Location: Philadelphia, PA
CIK: 0001158202 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Aug 12, 2016
Total Value: $1.758B (98.5% shares, 1.5% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | * U S SILICA HLDGS INC | 854,232 | $29.63M | 1.7% | $28.11 | — | COM | 90346E103 |
| — | * DEPOMED INC | 1,444,702 | $28.39M | 1.6% | $18.46 | — | COM | 249908104 |
| — | Sagent Pharmaceuticals Inc | 1,841,035 | $27.67M | 1.6% | $20.29 | — | A | 786692103 |
| MEI | * METHODE ELECTRS INC | 768,154 | $26.33M | 1.5% | $23.46 | +2.5% | COM | 591520200 |
| NXST | NEXSTAR BROADCASTING GROUP I | 501,654 | $24.17M | 1.4% | $20.35 | +89.5% | CL A | 65336K103 |
| — | RICE ENERGY INC | 1,082,187 | $24.1M | 1.4% | $25.38 | — | COM | 762760106 |
| — | SUMMIT MATLS INC | 1,158,986 | $24.08M | 1.4% | $20.04 | — | COM | 86614U100 |
| GTN | GRAY TELEVISION INC | 2,198,885 | $23.82M | 1.4% | $10.74 | +9.8% | COM | 389375106 |
| BLD | TOPBUILD CORP | 640,121 | $23.38M | 1.3% | $30.54 | +10.7% | COM | 89055F103 |
| SSP | * SCRIPPS E W CO OHIO | 1,398,364 | $22.45M | 1.3% | $13.53 | -11.5% | CL A NE | 811054402 |
| — | * SELECT COMFORT CORP | 1,025,135 | $22.17M | 1.3% | $23.81 | — | COM | 81616X103 |
| BKU | * BANKUNITED INC | 705,896 | $21.77M | 1.2% | $25.30 | -1.9% | COM | 06652K103 |
| — | * SUPERIOR ENERGY SVCS INC | 1,190,200 | $21.76M | 1.2% | $20.89 | — | COM | 868157108 |
| — | * ELLIE MAE INC | 230,798 | $21.3M | 1.2% | $63.15 | — | COM | 28849P100 |
| — | * MOBILE MINI INC | 605,090 | $20.96M | 1.2% | $39.16 | — | COM | 60740F105 |
| RRR | RED ROCK RESORTS INC | 924,595 | $20.5M | 1.2% | $20.38 | 0.0% | COM | 75700L108 |
| — | * TESSERA TECHNOLOGIES INC | 654,900 | $20.24M | 1.2% | $30.95 | — | COM | 88164L100 |
| — | * MODEL N INC | 1,511,395 | $20.19M | 1.1% | $11.00 | — | COM | 607525102 |
| — | AKORN INC | 689,274 | $20.17M | 1.1% | $34.14 | — | COM | 009728106 |
| TYL | * TYLER TECHNOLOGIES INC | 118,830 | $19.89M | 1.1% | $108.33 | +36.3% | COM | 902252105 |
| BURL | *BURLINGTON STORES INC | 275,983 | $18.85M | 1.1% | $34.71 | +69.1% | COM | 122017106 |
| — | * NUVASIVE INC | 309,864 | $18.68M | 1.1% | $52.67 | — | COM | 670704105 |
| ROG | * ROGERS CORP | 281,338 | $17.25M | 1.0% | $52.06 | +18.3% | COM | 775133101 |
| — | * WELLCARE HEALTH PLANS INC | 159,423 | $17.19M | 1.0% | $80.89 | — | COM | 94946T106 |
| — | FIESTA RESTAURANT GROUP INC | 780,868 | $17.11M | 1.0% | $33.56 | — | COM | 31660B101 |
| NICE | * NICE SYS LTD | 261,144 | $16.88M | 1.0% | $64.70 | — | SPONSOR | 653656108 |
| WAL | * WESTERN ALLIANCE BANCORP | 510,645 | $16.8M | 1.0% | $16.53 | +84.4% | COM | 957638109 |
| MRCY | * MERCURY COMPUTER SYS | 667,138 | $16.72M | 1.0% | $20.58 | +4.5% | COM | 589378108 |
| — | * PINNACLE FINL PARTNERS INC | 320,664 | $15.73M | 0.9% | $50.02 | — | COM | 72346Q104 |
| TCBI | * TEXAS CAPITAL BANCSHARES I | 332,964 | $15.62M | 0.9% | $51.87 | -13.6% | COM | 88224Q107 |
| — | FCB FINL HLDGS INC | 456,835 | $15.57M | 0.9% | $32.26 | — | CL A | 30255G103 |
