Location: Philadelphia, PA
CIK: 0001158202 · Show all filings
Period: Q1 2016 (← Previous) (Next →)
Filing Date: May 12, 2016
Total Value: $1.756B (97.8% shares, 2.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | * PRIVATEBANCORP INC | 715,481 | $27.62M | 1.6% | $25.70 | — | COM | 742962103 |
| — | FIESTA RESTAURANT GROUP INC | 777,050 | $25.47M | 1.5% | $33.56 | — | COM | 31660B101 |
| — | * KRISPY KREME DOUGHNUTS INC | 1,617,339 | $25.21M | 1.4% | $18.81 | — | COM | 501014104 |
| BKU | * BANKUNITED INC | 710,268 | $24.46M | 1.4% | $25.30 | -2.0% | COM | 06652K103 |
| SSP | * SCRIPPS E W CO OHIO | 1,515,500 | $23.63M | 1.3% | $13.53 | -2.3% | CL A NE | 811054402 |
| PRKS | * SEAWORLD ENTMT INC | 1,121,427 | $23.62M | 1.3% | $18.51 | +1.0% | COM | 81282V100 |
| — | * VERIFONE HLDGS INC | 834,310 | $23.56M | 1.3% | $24.52 | — | COM | 92342Y109 |
| NXST | NEXSTAR BROADCASTING GROUP I | 517,864 | $22.93M | 1.3% | $20.35 | +70.8% | CL A | 65336K103 |
| BLD | TOPBUILD CORP | 760,432 | $22.61M | 1.3% | $30.54 | -11.5% | COM | 89055F103 |
| — | * NCI BUILDING SYS INC | 1,581,639 | $22.46M | 1.3% | $11.77 | — | COM NEW | 628852204 |
| — | * DEPOMED INC | 1,571,980 | $21.9M | 1.2% | $18.46 | — | COM | 249908104 |
| — | * SELECT COMFORT CORP | 1,127,925 | $21.87M | 1.2% | $23.81 | — | COM | 81616X103 |
| BYD | * BOYD GAMING CORP | 1,035,957 | $21.4M | 1.2% | $10.80 | +53.5% | COM | 103304101 |
| GTN | GRAY TELEVISION INC | 1,808,905 | $21.2M | 1.2% | $10.51 | +17.1% | COM | 389375106 |
| — | Sagent Pharmaceuticals Inc | 1,733,987 | $21.1M | 1.2% | $20.62 | — | A | 786692103 |
| — | * MOBILE MINI INC | 633,249 | $20.91M | 1.2% | $39.16 | — | COM | 60740F105 |
| — | * NUVASIVE INC | 414,596 | $20.17M | 1.1% | $52.67 | — | COM | 670704105 |
| — | * PINNACLE ENTMT INC | 570,809 | $20.04M | 1.1% | $23.01 | — | COM | 723456109 |
| ROG | * ROGERS CORP | 333,773 | $19.98M | 1.1% | $52.06 | -3.2% | COM | 775133101 |
| — | * FELCOR LODGING TR INC | 2,442,050 | $19.83M | 1.1% | $6.61 | — | COM | 31430F101 |
| BURL | *BURLINGTON STORES INC | 351,497 | $19.77M | 1.1% | $34.71 | +50.5% | COM | 122017106 |
| — | * ELLIE MAE INC | 209,786 | $19.02M | 1.1% | $60.23 | — | COM | 28849P100 |
| — | * U S SILICA HLDGS INC | 814,445 | $18.5M | 1.1% | $27.79 | — | COM | 90346E103 |
| TPC | * TUTOR PERINI CORP | 1,147,781 | $17.84M | 1.0% | $18.32 | -24.4% | COM | 901109108 |
| — | MEDIA GEN INC NEW | 1,082,883 | $17.66M | 1.0% | $16.67 | — | COM | 58441K100 |
| — | * WELLCARE HEALTH PLANS INC | 189,005 | $17.53M | 1.0% | $80.89 | — | COM | 94946T106 |
| — | INCONTACT INC | 1,966,387 | $17.48M | 1.0% | $9.19 | — | COM | 45336E109 |
| — | * SINCLAIR BROADCAST GROUP I | 565,185 | $17.38M | 1.0% | $29.13 | — | CL A | 829226109 |
