Location: Philadelphia, PA
CIK: 0001158202 · Show all filings
Period: Q4 2016 (← Previous) (Next →)
Filing Date: Feb 15, 2017
Total Value: $1.593B (98.2% shares, 1.8% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| NXST | NEXSTAR BROADCASTING GROUP I | 279,611 | $23.55M | 1.5% | $20.35 | +119.5% | CL A | 65336K103 |
| — | TESSERA HLDG CORP | 392,290 | $22.1M | 1.4% | $56.34 | — | COM | 88166T101 |
| NVRI | HARSCO CORP | 1,468,333 | $21.54M | 1.4% | $8.64 | +38.8% | COM | 415864107 |
| — | DYNEGY INC NEW DEL | 2,388,419 | $21.43M | 1.3% | $9.98 | — | COM | 26817R108 |
| — | SUMMIT MATLS INC | 622,298 | $20.23M | 1.3% | $20.04 | — | COM | 86614U100 |
| SSP | SCRIPPS E W CO OHIO | 809,982 | $20.14M | 1.3% | $13.53 | -9.8% | CL A NE | 811054402 |
| — | SUPERIOR ENERGY SVCS INC | 872,951 | $19.81M | 1.2% | $20.89 | — | COM | 868157108 |
| — | FIESTA RESTAURANT GROUP INC | 569,382 | $19.07M | 1.2% | $33.56 | — | COM | 31660B101 |
| — | U S SILICA HLDGS INC | 245,224 | $19.05M | 1.2% | $28.11 | — | COM | 90346E103 |
| GTN | GRAY TELEVISION INC | 1,511,667 | $18.89M | 1.2% | $10.74 | -8.6% | COM | 389375106 |
| — | CAPITAL BK FINL CORP | 424,491 | $18.63M | 1.2% | $20.76 | — | CL A CO | 139794101 |
| PRKS | SEAWORLD ENTMT INC | 743,243 | $18.45M | 1.2% | $18.51 | -11.4% | COM | 81282V100 |
| WAL | WESTERN ALLIANCE BANCORP | 297,307 | $18.29M | 1.1% | $16.53 | +125.9% | COM | 957638109 |
| TCBI | TEXAS CAPITAL BANCSHARES INC | 205,262 | $18.07M | 1.1% | $51.87 | +30.0% | COM | 88224Q107 |
| HUN | HUNTSMAN CORP | 727,802 | $17.12M | 1.1% | $14.95 | +21.5% | COM | 447011107 |
| — | CAVIUM INC | 196,002 | $16.63M | 1.0% | $40.99 | — | COM | 14964U108 |
| — | DEPOMED INC | 771,624 | $16.56M | 1.0% | $18.46 | — | COM | 249908104 |
| — | WPX ENERGY INC | 906,844 | $16.53M | 1.0% | $9.64 | — | COM | 98212B103 |
| RRR | RED ROCK RESORTS INC | 556,204 | $16.47M | 1.0% | $20.38 | +11.6% | COM | 75700L108 |
| — | GENESEE & WYO INC | 174,091 | $16.43M | 1.0% | $67.53 | — | COM | 371559105 |
| — | SHORETEL INC | 2,228,364 | $16.41M | 1.0% | $6.96 | — | COM | 825211105 |
| — | SINCLAIR BROADCAST GROUP INC | 395,016 | $16.23M | 1.0% | $29.13 | — | CL A | 829226109 |
| — | CHEMICAL FINL CORP | 240,284 | $16M | 1.0% | $53.48 | — | COM | 163731102 |
| — | RICE ENERGY INC | 599,530 | $15.96M | 1.0% | $25.38 | — | COM | 762760106 |
| — | HORTONWORKS INC | 1,780,368 | $15.5M | 1.0% | $8.57 | — | COM | 440894103 |
| BLD | TOPBUILD CORP | 331,913 | $15.12M | 0.9% | $30.54 | +12.7% | COM | 89055F103 |
| — | SWIFT TRANSN CO | 555,343 | $15.11M | 0.9% | $17.94 | — | CL A | 87074U101 |
| WBS | WEBSTER FINL CORP CONN | 242,276 | $14.77M | 0.9% | $36.52 | +25.8% | COM | 947890109 |
| — | NUVASIVE INC | 167,918 | $14.52M | 0.9% | $52.67 | — | COM | 670704105 |
| NICE | NICE SYS LTD | 167,218 | $14.5M | 0.9% | $64.70 | — | SPONSOR | 653656108 |
| — | PINNACLE FINL PARTNERS INC | 184,677 | $14.44M | 0.9% | $50.02 | — | COM | 72346Q104 |
| — | MOBILE MINI INC | 379,508 | $14.25M | 0.9% | $39.16 | — | COM | 60740F105 |
| — | OASIS PETE INC NEW | 800,647 | $14.1M | 0.9% | $9.72 | — | COM | 674215108 |
