13F-HR filed by STATE STREET CORP
STATE STREET CORP filed this 13F-HR for the quarter ended 2019-09-30, filed 2019-11-14, with 3,804 holding rows worth $1,341,682,213,000.
- Accession
- 0000093751-19-000629
- Filer
- CIK 93751
- Filed
- 2019-11-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2019
A holdings report, 3,804 entries on the cover page, a total value of $1,341,682,213,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,341,682,213,000 with VALUE read as thousands by filing date, 13F file number 028-00399. The quarter's positions are built on this report. The resolved quarter.
Other managers
- included managerSTATE STREET BANK & TRUST CO028-00733
- included managerSSGA FUNDS MANAGEMENT INC028-11338
- included managerState Street Global Advisors LTD028-11326
- included managerState Street Global Advisors Ltd.028-11327
- included managerState Street Global Advisors, Australia028-11330
- included managerState Street Global Advisors (Japan) Co., Ltd.028-11332
- included managerState Street Global Advisors Singapore LTD028-18493
- included managerState Street Global Advisors Asia LTD028-11331
- included managerState Street Global Advisors GmbH028-11334
- included managerState Street Global Advisors Ireland Ltd028-14459
- included managerState Street Global Advisors Trust Co028-18135
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| INNOVIVA INC | 45781M101 | COM | 2,091,340 | $22,043,000 | thousands by filing date | |
| ADVANSIX INC | 00773T101 | COM | 855,887 | $22,013,000 | thousands by filing date | |
| CSW INDUSTRIALS INC | 126402106 | COM | 318,670 | $21,998,000 | thousands by filing date | |
| TG THERAPEUTICS INC COM | 88322Q108 | Stock | 3,910,724 | $21,959,000 | thousands by filing date | |
| NANOMETRICS | 630077105 | COM | 670,389 | $21,868,000 | thousands by filing date | |
| BGC PARTNERS INC | 05541T101 | CL A | 3,957,984 | $21,769,000 | thousands by filing date | |
| BANCFIRST CORP | 05945F103 | COM | 390,466 | $21,764,000 | thousands by filing date | |
| Surmodics Inc | 868873100 | Common Stock | 475,338 | $21,742,000 | thousands by filing date | |
| WILLIAM LYON HOMES-CL A | 552074700 | CL A | 1,067,880 | $21,742,000 | thousands by filing date | |
| SPDR SER TR STATE STR SPDR PORT S&P 500 ETF | 78464A854 | SHS | 622,167 | $21,683,000 | thousands by filing date | |
| VIRTUS INVT PARTNERS INC COM | 92828Q109 | Stock | 196,004 | $21,672,000 | thousands by filing date | |
| DOUGLAS DYNAMICS INC | 25960R105 | COM | 485,311 | $21,630,000 | thousands by filing date | |
| SHUTTERSTOCK INC COM | 825690100 | Stock | 594,336 | $21,467,000 | thousands by filing date | |
| CTRIP COM INTL LTD | 22943FAF7 | NOTE 1.000% 7/0 | 21,900,000 | $21,457,000 | thousands by filing date | |
| TENCENT MUSIC ENTMT GROUP SPON ADS | 88034P109 | ADR | 1,677,758 | $21,425,000 | thousands by filing date | |
| AQUA AMERICA INC | 03836W202 | UNIT 04/30/2022 | 354,000 | $21,406,000 | thousands by filing date | |
| HUBSPOT INC | 443573AB6 | NOTE 0.250% 6/0 | 12,766,000 | $21,403,000 | thousands by filing date | |
| TOOTSIE ROLL INDS INC | 890516107 | COM | 575,473 | $21,373,000 | thousands by filing date | |
| NEXPOINT RESIDENTIAL TR INC | 65341D102 | COM | 454,659 | $21,260,000 | thousands by filing date | |
| TTEC HLDGS INC | 89854H102 | COM | 439,809 | $21,199,000 | thousands by filing date | |
| AMPHASTAR PHARMACEUTICALS IN | 03209R103 | COM | 1,067,962 | $21,178,000 | thousands by filing date | |
| ISHARES TR | 464287689 | RUSSELL 3000 ETF | 121,830 | $21,170,000 | thousands by filing date | |
| ILLUMINA INC | 452327AH2 | NOTE 0.500% 6/1 | 15,925,000 | $21,140,000 | thousands by filing date | |
| MERIDIAN BANCORP INC MD | 58958U103 | COM | 1,122,894 | $21,132,000 | thousands by filing date | |
| HESKA CORP | 42805E306 | COM | 297,775 | $21,103,000 | thousands by filing date | |
| LEMAITRE VASCULAR INC | 525558201 | COM | 617,246 | $21,097,000 | thousands by filing date | |
| COOPER STANDARD HOLDING | 21676P103 | COMMON STOCK | 515,571 | $21,077,000 | thousands by filing date | |
| STRATASYS LTD | M85548101 | SHS | 988,854 | $21,068,000 | thousands by filing date | |
| ATLAS AIR WORLDWIDE HOLDINGS I | 049164205 | COM NEW | 834,485 | $21,054,000 | thousands by filing date | |
| AERIE PHARMACEUTICALS INC | 00771V108 | COM | 1,095,231 | $21,050,000 | thousands by filing date | |
| CIRCOR INTL INC | 17273K109 | COM | 557,337 | $20,928,000 | thousands by filing date | |
| STEMLINE THERAPEUTICS INC | 85858C107 | COM | 2,009,596 | $20,920,000 | thousands by filing date | |
| KADANT INC | 48282T104 | COM | 238,248 | $20,916,000 | thousands by filing date | |
| GRUPO AEROPORTUNARIO DEL PAC | 400506101 | SPON ADS B | 216,537 | $20,900,000 | thousands by filing date | |
| MRC GLOBAL INC | 55345K103 | COM | 1,721,161 | $20,878,000 | thousands by filing date | |
| TWIST BIOSCIENCE CORP | 90184D100 | COM | 872,647 | $20,839,000 | thousands by filing date | |
| CONSOL ENERGY INC NEW | 20854L108 | COM | 1,332,503 | $20,827,000 | thousands by filing date | |
| ATN INTERNATIONAL INC | 00215F107 | COMMON STOCK | 355,704 | $20,823,000 | thousands by filing date | |
| NPK INTERNATIONAL INC | 651718504 | COMMON STOCK | 2,729,247 | $20,797,000 | thousands by filing date | |
| HEALTHSTREAM INC | 42222N103 | COM | 801,152 | $20,742,000 | thousands by filing date | |
| K12 INC | 48273U102 | COM | 784,930 | $20,722,000 | thousands by filing date | |
| ENOVA INTL INC | 29357K103 | COM | 995,848 | $20,664,000 | thousands by filing date | |
| CONTINENTAL BUILDING PRODUCTS | 211171103 | COMMON STOCK | 756,804 | $20,653,000 | thousands by filing date | |
| SPDR Bloomberg 1-3 Month T-Bill ETF | 78468R663 | SHS | 225,386 | $20,643,000 | thousands by filing date | |
| MSG NETWORK INC | 553573106 | CL A | 1,272,112 | $20,634,000 | thousands by filing date | |
| CEVA INC | 157210105 | COMMON STOCK | 690,186 | $20,609,000 | thousands by filing date | |
| UNIVERSAL ELECTRS INC | 913483103 | COM | 404,501 | $20,589,000 | thousands by filing date | |
| PROVIDENCE SVC CORP | 743815102 | COM | 345,652 | $20,552,000 | thousands by filing date | |
| DR REDDYS LABS LTD ADR | 256135203 | ADR | 542,063 | $20,539,000 | thousands by filing date | |
| HELLO GROUP INC | 60879BAB3 | NOTE 1.250% 7/0 | 22,780,000 | $20,531,000 | thousands by filing date | |
| EW SCRIPPS CO THE A | 811054402 | COMMON STOCK | 1,544,544 | $20,512,000 | thousands by filing date | |