| — | * SINCLAIR BROADCAST GROUP I | 516,432 | $15.43M | 0.9% | $29.13 | — | CL A | 829226109 |
| — | ENVISION HEALTHCARE HLDGS IN | 595,922 | $15.16M | 0.9% | $20.40 | — | COM | 29413U103 |
| ICLR | ICON PLC | 210,520 | $14.97M | 0.9% | $41.80 | +64.2% | SHS | G4705A100 |
| — | * CARRIZO OIL & CO INC | 416,960 | $14.91M | 0.8% | $31.21 | — | COM | 144577103 |
| EGHT | 8X8 INC NEW | 1,019,950 | $14.91M | 0.8% | $9.25 | +32.4% | COM | 282914100 |
| JACK | * JACK IN THE BOX INC | 171,039 | $14.86M | 0.8% | $74.57 | +1.3% | COM | 466367109 |
| — | IMPAX LABORATORIES INC | 502,073 | $14.67M | 0.8% | $28.32 | — | COM | 45256B101 |
| TPC | * TUTOR PERINI CORP | 605,132 | $14.3M | 0.8% | $18.32 | +6.5% | COM | 901109108 |
| — | CAPITAL BK FINL CORP | 494,562 | $14.29M | 0.8% | $20.76 | — | CL A CO | 139794101 |
| — | * SWIFT TRANSN CO | 910,910 | $14.14M | 0.8% | $17.94 | — | CL A | 87074U101 |
| — | * FELCOR LODGING TR INC | 2,244,809 | $14.09M | 0.8% | $6.61 | — | COM | 31430F101 |
| PRKS | * SEAWORLD ENTMT INC | 969,965 | $14.04M | 0.8% | $18.51 | -2.2% | COM | 81282V100 |
| — | * CAVIUM INC | 345,974 | $13.84M | 0.8% | $40.99 | — | COM | 14964U108 |
| — | BNC BANCORP | 599,654 | $13.8M | 0.8% | $22.12 | — | COM | 05566T101 |
| LITE | LUMENTUM HLDGS INC | 530,771 | $12.94M | 0.7% | $23.10 | +7.2% | COM | 55024U109 |
| — | * BEACON ROOFING SUPPLY INC | 281,586 | $12.84M | 0.7% | $31.40 | — | COM | 073685109 |
| — | * POLYONE CORP | 357,203 | $12.61M | 0.7% | $28.74 | — | COM | 73179P106 |
| — | GENESEE & WYO INC | 208,411 | $12.51M | 0.7% | $67.28 | — | COM | 371559105 |
| BYD | * BOYD GAMING CORP | 666,929 | $12.42M | 0.7% | $10.80 | +68.3% | COM | 103304101 |
| — | PINNACLE ENTMT INC | 1,117,061 | $12.4M | 0.7% | $11.10 | — | COM | 72348Y105 |
| LNWO | * SCIENTIFIC GAMES CORP | 1,314,580 | $12.26M | 0.7% | $14.36 | -34.2% | CL A | 80874P109 |
| — | CALLIDUS SOFTWARE INC | 598,712 | $11.99M | 0.7% | $18.57 | — | COM | 13123E500 |
| HUN | * HUNTSMAN CORP | 872,882 | $11.89M | 0.7% | $14.67 | 0.0% | COM | 447011107 |
| — | * HEADWATERS INC | 639,466 | $11.53M | 0.7% | $18.03 | — | COM | 42210P102 |
| — | * CAMBREX CORP | 218,165 | $11.31M | 0.6% | $20.77 | — | COM | 132011107 |
| — | WPX ENERGY INC | 1,197,430 | $11.19M | 0.6% | $9.35 | — | COM | 98212B103 |
| — | SHORETEL INC | 1,654,413 | $11.07M | 0.6% | $6.52 | — | COM | 825211105 |
| — | * OASIS PETE INC NEW | 1,185,339 | $11.04M | 0.6% | $9.72 | — | COM | 674215108 |
| — | * REXNORD CORP NEW | 534,800 | $10.52M | 0.6% | $19.67 | — | COM | 76169B102 |
| — | BELMOND LTD | 1,048,575 | $10.42M | 0.6% | $11.50 | — | COM | G1154H107 |
| — | PGT INC | 1,002,663 | $10.33M | 0.6% | $11.56 | — | COM | 69336V101 |
| — | OPUS BK IRVINE CALIF | 301,407 | $10.2M | 0.6% | $36.11 | — | COM | 684000102 |
| — | * INTERXION HOLDING N.V | 275,766 | $10.2M | 0.6% | $35.12 | — | SHS | N47279109 |
| — | * NATUS MEDICAL INC DEL | 263,125 | $9.979M | 0.6% | $37.92 | — | COM | 639050103 |
| — | MEDIA GEN INC NEW | 574,715 | $9.966M | 0.6% | $16.67 | — | COM | 58441K100 |