| — | FELCOR LODGING TR INC | 1,399,014 | $13.92M | 0.9% | $6.61 | — | COM | 31430F101 |
| DXPE | DXP ENTERPRISES INC NEW | 375,229 | $13.84M | 0.9% | $29.58 | 0.0% | COM NEW | 233377407 |
| MRCY | MERCURY COMPUTER SYS | 333,092 | $13.17M | 0.8% | $20.58 | +38.1% | COM | 589378108 |
| — | SPX FLOW INC | 379,446 | $13.1M | 0.8% | $32.77 | — | COM | 78469X107 |
| — | CARRIZO OIL & CO INC | 267,255 | $13.04M | 0.8% | $31.21 | — | COM | 144577103 |
| GIII | G-III APPAREL GROUP LTD | 357,753 | $12.63M | 0.8% | $38.30 | -24.4% | COM | 36237H101 |
| WSFS | WSFS FINL CORP | 241,961 | $12.49M | 0.8% | $40.21 | 0.0% | COM | 929328102 |
| ICLR | ICON PLC | 124,828 | $12.19M | 0.8% | $41.80 | +85.8% | SHS | G4705A100 |
| — | PINNACLE ENTMT INC | 747,368 | $12.18M | 0.8% | $11.10 | — | COM | 72348Y105 |
| — | AKORN INC | 435,280 | $12.13M | 0.8% | $34.14 | — | COM | 009728106 |
| — | CAMBREX CORP | 199,656 | $12.12M | 0.8% | $20.77 | — | COM | 132011107 |
| — | ELLIE MAE INC | 102,471 | $11.99M | 0.8% | $63.15 | — | COM | 28849P100 |
| — | FAIRMOUNT SANTROL HLDGS INC | 912,193 | $11.75M | 0.7% | $12.75 | — | COM | 30555Q108 |
| ATKR | ATKORE INTL GROUP INC | 437,109 | $11.65M | 0.7% | $15.59 | +27.3% | COM | 047649108 |
| — | MODEL N INC | 1,212,088 | $11.14M | 0.7% | $11.00 | — | COM | 607525102 |
| — | ARCH COAL INC | 127,350 | $11.1M | 0.7% | $87.18 | — | COM | 039380407 |
| SMTC | SEMTECH CORP | 320,700 | $11.09M | 0.7% | $26.12 | +7.2% | COM | 816850101 |
| HFWA | HERITAGE FINL CORP WASH | 428,629 | $11.04M | 0.7% | $17.20 | +24.3% | COM | 42722X106 |
| — | COBIZ FINANCIAL INC | 649,683 | $10.97M | 0.7% | $11.84 | — | COM | 190897108 |
| — | SANCHEZ ENERGY CORP | 1,112,716 | $10.94M | 0.7% | $10.80 | — | COM | 79970Y105 |
| EGHT | 8X8 INC NEW | 558,178 | $10.89M | 0.7% | $9.25 | +56.8% | COM | 282914100 |
| — | U S CONCRETE INC | 151,249 | $10.88M | 0.7% | $71.93 | — | COM NEW | 90333L201 |
| — | FCB FINL HLDGS INC | 197,535 | $10.67M | 0.7% | $32.26 | — | CL A | 30255G103 |
| TYL | TYLER TECHNOLOGIES INC | 50,874 | $10.57M | 0.7% | $108.33 | +43.3% | COM | 902252105 |
| LNWO | SCIENTIFIC GAMES CORP | 662,568 | $10.43M | 0.7% | $14.36 | -4.8% | CL A | 80874P109 |
| — | BELMOND LTD | 693,717 | $10.38M | 0.7% | $11.50 | — | COM | G1154H107 |
| — | BEACON ROOFING SUPPLY INC | 197,807 | $10.26M | 0.6% | $31.40 | — | COM | 073685109 |
| — | WRIGHT MED GROUP N V | 405,297 | $10.15M | 0.6% | $24.67 | — | COM | N96617118 |
| TBHC | KIRKLANDS INC | 644,531 | $9.997M | 0.6% | $16.12 | -13.2% | COM | 497498105 |
| JACK | JACK IN THE BOX INC | 57,255 | $9.71M | 0.6% | $74.57 | +37.0% | COM | 466367109 |
| FIVE | Five Below Inc | 223,025 | $9.666M | 0.6% | $44.99 | -12.5% | com | 33829M101 |
| CVLG | COVENANT TRANSN GROUP INC | 499,749 | $9.665M | 0.6% | $9.67 | -7.2% | CL A | 22284P105 |
| — | WELLCARE HEALTH PLANS INC | 51,458 | $9.427M | 0.6% | $80.89 | — | COM | 94946T106 |
| — | SELECT COMFORT CORP | 304,339 | $9.396M | 0.6% | $23.81 | — | COM | 81616X103 |
| — | EXPRESS INC | 863,689 | $9.293M | 0.6% | $11.60 | — | COM | 30219E103 |
