Location: Philadelphia, PA
CIK: 0001158202 · Show all filings
Period: Q3 2016 (← Previous) (Next →)
Filing Date: Nov 21, 2016
Total Value: $1.473B (97.5% shares, 2.5% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | * DEPOMED INC | 847,598 | $21.26M | 1.4% | $25.08 | $18.46 | — | COM | 249908104 |
| — | * TESSERA TECHNOLOGIES INC | 528,330 | $20.4M | 1.4% | $38.60 | $30.95 | — | COM | 88164L100 |
| NXST | NEXSTAR BROADCASTING GROUP I | 339,117 | $19.65M | 1.3% | $57.95 * | $20.35 | +100.9% | CL A | 65336K103 |
| — | * U S SILICA HLDGS INC | 421,417 | $19.62M | 1.3% | $46.56 | $28.11 | — | COM | 90346E103 |
| — | SHORETEL INC | 2,351,291 | $18.81M | 1.3% | $8.00 | $6.96 | — | COM | 825211105 |
| HUN | * HUNTSMAN CORP | 1,145,065 | $18.64M | 1.3% | $16.28 * | $14.95 | +6.0% | COM | 447011107 |
| — | * SUPERIOR ENERGY SVCS INC | 1,007,973 | $18.11M | 1.2% | $17.97 | $20.89 | — | COM | 868157108 |
| — | * CAVIUM INC | 304,351 | $17.8M | 1.2% | $58.49 | $40.99 | — | COM | 14964U108 |
| — | RICE ENERGY INC | 676,351 | $17.72M | 1.2% | $26.20 | $25.38 | — | COM | 762760106 |
| — | WPX ENERGY INC | 1,296,443 | $17.16M | 1.2% | $13.24 | $9.64 | — | COM | 98212B103 |
| — | FIESTA RESTAURANT GROUP INC | 702,766 | $16.9M | 1.1% | $24.04 | $33.56 | — | COM | 31660B101 |
| — | AKORN INC | 613,968 | $16.73M | 1.1% | $27.26 | $34.14 | — | COM | 009728106 |
| — | SUMMIT MATLS INC | 894,390 | $16.67M | 1.1% | $18.64 | $20.04 | — | COM | 86614U100 |
| GTN | GRAY TELEVISION INC | 1,602,193 | $16.64M | 1.1% | $10.39 * | $10.74 | +1.4% | COM | 389375106 |
| — | GENESEE & WYO INC | 239,462 | $16.58M | 1.1% | $69.24 | $67.53 | — | COM | 371559105 |
| — | * SELECT COMFORT CORP | 760,587 | $16.48M | 1.1% | $21.67 | $23.81 | — | COM | 81616X103 |
| SSP | * SCRIPPS E W CO OHIO | 992,116 | $15.83M | 1.1% | $15.95 * | $13.53 | -7.6% | CL A NE | 811054402 |
| — | * MODEL N INC | 1,400,178 | $15.56M | 1.1% | $11.11 | $11.00 | — | COM | 607525102 |
| — | * ELLIE MAE INC | 143,801 | $15.22M | 1.0% | $105.81 | $63.15 | — | COM | 28849P100 |
| RRR | RED ROCK RESORTS INC | 636,095 | $15.07M | 1.0% | $23.69 * | $20.38 | +9.9% | COM | 75700L108 |
| WAL | * WESTERN ALLIANCE BANCORP | 398,984 | $15.04M | 1.0% | $37.69 * | $16.53 | +86.7% | COM | 957638109 |
| — | CAPITAL BK FINL CORP | 464,834 | $14.93M | 1.0% | $32.13 | $20.76 | — | CL A CO | 139794101 |
| TCBI | * TEXAS CAPITAL BANCSHARES I | 271,128 | $14.9M | 1.0% | $54.95 * | $51.87 | -2.8% | COM | 88224Q107 |
| — | * CARRIZO OIL & CO INC | 355,374 | $14.49M | 1.0% | $40.77 | $31.21 | — | COM | 144577103 |
| NVRI | * HARSCO CORP | 1,456,205 | $14.46M | 1.0% | $9.93 * | $8.64 | +10.3% | COM | 415864107 |
| NICE | * NICE SYS LTD | 201,492 | $13.54M | 0.9% | $67.22 | $64.70 | — | SPONSOR | 653656108 |
| BLD | TOPBUILD CORP | 404,051 | $13.48M | 0.9% | $33.36 * | $30.54 | +15.3% | COM | 89055F103 |
| — | * SINCLAIR BROADCAST GROUP I | 463,225 | $13.39M | 0.9% | $28.90 | $29.13 | — | CL A | 829226109 |
| — | * WELLCARE HEALTH PLANS INC | 112,369 | $13.23M | 0.9% | $117.78 | $80.89 | — | COM | 94946T106 |
| — | * PINNACLE FINL PARTNERS INC | 239,939 | $12.98M | 0.9% | $54.11 | $50.02 | — | COM | 72346Q104 |
| — | BNC BANCORP | 529,393 | $12.95M | 0.9% | $24.47 | $22.12 | — | COM | 05566T101 |
| — | * OASIS PETE INC NEW | 1,113,131 | $12.78M | 0.9% | $11.48 | $9.72 | — | COM | 674215108 |
| — | * NUVASIVE INC | 187,925 | $12.6M | 0.9% | $67.04 | $52.67 | — | COM | 670704105 |
| — | FCB FINL HLDGS INC | 321,009 | $12.34M | 0.8% | $38.45 | $32.26 | — | CL A | 30255G103 |
