Location: Philadelphia, PA
CIK: 0001158202 · Show all filings
Period: Q1 2017 (← Previous) (Next →)
Filing Date: May 15, 2017
Total Value: $1.462B (98.1% shares, 1.9% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| NXST | NEXSTAR BROADCASTING GROUP I | 263,334 | $24.48M | 1.7% | $20.35 | +157.9% | CL A | 65336K103 |
| GTN | GRAY TELEVISION INC | 1,353,302 | $23.68M | 1.6% | $10.74 | +17.9% | COM | 389375106 |
| — | SINCLAIR BROADCAST GROUP INC | 482,099 | $23.36M | 1.6% | $32.62 | — | CL A | 829226109 |
| — | XPERI CORP | 546,704 | $22.82M | 1.6% | $41.74 | — | COM | 98421B100 |
| TCBI | TEXAS CAPITAL BANCSHARES INC | 238,006 | $22.02M | 1.5% | $56.27 | +49.0% | COM | 88224Q107 |
| — | SUMMIT MATLS INC | 640,825 | $21.75M | 1.5% | $20.44 | — | COM | 86614U100 |
| HUN | HUNTSMAN CORP | 689,379 | $20.65M | 1.4% | $14.95 | +43.9% | COM | 447011107 |
| NVRI | HARSCO CORP | 1,388,571 | $19.28M | 1.3% | $8.64 | +54.5% | COM | 415864107 |
| — | CAPITAL BK FINL CORP | 396,637 | $19.18M | 1.3% | $20.76 | — | CL A CO | 139794101 |
| WAL | WESTERN ALLIANCE BANCORP | 309,398 | $19.12M | 1.3% | $17.58 | +147.2% | COM | 957638109 |
| SSP | SCRIPPS E W CO OHIO | 611,730 | $18.36M | 1.3% | $13.53 | +17.1% | CL A NE | 811054402 |
| PRKS | SEAWORLD ENTMT INC | 766,787 | $18.3M | 1.3% | $18.51 | +0.5% | COM | 81282V100 |
| — | RICE ENERGY INC | 624,910 | $18.29M | 1.3% | $25.53 | — | COM | 762760106 |
| MRCY | MERCURY COMPUTER SYS | 335,194 | $17.32M | 1.2% | $20.58 | +72.8% | COM | 589378108 |
| — | DYNEGY INC NEW DEL | 2,051,893 | $17.15M | 1.2% | $9.98 | — | COM | 26817R108 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 288,296 | $17.13M | 1.2% | $46.32 | -12.4% | COM | 00404A109 |
| — | WPX ENERGY INC | 1,040,756 | $17.12M | 1.2% | $10.52 | — | COM | 98212B103 |
| — | CAVIUM INC | 176,687 | $17.02M | 1.2% | $40.99 | — | COM | 14964U108 |
| — | WRIGHT MED GROUP N V | 448,687 | $16.98M | 1.2% | $25.95 | — | COM | N96617118 |
| — | SUPERIOR ENERGY SVCS INC | 897,618 | $16.84M | 1.2% | $20.83 | — | COM | 868157108 |
| — | SPX FLOW INC | 437,174 | $16.74M | 1.1% | $33.50 | — | COM | 78469X107 |
| WBS | WEBSTER FINL CORP CONN | 297,902 | $16.6M | 1.1% | $39.67 | +34.6% | COM | 947890109 |
| — | CHEMICAL FINL CORP | 255,245 | $16.55M | 1.1% | $54.14 | — | COM | 163731102 |
| — | HORTONWORKS INC | 1,558,003 | $16.46M | 1.1% | $8.57 | — | COM | 440894103 |
| BLD | TOPBUILD CORP | 264,393 | $16.35M | 1.1% | $30.54 | +32.9% | COM | 89055F103 |
| — | GENESEE & WYO INC | 178,998 | $16.34M | 1.1% | $68.18 | — | COM | 371559105 |
| — | U S SILICA HLDGS INC | 248,634 | $16.28M | 1.1% | $28.63 | — | COM | 90346E103 |
| RRR | RED ROCK RESORTS INC | 575,872 | $16.19M | 1.1% | $20.46 | +11.6% | COM | 75700L108 |
| — | AKORN INC | 486,713 | $15.55M | 1.1% | $33.91 | — | COM | 009728106 |
| — | CAMBREX CORP | 232,303 | $15.48M | 1.1% | $27.22 | — | COM | 132011107 |
| — | KEANE GROUP INC | 910,861 | $15.43M | 1.1% | $16.94 | — | COM | 48669A108 |
| — | NUVASIVE INC | 160,568 | $15.36M | 1.1% | $52.67 | — | COM | 670704105 |