| ZUMIEZ INC | 989817101 | COMMON STOCK | 647,529 | $20,510,000 | thousands by filing date | |
| ANDERSONS INC COM | 034164103 | Stock | 902,198 | $20,389,000 | thousands by filing date | |
| TRICO BANCSHARES | 896095106 | COMMON STOCK | 561,440 | $20,380,000 | thousands by filing date | |
| FLEXION THERAPEUTICS INC | 33938J106 | COM | 1,482,641 | $20,320,000 | thousands by filing date | |
| SCHNITZER STEEL INDUSTRIES INC | 806882106 | CL A | 980,265 | $20,252,000 | thousands by filing date | |
| LIBERTY | 531229888 | COMMON STOCK | 729,540 | $20,245,000 | thousands by filing date | |
| SUNCOKE ENERGY INC | 86722A103 | COMMON STOCK | 3,588,348 | $20,238,000 | thousands by filing date | |
| ASTEC INDS INC | 046224101 | COM | 649,618 | $20,203,000 | thousands by filing date | |
| NORTHERN OIL & GAS INC NEV | 665531109 | COM | 10,296,356 | $20,181,000 | thousands by filing date | |
| MODEL N INC | 607525102 | COM | 726,892 | $20,179,000 | thousands by filing date | |
| INFINERA CORP | 45667G103 | COMMON STOCK | 3,695,179 | $20,139,000 | thousands by filing date | |
| DIME CMNTY BANCSHARES INC COM | 253922108 | Stock | 939,367 | $20,112,000 | thousands by filing date | |
| INTERNATIONAL FLAVORS&FRAGRA | 459506309 | UNIT 09/15/2021 | 427,500 | $20,028,000 | thousands by filing date | |
| NUANCE COMMUNICATIONS INC | 67020YAK6 | DBCV 1.000%12/1 | 21,070,000 | $19,990,000 | thousands by filing date | |
| ON SEMICONDUCTOR CORP | 682189AP0 | NOTE 1.625%10/1 | 16,450,000 | $19,931,000 | thousands by filing date | |
| INTL FCSTONE INC | 46116V105 | COM | 485,310 | $19,927,000 | thousands by filing date | |
| WIPRO LTD SPON ADR 1 SH | 97651M109 | ADR | 5,451,808 | $19,899,000 | thousands by filing date | |
| HANMI FINANCIAL CORPORATION | 410495204 | COMMON STOCK | 1,056,218 | $19,836,000 | thousands by filing date | |
| BEYOND MEAT INC | 08862E109 | COM | 133,372 | $19,822,000 | thousands by filing date | |
| INNOPHOS HOLDINGS INC | 45774N108 | COMMON STOCK | 610,403 | $19,814,000 | thousands by filing date | |
| STITCH FIX INC | 860897107 | COM CL A | 1,028,967 | $19,808,000 | thousands by filing date | |
| BARCLAYS BANK PLC | 06738C778 | DJUBS CMDT ETN36 | 905,959 | $19,750,000 | thousands by filing date | |
| CUSTOMERS BANCORP INC | 23204G100 | COM | 951,864 | $19,742,000 | thousands by filing date | |
| GLATFELTER | 377316104 | COM | 1,282,666 | $19,740,000 | thousands by filing date | |
| DEXCOM INC | 252131AF4 | NOTE 0.750% 5/1 | 12,410,000 | $19,730,000 | thousands by filing date | |
| FRONT YD RESIDENTIAL CORP | 35904G107 | COM | 1,680,095 | $19,674,000 | thousands by filing date | |
| ZILLOW GROUP INC CLASS A | 98954M101 | CL A | 664,434 | $19,631,000 | thousands by filing date | |
| R1 RCM INC | 749397105 | COM | 2,195,456 | $19,605,000 | thousands by filing date | |
| STURM, RUGER & COMPANY INC | 864159108 | COM | 469,253 | $19,596,000 | thousands by filing date | |
| NRG ENERGY INC | 629377CG5 | DBCV 2.750% 6/0 | 17,275,000 | $19,585,000 | thousands by filing date | |
| AEGION CORP | 00770F104 | COMMON STOCK | 915,952 | $19,583,000 | thousands by filing date | |
| CONNECTICUT WTR SVC INC | 207797101 | COM | 279,182 | $19,559,000 | thousands by filing date | |
| WISDOMTREE INC | 97717P104 | COM | 3,741,991 | $19,552,000 | thousands by filing date | |
| H&E EQUIPMENT SERVICES INC | 404030108 | COM | 674,246 | $19,459,000 | thousands by filing date | |
| ULTRA CLEAN HLDGS INC COM | 90385V107 | Stock | 1,326,928 | $19,420,000 | thousands by filing date | |
| SUNPOWER CORP | 867652AL3 | DBCV 4.000% 1/1 | 20,945,000 | $19,406,000 | thousands by filing date | |
| EVO PMTS INC | 26927E104 | CL A COM | 688,374 | $19,357,000 | thousands by filing date | |
| LIVE NATION ENTERTAINMENT IN | 538034AQ2 | NOTE 2.500% 3/1 | 16,450,000 | $19,290,000 | thousands by filing date | |
| CATALYST PHARMACEUTICALS INC | 14888U101 | COM | 3,626,626 | $19,257,000 | thousands by filing date | |
| UNITED NAT FOODS INC COM | 911163103 | Stock | 1,664,822 | $19,179,000 | thousands by filing date | |
| STANLEY BLACK & DECKER INC | 854502887 | UNIT 05/15/2020 | 191,129 | $19,147,000 | thousands by filing date | |
| BENEFITFOCUS INC | 08180D106 | COM | 801,268 | $19,078,000 | thousands by filing date | |
| MECHANICS BANCORP A | 43785V102 | COMMON STOCK | 697,836 | $19,065,000 | thousands by filing date | |
| CHICOS FAS INC | 168615102 | COM | 4,700,167 | $18,942,000 | thousands by filing date | |
| QUANEX BLDG PRODS CORP COM | 747619104 | Stock | 1,040,326 | $18,809,000 | thousands by filing date | |
| ACUSHNET HLDGS CORP | 005098108 | COM | 710,923 | $18,768,000 | thousands by filing date | |
| UNIVEST FINANCIAL CORPORATIO | 915271100 | COM | 727,746 | $18,707,000 | thousands by filing date | |
| ORASURE TECHNOLOGIES INC | 68554V108 | COM | 2,500,082 | $18,676,000 | thousands by filing date | |
| MGP INGREDIENTS INC NEW | 55303J106 | COM | 375,643 | $18,662,000 | thousands by filing date | |
| KURA ONCOLOGY INC COM | 50127T109 | Stock | 1,226,528 | $18,606,000 | thousands by filing date | |
| PROGENICS PHARMACEUTICALS IN | 743187106 | COM | 3,665,843 | $18,531,000 | thousands by filing date | |
| ECHO GLOBAL LOGISTICS INC | 27875T101 | COM | 817,335 | $18,513,000 | thousands by filing date | |
| CERUS CORP | 157085101 | COM | 3,587,973 | $18,496,000 | thousands by filing date | |
| FINISAR CORP | 31787AAP6 | NOTE 0.500%12/1 | 18,525,000 | $18,480,000 | thousands by filing date | |
| THERAVANCE BIOPHARMA INC | G8807B106 | COM | 947,616 | $18,460,000 | thousands by filing date | |
| INTELSAT S A | 45790VAB6 | NOTE 4.500% 6/1 | 12,400,000 | $18,408,000 | thousands by filing date | |
| LIGAND PHARMACEUTICALS INC | 53220KAF5 | NOTE 0.750% 5/1 | 22,000,000 | $18,357,000 | thousands by filing date | |
| JAZZ INVESTMENTS I LTD | 472145AD3 | NOTE 1.500% 8/1 | 19,025,000 | $18,353,000 | thousands by filing date | |
| NOAH HLDGS LTD | 65487X102 | SPON ADS CL A | 627,577 | $18,325,000 | thousands by filing date | |
| PJT PARTNERS INC | 69343T107 | COM CL A | 449,358 | $18,289,000 | thousands by filing date | |
| VIAVI SOLUTIONS INC | 925550AB1 | NOTE 1.000% 3/0 | 14,825,000 | $18,220,000 | thousands by filing date | |
| EXTRACTION OIL AND GAS INC | 30227M105 | COM | 6,180,769 | $18,171,000 | thousands by filing date | |
| TRANSPORTADORA DE GAS SUR | 893870204 | SPONSORED ADS B | 2,138,194 | $18,153,000 | thousands by filing date | |
| MYERS INDUSTRIES INC | 628464109 | COMMON STOCK | 1,016,764 | $18,082,000 | thousands by filing date | |