| EGHT | 8X8 INC NEW | 793,300 | $12.32M | 0.8% | $15.53 * | $9.25 | +53.8% | COM | 282914100 |
| — | * NATUS MEDICAL INC DEL | 306,380 | $12.04M | 0.8% | $39.31 | $38.12 | — | COM | 639050103 |
| OXM | * OXFORD INDS INC | 177,710 | $12.03M | 0.8% | $67.70 * | $62.63 | -0.0% | COM | 691497309 |
| — | * MOBILE MINI INC | 395,734 | $12.02M | 0.8% | $30.37 | $39.16 | — | COM | 60740F105 |
| — | * FELCOR LODGING TR INC | 1,848,338 | $11.93M | 0.8% | $6.45 | $6.61 | — | COM | 31430F101 |
| MRCY | * MERCURY COMPUTER SYS | 482,397 | $11.9M | 0.8% | $24.67 * | $20.58 | +16.7% | COM | 589378108 |
| WBS | * WEBSTER FINL CORP CONN | 311,939 | $11.86M | 0.8% | $38.03 * | $36.52 | +0.8% | COM | 947890109 |
| — | * SWIFT TRANSN CO | 552,082 | $11.86M | 0.8% | $21.48 | $17.94 | — | CL A | 87074U101 |
| — | * REXNORD CORP NEW | 534,078 | $11.44M | 0.8% | $21.42 | $19.67 | — | COM | 76169B102 |
| — | PINNACLE ENTMT INC | 910,044 | $11.24M | 0.8% | $12.35 | $11.10 | — | COM | 72348Y105 |
| JACK | * JACK IN THE BOX INC | 115,262 | $11.12M | 0.8% | $96.49 | $74.57 | +27.2% | COM | 466367109 |
| — | * BEACON ROOFING SUPPLY INC | 262,192 | $11.03M | 0.7% | $42.07 | $31.40 | — | COM | 073685109 |
| TYL | * TYLER TECHNOLOGIES INC | 63,535 | $10.94M | 0.7% | $172.13 * | $108.33 | +53.9% | COM | 902252105 |
| — | IMPAX LABORATORIES INC | 454,597 | $10.81M | 0.7% | $23.77 | $28.32 | — | COM | 45256B101 |
| ICLR | ICON PLC | 135,641 | $10.55M | 0.7% | $77.82 * | $41.80 | +79.8% | SHS | G4705A100 |
| MEI | * METHODE ELECTRS INC | 297,090 | $10.39M | 0.7% | $34.98 * | $23.46 | +23.1% | COM | 591520200 |
| — | COBIZ FINANCIAL INC | 774,076 | $10.3M | 0.7% | $13.31 | $11.84 | — | COM | 190897108 |
| PRKS | * SEAWORLD ENTMT INC | 761,488 | $10.3M | 0.7% | $13.53 | $18.51 | -26.0% | COM | 81282V100 |
| HFWA | HERITAGE FINL CORP WASH | 545,808 | $9.797M | 0.7% | $17.95 | $17.20 | +3.9% | COM | 42722X106 |
| — | * CAMBREX CORP | 218,768 | $9.732M | 0.7% | $44.49 | $20.77 | — | COM | 132011107 |
| — | * HEADWATERS INC | 570,435 | $9.657M | 0.7% | $16.93 | $18.03 | — | COM | 42210P102 |
| CGIP | * CELADON GROUP INC | 1,091,942 | $9.544M | 0.6% | $8.74 * | $13.06 | -38.9% | COM | 150838100 |
| CAL | CALERES INC | 375,468 | $9.496M | 0.6% | $25.29 * | $22.42 | -0.8% | COM | 129500104 |
| VECO | * VEECO INSTRS INC DEL | 481,616 | $9.454M | 0.6% | $19.63 * | $19.99 | -5.8% | COM | 922417100 |
| — | BELMOND LTD | 743,251 | $9.453M | 0.6% | $12.72 | $11.50 | — | COM | G1154H107 |
| — | DEL FRISCOS RESTAURANT GROUP | 686,180 | $9.243M | 0.6% | $13.47 | $19.41 | — | COM | 245077102 |
| — | BAZAARVOICE INC | 1,556,464 | $9.199M | 0.6% | $5.91 | $4.14 | — | COM | 073271108 |
| — | SANCHEZ ENERGY CORP | 1,031,534 | $9.124M | 0.6% | $8.85 | $10.87 | — | COM | 79970Y105 |
| TPC | * TUTOR PERINI CORP | 422,486 | $9.076M | 0.6% | $21.48 * | $18.32 | +27.2% | COM | 901109108 |
| — | CALLIDUS SOFTWARE INC | 492,262 | $9.038M | 0.6% | $18.36 | $18.57 | — | COM | 13123E500 |
| — | PGT INC | 843,237 | $8.997M | 0.6% | $10.67 | $11.56 | — | COM | 69336V101 |
| LNWO | * SCIENTIFIC GAMES CORP | 797,524 | $8.995M | 0.6% | $11.28 * | $14.36 | -31.7% | CL A | 80874P109 |
| GIII | G-III APPAREL GROUP LTD | 306,706 | $8.946M | 0.6% | $29.17 * | $39.86 | -1.8% | COM | 36237H101 |
| — | PARK STERLING CORP | 1,080,800 | $8.776M | 0.6% | $8.12 | $6.32 | — | COM | 70086Y105 |
| — | DYNEGY INC NEW DEL | 706,709 | $8.76M | 0.6% | $12.40 | $12.40 | — | COM | 26817R108 |