| — | PARK STERLING CORP | 858,189 | $9.26M | 0.6% | $6.32 | — | COM | 70086Y105 |
| — | PIER 1 IMPORTS INC | 1,078,714 | $9.212M | 0.6% | $10.58 | — | COM | 720279108 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 204,298 | $9.204M | 0.6% | $48.69 | -20.3% | COM | 00404A109 |
| CGIP | CELADON GROUP INC | 1,253,561 | $8.963M | 0.6% | $12.34 | -39.3% | COM | 150838100 |
| OXM | OXFORD INDS INC | 148,696 | $8.941M | 0.6% | $62.63 | +5.2% | COM | 691497309 |
| — | CALLIDUS SOFTWARE INC | 478,261 | $8.903M | 0.6% | $18.57 | — | COM | 13123E500 |
| — | DEL FRISCOS RESTAURANT GROUP | 519,861 | $8.838M | 0.6% | $19.41 | — | COM | 245077102 |
| PENN | PENN NATL GAMING INC | 586,077 | $8.808M | 0.6% | $14.01 | -2.7% | COM | 707569109 |
| — | JONES ENERGY INC | 1,753,674 | $8.768M | 0.6% | $4.43 | — | COM CL | 48019R108 |
| — | KONA GRILL INC | 698,215 | $8.763M | 0.6% | $11.80 | — | COM | 50047H201 |
| TPC | TUTOR PERINI CORP | 276,346 | $8.717M | 0.5% | $18.32 | +32.2% | COM | 901109108 |
| — | OM ASSET MGMT PLC | 544,543 | $8.667M | 0.5% | $16.77 | — | SHS | G67506108 |
| MRTN | MARTEN TRANS LTD | 369,075 | $8.599M | 0.5% | $6.33 | +17.9% | COM | 573075108 |
| — | KCG HLDGS INC | 563,989 | $8.366M | 0.5% | $12.28 | — | CL A | 48244B100 |
| — | INTERXION HOLDING N.V | 202,389 | $7.961M | 0.5% | $35.12 | — | SHS | N47279109 |
| EVR | EVERCORE PARTNERS INC | 103,659 | $7.955M | 0.5% | $50.50 | 0.0% | CLASS A | 29977A105 |
| REI | RING ENERGY INC | 607,041 | $7.885M | 0.5% | $10.00 | +15.7% | COM | 76680V108 |
| — | GUARANTY BANCORP DEL | 322,740 | $7.81M | 0.5% | $20.10 | — | COM NEW | 40075T607 |
| HTBK | HERITAGE COMMERCE CORP | 538,113 | $7.765M | 0.5% | $11.58 | +4.9% | COM | 426927109 |
| — | STATE BK FINL CORP | 279,266 | $7.501M | 0.5% | $18.89 | — | COM | 856190103 |
| — | HABIT RESTAURANTS INC | 431,477 | $7.443M | 0.5% | $17.25 | — | COM | 40449J103 |
| — | RESOLUTE ENERGY CORP | 180,426 | $7.432M | 0.5% | $29.99 | — | COM | 76116A306 |
| — | REXNORD CORP NEW | 330,804 | $7.014M | 0.4% | $19.67 | — | COM | 76169B102 |
| IMAX | IMAX CORP | 199,908 | $7.012M | 0.4% | $29.24 | +6.9% | COM | 45245E109 |
| MBUU | MALIBU BOATS INC | 365,364 | $6.971M | 0.4% | $20.72 | -18.7% | COM CL | 56117J100 |
| GOGO | GOGO INC | 691,829 | $6.817M | 0.4% | $17.39 | -43.2% | COM | 38046C109 |
| — | SOUTHWEST BANCORP INC OKLA | 232,586 | $6.745M | 0.4% | $17.21 | — | COM | 844767103 |
| — | BOJANGLES INC | 360,113 | $6.716M | 0.4% | $16.98 | — | COM | 097488100 |
| — | ZAGG INCORPORATED | 945,221 | $6.711M | 0.4% | $7.49 | — | COM | 98884U108 |
| — | ECHO GLOBAL LOGISTICS INC | 259,078 | $6.49M | 0.4% | $22.82 | — | COM | 27875T101 |
| RLGT | RADIANT LOGISTICS INC | 1,579,766 | $6.161M | 0.4% | $3.96 | -18.5% | COM | 75025X100 |
| — | BAZAARVOICE INC | 1,222,685 | $5.93M | 0.4% | $4.14 | — | COM | 073271108 |
| IWM | ISHARES TR | 402 | $5.814M | 0.4% | $124.38 | — | COM | 464287655 |
| TTI | TETRA TECHNOLOGIES INC DEL | 1,147,350 | $5.76M | 0.4% | $5.77 | -6.3% | COM | 88162F105 |
