Location: Philadelphia, PA
CIK: 0001158202 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Feb 3, 2016
Total Value: $2.268B (82.5% shares, 17.5% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | * AKORN INC | 741,000 | $315M | 13.9% | $4.17 | — | NOTE | 009728AB2 |
| — | * PRIVATEBANCORP INC | 738,461 | $30.29M | 1.3% | $25.70 | — | COM | 742962103 |
| SSP | * SCRIPPS E W CO OHIO | 1,516,430 | $28.81M | 1.3% | $13.53 | +13.5% | CL A NE | 811054402 |
| NXST | NEXSTAR BROADCASTING GROUP I | 488,594 | $28.68M | 1.3% | $19.49 | +116.6% | CL A | 65336K103 |
| — | * VERIFONE HLDGS INC | 970,280 | $27.19M | 1.2% | $24.52 | — | COM | 92342Y109 |
| BKU | * BANKUNITED INC | 696,303 | $25.11M | 1.1% | $25.31 | +8.1% | COM | 06652K103 |
| — | FIESTA RESTAURANT GROUP INC | 743,160 | $24.97M | 1.1% | $33.60 | — | COM | 31660B101 |
| — | MEDIA GEN INC NEW | 1,531,668 | $24.74M | 1.1% | $16.67 | — | COM | 58441K100 |
| — | TALMER BANCORP INC | 1,352,913 | $24.5M | 1.1% | $15.01 | — | COM | 87482X101 |
| BYD | * BOYD GAMING CORP | 1,231,668 | $24.47M | 1.1% | $10.80 | +66.8% | COM | 103304101 |
| — | * AKORN INC | 636,100 | $23.73M | 1.0% | $34.78 | — | COM | 009728106 |
| — | MEMORIAL RESOURCE DEV CORP | 1,467,735 | $23.7M | 1.0% | $19.15 | — | COM | 58605Q109 |
| — | * KRISPY KREME DOUGHNUTS INC | 1,552,442 | $23.39M | 1.0% | $18.95 | — | COM | 501014104 |
| BLD | TOPBUILD CORP | 758,853 | $23.35M | 1.0% | $30.54 | -1.8% | COM | 89055F103 |
| — | Sagent Pharmaceuticals Inc | 1,399,205 | $22.26M | 1.0% | $22.64 | — | A | 786692103 |
| — | IMPAX LABORATORIES INC | 510,635 | $21.84M | 1.0% | $28.32 | — | COM | 45256B101 |
| — | * NCI BUILDING SYS INC | 1,754,485 | $21.77M | 1.0% | $11.77 | — | COM NEW | 628852204 |
| — | * NUVASIVE INC | 395,034 | $21.38M | 0.9% | $52.87 | — | COM | 670704105 |
| BURL | *BURLINGTON STORES INC | 488,526 | $20.96M | 0.9% | $34.71 | +33.4% | COM | 122017106 |
| — | * DEPOMED INC | 1,105,273 | $20.04M | 0.9% | $20.37 | — | COM | 249908104 |
| — | * MOBILE MINI INC | 636,530 | $19.82M | 0.9% | $39.16 | — | COM | 60740F105 |
| — | * WELLCARE HEALTH PLANS INC | 249,868 | $19.54M | 0.9% | $80.89 | — | COM | 94946T106 |
| PRKS | * SEAWORLD ENTMT INC | 992,221 | $19.54M | 0.9% | $18.48 | +0.5% | COM | 81282V100 |
| RMBS | * RAMBUS INC DEL | 1,658,205 | $19.22M | 0.8% | $12.28 | -6.0% | COM | 750917106 |
| — | * SELECT COMFORT CORP | 889,472 | $19.04M | 0.8% | $25.00 | — | COM | 81616X103 |
| TPC | * TUTOR PERINI CORP | 1,123,570 | $18.81M | 0.8% | $18.42 | -7.6% | COM | 901109108 |
| — | * SINCLAIR BROADCAST GROUP I | 570,825 | $18.57M | 0.8% | $29.13 | — | CL A | 829226109 |
| GTN | GRAY TELEVISION INC | 1,130,037 | $18.42M | 0.8% | $9.43 | +66.0% | COM | 389375106 |
| — | BELMOND LTD | 1,906,156 | $18.11M | 0.8% | $11.50 | — | COM | G1154H107 |
| — | * FELCOR LODGING TR INC | 2,400,606 | $17.52M | 0.8% | $6.58 | — | COM | 31430F101 |
