13F-HR filed by STATE STREET CORP
STATE STREET CORP filed this 13F-HR for the quarter ended 2020-03-31, filed 2020-05-11, with 3,757 holding rows worth $1,138,691,027,000.
- Accession
- 0000093751-20-000768
- Filer
- CIK 93751
- Filed
- 2020-05-11
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q1 2020
A holdings report, 3,757 entries on the cover page, a total value of $1,138,691,027,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,138,691,027,000 with VALUE read as thousands by filing date, 13F file number 028-00399. A later restatement replaced it, so the quarter does not use it. 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 |
|---|---|---|---|---|---|---|
| RESIDEO TECHNOLOGIES INC COM | 76118Y104 | Stock | 3,228,786 | $15,627,000 | thousands by filing date | |
| SUNPOWER CORP | 867652AL3 | DBCV 4.000% 1/1 | 19,570,000 | $15,602,000 | thousands by filing date | |
| DIME CMNTY BANCSHARES INC COM | 253922108 | Stock | 1,135,759 | $15,571,000 | thousands by filing date | |
| SFL CORP LTD | G7738W106 | COMMON STOCK | 1,642,754 | $15,557,000 | thousands by filing date | |
| PREFERRED BK LOS ANGELES CA | 740367404 | COM NEW | 459,784 | $15,550,000 | thousands by filing date | |
| ZUORA INC | 98983V106 | COMMON STOCK | 1,930,743 | $15,542,000 | thousands by filing date | |
| OMEROS CORP | 682143102 | COM | 1,161,905 | $15,535,000 | thousands by filing date | |
| HEIDRICK & STRUGGLES INTL IN | 422819102 | COM | 690,156 | $15,529,000 | thousands by filing date | |
| SYNAPTICS INC | 87157DAD1 | NOTE 0.500% 6/1 | 14,950,000 | $15,527,000 | thousands by filing date | |
| PGT INNOVATIONS INC | 69336V101 | COM | 1,850,085 | $15,522,000 | thousands by filing date | |
| BARCLAYS BANK PLC | 06738C778 | DJUBS CMDT ETN36 | 936,737 | $15,484,000 | thousands by filing date | |
| MERIDIAN BIOSCIENCE INC | 589584101 | COMMON STOCK | 1,835,735 | $15,420,000 | thousands by filing date | |
| CANADIAN PACIFIC RAILWAYS | 13645T100 | COM | 69,912 | $15,393,000 | thousands by filing date | |
| ON SEMICONDUCTOR CORP | 682189AP0 | NOTE 1.625%10/1 | 15,285,000 | $15,378,000 | thousands by filing date | |
| MTS SYSTEMS CORP | 553777103 | COM | 683,447 | $15,378,000 | thousands by filing date | |
| TATA MTRS LTD | 876568502 | SPONSORED ADR | 3,252,408 | $15,351,000 | thousands by filing date | |
| FIRST BANCORP NC | 318910106 | COMMON STOCK | 659,685 | $15,345,000 | thousands by filing date | |
| VIRTU FINL INC | 928254101 | CL A | 736,113 | $15,326,000 | thousands by filing date | |
| BUCKLE INC COM | 118440106 | Stock | 1,117,449 | $15,320,000 | thousands by filing date | |
| DHT HOLDINGS INC | Y2065G121 | SHS NEW | 1,988,232 | $15,250,000 | thousands by filing date | |
| DAQO NEW ENERGY CORP. (ADR) | 23703Q203 | SPNSRD ADS NEW | 262,963 | $15,231,000 | thousands by filing date | |
| NRG ENERGY INC | 629377CG5 | DBCV 2.750% 6/0 | 15,655,000 | $15,220,000 | thousands by filing date | |
| ISHARES TR | 464287689 | RUSSELL 3000 ETF | 102,541 | $15,210,000 | thousands by filing date | |
| HUBSPOT INC | 443573AB6 | NOTE 0.250% 6/0 | 10,153,000 | $15,198,000 | thousands by filing date | |
| BANC OF CALIFORNIA INC | 05990K106 | COMMON STOCK | 1,883,689 | $15,186,000 | thousands by filing date | |
| OPUS BK IRVINE CALIF | 684000102 | COM | 873,979 | $15,146,000 | thousands by filing date | |
| ENOVA INTL INC | 29357K103 | COM | 1,044,297 | $15,132,000 | thousands by filing date | |
| G1 THERAPEUTICS INC | 3621LQ109 | COM | 1,372,714 | $15,127,000 | thousands by filing date | |
| SCORPIO TANKERS INC | Y7542C130 | SHS | 788,783 | $15,082,000 | thousands by filing date | |
| DINE BRANDS GLOBAL INC | 254423106 | COM | 511,540 | $15,049,000 | thousands by filing date | |
| TRUPANION INC | 898202106 | COM | 577,666 | $15,037,000 | thousands by filing date | |
| ISHARES TR | 464288612 | INTRM GOV CR ETF | 130,898 | $15,017,000 | thousands by filing date | |
| MANDIANT INC | 31816QAF8 | NOTE 0.875% 6/0 | 17,804,000 | $15,008,000 | thousands by filing date | |
| JAZZ INVESTMENTS I LTD | 472145AB7 | NOTE 1.875% 8/1 | 15,577,000 | $14,978,000 | thousands by filing date | |
| K12 INC | 48273U102 | COM | 791,296 | $14,924,000 | thousands by filing date | |
| UBIQUITI INC | 90353W103 | COM | 105,361 | $14,917,000 | thousands by filing date | |