| NIO INC SPON ADS | 62914V106 | ADR | 11,585,393 | $18,073,000 | thousands by filing date | |
| SPDR Bloomberg Investment Grade Floating Rate ETF | 78468R200 | SHS | 586,297 | $18,034,000 | thousands by filing date | |
| KOPPERS HOLDINGS INC | 50060P106 | COM | 617,339 | $18,032,000 | thousands by filing date | |
| SP PLUS CORP | 78469C103 | COM | 485,780 | $17,974,000 | thousands by filing date | |
| KULICKE & SOFFA INDS INC | 501242101 | COM | 761,239 | $17,965,000 | thousands by filing date | |
| J2 GLOBAL INC | 48123VAC6 | NOTE 3.250% 6/1 | 12,590,000 | $17,962,000 | thousands by filing date | |
| BRF SA | 10552T107 | SPONSORED ADR | 1,959,257 | $17,947,000 | thousands by filing date | |
| SCHNEIDER NATIONAL INC | 80689H102 | CL B | 823,775 | $17,943,000 | thousands by filing date | |
| SOLARCITY CORP | 83416TAC4 | NOTE 1.625%11/0 | 18,007,000 | $17,879,000 | thousands by filing date | |
| MBIA INC | 55262C100 | COMMON STOCK | 1,932,462 | $17,837,000 | thousands by filing date | |
| KFORCE INC COM | 493732101 | Stock | 471,104 | $17,824,000 | thousands by filing date | |
| COHU INC | 192576106 | COM | 1,311,724 | $17,793,000 | thousands by filing date | |
| ALCON AG ORD SHS | H01301128 | Stock | 304,886 | $17,772,000 | thousands by filing date | |
| HAPPEN INC COM NEW | 52603A208 | Stock | 1,358,144 | $17,765,000 | thousands by filing date | |
| MEDICINES CO | 584688AE5 | NOTE 2.500% 1/1 | 11,730,000 | $17,756,000 | thousands by filing date | |
| HUTCHMED CHINA LTD SPONSORED ADS | 44842L103 | ADR | 992,473 | $17,706,000 | thousands by filing date | |
| VISHAY INTERTECHNOLOGY INC | 928298AP3 | NOTE 2.250% 6/1 | 18,775,000 | $17,678,000 | thousands by filing date | |
| AMERICAN NATL INS | 028591105 | COMMON STOCK | 142,851 | $17,675,000 | thousands by filing date | |
| FOSSIL GROUP INC | 34988V106 | COMMON STOCK | 1,408,165 | $17,616,000 | thousands by filing date | |
| ORION S.A. | L72967109 | COM | 1,054,028 | $17,613,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 531229AF9 | NOTE 1.000% 1/3 | 14,050,000 | $17,603,000 | thousands by filing date | |
| UNITED FINL BANCORP INC NEW | 910304104 | COM | 1,287,467 | $17,548,000 | thousands by filing date | |
| FITBIT INC | 33812L102 | CL A | 4,594,751 | $17,506,000 | thousands by filing date | |
| SEMPRA ENERGY | 816851505 | PFD | 148,000 | $17,411,000 | thousands by filing date | |
| CHASE CORP | 16150R104 | COM | 158,845 | $17,376,000 | thousands by filing date | |
| FOMENTO ECONOMICO MEXICANO S A SPON ADR UNITS | 344419106 | ADR | 189,482 | $17,353,000 | thousands by filing date | |
| PRIMORIS SVCS CORP COM | 74164F103 | Stock | 881,637 | $17,342,000 | thousands by filing date | |
| PURE STORAGE INC | 74624MAB8 | NOTE 0.125% 4/1 | 17,600,000 | $17,329,000 | thousands by filing date | |
| NUTANIX INC | 67059NAB4 | NOTE 1/1 | 18,475,000 | $17,281,000 | thousands by filing date | |
| Vanguard FTSE All-World ex-US ETF | 922042775 | SHS | 346,212 | $17,276,000 | thousands by filing date | |
| W & T OFFSHORE INC | 92922P106 | COM | 3,952,786 | $17,274,000 | thousands by filing date | |
| EXACT SCIENCES CORP | 30063PAA3 | NOTE 1.000% 1/1 | 12,225,000 | $17,273,000 | thousands by filing date | |
| STONERIDGE INC | 86183P102 | COMMON STOCK | 556,261 | $17,227,000 | thousands by filing date | |
| REGIS CORP | 758932107 | COM | 850,667 | $17,200,000 | thousands by filing date | |
| OMEROS CORP | 682143102 | COM | 1,052,724 | $17,191,000 | thousands by filing date | |
| PENNYMAC FINL SVCS INC NEW | 70932M107 | COM | 565,255 | $17,172,000 | thousands by filing date | |
| THERAPEUTICSMD INC | 88338N107 | COM | 4,708,213 | $17,091,000 | thousands by filing date | |
| HIBBETT INC | 428567101 | COM | 744,029 | $17,038,000 | thousands by filing date | |
| CARS COM INC | 14575E105 | COM | 1,894,490 | $17,013,000 | thousands by filing date | |
| ENSCO JERSEY FIN LTD | 29359WAB1 | NOTE 3.000% 1/3 | 25,330,000 | $17,009,000 | thousands by filing date | |
| JAZZ INVESTMENTS I LTD | 472145AB7 | NOTE 1.875% 8/1 | 16,897,000 | $16,962,000 | thousands by filing date | |
| REX AMERICAN RESOURCES CORP | 761624105 | COMMON STOCK | 222,009 | $16,946,000 | thousands by filing date | |
| CARA THERAPEUTICS INC | 140755109 | COM | 925,835 | $16,924,000 | thousands by filing date | |
| RUTHS HOSPITALITY GROUP INC | 783332109 | COM | 826,621 | $16,875,000 | thousands by filing date | |
| GRUPO AEROPORTUARIO DEL SURE | 40051E202 | SPON ADR SER B | 110,544 | $16,864,000 | thousands by filing date | |
| VALARIS PLC XXX SHS CL A | G9402V109 | COM | 3,497,267 | $16,822,000 | thousands by filing date | |
| COLUMBUS MCKINNON CORP NY | 199333105 | COMMON STOCK | 460,260 | $16,767,000 | thousands by filing date | |
| GLADSTONE COMMERCIAL CORP | 376536108 | COM | 713,261 | $16,762,000 | thousands by filing date | |
| NEW MEDIA INVT GROUP INC | 64704V106 | COM | 1,896,124 | $16,705,000 | thousands by filing date | |
| SONOS INC | 83570H108 | COM | 1,243,710 | $16,678,000 | thousands by filing date | |
| RESOURCES CONNECTION INC | 76122Q105 | COM | 980,071 | $16,651,000 | thousands by filing date | |
| HARMONIC INC | 413160102 | COM | 2,529,165 | $16,642,000 | thousands by filing date | |
| CASS INFORMATION SYSTEMS INC | 14808P109 | COMMON STOCK | 307,794 | $16,618,000 | thousands by filing date | |
| VEECO INSTRS INC DEL COM | 922417100 | Stock | 1,422,610 | $16,616,000 | thousands by filing date | |
| AVX CORP NEW | 002444107 | COM | 1,089,209 | $16,556,000 | thousands by filing date | |
| INSPIRE MED SYS INC COM | 457730109 | Stock | 271,242 | $16,551,000 | thousands by filing date | |
| UPLAND SOFTWARE INC | 91544A109 | COMMON STOCK | 473,854 | $16,519,000 | thousands by filing date | |
| ETHAN ALLEN INTERIORS INC | 297602104 | COM | 864,239 | $16,507,000 | thousands by filing date | |
| HERBALIFE NUTRITION LTD | 42703MAD5 | NOTE 2.625% 3/1 | 17,625,000 | $16,486,000 | thousands by filing date | |
| ADTRAN INC | 00738A106 | COMMON STOCK | 1,452,601 | $16,480,000 | thousands by filing date | |
| CONNECTONE BANCORP INC | 20786W107 | COMMON STOCK | 741,049 | $16,451,000 | thousands by filing date | |
| PRESIDIO INC | 74102M103 | COM | 968,452 | $16,404,000 | thousands by filing date | |
| COLUMBIA FINANCIAL INC | 197641103 | COMMON STOCK | 1,037,860 | $16,388,000 | thousands by filing date | |
| DELPHI TECHNOLOGIES PLC | G2709G107 | SHS | 1,222,887 | $16,387,000 | thousands by filing date | |