| — | DEL FRISCOS RESTAURANT GROUP | 669,369 | $9.585M | 0.5% | $19.55 | — | COM | 245077102 |
| — | OM ASSET MGMT PLC | 710,832 | $9.518M | 0.5% | $16.82 | — | SHS | G67506108 |
| — | * GULFPORT ENERGY CORP | 304,875 | $9.509M | 0.5% | $43.15 | — | COM NEW | 402635304 |
| — | COBIZ FINANCIAL INC | 807,237 | $9.445M | 0.5% | $11.84 | — | COM | 190897108 |
| ATKR | ATKORE INTL GROUP INC | 570,153 | $9.14M | 0.5% | $15.59 | 0.0% | COM | 047649108 |
| — | SANCHEZ ENERGY CORP | 1,256,002 | $8.863M | 0.5% | $10.87 | — | COM | 79970Y105 |
| HNI | * HNI CORP | 186,259 | $8.706M | 0.5% | $50.96 | -14.0% | COM | 404251100 |
| — | IMPERVA INC | 200,496 | $8.67M | 0.5% | $43.24 | — | COM | 45321L100 |
| OXM | * OXFORD INDS INC | 152,583 | $8.639M | 0.5% | $62.63 | -1.2% | COM | 691497309 |
| — | * PACWEST BANCORP DEL | 208,986 | $8.493M | 0.5% | $42.34 | — | COM | 695263103 |
| — | * CUBIC CORP | 209,549 | $8.437M | 0.5% | $43.30 | — | COM | 229669106 |
| — | HD SUPPLY HLDGS INC | 235,727 | $8.432M | 0.5% | $31.15 | — | COM | 40416M105 |
| — | BAZAARVOICE INC | 2,075,652 | $8.323M | 0.5% | $4.14 | — | COM | 073271108 |
| WBS | * WEBSTER FINL CORP CONN | 236,050 | $8.039M | 0.5% | $36.43 | 0.0% | COM | 947890109 |
| GDDY | GODADDY INC | 254,048 | $7.964M | 0.5% | $29.02 | +8.0% | COM | 380237107 |
| — | BMC STK HLDGS INC | 446,197 | $7.951M | 0.5% | $16.73 | — | COM | 05591B109 |
| TRU | TRANSUNION | 232,099 | $7.84M | 0.4% | $24.08 | +23.0% | COM | 89400J107 |
| — | PARK STERLING CORP | 1,084,360 | $7.688M | 0.4% | $6.32 | — | COM | 70086Y105 |
| — | BOJANGLES INC | 450,451 | $7.635M | 0.4% | $17.01 | — | COM | 097488100 |
| MRTN | * MARTEN TRANS LTD | 380,984 | $7.543M | 0.4% | $6.33 | -0.4% | COM | 573075108 |
| HFWA | HERITAGE FINL CORP WASH | 427,362 | $7.513M | 0.4% | $17.01 | +4.0% | COM | 42722X106 |
| OSK | * OSHKOSH CORP | 145,092 | $7.328M | 0.4% | $42.11 | -9.2% | COM | 688239201 |
| TILE | * INTERFACE INC | 478,799 | $7.302M | 0.4% | $17.04 | +0.1% | COM | 458665304 |
| URI | * UNITED RENTALS INC | 101,722 | $7.263M | 0.4% | $63.24 | 0.0% | COM | 911363109 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 127,736 | $7.201M | 0.4% | $58.49 | 0.0% | COM | 00404A109 |
| — | TALMER BANCORP INC | 366,510 | $7.058M | 0.4% | $17.19 | — | COM | 87482X101 |
| — | STONEGATE BK FT LAUDERDALE F | 217,501 | $7.019M | 0.4% | $29.80 | — | COM | 861811107 |
| VECO | * VEECO INSTRS INC DEL | 418,771 | $6.935M | 0.4% | $20.16 | -11.7% | COM | 922417100 |
| CSL | * CARLISLE COS INC | 64,863 | $6.919M | 0.4% | $62.16 | +44.6% | COM | 142339100 |
| BC | * BRUNSWICK CORP | 145,026 | $6.839M | 0.4% | $40.43 | -0.9% | COM | 117043109 |
| — | KCG HLDGS INC | 507,930 | $6.796M | 0.4% | $11.95 | — | CL A | 48244B100 |
| — | * STEIN MART INC | 863,894 | $6.669M | 0.4% | $10.63 | — | COM | 858375108 |
| — | * ACTUANT CORP | 293,273 | $6.653M | 0.4% | $22.69 | — | CL A NE | 00508X203 |
| AMG | * AFFILIATED MANAGERS GROUP | 43,736 | $6.326M | 0.4% | $137.92 | +14.9% | COM | 008252108 |
| — | * MEDIVATION INC | 100,790 | $6.275M | 0.4% | $52.11 | — | COM | 58501N101 |
