.4% | $31.81 | $29.79 | — | COM | 861811107 |
| — | SERVICESOURCE INTL LLC | 8,700,000 | $7.221M | 0.4% | $0.83 | $0.76 | — | NOTE | 81763UAB6 |
| CYH | * COMMUNITY HEALTH SYS INC N | 164,127 | $7.02M | 0.4% | $42.77 * | $43.57 | +5.2% | COM | 203668108 |
| — | ROADRUNNER TRNSN SVCS HLDG I | 380,381 | $6.999M | 0.4% | $18.40 | $24.80 | — | COM | 76973Q105 |
| — | BIODELIVERY SCIENCES INTL IN | 1,230,592 | $6.842M | 0.4% | $5.56 | $9.93 | — | COM | 09060J106 |
| LEA | LEAR CORP | 62,640 | $6.814M | 0.4% | $108.78 * | $46.85 | +84.3% | COM NEW | 521865204 |
| — | RENTRAK CORP | 125,671 | $6.795M | 0.4% | $54.07 | $60.40 | — | COM | 760174102 |
| — | REALOGY HLDGS CORP | 179,467 | $6.753M | 0.4% | $37.63 | $46.28 | — | COM | 75605Y106 |
| — | ACORDA THERAPEUTICS INC | 7,397,000 | $6.676M | 0.4% | $0.90 | $1.04 | — | NOTE | 00484MAA4 |
| PRI | * PRIMERICA INC | 145,312 | $6.549M | 0.3% | $45.07 * | $46.39 | -5.6% | COM | 74164M108 |
| — | STANDARD PAC CORP NEW | 5,647,000 | $6.533M | 0.3% | $1.16 | $1.28 | — | NOTE | 85375CBC4 |
| — | FIRST NBC BK HLDG CO | 185,707 | $6.507M | 0.3% | $35.04 | $29.92 | — | COM | 32115D106 |
| NCLH | NORWEGIAN CRUISE LINE HLDGS | 113,349 | $6.495M | 0.3% | $57.30 * | $31.69 | +85.9% | SHS | G66721104 |
| JLL | * JONES LANG LASALLE INC | 45,145 | $6.49M | 0.3% | $143.76 * | $90.65 | +75.9% | COM | 48020Q107 |
| — | STATE BK FINL CORP | 313,476 | $6.483M | 0.3% | $20.68 | $18.89 | — | COM | 856190103 |
| — | HOMEAWAY INC | 6,990,000 | $6.448M | 0.3% | $0.92 | $0.95 | — | NOTE | 43739QAB6 |
| — | * STEIN MART INC | 665,871 | $6.446M | 0.3% | $9.68 | $11.50 | — | COM | 858375108 |
| SLM | * SLM CORP | 870,232 | $6.44M | 0.3% | $7.40 * | $9.03 | -2.4% | COM | 78442P106 |
| — | LA QUINTA HLDGS INC | 407,923 | $6.437M | 0.3% | $15.78 | $20.56 | — | COM | 50420D108 |
| — | * NCI BUILDING SYS INC | 608,451 | $6.431M | 0.3% | $10.57 | $10.57 | — | COM NEW | 628852204 |
| — | FINISAR CORP | 7,049,000 | $6.26M | 0.3% | $0.89 | $0.96 | — | NOTE | 31787AAM3 |
| MBUU | MALIBU BOATS INC | 446,077 | $6.236M | 0.3% | $13.98 * | $20.72 | -13.1% | COM CL | 56117J100 |
| — | PGT INC | 499,526 | $6.134M | 0.3% | $12.28 | $12.79 | — | COM | 69336V101 |
| — | MEDIDATA SOLUTIONS INC | 5,805,000 | $6.121M | 0.3% | $1.05 | $1.08 | — | NOTE | 58471AAB1 |
| LPLA | LPL FINL HLDGS INC | 152,893 | $6.081M | 0.3% | $39.77 * | $43.73 | -1.6% | COM | 50212V100 |