| NICE | NICE SYS LTD | 173,006 | $14.67M | 1.0% | $65.38 | — | SPONSOR | 653656108 |
| TYL | TYLER TECHNOLOGIES INC | 69,434 | $14.67M | 1.0% | $120.03 | +26.7% | COM | 902252105 |
| — | PINNACLE FINL PARTNERS INC | 198,133 | $14.64M | 1.0% | $51.64 | — | COM | 72346Q104 |
| WSFS | WSFS FINL CORP | 277,360 | $14.19M | 1.0% | $40.87 | +11.1% | COM | 929328102 |
| SMTC | SEMTECH CORP | 369,661 | $13.92M | 1.0% | $27.11 | +23.8% | COM | 816850101 |
| — | PINNACLE ENTMT INC | 632,980 | $13.79M | 0.9% | $11.10 | — | COM | 72348Y105 |
| ATKR | ATKORE INTL GROUP INC | 461,878 | $13.51M | 0.9% | $16.08 | +54.4% | COM | 047649108 |
| DXPE | DXP ENTERPRISES INC NEW | 327,952 | $13.37M | 0.9% | $29.58 | +20.7% | COM NEW | 233377407 |
| — | SWIFT TRANSN CO | 560,979 | $12.88M | 0.9% | $17.99 | — | CL A | 87074U101 |
| EGHT | 8X8 INC NEW | 638,449 | $12.87M | 0.9% | $9.99 | +51.7% | COM | 282914100 |
| — | BEACON ROOFING SUPPLY INC | 224,223 | $12.28M | 0.8% | $34.16 | — | COM | 073685109 |
| PENN | PENN NATL GAMING INC | 592,580 | $12.25M | 0.8% | $14.02 | +4.6% | COM | 707569109 |
| — | OASIS PETE INC NEW | 705,336 | $12.24M | 0.8% | $9.72 | — | COM | 674215108 |
| — | ELLIE MAE INC | 96,178 | $11.72M | 0.8% | $63.15 | — | COM | 28849P100 |
| LNWO | SCIENTIFIC GAMES CORP | 444,415 | $11.71M | 0.8% | $14.36 | +34.5% | CL A | 80874P109 |
| — | FCB FINL HLDGS INC | 205,605 | $11.41M | 0.8% | $33.18 | — | CL A | 30255G103 |
| — | WELLCARE HEALTH PLANS INC | 63,100 | $11.39M | 0.8% | $99.28 | — | COM | 94946T106 |
| FIVE | Five Below Inc | 233,387 | $11.22M | 0.8% | $44.75 | -11.2% | com | 33829M101 |
| GIII | G-III APPAREL GROUP LTD | 433,543 | $11.17M | 0.8% | $36.05 | -29.5% | COM | 36237H101 |
| PLNT | PLANET FITNESS INC | 520,776 | $11.17M | 0.8% | $20.64 | 0.0% | COM | 72703H101 |
| BANC | BANC CALIF INC | 461,746 | $10.65M | 0.7% | $15.16 | 0.0% | COM | 05990K106 |
| — | CALLIDUS SOFTWARE INC | 433,038 | $10.32M | 0.7% | $18.57 | — | COM | 13123E500 |
| — | MODEL N INC | 913,579 | $10.09M | 0.7% | $11.00 | — | COM | 607525102 |
| — | CLIFFS NATURAL RESOURCES INC | 944,932 | $9.927M | 0.7% | $10.51 | — | COM | 18683K101 |
| GSM | FERROGLOBE PLC | 867,272 | $9.879M | 0.7% | $10.13 | 0.0% | COM | G33856108 |
| — | FELCOR LODGING TR INC | 977,818 | $9.797M | 0.7% | $6.61 | — | COM | 31430F101 |
| — | ARCH COAL INC | 118,394 | $9.787M | 0.7% | $87.18 | — | COM | 039380407 |
| — | OM ASSET MGMT PLC | 566,016 | $9.519M | 0.7% | $16.77 | — | SHS | G67506108 |
| — | INTERXION HOLDING N.V | 213,014 | $9.41M | 0.6% | $35.57 | — | SHS | N47279109 |
| — | FAIRMOUNT SANTROL HLDGS INC | 1,148,655 | $9.209M | 0.6% | $11.78 | — | COM | 30555Q108 |
| — | MINDBODY INC | 296,958 | $9.075M | 0.6% | $30.56 | — | COM | 60255W105 |
| ICUI | ICU MED INC | 58,209 | $8.895M | 0.6% | $146.16 | 0.0% | COM | 44930G107 |
| TPC | TUTOR PERINI CORP | 246,281 | $8.725M | 0.6% | $18.32 | +62.0% | COM | 901109108 |
| — | SANCHEZ ENERGY CORP | 813,984 | $8.457M | 0.6% | $10.80 | — | COM | 79970Y105 |
| GOGO | GOGO INC | 696,299 | $8.447M | 0.6% | $17.39 | -42.2% | COM | 38046C109 |