| DILLARDS INC CL A | 254067101 | Stock | 401,899 | $14,909,000 | thousands by filing date | |
| RHYTHM PHARMACEUTICALS INC | 76243J105 | COM | 977,701 | $14,881,000 | thousands by filing date | |
| PURE STORAGE INC | 74624MAB8 | NOTE 0.125% 4/1 | 17,175,000 | $14,875,000 | thousands by filing date | |
| POSCO HOLDINGS INC SPONSORED ADR | 693483109 | ADR | 454,858 | $14,851,000 | thousands by filing date | |
| JAZZ INVESTMENTS I LTD | 472145AD3 | NOTE 1.500% 8/1 | 16,950,000 | $14,837,000 | thousands by filing date | |
| CREE INC | 225447AB7 | NOTE 0.875% 9/0 | 15,995,000 | $14,746,000 | thousands by filing date | |
| GFL ENVIRONMENTAL INC | 36168Q120 | CONV | 347,500 | $14,744,000 | thousands by filing date | |
| CAPSTEAD MTG CORP | 14067E506 | COM NO PAR | 3,361,600 | $14,616,000 | thousands by filing date | |
| WESCO INTL INC COM | 95082P105 | Stock | 637,623 | $14,570,000 | thousands by filing date | |
| ANTERO MIDSTREAM CORP COM | 03676B102 | Stock | 6,926,374 | $14,545,000 | thousands by filing date | |
| SMART GLOBAL HLDGS INC | G8232Y101 | COM | 595,298 | $14,466,000 | thousands by filing date | |
| SERITAGE GROWTH PPTYS | 81752R100 | CL A | 1,578,479 | $14,380,000 | thousands by filing date | |
| REYNOLDS CONSUMER PRODS INC COM | 76171L106 | Stock | 492,750 | $14,374,000 | thousands by filing date | |
| SIGNET JEWELERS LTD SHS | G81276100 | Stock | 2,225,013 | $14,351,000 | thousands by filing date | |
| WABASH NATIONAL CORP | 929566107 | COMMON STOCK | 1,986,429 | $14,342,000 | thousands by filing date | |
| PRIMORIS SVCS CORP COM | 74164F103 | Stock | 892,644 | $14,246,000 | thousands by filing date | |
| PURSUIT ATTRACTIONS AND HOSP | 92552R406 | COM | 666,770 | $14,219,000 | thousands by filing date | |
| ZILLOW GROUP INC | 98954MAB7 | NOTE 2.000%12/0 | 13,925,000 | $14,162,000 | thousands by filing date | |
| LIVE NATION ENTERTAINMENT IN | 538034AQ2 | NOTE 2.500% 3/1 | 14,960,000 | $14,161,000 | thousands by filing date | |
| TECHTARGET INC | 87874R100 | COM | 684,736 | $14,112,000 | thousands by filing date | |
| FOCUS FINANCIAL PARTNERS INC. | 34417P100 | COM CL A | 610,953 | $14,058,000 | thousands by filing date | |
| DAUCH CORP | 024061103 | COM | 3,881,114 | $14,011,000 | thousands by filing date | |
| PATTERSON-UTI ENERGY INC | 703481101 | COM | 5,935,878 | $13,949,000 | thousands by filing date | |
| LIBERTY | 531229888 | COMMON STOCK | 731,519 | $13,943,000 | thousands by filing date | |
| INTERFACE INC | 458665304 | COM | 1,826,343 | $13,925,000 | thousands by filing date | |
| VEECO INSTRS INC DEL COM | 922417100 | Stock | 1,454,702 | $13,921,000 | thousands by filing date | |
| ICHOR HOLDINGS | G4740B105 | SHS | 725,575 | $13,902,000 | thousands by filing date | |
| GERMAN AMERICAN BANCORP | 373865104 | COMMON STOCK | 506,070 | $13,892,000 | thousands by filing date | |
| ATLAS CORP | Y0436Q109 | COM | 1,806,199 | $13,890,000 | thousands by filing date | |
| BROOKFIELD PPTY REIT INC | 11282X103 | CL A | 1,635,837 | $13,888,000 | thousands by filing date | |
| UPLAND SOFTWARE INC | 91544A109 | COMMON STOCK | 517,620 | $13,883,000 | thousands by filing date | |
| MYR GROUP INC | 55405W104 | COM | 530,046 | $13,882,000 | thousands by filing date | |
| WELBILT INC | 949090104 | COM | 2,705,974 | $13,882,000 | thousands by filing date | |
| VOCERA COMMUNICATIONS INC | 92857F107 | COMMON STOCK | 647,581 | $13,755,000 | thousands by filing date | |
| RADNET INC | 750491102 | COM | 1,306,749 | $13,734,000 | thousands by filing date | |
| SINCLAIR BROADCAST GROUP INC | 829226109 | CL A | 853,957 | $13,732,000 | thousands by filing date | |
| GOLAR LNG LTD | G9456A100 | SHS | 1,738,604 | $13,700,000 | thousands by filing date | |
| NUTANIX INC | 67059NAB4 | NOTE 1/1 | 16,955,000 | $13,686,000 | thousands by filing date | |
| EDGIO INC | 53261M104 | COM | 2,393,973 | $13,646,000 | thousands by filing date | |
| RESOURCES CONNECTION INC | 76122Q105 | COM | 1,232,028 | $13,515,000 | thousands by filing date | |
| CARA THERAPEUTICS INC | 140755109 | COM | 1,021,070 | $13,488,000 | thousands by filing date | |
| ROCKET PHARMACEUTICALS INC | 77313F106 | COM | 965,715 | $13,472,000 | thousands by filing date | |
| INGLES MKTS INC CL A | 457030104 | Stock | 371,485 | $13,433,000 | thousands by filing date | |