| — | * PINNACLE FINL PARTNERS INC | 342,557 | $16.81M | 1.0% | $50.02 | — | COM | 72346Q104 |
| — | MEMORIAL RESOURCE DEV CORP | 1,637,659 | $16.67M | 0.9% | $18.22 | — | COM | 58605Q109 |
| ICLR | ICON PLC | 221,806 | $16.66M | 0.9% | $41.80 | +67.7% | SHS | G4705A100 |
| — | * CAVIUM INC | 270,050 | $16.52M | 0.9% | $41.28 | — | COM | 14964U108 |
| — | CAPITAL BK FINL CORP | 527,811 | $16.28M | 0.9% | $20.76 | — | CL A CO | 139794101 |
| — | * MODEL N INC | 1,498,244 | $16.14M | 0.9% | $11.00 | — | COM | 607525102 |
| — | IMPAX LABORATORIES INC | 503,896 | $16.14M | 0.9% | $28.32 | — | COM | 45256B101 |
| — | FCB FINL HLDGS INC | 484,618 | $16.12M | 0.9% | $32.26 | — | CL A | 30255G103 |
| — | BELMOND LTD | 1,686,054 | $16M | 0.9% | $11.50 | — | COM | G1154H107 |
| LITE | LUMENTUM HLDGS INC | 571,018 | $15.4M | 0.9% | $23.10 | 0.0% | COM | 55024U109 |
| — | * SWIFT TRANSN CO | 821,747 | $15.31M | 0.9% | $18.20 | — | CL A | 87074U101 |
| EGHT | 8X8 INC NEW | 1,520,172 | $15.29M | 0.9% | $9.25 | +18.6% | COM | 282914100 |
| — | * BEACON ROOFING SUPPLY INC | 364,922 | $14.96M | 0.9% | $31.40 | — | COM | 073685109 |
| — | SUMMIT MATLS INC | 754,756 | $14.68M | 0.8% | $19.65 | — | COM | 86614U100 |
| — | * AKORN INC | 609,689 | $14.35M | 0.8% | $34.78 | — | COM | 009728106 |
| WAL | * WESTERN ALLIANCE BANCORP | 419,961 | $14.02M | 0.8% | $13.52 | +100.8% | COM | 957638109 |
| — | RICE ENERGY INC | 996,557 | $13.91M | 0.8% | $25.64 | — | COM | 762760106 |
| RMBS | * RAMBUS INC DEL | 1,011,588 | $13.91M | 0.8% | $12.28 | +1.0% | COM | 750917106 |
| — | ENVISION HEALTHCARE HLDGS IN | 660,509 | $13.47M | 0.8% | $20.40 | — | COM | 29413U103 |
| LNWO | * SCIENTIFIC GAMES CORP | 1,423,740 | $13.43M | 0.8% | $14.36 | -48.0% | CL A | 80874P109 |
| JACK | * JACK IN THE BOX INC | 206,121 | $13.16M | 0.7% | $74.57 | -5.7% | COM | 466367109 |
| — | * CAMBREX CORP | 291,011 | $12.8M | 0.7% | $20.77 | — | COM | 132011107 |
| LZB | * LA Z BOY INC | 453,638 | $12.13M | 0.7% | $26.09 | -10.3% | COM | 505336107 |
| — | * SUPERIOR ENERGY SVCS INC | 901,402 | $12.07M | 0.7% | $21.72 | — | COM | 868157108 |
| FICO | * FAIR ISAAC CORP | 113,615 | $12.05M | 0.7% | $83.23 | +14.0% | COM | 303250104 |
| — | * POLYONE CORP | 382,233 | $11.56M | 0.7% | $28.74 | — | COM | 73179P106 |
| IMAX | * IMAX CORP | 371,619 | $11.55M | 0.7% | $29.07 | +5.3% | COM | 45245E109 |
| — | OM ASSET MGMT PLC | 844,866 | $11.28M | 0.6% | $16.82 | — | SHS | G67506108 |
| — | DEL FRISCOS RESTAURANT GROUP | 669,530 | $11.1M | 0.6% | $19.55 | — | COM | 245077102 |
| — | * CARRIZO OIL & CO INC | 351,585 | $10.87M | 0.6% | $30.36 | — | COM | 144577103 |
| — | KCG HLDGS INC | 902,070 | $10.78M | 0.6% | $11.95 | — | CL A | 48244B100 |
