Location: Philadelphia, PA
CIK: 0001158202 · Show all filings
Period: Q2 2017 (← Previous) (Next →)
Filing Date: Aug 11, 2017
Total Value: $1.344B (97.9% shares, 2.1% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | SUMMIT MATLS INC | 757,395 | $22.09M | 1.6% | $29.17 | $21.79 | — | COM | 86614U100 |
| NXST | NEXSTAR BROADCASTING GROUP I | 360,501 | $21.76M | 1.6% | $60.35 * | $28.15 | +75.0% | CL A | 65336K103 |
| GTN | GRAY TELEVISION INC | 1,562,378 | $21.55M | 1.6% | $13.80 * | $11.11 | +21.5% | COM | 389375106 |
| WBS | WEBSTER FINL CORP CONN | 404,918 | $21.3M | 1.6% | $52.61 * | $42.54 | +18.7% | COM | 947890109 |
| TCBI | TEXAS CAPITAL BANCSHARES INC | 259,115 | $20.09M | 1.5% | $77.51 | $57.96 | +32.9% | COM | 88224Q107 |
| — | XPERI CORP | 655,405 | $19.69M | 1.5% | $30.05 | $39.80 | — | COM | 98421B100 |
| — | KEANE GROUP INC | 1,178,876 | $19.01M | 1.4% | $16.13 | $16.76 | — | COM | 48669A108 |
| — | DYNEGY INC NEW DEL | 2,283,645 | $18.89M | 1.4% | $8.27 | $9.81 | — | COM | 26817R108 |
| WAL | WESTERN ALLIANCE BANCORP | 379,576 | $18.85M | 1.4% | $49.66 * | $21.96 | +88.0% | COM | 957638109 |
| — | SINCLAIR BROADCAST GROUP INC | 568,157 | $18.75M | 1.4% | $33.00 | $32.68 | — | CL A | 829226109 |
| NVRI | HARSCO CORP | 1,155,294 | $18.62M | 1.4% | $16.12 * | $8.64 | +66.8% | COM | 415864107 |
| RRR | RED ROCK RESORTS INC | 780,642 | $18.55M | 1.4% | $23.76 | $21.21 | +10.0% | COM | 75700L108 |
| TYL | TYLER TECHNOLOGIES INC | 102,632 | $18.21M | 1.4% | $177.48 * | $134.95 | +23.1% | COM | 902252105 |
| PRKS | SEAWORLD ENTMT INC | 1,069,752 | $17.55M | 1.3% | $16.41 * | $18.13 | -5.3% | COM | 81282V100 |
| SMTC | SEMTECH CORP | 461,711 | $16.53M | 1.2% | $35.80 * | $28.69 | +22.1% | COM | 816850101 |
| IRWD | IRONWOOD PHARMACEUTICALS INC | 855,314 | $16.26M | 1.2% | $19.01 * | $14.29 | +1.7% | COM CL | 46333X108 |
| — | WELLCARE HEALTH PLANS INC | 89,125 | $16.17M | 1.2% | $181.48 | $123.28 | — | COM | 94946T106 |
| GIII | G-III APPAREL GROUP LTD | 637,762 | $15.95M | 1.2% | $25.01 * | $31.93 | -27.4% | COM | 36237H101 |
| MRCY | MERCURY COMPUTER SYS | 373,064 | $15.88M | 1.2% | $42.58 * | $22.48 | +74.8% | COM | 589378108 |
| — | WRIGHT MED GROUP N V | 570,619 | $15.82M | 1.2% | $27.73 | $26.33 | — | COM | N96617118 |
| NICE | NICE SYS LTD | 198,063 | $15.73M | 1.2% | $79.43 | $67.15 | — | SPONSOR | 653656108 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 316,003 | $15.6M | 1.2% | $49.38 * | $46.15 | -4.0% | COM | 00404A109 |
| — | SPX FLOW INC | 421,042 | $15.55M | 1.2% | $36.93 | $33.50 | — | COM | 78469X107 |
| SSP | SCRIPPS E W CO OHIO | 840,627 | $15.08M | 1.1% | $17.94 * | $13.85 | +6.1% | CL A NE | 811054402 |
| — | PINNACLE FINL PARTNERS INC | 237,176 | $14.98M | 1.1% | $63.14 | $53.54 | — | COM | 72346Q104 |
| — | GENESEE & WYO INC | 209,981 | $14.52M | 1.1% | $69.15 | $68.33 | — | COM | 371559105 |
| — | INTERXION HOLDING N.V | 311,958 | $14.3M | 1.1% | $45.85 | $38.83 | — | SHS | N47279109 |
| — | HORTONWORKS INC | 1,105,891 | $14.27M | 1.1% | $12.90 | $8.57 | — | COM | 440894103 |
| — | NUVASIVE INC | 183,477 | $14.23M | 1.1% | $77.54 | $55.77 | — | COM | 670704105 |
| — | MINDBODY INC | 513,088 | $13.98M | 1.0% | $27.24 | $29.16 | — | COM | 60255W105 |