| — | STATE BK FINL CORP | 308,333 | $6.275M | 0.4% | $18.89 | — | COM | 856190103 |
| — | SYNERGY RES CORP | 939,711 | $6.258M | 0.4% | $6.81 | — | COM | 87164P103 |
| IMAX | * IMAX CORP | 209,842 | $6.215M | 0.4% | $29.07 | +8.0% | COM | 45245E109 |
| GLPI | *GAMING & LEISURE PPTYS INC | 172,755 | $6.118M | 0.3% | $32.63 | — | COM | 36467J108 |
| LZB | * LA Z BOY INC | 218,534 | $6.093M | 0.3% | $26.09 | +0.4% | COM | 505336107 |
| TBHC | KIRKLANDS INC | 414,939 | $6.091M | 0.3% | $17.52 | -14.3% | COM | 497498105 |
| — | GTT COMMUNICATIONS INC | 319,119 | $5.897M | 0.3% | $18.48 | — | COM | 362393100 |
| GOGO | * GOGO INC | 701,030 | $5.894M | 0.3% | $17.39 | -42.8% | COM | 38046C109 |
| AOS | * SMITH A O | 64,869 | $5.883M | 0.3% | $15.38 | +123.8% | COM | 831865209 |
| XPO | XPO LOGISTICS INC | 210,345 | $5.787M | 0.3% | $10.85 | -8.5% | COM | 983793100 |
| HZO | * MARINEMAX INC | 338,916 | $5.751M | 0.3% | $22.24 | -21.6% | COM | 567908108 |
| — | * LIONS GATE ENTMNT CORP | 280,309 | $5.731M | 0.3% | $28.36 | — | COM NEW | 535919203 |
| CGIP | * CELADON GROUP INC | 682,407 | $5.575M | 0.3% | $16.11 | -40.4% | COM | 150838100 |
| ACGL | * ARCH CAP GROUP LTD | 75,535 | $5.538M | 0.3% | $18.37 | +22.3% | ORD | G0450A105 |
| — | * PIER 1 IMPORTS INC | 1,034,794 | $5.319M | 0.3% | $10.77 | — | COM | 720279108 |
| SAIA | * SAIA INC | 210,799 | $5.299M | 0.3% | $26.61 | 0.0% | COM | 78709Y105 |
| MBUU | MALIBU BOATS INC | 435,918 | $5.266M | 0.3% | $20.72 | -29.6% | COM CL | 56117J100 |
| — | * SOUTHWEST BANCORP INC OKLA | 304,537 | $5.156M | 0.3% | $17.21 | — | COM | 844767103 |
| BZH | BEAZER HOMES USA INC | 660,513 | $5.119M | 0.3% | $17.48 | -53.7% | COM NEW | 07556Q881 |
| — | BRIDGE BANCORP INC | 180,157 | $5.116M | 0.3% | $25.98 | — | COM | 108035106 |
| — | BERRY PLASTICS GROUP INC | 126,085 | $5.045M | 0.3% | $31.97 | — | COM | 08579W103 |
| — | * RADISYS CORP | 1,065,369 | $4.773M | 0.3% | $2.81 | — | COM | 750459109 |
| — | MATCH GROUP INC | 297,858 | $4.588M | 0.3% | $13.06 | — | COM | 57665R106 |
| — | * VERIFONE HLDGS INC | 228,482 | $4.316M | 0.2% | $24.52 | — | COM | 92342Y109 |
| — | * CONCHO RES INC | 34,833 | $4.257M | 0.2% | $101.03 | — | COM | 20605P101 |
| CAL | CALERES INC | 173,188 | $4.193M | 0.2% | $22.62 | -5.2% | COM | 129500104 |
| — | * COMSCORE INC | 172,116 | $4.128M | 0.2% | $30.04 | — | COM | 20564W105 |
| — | *COLUMBIA PPTY TR INC | 178,604 | $4.014M | 0.2% | $24.29 | — | COM NEW | 198287203 |
| — | REVOLUTION LIGHTING TECHNOLO | 633,959 | $3.918M | 0.2% | $5.52 | — | COM | 76155G206 |
| — | * FREDS INC | 242,795 | $3.911M | 0.2% | $17.65 | — | CL A | 356108100 |
| LIND | LINDBLAD EXPEDITIONS HLDGS I | 402,517 | $3.876M | 0.2% | $9.87 | -0.7% | COM | 535219109 |
| — | * SVB FINL GROUP | 39,747 | $3.831M | 0.2% | $96.38 | — | COM | 78486Q101 |
| TNC | * TENNANT CO | 70,985 | $3.824M | 0.2% | $46.23 | +1.4% | COM | 880345103 |
| — | FRANKLIN FINL NETWORK INC | 121,217 | $3.801M | 0.2% | $22.35 | — | COM | 35352P104 |