| — | EXTRACTION OIL AND GAS INC | 258,692 | $5.739M | 0.4% | $22.18 | — | COM | 30227M105 |
| — | CHUYS HLDGS INC | 174,836 | $5.673M | 0.4% | $32.45 | — | COM | 171604101 |
| — | HD SUPPLY HLDGS INC | 47,985 | $5.669M | 0.4% | $31.15 | — | COM | 40416M105 |
| OSK | OSHKOSH CORP | 30,816 | $5.602M | 0.4% | $42.11 | +27.5% | COM | 688239201 |
| CAL | CALERES INC | 165,980 | $5.447M | 0.3% | $22.42 | +14.7% | COM | 129500104 |
| — | MATCH GROUP INC | 112,736 | $5.392M | 0.3% | $13.06 | — | COM | 57665R106 |
| — | TELENAV INC | 762,649 | $5.377M | 0.3% | $5.45 | — | COM | 879455103 |
| URI | UNITED RENTALS INC | 18,110 | $5.365M | 0.3% | $63.24 | +39.4% | COM | 911363109 |
| AMG | AFFILIATED MANAGERS GROUP | 13,794 | $5.356M | 0.3% | $137.92 | +1.9% | COM | 008252108 |
| — | PACWEST BANCORP DEL | 36,136 | $5.253M | 0.3% | $42.34 | — | COM | 695263103 |
| GDDY | GODADDY INC | 52,883 | $5.123M | 0.3% | $29.02 | +20.9% | COM | 380237107 |
| — | STEIN MART INC | 915,870 | $5.019M | 0.3% | $10.33 | — | COM | 858375108 |
| — | BARRETT BILL CORP | 712,388 | $4.98M | 0.3% | $6.99 | — | COM | 06846N104 |
| — | ECLIPSE RES CORP | 1,851,594 | $4.944M | 0.3% | $2.98 | — | COM | 27890G100 |
| — | PGT INC | 424,372 | $4.859M | 0.3% | $11.56 | — | COM | 69336V101 |
| — | K2M GROUP HLDGS INC | 226,780 | $4.545M | 0.3% | $20.04 | — | COM | 48273J107 |
| — | STONEGATE BK FT LAUDERDALE F | 108,330 | $4.521M | 0.3% | $29.80 | — | COM | 861811107 |
| — | MEDIA GEN INC NEW | 184,176 | $4.509M | 0.3% | $16.67 | — | COM | 58441K100 |
| MERC | MERCER INTL INC | 421,971 | $4.494M | 0.3% | $6.13 | +7.1% | COM | 588056101 |
| — | BNC BANCORP | 49,928 | $4.393M | 0.3% | $22.12 | — | COM | 05566T101 |
| SLM | SLM CORP | 157,745 | $4.293M | 0.3% | $8.73 | +2.8% | COM | 78442P106 |
| ACGL | ARCH CAP GROUP LTD | 17,719 | $4.265M | 0.3% | $18.37 | +40.8% | ORD | G0450A105 |
| — | INVENTURE FOODS INC | 432,732 | $4.262M | 0.3% | $9.78 | — | COM | 461212102 |
| BURL | BURLINGTON STORES INC | 17,647 | $4.244M | 0.3% | $34.71 | +132.5% | COM | 122017106 |
| CVU | CPI AEROSTRUCTURES INC | 447,513 | $4.139M | 0.3% | $9.79 | -25.0% | COM NEW | 125919308 |
| — | MATTERSIGHT CORP | 1,081,163 | $4M | 0.3% | $3.70 | — | COM | 577097108 |
| — | GASTAR EXPL INC NEW | 2,543,274 | $3.942M | 0.2% | $1.45 | — | COM | 36729W202 |
| — | RADISYS CORP | 888,783 | $3.937M | 0.2% | $2.81 | — | COM | 750459109 |
| — | REVOLUTION LIGHTING TECHNOLO | 709,549 | $3.903M | 0.2% | $5.52 | — | COM | 76155G206 |
| GLPI | GAMING & LEISURE PPTYS INC | 47,596 | $3.893M | 0.2% | $32.63 | — | COM | 36467J108 |
| FNF | FIDELITY NATIONAL FINANCIAL | 42,208 | $3.821M | 0.2% | $17.47 | -4.7% | FNF GRO | 31620R303 |
| BC | BRUNSWICK CORP | 24,788 | $3.79M | 0.2% | $40.43 | +4.3% | COM | 117043109 |
| — | GULFPORT ENERGY CORP | 64,238 | $3.708M | 0.2% | $43.15 | — | COM NEW | 402635304 |
| LIND | LINDBLAD EXPEDITIONS HLDGS I | 390,680 | $3.692M | 0.2% | $9.87 | -7.6% | COM | 535219109 |
| — | NATUS MEDICAL INC DEL | 87,931 | $3.53M | 0.2% | $38.12 | — | COM | 639050103 |
| — | AMERICAN RENAL ASSOCIATES HO | 164,006 | $3.49M | 0.2% | $23.51 | — | COM | 029227105 |