| WSFS | WSFS FINL CORP | 302,933 | $13.76M | 1.0% | $45.42 | $41.28 | +10.7% | COM | 929328102 |
| DXPE | DXP ENTERPRISES INC NEW | 398,571 | $13.75M | 1.0% | $34.50 * | $30.78 | +18.0% | COM NEW | 233377407 |
| — | CAMBREX CORP | 229,808 | $13.73M | 1.0% | $59.75 | $27.22 | — | COM | 132011107 |
| PLNT | PLANET FITNESS INC | 582,496 | $13.62M | 1.0% | $23.38 * | $20.68 | +1.4% | COM | 72703H101 |
| — | WPX ENERGY INC | 1,359,236 | $13.23M | 1.0% | $9.73 | $10.33 | — | COM | 98212B103 |
| GSM | FERROGLOBE PLC | 1,078,287 | $12.9M | 1.0% | $11.97 * | $10.06 | -3.1% | COM | G33856108 |
| — | PINNACLE ENTMT INC | 648,993 | $12.84M | 1.0% | $19.79 | $11.31 | — | COM | 72348Y105 |
| LNWO | SCIENTIFIC GAMES CORP | 487,753 | $12.75M | 0.9% | $26.14 * | $15.20 | +56.5% | CL A | 80874P109 |
| FIVE | Five Below Inc | 257,642 | $12.74M | 0.9% | $49.45 | $45.17 | +9.0% | com | 33829M101 |
| ATKR | ATKORE INTL GROUP INC | 537,816 | $12.13M | 0.9% | $22.55 | $17.02 | +33.4% | COM | 047649108 |
| — | BEACON ROOFING SUPPLY INC | 246,002 | $12.05M | 0.9% | $49.00 | $35.47 | — | COM | 073685109 |
| — | CHEMICAL FINL CORP | 248,303 | $12.02M | 0.9% | $48.41 | $54.14 | — | COM | 163731102 |
| BANC | BANC CALIF INC | 553,478 | $11.9M | 0.9% | $21.50 * | $15.52 | +11.6% | COM | 05990K106 |
| — | OM ASSET MGMT PLC | 799,004 | $11.89M | 0.9% | $14.88 | $16.22 | — | SHS | G67506108 |
| — | U S SILICA HLDGS INC | 329,544 | $11.83M | 0.9% | $35.89 | $30.41 | — | COM | 90346E103 |
| PENN | PENN NATL GAMING INC | 548,603 | $11.76M | 0.9% | $21.43 * | $14.02 | +40.3% | COM | 707569109 |
| PCRX | PACIRA PHARMACEUTICALS INC | 242,293 | $11.57M | 0.9% | $47.77 * | $46.31 | +0.2% | COM | 695127100 |
| BLD | TOPBUILD CORP | 215,841 | $11.46M | 0.9% | $53.07 * | $30.54 | +67.8% | COM | 89055F103 |
| — | OASIS PETE INC NEW | 1,396,718 | $11.31M | 0.8% | $8.10 | $8.92 | — | COM | 674215108 |
| QTWO | Q2 HLDGS INC | 303,822 | $11.24M | 0.8% | $37.01 * | $37.81 | +0.4% | COM | 74736L109 |
| ICUI | ICU MED INC | 63,679 | $11M | 0.8% | $172.74 * | $147.38 | +8.8% | COM | 44930G107 |
| — | FCB FINL HLDGS INC | 224,124 | $10.72M | 0.8% | $47.82 | $34.39 | — | CL A | 30255G103 |
| — | CAVIUM INC | 171,415 | $10.65M | 0.8% | $62.13 | $40.99 | — | COM | 14964U108 |
| GOGO | GOGO INC | 900,796 | $10.4M | 0.8% | $11.54 * | $16.21 | -24.9% | COM | 38046C109 |
| — | SUPERIOR ENERGY SVCS INC | 979,070 | $10.25M | 0.8% | $10.47 | $19.97 | — | COM | 868157108 |
| EGHT | 8X8 INC NEW | 699,773 | $10.18M | 0.8% | $14.55 * | $10.36 | +36.9% | COM | 282914100 |
| — | MODEL N INC | 709,373 | $9.445M | 0.7% | $13.31 | $11.00 | — | COM | 607525102 |
| — | BLACKHAWK NETWORK HLDGS INC | 208,672 | $9.213M | 0.7% | $44.15 | $43.82 | — | CL A | 09238E104 |
| — | RICE ENERGY INC | 338,763 | $9.1M | 0.7% | $26.86 | $25.53 | — | COM | 762760106 |
| — | MILACRON HLDGS CORP | 493,385 | $8.692M | 0.6% | $17.62 | $19.58 | — | COM | 59870L106 |
| JELD | JELD-WEN HLDG INC | 262,561 | $8.558M | 0.6% | $32.59 | $32.40 | 0.0% | COM | 47580P103 |
| ITT | ITT INC | 212,325 | $8.544M | 0.6% | $40.24 | $39.89 | 0.0% | COM | 45073V108 |
| CHGG | CHEGG INC | 693,155 | $8.519M | 0.6% | $12.29 * | $10.87 | 0.0% | COM | 163092109 |
| — | ELLIE MAE INC | 72,793 | $8.001M | 0.6% | $109.91 | $63.15 | — | COM | 28849P100 |