| EVR | EVERCORE PARTNERS INC | 91,636 | $7.969M | 0.5% | $50.50 | +26.9% | CLASS A | 29977A105 |
| — | REXNORD CORP NEW | 297,155 | $7.665M | 0.5% | $19.67 | — | COM | 76169B102 |
| AL | AIR LEASE CORP | 196,753 | $7.624M | 0.5% | $32.48 | 0.0% | CL A | 00912X302 |
| — | NOBLE CORP PLC | 1,229,791 | $7.54M | 0.5% | $6.13 | — | SHS USD | G65431101 |
| — | BELMOND LTD | 560,516 | $7.535M | 0.5% | $11.50 | — | COM | G1154H107 |
| — | MILACRON HLDGS CORP | 317,709 | $6.566M | 0.4% | $20.67 | — | COM | 59870L106 |
| HFWA | HERITAGE FINL CORP WASH | 256,077 | $6.338M | 0.4% | $17.20 | +45.6% | COM | 42722X106 |
| MOD | MODINE MFG CO | 516,659 | $6.303M | 0.4% | $12.02 | +3.5% | COM | 607828100 |
| AMG | AFFILIATED MANAGERS GROUP | 13,188 | $6.033M | 0.4% | $137.92 | +11.2% | COM | 008252108 |
| IMAX | IMAX CORP | 160,515 | $6.021M | 0.4% | $29.24 | +11.5% | COM | 45245E109 |
| CVLG | COVENANT TRANSN GROUP INC | 316,870 | $5.957M | 0.4% | $9.67 | -2.3% | CL A | 22284P105 |
| OSK | OSHKOSH CORP | 28,984 | $5.79M | 0.4% | $42.11 | +42.1% | COM | 688239201 |
| — | HABIT RESTAURANTS INC | 322,343 | $5.705M | 0.4% | $17.25 | — | COM | 40449J103 |
| URI | UNITED RENTALS INC | 15,677 | $5.702M | 0.4% | $63.24 | +86.3% | COM | 911363109 |
| — | DEL FRISCOS RESTAURANT GROUP | 313,813 | $5.664M | 0.4% | $19.41 | — | COM | 245077102 |
| — | CHUYS HLDGS INC | 189,393 | $5.644M | 0.4% | $32.24 | — | COM | 171604101 |
| GDDY | GODADDY INC | 49,881 | $5.434M | 0.4% | $29.02 | +24.9% | COM | 380237107 |
| — | PACWEST BANCORP DEL | 36,581 | $5.343M | 0.4% | $43.60 | — | COM | 695263103 |
| — | SHORETEL INC | 867,021 | $5.332M | 0.4% | $6.96 | — | COM | 825211105 |
| BURL | BURLINGTON STORES INC | 18,701 | $5.278M | 0.4% | $37.75 | +134.6% | COM | 122017106 |
| — | MATCH GROUP INC | 112,328 | $5.203M | 0.4% | $13.06 | — | COM | 57665R106 |
| CGIP | CELADON GROUP INC | 783,612 | $5.133M | 0.4% | $12.34 | -34.0% | COM | 150838100 |
| — | PARK STERLING CORP | 403,936 | $4.972M | 0.3% | $6.32 | — | COM | 70086Y105 |
| TBHC | KIRKLANDS INC | 388,829 | $4.821M | 0.3% | $16.12 | -22.1% | COM | 497498105 |
| MRTN | MARTEN TRANS LTD | 204,293 | $4.791M | 0.3% | $6.33 | +24.1% | COM | 573075108 |
| — | GUARANTY BANCORP DEL | 195,485 | $4.76M | 0.3% | $20.10 | — | COM NEW | 40075T607 |
| — | EXPRESS INC | 521,396 | $4.75M | 0.3% | $11.60 | — | COM | 30219E103 |
| — | PIER 1 IMPORTS INC | 650,635 | $4.659M | 0.3% | $10.58 | — | COM | 720279108 |
| OXM | OXFORD INDS INC | 80,585 | $4.614M | 0.3% | $62.63 | -11.6% | COM | 691497309 |
| — | COBIZ FINANCIAL INC | 274,308 | $4.608M | 0.3% | $11.84 | — | COM | 190897108 |
| ACGL | ARCH CAP GROUP LTD | 16,751 | $4.575M | 0.3% | $18.37 | +58.2% | ORD | G0450A105 |
| — | GOGO INC | 5,410,000 | $4.484M | 0.3% | $0.77 | — | NOTE | 38046CAB5 |
| — | ZAGG INCORPORATED | 617,870 | $4.449M | 0.3% | $7.49 | — | COM | 98884U108 |
| GEO | GEO GROUP INC NEW | 42,384 | $4.315M | 0.3% | $14.34 | +34.4% | COM | 36162J106 |
| SLM | SLM CORP | 116,304 | $4.231M | 0.3% | $8.73 | +35.6% | COM | 78442P106 |
| — | CAPSTAR FINL HLDGS INC | 215,909 | $4.117M | 0.3% | $18.06 | — | COM | 14070T102 |