| — | FCB FINL HLDGS INC | 484,999 | $17.36M | 0.8% | $32.26 | — | CL A | 30255G103 |
| — | CAPITAL BK FINL CORP | 538,474 | $17.22M | 0.8% | $20.76 | — | CL A CO | 139794101 |
| FICO | * FAIR ISAAC CORP | 182,276 | $17.17M | 0.8% | $83.23 | +9.1% | COM | 303250104 |
| — | * ELLIE MAE INC | 282,721 | $17.03M | 0.8% | $60.23 | — | COM | 28849P100 |
| BZH | BEAZER HOMES USA INC | 1,456,619 | $16.74M | 0.7% | $17.48 | -21.7% | COM NEW | 07556Q881 |
| — | * PINNACLE ENTMT INC | 534,496 | $16.63M | 0.7% | $22.19 | — | COM | 723456109 |
| — | * CAVIUM INC | 252,644 | $16.6M | 0.7% | $39.91 | — | COM | 14964U108 |
| — | PROS HOLDINGS INC | 700,002 | $16.13M | 0.7% | $25.56 | — | COM | 74346Y103 |
| ICLR | ICON PLC | 206,620 | $16.05M | 0.7% | $39.72 | +79.8% | SHS | G4705A100 |
| — | * SWIFT TRANSN CO | 1,148,675 | $15.88M | 0.7% | $18.20 | — | CL A | 87074U101 |
| — | * BEACON ROOFING SUPPLY INC | 383,251 | $15.78M | 0.7% | $31.40 | — | COM | 073685109 |
| — | * PINNACLE FINL PARTNERS INC | 303,876 | $15.61M | 0.7% | $50.14 | — | COM | 72346Q104 |
| WT | * WISDOMTREE INVTS INC | 991,998 | $15.55M | 0.7% | $12.23 | +50.0% | COM | 97717P104 |
| WAL | * WESTERN ALLIANCE BANCORP | 428,878 | $15.38M | 0.7% | $13.52 | +131.6% | COM | 957638109 |
| — | DEMANDWARE INC | 284,292 | $15.34M | 0.7% | $52.38 | — | COM | 24802Y105 |
| — | * ACORDA THERAPEUTICS INC | 356,170 | $15.24M | 0.7% | $36.61 | — | COM | 00484M106 |
| — | * HFF INC | 481,376 | $14.96M | 0.7% | $29.12 | — | CL A | 40418F108 |
| TCBI | * TEXAS CAPITAL BANCSHARES I | 297,410 | $14.7M | 0.6% | $54.81 | -0.5% | COM | 88224Q107 |
| ROG | * ROGERS CORP | 275,437 | $14.2M | 0.6% | $52.42 | 0.0% | COM | 775133101 |
| — | * MODEL N INC | 1,267,491 | $14.14M | 0.6% | $11.04 | — | COM | 607525102 |
| LZB | * LA Z BOY INC | 568,983 | $13.89M | 0.6% | $26.09 | +2.8% | COM | 505336107 |
| TYL | * TYLER TECHNOLOGIES INC | 78,772 | $13.73M | 0.6% | $86.23 | +100.4% | COM | 902252105 |
| GOGO | * GOGO INC | 767,313 | $13.66M | 0.6% | $17.39 | -2.2% | COM | 38046C109 |
| — | * U S SILICA HLDGS INC | 724,531 | $13.57M | 0.6% | $28.42 | — | COM | 90346E103 |
| IWM | ISHARES TR | 118,339 | $13.33M | 0.6% | $112.04 | — | RUSSELL | 464287655 |
| LNWO | * SCIENTIFIC GAMES CORP | 1,475,887 | $13.24M | 0.6% | $14.36 | -32.9% | CL A | 80874P109 |
| — | OM ASSET MGMT PLC | 858,675 | $13.16M | 0.6% | $16.82 | — | SHS | G67506108 |
| — | KCG HLDGS INC | 1,032,613 | $12.71M | 0.6% | $11.95 | — | CL A | 48244B100 |
| IMAX | * IMAX CORP | 351,609 | $12.5M | 0.6% | $28.98 | +29.4% | COM | 45245E109 |
| — | * POLYONE CORP | 388,835 | $12.35M | 0.5% | $28.74 | — | COM | 73179P106 |
| — | CALLIDUS SOFTWARE INC | 652,114 | $12.11M | 0.5% | $18.57 | — | COM | 13123E500 |
| JACK | * JACK IN THE BOX INC | 155,946 | $11.96M | 0.5% | $75.94 | 0.0% | COM | 466367109 |