| H WORLD GROUP LTD | 16949NAC3 | NOTE 0.375%11/0 | 13,960,000 | $13,412,000 | thousands by filing date | |
| KOSMOS ENERGY LTD | 500688106 | COM | 14,958,057 | $13,396,000 | thousands by filing date | |
| J2 GLOBAL INC | 48123VAC6 | NOTE 3.250% 6/1 | 10,922,000 | $13,353,000 | thousands by filing date | |
| JELD-WEN HLDG INC | 47580P103 | COM | 1,371,722 | $13,347,000 | thousands by filing date | |
| PITNEY BOWES INC COM | 724479100 | Stock | 6,530,365 | $13,322,000 | thousands by filing date | |
| BANCFIRST CORP | 05945F103 | COM | 394,349 | $13,289,000 | thousands by filing date | |
| COSAN LTD | G25343107 | SHS A | 1,080,411 | $13,289,000 | thousands by filing date | |
| SM ENERGY COMPANY COM | 78454L100 | Stock | 10,886,485 | $13,282,000 | thousands by filing date | |
| ANI PHARMACEUTICALS INC | 00182C103 | COM | 325,353 | $13,255,000 | thousands by filing date | |
| EW SCRIPPS CO THE A | 811054402 | COMMON STOCK | 1,754,823 | $13,231,000 | thousands by filing date | |
| CENTERPOINT ENERGY INC | 15189T503 | DEP RP PFD CV B | 448,700 | $13,210,000 | thousands by filing date | |
| BROOKDALE SR LIVING INC | 112463104 | COM | 4,226,648 | $13,187,000 | thousands by filing date | |
| BIOMARIN PHARMACEUTICAL INC | 09061GAH4 | NOTE 0.599% 8/0 | 12,650,000 | $13,171,000 | thousands by filing date | |
| ISHARES INC | 464286665 | MSCI PAC JP ETF | 387,563 | $13,142,000 | thousands by filing date | |
| MERIDIAN BANCORP INC MD | 58958U103 | COM | 1,161,014 | $13,119,000 | thousands by filing date | |
| CHASE CORP | 16150R104 | COM | 159,344 | $13,112,000 | thousands by filing date | |
| TREDEGAR CORP | 894650100 | COM | 830,317 | $13,076,000 | thousands by filing date | |
| FLEXION THERAPEUTICS INC | 33938J106 | COM | 1,659,907 | $13,063,000 | thousands by filing date | |
| GRUPO AEROPORTUNARIO DEL PAC | 400506101 | SPON ADS B | 242,066 | $13,057,000 | thousands by filing date | |
| PENNYMAC FINL SVCS INC NEW | 70932M107 | COM | 590,142 | $13,048,000 | thousands by filing date | |
| SEMPRA ENERGY | 816851505 | PFD | 137,500 | $13,041,000 | thousands by filing date | |
| STITCH FIX INC | 860897107 | COM CL A | 1,024,795 | $13,015,000 | thousands by filing date | |
| EVO PMTS INC | 26927E104 | CL A COM | 848,476 | $12,982,000 | thousands by filing date | |
| TRANSPORTATION & LOGISTI | 438083107 | COM | 835,357 | $12,981,000 | thousands by filing date | |
| CAROLINA FINL CORP NEW | 143873107 | COM | 499,307 | $12,967,000 | thousands by filing date | |
| VIAVI SOLUTIONS INC | 925550AB1 | NOTE 1.000% 3/0 | 12,175,000 | $12,922,000 | thousands by filing date | |
| INOVIO PHARMACEUTICALS INC | 45773H201 | COM NEW | 1,735,565 | $12,913,000 | thousands by filing date | |
| VEDANTA LTD | 92242Y100 | SPONSORED ADR | 3,618,610 | $12,882,000 | thousands by filing date | |
| EBIX INC | 278715206 | COM NEW | 848,530 | $12,881,000 | thousands by filing date | |
| READY CAPITAL CORP | 75574U101 | COM | 1,703,352 | $12,878,000 | thousands by filing date | |
| CHORD ENERGY CORPORATION | 674215108 | COMMON STOCK | 36,789,870 | $12,876,000 | thousands by filing date | |
| STOCK YDS BANCORP INC | 861025104 | COM | 440,216 | $12,852,000 | thousands by filing date | |
| CASS INFORMATION SYSTEMS INC | 14808P109 | COMMON STOCK | 365,042 | $12,835,000 | thousands by filing date | |
| DAVE & BUSTERS ENTMT INC | 238337109 | COM | 980,290 | $12,822,000 | thousands by filing date | |
| CACTUS INC | 127203107 | CL A | 1,104,764 | $12,815,000 | thousands by filing date | |
| PPD INC | 69355F102 | COM | 718,474 | $12,796,000 | thousands by filing date | |
| EXACT SCIENCES CORP | 30063PAA3 | NOTE 1.000% 1/1 | 11,850,000 | $12,784,000 | thousands by filing date | |
| ZUMIEZ INC | 989817101 | COMMON STOCK | 736,629 | $12,758,000 | thousands by filing date | |
| PRECIGEN INC | 74017N105 | COM | 3,733,122 | $12,693,000 | thousands by filing date | |
| KFORCE INC COM | 493732101 | Stock | 496,232 | $12,689,000 | thousands by filing date | |
| DESIGNER BRANDS INC | 250565108 | CL A | 2,495,380 | $12,662,000 | thousands by filing date | |
| AMERICAN VANGUARD CORP | 030371108 | COM | 874,391 | $12,661,000 | thousands by filing date | |
| NEWMARK GROUP INC | 65158N102 | CL A | 2,975,029 | $12,644,000 | thousands by filing date | |
| G III APPAREL GROUP LTD | 36237H101 | COM | 1,636,723 | $12,603,000 | thousands by filing date | |