| — | CALLIDUS SOFTWARE INC | 638,611 | $10.65M | 0.6% | $18.57 | — | COM | 13123E500 |
| — | OPUS BK IRVINE CALIF | 307,424 | $10.45M | 0.6% | $36.11 | — | COM | 684000102 |
| — | * TESSERA TECHNOLOGIES INC | 328,211 | $10.18M | 0.6% | $31.00 | — | COM | 88164L100 |
| — | * HFF INC | 359,963 | $9.91M | 0.6% | $29.12 | — | CL A | 40418F108 |
| — | BNC BANCORP | 468,339 | $9.891M | 0.6% | $21.87 | — | COM | 05566T101 |
| TYL | * TYLER TECHNOLOGIES INC | 76,076 | $9.784M | 0.6% | $86.23 | +61.2% | COM | 902252105 |
| — | HD SUPPLY HLDGS INC | 291,658 | $9.645M | 0.5% | $31.15 | — | COM | 40416M105 |
| TRU | TRANSUNION | 344,663 | $9.516M | 0.5% | $24.08 | +1.6% | COM | 89400J107 |
| — | SHORETEL INC | 1,271,403 | $9.459M | 0.5% | $6.47 | — | COM | 825211105 |
| — | * PACWEST BANCORP DEL | 253,461 | $9.416M | 0.5% | $42.34 | — | COM | 695263103 |
| — | * GULFPORT ENERGY CORP | 330,505 | $9.367M | 0.5% | $43.15 | — | COM NEW | 402635304 |
| — | * PDC ENERGY INC | 156,910 | $9.328M | 0.5% | $56.26 | — | COM | 69327R101 |
| HNI | * HNI CORP | 236,589 | $9.267M | 0.5% | $50.96 | -33.2% | COM | 404251100 |
| — | * ACORDA THERAPEUTICS INC | 347,157 | $9.182M | 0.5% | $36.61 | — | COM | 00484M106 |
| TCBI | * TEXAS CAPITAL BANCSHARES I | 235,144 | $9.025M | 0.5% | $54.81 | -32.5% | COM | 88224Q107 |
| — | BMC STK HLDGS INC | 541,871 | $9.006M | 0.5% | $16.73 | — | COM | 05591B109 |
| — | COBIZ FINANCIAL INC | 761,793 | $9.004M | 0.5% | $11.85 | — | COM | 190897108 |
| CSL | * CARLISLE COS INC | 90,203 | $8.975M | 0.5% | $62.16 | +25.2% | COM | 142339100 |
| — | * CUBIC CORP | 223,890 | $8.947M | 0.5% | $43.30 | — | COM | 229669106 |
| WT | * WISDOMTREE INVTS INC | 759,412 | $8.68M | 0.5% | $12.23 | -1.9% | COM | 97717P104 |
| OSK | * OSHKOSH CORP | 207,399 | $8.476M | 0.5% | $42.11 | -28.0% | COM | 688239201 |
| GDDY | GODADDY INC | 253,383 | $8.192M | 0.5% | $29.02 | +3.6% | COM | 380237107 |
| NICE | * NICE SYS LTD | 125,195 | $8.111M | 0.5% | $64.79 | — | SPONSOR | 653656108 |
| GOGO | * GOGO INC | 726,243 | $7.996M | 0.5% | $17.39 | -27.2% | COM | 38046C109 |
| — | * MEDIVATION INC | 171,956 | $7.907M | 0.5% | $52.11 | — | COM | 58501N101 |
| — | PGT INC | 796,810 | $7.841M | 0.4% | $11.89 | — | COM | 69336V101 |
| — | BOJANGLES INC | 450,541 | $7.664M | 0.4% | $17.01 | — | COM | 097488100 |
| HFWA | HERITAGE FINL CORP WASH | 427,500 | $7.511M | 0.4% | $17.01 | +3.6% | COM | 42722X106 |
| RHP | RYMAN HOSPITALITY PPTYS INC | 143,794 | $7.403M | 0.4% | $47.50 | — | COM | 78377T107 |
| — | * INTERXION HOLDING N.V | 213,591 | $7.386M | 0.4% | $34.58 | — | SHS | N47279109 |
| — | MATCH GROUP INC | 667,217 | $7.379M | 0.4% | $13.06 | — | COM | 57665R106 |