| PJT | PJT PARTNERS INC | 187,466 | $7.551M | 0.6% | $40.28 * | $33.89 | 0.0% | COM | 69343T107 |
| — | CLIFFS NATURAL RESOURCES INC | 1,055,513 | $7.304M | 0.5% | $6.92 | $10.13 | — | COM | 18683K101 |
| — | BELMOND LTD | 547,233 | $7.278M | 0.5% | $13.30 | $11.50 | — | COM | G1154H107 |
| — | MDC PARTNERS INC | 698,005 | $6.916M | 0.5% | $9.91 | $9.73 | — | CL A SU | 552697104 |
| — | FAIRMOUNT SANTROL HLDGS INC | 1,728,048 | $6.747M | 0.5% | $3.90 | $9.14 | — | COM | 30555Q108 |
| — | NOBLE CORP PLC | 1,828,163 | $6.626M | 0.5% | $3.62 | $5.31 | — | SHS USD | G65431101 |
| GDDY | GODADDY INC | 146,518 | $6.432M | 0.5% | $43.90 * | $36.29 | +10.3% | COM | 380237107 |
| MOD | MODINE MFG CO | 386,566 | $6.398M | 0.5% | $16.55 * | $12.02 | +13.4% | COM | 607828100 |
| HFWA | HERITAGE FINL CORP WASH | 235,018 | $6.228M | 0.5% | $26.50 * | $17.20 | +45.7% | COM | 42722X106 |
| — | VERSUM MATLS INC | 187,606 | $6.106M | 0.5% | $32.55 | $32.55 | — | COM | 92532W103 |
| OSK | OSHKOSH CORP | 83,570 | $5.955M | 0.4% | $71.26 * | $53.03 | +10.9% | COM | 688239201 |
| — | SANCHEZ ENERGY CORP | 813,386 | $5.848M | 0.4% | $7.19 | $10.80 | — | COM | 79970Y105 |
| — | GOGO INC | 6,240,000 | $5.659M | 0.4% | $0.91 | $0.79 | — | NOTE | 38046CAB5 |
| CVLG | COVENANT TRANSN GROUP INC | 319,573 | $5.602M | 0.4% | $17.53 * | $9.67 | -10.6% | CL A | 22284P105 |
| — | COBIZ FINANCIAL INC | 314,235 | $5.468M | 0.4% | $17.40 | $12.55 | — | COM | 190897108 |
| SLM | SLM CORP | 456,864 | $5.449M | 0.4% | $11.93 * | $10.71 | +6.3% | COM | 78442P106 |
| TPC | TUTOR PERINI CORP | 187,943 | $5.411M | 0.4% | $28.79 | $18.32 | +55.1% | COM | 901109108 |
| MRTN | MARTEN TRANS LTD | 197,255 | $5.405M | 0.4% | $27.40 * | $6.33 | +31.2% | COM | 573075108 |
| — | ZAGG INCORPORATED | 624,911 | $5.405M | 0.4% | $8.65 | $7.50 | — | COM | 98884U108 |
| — | PLAYA HOTELS & RESORTS NV | 442,876 | $5.3M | 0.4% | $11.97 | $11.97 | — | COM | N70544106 |
| URI | UNITED RENTALS INC | 44,736 | $5.228M | 0.4% | $116.86 * | $92.40 | +17.0% | COM | 911363109 |
| — | PACWEST BANCORP DEL | 106,690 | $5.143M | 0.4% | $48.21 | $46.63 | — | COM | 695263103 |
| — | SHORETEL INC | 876,508 | $5.084M | 0.4% | $5.80 | $6.95 | — | COM | 825211105 |
| — | YRC WORLDWIDE INC | 443,621 | $4.933M | 0.4% | $11.12 | $11.06 | — | COM PAR | 984249607 |
| — | CHUYS HLDGS INC | 209,560 | $4.904M | 0.4% | $23.40 | $31.39 | — | COM | 171604101 |
| — | K2M GROUP HLDGS INC | 197,169 | $4.803M | 0.4% | $24.36 | $20.58 | — | COM | 48273J107 |
| CAL | CALERES INC | 169,500 | $4.709M | 0.4% | $27.78 * | $22.53 | +5.1% | COM | 129500104 |
| VOYA | VOYA FINL INC | 119,607 | $4.559M | 0.3% | $38.12 * | $33.54 | -2.6% | COM | 929089100 |
| — | CALLIDUS SOFTWARE INC | 186,473 | $4.513M | 0.3% | $24.20 | $18.57 | — | COM | 13123E500 |
| — | STATE BK FINL CORP | 165,746 | $4.495M | 0.3% | $27.12 | $19.73 | — | COM | 856190103 |
| XPO | XPO LOGISTICS INC | 64,916 | $4.395M | 0.3% | $67.70 * | $15.92 | +17.6% | COM | 983793100 |
| — | GUARANTY BANCORP DEL | 159,742 | $4.345M | 0.3% | $27.20 | $20.10 | — | COM NEW | 40075T607 |
| — | DEL FRISCOS RESTAURANT GROUP | 262,324 | $4.223M | 0.3% | $16.10 | $19.41 | — | COM | 245077102 |
| TRU | TRANSUNION | 91,974 | $4.166M | 0.3% | $45.30 * | $35.60 | +12.3% | COM | 89400J107 |