| CAL | CALERES INC | 154,198 | $4.074M | 0.3% | $22.42 | +17.9% | COM | 129500104 |
| IRWD | IRONWOOD PHARMACEUTICALS INC | 238,628 | $4.058M | 0.3% | $13.67 | 0.0% | COM CL | 46333X108 |
| FNF | FIDELITY NATIONAL FINANCIAL | 30,495 | $4.015M | 0.3% | $17.47 | +1.9% | FNF GRO | 31620R303 |
| — | STATE BK FINL CORP | 148,774 | $3.886M | 0.3% | $18.89 | — | COM | 856190103 |
| — | LIONS GATE ENTMNT CORP | 56,132 | $3.747M | 0.3% | $67.02 | — | COM | 535919500 |
| — | KONA GRILL INC | 583,776 | $3.678M | 0.3% | $11.80 | — | COM | 50047H201 |
| — | HD SUPPLY HLDGS INC | 25,029 | $3.636M | 0.2% | $31.15 | — | COM | 40416M105 |
| JACK | JACK IN THE BOX INC | 12,269 | $3.629M | 0.2% | $74.57 | +38.9% | COM | 466367109 |
| — | CALATLANTIC GROUP INC | 32,491 | $3.626M | 0.2% | $37.92 | — | COM | 128195104 |
| — | GASTAR EXPL INC NEW | 2,319,631 | $3.572M | 0.2% | $1.45 | — | COM | 36729W202 |
| BC | BRUNSWICK CORP | 20,674 | $3.563M | 0.2% | $40.43 | +24.9% | COM | 117043109 |
| — | K2M GROUP HLDGS INC | 172,452 | $3.537M | 0.2% | $20.04 | — | COM | 48273J107 |
| — | ECHO GLOBAL LOGISTICS INC | 163,880 | $3.499M | 0.2% | $22.82 | — | COM | 27875T101 |
| — | JONES ENERGY INC | 1,371,519 | $3.497M | 0.2% | $4.43 | — | COM CL | 48019R108 |
| — | MATTERSIGHT CORP | 980,330 | $3.431M | 0.2% | $3.70 | — | COM | 577097108 |
| — | ECLIPSE RES CORP | 1,342,676 | $3.41M | 0.2% | $2.98 | — | COM | 27890G100 |
| — | IMPAX LABORATORIES INC | 268,377 | $3.395M | 0.2% | $21.79 | — | COM | 45256B101 |
| XPO | XPO LOGISTICS INC | 23,116 | $3.381M | 0.2% | $10.85 | +50.5% | COM | 983793100 |
| BOKF | BOK FINL CORP | 14,549 | $3.314M | 0.2% | $63.45 | +2.8% | COM NEW | 05561Q201 |
| BKU | BANKUNITED INC | 30,123 | $3.308M | 0.2% | $25.30 | +14.3% | COM | 06652K103 |
| VISN | COMMSCOPE HLDG CO INC | 26,489 | $3.284M | 0.2% | $35.41 | +8.8% | COM | 20337X109 |
| — | REVOLUTION LIGHTING TECHNOLO | 436,890 | $3.268M | 0.2% | $5.52 | — | COM | 76155G206 |
| TTI | TETRA TECHNOLOGIES INC DEL | 801,796 | $3.263M | 0.2% | $5.77 | -22.1% | COM | 88162F105 |
| — | CALLON PETE CO DEL | 143,265 | $3.248M | 0.2% | $19.00 | — | COM | 13123X102 |
| — | BAZAARVOICE INC | 753,799 | $3.241M | 0.2% | $4.14 | — | COM | 073271108 |
| — | BERRY PLASTICS GROUP INC | 20,826 | $3.134M | 0.2% | $31.97 | — | COM | 08579W103 |
| — | WASHINGTONFIRST BANKSHARES I | 110,132 | $3.084M | 0.2% | $24.43 | — | COM | 940730104 |
| MERC | MERCER INTL INC | 254,519 | $2.978M | 0.2% | $6.13 | +40.6% | COM | 588056101 |
| TRU | TRANSUNION | 25,323 | $2.926M | 0.2% | $24.08 | +40.8% | COM | 89400J107 |
| — | BOJANGLES INC | 140,512 | $2.88M | 0.2% | $16.98 | — | COM | 097488100 |
| — | BIOVERATIV INC | 17,610 | $2.859M | 0.2% | $162.35 | — | COM | 09075E100 |
| — | MGM GROWTH PPTYS LLC | 35,029 | $2.823M | 0.2% | $34.25 | — | COM | 55303A105 |
| — | SVB FINL GROUP | 6,579 | $2.822M | 0.2% | $135.95 | — | COM | 78486Q101 |
| WDC | WESTERN DIGITAL CORP | 12,770 | $2.817M | 0.2% | $33.13 | +54.8% | COM | 958102105 |
| — | CHEROKEE INC DEL NEW | 312,572 | $2.688M | 0.2% | $10.40 | — | COM | 16444H102 |