| FICO | * FAIR ISAAC CORP | 30,834 | $3.652M | 0.2% | $83.23 | +30.3% | COM | 303250104 |
| RMBS | * RAMBUS INC DEL | 281,564 | $3.562M | 0.2% | $12.28 | -0.7% | COM | 750917106 |
| — | LEGACY TEX FINL GROUP INC | 132,349 | $3.562M | 0.2% | $26.91 | — | COM | 52471Y106 |
| — | * ECHO GLOBAL LOGISTICS INC | 158,223 | $3.547M | 0.2% | $22.42 | — | COM | 27875T101 |
| JLL | * JONES LANG LASALLE INC | 34,598 | $3.532M | 0.2% | $90.65 | +24.0% | COM | 48020Q107 |
| — | * SPIRIT AIRLS INC | 77,808 | $3.497M | 0.2% | $36.35 | — | COM | 848577102 |
| CVLG | COVENANT TRANSN GROUP INC | 191,466 | $3.46M | 0.2% | $10.20 | 0.0% | CL A | 22284P105 |
| — | INVENTURE FOODS INC | 437,925 | $3.42M | 0.2% | $9.78 | — | COM | 461212102 |
| — | * MARIN SOFTWARE INC | 1,445,541 | $3.397M | 0.2% | $6.60 | — | COM | 56804T106 |
| SLM | * SLM CORP | 522,338 | $3.391M | 0.2% | $8.73 | -25.4% | COM | 78442P106 |
| — | TANDEM DIABETES CARE INC | 443,455 | $3.344M | 0.2% | $10.22 | — | COM | 875372104 |
| — | CALATLANTIC GROUP INC | 89,383 | $3.261M | 0.2% | $37.92 | — | COM | 128195104 |
| — | * EXAR CORP | 402,239 | $3.238M | 0.2% | $6.13 | — | COM | 300645108 |
| FTNT | * FORTINET INC | 99,233 | $3.218M | 0.2% | $3.89 | +66.3% | COM | 34959E109 |
| — | WINTHROP RLTY TR | 361,310 | $3.176M | 0.2% | $14.70 | — | SH BEN | 976391300 |
| KEX | * KIRBY CORP | 51,104 | $3.16M | 0.2% | $65.49 | 0.0% | COM | 497266106 |
| — | BATS GLOBAL MKTS INC | 121,310 | $3.153M | 0.2% | $25.99 | — | COM | 05491G109 |
| — | KONA GRILL INC | 287,440 | $3.081M | 0.2% | $10.72 | — | COM | 50047H201 |
| — | FIRST CONN BANCORP INC MD | 183,506 | $3.039M | 0.2% | $16.12 | — | COM | 319850103 |
| — | HI-CRUSH PARTNERS LP | 229,018 | $2.993M | 0.2% | $13.07 | — | COM UNI | 428337109 |
| NVRI | * HARSCO CORP | 428,167 | $2.907M | 0.2% | $6.51 | 0.0% | COM | 415864107 |
| CVU | CPI AEROSTRUCTURES INC | 447,615 | $2.753M | 0.2% | $9.79 | -33.7% | COM NEW | 125919308 |
| — | SOUTHERN NATL BANCORP OF VA | 219,615 | $2.668M | 0.2% | $12.32 | — | COM | 843395104 |
| — | * NEWFIELD EXPL CO | 58,162 | $2.606M | 0.1% | $44.81 | — | COM | 651290108 |
| — | * ISTAR FINL INC | 270,424 | $2.593M | 0.1% | $12.77 | — | COM | 45031U101 |
| GIII | G-III APPAREL GROUP LTD | 57,951 | $2.581M | 0.1% | $43.01 | 0.0% | COM | 36237H101 |
| — | LA QUINTA HLDGS INC | 213,843 | $2.539M | 0.1% | $19.44 | — | COM | 50420D108 |
| RLGT | RADIANT LOGISTICS INC | 825,123 | $2.475M | 0.1% | $4.71 | -25.3% | COM | 75025X100 |
| — | REALOGY HLDGS CORP | 79,567 | $2.372M | 0.1% | $44.81 | — | COM | 75605Y106 |
| — | AMERICAN RENAL ASSOCIATES HO | 80,980 | $2.346M | 0.1% | $28.97 | — | COM | 029227105 |
| DXYN | DIXIE GROUP INC | 657,139 | $2.339M | 0.1% | $9.10 | -57.6% | CL A | 255519100 |
| — | * FOREST CITY RLTY TR INC | 104,236 | $2.326M | 0.1% | $21.09 | — | COM CL | 345605109 |
| — | * SEACHANGE INTL INC | 701,855 | $2.239M | 0.1% | $5.73 | — | COM | 811699107 |
| MERC | MERCER INTL INC | 272,456 | $2.174M | 0.1% | $6.24 | 0.0% | COM | 588056101 |
| — | * ISLE OF CAPRI CASINOS INC | 114,708 | $2.101M | 0.1% | $16.44 | — | COM | 464592104 |