| — | SYNERGY RES CORP | 1,237,147 | $8.573M | 0.6% | $6.93 | $6.84 | — | COM | 87164P103 |
| ATKR | ATKORE INTL GROUP INC | 455,407 | $8.534M | 0.6% | $18.74 * | $15.59 | +7.1% | COM | 047649108 |
| — | KCG HLDGS INC | 543,586 | $8.447M | 0.6% | $15.54 | $12.19 | — | CL A | 48244B100 |
| TBHC | KIRKLANDS INC | 685,350 | $8.348M | 0.6% | $12.18 * | $16.12 | -13.3% | COM | 497498105 |
| — | * EXPRESS INC | 707,263 | $8.339M | 0.6% | $11.79 | $11.79 | — | COM | 30219E103 |
| TILE | * INTERFACE INC | 490,123 | $8.18M | 0.6% | $16.69 | $17.04 | -2.0% | COM | 458665304 |
| — | * INTERXION HOLDING N.V | 224,973 | $8.153M | 0.6% | $36.24 | $35.12 | — | SHS | N47279109 |
| MRTN | * MARTEN TRANS LTD | 379,915 | $7.978M | 0.5% | $21.00 * | $6.33 | +12.5% | COM | 573075108 |
| SAIA | * SAIA INC | 265,307 | $7.949M | 0.5% | $29.96 * | $27.04 | +6.1% | COM | 78709Y105 |
| GOGO | * GOGO INC | 703,443 | $7.77M | 0.5% | $11.05 * | $17.39 | -38.9% | COM | 38046C109 |
| — | * POLYONE CORP | 225,554 | $7.63M | 0.5% | $33.83 | $28.74 | — | COM | 73179P106 |
| SMTC | * SEMTECH CORP | 269,637 | $7.481M | 0.5% | $27.74 * | $25.77 | 0.0% | COM | 816850101 |
| — | BOJANGLES INC | 464,959 | $7.421M | 0.5% | $15.96 | $16.98 | — | COM | 097488100 |
| — | STONEGATE BK FT LAUDERDALE F | 217,352 | $7.336M | 0.5% | $33.75 | $29.80 | — | COM | 861811107 |
| FIVE | Five Below Inc | 181,370 | $7.307M | 0.5% | $40.29 * | $46.28 | 0.0% | com | 33829M101 |
| — | WRIGHT MED GROUP N V | 297,622 | $7.305M | 0.5% | $24.54 | $24.54 | — | COM | N96617118 |
| — | IMPERVA INC | 135,296 | $7.271M | 0.5% | $53.74 | $43.24 | — | COM | 45321L100 |
| — | WASHINGTON PRIME GROUP | 583,963 | $7.236M | 0.5% | $12.39 | $12.39 | — | COM | 93964W108 |
| — | OM ASSET MGMT PLC | 514,291 | $7.158M | 0.5% | $13.92 | $16.82 | — | SHS | G67506108 |
| — | STATE BK FINL CORP | 307,406 | $7.015M | 0.5% | $22.82 | $18.89 | — | COM | 856190103 |
| IMAX | * IMAX CORP | 238,334 | $6.905M | 0.5% | $28.97 * | $29.24 | +4.2% | COM | 45245E109 |
| CVLG | COVENANT TRANSN GROUP INC | 356,292 | $6.887M | 0.5% | $19.33 * | $9.95 | -2.9% | CL A | 22284P105 |
| PENN | * PENN NATL GAMING INC | 504,438 | $6.849M | 0.5% | $13.58 * | $14.07 | 0.0% | COM | 707569109 |
| — | * GULFPORT ENERGY CORP | 233,815 | $6.67M | 0.5% | $28.53 | $43.15 | — | COM NEW | 402635304 |
| MBUU | MALIBU BOATS INC | 434,601 | $6.476M | 0.4% | $14.90 * | $20.72 | -34.0% | COM CL | 56117J100 |
| — | KONA GRILL INC | 505,961 | $6.36M | 0.4% | $12.57 | $11.52 | — | COM | 50047H201 |
| — | MEDIA GEN INC NEW | 341,320 | $6.316M | 0.4% | $18.50 | $16.67 | — | COM | 58441K100 |
| — | * CHEMICAL FINL CORP | 140,385 | $6.198M | 0.4% | $44.15 | $44.15 | — | COM | 163731102 |
| HNI | * HNI CORP | 151,982 | $6.053M | 0.4% | $39.83 * | $50.96 | -0.6% | COM | 404251100 |
| — | * CREE INC | 231,504 | $5.957M | 0.4% | $25.73 | $25.73 | — | COM | 225447101 |
| — | * SOUTHWEST BANCORP INC OKLA | 303,574 | $5.765M | 0.4% | $18.99 | $17.21 | — | COM | 844767103 |
| — | SPX FLOW INC | 186,322 | $5.765M | 0.4% | $30.94 | $30.94 | — | COM | 78469X107 |
| — | * RADISYS CORP | 1,061,995 | $5.676M | 0.4% | $5.34 | $2.81 | — | COM | 750459109 |
| — | HORTONWORKS INC | 663,114 | $5.537M | 0.4% | $8.35 | $8.35 | — | COM | 440894103 |
| — | ECHO GLOBAL LOGISTICS INC | 238,971 | $5.511M | 0.4% | $23.06 | $22.64 | — | COM | 27875T101 |
| — | * STEIN MART INC | 861,548 | $5.471M | 0.4% | $6.35 | $10.63 | — | COM | 858375108 |