| VOYA | VOYA FINL INC | 30,280 | $2.678M | 0.2% | $36.14 | 0.0% | COM | 929089100 |
| WCC | WESCO INTL INC | 12,920 | $2.666M | 0.2% | $62.70 | +8.7% | COM | 95082P105 |
| — | STONEGATE BK FT LAUDERDALE F | 55,806 | $2.628M | 0.2% | $29.80 | — | COM | 861811107 |
| — | WHITING PETE CORP NEW | 185,380 | $2.592M | 0.2% | $12.79 | — | COM | 966387102 |
| — | YRC WORLDWIDE INC | 230,343 | $2.536M | 0.2% | $11.01 | — | COM PAR | 984249607 |
| — | BNC BANCORP | 24,138 | $2.528M | 0.2% | $22.12 | — | COM | 05566T101 |
| LYV | LIVE NATION INC | 27,638 | $2.528M | 0.2% | $26.08 | +9.7% | COM | 538034109 |
| INVH | INVITATION HOMES INC | 38,586 | $2.454M | 0.2% | $17.05 | 0.0% | COM | 46187W107 |
| — | EVANS BANCORP INC | 63,851 | $2.452M | 0.2% | $38.40 | — | COM NEW | 29911Q208 |
| — | AQUAVENTURE HLDGS LTD | 140,699 | $2.402M | 0.2% | $18.78 | — | COM | G0443N107 |
| — | NANOSTRING TECHNOLOGIES INC | 120,878 | $2.402M | 0.2% | $18.23 | — | COM | 63009R109 |
| MAS | MASCO CORP | 26,292 | $2.357M | 0.2% | $16.21 | +80.2% | COM | 574599106 |
| — | SOUTHERN NATL BANCORP OF VA | 137,685 | $2.331M | 0.2% | $12.32 | — | COM | 843395104 |
| — | BARRETT BILL CORP | 501,096 | $2.28M | 0.2% | $6.99 | — | COM | 06846N104 |
| — | MDC PARTNERS INC | 239,655 | $2.253M | 0.2% | $9.40 | — | CL A SU | 552697104 |
| ASC | ARDMORE SHIPPING CORP | 277,954 | $2.238M | 0.2% | $6.21 | 0.0% | COM | Y0207T100 |
| RIG | TRANSOCEAN LTD | 90,806 | $2.19M | 0.1% | $12.72 | +8.0% | REG SHS | H8817H100 |
| MGM | MGM MIRAGE | 28,627 | $2.19M | 0.1% | $19.12 | +37.1% | COM | 552953101 |
| VVV | VALVOLINE INC | 29,942 | $2.177M | 0.1% | $23.60 | -3.0% | COM | 92047W101 |
| — | CYREN LTD | 1,079,171 | $2.158M | 0.1% | $1.80 | — | SHS | M26895108 |
| LIND | LINDBLAD EXPEDITIONS HLDGS I | 240,291 | $2.153M | 0.1% | $9.87 | -7.2% | COM | 535219109 |
| BAX | BAXTER INTL INC | 15,938 | $2.055M | 0.1% | $33.40 | +26.9% | COM | 071813109 |
| — | SPIRIT AIRLS INC | 12,509 | $2.047M | 0.1% | $36.35 | — | COM | 848577102 |
| OC | OWENS CORNING NEW | 12,450 | $1.988M | 0.1% | $44.07 | +30.1% | COM | 690742101 |
| — | PGT INC | 184,783 | $1.986M | 0.1% | $11.56 | — | COM | 69336V101 |
| WYNN | WYNN RESORTS LTD | 6,295 | $1.967M | 0.1% | $91.50 | -1.5% | COM | 983134107 |
| GLPI | GAMING & LEISURE PPTYS INC | 22,845 | $1.967M | 0.1% | $32.63 | — | COM | 36467J108 |
| — | TELENAV INC | 223,470 | $1.933M | 0.1% | $5.45 | — | COM | 879455103 |
| — | FIRST CONN BANCORP INC MD | 77,759 | $1.928M | 0.1% | $16.12 | — | COM | 319850103 |
| ZION | ZIONS BANCORPORATION | 18,482 | $1.928M | 0.1% | $36.84 | +17.9% | COM | 989701107 |
| — | SELECT COMFORT CORP | 24,779 | $1.926M | 0.1% | $23.81 | — | COM | 81616X103 |
| — | LA QUINTA HLDGS INC | 46,803 | $1.914M | 0.1% | $19.44 | — | COM | 50420D108 |
| CTRA | CABOT OIL & GAS CORP | 78,899 | $1.881M | 0.1% | $16.57 | 0.0% | COM | 127097103 |
| — | RESOLUTE ENERGY CORP | 45,675 | $1.845M | 0.1% | $29.99 | — | COM | 76116A306 |
| — | OXFORD IMMUNOTEC GLOBAL PLC | 118,335 | $1.833M | 0.1% | $15.49 | — | ORD SHS | G6855A103 |