| TRS | TRIMAS CORP | 355,495 | $5.812M | 0.3% | $16.35 * | $23.60 | -17.2% | COM NEW | 896215209 |
| — | MOLINA HEALTHCARE INC | 3,339,000 | $5.81M | 0.3% | $1.74 | $1.28 | — | NOTE | 60855RAC4 |
| TBHC | KIRKLANDS INC | 260,344 | $5.608M | 0.3% | $21.54 * | $17.67 | +42.1% | COM | 497498105 |
| — | BERRY PLASTICS GROUP INC | 186,312 | $5.602M | 0.3% | $30.07 | $31.97 | — | COM | 08579W103 |
| — | * PIER 1 IMPORTS INC | 800,408 | $5.523M | 0.3% | $6.90 | $12.53 | — | COM | 720279108 |
| LIND | LINDBLAD EXPEDITIONS HLDGS I | 562,658 | $5.497M | 0.3% | $9.77 | $9.87 | 0.0% | COM | 535219109 |
| CGIP | * CELADON GROUP INC | 340,687 | $5.458M | 0.3% | $16.02 * | $22.83 | -14.7% | COM | 150838100 |
| — | SYNOVUS FINL CORP | 179,041 | $5.3M | 0.3% | $29.60 | $25.65 | — | COM | 87161C501 |
| — | * FOREST CITY ENTERPRISES IN | 261,915 | $5.272M | 0.3% | $20.13 | $22.55 | — | CL A | 345550107 |
| — | *COLUMBIA PPTY TR INC | 226,060 | $5.245M | 0.3% | $23.20 | $24.29 | — | COM NEW | 198287203 |
| — | BRIDGE BANCORP INC | 194,615 | $5.198M | 0.3% | $26.71 | $25.98 | — | COM | 108035106 |
| — | * SOUTHWEST BANCORP INC OKLA | 309,583 | $5.08M | 0.3% | $16.41 | $17.21 | — | COM | 844767103 |
| — | * SPIRIT AIRLS INC | 105,237 | $4.978M | 0.3% | $47.30 | $35.53 | — | COM | 848577102 |
| — | SANDISK CORP | 3,994,000 | $4.958M | 0.3% | $1.24 | $1.24 | — | NOTE | 80004CAD3 |
| — | CARMIKE CINEMAS INC | 246,212 | $4.946M | 0.3% | $20.09 | $28.10 | — | COM | 143436400 |
| DXYN | DIXIE GROUP INC | 589,035 | $4.924M | 0.3% | $8.36 * | $9.42 | +9.1% | CL A | 255519100 |
| OXM | * OXFORD INDS INC | 66,622 | $4.922M | 0.3% | $73.88 * | $59.77 | +38.8% | COM | 691497309 |
| HZO | * MARINEMAX INC | 344,596 | $4.869M | 0.3% | $14.13 * | $22.24 | -20.9% | COM | 567908108 |
| MRTN | * MARTEN TRANS LTD | 299,221 | $4.838M | 0.3% | $16.17 * | $6.52 | -3.5% | COM | 573075108 |
| THC | TENET HEALTHCARE CORP | 128,603 | $4.748M | 0.3% | $36.92 * | $45.49 | +13.6% | COM NEW | 88033G407 |
| — | GIGOPTIX INC | 2,693,702 | $4.714M | 0.2% | $1.75 | $1.61 | — | COM | 37517Y103 |
| — | PARTY CITY HOLDCO INC | 290,494 | $4.639M | 0.2% | $15.97 | $20.27 | — | COM | 702149105 |
| — | CROWN CASTLE INTL CORP | 45,420 | $4.626M | 0.2% | $101.85 | $102.82 | — | CNV PFD | 22822V200 |
| HUN | * HUNTSMAN CORP | 471,388 | $4.568M | 0.2% | $9.69 * | $19.49 | -11.7% | COM | 447011107 |