| MEI | * METHODE ELECTRS INC | 251,278 | $7.347M | 0.4% | $22.25 | -0.2% | COM | 591520200 |
| — | SANCHEZ ENERGY CORP | 1,335,070 | $7.33M | 0.4% | $10.87 | — | COM | 79970Y105 |
| BC | * BRUNSWICK CORP | 150,898 | $7.24M | 0.4% | $40.43 | -9.8% | COM | 117043109 |
| — | PARK STERLING CORP | 1,084,698 | $7.235M | 0.4% | $6.32 | — | COM | 70086Y105 |
| MBUU | MALIBU BOATS INC | 436,045 | $7.151M | 0.4% | $20.72 | -29.5% | COM CL | 56117J100 |
| MRTN | * MARTEN TRANS LTD | 381,082 | $7.134M | 0.4% | $6.33 | -10.3% | COM | 573075108 |
| — | REALOGY HLDGS CORP | 191,196 | $6.904M | 0.4% | $44.81 | — | COM | 75605Y106 |
| PAG | * PENSKE AUTOMOTIVE GRP INC | 180,288 | $6.833M | 0.4% | $33.89 | +5.1% | COM | 70959W103 |
| HZO | * MARINEMAX INC | 339,009 | $6.601M | 0.4% | $22.24 | -22.8% | COM | 567908108 |
| — | STONEGATE BK FT LAUDERDALE F | 216,356 | $6.482M | 0.4% | $29.80 | — | COM | 861811107 |
| — | CALATLANTIC GROUP INC | 192,948 | $6.448M | 0.4% | $37.92 | — | COM | 128195104 |
| — | * KNOLL INC | 297,300 | $6.437M | 0.4% | $19.59 | — | COM NEW | 498904200 |
| AMG | * AFFILIATED MANAGERS GROUP | 38,398 | $6.236M | 0.4% | $135.06 | 0.0% | COM | 008252108 |
| BCC | * BOISE CASCADE CO DEL | 295,840 | $6.13M | 0.3% | $19.08 | -33.7% | COM | 09739D100 |
| — | STATE BK FINL CORP | 308,419 | $6.094M | 0.3% | $18.89 | — | COM | 856190103 |
| TBHC | KIRKLANDS INC | 346,808 | $6.073M | 0.3% | $18.01 | -22.4% | COM | 497498105 |
| — | BERRY PLASTICS GROUP INC | 164,876 | $5.96M | 0.3% | $31.97 | — | COM | 08579W103 |
| — | * PIER 1 IMPORTS INC | 848,409 | $5.947M | 0.3% | $12.01 | — | COM | 720279108 |
| ACGL | * ARCH CAP GROUP LTD | 82,362 | $5.856M | 0.3% | $18.37 | +17.9% | ORD | G0450A105 |
| BZH | BEAZER HOMES USA INC | 660,668 | $5.761M | 0.3% | $17.48 | -52.4% | COM NEW | 07556Q881 |
| — | * SPIRIT AIRLS INC | 118,043 | $5.664M | 0.3% | $36.35 | — | COM | 848577102 |
| — | * LIONS GATE ENTMNT CORP | 258,259 | $5.643M | 0.3% | $29.03 | — | COM NEW | 535919203 |
| AOS | * SMITH A O | 73,340 | $5.597M | 0.3% | $15.38 | +93.2% | COM | 831865209 |
| — | CONTINENTAL BLDG PRODS INC | 300,151 | $5.571M | 0.3% | $18.59 | — | COM | 211171103 |
| OXM | * OXFORD INDS INC | 82,648 | $5.556M | 0.3% | $63.26 | +7.6% | COM | 691497309 |
| — | * COMSCORE INC | 183,190 | $5.503M | 0.3% | $30.04 | — | COM | 20564W105 |
| — | BRIDGE BANCORP INC | 180,190 | $5.49M | 0.3% | $25.98 | — | COM | 108035106 |
| MOD | * MODINE MFG CO | 491,570 | $5.412M | 0.3% | $9.33 | -9.0% | COM | 607828100 |
| — | * STEIN MART INC | 701,030 | $5.139M | 0.3% | $11.31 | — | COM | 858375108 |
| — | * ISTAR FINL INC | 523,886 | $5.061M | 0.3% | $12.77 | — | COM | 45031U101 |
| — | MARKETO INC | 257,958 | $5.048M | 0.3% | $21.46 | — | COM | 57063L107 |