| SCHNITZER STEEL INDUSTRIES INC | 806882106 | CL A | 964,838 | $12,581,000 | thousands by filing date | |
| CHENIERE ENERGY INC | 16411RAG4 | NOTE 4.250% 3/1 | 19,275,000 | $12,577,000 | thousands by filing date | |
| HORIZON PHARMA INVT LTD | 44052TAB7 | NOTE 2.500% 3/1 | 10,785,000 | $12,560,000 | thousands by filing date | |
| HERBALIFE NUTRITION LTD | 42703MAD5 | NOTE 2.625% 3/1 | 15,650,000 | $12,559,000 | thousands by filing date | |
| BELLRING BRANDS INC | 079823100 | COMMON STOCK | 735,436 | $12,539,000 | thousands by filing date | |
| VOYAGER THERAPEUTICS INC | 92915B106 | COMMON STOCK | 1,369,650 | $12,532,000 | thousands by filing date | |
| AMERICAN PUB ED INC | 02913V103 | COM | 523,263 | $12,522,000 | thousands by filing date | |
| SHOPIFY INC | 82509L107 | CL A SUB VTG SHS | 29,974 | $12,497,000 | thousands by filing date | |
| MYERS INDUSTRIES INC | 628464109 | COMMON STOCK | 1,146,544 | $12,477,000 | thousands by filing date | |
| ADTRAN INC | 00738A106 | COMMON STOCK | 1,624,427 | $12,476,000 | thousands by filing date | |
| TFS FINL CORP | 87240R107 | COM | 816,964 | $12,475,000 | thousands by filing date | |
| INTERNATIONAL SEAWAYS INC COM | Y41053102 | Stock | 521,845 | $12,467,000 | thousands by filing date | |
| CLEARWAY ENERGY INC-CLASS A NE | 18539C105 | CL A | 724,886 | $12,446,000 | thousands by filing date | |
| AGILYSYS INC | 00847J105 | COM | 744,046 | $12,426,000 | thousands by filing date | |
| HANMI FINANCIAL CORPORATION | 410495204 | COMMON STOCK | 1,145,086 | $12,424,000 | thousands by filing date | |
| COMMUNITY TRUST BANCORP INC | 204149108 | COMMON STOCK | 386,210 | $12,422,000 | thousands by filing date | |
| GAMESTOP CORP | 36467W109 | CL A | 3,544,038 | $12,404,000 | thousands by filing date | |
| WASHINGTON TRUST BANCORP | 940610108 | COMMON STOCK | 334,781 | $12,404,000 | thousands by filing date | |
| MGM GROWTH PPTYS LLC | 55303A105 | CL A COM | 515,983 | $12,391,000 | thousands by filing date | |
| NORDIC AMERICAN TANKERS LIMI | G65773106 | COM | 2,734,243 | $12,386,000 | thousands by filing date | |
| CODEXIS INC | 192005106 | COM | 1,109,608 | $12,383,000 | thousands by filing date | |
| TEVA PHARMACEUTICAL FIN LLC | 88163VAE9 | DBCV 0.250% 2/0 | 13,257,000 | $12,365,000 | thousands by filing date | |
| SONIC AUTOMOTIVE INC | 83545G102 | CL A | 923,679 | $12,359,000 | thousands by filing date | |
| STANLEY BLACK & DECKER INC | 854502887 | UNIT 05/15/2020 | 171,129 | $12,338,000 | thousands by filing date | |
| DMC GLOBAL INC | 23291C103 | COM | 532,426 | $12,318,000 | thousands by filing date | |
| BOOT BARN HLDGS INC | 099406100 | COM | 951,838 | $12,307,000 | thousands by filing date | |
| RED ROCK RESORTS INC | 75700L108 | CL A | 1,436,327 | $12,281,000 | thousands by filing date | |
| GLADSTONE COMMERCIAL CORP | 376536108 | COM | 855,144 | $12,280,000 | thousands by filing date | |
| ENNIS INC COM | 293389102 | Stock | 653,661 | $12,276,000 | thousands by filing date | |
| APERGY CORP | 03755L104 | COM | 2,134,619 | $12,274,000 | thousands by filing date | |
| Whiting Petroleum Corpora | 966387409 | COM NEW | 18,303,222 | $12,270,000 | thousands by filing date | |
| INTERNATIONAL FLAVORS&FRAGRA | 459506309 | UNIT 09/15/2021 | 316,500 | $12,255,000 | thousands by filing date | |
| WEIS MKTS INC COM | 948849104 | Stock | 293,829 | $12,241,000 | thousands by filing date | |
| SPECTRUM PHARMACEUTICALS INC | 84763A108 | COM | 5,252,365 | $12,238,000 | thousands by filing date | |
| AMERICAS CAR-MART INC | 03062T105 | COM | 217,150 | $12,236,000 | thousands by filing date | |
| SONOS INC | 83570H108 | COM | 1,429,296 | $12,120,000 | thousands by filing date | |
| SILICON LABORATORIES INC | 826919AB8 | NOTE 1.375% 3/0 | 10,949,000 | $12,120,000 | thousands by filing date | |
| DYNAVAX TECHNOLOGIES CORP | 268158201 | COM NEW | 3,418,712 | $12,068,000 | thousands by filing date | |
| RE MAX HLDGS INC | 75524W108 | CL A | 547,010 | $11,990,000 | thousands by filing date | |
| COMTECH TELECOMMUNICATIONS C | 205826209 | COM NEW | 902,145 | $11,990,000 | thousands by filing date | |
| MBIA INC | 55262C100 | COMMON STOCK | 1,677,521 | $11,977,000 | thousands by filing date | |
| BRYN MAWR BANK CORPORATION | 117665109 | Domestic Common | 421,546 | $11,963,000 | thousands by filing date | |