| — | WINTHROP RLTY TR | 316,777 | $4.549M | 0.2% | $14.36 | $15.25 | — | SH BEN | 976391300 |
| MOD | * MODINE MFG CO | 570,884 | $4.493M | 0.2% | $7.87 * | $9.33 | 0.0% | COM | 607828100 |
| — | * MARIN SOFTWARE INC | 1,430,302 | $4.477M | 0.2% | $3.13 | $6.67 | — | COM | 56804T106 |
| — | MICRON TECHNOLOGY INC | 5,275,000 | $4.434M | 0.2% | $0.84 | $0.85 | — | NOTE | 595112AY9 |
| — | CONTINENTAL BLDG PRODS INC | 215,240 | $4.421M | 0.2% | $20.54 | $18.61 | — | COM | 211171103 |
| — | * ISTAR FINL INC | 348,173 | $4.38M | 0.2% | $12.58 | $13.32 | — | COM | 45031U101 |
| EGBN | EAGLE BANCORP INC MD | 94,132 | $4.283M | 0.2% | $45.50 * | $22.90 | +49.9% | COM | 268948106 |
| — | * LASALLE HOTEL PPTYS | 148,013 | $4.202M | 0.2% | $28.39 | $24.80 | — | COM SH | 517942108 |
| — | TRISTATE CAP HLDGS INC | 331,819 | $4.138M | 0.2% | $12.47 | $13.12 | — | COM | 89678F100 |
| — | FRANKLIN FINL NETWORK INC | 184,458 | $4.123M | 0.2% | $22.35 | $22.35 | — | COM | 35352P104 |
| — | * WHITING PETE CORP NEW | 268,928 | $4.107M | 0.2% | $15.27 | $39.03 | — | COM | 966387102 |
| — | * NUVASIVE INC | 83,296 | $4.017M | 0.2% | $48.23 | $48.23 | — | COM | 670704105 |
| CVU | CPI AEROSTRUCTURES INC | 452,706 | $3.988M | 0.2% | $8.81 * | $9.79 | -1.7% | COM NEW | 125919308 |
| — | TANDEM DIABETES CARE INC | 450,821 | $3.972M | 0.2% | $8.81 | $10.22 | — | COM | 875372104 |
| GLPI | *GAMING & LEISURE PPTYS INC | 132,726 | $3.942M | 0.2% | $29.70 | $33.11 | — | COM | 36467J108 |
| — | * FREDS INC | 329,190 | $3.901M | 0.2% | $11.85 | $17.65 | — | CL A | 356108100 |
| — | DEPOMED INC | 3,247,000 | $3.864M | 0.2% | $1.19 | $1.06 | — | NOTE | 249908AA2 |
| — | * TRIUMPH GROUP INC NEW | 91,106 | $3.834M | 0.2% | $42.08 | $76.80 | — | COM | 896818101 |
| VECO | * VEECO INSTRS INC DEL | 185,699 | $3.809M | 0.2% | $20.51 * | $24.16 | 0.0% | COM | 922417100 |
| — | FIRST CONN BANCORP INC MD | 226,416 | $3.65M | 0.2% | $16.12 | $16.12 | — | COM | 319850103 |
| BCC | * BOISE CASCADE CO DEL | 143,845 | $3.628M | 0.2% | $25.22 * | $21.40 | 0.0% | COM | 09739D100 |
| — | * POWERSECURE INTL INC | 306,588 | $3.532M | 0.2% | $11.52 | $13.02 | — | COM | 73936N105 |
| — | FXCM INC | 4,187,000 | $3.266M | 0.2% | $0.78 | $1.04 | — | NOTE | 302693AB2 |
| — | * GENESEE & WYO INC | 53,778 | $3.177M | 0.2% | $59.08 | $87.77 | — | CL A | 371559105 |
| — | * NATIONAL CINEMEDIA INC | 230,154 | $3.089M | 0.2% | $13.42 | $15.43 | — | COM | 635309107 |