| GLPI | *GAMING & LEISURE PPTYS INC | 162,872 | $5.036M | 0.3% | $32.46 | — | COM | 36467J108 |
| SLM | * SLM CORP | 774,325 | $4.925M | 0.3% | $8.73 | -30.8% | COM | 78442P106 |
| FTNT | FORTINET INC | 158,722 | $4.862M | 0.3% | $3.89 | +41.8% | COM | 34959E109 |
| CGIP | * CELADON GROUP INC | 462,725 | $4.849M | 0.3% | $19.20 | -53.6% | COM | 150838100 |
| — | WINTHROP RLTY TR | 361,388 | $4.745M | 0.3% | $14.70 | — | SH BEN | 976391300 |
| JLL | * JONES LANG LASALLE INC | 38,516 | $4.519M | 0.3% | $90.65 | +30.6% | COM | 48020Q107 |
| — | * SOUTHWEST BANCORP INC OKLA | 298,525 | $4.493M | 0.3% | $17.21 | — | COM | 844767103 |
| — | LA QUINTA HLDGS INC | 357,431 | $4.468M | 0.3% | $19.44 | — | COM | 50420D108 |
| — | * CONCHO RES INC | 43,957 | $4.441M | 0.3% | $101.03 | — | COM | 20605P101 |
| — | FOREST CITY RLTY TR INC | 210,324 | $4.436M | 0.3% | $21.09 | — | COM | 345605109 |
| — | * MARIN SOFTWARE INC | 1,445,541 | $4.366M | 0.2% | $6.60 | — | COM | 56804T106 |
| — | *COLUMBIA PPTY TR INC | 197,120 | $4.335M | 0.2% | $24.29 | — | COM NEW | 198287203 |
| XPO | XPO LOGISTICS INC | 139,480 | $4.282M | 0.2% | $11.32 | -23.0% | COM | 983793100 |
| PRI | * PRIMERICA INC | 95,803 | $4.266M | 0.2% | $46.39 | -6.9% | COM | 74164M108 |
| — | FRANKLIN FINL NETWORK INC | 156,636 | $4.229M | 0.2% | $22.35 | — | COM | 35352P104 |
| — | * SEACHANGE INTL INC | 765,249 | $4.224M | 0.2% | $5.73 | — | COM | 811699107 |
| — | * RADISYS CORP | 1,065,686 | $4.209M | 0.2% | $2.81 | — | COM | 750459109 |
| LIND | LINDBLAD EXPEDITIONS HLDGS I | 402,616 | $4.002M | 0.2% | $9.87 | +2.2% | COM | 535219109 |
| — | GENESEE & WYO INC | 62,105 | $3.894M | 0.2% | $84.33 | — | COM | 371559105 |
| — | TANDEM DIABETES CARE INC | 443,577 | $3.864M | 0.2% | $10.22 | — | COM | 875372104 |
| — | * FREDS INC | 242,861 | $3.621M | 0.2% | $17.65 | — | CL A | 356108100 |
| — | * SPECTRANETICS CORP | 247,355 | $3.592M | 0.2% | $11.79 | — | COM | 84760C107 |
| FHN | * FIRST HORIZON NATL CORP | 265,419 | $3.477M | 0.2% | $7.41 | +23.5% | COM | 320517105 |
| CVU | CPI AEROSTRUCTURES INC | 447,615 | $3.281M | 0.2% | $9.79 | -14.8% | COM NEW | 125919308 |
| — | TALMER BANCORP INC | 178,121 | $3.222M | 0.2% | $15.01 | — | COM | 87482X101 |
| MRCY | * MERCURY COMPUTER SYS | 154,077 | $3.128M | 0.2% | $17.48 | 0.0% | COM | 589378108 |
| VECO | * VEECO INSTRS INC DEL | 155,820 | $3.035M | 0.2% | $24.16 | -24.0% | COM | 922417100 |
| — | BAZAARVOICE INC | 939,207 | $2.959M | 0.2% | $4.31 | — | COM | 073271108 |
| — | FIRST CONN BANCORP INC MD | 182,089 | $2.906M | 0.2% | $16.12 | — | COM | 319850103 |
| — | RAMBUS INC DEL | 2,271,000 | $2.859M | 0.2% | $1.20 | — | NOTE | 750917AE6 |
| — | WRIGHT MED GROUP INC | 3,194,000 | $2.853M | 0.2% | $0.89 | — | NOTE | 98235TAE7 |