| — | * CAMBREX CORP | 251,430 | $11.84M | 0.5% | $17.12 | — | COM | 132011107 |
| — | DEL FRISCOS RESTAURANT GROUP | 698,820 | $11.2M | 0.5% | $19.55 | — | COM | 245077102 |
| EGHT | 8X8 INC NEW | 967,821 | $11.08M | 0.5% | $8.27 | +28.9% | COM | 282914100 |
| RHP | RYMAN HOSPITALITY PPTYS INC | 213,215 | $11.01M | 0.5% | $47.50 | — | COM | 78377T107 |
| — | * SUPERIOR ENERGY SVCS INC | 756,765 | $10.19M | 0.4% | $23.31 | — | COM | 868157108 |
| — | RICE ENERGY INC | 931,485 | $10.15M | 0.4% | $26.46 | — | COM | 762760106 |
| IWR | ISHARES TR | 62,666 | $10.04M | 0.4% | $159.97 | — | RUSSELL | 464287499 |
| — | CHUYS HLDGS INC | 312,426 | $9.791M | 0.4% | $21.83 | — | COM | 171604101 |
| HNI | * HNI CORP | 269,674 | $9.724M | 0.4% | $50.96 | -16.9% | COM | 404251100 |
| — | * PACWEST BANCORP DEL | 218,623 | $9.423M | 0.4% | $43.17 | — | COM | 695263103 |
| — | HD SUPPLY HLDGS INC | 300,499 | $9.024M | 0.4% | $31.15 | — | COM | 40416M105 |
| — | COBIZ FINANCIAL INC | 669,103 | $8.979M | 0.4% | $11.85 | — | COM | 190897108 |
| TRU | TRANSUNION | 322,169 | $8.882M | 0.4% | $24.05 | +3.2% | COM | 89400J107 |
| KALU | * KAISER ALUMINUM CORP | 104,547 | $8.746M | 0.4% | $46.07 | +30.8% | COM PAR | 483007704 |
| — | * PDC ENERGY INC | 162,485 | $8.673M | 0.4% | $56.26 | — | COM | 69327R101 |
| — | INCONTACT INC | 906,131 | $8.644M | 0.4% | $9.54 | — | COM | 45336E109 |
| GDDY | GODADDY INC | 269,150 | $8.629M | 0.4% | $29.02 | +4.8% | COM | 380237107 |
| — | * MEDIVATION INC | 177,801 | $8.595M | 0.4% | $52.11 | — | COM | 58501N101 |
| CSL | * CARLISLE COS INC | 95,838 | $8.5M | 0.4% | $62.16 | +25.1% | COM | 142339100 |
| — | TEAM HEALTH HOLDINGS INC | 187,736 | $8.24M | 0.4% | $46.03 | — | COM | 87817A107 |
| HFWA | HERITAGE FINL CORP WASH | 436,269 | $8.219M | 0.4% | $17.01 | +11.1% | COM | 42722X106 |
| — | PARK STERLING CORP | 1,106,968 | $8.103M | 0.4% | $6.32 | — | COM | 70086Y105 |
| — | OPUS BK IRVINE CALIF | 218,561 | $8.08M | 0.4% | $36.97 | — | COM | 684000102 |
| BC | * BRUNSWICK CORP | 158,421 | $8.002M | 0.4% | $40.43 | +7.2% | COM | 117043109 |
| — | * LIONS GATE ENTMNT CORP | 245,098 | $7.939M | 0.4% | $29.42 | — | COM NEW | 535919203 |
| OSK | * OSHKOSH CORP | 201,189 | $7.854M | 0.3% | $42.48 | -18.3% | COM | 688239201 |
| — | CALATLANTIC GROUP INC | 201,425 | $7.638M | 0.3% | $37.92 | — | COM | 128195104 |
| — | * CARRIZO OIL & CO INC | 257,921 | $7.629M | 0.3% | $30.15 | — | COM | 144577103 |
| — | RENTRAK CORP | 160,332 | $7.621M | 0.3% | $57.62 | — | COM | 760174102 |
| — | BMC STK HLDGS INC | 454,094 | $7.606M | 0.3% | $16.75 | — | COM | 05591B109 |
| — | BNC BANCORP | 299,413 | $7.599M | 0.3% | $22.29 | — | COM | 05566T101 |
| — | SERVICESOURCE INTL LLC | 8,700,000 | $7.39M | 0.3% | $0.76 | — | NOTE | 81763UAB6 |
| PAG | * PENSKE AUTOMOTIVE GRP INC | 173,513 | $7.347M | 0.3% | $33.82 | +39.2% | COM | 70959W103 |