| — | * SPECTRANETICS CORP | 251,465 | $2.965M | 0.2% | $11.79 | $11.79 | — | COM | 84760C107 |
| — | * KNOLL INC | 134,755 | $2.962M | 0.2% | $21.98 | $18.38 | — | COM NEW | 498904200 |
| MEOH | * METHANEX CORP | 88,868 | $2.947M | 0.2% | $33.16 * | $58.45 | -26.8% | COM | 59151K108 |
| — | * RADISYS CORP | 1,083,361 | $2.925M | 0.2% | $2.70 | $2.81 | — | COM | 750459109 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 3,041 | $2.869M | 0.2% | $943.44 | $1042.42 | — | PFD CON | G0177J116 |
| — | INVENTURE FOODS INC | 320,216 | $2.844M | 0.1% | $8.88 | $10.84 | — | COM | 461212102 |
| PRKS | * SEAWORLD ENTMT INC | 158,069 | $2.815M | 0.1% | $17.81 | $18.02 | 0.0% | COM | 81282V100 |
| BFH | * ALLIANCE DATA SYSTEMS CORP | 10,596 | $2.744M | 0.1% | $258.97 * | $187.55 | -0.5% | COM | 018581108 |
| — | REVOLUTION LIGHTING TECHNOLO | 2,864,884 | $2.722M | 0.1% | $0.95 | $1.21 | — | COM | 76155G107 |
| MGM | * MGM MIRAGE | 146,062 | $2.695M | 0.1% | $18.45 * | $16.24 | +16.2% | COM | 552953101 |
| — | ILLUMINA INC | 2,280,000 | $2.649M | 0.1% | $1.16 | $1.23 | — | NOTE | 452327AH2 |
| — | BNC BANCORP | 118,158 | $2.627M | 0.1% | $22.23 | $17.54 | — | COM | 05566T101 |
| — | CHART INDS INC | 2,996,000 | $2.618M | 0.1% | $0.87 | $0.87 | — | NOTE | 16115QAC4 |
| — | AKORN INC | 803,000 | $2.573M | 0.1% | $3.20 | $4.17 | — | NOTE | 009728AB2 |
| MHO | * M/I HOMES INC | 108,032 | $2.547M | 0.1% | $23.58 * | $21.56 | +15.1% | COM | 55305B101 |
| CBRE | * CBRE GROUP INC | 76,891 | $2.461M | 0.1% | $32.01 * | $24.42 | +45.3% | CL A | 12504L109 |
| RDI | READING INTERNATIONAL INC | 191,782 | $2.43M | 0.1% | $12.67 | $12.96 | -0.7% | CL A | 755408101 |
| ABCB | AMERIS BANCORP | 83,186 | $2.392M | 0.1% | $28.75 * | $23.81 | 0.0% | COM | 03076K108 |
| — | * CHICOS FAS INC | 150,313 | $2.364M | 0.1% | $15.73 | $16.10 | — | COM | 168615102 |
| — | SOUTHWESTERN ENERGY CO | 75,900 | $2.359M | 0.1% | $31.08 | $49.37 | — | DEP SHS | 845467208 |
| — | CENTERSTATE BKS FLA INC | 158,333 | $2.327M | 0.1% | $14.70 | $13.83 | — | COM | 15201P109 |
| — | BAZAARVOICE INC | 494,908 | $2.232M | 0.1% | $4.51 | $4.51 | — | COM | 073271108 |
| GDDY | GODADDY INC | 87,255 | $2.2M | 0.1% | $25.21 * | $26.14 | 0.0% | COM | 380237107 |
| IWM | ISHARES TR | 20,075 | $2.192M | 0.1% | $109.19 | $109.19 | — | RUSSELL | 464287655 |