| — | CEPHEID | 3,194,000 | $2.845M | 0.2% | $0.89 | — | DBCV | 15670RAC1 |
| DXYN | DIXIE GROUP INC | 657,320 | $2.767M | 0.2% | $9.10 | -51.6% | CL A | 255519100 |
| — | * BONANZA CREEK ENERGY INC | 1,697,703 | $2.699M | 0.2% | $5.44 | — | COM | 097793103 |
| — | STANDARD PAC CORP NEW | 2,534,000 | $2.669M | 0.2% | $1.28 | — | NOTE | 85375CBC4 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 3,228,000 | $2.572M | 0.1% | $0.85 | — | NOTE | 73640QAB1 |
| — | ACORDA THERAPEUTICS INC | 2,880,000 | $2.554M | 0.1% | $1.04 | — | NOTE | 00484MAA4 |
| — | FXCM INC | 4,176,000 | $2.506M | 0.1% | $1.04 | — | NOTE | 302693AB2 |
| — | INVENTURE FOODS INC | 438,041 | $2.475M | 0.1% | $9.78 | — | COM | 461212102 |
| MGM | * MGM MIRAGE | 114,842 | $2.462M | 0.1% | $16.66 | +12.0% | COM | 552953101 |
| — | SUNPOWER CORP | 3,087,000 | $2.392M | 0.1% | $0.95 | — | NOTE | 867652AJ8 |
| — | REVOLUTION LIGHTING TECHNOLO | 452,346 | $2.379M | 0.1% | $5.26 | — | COM | 76155G206 |
| — | * U S G CORP | 94,737 | $2.35M | 0.1% | $24.84 | — | COM NEW | 903293405 |
| — | * EXAR CORP | 402,350 | $2.314M | 0.1% | $6.13 | — | COM | 300645108 |
| — | MOLINA HEALTHCARE INC | 1,381,000 | $2.272M | 0.1% | $1.28 | — | NOTE | 60855RAC4 |
| — | MEDIDATA SOLUTIONS INC | 2,194,000 | $2.226M | 0.1% | $1.08 | — | NOTE | 58471AAB1 |
| — | PACIFIC PREMIER BANCORP | 100,526 | $2.148M | 0.1% | $21.37 | — | COM | 69478X105 |
| — | DEPOMED INC | 2,239,000 | $2.092M | 0.1% | $1.06 | — | NOTE | 249908AA2 |
| ALB | * ALBEMARLE CORP | 32,182 | $2.057M | 0.1% | $49.53 | -3.3% | COM | 012653101 |
| — | CROWN CASTLE INTL CORP | 19,165 | $2.054M | 0.1% | $102.82 | — | CNV PFD | 22822V200 |
| ESS | * ESSEX PPTY TR INC | 8,753 | $2.047M | 0.1% | $156.93 | +0.8% | COM | 297178105 |
| — | *FIREEYE INC | 113,753 | $2.046M | 0.1% | $24.54 | — | COM | 31816Q101 |
| MAS | MASCO CORP | 64,795 | $2.038M | 0.1% | $14.92 | +59.4% | COM | 574599106 |
| — | FRONTIER COMMUNICATIONS CORP | 18,900 | $1.973M | 0.1% | $97.98 | — | PFD CON | 35906A207 |
| — | * SBA COMMUNICATIONS CORP | 19,673 | $1.971M | 0.1% | $76.04 | — | COM | 78388J106 |
| — | * VANTIV INC | 36,316 | $1.957M | 0.1% | $29.79 | — | CL A | 92210H105 |
| LEN | * LENNAR CORP | 40,265 | $1.947M | 0.1% | $42.44 | -12.0% | CL A | 526057104 |
| — | * CHICOS FAS INC | 142,060 | $1.885M | 0.1% | $16.10 | — | COM | 168615102 |
| — | AMTRUST FINL SVCS INC | 2,386,000 | $1.87M | 0.1% | $0.92 | — | NOTE | 032359AG6 |
| UFABQ | UNIQUE FABRICATING INC | 149,870 | $1.851M | 0.1% | $12.33 | -9.9% | COM | 90915J103 |
| CNC | * CENTENE CORP DEL | 29,867 | $1.839M | 0.1% | $19.86 | +50.3% | COM | 15135B101 |
| — | MCBC HLDGS INC | 128,731 | $1.813M | 0.1% | $12.96 | — | COM | 55276F107 |