| LAKELAND BANCORP INC | 511637100 | COM | 1,059,497 | $16,348,000 | thousands by filing date | |
| MEDICINES CO | 584688AG0 | NOTE 2.750% 7/1 | 13,400,000 | $16,311,000 | thousands by filing date | |
| SILICON LABORATORIES INC | 826919AB8 | NOTE 1.375% 3/0 | 12,499,000 | $16,299,000 | thousands by filing date | |
| RE MAX HLDGS INC | 75524W108 | CL A | 506,191 | $16,279,000 | thousands by filing date | |
| WAYFAIR INC | 94419LAB7 | NOTE 0.375% 9/0 | 13,094,000 | $16,267,000 | thousands by filing date | |
| WIX COM LTD | 92940WAB5 | NOTE 7/0 | 14,650,000 | $16,262,000 | thousands by filing date | |
| CAROLINA FINL CORP NEW | 143873107 | COM | 456,298 | $16,257,000 | thousands by filing date | |
| QUINSTREET INC | 74874Q100 | COM | 1,291,215 | $16,256,000 | thousands by filing date | |
| STOCK YDS BANCORP INC | 861025104 | COM | 439,863 | $16,252,000 | thousands by filing date | |
| WHITESTONE REIT | 966084204 | COM | 1,180,572 | $16,245,000 | thousands by filing date | |
| ACHILLION PHARMACEUTICALS IN | 00448Q201 | COM | 4,501,614 | $16,206,000 | thousands by filing date | |
| MANDIANT INC | 31816QAF8 | NOTE 0.875% 6/0 | 17,204,000 | $16,198,000 | thousands by filing date | |
| KRYSTAL BIOTECH INC COM | 501147102 | Stock | 466,444 | $16,197,000 | thousands by filing date | |
| RANGER OIL CORPORATION CLASS A COM | 70788V102 | Stock | 555,990 | $16,163,000 | thousands by filing date | |
| LIBERTY LATIN AMERICA LTD | G9001E102 | COM CL A | 946,404 | $16,155,000 | thousands by filing date | |
| HSBC HLDGS PLC | 404280604 | ADR A 1/40PF A | 613,788 | $16,149,000 | thousands by filing date | |
| COMMUNITY TRUST BANCORP INC | 204149108 | COMMON STOCK | 375,754 | $16,142,000 | thousands by filing date | |
| CONNS INC | 208242107 | COM | 643,553 | $15,999,000 | thousands by filing date | |
| OPUS BK IRVINE CALIF | 684000102 | COM | 734,793 | $15,996,000 | thousands by filing date | |
| ICHOR HOLDINGS | G4740B105 | SHS | 655,066 | $15,839,000 | thousands by filing date | |
| COREPOINT LODGING INC | 21872L104 | COM | 1,536,082 | $15,837,000 | thousands by filing date | |
| MR COOPER GROUP INC | 62482R107 | COM | 1,488,976 | $15,813,000 | thousands by filing date | |
| TEAM INC | 878155100 | COM | 874,944 | $15,793,000 | thousands by filing date | |
| ARGAN INC | 04010E109 | COM | 401,384 | $15,770,000 | thousands by filing date | |
| GERMAN AMERICAN BANCORP | 373865104 | COMMON STOCK | 491,524 | $15,753,000 | thousands by filing date | |
| THERMON GROUP HLDGS INC | 88362T103 | COM | 684,443 | $15,729,000 | thousands by filing date | |
| BONANZA CREEK ENERGY INC | 097793400 | COM NEW | 702,375 | $15,726,000 | thousands by filing date | |
| TRONOX HOLDINGS PLC SHS | G9087Q102 | Stock | 1,893,370 | $15,715,000 | thousands by filing date | |
| TENABLE HLDGS INC | 88025T102 | COM | 702,140 | $15,714,000 | thousands by filing date | |
| PENNSYLVANIA RL ESTATE INVT | 709102107 | SH BEN INT | 2,746,324 | $15,709,000 | thousands by filing date | |
| COLFAX CORP | 194014205 | UNIT 01/15/2022T | 120,500 | $15,707,000 | thousands by filing date | |
| DXP ENTERPRISES INC | 233377407 | COM NEW | 450,825 | $15,653,000 | thousands by filing date | |
| H WORLD GROUP LTD | 16949NAC3 | NOTE 0.375%11/0 | 15,035,000 | $15,639,000 | thousands by filing date | |
| WILLSCOT CORP | 971375126 | COM | 1,002,461 | $15,618,000 | thousands by filing date | |
| YETI HLDGS INC COM | 98585X104 | Stock | 557,552 | $15,611,000 | thousands by filing date | |
| AXCELIS TECHNOLOGIES INC | 054540208 | COM NEW | 913,225 | $15,607,000 | thousands by filing date | |
| ICON PUB LTD CO SHS | G4705A100 | Stock | 105,652 | $15,567,000 | thousands by filing date | |
| VOCERA COMMUNICATIONS INC | 92857F107 | COMMON STOCK | 629,501 | $15,517,000 | thousands by filing date | |
| RIO TINTO PLC SPONSORED ADR | 767204100 | ADR | 297,497 | $15,497,000 | thousands by filing date | |
| RHYTHM PHARMACEUTICALS INC | 76243J105 | COM | 717,540 | $15,492,000 | thousands by filing date | |
| ZILLOW GROUP INC | 98954MAB7 | NOTE 2.000%12/0 | 15,475,000 | $15,467,000 | thousands by filing date | |
| TRICIDA INC | 89610F101 | COM | 500,051 | $15,437,000 | thousands by filing date | |
| LUMENTUM HLDGS INC | 55024UAB5 | NOTE 0.250% 3/1 | 13,280,000 | $15,423,000 | thousands by filing date | |
| PACIFIC BIOSCIENCES CALIF INC COM | 69404D108 | Stock | 2,982,010 | $15,387,000 | thousands by filing date | |
| TRANSPORTATION & LOGISTI | 438083107 | COM | 850,047 | $15,386,000 | thousands by filing date | |
| AGILYSYS INC | 00847J105 | COM | 600,434 | $15,377,000 | thousands by filing date | |
| PETMED EXPRESS INC | 716382106 | COM | 853,315 | $15,377,000 | thousands by filing date | |
| AXOGEN INC | 05463X106 | COM | 1,230,642 | $15,358,000 | thousands by filing date | |
| BRYN MAWR BANK CORPORATION | 117665109 | Domestic Common | 418,643 | $15,285,000 | thousands by filing date | |
| CRYOPORT INC COM PAR $0.001 | 229050307 | Stock | 934,287 | $15,280,000 | thousands by filing date | |
| HAYNES INTL INC | 420877201 | COM NEW | 425,778 | $15,260,000 | thousands by filing date | |
| NATIONAL BEVERAGE CORP COM | 635017106 | Stock | 343,653 | $15,244,000 | thousands by filing date | |
| Federal Agric Mtg Corp Cl C | 313148306 | COM | 186,269 | $15,211,000 | thousands by filing date | |
| NEW RELIC INC | 64829BAB6 | NOTE 0.500% 5/0 | 16,025,000 | $15,207,000 | thousands by filing date | |
| WASHINGTON TRUST BANCORP | 940610108 | COMMON STOCK | 311,477 | $15,206,000 | thousands by filing date | |
| DIAMOND OFFSHORE DRILLING IN | 25271C102 | COM | 2,732,558 | $15,193,000 | thousands by filing date | |
| CISION LTD | G1992S109 | SHS | 1,974,820 | $15,186,000 | thousands by filing date | |
| CIA ENERGETICA DE MINAS GERA | 204409601 | SP ADR N-V PFD | 4,348,138 | $15,150,000 | thousands by filing date | |
| TRADEWEB MKTS INC CL A | 892672106 | Stock | 408,656 | $15,112,000 | thousands by filing date | |
| CLEARWAY ENERGY INC-CLASS A NE | 18539C105 | CL A | 870,611 | $15,096,000 | thousands by filing date | |
| CREE INC | 225447AB7 | NOTE 0.875% 9/0 | 13,775,000 | $15,077,000 | thousands by filing date | |
| MYR GROUP INC | 55405W104 | COM | 481,793 | $15,075,000 | thousands by filing date | |
| IMPINJ INC | 453204109 | COM | 488,619 | $15,064,000 | thousands by filing date | |
| IMMUNOGEN INC | 45253H101 | COMMON STOCK | 6,209,347 | $15,027,000 | thousands by filing date | |
| ACADIAN ASSET MANAGEMENT INC COM | 10948W103 | Stock | 1,515,485 | $15,018,000 | thousands by filing date | |