| NOW | SERVICENOW INC | 30,778 | $2.138M | 0.1% | $69.47 * | $10.68 | +39.9% | COM | 81762P102 |
| TSN | * TYSON FOODS INC | 49,105 | $2.116M | 0.1% | $43.09 * | $33.31 | 0.0% | CL A | 902494103 |
| AAL | *AMERICAN AIRLS GROUP INC | 54,170 | $2.103M | 0.1% | $38.82 | $37.50 | +4.3% | COM | 02376R102 |
| TPH | * TRI POINTE HOMES INC | 159,667 | $2.09M | 0.1% | $13.09 * | $14.56 | -0.6% | COM | 87265H109 |
| — | * U S G CORP | 77,644 | $2.067M | 0.1% | $26.62 | $24.90 | — | COM NEW | 903293405 |
| — | * SBA COMMUNICATIONS CORP | 19,512 | $2.044M | 0.1% | $104.76 | $74.12 | — | COM | 78388J106 |
| OC | * OWENS CORNING NEW | 48,087 | $2.015M | 0.1% | $41.90 * | $44.07 | 0.0% | COM | 690742101 |
| HIG | * HARTFORD FINL SVCS GROUP I | 43,502 | $1.992M | 0.1% | $45.79 * | $22.20 | +66.6% | COM | 416515104 |
| ESS | * ESSEX PPTY TR INC | 8,755 | $1.956M | 0.1% | $223.42 * | $156.64 | +0.3% | COM | 297178105 |
| MAS | MASCO CORP | 75,319 | $1.897M | 0.1% | $25.19 * | $14.92 | +47.4% | COM | 574599106 |
| — | SMTP INC | 396,444 | $1.859M | 0.1% | $4.69 | $4.69 | — | COM | 784589202 |
| LEN | * LENNAR CORP | 38,509 | $1.853M | 0.1% | $48.12 * | $43.34 | +2.9% | CL A | 526057104 |
| — | ALTEVA | 410,997 | $1.812M | 0.1% | $4.41 | $6.66 | — | COM | 02153V102 |
| HWC | * HANCOCK HLDG CO | 65,812 | $1.78M | 0.1% | $27.05 * | $34.57 | -17.9% | COM | 410120109 |
| — | * HANESBRANDS INC | 61,292 | $1.774M | 0.1% | $28.94 | $32.79 | — | COM | 410345102 |
| — | CYREN LTD | 991,149 | $1.764M | 0.1% | $1.78 | $1.78 | — | SHS | M26895108 |
| RLGT | RADIANT LOGISTICS INC | 382,777 | $1.707M | 0.1% | $4.46 * | $6.13 | 0.0% | COM | 75025X100 |
| — | MCBC HLDGS INC | 130,858 | $1.696M | 0.1% | $12.96 | $12.96 | — | COM | 55276F107 |
| UFABQ | UNIQUE FABRICATING INC | 151,119 | $1.677M | 0.1% | $11.10 * | $12.33 | 0.0% | COM | 90915J103 |
| — | * CAMERON INTERNATIONAL CORP | 26,856 | $1.647M | 0.1% | $61.33 | $65.81 | — | COM | 13342B105 |
| — | * QUINTILES TRANSNATIO HLDGS | 23,044 | $1.603M | 0.1% | $69.56 | $43.56 | — | COM | 74876Y101 |
| UHS | * UNIVERSAL HLTH SVCS INC | 12,704 | $1.586M | 0.1% | $124.84 * | $68.36 | +94.9% | CL B | 913903100 |
| — | MYLAN N V | 39,334 | $1.584M | 0.1% | $40.27 | $54.43 | — | SHS EUR | N59465109 |
| — | *FIREEYE INC | 48,686 | $1.549M | 0.1% | $31.82 | $31.58 | — | COM | 31816Q101 |
| XPO | XPO LOGISTICS INC | 62,266 | $1.484M | 0.1% | $23.83 * | $13.12 | 0.0% | COM | 983793100 |