| — | FIRST CONN BANCORP INC MD | 153,102 | $3.468M | 0.2% | $16.12 | — | COM | 319850103 |
| — | SOUTHERN NATL BANCORP OF VA | 211,891 | $3.462M | 0.2% | $12.32 | — | COM | 843395104 |
| BKU | BANKUNITED INC | 32,943 | $3.451M | 0.2% | $25.30 | -0.5% | COM | 06652K103 |
| — | APPROACH RESOURCES INC | 1,014,175 | $3.397M | 0.2% | $3.35 | — | COM | 03834A103 |
| VXF | VANGUARD INDEX FDS | 3,739 | $3.297M | 0.2% | $105.31 | — | EXTEND | 922908652 |
| — | EMERGE ENERGY SVCS LP | 265,686 | $3.271M | 0.2% | $12.31 | — | COM REP | 29102H108 |
| — | BERRY PLASTICS GROUP INC | 22,951 | $3.265M | 0.2% | $31.97 | — | COM | 08579W103 |
| — | CALATLANTIC GROUP INC | 34,584 | $3.252M | 0.2% | $37.92 | — | COM | 128195104 |
| — | WILDHORSE RESOURCE DEV CORP | 198,405 | $3.156M | 0.2% | $15.91 | — | COM | 96812T102 |
| XPO | XPO LOGISTICS INC | 25,383 | $3.154M | 0.2% | $10.85 | +28.3% | COM | 983793100 |
| — | CHEROKEE INC DEL NEW | 296,614 | $3.114M | 0.2% | $10.50 | — | COM | 16444H102 |
| TRU | TRANSUNION | 35,602 | $3.072M | 0.2% | $24.08 | +26.0% | COM | 89400J107 |
| — | GOGO INC | 3,930,000 | $2.955M | 0.2% | $0.75 | — | NOTE | 38046CAB5 |
| — | SPIRIT AIRLS INC | 17,445 | $2.847M | 0.2% | $36.35 | — | COM | 848577102 |
| GEO | GEO GROUP INC NEW | 32,574 | $2.821M | 0.2% | $12.86 | 0.0% | COM | 36162J106 |
| — | MARIN SOFTWARE INC | 1,200,347 | $2.821M | 0.2% | $6.60 | — | COM | 56804T106 |
| — | HERITAGE OAKS BANCORP | 225,739 | $2.783M | 0.2% | $8.20 | — | COM | 42724R107 |
| AOS | SMITH A O | 18,855 | $2.652M | 0.2% | $15.38 | +168.8% | COM | 831865209 |
| — | BANK MUTUAL CORP NEW | 279,279 | $2.639M | 0.2% | $7.68 | — | COM | 063750103 |
| WDC | WESTERN DIGITAL CORP | 14,333 | $2.568M | 0.2% | $33.13 | +23.4% | COM | 958102105 |
| — | SVB FINL GROUP | 5,806 | $2.409M | 0.2% | $96.94 | — | COM | 78486Q101 |
| — | HEADWATERS INC | 34,970 | $2.352M | 0.1% | $18.03 | — | COM | 42210P102 |
| DXYN | DIXIE GROUP INC | 649,451 | $2.338M | 0.1% | $9.10 | -57.2% | CL A | 255519100 |
| — | NEWFIELD EXPL CO | 20,375 | $2.309M | 0.1% | $90.75 | — | COM | 651290108 |
| — | CAPSTAR FINL HLDGS INC | 103,190 | $2.266M | 0.1% | $16.95 | — | COM | 14070T102 |
| LYV | LIVE NATION INC | 30,100 | $2.24M | 0.1% | $26.08 | +5.5% | COM | 538034109 |
| — | WASHINGTONFIRST BANKSHARES I | 76,832 | $2.227M | 0.1% | $22.88 | — | COM | 940730104 |
| — | BRIDGE BANCORP INC | 58,458 | $2.216M | 0.1% | $25.98 | — | COM | 108035106 |
| ZION | ZIONS BANCORPORATION | 22,379 | $2.166M | 0.1% | $36.84 | 0.0% | COM | 989701107 |
| — | LIONS GATE ENTMNT CORP | 28,211 | $2.083M | 0.1% | $73.84 | — | COM | 535919401 |
| — | CYREN LTD | 964,954 | $2.075M | 0.1% | $1.78 | — | SHS | M26895108 |
| — | IMPAX LABORATORIES INC | 156,429 | $2.073M | 0.1% | $28.32 | — | COM | 45256B101 |
| — | MGM GROWTH PPTYS LLC | 30,154 | $2.064M | 0.1% | $26.76 | — | COM | 55303A105 |
| — | LA QUINTA HLDGS INC | 50,861 | $2.026M | 0.1% | $19.44 | — | COM | 50420D108 |
| — | SHARPSPRING INC | 383,589 | $2.022M | 0.1% | $3.18 | — | COM | 820054104 |