| — | BRIDGE BANCORP INC | 179,662 | $5.137M | 0.3% | $28.59 | $25.98 | — | COM | 108035106 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 102,571 | $5.127M | 0.3% | $49.98 * | $58.49 | -10.9% | COM | 00404A109 |
| — | OPUS BK IRVINE CALIF | 140,561 | $5.027M | 0.3% | $35.76 | $36.11 | — | COM | 684000102 |
| — | * SVB FINL GROUP | 41,353 | $4.577M | 0.3% | $110.68 | $96.94 | — | COM | 78486Q101 |
| GDDY | GODADDY INC | 127,139 | $4.469M | 0.3% | $35.15 * | $29.02 | +9.9% | COM | 380237107 |
| — | TELENAV INC | 769,678 | $4.41M | 0.3% | $5.73 | $5.45 | — | COM | 879455103 |
| REI | RING ENERGY INC | 402,060 | $4.403M | 0.3% | $10.95 * | $9.20 | +1.7% | COM | 76680V108 |
| — | * PIER 1 IMPORTS INC | 987,571 | $4.187M | 0.3% | $4.24 | $10.77 | — | COM | 720279108 |
| — | MATCH GROUP INC | 229,174 | $4.167M | 0.3% | $18.18 | $13.06 | — | COM | 57665R106 |
| — | * PACWEST BANCORP DEL | 95,550 | $4.16M | 0.3% | $43.54 | $42.34 | — | COM | 695263103 |
| — | INVENTURE FOODS INC | 436,660 | $4.105M | 0.3% | $9.40 | $9.78 | — | COM | 461212102 |
| TRU | TRANSUNION | 115,172 | $4.047M | 0.3% | $35.14 * | $24.08 | +34.2% | COM | 89400J107 |
| — | REVOLUTION LIGHTING TECHNOLO | 632,231 | $3.989M | 0.3% | $6.31 | $5.52 | — | COM | 76155G206 |
| URI | * UNITED RENTALS INC | 49,129 | $3.924M | 0.3% | $79.87 * | $63.24 | +17.4% | COM | 911363109 |
| OSK | * OSHKOSH CORP | 68,250 | $3.899M | 0.3% | $57.13 * | $42.11 | +8.1% | COM | 688239201 |
| BKU | * BANKUNITED INC | 127,188 | $3.883M | 0.3% | $30.53 * | $25.30 | -9.1% | COM | 06652K103 |
| — | HD SUPPLY HLDGS INC | 116,789 | $3.806M | 0.3% | $32.59 | $31.15 | — | COM | 40416M105 |
| — | GUARANTY BANCORP DEL | 208,210 | $3.717M | 0.3% | $17.85 | $17.85 | — | COM NEW | 40075T607 |
| MERC | MERCER INTL INC | 425,858 | $3.607M | 0.2% | $8.47 * | $6.13 | -3.1% | COM | 588056101 |
| LIND | LINDBLAD EXPEDITIONS HLDGS I | 394,156 | $3.547M | 0.2% | $9.00 * | $9.87 | -4.7% | COM | 535219109 |
| TTI | * TETRA TECHNOLOGIES INC DEL | 578,980 | $3.538M | 0.2% | $6.11 | $6.13 | -0.7% | COM | 88162F105 |
| — | * MARIN SOFTWARE INC | 1,394,425 | $3.514M | 0.2% | $2.52 | $6.60 | — | COM | 56804T106 |
| — | RESOLUTE ENERGY CORP | 133,614 | $3.482M | 0.2% | $26.06 | $26.06 | — | COM | 76116A306 |
| — | TANDEM DIABETES CARE INC | 442,136 | $3.387M | 0.2% | $7.66 | $10.22 | — | COM | 875372104 |
| AMG | * AFFILIATED MANAGERS GROUP | 23,389 | $3.384M | 0.2% | $144.68 * | $137.92 | +0.5% | COM | 008252108 |
| BANC | BANC CALIF INC | 192,738 | $3.367M | 0.2% | $17.47 * | $16.68 | 0.0% | COM | 05990K106 |
| BURL | *BURLINGTON STORES INC | 39,756 | $3.289M | 0.2% | $82.73 * | $34.71 | +122.8% | COM | 122017106 |
| DXYN | DIXIE GROUP INC | 655,182 | $3.276M | 0.2% | $5.00 * | $9.10 | -54.7% | CL A | 255519100 |
| — | FIRST CONN BANCORP INC MD | 182,944 | $3.255M | 0.2% | $17.79 | $16.12 | — | COM | 319850103 |
| RLGT | RADIANT LOGISTICS INC | 1,139,273 | $3.236M | 0.2% | $2.84 * | $4.25 | -28.9% | COM | 75025X100 |
| — | * COMSCORE INC | 102,985 | $3.16M | 0.2% | $30.68 | $30.04 | — | COM | 20564W105 |
| — | SOUTHWESTERN ENERGY CO | 97,550 | $3.08M | 0.2% | $31.57 | $30.95 | — | DEP SHS | 845467208 |
| CVU | CPI AEROSTRUCTURES INC | 447,615 | $3.075M | 0.2% | $6.87 * | $9.79 | -31.9% | COM NEW | 125919308 |
| ACGL | * ARCH CAP GROUP LTD | 37,681 | $3.042M | 0.2% | $80.73 * | $18.37 | +31.8% | ORD | G0450A105 |
| — | AMERICAN RENAL ASSOCIATES HO | 165,505 | $3.024M | 0.2% | $18.27 | $23.51 | — | COM | 029227105 |
| — | ECLIPSE RES CORP | 914,511 | $3.009M | 0.2% | $3.29 | $3.29 | — | COM | 27890G100 |