| LIBERTY TRIPADVISOR HLDGS IN | 531465102 | COM SER A | 1,595,585 | $15,014,000 | thousands by filing date | |
| BIOMARIN PHARMACEUTICAL INC | 09061GAH4 | NOTE 0.599% 8/0 | 15,200,000 | $15,005,000 | thousands by filing date | |
| CITY OFFICE REIT INC | 178587101 | COM | 1,040,921 | $14,979,000 | thousands by filing date | |
| HANGER INC | 41043F208 | COMMON STOCK | 734,822 | $14,976,000 | thousands by filing date | |
| ISHARES TR | 464288612 | INTRM GOV CR ETF | 132,171 | $14,964,000 | thousands by filing date | |
| INTERNATIONAL GAME TECHNOLOG | G4863A108 | SHS USD | 1,051,793 | $14,946,000 | thousands by filing date | |
| TREDEGAR CORP | 894650100 | COM | 760,537 | $14,937,000 | thousands by filing date | |
| HEIDRICK & STRUGGLES INTL IN | 422819102 | COM | 546,331 | $14,915,000 | thousands by filing date | |
| VICOR CORP | 925815102 | COM | 503,957 | $14,877,000 | thousands by filing date | |
| SPARTANNASH CO | 847215100 | COM | 1,255,971 | $14,858,000 | thousands by filing date | |
| INGLES MKTS INC CL A | 457030104 | Stock | 380,968 | $14,804,000 | thousands by filing date | |
| MERIDIAN BIOSCIENCE INC | 589584101 | COMMON STOCK | 1,559,101 | $14,796,000 | thousands by filing date | |
| BARRETT BUSINESS SVCS INC | 068463108 | COM | 166,574 | $14,795,000 | thousands by filing date | |
| CHENIERE ENERGY INC | 16411RAG4 | NOTE 4.250% 3/1 | 19,075,000 | $14,789,000 | thousands by filing date | |
| SEABOARD CORP DEL | 811543107 | COM | 3,380 | $14,788,000 | thousands by filing date | |
| 1ST SOURCE CORP COM | 336901103 | Stock | 323,198 | $14,780,000 | thousands by filing date | |
| AXSOME THERAPEUTICS INC. COM | 05464T104 | Stock | 729,682 | $14,769,000 | thousands by filing date | |
| PLURALSIGHT INC | 72941B106 | COM CL A | 878,991 | $14,763,000 | thousands by filing date | |
| ONESPAN INC | 68287N100 | COM | 1,016,263 | $14,736,000 | thousands by filing date | |
| CORENERGY INFRASTRUCTURE TR | 21870U502 | TRUS | 310,388 | $14,657,000 | thousands by filing date | |
| GUIDEWIRE SOFTWARE INC | 40171VAA8 | BOND | 12,758,000 | $14,620,000 | thousands by filing date | |
| SEASPAN CORP | Y75638109 | SHS | 1,374,280 | $14,609,000 | thousands by filing date | |
| HORIZON PHARMA INVT LTD | 44052TAB7 | NOTE 2.500% 3/1 | 12,550,000 | $14,605,000 | thousands by filing date | |
| HORIZON BANCORP IND | 440407104 | COM | 841,184 | $14,603,000 | thousands by filing date | |
| CANADIAN PACIFIC RAILWAYS | 13645T100 | COM | 65,285 | $14,564,000 | thousands by filing date | |
| UPWORK INC | 91688F104 | COM | 1,093,176 | $14,545,000 | thousands by filing date | |
| TIM PARTICIPACOES S A | 88706P205 | SPONSORED ADR | 1,002,734 | $14,533,000 | thousands by filing date | |
| TECHTARGET INC | 87874R100 | COM | 644,853 | $14,525,000 | thousands by filing date | |
| CODEXIS INC | 192005106 | COM | 1,058,231 | $14,514,000 | thousands by filing date | |
| CATO CORP NEW | 149205106 | CL A | 823,639 | $14,504,000 | thousands by filing date | |
| QUOTIENT TECHNOLOGY INC | 749119103 | COMMON STOCK | 1,844,758 | $14,426,000 | thousands by filing date | |
| NANOSTRING TECHNOLOGIES INC | 63009R109 | COM | 667,984 | $14,422,000 | thousands by filing date | |
| COSAN LTD | G25343107 | SHS A | 966,538 | $14,401,000 | thousands by filing date | |
| MONARCH CASINO & RESORT INC | 609027107 | COM | 345,231 | $14,393,000 | thousands by filing date | |
| AMERICAS CAR-MART INC | 03062T105 | COM | 156,836 | $14,382,000 | thousands by filing date | |
| TENNECO INC | 880349105 | COM | 1,148,626 | $14,381,000 | thousands by filing date | |
| Matrix Service Company | 576853105 | COM | 837,022 | $14,347,000 | thousands by filing date | |
| WRIGHT MED GROUP N V | 98236JAB4 | NOTE 2.250%11/1 | 12,150,000 | $14,318,000 | thousands by filing date | |
| AKEBIA THERAPEUTICS INC | 00972D105 | COMMON STOCK | 3,645,657 | $14,291,000 | thousands by filing date | |
| TRUPANION INC | 898202106 | COM | 561,085 | $14,263,000 | thousands by filing date | |
| NEBIUS GROUP N.V. | N97284108 | SHS CLASS A | 405,445 | $14,195,000 | thousands by filing date | |
| UNILEVER N V | 904784709 | N Y SHS NEW | 236,018 | $14,168,000 | thousands by filing date | |
| FB FINL CORP | 30257X104 | COM | 376,945 | $14,154,000 | thousands by filing date | |
| KIMBALL INTL INC | 494274103 | CL B | 729,890 | $14,152,000 | thousands by filing date | |
| TEVA PHARMACEUTICAL FIN LLC | 88163VAE9 | DBCV 0.250% 2/0 | 15,542,000 | $14,125,000 | thousands by filing date | |
| INDEPENDENT BK CORP MICH | 453838609 | COM NEW | 662,411 | $14,119,000 | thousands by filing date | |
| TURNING PT THERAPEUTICS | 90041T108 | COM | 374,730 | $14,090,000 | thousands by filing date | |
| DYCOM INDS INC | 267475AB7 | NOTE 0.750% 9/1 | 14,760,000 | $14,089,000 | thousands by filing date | |
| GREAT SOUTHERN BANCORP INC | 390905107 | COMMON STOCK | 245,550 | $14,067,000 | thousands by filing date | |
| TATA MTRS LTD | 876568502 | SPONSORED ADR | 1,672,278 | $14,030,000 | thousands by filing date | |
| NV5 HOLDINGS, INC | 62945V109 | COM | 205,017 | $13,997,000 | thousands by filing date | |
| LANNETT COMPANY INCORPORATED | 516012101 | COM | 1,247,578 | $13,973,000 | thousands by filing date | |
| TFS FINL CORP | 87240R107 | COM | 774,661 | $13,959,000 | thousands by filing date | |
| PHIBRO ANIMAL HEALTH CORP (CLA | 71742Q106 | CL A COM | 653,400 | $13,937,000 | thousands by filing date | |
| BIOCRYST PHARMACEUTICALS INC COM | 09058V103 | Stock | 4,861,776 | $13,929,000 | thousands by filing date | |
| GASLOG LTD | G37585109 | SHS | 1,077,161 | $13,842,000 | thousands by filing date | |
| 2U INC | 90214J101 | COM | 849,493 | $13,830,000 | thousands by filing date | |
| FIRST FINANCIAL CORP | 320218100 | COMMON STOCK | 317,444 | $13,799,000 | thousands by filing date | |
| NEW SR INVT GROUP INC | 648691103 | COM | 2,063,568 | $13,785,000 | thousands by filing date | |
| MANDIANT INC | 31816QAD3 | NOTE 1.625% 6/0 | 14,475,000 | $13,739,000 | thousands by filing date | |
| RPC INC | 749660106 | COMMON STOCK | 2,441,270 | $13,696,000 | thousands by filing date | |
| TALOS ENERGY INC | 87484T108 | COM | 672,032 | $13,662,000 | thousands by filing date | |
| CROSS CTRY HEALTHCARE INC | 227483104 | COM | 1,325,602 | $13,654,000 | thousands by filing date | |
| CUTERA INC | 232109108 | COM | 465,757 | $13,614,000 | thousands by filing date | |
| MOBILEIRON INC | 60739U204 | COM NEW | 2,077,832 | $13,599,000 | thousands by filing date | |