| — | COMSTOCK RES INC | 2,301,000 | $2.002M | 0.1% | $0.72 | — | NOTE | 205768AM6 |
| WCC | WESCO INTL INC | 10,977 | $1.999M | 0.1% | $61.73 | 0.0% | COM | 95082P105 |
| CSL | CARLISLE COS INC | 6,256 | $1.998M | 0.1% | $62.16 | +56.5% | COM | 142339100 |
| — | SOUTHWESTERN ENERGY CO | 77,430 | $1.967M | 0.1% | $30.95 | — | DEP SHS | 845467208 |
| MAS | MASCO CORP | 23,923 | $1.964M | 0.1% | $14.92 | +87.3% | COM | 574599106 |
| — | LIONS GATE ENTMNT CORP | 28,220 | $1.899M | 0.1% | $67.29 | — | COM | 535919500 |
| OC | OWENS CORNING NEW | 13,985 | $1.875M | 0.1% | $44.07 | +17.6% | COM | 690742101 |
| VISN | COMMSCOPE HLDG CO INC | 18,598 | $1.867M | 0.1% | $34.08 | 0.0% | COM | 20337X109 |
| — | KEY ENERGY SVCS INC DEL | 58,165 | $1.85M | 0.1% | $31.81 | — | COM | 49309J103 |
| — | SOUTHWESTERN ENERGY CO | 88,664 | $1.82M | 0.1% | $13.53 | — | COM | 845467109 |
| RIG | TRANSOCEAN LTD | 49,108 | $1.797M | 0.1% | $11.85 | 0.0% | REG SHS | H8817H100 |
| — | NAVISTAR INTL CORP NEW | 1,760,000 | $1.738M | 0.1% | $0.93 | — | NOTE | 63934EAS7 |
| VVV | VALVOLINE INC | 31,359 | $1.718M | 0.1% | $23.60 | -10.2% | COM | 92047W101 |
| WYNN | WYNN RESORTS LTD | 7,208 | $1.687M | 0.1% | $91.50 | -8.2% | COM | 983134107 |
| BYD | BOYD GAMING CORP | 28,503 | $1.678M | 0.1% | $10.80 | +67.1% | COM | 103304101 |
| BAX | BAXTER INTL INC | 14,440 | $1.671M | 0.1% | $32.47 | +22.4% | COM | 071813109 |
| AAP | ADVANCE AUTO PARTS INC | 3,591 | $1.648M | 0.1% | $131.82 | +4.6% | COM | 00751Y106 |
| MGM | MGM MIRAGE | 21,265 | $1.64M | 0.1% | $16.66 | +57.0% | COM | 552953101 |
| HOLX | HOLOGIC INC | 15,448 | $1.631M | 0.1% | $34.63 | +11.4% | COM | 436440101 |
| — | CONTINENTAL RESOURCES INC | 14,470 | $1.631M | 0.1% | $50.35 | — | COM | 212015101 |
| — | SEACHANGE INTL INC | 697,479 | $1.604M | 0.1% | $5.73 | — | COM | 811699107 |
| — | GP STRATEGIES CORP | 55,289 | $1.581M | 0.1% | $28.60 | — | COM | 36225V104 |
| — | FIRST NBC BK HLDG CO | 209,662 | $1.531M | 0.1% | $7.30 | — | COM | 32115D106 |
| — | ASPEN TECHNOLOGY INC | 10,741 | $1.524M | 0.1% | $141.89 | — | COM | 045327103 |
| ALB | ALBEMARLE CORP | 6,156 | $1.391M | 0.1% | $49.53 | +50.9% | COM | 012653101 |
| NLST | NETLIST INC | 1,343,627 | $1.37M | 0.1% | $1.43 | -22.3% | COM | 64118P109 |
| — | TWITTER INC | 31,933 | $1.365M | 0.1% | $17.18 | — | COM | 90184L102 |
| BOKF | BOK FINL CORP | 6,283 | $1.361M | 0.1% | $61.12 | 0.0% | COM NEW | 05561Q201 |
| — | INTERSECT ENT INC | 109,590 | $1.326M | 0.1% | $12.93 | — | COM | 46071F103 |
| — | DEPOMED INC | 1,117,000 | $1.271M | 0.1% | $1.06 | — | NOTE | 249908AA2 |
| — | OASIS PETE INC NEW | 875,000 | $1.216M | 0.1% | $1.13 | — | NOTE | 674215AJ7 |
| — | VERISIGN INC | 542,000 | $1.204M | 0.1% | $2.22 | — | NOTE | 92343EAD4 |
| — | ANTHEM INC | 24,800 | $1.166M | 0.1% | $47.02 | — | NOTE | 036752202 |
| VECO | VEECO INSTRS INC DEL | 39,971 | $1.165M | 0.1% | $19.99 | +25.1% | COM | 922417100 |
| — | LIVE NATION ENTERTAINMENT IN | 1,088,000 | $1.16M | 0.1% | $1.07 | — | NOTE | 538034AJ8 |
| — | SUNSHINE BANCORP INC | 67,594 | $1.159M | 0.1% | $17.15 | — | COM | 86777J108 |