| — | MATCH GROUP INC | 536,853 | $7.274M | 0.3% | $13.55 | — | COM | 57665R106 |
| MBUU | MALIBU BOATS INC | 443,720 | $7.264M | 0.3% | $20.72 | -27.3% | COM CL | 56117J100 |
| — | RAMBUS INC DEL | 6,226,000 | $7.187M | 0.3% | $1.20 | — | NOTE | 750917AE6 |
| — | * BONANZA CREEK ENERGY INC | 1,359,679 | $7.166M | 0.3% | $6.40 | — | COM | 097793103 |
| OXM | * OXFORD INDS INC | 107,834 | $6.882M | 0.3% | $63.26 | +8.9% | COM | 691497309 |
| — | STONEGATE BK FT LAUDERDALE F | 209,054 | $6.87M | 0.3% | $29.79 | — | COM | 861811107 |
| — | PGT INC | 602,062 | $6.857M | 0.3% | $12.55 | — | COM | 69336V101 |
| — | ACORDA THERAPEUTICS INC | 5,885,000 | $6.768M | 0.3% | $1.04 | — | NOTE | 00484MAA4 |
| JLL | * JONES LANG LASALLE INC | 41,994 | $6.713M | 0.3% | $90.65 | +70.5% | COM | 48020Q107 |
| — | * FINISH LINE INC | 371,084 | $6.709M | 0.3% | $19.30 | — | CL A | 317923100 |
| — | SHORETEL INC | 749,653 | $6.634M | 0.3% | $5.80 | — | COM | 825211105 |
| — | STATE BK FINL CORP | 314,661 | $6.617M | 0.3% | $18.89 | — | COM | 856190103 |
| — | * GULFPORT ENERGY CORP | 267,333 | $6.568M | 0.3% | $46.65 | — | COM NEW | 402635304 |
| — | SUNPOWER CORP | 7,493,000 | $6.51M | 0.3% | $0.95 | — | NOTE | 867652AJ8 |
| — | BERRY PLASTICS GROUP INC | 176,196 | $6.375M | 0.3% | $31.97 | — | COM | 08579W103 |
| HZO | * MARINEMAX INC | 345,897 | $6.371M | 0.3% | $22.24 | -25.2% | COM | 567908108 |
| — | * FIRSTMERIT CORP | 339,077 | $6.324M | 0.3% | $20.28 | — | COM | 337915102 |
| — | BIODELIVERY SCIENCES INTL IN | 1,314,623 | $6.297M | 0.3% | $9.60 | — | COM | 09060J106 |
| — | SANDISK CORP | 3,986,000 | $6.251M | 0.3% | $1.24 | — | NOTE | 80004CAD3 |
| — | * ISTAR FINL INC | 531,233 | $6.231M | 0.3% | $12.77 | — | COM | 45031U101 |
| — | CEPHEID | 6,979,000 | $6.207M | 0.3% | $0.89 | — | DBCV | 15670RAC1 |
| BCC | * BOISE CASCADE CO DEL | 242,756 | $6.198M | 0.3% | $20.49 | -6.5% | COM | 09739D100 |
| AOS | * SMITH A O | 79,350 | $6.079M | 0.3% | $15.38 | +107.8% | COM | 831865209 |
| — | FINISAR CORP | 6,539,000 | $6.073M | 0.3% | $0.96 | — | NOTE | 31787AAM3 |
| — | CARMIKE CINEMAS INC | 263,478 | $6.044M | 0.3% | $27.76 | — | COM | 143436400 |
| — | REALOGY HLDGS CORP | 163,538 | $5.997M | 0.3% | $46.28 | — | COM | 75605Y106 |
| — | BRIDGE BANCORP INC | 195,350 | $5.945M | 0.3% | $25.98 | — | COM | 108035106 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 6,983,000 | $5.901M | 0.3% | $0.85 | — | NOTE | 73640QAB1 |
| MRTN | * MARTEN TRANS LTD | 333,092 | $5.896M | 0.3% | $6.43 | -12.1% | COM | 573075108 |
| — | STANDARD PAC CORP NEW | 5,238,000 | $5.814M | 0.3% | $1.28 | — | NOTE | 85375CBC4 |
| PRI | * PRIMERICA INC | 121,193 | $5.724M | 0.3% | $46.39 | +5.4% | COM | 74164M108 |
| — | MEDIDATA SOLUTIONS INC | 5,098,000 | $5.56M | 0.2% | $1.08 | — | NOTE | 58471AAB1 |
| — | SANCHEZ ENERGY CORP | 1,283,806 | $5.533M | 0.2% | $11.09 | — | COM | 79970Y105 |