| SYNAPTICS INC | 87157DAD1 | NOTE 0.500% 6/1 | 14,550,000 | $13,587,000 | thousands by filing date | |
| MCDERMOTT INTL INC COM | 580037703 | Stock | 6,685,772 | $13,505,000 | thousands by filing date | |
| AG MTG INVT TR INC | 001228105 | COM | 865,352 | $13,498,000 | thousands by filing date | |
| CAMDEN NATIONAL CORP | 133034108 | COMMON STOCK | 311,296 | $13,485,000 | thousands by filing date | |
| NRC HEALTH | 637372202 | COMMON STOCK | 232,568 | $13,475,000 | thousands by filing date | |
| BLACKSTONE MORTGAGE TRUST IN | 09257WAB6 | NOTE 4.375% 5/0 | 12,675,000 | $13,473,000 | thousands by filing date | |
| FOCUS FINANCIAL PARTNERS INC. | 34417P100 | COM CL A | 565,775 | $13,465,000 | thousands by filing date | |
| UNILEVER PLC | 904767704 | SPON ADR NEW | 223,966 | $13,460,000 | thousands by filing date | |
| ANTARES PHARMA INC | 036642106 | COM | 3,984,965 | $13,330,000 | thousands by filing date | |
| PREFERRED APT CMNTYS INC | 74039L103 | COM | 906,078 | $13,328,000 | thousands by filing date | |
| REVANCE THERAPEUTICS INC | 761330109 | COM | 1,022,121 | $13,288,000 | thousands by filing date | |
| RMR GROUP INC | 74967R106 | CL A | 291,293 | $13,248,000 | thousands by filing date | |
| SMITH & NEPHEW PLC SPDN ADR NEW | 83175M205 | ADR | 274,591 | $13,216,000 | thousands by filing date | |
| ULTRAPAR PARTICIPACOES SA | 90400P101 | SP ADR REP COM | 2,951,341 | $13,192,000 | thousands by filing date | |
| GLU MOBILE INC | 379890106 | COMMON STOCK | 2,643,083 | $13,189,000 | thousands by filing date | |
| READY CAPITAL CORP | 75574U101 | COM | 806,921 | $13,163,000 | thousands by filing date | |
| MIDLAND STATES BANCORP INC | 597742105 | COMMON STOCK | 503,267 | $13,110,000 | thousands by filing date | |
| ACCENDRA HEALTH INC | 690732102 | COM | 2,248,255 | $13,062,000 | thousands by filing date | |
| QCR HOLDINGS INC | 74727A104 | COMMON STOCK | 343,096 | $13,051,000 | thousands by filing date | |
| INSTEEL INDS INC | 45774W108 | COM | 633,506 | $13,006,000 | thousands by filing date | |
| ST JOE CO | 790148100 | COM | 758,843 | $12,999,000 | thousands by filing date | |
| NATIONAL CINEMEDIA INC | 635309107 | COM | 1,578,066 | $12,940,000 | thousands by filing date | |
| GORMAN RUPP CO COM | 383082104 | Stock | 370,867 | $12,902,000 | thousands by filing date | |
| MALIBU BOATS INC A | 56117J100 | COMMON STOCK | 419,755 | $12,878,000 | thousands by filing date | |
| Great Lakes Dredge & Dock Corp | 390607109 | Common Stock | 1,231,628 | $12,871,000 | thousands by filing date | |
| GRUPO TELEVISA S A B | 40049J206 | SPON ADR REP ORD | 1,315,677 | $12,867,000 | thousands by filing date | |
| EXTERRAN CORP | 30227H106 | COM | 985,097 | $12,865,000 | thousands by filing date | |
| RADNET INC | 750491102 | COM | 889,809 | $12,778,000 | thousands by filing date | |
| GERDAU SA SPON ADR REP PFD | 373737105 | ADR | 4,055,939 | $12,776,000 | thousands by filing date | |
| PLUG PWR INC | 72919P202 | COM NEW | 4,845,012 | $12,742,000 | thousands by filing date | |
| NATIONAL WESTN LIFE GROUP IN | 638517102 | CL A | 47,354 | $12,708,000 | thousands by filing date | |
| First Foundation Inc | 32026V104 | Common Stock | 830,712 | $12,689,000 | thousands by filing date | |
| WESTERN ASSET MTG CAP CORP | 95790D105 | COM | 1,264,240 | $12,587,000 | thousands by filing date | |
| RED ROBIN GOURMET BURGERS IN | 75689M101 | COM | 378,175 | $12,578,000 | thousands by filing date | |
| MELLANOX TECHNOLOGIES LTD | M51363113 | COMMON STOCK | 114,770 | $12,578,000 | thousands by filing date | |
| NICOLET BANKSHARES INC | 65406E102 | COM | 188,725 | $12,563,000 | thousands by filing date | |
| ARES CAPITAL CORP | 04010LAT0 | NOTE 3.750% 2/0 | 12,075,000 | $12,561,000 | thousands by filing date | |
| GOSSAMER BIO INC COM | 38341P102 | Stock | 747,938 | $12,558,000 | thousands by filing date | |
| NOBLE CORP PLC | G65431101 | SHS USD | 9,871,910 | $12,537,000 | thousands by filing date | |
| AMERICAN VANGUARD CORP | 030371108 | COM | 794,573 | $12,475,000 | thousands by filing date | |
| AKORN INC | 009728106 | COM | 3,279,921 | $12,464,000 | thousands by filing date | |
| BIOMARIN PHARMACEUTICAL INC | 09061GAF8 | NOTE 1.500%10/1 | 12,000,000 | $12,462,000 | thousands by filing date | |
| FBL FINL GROUP INC | 30239F106 | CL A | 209,406 | $12,462,000 | thousands by filing date | |
| ONESPAWORLD HOLDINGS LIMITED | P73684113 | COM | 801,958 | $12,454,000 | thousands by filing date | |
| LYDALL INC | 550819106 | COMMON STOCK | 499,661 | $12,447,000 | thousands by filing date | |
| TIDEWATER INC NEW COM | 88642R109 | Stock | 820,509 | $12,398,000 | thousands by filing date | |
| GOPRO INC | 38268T103 | CL A | 2,391,181 | $12,398,000 | thousands by filing date | |
| PEOPLES BANCORP INC | 709789101 | COM | 389,440 | $12,388,000 | thousands by filing date | |
| INTERSECT ENT INC | 46071F103 | COM | 726,772 | $12,362,000 | thousands by filing date | |
| ARES CAPITAL CORP | 04010LAW3 | NOTE 4.625% 3/0 | 11,625,000 | $12,303,000 | thousands by filing date | |
| FRANKLIN FINL NETWORK INC | 35352P104 | COM | 406,653 | $12,285,000 | thousands by filing date | |
| KKR REAL ESTATE FIN TR INC | 48251K100 | COM | 615,127 | $12,275,000 | thousands by filing date | |
| GREEN PLAINS INC | 393222104 | COM | 1,158,104 | $12,270,000 | thousands by filing date | |
| TUTOR PERINI CORP | 901109108 | COM | 855,955 | $12,266,000 | thousands by filing date | |
| EVENTBRITE INC | 29975E109 | COM CL A | 692,478 | $12,264,000 | thousands by filing date | |
| VERINT SYS INC | 92343XAA8 | NOTE 1.500% 6/0 | 12,085,000 | $12,231,000 | thousands by filing date | |
| COMPANHIA BRASILEIRA DE DIST | 20440T201 | SPN ADR PFD CL A | 635,875 | $12,228,000 | thousands by filing date | |
| INSMED INC | 457669AA7 | NOTE 1.750% 1/1 | 14,525,000 | $12,207,000 | thousands by filing date | |
| LIBERTY ENERGY INC | 53115L104 | COM CL A | 1,126,852 | $12,204,000 | thousands by filing date | |
| TRISTATE CAP HLDGS INC COM | 89678F100 | COM | 577,721 | $12,155,000 | thousands by filing date | |
| HAVERTY FURNITURE COS INC COM | 419596101 | Stock | 597,928 | $12,120,000 | thousands by filing date | |
| COLONY CAP INC | 19624RAB2 | NOTE 3.875% 1/1 | 12,150,000 | $12,114,000 | thousands by filing date | |
| ARES COML REAL ESTATE CORP | 04013V108 | COM | 776,787 | $12,086,000 | thousands by filing date | |
| YORK WATER CO | 987184108 | COMMON STOCK | 275,299 | $12,066,000 | thousands by filing date | |