| TTI | * TETRA TECHNOLOGIES INC DEL | 325,555 | $2.074M | 0.1% | $6.16 | 0.0% | COM | 88162F105 |
| — | PACIFIC PREMIER BANCORP | 85,779 | $2.059M | 0.1% | $21.37 | — | COM | 69478X105 |
| — | SHARPSPRING INC | 389,641 | $2.038M | 0.1% | $3.18 | — | COM | 820054104 |
| WT | * WISDOMTREE INVTS INC | 202,324 | $2.021M | 0.1% | $12.23 | -9.9% | COM | 97717P104 |
| MAS | MASCO CORP | 61,074 | $2.013M | 0.1% | $14.92 | +83.1% | COM | 574599106 |
| — | * BANK OF THE OZARKS INC | 51,990 | $1.951M | 0.1% | $37.53 | — | COM | 063904106 |
| — | CYREN LTD | 974,680 | $1.93M | 0.1% | $1.78 | — | SHS | M26895108 |
| — | FIREEYE INC | 2,180,000 | $1.922M | 0.1% | $0.88 | — | NOTE | 31816QAD3 |
| MGM | * MGM MIRAGE | 80,449 | $1.888M | 0.1% | $16.66 | +28.8% | COM | 552953101 |
| CNC | * CENTENE CORP DEL | 25,809 | $1.872M | 0.1% | $19.86 | +58.1% | COM | 15135B101 |
| — | DEPOMED INC | 1,486,000 | $1.793M | 0.1% | $1.06 | — | NOTE | 249908AA2 |
| — | RAMBUS INC DEL | 1,546,000 | $1.791M | 0.1% | $1.20 | — | NOTE | 750917AE6 |
| — | NANOSTRING TECHNOLOGIES INC | 141,905 | $1.788M | 0.1% | $12.60 | — | COM | 63009R109 |
| HTBK | HERITAGE COMMERCE CORP | 169,751 | $1.787M | 0.1% | $10.44 | 0.0% | COM | 426927109 |
| — | WRIGHT MED GROUP INC | 1,942,000 | $1.775M | 0.1% | $0.89 | — | NOTE | 98235TAE7 |
| — | TELENAV INC | 344,505 | $1.757M | 0.1% | $5.10 | — | COM | 879455103 |
| AAP | * ADVANCE AUTO PARTS INC | 10,441 | $1.744M | 0.1% | $131.82 | +2.6% | COM | 00751Y106 |
| — | CU BANCORP CALIF | 76,085 | $1.729M | 0.1% | $22.72 | — | COM | 126534106 |
| OC | * OWENS CORNING NEW | 32,534 | $1.722M | 0.1% | $44.07 | +13.0% | COM | 690742101 |
| ALB | * ALBEMARLE CORP | 20,949 | $1.721M | 0.1% | $49.53 | +29.9% | COM | 012653101 |
| — | CASCADE BANCORP | 302,398 | $1.675M | 0.1% | $6.07 | — | COM NEW | 147154207 |
| — | FRONTIER COMMUNICATIONS CORP | 17,495 | $1.659M | 0.1% | $97.98 | — | PFD CON | 35906A207 |
| — | * QUICKLOGIC CORP | 1,704,199 | $1.653M | 0.1% | $1.06 | — | COM | 74837P108 |
| — | *TWITTER INC | 93,409 | $1.605M | 0.1% | $17.18 | — | COM | 90184L102 |
| — | WASHINGTONFIRST BANKSHARES I | 74,079 | $1.601M | 0.1% | $22.64 | — | COM | 940730104 |
| — | CEPHEID | 1,843,000 | $1.598M | 0.1% | $0.89 | — | DBCV | 15670RAC1 |
| — | SUNPOWER CORP | 1,944,000 | $1.571M | 0.1% | $0.95 | — | NOTE | 867652AJ8 |
| — | * FINISAR CORP | 89,620 | $1.569M | 0.1% | $18.51 | — | COM NEW | 31787A507 |
| WYNN | * WYNN RESORTS LTD | 16,569 | $1.565M | 0.1% | $91.50 | -7.6% | COM | 983134107 |
| — | MOLINA HEALTHCARE INC | 1,441,000 | $1.564M | 0.1% | $1.09 | — | DBCV | 60855RAD2 |
| — | FINISAR CORP | 1,592,000 | $1.535M | 0.1% | $0.96 | — | NOTE | 31787AAM3 |
| BAX | * BAXTER INTL INC | 32,776 | $1.535M | 0.1% | $32.47 | +15.4% | COM | 071813109 |
| — | * CHICOS FAS INC | 142,060 | $1.521M | 0.1% | $16.10 | — | COM | 168615102 |
| — | UCP INC | 189,021 | $1.516M | 0.1% | $12.64 | — | CL A | 90265Y106 |
| HOLX | * HOLOGIC INC | 41,466 | $1.51M | 0.1% | $34.63 | 0.0% | COM | 436440101 |