| — | * ZAGG INCORPORATED | 367,312 | $2.975M | 0.2% | $8.10 | $8.10 | — | COM | 98884U108 |
| GLPI | *GAMING & LEISURE PPTYS INC | 86,957 | $2.953M | 0.2% | $33.96 | $32.63 | — | COM | 36467J108 |
| XPO | XPO LOGISTICS INC | 76,888 | $2.893M | 0.2% | $37.63 * | $10.85 | +4.2% | COM | 983793100 |
| — | NANOSTRING TECHNOLOGIES INC | 141,522 | $2.828M | 0.2% | $19.98 | $12.60 | — | COM | 63009R109 |
| AOS | * SMITH A O | 33,871 | $2.826M | 0.2% | $83.43 * | $15.38 | +159.7% | COM | 831865209 |
| BC | * BRUNSWICK CORP | 56,786 | $2.814M | 0.2% | $49.55 * | $40.43 | +0.2% | COM | 117043109 |
| — | SOUTHERN NATL BANCORP OF VA | 213,804 | $2.79M | 0.2% | $13.05 | $12.32 | — | COM | 843395104 |
| — | HELIX ENERGY SOLUTIONS GRP I | 2,667,000 | $2.5M | 0.2% | $0.94 | $0.92 | — | NOTE | 42330PAG2 |
| — | JONES ENERGY INC | 691,791 | $2.463M | 0.2% | $3.56 | $3.56 | — | COM CL | 48019R108 |
| — | WILLIAMS CLAYTON ENERGY INC | 28,765 | $2.458M | 0.2% | $85.45 | $69.67 | — | COM | 969490101 |
| — | CALATLANTIC GROUP INC | 71,135 | $2.44M | 0.2% | $34.30 | $37.92 | — | COM | 128195104 |
| — | BERRY PLASTICS GROUP INC | 53,826 | $2.425M | 0.2% | $45.05 | $31.97 | — | COM | 08579W103 |
| — | * LIONS GATE ENTMNT CORP | 118,553 | $2.402M | 0.2% | $20.26 | $28.36 | — | COM NEW | 535919203 |
| — | CYREN LTD | 971,572 | $2.38M | 0.2% | $2.45 | $1.78 | — | SHS | M26895108 |
| CSL | * CARLISLE COS INC | 22,574 | $2.379M | 0.2% | $105.39 * | $62.16 | +49.1% | COM | 142339100 |
| — | NAVISTAR INTL CORP NEW | 2,400,000 | $2.228M | 0.2% | $0.93 | $0.93 | — | NOTE | 63934EAS7 |
| BWA | * BORGWARNER INC | 62,662 | $2.204M | 0.1% | $35.17 * | $25.90 | -1.5% | COM | 099724106 |
| — | * FREDS INC | 242,075 | $2.193M | 0.1% | $9.06 | $17.65 | — | CL A | 356108100 |
| — | * BANK MUTUAL CORP NEW | 281,757 | $2.164M | 0.1% | $7.68 | $7.68 | — | COM | 063750103 |
| — | * BANK OF THE OZARKS INC | 54,899 | $2.108M | 0.1% | $38.40 | $37.57 | — | COM | 063904106 |
| — | BATS GLOBAL MKTS INC | 67,974 | $2.102M | 0.1% | $30.92 | $25.99 | — | COM | 05491G109 |
| — | * SEACHANGE INTL INC | 700,195 | $2.094M | 0.1% | $2.99 | $5.73 | — | COM | 811699107 |
| — | DEPOMED INC | 1,450,000 | $2.053M | 0.1% | $1.42 | $1.06 | — | NOTE | 249908AA2 |
| HTBK | HERITAGE COMMERCE CORP | 185,551 | $2.03M | 0.1% | $10.94 | $10.49 | +5.5% | COM | 426927109 |
| — | COMSTOCK RES INC | 2,791,000 | $2.023M | 0.1% | $0.72 | $0.72 | — | NOTE | 205768AM6 |
| — | WRIGHT MED GROUP INC | 1,899,000 | $2.022M | 0.1% | $1.06 | $0.89 | — | NOTE | 98235TAE7 |
| — | * GP STRATEGIES CORP | 81,871 | $2.016M | 0.1% | $24.62 | $24.62 | — | COM | 36225v104 |
| — | SHARPSPRING INC | 388,103 | $1.999M | 0.1% | $5.15 | $3.18 | — | COM | 820054104 |
| — | HERITAGE OAKS BANCORP | 240,904 | $1.975M | 0.1% | $8.20 | $8.20 | — | COM | 42724R107 |
| — | MGM GROWTH PPTYS LLC | 70,250 | $1.88M | 0.1% | $26.76 | $26.76 | — | COM | 55303A105 |
| — | ENVISION HEALTHCARE HLDGS IN | 81,247 | $1.856M | 0.1% | $22.84 | $20.40 | — | COM | 29413U103 |
| — | CU BANCORP CALIF | 80,177 | $1.829M | 0.1% | $22.81 | $22.73 | — | COM | 126534106 |
| — | CASCADE BANCORP | 301,344 | $1.826M | 0.1% | $6.06 | $6.07 | — | COM NEW | 147154207 |
| — | WASHINGTONFIRST BANKSHARES I | 73,859 | $1.818M | 0.1% | $24.61 | $22.64 | — | COM | 940730104 |
| VVV | VALVOLINE INC | 74,892 | $1.804M | 0.1% | $24.09 * | $23.60 | 0.0% | COM | 92047W101 |
| — | CAPSTAR FINL HLDGS INC | 104,102 | $1.765M | 0.1% | $16.95 | $16.95 | — | COM | 14070T102 |
| — | INTERSECT ENT INC | 110,593 | $1.752M | 0.1% | $15.84 | $12.93 | — | COM | 46071F103 |