| TBHC | KIRKLANDS INC | 392,821 | $4.038M | 0.3% | $10.28 * | $16.07 | -33.5% | COM | 497498105 |
| — | LIONS GATE ENTMNT CORP | 144,770 | $3.927M | 0.3% | $27.13 | $42.60 | — | COM | 535919500 |
| — | CAPSTAR FINL HLDGS INC | 218,333 | $3.873M | 0.3% | $17.74 | $18.05 | — | COM | 14070T102 |
| — | SOUTHERN NATL BANCORP OF VA | 218,446 | $3.845M | 0.3% | $17.60 | $14.27 | — | COM | 843395104 |
| — | HABIT RESTAURANTS INC | 237,396 | $3.751M | 0.3% | $15.80 | $17.25 | — | COM | 40449J103 |
| — | BOJANGLES INC | 226,906 | $3.687M | 0.3% | $16.25 | $16.70 | — | COM | 097488100 |
| — | CHEROKEE INC DEL NEW | 516,718 | $3.591M | 0.3% | $6.95 | $9.04 | — | COM | 16444H102 |
| — | EXPRESS INC | 526,744 | $3.556M | 0.3% | $6.75 | $11.55 | — | COM | 30219E103 |
| — | BAZAARVOICE INC | 699,024 | $3.46M | 0.3% | $4.95 | $4.14 | — | COM | 073271108 |
| CMCO | COLUMBUS MCKINNON CORP N Y | 131,971 | $3.355M | 0.2% | $25.42 * | $24.31 | -0.6% | COM | 199333105 |
| — | ECHO GLOBAL LOGISTICS INC | 165,665 | $3.297M | 0.2% | $19.90 | $22.79 | — | COM | 27875T101 |
| — | PIER 1 IMPORTS INC | 634,958 | $3.295M | 0.2% | $5.19 | $10.58 | — | COM | 720279108 |
| MERC | MERCER INTL INC | 279,582 | $3.215M | 0.2% | $11.50 * | $6.35 | +34.8% | COM | 588056101 |
| — | WASHINGTONFIRST BANKSHARES I | 92,474 | $3.193M | 0.2% | $34.53 | $24.43 | — | COM | 940730104 |
| FNF | FIDELITY NATIONAL FINANCIAL | 67,574 | $3.168M | 0.2% | $46.88 * | $19.01 | +6.7% | FNF GRO | 31620R303 |
| GEO | GEO GROUP INC NEW | 102,380 | $3.165M | 0.2% | $30.91 * | $18.49 | +15.8% | COM | 36162J106 |
| — | ECLIPSE RES CORP | 1,099,093 | $3.143M | 0.2% | $2.86 | $2.98 | — | COM | 27890G100 |
| — | GLATFELTER | 156,601 | $3.06M | 0.2% | $19.54 | $19.54 | — | COM | 377316104 |
| HTBK | HERITAGE COMMERCE CORP | 220,836 | $3.043M | 0.2% | $13.78 | $12.69 | +9.1% | COM | 426927109 |
| — | OXFORD IMMUNOTEC GLOBAL PLC | 179,415 | $3.018M | 0.2% | $16.82 | $15.94 | — | ORD SHS | G6855A103 |
| — | MGM GROWTH PPTYS LLC | 96,733 | $2.954M | 0.2% | $30.54 | $31.88 | — | COM | 55303A105 |
| CVU | CPI AEROSTRUCTURES INC | 313,801 | $2.95M | 0.2% | $9.40 * | $9.46 | -20.6% | COM NEW | 125919308 |
| ASC | ARDMORE SHIPPING CORP | 360,247 | $2.936M | 0.2% | $8.15 * | $6.27 | +3.7% | COM | Y0207T100 |
| — | REVOLUTION LIGHTING TECHNOLO | 441,375 | $2.909M | 0.2% | $6.59 | $5.53 | — | COM | 76155G206 |
| — | NANOSTRING TECHNOLOGIES INC | 172,498 | $2.853M | 0.2% | $16.54 | $17.72 | — | COM | 63009R109 |
| LIND | LINDBLAD EXPEDITIONS HLDGS I | 267,062 | $2.804M | 0.2% | $10.50 * | $9.83 | -3.7% | COM | 535219109 |
| LYV | LIVE NATION INC | 76,750 | $2.8M | 0.2% | $36.48 * | $30.85 | +8.7% | COM | 538034109 |
| JACK | JACK IN THE BOX INC | 27,212 | $2.771M | 0.2% | $101.83 | $90.29 | +14.3% | COM | 466367109 |
| — | MATTERSIGHT CORP | 1,072,141 | $2.734M | 0.2% | $2.55 | $3.60 | — | COM | 577097108 |
| CGIP | CELADON GROUP INC | 861,973 | $2.715M | 0.2% | $3.15 | $11.51 | -72.8% | COM | 150838100 |
| — | SVB FINL GROUP | 15,091 | $2.69M | 0.2% | $178.25 | $159.81 | — | COM | 78486Q101 |
| — | EVANS BANCORP INC | 65,167 | $2.603M | 0.2% | $39.94 | $38.43 | — | COM NEW | 29911Q208 |
| — | RESOLUTE ENERGY CORP | 86,720 | $2.582M | 0.2% | $29.77 | $29.89 | — | COM | 76116A306 |