| — | PACIFIC PREMIER BANCORP | 31,741 | $1.122M | 0.1% | $21.37 | — | COM | 69478X105 |
| — | MICRON TECHNOLOGY INC | 1,120,000 | $1.113M | 0.1% | $0.85 | — | NOTE | 595112AY9 |
| — | WPX ENERGY INC | 16,180 | $1.072M | 0.1% | $64.06 | — | NOTE | 98212B202 |
| — | INTEL CORP | 793,000 | $1.071M | 0.1% | $1.35 | — | SDCV | 458140AD2 |
| — | ECHO GLOBAL LOGISTICS INC | 1,065,000 | $1.044M | 0.1% | $0.94 | — | NOTE | 27875TAA9 |
| — | PDC ENERGY INC | 930,000 | $1.038M | 0.1% | $1.06 | — | NOTE | 69327RAD3 |
| MOD | MODINE MFG CO | 69,253 | $1.032M | 0.1% | $9.33 | +34.5% | COM | 607828100 |
| — | AMTRUST FINL SVCS INC | 1,183,000 | $1.004M | 0.1% | $0.92 | — | NOTE | 032359AG6 |
| — | A H BELO CORP | 153,401 | $974K | 0.1% | $5.00 | — | COM CL | 001282102 |
| — | BASIC ENERGY SVCS INC NEW | 27,222 | $962K | 0.1% | $35.34 | — | COM | 06985P209 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 1,260 | $959K | 0.1% | $1042.42 | — | PFD CON | G0177J116 |
| — | WRIGHT MED GROUP INC | 882,000 | $918K | 0.1% | $0.89 | — | NOTE | 98235TAE7 |
| — | PIONEER ENERGY SVCS CORP | 133,271 | $913K | 0.1% | $6.43 | — | COM | 723664108 |
| — | FIREEYE INC | 982,000 | $884K | 0.1% | $0.88 | — | NOTE | 31816QAD3 |
| — | SERVICENOW INC | 741,000 | $870K | 0.1% | $1.08 | — | NOTE | 81762PAB8 |
| — | LONESTAR RES US INC | 100,000 | $854K | 0.1% | $8.54 | — | COM | 54240f103 |
| — | RAMBUS INC DEL | 679,000 | $843K | 0.1% | $1.20 | — | NOTE | 750917AE6 |
| — | QUICKLOGIC CORP | 604,761 | $841K | 0.1% | $1.06 | — | COM | 74837P108 |
| — | MOLINA HEALTHCARE INC | 721,000 | $820K | 0.1% | $1.09 | — | DBCV | 60855RAD2 |
| — | T MOBILE US INC | 8,600 | $809K | 0.1% | $94.07 | — | CONV PF | 872590203 |
| — | AMERICAN TOWER CORP NEW | 7,790 | $807K | 0.1% | $103.59 | — | NOTE | 03027X407 |
| — | AQUAVENTURE HLDGS LTD | 32,227 | $791K | 0.0% | $24.54 | — | COM | G0443N107 |
| — | NVIDIA CORP | 148,000 | $784K | 0.0% | $5.30 | — | NOTE | 67066GAC8 |
| — | HOLOGIC INC | 576,000 | $781K | 0.0% | $1.28 | — | DEBT 2 | 436440AC5 |
| — | WILLIAMS CLAYTON ENERGY INC | 6,434 | $767K | 0.0% | $69.67 | — | COM | 969490101 |
| — | ON SEMICONDUCTOR CORP | 735,000 | $753K | 0.0% | $0.89 | — | NOTE | 682189AK1 |
| — | RYLAND GROUP INC | 617,000 | $738K | 0.0% | $1.20 | — | NOTE | 783764AQ6 |
| — | CEMEX SAB DE CV | 650,000 | $729K | 0.0% | $1.12 | — | NOTE | 151290BC6 |
| — | FIDELITY NATIONAL FINANCIAL | 375,000 | $729K | 0.0% | $1.94 | — | NOTE | 31620RAE5 |
| — | INTEGRATED DEVICE TECHNOLOGY | 692,000 | $712K | 0.0% | $1.03 | — | NOTE | 458118AC0 |
| CMTL | COMTECH TELECOMMUNICATIONS C | 59,741 | $708K | 0.0% | $17.42 | -44.1% | COM NEW | 205826209 |
| — | WHITING PETE CORP NEW | 57,696 | $694K | 0.0% | $10.15 | — | COM | 966387102 |
| — | PRICELINE GRP INC | 544,000 | $693K | 0.0% | $1.27 | — | NOTE | 741503AS5 |
| — | HI-CRUSH PARTNERS LP | 32,475 | $643K | 0.0% | $13.07 | — | COM UNI | 428337109 |
| — | CALLON PETE CO DEL | 41,502 | $638K | 0.0% | $10.01 | — | COM | 13123X102 |
| — | NANOSTRING TECHNOLOGIES INC | 27,285 | $608K | 0.0% | $12.60 | — | COM | 63009R109 |