| — | *COLUMBIA PPTY TR INC | 75,260 | $1.728M | 0.1% | $22.96 | $24.29 | — | COM NEW | 198287203 |
| SLM | * SLM CORP | 224,243 | $1.718M | 0.1% | $7.66 * | $8.73 | -17.7% | COM | 78442P106 |
| FICO | * FAIR ISAAC CORP | 13,294 | $1.703M | 0.1% | $128.10 * | $83.23 | +49.8% | COM | 303250104 |
| — | MOLINA HEALTHCARE INC | 1,407,000 | $1.668M | 0.1% | $1.19 | $1.09 | — | DBCV | 60855RAD2 |
| — | * CONTINENTAL RESOURCES INC | 31,802 | $1.656M | 0.1% | $52.07 | $50.35 | — | COM | 212015101 |
| — | ON SEMICONDUCTOR CORP | 1,585,000 | $1.607M | 0.1% | $1.01 | $0.89 | — | NOTE | 682189AK1 |
| FTNT | FORTINET INC | 43,487 | $1.606M | 0.1% | $36.93 * | $3.89 | +79.4% | COM | 34959E109 |
| — | * SOUTHWESTERN ENERGY CO | 115,430 | $1.6M | 0.1% | $13.86 | $13.53 | — | COM | 845467109 |
| — | HORNBECK OFFSHORE SVCS INC N | 2,806,000 | $1.599M | 0.1% | $0.57 | $0.57 | — | NOTE | 440543AN6 |
| — | MEDIDATA SOLUTIONS INC | 1,350,000 | $1.575M | 0.1% | $1.17 | $1.08 | — | NOTE | 58471AAB1 |
| — | * CHICOS FAS INC | 131,277 | $1.562M | 0.1% | $11.90 | $16.10 | — | COM | 168615102 |
| LYV | * LIVE NATION INC | 55,352 | $1.56M | 0.1% | $28.18 * | $26.08 | 0.0% | COM | 538034109 |
| — | BMC STK HLDGS INC | 87,731 | $1.555M | 0.1% | $17.72 | $16.73 | — | COM | 05591B109 |
| — | * DSW INC | 73,277 | $1.501M | 0.1% | $20.48 | $21.14 | — | CL A | 23334L102 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 1,669,000 | $1.494M | 0.1% | $0.90 | $0.85 | — | NOTE | 73640QAB1 |
| — | IMPAX LABORATORIES INC | 1,687,000 | $1.482M | 0.1% | $0.88 | $0.88 | — | NOTE | 45256BAE1 |
| THRM | GENTHERM INC | 46,332 | $1.456M | 0.1% | $31.43 * | $36.81 | -10.2% | COM | 37253A103 |
| MGM | * MGM MIRAGE | 55,404 | $1.446M | 0.1% | $26.10 * | $16.66 | +37.6% | COM | 552953101 |
| WYNN | * WYNN RESORTS LTD | 14,770 | $1.442M | 0.1% | $97.63 * | $91.50 | -4.7% | COM | 983134107 |
| — | * SPIRIT AIRLS INC | 32,618 | $1.416M | 0.1% | $43.41 | $36.35 | — | COM | 848577102 |
| HOLX | * HOLOGIC INC | 36,189 | $1.409M | 0.1% | $38.93 * | $34.63 | +9.0% | COM | 436440101 |
| BLMN | BLOOMIN BRANDS INC | 80,413 | $1.386M | 0.1% | $17.24 * | $18.51 | -21.2% | COM | 094235108 |
| — | STANDARD PAC CORP NEW | 1,324,000 | $1.385M | 0.1% | $1.05 | $1.28 | — | NOTE | 85375CBC4 |
| BYD | * BOYD GAMING CORP | 67,710 | $1.377M | 0.1% | $20.34 * | $10.80 | +66.8% | COM | 103304101 |
| NLST | NETLIST INC | 1,102,782 | $1.367M | 0.1% | $1.24 * | $1.50 | 0.0% | COM | 64118P109 |
| MAS | MASCO CORP | 39,551 | $1.359M | 0.1% | $34.36 * | $14.92 | +101.4% | COM | 574599106 |
| — | OASIS PETE INC NEW | 1,200,000 | $1.354M | 0.1% | $1.13 | $1.13 | — | NOTE | 674215AJ7 |
| — | ECHO GLOBAL LOGISTICS INC | 1,425,000 | $1.341M | 0.1% | $0.94 | $0.94 | — | NOTE | 27875TAA9 |
| — | LA QUINTA HLDGS INC | 116,047 | $1.331M | 0.1% | $11.47 | $19.44 | — | COM | 50420D108 |
| — | JAZZ INVESTMENTS I LTD | 1,300,000 | $1.318M | 0.1% | $1.01 | $1.01 | — | NOTE | 472145AB7 |
| — | HOLOGIC INC | 965,000 | $1.309M | 0.1% | $1.36 | $1.28 | — | DEBT 2 | 436440AC5 |
| BAX | * BAXTER INTL INC | 27,393 | $1.304M | 0.1% | $47.60 * | $32.47 | +24.5% | COM | 071813109 |
| — | * QUICKLOGIC CORP | 1,700,170 | $1.292M | 0.1% | $0.76 | $1.06 | — | COM | 74837P108 |
| VXF | * VANGUARD INDEX FDS | 12,193 | $1.284M | 0.1% | $105.31 | $105.31 | — | EXTEND | 922908652 |
| — | CROWN CASTLE INTL CORP | 11,130 | $1.258M | 0.1% | $113.03 | $102.82 | — | CNV PFD | 22822V200 |
| — | PACIFIC PREMIER BANCORP | 47,446 | $1.255M | 0.1% | $26.45 | $21.37 | — | COM | 69478X105 |