| — | STONEGATE BK FT LAUDERDALE F | 55,586 | $2.567M | 0.2% | $46.18 | $29.80 | — | COM | 861811107 |
| NEO | NEOGENOMICS INC | 279,256 | $2.502M | 0.2% | $8.96 * | $7.94 | 0.0% | COM NEW | 64049M209 |
| WDC | WESTERN DIGITAL CORP | 27,736 | $2.493M | 0.2% | $89.88 * | $47.46 | +25.8% | COM | 958102105 |
| VVV | VALVOLINE INC | 99,583 | $2.472M | 0.2% | $24.82 * | $23.29 | -0.6% | COM | 92047W101 |
| TTI | TETRA TECHNOLOGIES INC DEL | 875,157 | $2.442M | 0.2% | $2.79 * | $5.57 | -40.3% | COM | 88162F105 |
| FND | FLOOR & DECOR HLDGS INC | 58,602 | $2.409M | 0.2% | $41.11 * | $38.97 | 0.0% | COM | 339750101 |
| — | JONES ENERGY INC | 1,502,361 | $2.404M | 0.2% | $1.60 | $4.19 | — | COM CL | 48019R108 |
| INVH | INVITATION HOMES INC | 104,468 | $2.366M | 0.2% | $22.65 * | $17.17 | +0.4% | COM | 46187W107 |
| HOLX | HOLOGIC INC | 50,545 | $2.327M | 0.2% | $46.04 * | $41.11 | +7.4% | COM | 436440101 |
| MAS | MASCO CORP | 58,396 | $2.264M | 0.2% | $38.77 * | $24.92 | +28.6% | COM | 574599106 |
| WCC | WESCO INTL INC | 37,430 | $2.246M | 0.2% | $60.01 | $61.16 | -1.3% | COM | 95082P105 |
| — | CYREN LTD | 1,091,484 | $2.238M | 0.2% | $2.05 | $1.81 | — | SHS | M26895108 |
| SLAB | SILICON LABORATORIES INC | 30,972 | $2.215M | 0.2% | $71.52 | $71.62 | +0.9% | COM | 826919102 |
| — | AQUAVENTURE HLDGS LTD | 142,204 | $2.166M | 0.2% | $15.23 | $18.75 | — | COM | G0443N107 |
| MGM | MGM MIRAGE | 67,855 | $2.155M | 0.2% | $31.76 * | $25.04 | +17.2% | COM | 552953101 |
| WYNN | WYNN RESORTS LTD | 15,689 | $2.135M | 0.2% | $136.08 * | $105.09 | +8.7% | COM | 983134107 |
| ZION | ZIONS BANCORPORATION | 46,207 | $2.059M | 0.2% | $44.56 * | $39.44 | +4.4% | COM | 989701107 |
| OC | OWENS CORNING NEW | 30,170 | $2.049M | 0.2% | $67.92 * | $55.01 | +14.0% | COM | 690742101 |
| — | LA QUINTA HLDGS INC | 131,066 | $2.025M | 0.2% | $15.45 | $16.88 | — | COM | 50420D108 |
| GLPI | GAMING & LEISURE PPTYS INC | 52,748 | $2.017M | 0.2% | $38.24 | $35.81 | — | COM | 36467J108 |
| — | HD SUPPLY HLDGS INC | 62,517 | $2.005M | 0.1% | $32.07 | $31.70 | — | COM | 40416M105 |
| CTRA | CABOT OIL & GAS CORP | 77,286 | $1.938M | 0.1% | $25.08 * | $16.57 | +4.2% | COM | 127097103 |
| CIVB | CIVISTA BANCSHARES INC | 92,335 | $1.928M | 0.1% | $20.88 * | $16.94 | -1.2% | COM | 178867107 |
| — | SPIRIT AIRLS INC | 35,298 | $1.908M | 0.1% | $54.05 | $47.78 | — | COM | 848577102 |
| — | COMSTOCK RES INC | 2,457,261 | $1.892M | 0.1% | $0.77 | $0.75 | — | NOTE | 205768AM6 |
| — | IMPAX LABORATORIES INC | 116,390 | $1.874M | 0.1% | $16.10 | $21.79 | — | COM | 45256B101 |
| DXYN | DIXIE GROUP INC | 408,946 | $1.84M | 0.1% | $4.50 * | $9.10 | -55.5% | CL A | 255519100 |
| — | EMERGE ENERGY SVCS LP | 199,144 | $1.794M | 0.1% | $9.01 | $10.86 | — | COM REP | 29102H108 |
| — | AIR TRANSPORT SERVICES GRP I | 82,225 | $1.791M | 0.1% | $21.78 | $16.11 | — | COM | 00922R105 |
| PWR | QUANTA SVCS INC | 53,244 | $1.779M | 0.1% | $33.41 * | $33.16 | -1.5% | COM | 74762E102 |
| — | SUNSHINE BANCORP INC | 83,195 | $1.773M | 0.1% | $21.31 | $19.08 | — | COM | 86777J108 |
| — | INVESTMENT TECHNOLOGY GRP NE | 83,381 | $1.771M | 0.1% | $21.24 | $21.24 | — | COM | 46145F105 |
| AMG | AFFILIATED MANAGERS GROUP | 10,323 | $1.712M | 0.1% | $165.84 * | $137.92 | +12.3% | COM | 008252108 |