| — | WINTHROP RLTY TR | 418,086 | $5.423M | 0.2% | $14.70 | — | SH BEN | 976391300 |
| — | * SOUTHWEST BANCORP INC OKLA | 306,268 | $5.354M | 0.2% | $17.21 | — | COM | 844767103 |
| — | TANDEM DIABETES CARE INC | 452,593 | $5.345M | 0.2% | $10.22 | — | COM | 875372104 |
| FTNT | FORTINET INC | 170,734 | $5.322M | 0.2% | $3.89 | +84.4% | COM | 34959E109 |
| FHN | * FIRST HORIZON NATL CORP | 358,736 | $5.209M | 0.2% | $7.41 | +39.8% | COM | 320517105 |
| MOD | * MODINE MFG CO | 573,247 | $5.188M | 0.2% | $9.33 | -6.1% | COM | 607828100 |
| — | * SPIRIT AIRLS INC | 129,710 | $5.169M | 0.2% | $36.35 | — | COM | 848577102 |
| TBHC | KIRKLANDS INC | 353,936 | $5.132M | 0.2% | $18.01 | +5.3% | COM | 497498105 |
| — | * BRIGGS & STRATTON CORP | 295,293 | $5.109M | 0.2% | $20.27 | — | COM | 109043109 |
| — | * MARIN SOFTWARE INC | 1,421,145 | $5.088M | 0.2% | $6.67 | — | COM | 56804T106 |
| — | SUMMIT MATLS INC | 252,437 | $5.059M | 0.2% | $20.04 | — | COM | 86614U100 |
| — | FRANKLIN FINL NETWORK INC | 160,877 | $5.048M | 0.2% | $22.35 | — | COM | 35352P104 |
| LIND | LINDBLAD EXPEDITIONS HLDGS I | 441,343 | $4.903M | 0.2% | $9.87 | +7.0% | COM | 535219109 |
| — | FRONTIER COMMUNICATIONS CORP | 53,360 | $4.887M | 0.2% | $97.98 | — | PFD CON | 35906A207 |
| CYH | * COMMUNITY HEALTH SYS INC N | 183,902 | $4.879M | 0.2% | $41.66 | -38.0% | COM | 203668108 |
| — | *COLUMBIA PPTY TR INC | 206,036 | $4.838M | 0.2% | $24.29 | — | COM NEW | 198287203 |
| — | * CUBIC CORP | 102,339 | $4.836M | 0.2% | $47.25 | — | COM | 229669106 |
| — | GIGOPTIX INC | 1,574,748 | $4.787M | 0.2% | $1.61 | — | COM | 37517Y103 |
| LPLA | LPL FINL HLDGS INC | 111,607 | $4.76M | 0.2% | $43.73 | -2.6% | COM | 50212V100 |
| — | MOLINA HEALTHCARE INC | 2,984,000 | $4.64M | 0.2% | $1.28 | — | NOTE | 60855RAC4 |
| SLM | * SLM CORP | 697,341 | $4.547M | 0.2% | $9.03 | -24.9% | COM | 78442P106 |
| — | AMTRUST FINL SVCS INC | 4,886,000 | $4.516M | 0.2% | $0.92 | — | NOTE | 032359AG6 |
| — | * STEIN MART INC | 668,402 | $4.498M | 0.2% | $11.50 | — | COM | 858375108 |
| CVU | CPI AEROSTRUCTURES INC | 454,365 | $4.421M | 0.2% | $9.79 | -6.4% | COM NEW | 125919308 |
| — | * PIER 1 IMPORTS INC | 861,139 | $4.383M | 0.2% | $12.01 | — | COM | 720279108 |
| — | LA QUINTA HLDGS INC | 307,955 | $4.191M | 0.2% | $20.56 | — | COM | 50420D108 |
| — | MICRON TECHNOLOGY INC | 4,982,000 | $4.141M | 0.2% | $0.85 | — | NOTE | 595112AY9 |
| — | CROWN CASTLE INTL CORP | 38,325 | $4.111M | 0.2% | $102.82 | — | CNV PFD | 22822V200 |
| — | * IAC INTERACTIVECORP | 67,743 | $4.068M | 0.2% | $78.43 | — | COM PAR | 44919P508 |
| — | * FREDS INC | 247,790 | $4.056M | 0.2% | $17.65 | — | CL A | 356108100 |
| CDNS | * CADENCE DESIGN SYSTEM INC | 194,624 | $4.05M | 0.2% | $14.02 | +54.8% | COM | 127387108 |
| GLPI | *GAMING & LEISURE PPTYS INC | 145,503 | $4.045M | 0.2% | $32.64 | — | COM | 36467J108 |