| HOLX | HOLOGIC INC | 17,324 | $1.817M | 0.1% | $35.29 | +15.5% | COM | 436440101 |
| CVU | CPI AEROSTRUCTURES INC | 267,539 | $1.806M | 0.1% | $9.79 | -19.2% | COM NEW | 125919308 |
| BYD | BOYD GAMING CORP | 26,035 | $1.77M | 0.1% | $10.80 | +76.3% | COM | 103304101 |
| — | APPROACH RESOURCES INC | 683,853 | $1.716M | 0.1% | $3.35 | — | COM | 03834A103 |
| — | BANK MUTUAL CORP NEW | 178,890 | $1.682M | 0.1% | $7.68 | — | COM | 063750103 |
| — | STEIN MART INC | 555,803 | $1.673M | 0.1% | $10.33 | — | COM | 858375108 |
| — | ASPEN TECHNOLOGY INC | 6,012 | $1.653M | 0.1% | $141.89 | — | COM | 045327103 |
| AAP | ADVANCE AUTO PARTS INC | 4,502 | $1.612M | 0.1% | $133.67 | +5.4% | COM | 00751Y106 |
| — | A H BELO CORP | 259,896 | $1.598M | 0.1% | $5.47 | — | COM CL | 001282102 |
| DXYN | DIXIE GROUP INC | 443,781 | $1.598M | 0.1% | $9.10 | -61.1% | CL A | 255519100 |
| HTBK | HERITAGE COMMERCE CORP | 112,522 | $1.587M | 0.1% | $11.58 | +21.2% | COM | 426927109 |
| — | EMERGE ENERGY SVCS LP | 111,784 | $1.548M | 0.1% | $12.31 | — | COM REP | 29102H108 |
| — | NAVISTAR INTL CORP NEW | 1,590,000 | $1.526M | 0.1% | $0.93 | — | NOTE | 63934EAS7 |
| VXF | VANGUARD INDEX FDS | 339 | $1.488M | 0.1% | $105.31 | — | EXTEND | 922908652 |
| — | SUN HYDRAULICS CORP | 39,813 | $1.438M | 0.1% | $36.12 | — | COM | 866942105 |
| — | VERISIGN INC | 538,000 | $1.374M | 0.1% | $2.22 | — | NOTE | 92343EAD4 |
| CMCO | COLUMBUS MCKINNON CORP N Y | 54,945 | $1.364M | 0.1% | $24.52 | 0.0% | COM | 199333105 |
| NLST | NETLIST INC | 1,349,138 | $1.336M | 0.1% | $1.43 | -29.9% | COM | 64118P109 |
| — | OASIS PETE INC NEW | 985,000 | $1.326M | 0.1% | $1.15 | — | NOTE | 674215AJ7 |
| — | MARIN SOFTWARE INC | 730,310 | $1.315M | 0.1% | $6.60 | — | COM | 56804T106 |
| — | AIR TRANSPORT SERVICES GRP I | 81,326 | $1.305M | 0.1% | $16.05 | — | COM | 00922R105 |
| — | LIVE NATION ENTERTAINMENT IN | 1,180,000 | $1.28M | 0.1% | $1.07 | — | NOTE | 538034AJ8 |
| MBUU | MALIBU BOATS INC | 56,506 | $1.269M | 0.1% | $20.72 | -2.4% | COM CL | 56117J100 |
| — | INVENTURE FOODS INC | 262,573 | $1.161M | 0.1% | $9.78 | — | COM | 461212102 |
| — | INTERSECT ENT INC | 66,696 | $1.144M | 0.1% | $12.93 | — | COM | 46071F103 |
| ISTR | INVESTAR HLDG CORP | 52,100 | $1.141M | 0.1% | $20.29 | 0.0% | COM | 46134L105 |
| — | TWITTER INC | 15,984 | $1.098M | 0.1% | $17.18 | — | COM | 90184L102 |
| — | WPX ENERGY INC | 18,095 | $1.096M | 0.1% | $63.69 | — | NOTE | 98212B202 |
| SMBK | SMARTFINANCIAL INC | 51,414 | $1.082M | 0.1% | $20.81 | 0.0% | COM | 83190L208 |
| — | SEACHANGE INTL INC | 429,903 | $1.066M | 0.1% | $5.73 | — | COM | 811699107 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 1,250 | $1.059M | 0.1% | $1042.42 | — | PFD CON | G0177J116 |
| — | EASTERN VA BANKSHARES INC | 99,378 | $1.041M | 0.1% | $10.48 | — | COM | 277196101 |
| — | WRIGHT MED GROUP INC | 872,000 | $1.04M | 0.1% | $0.89 | — | NOTE | 98235TAE7 |
| — | SANCHEZ PRODTN PARTNERS | 65,242 | $1.024M | 0.1% | $12.96 | — | COM | 79971C201 |
| — | ANTHEM INC | 20,450 | $1.022M | 0.1% | $47.02 | — | NOTE | 036752202 |