| — | GOODRICH PETE CORP | 139,440 | $1.701M | 0.1% | $12.20 | $12.20 | — | COM | 382410843 |
| — | SUN HYDRAULICS CORP | 39,220 | $1.674M | 0.1% | $42.68 | $36.12 | — | COM | 866942105 |
| RIG | TRANSOCEAN LTD | 196,437 | $1.638M | 0.1% | $8.34 * | $11.37 | -10.2% | REG SHS | H8817H100 |
| — | MATCH GROUP INC | 93,600 | $1.627M | 0.1% | $17.38 | $13.06 | — | COM | 57665R106 |
| — | OLD LINE BANCSHARES INC | 57,581 | $1.623M | 0.1% | $28.19 | $28.19 | — | COM | 67984M100 |
| — | KONA GRILL INC | 430,838 | $1.594M | 0.1% | $3.70 | $11.80 | — | COM | 50047H201 |
| — | GASTAR EXPL INC NEW | 1,717,867 | $1.591M | 0.1% | $0.93 | $1.45 | — | COM | 36729W202 |
| — | CALLON PETE CO DEL | 148,587 | $1.577M | 0.1% | $10.61 | $18.70 | — | COM | 13123X102 |
| ACGL | ARCH CAP GROUP LTD | 16,269 | $1.518M | 0.1% | $93.31 * | $18.37 | +64.2% | ORD | G0450A105 |
| BURL | BURLINGTON STORES INC | 15,833 | $1.456M | 0.1% | $91.96 * | $37.75 | +154.8% | COM | 122017106 |
| — | NAVISTAR INTL CORP NEW | 1,485,000 | $1.447M | 0.1% | $0.97 | $0.93 | — | NOTE | 63934EAS7 |
| — | A H BELO CORP | 262,564 | $1.444M | 0.1% | $5.50 | $5.47 | — | COM | 001282102 |
| — | VERISIGN INC | 518,000 | $1.41M | 0.1% | $2.72 | $2.22 | — | NOTE | 92343EAD4 |
| — | BARRETT BILL CORP | 448,324 | $1.376M | 0.1% | $3.07 | $6.99 | — | COM | 06846N104 |
| — | ATLANTIC CAP BANCSHARES INC | 68,656 | $1.304M | 0.1% | $18.99 | $18.99 | — | COM | 048269203 |
| — | LIVE NATION ENTERTAINMENT IN | 1,135,000 | $1.294M | 0.1% | $1.14 | $1.07 | — | NOTE | 538034AJ8 |
| — | ACCESS NATL CORP | 48,655 | $1.29M | 0.1% | $26.51 | $26.51 | — | COM | 004337101 |
| — | BONANZA CREEK ENERGY INC | 39,289 | $1.246M | 0.1% | $31.71 | $31.71 | — | COM | 097793400 |
| BC | BRUNSWICK CORP | 19,650 | $1.233M | 0.1% | $62.75 * | $40.43 | +23.4% | COM | 117043109 |
| ISTR | INVESTAR HLDG CORP | 52,661 | $1.206M | 0.1% | $22.90 * | $20.31 | +10.5% | COM | 46134L105 |
| BY | BYLINE BANCORP INC | 59,910 | $1.201M | 0.1% | $20.05 * | $18.32 | 0.0% | COM | 124411109 |
| — | WHITING PETE CORP NEW | 206,889 | $1.152M | 0.1% | $5.57 | $12.04 | — | COM | 966387102 |
| NLST | NETLIST INC | 1,086,279 | $1.108M | 0.1% | $1.02 * | $1.43 | -19.0% | COM | 64118P109 |
| — | CALATLANTIC GROUP INC | 31,110 | $1.1M | 0.1% | $35.36 | $37.92 | — | COM | 128195104 |
| — | CAROLINA FINL CORP NEW | 33,783 | $1.092M | 0.1% | $32.32 | $30.58 | — | COM | 143873107 |
| — | GUARANTY BANCSHARES INC TEX | 33,989 | $1.086M | 0.1% | $31.95 | $31.95 | — | COM | 400764106 |
| SMBK | SMARTFINANCIAL INC | 44,114 | $1.053M | 0.1% | $23.87 * | $20.81 | +10.1% | COM | 83190L208 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 1,215 | $1.051M | 0.1% | $865.02 | $1042.42 | — | PFD CON | G0177J116 |
| — | ANTHEM INC | 19,700 | $1.041M | 0.1% | $52.84 | $47.02 | — | NOTE | 036752202 |
| — | NVIDIA CORP | 141,000 | $1.012M | 0.1% | $7.18 | $5.30 | — | NOTE | 67066GAC8 |
| BOKF | BOK FINL CORP | 11,998 | $1.009M | 0.1% | $84.10 * | $63.45 | +3.4% | COM NEW | 05561Q201 |
| — | MICRON TECHNOLOGY INC | 865,000 | $973K | 0.1% | $1.12 | $0.85 | — | NOTE | 595112AY9 |
| — | BERRY PLASTICS GROUP INC | 16,999 | $969K | 0.1% | $57.00 | $31.97 | — | COM | 08579W103 |
| — | MARIN SOFTWARE INC | 737,758 | $959K | 0.1% | $1.30 | $6.55 | — | COM | 56804T106 |