| — | PROS HOLDINGS INC | 1,260,000 | $1.241M | 0.1% | $0.98 | $0.89 | — | NOTE | 74346YAB9 |
| — | RAMBUS INC DEL | 1,034,000 | $1.216M | 0.1% | $1.18 | $1.20 | — | NOTE | 750917AE6 |
| — | * VANTIV INC | 21,486 | $1.212M | 0.1% | $56.41 | $29.79 | — | CL A | 92210H105 |
| — | A H BELO CORP | 159,826 | $1.175M | 0.1% | $7.35 | $5.00 | — | COM CL | 001282102 |
| AAP | * ADVANCE AUTO PARTS INC | 7,820 | $1.169M | 0.1% | $149.49 * | $131.82 | +6.2% | COM | 00751Y106 |
| RMBS | * RAMBUS INC DEL | 90,494 | $1.163M | 0.1% | $12.85 * | $12.28 | +7.6% | COM | 750917106 |
| WDC | * WESTERN DIGITAL CORP | 19,718 | $1.156M | 0.1% | $58.63 * | $33.13 | 0.0% | COM | 958102105 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 1,372 | $1.127M | 0.1% | $821.43 | $1042.42 | — | PFD CON | G0177J116 |
| FNF | FIDELITY NATIONAL FINANCIAL | 29,297 | $1.109M | 0.1% | $37.85 * | $17.83 | 0.0% | FNF GRO | 31620R303 |
| — | AMTRUST FINL SVCS INC | 1,278,000 | $1.104M | 0.1% | $0.86 | $0.92 | — | NOTE | 032359AG6 |
| — | MICRON TECHNOLOGY INC | 1,229,000 | $1.098M | 0.1% | $0.89 | $0.85 | — | NOTE | 595112AY9 |
| — | *TWITTER INC | 47,530 | $1.096M | 0.1% | $23.06 | $17.18 | — | COM | 90184L102 |
| OC | * OWENS CORNING NEW | 20,417 | $1.092M | 0.1% | $53.48 | $44.07 | +21.9% | COM | 690742101 |
| — | PDC ENERGY INC | 1,000,000 | $1.063M | 0.1% | $1.06 | $1.06 | — | NOTE | 69327RAD3 |
| — | FIREEYE INC | 1,141,000 | $1.037M | 0.1% | $0.91 | $0.88 | — | NOTE | 31816QAD3 |
| — | FRONTIER COMMUNICATIONS CORP | 11,975 | $1.005M | 0.1% | $83.92 | $97.98 | — | PFD CON | 35906A207 |
| — | LEGACY TEX FINL GROUP INC | 31,516 | $997K | 0.1% | $31.63 | $26.91 | — | COM | 52471Y106 |
| ELF | E L F BEAUTY INC | 35,463 | $997K | 0.1% | $28.11 * | $26.17 | 0.0% | COM | 26856L103 |
| — | SERVICENOW INC | 815,000 | $990K | 0.1% | $1.21 | $1.08 | — | NOTE | 81762PAB8 |
| ALB | * ALBEMARLE CORP | 11,369 | $972K | 0.1% | $85.50 * | $49.53 | +46.3% | COM | 012653101 |
| — | GOGO INC | 1,275,000 | $966K | 0.1% | $0.76 | $0.75 | — | NOTE | 38046CAB5 |
| — | ATLANTIC CAP BANCSHARES INC | 61,860 | $927K | 0.1% | $14.99 | $14.99 | — | COM | 048269203 |
| — | * CALLON PETE CO DEL | 55,141 | $866K | 0.1% | $15.71 | $10.01 | — | COM | 13123X102 |
| MOD | * MODINE MFG CO | 69,873 | $829K | 0.1% | $11.86 * | $9.33 | +11.5% | COM | 607828100 |
| — | SUNPOWER CORP | 900,000 | $820K | 0.1% | $0.91 | $0.91 | — | DBCV | 867652AG4 |
| — | UCP INC | 92,984 | $819K | 0.1% | $8.81 | $12.64 | — | CL A | 90265Y106 |
| — | ACORDA THERAPEUTICS INC | 996,000 | $816K | 0.1% | $0.82 | $1.04 | — | NOTE | 00484MAA4 |
| — | SM ENERGY CO | 650,000 | $780K | 0.1% | $1.20 | $1.20 | — | NOTE | 78454LAM2 |
| CMTL | * COMTECH TELECOMMUNICATIONS | 59,985 | $768K | 0.1% | $12.80 * | $17.42 | -36.1% | COM NEW | 205826209 |
| — | HI-CRUSH PARTNERS LP | 42,891 | $658K | 0.0% | $15.34 | $13.07 | — | COM UNI | 428337109 |
| — | MAIDEN HOLDINGS LTD | 49,282 | $625K | 0.0% | $12.68 | $12.68 | — | SHS | G5753U112 |
| — | * UNIT CORP | 31,426 | $585K | 0.0% | $18.62 | $16.31 | — | COM | 909218109 |
| — | WPX ENERGY INC | 8,625 | $536K | 0.0% | $62.14 | $62.14 | — | NOTE | 98212B202 |
| — | PARSLEY ENERGY INC | 15,009 | $503K | 0.0% | $33.51 | $29.54 | — | CL A | 701877102 |
| — | GASTAR EXPL INC NEW | 570,076 | $482K | 0.0% | $0.85 | $1.09 | — | COM | 36729W202 |
| ROG | * ROGERS CORP | 6,840 | $418K | 0.0% | $61.11 | $52.06 | +16.6% | COM | 775133101 |
| UFABQ | UNIQUE FABRICATING INC | 33,674 | $412K | 0.0% | $12.23 * | $12.33 | +5.4% | COM | 90915J103 |