| EXTREME NETWORKS INC | 30226D106 | COM | 3,855,717 | $11,914,000 | thousands by filing date | |
| KNOLL INC | 498904200 | COM NEW | 1,151,921 | $11,888,000 | thousands by filing date | |
| GUESS INC COM | 401617105 | Stock | 1,754,156 | $11,876,000 | thousands by filing date | |
| ACCO BRANDS CORP COM | 00081T108 | Stock | 2,345,029 | $11,842,000 | thousands by filing date | |
| CLEARWATER PAPER CORP | 18538R103 | COM | 542,676 | $11,836,000 | thousands by filing date | |
| Anywhere Real Estate Inc | 75605Y106 | Common Stock | 3,930,571 | $11,831,000 | thousands by filing date | |
| WAYFAIR INC | 94419LAD3 | NOTE 1.125%11/0 | 17,234,000 | $11,797,000 | thousands by filing date | |
| NRC HEALTH | 637372202 | COMMON STOCK | 258,130 | $11,793,000 | thousands by filing date | |
| MANDIANT INC | 31816QAD3 | NOTE 1.625% 6/0 | 12,755,000 | $11,763,000 | thousands by filing date | |
| FIRST DEFIANCE FINL CORP | 32006W106 | COMMON STOCK | 797,702 | $11,758,000 | thousands by filing date | |
| GORMAN RUPP CO COM | 383082104 | Stock | 376,309 | $11,745,000 | thousands by filing date | |
| YORK WATER CO | 987184108 | COMMON STOCK | 268,425 | $11,713,000 | thousands by filing date | |
| OCEANEERING INTL INC | 675232102 | COM | 3,983,484 | $11,711,000 | thousands by filing date | |
| GRUPO AEROPORTUARIO DEL SURE | 40051E202 | SPON ADR SER B | 124,250 | $11,697,000 | thousands by filing date | |
| AMERICA MOVIL SA DE CV-ADR | 02364W105 | SPON ADR L SHS | 992,334 | $11,690,000 | thousands by filing date | |
| MGP INGREDIENTS INC NEW | 55303J106 | COM | 434,533 | $11,685,000 | thousands by filing date | |
| REX AMERICAN RESOURCES CORP | 761624105 | COMMON STOCK | 250,932 | $11,671,000 | thousands by filing date | |
| CTRIP COM INTL LTD | 22943FAH3 | DBCV 1.990% 7/0 | 11,915,000 | $11,666,000 | thousands by filing date | |
| PLANTRONICS INC NEW | 727493108 | COM | 1,159,140 | $11,661,000 | thousands by filing date | |
| HAWKINS INC | 420261109 | COM | 327,051 | $11,643,000 | thousands by filing date | |
| LADDER CAP CORP CL A | 505743104 | REIT | 2,297,138 | $11,631,000 | thousands by filing date | |
| MALIBU BOATS INC A | 56117J100 | COMMON STOCK | 403,193 | $11,608,000 | thousands by filing date | |
| DYCOM INDS INC | 267475AB7 | NOTE 0.750% 9/1 | 13,597,000 | $11,595,000 | thousands by filing date | |
| ISHARES INC MSCI STH KOR ETF | 464286772 | MSCI STH KOR ETF | 247,079 | $11,593,000 | thousands by filing date | |
| PAR PAC HOLDINGS INC | 69888T207 | COM NEW | 1,632,800 | $11,593,000 | thousands by filing date | |
| COLLEGIUM PHARMACEUTICAL INC | 19459J104 | COM | 709,806 | $11,591,000 | thousands by filing date | |
| CONSOLIDATED COMMUNICATIONS | 209034107 | COM | 2,544,914 | $11,579,000 | thousands by filing date | |
| LAKELAND BANCORP INC | 511637100 | COM | 1,068,900 | $11,555,000 | thousands by filing date | |
| COLUMBUS MCKINNON CORP NY | 199333105 | COMMON STOCK | 461,721 | $11,543,000 | thousands by filing date | |
| CUSTOMERS BANCORP INC | 23204G100 | COM | 1,051,663 | $11,495,000 | thousands by filing date | |
| BIOCRYST PHARMACEUTICALS INC COM | 09058V103 | Stock | 5,746,052 | $11,492,000 | thousands by filing date | |
| CHILDRENS PL INC NEW | 168905107 | COM | 586,861 | $11,479,000 | thousands by filing date | |
| 1ST SOURCE CORP COM | 336901103 | Stock | 353,654 | $11,469,000 | thousands by filing date | |
| STANLEY BLACK & DECKER INC | 854502846 | UNIT 11/15/2022 | 163,500 | $11,450,000 | thousands by filing date | |
| MONARCH CASINO & RESORT INC | 609027107 | COM | 407,489 | $11,438,000 | thousands by filing date | |
| WIX COM LTD | 92940WAB5 | NOTE 7/0 | 11,575,000 | $11,422,000 | thousands by filing date | |
| UNIVEST FINANCIAL CORPORATIO | 915271100 | COM | 690,584 | $11,406,000 | thousands by filing date | |
| QUOTIENT TECHNOLOGY INC | 749119103 | COMMON STOCK | 1,754,845 | $11,406,000 | thousands by filing date | |
| AMERICAN NATL INS | 028591105 | COMMON STOCK | 138,448 | $11,405,000 | thousands by filing date | |
| TIVITY HEALTH INC | 88870R102 | COM | 1,809,624 | $11,383,000 | thousands by filing date | |
| DUCOMMUN INC DEL | 264147109 | COM | 456,506 | $11,344,000 | thousands by filing date | |
| BIOMARIN PHARMACEUTICAL INC | 09061GAF8 | NOTE 1.500%10/1 | 10,600,000 | $11,304,000 | thousands by filing date | |