| — | MEDIDATA SOLUTIONS INC | 1,379,000 | $1.494M | 0.1% | $1.08 | — | NOTE | 58471AAB1 |
| UFABQ | UNIQUE FABRICATING INC | 111,455 | $1.492M | 0.1% | $12.33 | +7.0% | COM | 90915J103 |
| — | * DSW INC | 70,136 | $1.485M | 0.1% | $21.17 | — | CL A | 23334L102 |
| — | MEMORIAL RESOURCE DEV CORP | 92,622 | $1.477M | 0.1% | $18.22 | — | COM | 58605Q109 |
| ESS | * ESSEX PPTY TR INC | 6,241 | $1.462M | 0.1% | $156.93 | +3.3% | COM | 297178105 |
| — | STANDARD PAC CORP NEW | 1,358,000 | $1.46M | 0.1% | $1.28 | — | NOTE | 85375CBC4 |
| MHO | * M/I HOMES INC | 77,266 | $1.455M | 0.1% | $21.56 | -12.6% | COM | 55305B101 |
| BFH | * ALLIANCE DATA SYSTEMS CORP | 7,169 | $1.443M | 0.1% | $172.75 | -16.8% | COM | 018581108 |
| — | INTERSECT ENT INC | 110,894 | $1.434M | 0.1% | $12.93 | — | COM | 46071F103 |
| — | ON SEMICONDUCTOR CORP | 1,585,000 | $1.417M | 0.1% | $0.89 | — | NOTE | 682189AK1 |
| — | ECHO GLOBAL LOGISTICS INC | 1,487,000 | $1.404M | 0.1% | $0.94 | — | NOTE | 27875TAA9 |
| BLMN | BLOOMIN BRANDS INC | 78,345 | $1.4M | 0.1% | $18.62 | -22.1% | COM | 094235108 |
| LEN | * LENNAR CORP | 29,503 | $1.393M | 0.1% | $42.44 | -6.1% | CL A | 526057104 |
| — | CROWN CASTLE INTL CORP | 11,495 | $1.391M | 0.1% | $102.82 | — | CNV PFD | 22822V200 |
| — | * VANTIV INC | 24,006 | $1.376M | 0.1% | $29.79 | — | CL A | 92210H105 |
| TPH | * TRI POINTE HOMES INC | 113,033 | $1.336M | 0.1% | $14.56 | -19.6% | COM | 87265H109 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 1,702,000 | $1.326M | 0.1% | $0.85 | — | NOTE | 73640QAB1 |
| — | HOLOGIC INC | 991,000 | $1.271M | 0.1% | $1.28 | — | DEBT 2 | 436440AC5 |
| BWA | * BORGWARNER INC | 42,974 | $1.269M | 0.1% | $26.08 | 0.0% | COM | 099724106 |
| — | SOUTHWESTERN ENERGY CO | 41,250 | $1.242M | 0.1% | $30.11 | — | DEP SHS | 845467208 |
| THRM | GENTHERM INC | 35,350 | $1.211M | 0.1% | $37.98 | 0.0% | COM | 37253A103 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 1,402 | $1.169M | 0.1% | $1042.42 | — | PFD CON | G0177J116 |
| — | PROS HOLDINGS INC | 1,260,000 | $1.125M | 0.1% | $0.89 | — | NOTE | 74346YAB9 |
| SIG | SIGNET JEWELERS LIMITED | 12,183 | $1.042M | 0.1% | $103.62 | -19.4% | SHS | G81276100 |
| — | * HANESBRANDS INC | 39,621 | $1.023M | 0.1% | $32.27 | — | COM | 410345102 |
| EGBN | EAGLE BANCORP INC MD | 20,968 | $1.009M | 0.1% | $37.41 | +2.6% | COM | 268948106 |
| — | AMTRUST FINL SVCS INC | 1,317,000 | $1.008M | 0.1% | $0.92 | — | NOTE | 032359AG6 |
| — | MICRON TECHNOLOGY INC | 1,258,000 | $961K | 0.1% | $0.85 | — | NOTE | 595112AY9 |
| — | SERVICENOW INC | 834,000 | $928K | 0.1% | $1.08 | — | NOTE | 81762PAB8 |
| — | ACORDA THERAPEUTICS INC | 1,019,000 | $890K | 0.1% | $1.04 | — | NOTE | 00484MAA4 |
| — | A H BELO CORP | 159,997 | $800K | 0.0% | $5.00 | — | COM CL | 001282102 |
| CMTL | * COMTECH TELECOMMUNICATIONS | 60,153 | $772K | 0.0% | $17.42 | 0.0% | COM NEW | 205826209 |
| — | * BONANZA CREEK ENERGY INC | 397,685 | $770K | 0.0% | $5.44 | — | COM | 097793103 |
| BCC | * BOISE CASCADE CO DEL | 33,100 | $760K | 0.0% | $19.08 | -23.1% | COM | 09739D100 |