| BLMN | BLOOMIN BRANDS INC | 238,758 | $4.033M | 0.2% | $18.62 | -27.6% | COM | 094235108 |
| — | * FOREST CITY ENTERPRISES IN | 180,829 | $3.966M | 0.2% | $22.55 | — | CL A | 345550107 |
| ACGL | * ARCH CAP GROUP LTD | 56,206 | $3.92M | 0.2% | $16.83 | +38.9% | ORD | G0450A105 |
| XPO | XPO LOGISTICS INC | 142,592 | $3.886M | 0.2% | $11.32 | -12.3% | COM | 983793100 |
| PWR | * QUANTA SVCS INC | 190,416 | $3.856M | 0.2% | $27.00 | -21.8% | COM | 74762E102 |
| — | CONTINENTAL BLDG PRODS INC | 218,337 | $3.812M | 0.2% | $18.60 | — | COM | 211171103 |
| — | * SPECTRANETICS CORP | 252,421 | $3.801M | 0.2% | $11.79 | — | COM | 84760C107 |
| — | TYSON FOODS INC | 61,775 | $3.749M | 0.2% | $60.69 | — | UNIT 99 | 902494301 |
| — | DEPOMED INC | 3,243,000 | $3.689M | 0.2% | $1.06 | — | NOTE | 249908AA2 |
| — | * KNOLL INC | 194,714 | $3.661M | 0.2% | $18.51 | — | COM NEW | 498904200 |
| — | BAZAARVOICE INC | 831,006 | $3.64M | 0.2% | $4.46 | — | COM | 073271108 |
| — | * NATIONAL CINEMEDIA INC | 231,033 | $3.63M | 0.2% | $15.43 | — | COM | 635309107 |
| — | ROADRUNNER TRNSN SVCS HLDG I | 377,498 | $3.56M | 0.2% | $24.80 | — | COM | 76973Q105 |
| DXYN | DIXIE GROUP INC | 670,678 | $3.508M | 0.2% | $9.10 | -25.5% | CL A | 255519100 |
| CGIP | * CELADON GROUP INC | 341,985 | $3.382M | 0.1% | $22.83 | -41.6% | COM | 150838100 |
| VECO | * VEECO INSTRS INC DEL | 158,245 | $3.254M | 0.1% | $24.16 | -16.1% | COM | 922417100 |
| — | FIRST CONN BANCORP INC MD | 185,804 | $3.235M | 0.1% | $16.12 | — | COM | 319850103 |
| — | INVENTURE FOODS INC | 446,919 | $3.173M | 0.1% | $9.78 | — | COM | 461212102 |
| — | * RADISYS CORP | 1,087,485 | $3.012M | 0.1% | $2.81 | — | COM | 750459109 |
| — | GENESEE & WYO INC | 54,321 | $2.916M | 0.1% | $87.43 | — | COM | 371559105 |
| — | FXCM INC | 4,176,000 | $2.902M | 0.1% | $1.04 | — | NOTE | 302693AB2 |
| — | CARDIOVASCULAR SYS INC DEL | 184,125 | $2.784M | 0.1% | $27.11 | — | COM | 141619106 |
| — | CHART INDS INC | 2,991,000 | $2.587M | 0.1% | $0.87 | — | NOTE | 16115QAC4 |
| CNC | * CENTENE CORP DEL | 38,349 | $2.524M | 0.1% | $19.86 | +49.2% | COM | 15135B101 |
| — | * EXAR CORP | 410,601 | $2.517M | 0.1% | $6.13 | — | COM | 300645108 |
| — | REVOLUTION LIGHTING TECHNOLO | 2,976,194 | $2.366M | 0.1% | $1.20 | — | COM | 76155G107 |
| MGM | * MGM MIRAGE | 94,750 | $2.153M | 0.1% | $16.24 | +28.3% | COM | 552953101 |
| — | * WHITING PETE CORP NEW | 223,437 | $2.109M | 0.1% | $39.03 | — | COM | 966387102 |
| — | * U S G CORP | 85,482 | $2.076M | 0.1% | $24.84 | — | COM NEW | 903293405 |
| ALB | * ALBEMARLE CORP | 36,414 | $2.04M | 0.1% | $49.53 | -9.8% | COM | 012653101 |
| MAS | MASCO CORP | 72,005 | $2.038M | 0.1% | $14.92 | +64.2% | COM | 574599106 |
| — | * SBA COMMUNICATIONS CORP | 18,228 | $1.915M | 0.1% | $74.12 | — | COM | 78388J106 |
| TPH | * TRI POINTE HOMES INC | 150,901 | $1.912M | 0.1% | $14.56 | -8.0% | COM | 87265H109 |