| — | LINKEDIN CORP | 1,997,000 | $1.809M | 0.1% | $0.91 | — | NOTE | 53578AAB4 |
| — | * QUICKLOGIC CORP | 1,704,199 | $1.806M | 0.1% | $1.06 | — | COM | 74837P108 |
| — | * HANESBRANDS INC | 63,503 | $1.8M | 0.1% | $32.27 | — | COM | 410345102 |
| TPH | * TRI POINTE HOMES INC | 150,901 | $1.778M | 0.1% | $14.56 | -27.5% | COM | 87265H109 |
| — | CASCADE BANCORP | 304,546 | $1.739M | 0.1% | $6.07 | — | COM NEW | 147154207 |
| OC | * OWENS CORNING NEW | 36,682 | $1.734M | 0.1% | $44.07 | +0.8% | COM | 690742101 |
| TNC | * TENNANT CO | 33,528 | $1.726M | 0.1% | $45.52 | 0.0% | COM | 880345103 |
| AAL | *AMERICAN AIRLS GROUP INC | 41,197 | $1.689M | 0.1% | $37.50 | +2.7% | COM | 02376R102 |
| — | FINISAR CORP | 1,714,000 | $1.671M | 0.1% | $0.96 | — | NOTE | 31787AAM3 |
| UHS | * UNIVERSAL HLTH SVCS INC | 13,360 | $1.666M | 0.1% | $74.00 | +45.7% | CL B | 913903100 |
| — | CYREN LTD | 974,973 | $1.648M | 0.1% | $1.78 | — | SHS | M26895108 |
| — | MICRON TECHNOLOGY INC | 2,378,000 | $1.62M | 0.1% | $0.85 | — | NOTE | 595112AY9 |
| BAX | * BAXTER INTL INC | 39,438 | $1.62M | 0.1% | $32.47 | 0.0% | COM | 071813109 |
| — | BG STAFFING INC | 122,743 | $1.62M | 0.1% | $14.99 | — | COM | 05544A109 |
| — | WASHINGTONFIRST BANKSHARES I | 74,079 | $1.619M | 0.1% | $22.64 | — | COM | 940730104 |
| AAP | * ADVANCE AUTO PARTS INC | 10,027 | $1.608M | 0.1% | $131.68 | 0.0% | COM | 00751Y106 |
| JBHT | * HUNT J B TRANS SVCS INC | 18,998 | $1.6M | 0.1% | $69.06 | 0.0% | COM | 445658107 |
| BLMN | BLOOMIN BRANDS INC | 94,486 | $1.594M | 0.1% | $18.62 | -29.5% | COM | 094235108 |
| — | MYLAN N V | 34,360 | $1.593M | 0.1% | $52.16 | — | SHS EUR | N59465109 |
| — | DEMANDWARE INC | 39,080 | $1.528M | 0.1% | $52.38 | — | COM | 24802Y105 |
| — | UCP INC | 189,021 | $1.52M | 0.1% | $12.64 | — | CL A | 90265Y106 |
| — | SERVICENOW INC | 1,397,000 | $1.513M | 0.1% | $1.08 | — | NOTE | 81762PAB8 |
| SIG | SIGNET JEWELERS LIMITED | 11,740 | $1.456M | 0.1% | $104.38 | -10.6% | SHS | G81276100 |
| MHO | * M/I HOMES INC | 77,266 | $1.441M | 0.1% | $21.56 | -16.6% | COM | 55305B101 |
| — | SERVICESOURCE INTL LLC | 1,800,000 | $1.44M | 0.1% | $0.76 | — | NOTE | 81763UAB6 |
| — | SHARPSPRING INC | 389,792 | $1.364M | 0.1% | $3.18 | — | COM | 820054104 |
| RLGT | RADIANT LOGISTICS INC | 376,525 | $1.344M | 0.1% | $6.13 | -46.1% | COM | 75025X100 |
| WYNN | * WYNN RESORTS LTD | 14,077 | $1.315M | 0.1% | $92.74 | -29.7% | COM | 983134107 |
| CCK | * CROWN HOLDINGS INC | 26,379 | $1.308M | 0.1% | $46.74 | -4.6% | COM | 228368106 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 1,408 | $1.294M | 0.1% | $1042.42 | — | PFD CON | G0177J116 |
| — | * MEDIDATA SOLUTIONS INC | 33,359 | $1.291M | 0.1% | $38.70 | — | COM | 58471A105 |