| TNC | * TENNANT CO | 6,267 | $406K | 0.0% | $64.78 * | $46.23 | +18.4% | COM | 880345103 |
| — | Meritor Inc | 35,792 | $398K | 0.0% | $11.12 | $11.12 | — | com | 59001K100 |
| HAL | * HALLIBURTON CO | 8,663 | $389K | 0.0% | $44.90 * | $34.14 | +6.5% | COM | 406216101 |
| SM | SM ENERGY CO | 9,679 | $373K | 0.0% | $38.54 * | $28.63 | 0.0% | COM | 78454L100 |
| — | HALCON RES CORP | 39,689 | $372K | 0.0% | $9.37 | $9.37 | — | COM | 40537Q605 |
| — | ON SEMICONDUCTOR CORP | 311,000 | $370K | 0.0% | $1.19 | $1.14 | — | NOTE | 682189AH8 |
| — | * VALEANT PHARMACEUTICALS | 14,954 | $367K | 0.0% | $24.54 | $24.54 | — | INTL CO | 91911K102 |
| HLX | * HELIX ENERGY SOLUTIONS GRP | 44,644 | $363K | 0.0% | $8.13 * | $7.57 | 0.0% | COM | 42330P107 |
| — | WHITING PETE CORP NEW | 435,000 | $359K | 0.0% | $0.83 | $0.79 | — | NOTE | 966387AL6 |
| BCC | * BOISE CASCADE CO DEL | 14,100 | $358K | 0.0% | $25.39 * | $19.08 | -9.7% | COM | 09739D100 |
| CTRA | * CABOT OIL & GAS CORP | 13,811 | $356K | 0.0% | $25.78 * | $19.83 | -8.1% | COM | 127097103 |
| — | * NABORS INDUSTRIES LTD | 28,547 | $347K | 0.0% | $12.16 | $10.06 | — | SHS | G6359F103 |
| — | * ANTERO RES CORP | 12,824 | $346K | 0.0% | $26.98 | $25.98 | — | COM | 03674x106 |
| — | * CONTANGO OIL & GAS COMPANY | 33,637 | $344K | 0.0% | $10.23 | $10.23 | — | COM NEW | 21075N204 |
| — | FLUIDIGM CORP DEL | 525,000 | $332K | 0.0% | $0.63 | $0.93 | — | NOTE | 34385PAA6 |
| — | PETROQUEST ENERGY INC | 90,099 | $312K | 0.0% | $3.46 | $3.46 | — | COM | 716748306 |
| KEX | * KIRBY CORP | 4,984 | $310K | 0.0% | $62.20 * | $65.49 | -12.4% | COM | 497266106 |
| — | * NEWFIELD EXPL CO | 6,713 | $292K | 0.0% | $43.50 | $44.81 | — | COM | 651290108 |
| — | * WHITING PETE CORP NEW | 32,962 | $288K | 0.0% | $8.74 | $8.74 | — | COM | 966387102 |
| — | NUVASIVE INC | 185,000 | $286K | 0.0% | $1.55 | $1.26 | — | NOTE | 670704AC9 |
| — | SERVICESOURCE INTL LLC | 275,000 | $265K | 0.0% | $0.96 | $0.76 | — | NOTE | 81763UAB6 |
| — | ENDO INTL PLC | 12,307 | $248K | 0.0% | $20.15 | $20.15 | — | SHS | G30401106 |
| — | FAIRMOUNT SANTROL HLDGS INC | 26,673 | $226K | 0.0% | $8.47 | $8.47 | — | COM | 30555Q108 |
| IWM | ISHARES TR | 1,817 | $226K | 0.0% | $124.38 | $124.38 | — | RUSSELL | 464287655 |
| — | * BAKER HUGHES INC | 4,247 | $214K | 0.0% | $50.39 | $50.39 | — | COM | 057224107 |
| — | * PIONEER NAT RES CO | 1,141 | $212K | 0.0% | $185.80 | $151.20 | — | COM | 723787107 |
| CRK | COMSTOCK RES INC | 24,974 | $191K | 0.0% | $7.65 * | $5.25 | 0.0% | COM | 205768302 |
| — | * REX ENERGY CORPORATION | 322,000 | $188K | 0.0% | $0.58 | $0.58 | — | COM | 761565100 |
| — | * RADIO ONE INC | 55,057 | $167K | 0.0% | $3.03 | $3.25 | — | CL D NO | 75040P405 |
| DWSN | DAWSON GEOPHYSICAL CO | 20,711 | $158K | 0.0% | $7.63 * | $6.08 | 0.0% | COM | 239360100 |
| — | SUPERIOR DRILLING PRODS INC | 150,000 | $142K | 0.0% | $0.95 | $0.95 | — | COM | 868153107 |
| — | LAM RESEARCH CORP | 86,000 | $126K | 0.0% | $1.47 | $1.47 | — | NOTE | 512807AL2 |
| — | PIONEER ENERGY SVCS CORP | 24,718 | $100K | 0.0% | $4.05 | $4.60 | — | COM | 723664108 |
| — | INDEPENDENCE CONTRACT DRIL I | 17,876 | $94,000 | 0.0% | $5.26 | $5.42 | — | COM | 453415309 |
| — | WEATHERFORD INTL PLC | 11,614 | $65,000 | 0.0% | $5.60 | $5.56 | — | COM | G48833100 |
| — | CIENA CORP | 49,000 | $48,000 | 0.0% | $0.98 | $0.97 | — | NOTE | 171779AE1 |
| — | HALCON RES CORP | 10,779 | $25,000 | 0.0% | $2.32 | $2.32 | — | NOTE | 40537Q118 |