| — | * FINISAR CORP | 129,807 | $1.445M | 0.1% | $11.13 | $19.52 | — | COM NEW | 31787A507 |
| — | ACTIVE POWER INC | 875,744 | $1.427M | 0.1% | $1.63 | $2.51 | — | COM | 00504W308 |
| ALB | * ALBEMARLE CORP | 32,096 | $1.415M | 0.1% | $44.09 * | $50.19 | -16.2% | COM | 012653101 |
| WERN | * WERNER ENTERPRISES INC | 54,486 | $1.368M | 0.1% | $25.11 * | $28.32 | -3.6% | COM | 950755108 |
| — | * BARRETT BILL CORP | 406,625 | $1.342M | 0.1% | $3.30 | $8.59 | — | COM | 06846N104 |
| HXL | * HEXCEL CORP NEW | 29,539 | $1.325M | 0.1% | $44.86 * | $49.38 | 0.0% | COM | 428291108 |
| — | * FLAMEL TECHNOLOGIES SA | 81,163 | $1.324M | 0.1% | $16.31 | $17.38 | — | SPONSOR | 338488109 |
| — | GREAT WESTN BANCORP INC | 51,575 | $1.308M | 0.1% | $25.36 | $25.36 | — | COM | 391416104 |
| CCK | * CROWN HOLDINGS INC | 28,004 | $1.281M | 0.1% | $45.74 * | $47.24 | +1.8% | COM | 228368106 |
| — | UCP INC | 190,785 | $1.28M | 0.1% | $6.71 | $12.64 | — | CL A | 90265Y106 |
| — | MAGNUM HUNTER RES CORP DEL | 3,749,146 | $1.275M | 0.1% | $0.34 | $4.26 | — | COM | 55973B102 |
| HUBG | * HUB GROUP INC | 34,472 | $1.255M | 0.1% | $36.41 * | $18.60 | +6.2% | CL A | 443320106 |
| ILMN | * ILLUMINA INC | 7,088 | $1.246M | 0.1% | $175.79 * | $64.01 | +215.8% | COM | 452327109 |
| — | * REX ENERGY CORPORATION | 586,450 | $1.214M | 0.1% | $2.07 | $7.86 | — | COM | 761565100 |
| CAL | CALERES INC | 39,355 | $1.202M | 0.1% | $30.54 * | $26.96 | +3.5% | COM | 129500104 |
| — | MARKETO INC | 40,115 | $1.14M | 0.1% | $28.42 | $28.42 | — | COM | 57063L107 |
| — | JONES ENERGY INC | 233,041 | $1.116M | 0.1% | $4.79 | $9.05 | — | COM CL | 48019R108 |
| — | GASTAR EXPL INC NEW | 965,785 | $1.111M | 0.1% | $1.15 | $4.99 | — | COM | 36729W202 |
| — | GOODRICH PETE CORP | 5,189,000 | $1.038M | 0.1% | $0.20 | $0.90 | — | NOTE | 382410AG3 |
| PENN | * PENN NATL GAMING INC | 59,920 | $1.005M | 0.1% | $16.77 * | $13.48 | +35.6% | COM | 707569109 |
| — | * MOSYS INC | 669,502 | $998K | 0.1% | $1.49 | $1.75 | — | COM | 619718109 |
| FANG | DIAMONDBACK ENERGY INC | 11,838 | $765K | 0.0% | $64.62 * | $53.65 | -2.1% | COM | 25278X109 |
| — | * GOODRICH PETE CORP | 1,286,583 | $746K | 0.0% | $0.58 | $12.65 | — | COM NEW | 382410405 |
| — | * STANDARD PAC CORP NEW | 92,332 | $739K | 0.0% | $8.00 | $8.15 | — | COM | 85375C101 |
| STC | * STEWART INFORMATION SVCS C | 16,741 | $685K | 0.0% | $40.92 * | $38.27 | +3.8% | COM | 860372101 |