| — | PETROQUEST ENERGY INC | 182,257 | $603K | 0.0% | $3.38 | — | COM | 716748306 |
| TILE | INTERFACE INC | 32,380 | $601K | 0.0% | $17.04 | +1.2% | COM | 458665304 |
| — | PANDORA MEDIA INC | 575,000 | $589K | 0.0% | $1.02 | — | NOTE | 698354AB3 |
| — | UNIT CORP | 20,864 | $561K | 0.0% | $16.31 | — | COM | 909218109 |
| — | SANCHEZ PRODTN PARTNERS | 44,613 | $522K | 0.0% | $11.70 | — | COM | 79971C201 |
| — | SUPERIOR DRILLING PRODS INC | 350,565 | $463K | 0.0% | $1.16 | — | COM | 868153107 |
| — | CHESAPEAKE ENERGY CORP | 65,442 | $459K | 0.0% | $7.01 | — | COM | 165167107 |
| HLX | HELIX ENERGY SOLUTIONS GRP I | 50,075 | $442K | 0.0% | $7.80 | +23.7% | COM | 42330P107 |
| — | meritor inc | 35,478 | $441K | 0.0% | $11.12 | — | com | 59001K100 |
| — | BMC STK HLDGS INC | 22,049 | $430K | 0.0% | $16.73 | — | COM | 05591B109 |
| — | HORNBECK OFFSHORE SVCS INC N | 605,000 | $429K | 0.0% | $0.57 | — | NOTE | 440543AN6 |
| THRM | GENTHERM INC | 12,642 | $428K | 0.0% | $36.81 | -15.4% | COM | 37253A103 |
| — | MEDIDATA SOLUTIONS INC | 393,000 | $426K | 0.0% | $1.08 | — | NOTE | 58471AAB1 |
| FRBKQ | REPUBLIC FIRST BANCORP INC | 46,278 | $386K | 0.0% | $5.53 | 0.0% | COM | 760416107 |
| — | CLIFFS NATURAL RESOURCES INC | 43,152 | $363K | 0.0% | $8.41 | — | COM | 18683k101 |
| PPC | PILGRIMS PRIDE CORP NEW | 18,475 | $351K | 0.0% | $19.53 | 0.0% | COM | 72147K108 |
| — | NABORS INDUSTRIES LTD | 19,970 | $328K | 0.0% | $10.06 | — | SHS | G6359F103 |
| CRK | COMSTOCK RES INC | 32,741 | $322K | 0.0% | $6.10 | +44.4% | COM | 205768302 |
| — | HALCON RES CORP | 33,940 | $317K | 0.0% | $9.37 | — | COM | 40537Q605 |
| BCC | BOISE CASCADE CO DEL | 13,973 | $314K | 0.0% | $19.08 | -21.6% | COM | 09739D100 |
| — | CASCADE BANCORP | 38,263 | $311K | 0.0% | $6.07 | — | COM NEW | 147154207 |
| — | PENN VA CORP NEW | 6,247 | $306K | 0.0% | $48.98 | — | COM | 70788V102 |
| SM | SM ENERGY CO COM | 8,815 | $304K | 0.0% | $28.63 | +12.8% | SM ENER | 78454L100 |
| — | LEGACY TEX FINL GROUP INC | 6,043 | $260K | 0.0% | $26.91 | — | COM | 52471Y106 |
| — | NUVASIVE INC | 161,000 | $259K | 0.0% | $1.26 | — | NOTE | 670704AC9 |
| — | INVESTAR HLDG CORP | 13,085 | $244K | 0.0% | $18.65 | — | COM | 46134l105 |
| CXW | CORECIVIC INC | 9,500 | $232K | 0.0% | $14.21 | 0.0% | COM | 21871N101 |
| VO | VANGUARD INDEX FDS | 51 | $203K | 0.0% | $3980.39 | — | MID CAP | 922908629 |
| — | SYNERGY RES CORP | 20,281 | $181K | 0.0% | $6.84 | — | COM | 87164P103 |
| — | PALO ALTO NETWORKS INC | 92,000 | $117K | 0.0% | $1.27 | — | NOTE | 697435AB1 |
| — | RADIO ONE INC | 37,139 | $108K | 0.0% | $3.25 | — | CL D NO | 75040P405 |
| — | LAM RESEARCH CORP | 53,000 | $90,000 | 0.0% | $1.47 | — | NOTE | 512807AL2 |
| — | WEATHERFORD INTL PLC | 10,317 | $51,000 | 0.0% | $5.56 | — | COM | G48833100 |
| — | CIENA CORP | 39,000 | $38,000 | 0.0% | $0.97 | — | NOTE | 171779AE1 |
| — | CEMEX SAB DE CV | 35,000 | $37,000 | 0.0% | $1.06 | — | NOTE | 151290BR3 |
| — | HALCON RES CORP | 10,779 | $25,000 | 0.0% | $2.32 | — | NOTE | 40537Q118 |