| AAL | *AMERICAN AIRLS GROUP INC | 44,366 | $1.879M | 0.1% | $37.50 | +10.3% | COM | 02376R102 |
| — | BG STAFFING INC | 125,000 | $1.874M | 0.1% | $14.99 | — | COM | 05544A109 |
| UFABQ | UNIQUE FABRICATING INC | 151,708 | $1.872M | 0.1% | $12.33 | -1.4% | COM | 90915J103 |
| BFH | * ALLIANCE DATA SYSTEMS CORP | 6,679 | $1.847M | 0.1% | $187.55 | +4.2% | COM | 018581108 |
| OC | * OWENS CORNING NEW | 39,025 | $1.835M | 0.1% | $44.07 | +4.2% | COM | 690742101 |
| — | CASCADE BANCORP | 300,813 | $1.826M | 0.1% | $6.07 | — | COM NEW | 147154207 |
| — | * VANTIV INC | 38,080 | $1.806M | 0.1% | $29.79 | — | CL A | 92210H105 |
| — | MCBC HLDGS INC | 131,355 | $1.8M | 0.1% | $12.96 | — | COM | 55276F107 |
| MHO | * M/I HOMES INC | 78,837 | $1.728M | 0.1% | $21.56 | +6.5% | COM | 55305B101 |
| — | * POWERSECURE INTL INC | 114,704 | $1.726M | 0.1% | $13.02 | — | COM | 73936N105 |
| UHS | * UNIVERSAL HLTH SVCS INC | 14,366 | $1.717M | 0.1% | $74.00 | +58.3% | CL B | 913903100 |
| — | WASHINGTONFIRST BANKSHARES I | 75,582 | $1.711M | 0.1% | $22.64 | — | COM | 940730104 |
| ESS | * ESSEX PPTY TR INC | 7,119 | $1.704M | 0.1% | $156.64 | +5.1% | COM | 297178105 |
| — | CYREN LTD | 994,923 | $1.691M | 0.1% | $1.78 | — | SHS | M26895108 |
| CBRE | * CBRE GROUP INC | 48,647 | $1.682M | 0.1% | $24.42 | +44.3% | CL A | 12504L109 |
| SIG | SIGNET JEWELERS LIMITED | 13,570 | $1.678M | 0.1% | $104.38 | +6.2% | SHS | G81276100 |
| LEN | * LENNAR CORP | 34,195 | $1.672M | 0.1% | $43.34 | +0.0% | CL A | 526057104 |
| — | * HANESBRANDS INC | 56,046 | $1.649M | 0.1% | $32.79 | — | COM | 410345102 |
| — | *FIREEYE INC | 78,880 | $1.636M | 0.1% | $27.43 | — | COM | 31816Q101 |
| TSN | * TYSON FOODS INC | 29,794 | $1.589M | 0.1% | $33.31 | +13.1% | CL A | 902494103 |
| ILMN | * ILLUMINA INC | 8,155 | $1.565M | 0.1% | $76.75 | +110.3% | COM | 452327109 |
| — | MARKETO INC | 54,525 | $1.565M | 0.1% | $28.49 | — | COM | 57063L107 |
| HIG | * HARTFORD FINL SVCS GROUP I | 35,229 | $1.531M | 0.1% | $22.20 | +66.1% | COM | 416515104 |
| — | * CHICOS FAS INC | 142,060 | $1.516M | 0.1% | $16.10 | — | COM | 168615102 |
| — | MIMECAST LTD | 153,488 | $1.473M | 0.1% | $9.60 | — | COM | G14838109 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 1,413 | $1.456M | 0.1% | $1042.42 | — | PFD CON | G0177J116 |
| — | UCP INC | 191,471 | $1.379M | 0.1% | $12.64 | — | CL A | 90265Y106 |
| — | MYLAN N V | 24,675 | $1.334M | 0.1% | $54.43 | — | SHS EUR | N59465109 |
| RLGT | RADIANT LOGISTICS INC | 384,233 | $1.318M | 0.1% | $6.13 | -36.1% | COM | 75025X100 |
| — | * QUINTILES TRANSNATIO HLDGS | 18,443 | $1.266M | 0.1% | $43.56 | — | COM | 74876Y101 |
| — | SHARPSPRING INC | 397,957 | $1.266M | 0.1% | $3.18 | — | COM | 820054104 |
| WERN | * WERNER ENTERPRISES INC | 51,495 | $1.204M | 0.1% | $28.32 | -8.4% | COM | 950755108 |