| — | C&J ENERGY SVCS INC NEW | 29,540 | $1.006M | 0.1% | $34.06 | — | COM | 12674R100 |
| — | MICRON TECHNOLOGY INC | 895,000 | $1.003M | 0.1% | $0.85 | — | NOTE | 595112AY9 |
| — | U S CONCRETE INC | 15,030 | $970K | 0.1% | $71.93 | — | COM NEW | 90333L201 |
| — | BASIC ENERGY SVCS INC NEW | 28,624 | $955K | 0.1% | $35.24 | — | COM | 06985P209 |
| — | PDC ENERGY INC | 930,000 | $953K | 0.1% | $1.06 | — | NOTE | 69327RAD3 |
| — | SUNSHINE BANCORP INC | 44,628 | $935K | 0.1% | $17.15 | — | COM | 86777J108 |
| CIVB | CIVISTA BANCSHARES INC | 40,853 | $905K | 0.1% | $17.19 | 0.0% | COM | 178867107 |
| — | T MOBILE US INC | 8,500 | $893K | 0.1% | $94.07 | — | CONV PF | 872590203 |
| — | RADIO ONE INC | 251,609 | $830K | 0.1% | $3.29 | — | CL D NO | 75040P405 |
| — | ON SEMICONDUCTOR CORP | 760,000 | $830K | 0.1% | $0.90 | — | NOTE | 682189AK1 |
| — | VEECO INSTRS INC DEL | 781,000 | $815K | 0.1% | $1.04 | — | NOTE | 922417AD2 |
| CRK | COMSTOCK RES INC | 87,686 | $809K | 0.1% | $8.27 | +15.7% | COM | 205768302 |
| — | BLACKHAWK NETWORK HLDGS INC | 19,654 | $799K | 0.1% | $40.65 | — | CL A | 09238E104 |
| — | HOLOGIC INC | 572,000 | $797K | 0.1% | $1.28 | — | DEBT 2 | 436440AC5 |
| — | NVIDIA CORP | 146,000 | $790K | 0.1% | $5.30 | — | NOTE | 67066GAC8 |
| — | RYLAND GROUP INC | 613,000 | $770K | 0.1% | $1.20 | — | NOTE | 783764AQ6 |
| — | PRICELINE GRP INC | 540,000 | $769K | 0.1% | $1.27 | — | NOTE | 741503AS5 |
| — | HI-CRUSH PARTNERS LP | 43,993 | $763K | 0.1% | $14.19 | — | COM UNI | 428337109 |
| — | CEMEX SAB DE CV | 650,000 | $758K | 0.1% | $1.12 | — | NOTE | 151290BC6 |
| — | CAROLINA FINL CORP NEW | 25,210 | $756K | 0.1% | $29.99 | — | COM | 143873107 |
| — | RAMBUS INC DEL | 629,000 | $752K | 0.1% | $1.20 | — | NOTE | 750917AE6 |
| — | DEPOMED INC | 782,000 | $730K | 0.0% | $1.06 | — | NOTE | 249908AA2 |
| — | NUVASIVE INC | 530,000 | $723K | 0.0% | $1.36 | — | NOTE | 670704AG0 |
| — | COMSTOCK RES INC | 845,000 | $715K | 0.0% | $0.72 | — | NOTE | 205768AM6 |
| — | LILIS ENERGY INC | 166,331 | $662K | 0.0% | $3.98 | — | COM | 532403201 |
| SLAB | SILICON LABORATORIES INC | 8,846 | $650K | 0.0% | $69.95 | 0.0% | COM | 826919102 |
| — | AMTRUST FINL SVCS INC | 825,000 | $621K | 0.0% | $0.92 | — | NOTE | 032359AG6 |
| — | PANDORA MEDIA INC | 575,000 | $576K | 0.0% | $1.02 | — | NOTE | 698354AB3 |
| — | HERBALIFE LTD | 600,000 | $574K | 0.0% | $0.96 | — | NOTE | 42703MAB9 |
| — | FIDELITY NATIONAL FINANCIAL | 260,000 | $573K | 0.0% | $1.94 | — | NOTE | 31620RAE5 |
| — | FIREEYE INC | 623,000 | $558K | 0.0% | $0.88 | — | NOTE | 31816QAD3 |
| — | HALCON RES CORP | 70,243 | $541K | 0.0% | $8.51 | — | COM | 40537Q605 |
| BCC | BOISE CASCADE CO DEL | 19,702 | $526K | 0.0% | $18.61 | -6.2% | COM | 09739D100 |
| — | HORNBECK OFFSHORE SVCS INC N | 805,000 | $523K | 0.0% | $0.59 | — | NOTE | 440543AN6 |
| — | SUPERIOR DRILLING PRODS INC | 578,957 | $521K | 0.0% | $1.06 | — | COM | 868153107 |
| — | NABORS INDUSTRIES LTD | 39,791 | $520K | 0.0% | $11.56 | — | SHS | G6359F103 |
| IWM | ISHARES TR | 80 | $516K | 0.0% | $124.38 | — | COM | 464287655 |