| PROTHENA CORP PLC SHS | G72800108 | Stock | 1,053,448 | $11,272,000 | thousands by filing date | |
| FBL FINL GROUP INC | 30239F106 | CL A | 241,529 | $11,272,000 | thousands by filing date | |
| QUINSTREET INC | 74874Q100 | COM | 1,400,096 | $11,271,000 | thousands by filing date | |
| VERINT SYS INC | 92343XAA8 | NOTE 1.500% 6/0 | 11,585,000 | $11,256,000 | thousands by filing date | |
| NEW RELIC INC | 64829BAB6 | NOTE 0.500% 5/0 | 13,250,000 | $11,237,000 | thousands by filing date | |
| NICOLET BANKSHARES INC | 65406E102 | COM | 204,869 | $11,182,000 | thousands by filing date | |
| MACROGENICS INC | 556099109 | COM | 1,915,848 | $11,150,000 | thousands by filing date | |
| PENNANT GROUP INC | 70805E109 | COM | 784,313 | $11,106,000 | thousands by filing date | |
| CARDLYTICS INC | 14161W105 | COM | 316,923 | $11,080,000 | thousands by filing date | |
| QUANEX BLDG PRODS CORP COM | 747619104 | Stock | 1,098,917 | $11,077,000 | thousands by filing date | |
| HAPPEN INC COM NEW | 52603A208 | Stock | 1,410,881 | $11,075,000 | thousands by filing date | |
| BONANZA CREEK ENERGY INC | 097793400 | COM NEW | 984,389 | $11,074,000 | thousands by filing date | |
| MR COOPER GROUP INC | 62482R107 | COM | 1,508,032 | $11,054,000 | thousands by filing date | |
| CONSTELLATION PHARMACEUTICALS INC. | 210373106 | Common Stock | 351,644 | $11,052,000 | thousands by filing date | |
| UNITED PARKS & RESORTS INC | 81282V100 | COM | 1,001,779 | $11,040,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 531229AF9 | NOTE 1.000% 1/3 | 11,650,000 | $11,026,000 | thousands by filing date | |
| ASTRONICS CORP COM | 046433108 | Stock | 1,199,666 | $11,013,000 | thousands by filing date | |
| INTERCEPT PHARMACEUTICALS IN | 45845PAA6 | NOTE 3.250% 7/0 | 13,463,000 | $11,004,000 | thousands by filing date | |
| TIM PARTICIPACOES S A | 88706P205 | SPONSORED ADR | 903,756 | $10,990,000 | thousands by filing date | |
| INSMED INC | 457669AA7 | NOTE 1.750% 1/1 | 13,082,000 | $10,983,000 | thousands by filing date | |
| COMMUNITY HEALTH SYSTEMS INC | 203668108 | COMMON STOCK | 3,286,628 | $10,977,000 | thousands by filing date | |
| PACIFIC BIOSCIENCES CALIF INC COM | 69404D108 | Stock | 3,582,219 | $10,962,000 | thousands by filing date | |
| TRICIDA INC | 89610F101 | COM | 494,166 | $10,872,000 | thousands by filing date | |
| WILLSCOT CORP | 971375126 | COM | 1,072,657 | $10,866,000 | thousands by filing date | |
| TECTONIC THERAPEUTIC INC COM | 05455M100 | Stock | 696,739 | $10,841,000 | thousands by filing date | |
| KURA ONCOLOGY INC COM | 50127T109 | Stock | 1,083,727 | $10,783,000 | thousands by filing date | |
| BANCO SANTANDER BRASIL S.A. AD | 05967A107 | ADS REP 1 UNIT | 2,078,340 | $10,745,000 | thousands by filing date | |
| PETIQ INC | 71639T106 | COMMON STOCK | 462,349 | $10,740,000 | thousands by filing date | |
| Federal Agric Mtg Corp Cl C | 313148306 | COM | 192,868 | $10,729,000 | thousands by filing date | |
| ARGAN INC | 04010E109 | COM | 309,867 | $10,712,000 | thousands by filing date | |
| SWITCH INC | 87105L104 | CL A | 741,791 | $10,704,000 | thousands by filing date | |
| SPDR Portfolio Mortgage Backed Bond ETF | 78464A383 | SHS | 400,957 | $10,702,000 | thousands by filing date | |
| PEABODY ENGR CORP | 704551100 | COM | 3,676,851 | $10,663,000 | thousands by filing date | |
| STEMLINE THERAPEUTICS INC | 85858C107 | COM | 2,202,069 | $10,658,000 | thousands by filing date | |
| EIDOS THERAPEUTICS INC. | 28249H104 | Common Stock | 217,445 | $10,653,000 | thousands by filing date | |
| WORLD ACCEP CORPORATION | 981419104 | COM | 194,785 | $10,637,000 | thousands by filing date | |
| COLONY CAP INC | 19624RAB2 | NOTE 3.875% 1/1 | 13,112,000 | $10,621,000 | thousands by filing date | |
| SCHRODINGER INC COM | 80810D103 | Stock | 245,565 | $10,589,000 | thousands by filing date | |
| GOOSEHEAD INS INC | 38267D109 | COM CL A | 237,111 | $10,582,000 | thousands by filing date | |
| GRANITE PT MTG TR INC | 38741L107 | COM STK | 2,080,911 | $10,550,000 | thousands by filing date | |
| FIRST FINANCIAL CORP | 320218100 | COMMON STOCK | 312,697 | $10,544,000 | thousands by filing date | |
| HERC HLDGS INC COM | 42704L104 | Stock | 514,928 | $10,535,000 | thousands by filing date | |
| MIDLAND STATES BANCORP INC | 597742105 | COMMON STOCK | 601,909 | $10,527,000 | thousands by filing date | |