| — | PDC ENERGY INC | 1,055,000 | $957K | 0.1% | $0.91 | $1.04 | — | NOTE | 69327RAD3 |
| — | T MOBILE US INC | 9,585 | $944K | 0.1% | $98.49 | $94.57 | — | CONV PF | 872590203 |
| — | WRIGHT MED GROUP INC | 842,000 | $936K | 0.1% | $1.11 | $0.89 | — | NOTE | 98235TAE7 |
| — | OASIS PETE INC NEW | 955,000 | $936K | 0.1% | $0.98 | $1.15 | — | NOTE | 674215AJ7 |
| — | CEMEX SAB DE CV | 770,000 | $919K | 0.1% | $1.19 | $1.13 | — | NOTE | 151290BC6 |
| EQBK | EQUITY BANCSHARES INC | 29,979 | $919K | 0.1% | $30.65 * | $29.02 | 0.0% | COM | 29460X109 |
| SHBI | SHORE BANCSHARES INC | 54,161 | $891K | 0.1% | $16.45 | $16.58 | 0.0% | COM | 825107105 |
| — | HAWAIIAN TELCOM HOLDCO INC | 34,961 | $874K | 0.1% | $25.00 | $25.00 | — | COM | 420031106 |
| — | BIOVERATIV INC | 14,452 | $870K | 0.1% | $60.20 | $162.35 | — | COM | 09075E100 |
| BAX | BAXTER INTL INC | 14,230 | $861K | 0.1% | $60.51 * | $33.40 | +47.0% | COM | 071813109 |
| BKU | BANKUNITED INC | 24,793 | $836K | 0.1% | $33.72 * | $25.30 | +4.3% | COM | 06652K103 |
| — | WPX ENERGY INC | 17,350 | $817K | 0.1% | $47.09 | $63.69 | — | NOTE | 98212B202 |
| — | HOLOGIC INC | 552,000 | $809K | 0.1% | $1.47 | $1.28 | — | DEBT 2 | 436440AC5 |
| — | HI-CRUSH PARTNERS LP | 73,961 | $802K | 0.1% | $10.84 | $12.83 | — | COM UNI | 428337109 |
| — | STANLEY BLACK & DECKER INC | 7,400 | $800K | 0.1% | $108.11 | $108.11 | — | NOTE | 854502887 |
| — | SANCHEZ PRODTN PARTNERS | 61,739 | $793K | 0.1% | $12.84 | $12.96 | — | COM | 79971C201 |
| — | PRICELINE GRP INC | 525,000 | $771K | 0.1% | $1.47 | $1.27 | — | NOTE | 741503AS5 |
| — | PZENA INVESTMENT MGMT INC | 75,748 | $770K | 0.1% | $10.17 | $10.17 | — | CLASS A | 74731Q103 |
| — | VEECO INSTRS INC DEL | 750,000 | $764K | 0.1% | $1.02 | $1.04 | — | NOTE | 922417AD2 |
| — | INTERSECT ENT INC | 27,181 | $760K | 0.1% | $27.96 | $12.93 | — | COM | 46071F103 |
| — | ON SEMICONDUCTOR CORP | 730,000 | $757K | 0.1% | $1.04 | $0.90 | — | NOTE | 682189AK1 |
| — | NUVASIVE INC | 530,000 | $731K | 0.1% | $1.38 | $1.36 | — | NOTE | 670704AG0 |
| — | U S CONCRETE INC | 8,944 | $703K | 0.1% | $78.60 | $71.93 | — | COM NEW | 90333L201 |
| — | RYLAND GROUP INC | 593,000 | $702K | 0.1% | $1.18 | $1.20 | — | NOTE | 783764AQ6 |
| CRK | COMSTOCK RES INC | 93,192 | $659K | 0.0% | $7.07 * | $8.23 | -8.3% | COM | 205768302 |
| — | RAMBUS INC DEL | 604,000 | $653K | 0.0% | $1.08 | $1.20 | — | NOTE | 750917AE6 |
| — | FIDELITY NATIONAL FINANCIAL | 250,000 | $629K | 0.0% | $2.52 | $1.94 | — | NOTE | 31620RAE5 |
| — | HERBALIFE LTD | 575,000 | $598K | 0.0% | $1.04 | $0.96 | — | NOTE | 42703MAB9 |
| — | AMTRUST FINL SVCS INC | 795,000 | $590K | 0.0% | $0.74 | $0.92 | — | NOTE | 032359AG6 |
| — | C&J ENERGY SVCS INC NEW | 16,889 | $579K | 0.0% | $34.28 | $34.06 | — | COM | 12674R100 |
| VISN | COMMSCOPE HLDG CO INC | 14,994 | $570K | 0.0% | $38.02 | $35.41 | +9.1% | COM | 20337X109 |
| — | SEACHANGE INTL INC | 208,990 | $556K | 0.0% | $2.66 | $5.73 | — | COM | 811699107 |
| — | FIREEYE INC | 603,000 | $549K | 0.0% | $0.91 | $0.88 | — | NOTE | 31816QAD3 |
| — | PANDORA MEDIA INC | 575,000 | $545K | 0.0% | $0.95 | $1.02 | — | NOTE | 698354AB3 |
| BYD | BOYD GAMING CORP | 21,235 | $527K | 0.0% | $24.82 * | $10.80 | +109.2% | COM | 103304101 |