| — | PIONEER ENERGY SVCS CORP | 124,896 | $500K | 0.0% | $6.43 | — | COM | 723664108 |
| — | MEDIDATA SOLUTIONS INC | 385,000 | $439K | 0.0% | $1.08 | — | NOTE | 58471AAB1 |
| PPC | PILGRIMS PRIDE CORP NEW | 18,475 | $416K | 0.0% | $19.53 | +3.6% | COM | 72147K108 |
| — | CHESAPEAKE ENERGY CORP | 65,442 | $389K | 0.0% | $7.01 | — | COM | 165167107 |
| TILE | INTERFACE INC | 19,678 | $375K | 0.0% | $17.04 | +8.5% | COM | 458665304 |
| QTWO | Q2 HLDGS INC | 9,615 | $370K | 0.0% | $33.34 | 0.0% | COM | 74736L109 |
| — | meritor inc | 21,417 | $367K | 0.0% | $11.12 | — | com | 59001K100 |
| — | PETROQUEST ENERGY INC | 132,439 | $363K | 0.0% | $3.38 | — | COM | 716748306 |
| — | KEY ENERGY SVCS INC DEL | 15,522 | $360K | 0.0% | $31.81 | — | COM | 49309J103 |
| — | WEATHERFORD INTL PLC | 52,216 | $347K | 0.0% | $6.43 | — | COM | G48833100 |
| TUSK | MAMMOTH ENERGY SVCS INC | 16,151 | $347K | 0.0% | $19.07 | 0.0% | COM | 56155L108 |
| PCRX | PACIRA PHARMACEUTICALS INC | 6,678 | $325K | 0.0% | $43.22 | 0.0% | COM | 695127100 |
| FRBKQ | REPUBLIC FIRST BANCORP INC | 38,451 | $319K | 0.0% | $5.53 | +43.3% | COM | 760416107 |
| — | LEGACY TEX FINL GROUP INC | 7,616 | $304K | 0.0% | $29.60 | — | COM | 52471Y106 |
| THRM | GENTHERM INC | 7,689 | $302K | 0.0% | $36.81 | -2.7% | COM | 37253A103 |
| — | BMC STK HLDGS INC | 13,256 | $300K | 0.0% | $16.73 | — | COM | 05591B109 |
| CXW | CORECIVIC INC | 9,500 | $298K | 0.0% | $14.21 | +63.1% | COM | 21871N101 |
| PWR | QUANTA SVCS INC | 8,273 | $297K | 0.0% | $35.82 | 0.0% | COM | 74762E102 |
| CVGW | CALAVO GROWERS INC | 4,849 | $294K | 0.0% | $49.20 | 0.0% | COM | 128246105 |
| REI | RING ENERGY INC | 25,852 | $280K | 0.0% | $10.00 | +21.5% | COM | 76680V108 |
| — | INTEGRATED DEVICE TECHNOLOGY | 275,000 | $276K | 0.0% | $1.03 | — | NOTE | 458118AC0 |
| — | NUVASIVE INC | 155,000 | $275K | 0.0% | $1.26 | — | NOTE | 670704AC9 |
| — | MCDERMOTT INTL INC | 39,350 | $266K | 0.0% | $6.76 | — | COM | 580037109 |
| VECO | VEECO INSTRS INC DEL | 8,748 | $261K | 0.0% | $19.99 | +39.4% | COM | 922417100 |
| — | INTEL CORP | 170,000 | $231K | 0.0% | $1.35 | — | SDCV | 458140AD2 |
| — | INDEPENDENCE CONTRACT DRIL I | 41,050 | $226K | 0.0% | $5.51 | — | COM | 453415309 |
| — | CASCADE BANCORP | 28,369 | $219K | 0.0% | $6.07 | — | COM NEW | 147154207 |
| — | UNIT CORP | 8,827 | $213K | 0.0% | $16.31 | — | COM | 909218109 |
| PTEN | PATTERSON UTI ENERGY INC | 8,361 | $203K | 0.0% | $26.97 | 0.0% | COM | 703481101 |
| — | KLR ENERGY ACQUISITION CORP | 158,203 | $187K | 0.0% | $1.18 | — | NOTE | 49877M116 |
| — | HALCON RES CORP | 82,952 | $146K | 0.0% | $1.83 | — | NOTE | 40537Q118 |
| — | SRC ENERGY INC | 14,854 | $125K | 0.0% | $8.42 | — | COM | 78470V108 |
| — | PALO ALTO NETWORKS INC | 90,000 | $107K | 0.0% | $1.27 | — | NOTE | 697435AB1 |
| — | LAM RESEARCH CORP | 45,000 | $95,000 | 0.0% | $1.47 | — | NOTE | 512807AL2 |
| — | LONESTAR RES US INC | 13,957 | $71,000 | 0.0% | $8.54 | — | COM | 54240f103 |
| — | CEMEX SAB DE CV | 35,000 | $39,000 | 0.0% | $1.06 | — | NOTE | 151290BR3 |
| — | CIENA CORP | 35,000 | $35,000 | 0.0% | $0.97 | — | NOTE | 171779AE1 |