| NORTHERN OIL & GAS INC NEV | 665531109 | COM | 15,862,049 | $10,518,000 | thousands by filing date | |
| MARCUS CORPORATION | 566330106 | COMMON STOCK | 853,326 | $10,513,000 | thousands by filing date | |
| QAD INC-A | 74727D306 | CL A | 263,012 | $10,502,000 | thousands by filing date | |
| WATERSTONE FINL INC MD | 94188P101 | COM | 697,735 | $10,497,000 | thousands by filing date | |
| PHREESIA INC | 71944F106 | COM | 498,795 | $10,490,000 | thousands by filing date | |
| iShares MSCI Japan ETF | 46434G822 | SHS | 212,361 | $10,489,000 | thousands by filing date | |
| GROUPON INC | 399473107 | COMMON STOCK | 10,679,224 | $10,468,000 | thousands by filing date | |
| SP PLUS CORP | 78469C103 | COM | 500,591 | $10,387,000 | thousands by filing date | |
| ANTERIX INC | 03676C100 | COMMON STOCK | 226,232 | $10,332,000 | thousands by filing date | |
| PDF SOLUTIONS INC | 693282105 | COMMON STOCK | 879,985 | $10,313,000 | thousands by filing date | |
| iShares Floating Rate Bond ETF | 46429B655 | SHS | 211,568 | $10,312,000 | thousands by filing date | |
| PLURALSIGHT INC | 72941B106 | COM CL A | 938,725 | $10,307,000 | thousands by filing date | |
| BGC PARTNERS INC | 05541T101 | CL A | 4,087,692 | $10,301,000 | thousands by filing date | |
| TRUBRIDGE INC | 205306103 | COM | 461,642 | $10,272,000 | thousands by filing date | |
| THE MEET GROUP INC. | 58513U101 | Common Stock | 1,739,884 | $10,213,000 | thousands by filing date | |
| W & T OFFSHORE INC | 92922P106 | COM | 5,997,274 | $10,195,000 | thousands by filing date | |
| INFINERA CORP | 45667GAC7 | BOND | 12,575,000 | $10,195,000 | thousands by filing date | |
| THERMON GROUP HLDGS INC | 88362T103 | COM | 675,547 | $10,180,000 | thousands by filing date | |
| LIBERTY LATIN AMERICA LTD | G9001E102 | COM CL A | 967,112 | $10,174,000 | thousands by filing date | |
| CONNECTONE BANCORP INC | 20786W107 | COMMON STOCK | 756,570 | $10,168,000 | thousands by filing date | |
| Great Lakes Dredge & Dock Corp | 390607109 | Common Stock | 1,223,480 | $10,155,000 | thousands by filing date | |
| DELPHI TECHNOLOGIES PLC | G2709G107 | SHS | 1,261,444 | $10,155,000 | thousands by filing date | |
| WAYFAIR INC | 94419LAB7 | NOTE 0.375% 9/0 | 13,194,000 | $10,153,000 | thousands by filing date | |
| GREEN PLAINS INC | 393222104 | COM | 2,093,014 | $10,151,000 | thousands by filing date | |
| ETHAN ALLEN INTERIORS INC | 297602104 | COM | 992,000 | $10,138,000 | thousands by filing date | |
| EURONET WORLDWIDE INC | 298736AL3 | NOTE 0.750% 3/1 | 11,170,000 | $10,135,000 | thousands by filing date | |
| SEABOARD CORP DEL | 811543107 | COM | 3,580 | $10,070,000 | thousands by filing date | |
| FORRESTER RESH INC | 346563109 | COM | 344,239 | $10,062,000 | thousands by filing date | |
| STATE AUTO FINANCIAL CORP | 855707105 | COM | 362,008 | $10,060,000 | thousands by filing date | |
| HAYNES INTL INC | 420877201 | COM NEW | 487,733 | $10,052,000 | thousands by filing date | |
| SAP SE SPON ADR | 803054204 | ADR | 90,946 | $10,050,000 | thousands by filing date | |
| ARES CAPITAL CORP | 04010LAW3 | NOTE 4.625% 3/0 | 11,425,000 | $10,009,000 | thousands by filing date | |
| ARES CAPITAL CORP | 04010LAT0 | NOTE 3.750% 2/0 | 11,000,000 | $9,999,000 | thousands by filing date | |
| DENNYS CORP | 24869P104 | COM | 1,301,780 | $9,998,000 | thousands by filing date | |
| WISDOMTREE INC | 97717P104 | COM | 4,254,425 | $9,913,000 | thousands by filing date | |
| GREAT SOUTHERN BANCORP INC | 390905107 | COMMON STOCK | 243,397 | $9,912,000 | thousands by filing date | |
| ZILLOW GROUP INC | 98954MAC5 | NOTE 1.500% 7/0 | 11,680,000 | $9,909,000 | thousands by filing date | |
| AXOGEN INC | 05463X106 | COM | 951,695 | $9,898,000 | thousands by filing date | |
| MSG NETWORK INC | 553573106 | CL A | 969,598 | $9,890,000 | thousands by filing date | |
| KBR INC | 48242WAB2 | BOND | 9,350,000 | $9,886,000 | thousands by filing date | |
| CONDUENT INC | 206787103 | COM | 4,018,698 | $9,846,000 | thousands by filing date | |
| H&E EQUIPMENT SERVICES INC | 404030108 | COM | 667,507 | $9,799,000 | thousands by filing date | |
| GUIDEWIRE SOFTWARE INC | 40171VAA8 | BOND | 10,023,000 | $9,797,000 | thousands by filing date | |
| TPI Composites Inc | 87266J104 | Common Stock | 660,584 | $9,763,000 | thousands by filing date | |