| CAL | CALERES INC | 37,194 | $1.052M | 0.1% | $26.96 | -14.2% | COM | 129500104 |
| BFH | * ALLIANCE DATA SYSTEMS CORP | 4,751 | $1.045M | 0.1% | $187.55 | -19.6% | COM | 018581108 |
| RDI | READING INTERNATIONAL INC | 85,292 | $1.022M | 0.1% | $12.96 | -15.0% | CL A | 755408101 |
| — | * CALLON PETE CO DEL | 95,178 | $842K | 0.0% | $7.87 | — | COM | 13123X102 |
| — | * FINISAR CORP | 45,966 | $838K | 0.0% | $19.47 | — | COM NEW | 31787A507 |
| — | ACTIVE POWER INC | 862,383 | $837K | 0.0% | $2.51 | — | COM | 00504W308 |
| IWM | ISHARES TR | 7,271 | $804K | 0.0% | $112.04 | — | RUSSELL | 464287655 |
| — | A H BELO CORP | 159,997 | $770K | 0.0% | $5.00 | — | COM CL | 001282102 |
| CTRA | * CABOT OIL & GAS CORP | 31,082 | $706K | 0.0% | $19.86 | -26.5% | COM | 127097103 |
| — | * ISLE OF CAPRI CASINOS INC | 49,778 | $697K | 0.0% | $14.00 | — | COM | 464592104 |
| — | CONSOLIDATED TOMOKA LD CO | 15,092 | $696K | 0.0% | $52.74 | — | COM | 210226106 |
| — | CHART INDS INC | 754,000 | $670K | 0.0% | $0.87 | — | NOTE | 16115QAC4 |
| — | NANOSTRING TECHNOLOGIES INC | 42,455 | $646K | 0.0% | $15.22 | — | COM | 63009r109 |
| — | * FINISH LINE INC | 29,712 | $627K | 0.0% | $19.30 | — | CL A | 317923100 |
| — | * ALLIANCE DATA SYSTEMS | 2,782 | $612K | 0.0% | $219.99 | — | COM | 018581908 |
| — | AKORN INC | 220,000 | $590K | 0.0% | $4.17 | — | NOTE | 009728AB2 |
| EGBN | EAGLE BANCORP INC MD | 12,104 | $581K | 0.0% | $36.70 | 0.0% | COM | 268948106 |
| — | SYNERGY RES CORP | 72,826 | $566K | 0.0% | $8.54 | — | COM | 87164P103 |
| — | ON SEMICONDUCTOR CORP | 485,000 | $524K | 0.0% | $1.14 | — | NOTE | 682189AH8 |
| — | SOUTHERN NATL BANCORP OF VA | 42,000 | $501K | 0.0% | $13.05 | — | COM | 843395104 |
| — | NUVASIVE INC | 370,000 | $467K | 0.0% | $1.26 | — | NOTE | 670704AC9 |
| — | * MOSYS INC | 698,557 | $454K | 0.0% | $1.71 | — | COM | 619718109 |
| TILE | * INTERFACE INC | 21,800 | $404K | 0.0% | $16.79 | 0.0% | COM | 458665304 |
| — | PAYPAL HLDGS INC | 9,250 | $357K | 0.0% | $31.03 | — | COM | 70450y103 |
| MTDR | * MATADOR RES CO | 18,360 | $348K | 0.0% | $16.59 | 0.0% | COM | 576485205 |
| — | * OASIS PETE INC NEW | 46,908 | $341K | 0.0% | $19.42 | — | COM | 674215108 |
| — | FLUIDIGM CORP DEL | 581,000 | $317K | 0.0% | $0.93 | — | NOTE | 34385PAA6 |
| — | CVENT INC | 13,808 | $295K | 0.0% | $21.36 | — | COM | 23247G109 |
| — | HELIX ENERGY SOLUTIONS GRP I | 341,000 | $267K | 0.0% | $0.78 | — | NOTE | 42330PAG2 |
| — | CIENA CORP | 232,000 | $228K | 0.0% | $0.97 | — | NOTE | 171779AE1 |
| — | * FRONTIER COMMUNICATIONS CO | 24,057 | $134K | 0.0% | $5.57 | — | COM | 35906A108 |
| — | * RADIO ONE INC | 11,850 | $17,000 | 0.0% | $3.50 | — | CL D NO | 75040P405 |