| — | GREAT WESTN BANCORP INC | 40,597 | $1.178M | 0.1% | $25.36 | — | COM | 391416104 |
| — | ACTIVE POWER INC | 879,052 | $1.143M | 0.1% | $2.51 | — | COM | 00504W308 |
| RDI | READING INTERNATIONAL INC | 87,012 | $1.141M | 0.1% | $12.96 | +12.6% | CL A | 755408101 |
| CCK | * CROWN HOLDINGS INC | 21,450 | $1.088M | 0.0% | $47.24 | +2.4% | COM | 228368106 |
| HUBG | * HUB GROUP INC | 32,580 | $1.074M | 0.0% | $18.60 | +0.2% | CL A | 443320106 |
| — | * SVB FINL GROUP | 8,825 | $1.049M | 0.0% | $118.87 | — | COM | 78486Q101 |
| HXL | * HEXCEL CORP NEW | 22,418 | $1.041M | 0.0% | $49.38 | -6.4% | COM | 428291108 |
| CAL | CALERES INC | 37,194 | $998K | 0.0% | $26.96 | -6.3% | COM | 129500104 |
| — | * SEACHANGE INTL INC | 141,789 | $956K | 0.0% | $6.65 | — | COM | 811699107 |
| WYNN | * WYNN RESORTS LTD | 11,807 | $817K | 0.0% | $98.03 | -40.2% | COM | 983134107 |
| — | A H BELO CORP | 162,654 | $813K | 0.0% | $5.00 | — | COM CL | 001282102 |
| — | CONSOLIDATED TOMOKA LD CO | 15,397 | $812K | 0.0% | $52.74 | — | COM | 210226106 |
| — | * MOSYS INC | 711,477 | $776K | 0.0% | $1.71 | — | COM | 619718109 |
| FANG | DIAMONDBACK ENERGY INC | 11,017 | $737K | 0.0% | $53.65 | +7.2% | COM | 25278X109 |
| — | * FINISAR CORP | 44,142 | $642K | 0.0% | $19.52 | — | COM NEW | 31787A507 |
| — | * CALLON PETE CO DEL | 67,333 | $562K | 0.0% | $7.47 | — | COM | 13123X102 |
| — | SOUTHERN NATL BANCORP OF VA | 42,840 | $559K | 0.0% | $13.05 | — | COM | 843395104 |
| MEI | * METHODE ELECTRS INC | 17,208 | $548K | 0.0% | $22.87 | +20.0% | COM | 591520200 |
| — | ON SEMICONDUCTOR CORP | 490,000 | $546K | 0.0% | $1.14 | — | NOTE | 682189AH8 |
| — | LUMENTUM HLDGS INC | 21,481 | $473K | 0.0% | $16.97 | — | COM | 55024u109 |
| — | LAM RESEARCH CORP | 309,000 | $442K | 0.0% | $1.13 | — | NOTE | 512807AL2 |
| CTRA | * CABOT OIL & GAS CORP | 24,669 | $436K | 0.0% | $21.23 | -31.3% | COM | 127097103 |
| — | * RADIO ONE INC | 216,999 | $373K | 0.0% | $3.50 | — | CL D NO | 75040P405 |
| — | FLUIDIGM CORP DEL | 587,000 | $363K | 0.0% | $0.93 | — | NOTE | 34385PAA6 |
| — | PAYPAL HLDGS INC | 9,250 | $335K | 0.0% | $31.03 | — | COM | 70450y103 |
| — | * GOODRICH PETE CORP | 1,164,500 | $310K | 0.0% | $12.65 | — | COM NEW | 382410405 |
| — | TRIBUNE MEDIA CO | 8,718 | $295K | 0.0% | $33.84 | — | COM | 896047503 |
| — | CIENA CORP | 234,000 | $229K | 0.0% | $0.97 | — | NOTE | 171779AE1 |
| — | * OASIS PETE INC NEW | 26,893 | $198K | 0.0% | $28.46 | — | COM | 674215108 |
| — | SYNERGY RES CORP | 20,523 | $175K | 0.0% | $10.51 | — | COM | 87164P103 |
| — | GOODRICH PETE CORP | 429,000 | $106K | 0.0% | $0.25 | — | NOTE | 382410AP3 |
| — | GASTAR EXPL INC NEW | 64,100 | $84,000 | 0.0% | $4.99 | — | COM | 36729W202 |
| — | JONES ENERGY INC | 11,160 | $43,000 | 0.0% | $9.05 | — | COM CL | 48019R108 |
| — | GOODRICH PETE CORP | 130,000 | $32,000 | 0.0% | $0.37 | — | NOTE | 382410AK4 |