| — | GIGPEAK INC | 380,342 | $745K | 0.0% | $1.96 | — | COM | 37518Q109 |
| — | CHART INDS INC | 751,000 | $699K | 0.0% | $0.87 | — | NOTE | 16115QAC4 |
| MOD | * MODINE MFG CO | 70,064 | $617K | 0.0% | $9.33 | +10.4% | COM | 607828100 |
| — | GASTAR EXPL INC NEW | 552,614 | $608K | 0.0% | $1.10 | — | COM | 36729W202 |
| — | NUVASIVE INC | 364,000 | $531K | 0.0% | $1.26 | — | NOTE | 670704AC9 |
| — | EARTHSTONE ENERGY INC | 44,598 | $481K | 0.0% | $10.79 | — | COM NEW | 27032D205 |
| — | * CALLON PETE CO DEL | 40,086 | $450K | 0.0% | $7.87 | — | COM | 13123X102 |
| — | FXCM INC | 1,247,000 | $436K | 0.0% | $1.04 | — | NOTE | 302693AB2 |
| HAL | * HALLIBURTON CO | 9,212 | $417K | 0.0% | $34.14 | 0.0% | COM | 406216101 |
| — | * PIONEER NAT RES CO | 2,500 | $378K | 0.0% | $151.20 | — | COM | 723787107 |
| — | * SOUTHWESTERN ENERGY CO | 29,888 | $376K | 0.0% | $12.58 | — | COM | 845467109 |
| — | * UNIT CORP | 23,817 | $371K | 0.0% | $15.58 | — | COM | 909218109 |
| — | ON SEMICONDUCTOR CORP | 353,000 | $367K | 0.0% | $1.14 | — | NOTE | 682189AH8 |
| — | * CONTINENTAL RESOURCES INC | 8,097 | $367K | 0.0% | $45.33 | — | COM | 212015101 |
| — | * NCI BUILDING SYS INC | 22,542 | $360K | 0.0% | $11.77 | — | COM NEW | 628852204 |
| CTRA | * CABOT OIL & GAS CORP | 13,563 | $349K | 0.0% | $19.86 | -12.0% | COM | 127097103 |
| — | FLUIDIGM CORP DEL | 573,000 | $344K | 0.0% | $0.93 | — | NOTE | 34385PAA6 |
| — | WHITING PETE CORP NEW | 435,000 | $344K | 0.0% | $0.79 | — | NOTE | 966387AL6 |
| — | * ANTERO RES CORP | 12,557 | $326K | 0.0% | $25.96 | — | COM | 03674x106 |
| — | * NABORS INDUSTRIES LTD | 29,824 | $300K | 0.0% | $10.06 | — | SHS | G6359F103 |
| REI | RING ENERGY INC | 32,752 | $289K | 0.0% | $7.48 | 0.0% | COM | 76680V108 |
| — | PARSLEY ENERGY INC | 9,298 | $252K | 0.0% | $27.10 | — | CL A | 701877102 |
| — | SERVICESOURCE INTL LLC | 275,000 | $244K | 0.0% | $0.76 | — | NOTE | 81763UAB6 |
| — | HELIX ENERGY SOLUTIONS GRP I | 266,000 | $234K | 0.0% | $0.78 | — | NOTE | 42330PAG2 |
| — | * QEP RES INC | 13,074 | $230K | 0.0% | $17.59 | — | COM | 74733V100 |
| MTDR | * MATADOR RES CO | 10,936 | $217K | 0.0% | $16.59 | +29.8% | COM | 576485205 |
| — | WILLIAMS CLAYTON ENERGY INC | 7,828 | $215K | 0.0% | $27.47 | — | COM | 969490101 |
| — | ECLIPSE RES CORP | 62,574 | $209K | 0.0% | $3.34 | — | COM | 27890G100 |
| NGL | * NGL ENERGY PARTNERS LP | 10,811 | $209K | 0.0% | $19.33 | — | COM UNI | 62913M107 |
| — | * RADIO ONE INC | 62,547 | $200K | 0.0% | $3.25 | — | CL D NO | 75040P405 |
| — | WEATHERFORD INTL PLC | 32,736 | $182K | 0.0% | $5.56 | — | COM | G48833100 |
| — | PIONEER ENERGY SVCS CORP | 24,050 | $111K | 0.0% | $4.62 | — | COM | 723664108 |
| EVC | * ENTRAVISION COMMUNICATIONS | 14,544 | $98,000 | 0.0% | $4.40 | 0.0% | CL A | 29382R107 |
| — | INDEPENDENCE CONTRACT DRIL I | 16,767 | $91,000 | 0.0% | $5.43 | — | COM | 453415309 |
| — | CIENA CORP | 75,000 | $74,000 | 0.0% | $0.97 | — | NOTE | 171779AE1 |
| — | GOGO INC | 75,000 | $50,000 | 0.0% | $0.67 | — | NOTE | 38046CAB5 |