| — | MEDIDATA SOLUTIONS INC | 355,000 | $496K | 0.0% | $1.40 | $1.08 | — | NOTE | 58471AAB1 |
| — | VALEANT PHARMACEUTICALS | 28,631 | $495K | 0.0% | $17.29 | $17.29 | — | INTL CO | 91911K102 |
| INBK | FIRST INTERNET BANCORP | 16,065 | $451K | 0.0% | $28.07 | $27.82 | 0.0% | COM | 320557101 |
| SFST | SOUTHERN FIRST BANCSHARES IN | 10,820 | $401K | 0.0% | $37.06 * | $34.34 | 0.0% | COM | 842873101 |
| — | CARRIZO OIL & CO INC | 22,489 | $392K | 0.0% | $17.43 | $17.43 | — | COM | 144577103 |
| IWM | ISHARES TR | 2,480 | $356K | 0.0% | $143.55 | $142.93 | — | COM | 464287655 |
| — | meritor inc | 20,894 | $347K | 0.0% | $16.61 | $11.12 | — | com | 59001K100 |
| — | ARCH COAL INC | 5,071 | $346K | 0.0% | $68.23 | $87.18 | — | COM | 039380407 |
| — | SUPERIOR DRILLING PRODS INC | 484,453 | $305K | 0.0% | $0.63 | $1.06 | — | COM | 868153107 |
| — | RH | 4,527 | $292K | 0.0% | $64.50 | $64.50 | — | COM | 74967x103 |
| THRM | GENTHERM INC | 7,502 | $291K | 0.0% | $38.79 * | $36.81 | +1.5% | COM | 37253A103 |
| — | BMC STK HLDGS INC | 12,922 | $282K | 0.0% | $21.82 | $16.73 | — | COM | 05591B109 |
| OXM | OXFORD INDS INC | 4,406 | $275K | 0.0% | $62.41 * | $62.63 | -7.9% | COM | 691497309 |
| — | INTEGRATED DEVICE TECHNOLOGY | 255,000 | $270K | 0.0% | $1.06 | $1.03 | — | NOTE | 458118AC0 |
| FRBKQ | REPUBLIC FIRST BANCORP INC | 28,887 | $267K | 0.0% | $9.24 * | $5.53 | +61.0% | COM | 760416107 |
| PTEN | PATTERSON UTI ENERGY INC | 12,761 | $258K | 0.0% | $20.22 * | $25.18 | -13.5% | COM | 703481101 |
| FBNC | FIRST BANCORP N C | 8,260 | $258K | 0.0% | $31.23 * | $24.85 | 0.0% | COM | 318910106 |
| BCC | BOISE CASCADE CO DEL | 8,423 | $256K | 0.0% | $30.39 * | $18.61 | +5.2% | COM | 09739D100 |
| REI | RING ENERGY INC | 19,628 | $255K | 0.0% | $12.99 * | $10.00 | +24.5% | COM | 76680V108 |
| — | NUVASIVE INC | 137,000 | $253K | 0.0% | $1.85 | $1.26 | — | NOTE | 670704AC9 |
| — | ROSEHILL RES INC | 229,378 | $252K | 0.0% | $1.10 | $1.10 | — | COM | 777385113 |
| PPC | PILGRIMS PRIDE CORP NEW | 9,776 | $214K | 0.0% | $21.89 * | $19.53 | +21.8% | COM | 72147K108 |
| TUSK | MAMMOTH ENERGY SVCS INC | 11,430 | $213K | 0.0% | $18.64 | $19.07 | -2.1% | COM | 56155L108 |
| CXW | CORECIVIC INC | 7,662 | $211K | 0.0% | $27.54 * | $14.21 | +68.9% | COM | 21871N101 |
| — | INTEL CORP | 145,000 | $189K | 0.0% | $1.30 | $1.35 | — | SDCV | 458140AD2 |
| — | SRC ENERGY INC | 27,638 | $186K | 0.0% | $6.73 | $7.64 | — | COM | 78470V108 |
| — | INDEPENDENCE CONTRACT DRIL I | 41,050 | $160K | 0.0% | $3.90 | $5.51 | — | COM | 453415309 |
| CMRE | COSTAMARE INC | 17,034 | $125K | 0.0% | $7.34 * | $4.97 | 0.0% | SHS | Y1771G102 |
| — | WEATHERFORD INTL PLC | 31,300 | $121K | 0.0% | $3.87 | $6.43 | — | COM | G48833100 |
| — | PALO ALTO NETWORKS INC | 85,000 | $111K | 0.0% | $1.31 | $1.27 | — | NOTE | 697435AB1 |
| — | NABORS INDUSTRIES LTD | 11,965 | $97,000 | 0.0% | $8.11 | $11.56 | — | SHS | G6359F103 |
| — | PETROQUEST ENERGY INC | 38,070 | $75,000 | 0.0% | $1.97 | $3.38 | — | COM | 716748306 |
| — | URBAN ONE INC | 22,850 | $51,000 | 0.0% | $2.23 | $2.23 | — | COM | 91705J204 |
| — | LAM RESEARCH CORP | 20,000 | $47,000 | 0.0% | $2.35 | $1.47 | — | NOTE | 512807AL2 |
| — | CEMEX SAB DE CV | 25,000 | $29,000 | 0.0% | $1.16 | $1.06 | — | NOTE | 151290BR3 |