| ISHARES INC | 464286665 | MSCI PAC JP ETF | 269,163 | $12,040,000 | thousands by filing date | |
| COMPANIA CERVECERIAS UNIDAS | 204429104 | SPONSORED ADR | 541,035 | $12,006,000 | thousands by filing date | |
| UNISYS CORP | 909214306 | COMMON STOCK | 1,614,075 | $11,993,000 | thousands by filing date | |
| PETIQ INC | 71639T106 | COMMON STOCK | 439,235 | $11,974,000 | thousands by filing date | |
| WEIS MKTS INC COM | 948849104 | Stock | 313,673 | $11,963,000 | thousands by filing date | |
| HAWKINS INC | 420261109 | COM | 280,849 | $11,936,000 | thousands by filing date | |
| VTI | 922908769 | COM | 78,954 | $11,922,000 | thousands by filing date | |
| HYSTER-YALE INC | 449172105 | CL A | 217,801 | $11,920,000 | thousands by filing date | |
| VIRTU FINL INC | 928254101 | CL A | 726,735 | $11,889,000 | thousands by filing date | |
| Flushing Financial Corp | 343873105 | Common Stock | 587,893 | $11,878,000 | thousands by filing date | |
| FIRST DEFIANCE FINL CORP | 32006W106 | COMMON STOCK | 409,768 | $11,869,000 | thousands by filing date | |
| BANK OF MARIN BANCORP CA | 063425102 | COMMON STOCK | 286,009 | $11,867,000 | thousands by filing date | |
| MACQUARIE INFRASTRUCTURE COR | 55608BAB1 | NOTE 2.000%10/0 | 12,900,000 | $11,865,000 | thousands by filing date | |
| INTERCEPT PHARMACEUTICALS IN | 45845PAA6 | NOTE 3.250% 7/0 | 13,700,000 | $11,860,000 | thousands by filing date | |
| DAQO NEW ENERGY CORP. (ADR) | 23703Q203 | SPNSRD ADS NEW | 256,692 | $11,831,000 | thousands by filing date | |
| NABORS INDS INC | 62957HAB1 | BOND | 18,450,000 | $11,824,000 | thousands by filing date | |
| ECOVYST INC. | 73943T103 | Common Stock | 741,240 | $11,815,000 | thousands by filing date | |
| LORAL SPACE & COM INC | 543881106 | COM | 284,719 | $11,787,000 | thousands by filing date | |
| UNITED COMMUNITY FINANCIAL | 909839102 | COM | 1,091,887 | $11,771,000 | thousands by filing date | |
| ORIGIN BANCORP INC | 68621T102 | COMMON STOCK | 348,768 | $11,767,000 | thousands by filing date | |
| AMC ENTMT HLDGS INC | 00165C104 | CL A COM | 1,098,291 | $11,752,000 | thousands by filing date | |
| CHUY'S HOLDINGS INC | 171604101 | COMMON STOCK | 472,759 | $11,706,000 | thousands by filing date | |
| Berry Corp | 08579X101 | Common Stock | 1,232,287 | $11,679,000 | thousands by filing date | |
| PARK AEROSPACE CORP | 70014A104 | COM | 660,654 | $11,667,000 | thousands by filing date | |
| ENNIS INC COM | 293389102 | Stock | 576,904 | $11,659,000 | thousands by filing date | |
| SELECT WATER SOLUTIONS INC | 81617J301 | CL A COM | 1,342,632 | $11,627,000 | thousands by filing date | |
| CALAMP CORP | 128126109 | COMMON STOCK | 1,007,974 | $11,612,000 | thousands by filing date | |
| HOUGHTON MIFFLIN HARCOURT CO | 44157R109 | COM | 2,167,245 | $11,551,000 | thousands by filing date | |
| SWITCH INC | 87105L104 | CL A | 739,234 | $11,547,000 | thousands by filing date | |
| BANCORP INC DEL | 05969A105 | COM | 1,162,658 | $11,510,000 | thousands by filing date | |
| MOVADO GROUP INC COM | 624580106 | Stock | 462,606 | $11,500,000 | thousands by filing date | |
| WATERSTONE FINL INC MD | 94188P101 | COM | 668,422 | $11,483,000 | thousands by filing date | |
| Allegiance Bancshares | 01748H107 | COM | 357,512 | $11,473,000 | thousands by filing date | |
| CTRIP COM INTL LTD | 22943FAH3 | DBCV 1.990% 7/0 | 11,315,000 | $11,463,000 | thousands by filing date | |
| LIONS GATE ENTMNT CORP | 535919500 | CL B NON VTG | 1,308,211 | $11,434,000 | thousands by filing date | |
| EVERI HLDGS INC | 30034T103 | COM | 1,349,920 | $11,420,000 | thousands by filing date | |
| DONNELLEY FINL SOLUTIONS INC | 25787G100 | COM | 926,665 | $11,417,000 | thousands by filing date | |
| RITE AID CORP | 767754872 | COM | 1,640,953 | $11,405,000 | thousands by filing date | |
| ROCKET PHARMACEUTICALS INC | 77313F106 | COM | 976,873 | $11,381,000 | thousands by filing date | |
| CYTOMX THERAPEUTICS INC | 23284F105 | COMMON STOCK | 1,540,689 | $11,370,000 | thousands by filing date | |
| PEAPACK GLADSTONE FINL CORP | 704699107 | COMMON STOCK | 404,993 | $11,352,000 | thousands by filing date | |
| STATE AUTO FINANCIAL CORP | 855707105 | COM | 350,308 | $11,346,000 | thousands by filing date | |
| MERCANTILE BANK CORP | 587376104 | COMMON STOCK | 344,348 | $11,295,000 | thousands by filing date | |
| UMH PPTYS INC | 903002103 | COM | 801,958 | $11,292,000 | thousands by filing date | |
| FIRST COMMUNITY BANKSHARES | 31983A103 | COMMON STOCK | 348,849 | $11,292,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DELAWARE | 531229870 | COM SER A FRMLA | 285,113 | $11,288,000 | thousands by filing date | |
| MODINE MFG CO COM | 607828100 | Stock | 988,995 | $11,245,000 | thousands by filing date | |
| Heritage Commerce Corp | 426927109 | Common Stock | 956,637 | $11,245,000 | thousands by filing date | |
| MARINEMAX INC | 567908108 | COM | 724,833 | $11,220,000 | thousands by filing date | |
| FIRST BANCSHARES INC MISS | 318916103 | COM | 346,831 | $11,203,000 | thousands by filing date | |
| ELLINGTON FINANCIAL INC | 28852N109 | COM | 613,522 | $11,170,000 | thousands by filing date | |
| DIGITAL TURBINE INC | 25400W102 | COM NEW | 1,724,788 | $11,116,000 | thousands by filing date | |
| GRUPO AEROPORTUARIO DEL CENT | 400501102 | SPON ADR | 233,536 | $11,105,000 | thousands by filing date | |
| GOLAR LNG LTD | 38046YAB7 | NOTE 2.750% 2/1 | 12,535,000 | $11,013,000 | thousands by filing date | |
| NUANCE COMMUNICATIONS INC | 67020YAN0 | NOTE 1.250% 4/0 | 11,025,000 | $10,952,000 | thousands by filing date | |
| Accelerate Diagnostics | 00430H102 | COM | 586,952 | $10,900,000 | thousands by filing date | |
| LIVE OAK BANCSHARES INC | 53803X105 | COM | 600,039 | $10,861,000 | thousands by filing date | |
| FIRST LONG IS CORP | 320734106 | COM | 476,687 | $10,845,000 | thousands by filing date | |
| SUPERNUS PHARMACEUTICALS | 868459AD0 | BOND | 11,625,000 | $10,837,000 | thousands by filing date | |
| REPUBLIC BANCORP INC CLASS A | 760281204 | COMMON STOCK | 247,171 | $10,804,000 | thousands by filing date | |
| COMMUNITY HEALTH SYSTEMS INC | 203668108 | COMMON STOCK | 2,996,460 | $10,787,000 | thousands by filing date | |
| ASHFORD HOSPITALITY | 044103109 | COMMON STOCK | 3,200,106 | $10,787,000 | thousands by filing date | |
| ONE LIBERTY PROPERTIES INC | 682406103 | REIT | 384,230 | $10,749,000 | thousands by filing date | |
| AMERICAN RLTY CAP PPTYS INC | 02917TAB0 | NOTE 3.750%12/1 | 10,475,000 | $10,724,000 | thousands by filing date | |