| WYNN | * WYNN RESORTS LTD | 11,846 | $629K | 0.0% | $53.10 * | $98.03 | -22.7% | COM | 983134107 |
| — | GOODRICH PETE CORP | 1,670,000 | $618K | 0.0% | $0.37 | $0.37 | — | NOTE | 382410AK4 |
| — | * RADIO ONE INC | 266,999 | $569K | 0.0% | $2.13 | $3.50 | — | CL D NO | 75040P405 |
| CTRA | * CABOT OIL & GAS CORP | 25,643 | $561K | 0.0% | $21.88 * | $21.23 | -12.4% | COM | 127097103 |
| — | ON SEMICONDUCTOR CORP | 496,000 | $555K | 0.0% | $1.12 | $1.14 | — | NOTE | 682189AH8 |
| MEI | * METHODE ELECTRS INC | 17,137 | $547K | 0.0% | $31.92 * | $22.87 | 0.0% | COM | 591520200 |
| — | MANNING & NAPIER INC | 71,480 | $526K | 0.0% | $7.36 | $16.77 | — | CL A | 56382Q102 |
| — | * CALLON PETE CO DEL | 69,904 | $510K | 0.0% | $7.30 | $7.47 | — | COM | 13123X102 |
| — | * BONANZA CREEK ENERGY INC | 113,666 | $463K | 0.0% | $4.07 | $18.81 | — | COM | 097793103 |
| — | FLUIDIGM CORP DEL | 597,000 | $437K | 0.0% | $0.73 | $0.93 | — | NOTE | 34385PAA6 |
| IWR | ISHARES TR | 2,773 | $431K | 0.0% | $155.43 | $155.43 | — | RUSSELL | 464287499 |
| — | LAM RESEARCH CORP | 312,000 | $391K | 0.0% | $1.25 | $1.13 | — | NOTE | 512807AL2 |
| — | LUMENTUM HLDGS INC | 21,389 | $363K | 0.0% | $16.97 | $16.97 | — | COM | 55024u109 |
| — | * ENTERCOM COMMUNICATIONS CO | 29,690 | $302K | 0.0% | $10.17 | $12.05 | — | CL A | 293639100 |
| — | * PETROQUEST ENERGY INC | 247,588 | $290K | 0.0% | $1.17 | $2.11 | — | COM | 716748108 |
| — | SYNERGY RES CORP | 29,551 | $290K | 0.0% | $9.81 | $10.51 | — | COM | 87164P103 |
| — | PAYPAL HLDGS INC | 9,250 | $287K | 0.0% | $31.03 | $31.03 | — | COM | 70450y103 |
| — | RICE MIDSTREAM PARTNERS LP | 20,937 | $279K | 0.0% | $13.33 | $15.80 | — | UNIT LT | 762819100 |
| MTDR | * MATADOR RES CO | 11,899 | $247K | 0.0% | $20.76 * | $21.03 | +3.8% | COM | 576485205 |
| — | CIENA CORP | 235,000 | $232K | 0.0% | $0.99 | $0.97 | — | NOTE | 171779AE1 |
| — | * CARRIZO OIL & CO INC | 7,403 | $226K | 0.0% | $30.53 | $49.64 | — | COM | 144577103 |
| — | * OASIS PETE INC NEW | 25,025 | $217K | 0.0% | $8.67 | $30.03 | — | COM | 674215108 |
| — | * SEACHANGE INTL INC | 30,213 | $190K | 0.0% | $6.29 | $6.29 | — | COM | 811699107 |
| — | HELIX ENERGY SOLUTIONS GRP I | 115,000 | $94,000 | 0.0% | $0.82 | $0.82 | — | NOTE | 42330PAG2 |
| — | ECLIPSE RES CORP | 19,154 | $37,000 | 0.0% | $1.93 | $5.27 | — | COM | 27890G100 |