| EXPRO GROUP HOLDINGS NV COM | N33462107 | Stock | 2,235,203 | $10,633,000 | thousands by filing date | |
| TPI Composites Inc | 87266J104 | Common Stock | 566,666 | $10,625,000 | thousands by filing date | |
| CATCHMARK TIMBER TR INC CL A | 14912Y202 | REIT | 993,963 | $10,606,000 | thousands by filing date | |
| CARBONITE INC | 141337105 | COM | 684,103 | $10,597,000 | thousands by filing date | |
| iShares Floating Rate Bond ETF | 46429B655 | SHS | 207,595 | $10,581,000 | thousands by filing date | |
| EVOLENT HEALTH INC CL A | 30050B101 | Stock | 1,471,441 | $10,580,000 | thousands by filing date | |
| UNIFI INC | 904677200 | COM NEW | 482,536 | $10,577,000 | thousands by filing date | |
| FINANCIAL INSTITUTIONS INC | 317585404 | COMMON STOCK | 345,571 | $10,515,000 | thousands by filing date | |
| PDF SOLUTIONS INC | 693282105 | COMMON STOCK | 803,559 | $10,503,000 | thousands by filing date | |
| CANADIANNATLRYCOF | 136375102 | STOK | 116,671 | $10,484,000 | thousands by filing date | |
| CONSOLIDATED COMMUNICATIONS | 209034107 | COM | 2,202,388 | $10,483,000 | thousands by filing date | |
| ENTERCOM COMMUNICATIONS CORP | 293639100 | CL A | 3,138,453 | $10,482,000 | thousands by filing date | |
| FIRST MID BANCSHARES INC | 320866106 | COMMON STOCK | 302,593 | $10,476,000 | thousands by filing date | |
| CBTX INC | 12481V104 | COM | 374,241 | $10,471,000 | thousands by filing date | |
| GOOSEHEAD INS INC | 38267D109 | COM CL A | 211,010 | $10,413,000 | thousands by filing date | |
| AMERICAN PUB ED INC | 02913V103 | COM | 465,894 | $10,408,000 | thousands by filing date | |
| BROWN FORMAN CORP | 115637100 | CL A | 173,632 | $10,407,000 | thousands by filing date | |
| BOINGO WIRELESS INC | 09739C102 | COM | 932,884 | $10,355,000 | thousands by filing date | |
| VEDANTA LTD | 92242Y100 | SPONSORED ADR | 1,191,120 | $10,339,000 | thousands by filing date | |
| QAD INC-A | 74727D306 | CL A | 222,592 | $10,279,000 | thousands by filing date | |
| LATAM AIRLS GROUP S A | 51817R106 | SPONSORED ADR | 925,685 | $10,275,000 | thousands by filing date | |
| DHT HOLDINGS INC | Y2065G121 | SHS NEW | 1,664,885 | $10,239,000 | thousands by filing date | |
| INFINERA CORP | 45667GAC7 | BOND | 11,700,000 | $10,238,000 | thousands by filing date | |
| TUCOWS INC | 898697206 | COM NEW | 188,844 | $10,228,000 | thousands by filing date | |
| DIGI INTL INC | 253798102 | COM | 749,783 | $10,212,000 | thousands by filing date | |
| CLEARWATER PAPER CORP | 18538R103 | COM | 482,468 | $10,190,000 | thousands by filing date | |
| BRIDGE BANCORP INC | 108035106 | COM | 344,628 | $10,187,000 | thousands by filing date | |
| BRIGHTVIEW HLDGS INC | 10948C107 | COM | 593,323 | $10,175,000 | thousands by filing date | |
| GRAFTECH INTL LTD | 384313508 | COM | 794,482 | $10,169,000 | thousands by filing date | |
| FORRESTER RESH INC | 346563109 | COM | 316,284 | $10,165,000 | thousands by filing date | |
| ANWORTH MORTGAGE ASSET CP | 037347101 | COM | 2,989,551 | $10,164,000 | thousands by filing date | |
| ARROW FINANCIAL CORP | 042744102 | COMMON STOCK | 303,635 | $10,138,000 | thousands by filing date | |
| POWELL INDS INC | 739128106 | COM | 258,767 | $10,131,000 | thousands by filing date | |
| WAVE LIFE SCIENCES LTD SHS | Y95308105 | Stock | 493,127 | $10,124,000 | thousands by filing date | |
| ATLANTIC CAP BANCSHARES INC | 048269203 | COM | 577,697 | $10,017,000 | thousands by filing date | |
| JERNIGAN CAP INC | 476405105 | COM | 511,069 | $10,010,000 | thousands by filing date | |
| HOMETRUST BANCSHARES INC | 437872104 | COMMON STOCK | 381,575 | $9,948,000 | thousands by filing date | |
| AVAYA HLDGS CORP | 05351XAB7 | NOTE 2.250% 6/1 | 11,600,000 | $9,926,000 | thousands by filing date | |
| VISTA OUTDOOR INC | 928377100 | COM | 1,602,396 | $9,919,000 | thousands by filing date | |
| ZILLOW GROUP INC | 98954MAC5 | NOTE 1.500% 7/0 | 11,225,000 | $9,900,000 | thousands by filing date | |
| GARRETT MOTION INC | 366505105 | COM | 988,862 | $9,849,000 | thousands by filing date | |
| iShares MSCI Japan ETF | 46434G822 | SHS | 172,961 | $9,814,000 | thousands by filing date | |
| EMBRAER S.A. | 29082A107 | SPONSORED ADS | 567,258 | $9,785,000 | thousands by filing date | |
| CENTURY ALUM CO | 156431108 | COM | 1,473,305 | $9,775,000 | thousands by filing date | |
| CAI INTERNATIONAL INC | 12477X106 | COM | 445,560 | $9,700,000 | thousands by filing date | |
| 1 800 FLOWERS COM INC | 68243Q106 | CL A | 652,569 | $9,655,000 | thousands by filing date | |
| INTERNATIONAL SEAWAYS INC COM | Y41053102 | Stock | 500,790 | $9,645,000 | thousands by filing date | |
| BEAZER HOMES USA INC | 07556Q881 | COMMON STOCK | 646,601 | $9,634,000 | thousands by filing date | |
| SOLARIS ENERGY INFRAS INC COM CL A | 83418M103 | Stock | 717,608 | $9,630,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78468R408 | ST TERM HIGH ETF | 356,219 | $9,621,000 | thousands by filing date | |
| Diamond Hill Investment Group Inc | 25264R207 | Common Stock | 69,301 | $9,573,000 | thousands by filing date | |
| NLIGHT INC | 65487K100 | COM | 611,155 | $9,571,000 | thousands by filing date | |
| DIPLOMAT PHARMACY INC | 25456K101 | COM | 1,947,256 | $9,542,000 | thousands by filing date | |
| SHOE STA GROUP INC | 824889109 | COM | 294,308 | $9,539,000 | thousands by filing date | |
| OLD LINE BANCSHARES INC | 67984M100 | COMMON | 328,196 | $9,521,000 | thousands by filing date | |
| AKCEA THERAPEUTICS INC | 00972L107 | COM | 616,881 | $9,494,000 | thousands by filing date | |
| V2X INC | 92242T101 | COM | 233,487 | $9,491,000 | thousands by filing date | |
| RUBICON PROJ INC | 78112V102 | COM | 1,088,673 | $9,482,000 | thousands by filing date | |
| COWEN GROUP INC | 223622606 | COMMON STOCK | 614,323 | $9,454,000 | thousands by filing date | |
| DIGIMARC CORP NEW COM | 25381B101 | COM | 241,464 | $9,439,000 | thousands by filing date | |
| EZCORP INC | 302301106 | CL A NON VTG | 1,459,137 | $9,419,000 | thousands by filing date | |
| CONSTELLIUM NV-CLASS A | N22035104 | CL A | 740,851 | $9,416,000 | thousands by filing date | |
| BANCO SANTANDER CHILE NEW | 05965X109 | SP ADR REP COM | 335,517 | $9,394,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0000093751-19-000629 | this filing | 2019-11-14 | acceptance time not in the bulk data set | |
| 13F-HR/A 0000093751-19-000672 | added | 2019-11-25 | acceptance time not in the bulk data set |