| CATO CORP NEW | 149205106 | CL A | 912,225 | $9,733,000 | thousands by filing date | |
| UMH PPTYS INC | 903002103 | COM | 894,749 | $9,717,000 | thousands by filing date | |
| CANADIANNATLRYCOF | 136375102 | STOK | 125,083 | $9,710,000 | thousands by filing date | |
| IMAX CORP | 45245E109 | COM | 1,070,867 | $9,691,000 | thousands by filing date | |
| SUPERNUS PHARMACEUTICALS | 868459AD0 | BOND | 11,900,000 | $9,689,000 | thousands by filing date | |
| EVOLENT HEALTH INC CL A | 30050B101 | Stock | 1,783,872 | $9,686,000 | thousands by filing date | |
| VTI | 922908769 | COM | 75,057 | $9,676,000 | thousands by filing date | |
| GLOBAL MED REIT INC | 37954A204 | COM NEW | 939,428 | $9,676,000 | thousands by filing date | |
| SILK ROAD MEDICAL INC | 82710M100 | COMMON STOCK | 307,296 | $9,674,000 | thousands by filing date | |
| AKCEA THERAPEUTICS INC | 00972L107 | COM | 676,471 | $9,674,000 | thousands by filing date | |
| CAMDEN NATIONAL CORP | 133034108 | COMMON STOCK | 307,267 | $9,664,000 | thousands by filing date | |
| QCR HOLDINGS INC | 74727A104 | COMMON STOCK | 355,985 | $9,659,000 | thousands by filing date | |
| CITY OFFICE REIT INC | 178587101 | COM | 1,319,066 | $9,537,000 | thousands by filing date | |
| FUTUREFUEL CORP | 36116M106 | COMMON STOCK | 845,760 | $9,532,000 | thousands by filing date | |
| CENTRAL GARDEN PET CO | 153527106 | COMMON STOCK | 346,265 | $9,522,000 | thousands by filing date | |
| U S CONCRETE INC | 90333L201 | COM | 524,167 | $9,508,000 | thousands by filing date | |
| MACQUARIE INFRASTRUCTURE COR | 55608BAB1 | NOTE 2.000%10/0 | 11,925,000 | $9,496,000 | thousands by filing date | |
| HYSTER-YALE INC | 449172105 | CL A | 236,444 | $9,479,000 | thousands by filing date | |
| AGENUS INC | 00847G705 | COM NEW | 3,868,605 | $9,478,000 | thousands by filing date | |
| BOINGO WIRELESS INC | 09739C102 | COM | 892,096 | $9,465,000 | thousands by filing date | |
| TEEKAY TANKERS LTD | Y8565N300 | CL A | 424,621 | $9,444,000 | thousands by filing date | |
| Heritage Commerce Corp | 426927109 | Common Stock | 1,231,062 | $9,442,000 | thousands by filing date | |
| FRANKLIN FINL NETWORK INC | 35352P104 | COM | 462,847 | $9,437,000 | thousands by filing date | |
| PARK AEROSPACE CORP | 70014A104 | COM | 741,281 | $9,414,000 | thousands by filing date | |
| BJS RESTAURANTS INC | 09180C106 | COM | 673,367 | $9,353,000 | thousands by filing date | |
| TRONOX HOLDINGS PLC SHS | G9087Q102 | Stock | 1,871,823 | $9,322,000 | thousands by filing date | |
| LOGILITY SUPPLY CHAIN SOLUTIONS | 029683109 | COMMON STOCK | 655,088 | $9,309,000 | thousands by filing date | |
| INVACARE CORP | 461203101 | COMMON STOCK | 1,246,064 | $9,258,000 | thousands by filing date | |
| CERENCE INC COM | 156727109 | Stock | 599,716 | $9,236,000 | thousands by filing date | |
| ARROW FINANCIAL CORP | 042744102 | COMMON STOCK | 331,176 | $9,230,000 | thousands by filing date | |
| BANK OF MARIN BANCORP CA | 063425102 | COMMON STOCK | 307,245 | $9,217,000 | thousands by filing date | |
| ELANCO ANIMAL HEALTH INC | 28414H202 | CONV | 217,700 | $9,202,000 | thousands by filing date | |
| SIMULATIONS PLUS INC | 829214105 | COM | 263,185 | $9,190,000 | thousands by filing date | |
| ANTARES PHARMA INC | 036642106 | COM | 3,893,367 | $9,188,000 | thousands by filing date | |
| NIO INC | 62914VAB2 | NOTE 4.500% 2/0 | 17,750,000 | $9,186,000 | thousands by filing date | |
| KIMBALL INTL INC | 494274103 | CL B | 765,293 | $9,180,000 | thousands by filing date | |
| OMNOVA SOLUTIONS INC | 682129101 | COMMON STOCK | 903,198 | $9,158,000 | thousands by filing date | |
| DSP GROUP INC | 23332B106 | COM | 682,934 | $9,151,000 | thousands by filing date | |
| STONERIDGE INC | 86183P102 | COMMON STOCK | 545,029 | $9,129,000 | thousands by filing date | |
| ACADIAN ASSET MANAGEMENT INC COM | 10948W103 | Stock | 1,427,425 | $9,121,000 | thousands by filing date | |
| LANNETT COMPANY INCORPORATED | 516012101 | COM | 1,309,468 | $9,101,000 | thousands by filing date | |
| NV5 HOLDINGS, INC | 62945V109 | COM | 220,395 | $9,100,000 | thousands by filing date | |
| TUCOWS INC | 898697206 | COM NEW | 188,440 | $9,094,000 | thousands by filing date | |
| BLACKSTONE MORTGAGE TRUST IN | 09257WAB6 | NOTE 4.375% 5/0 | 11,300,000 | $9,088,000 | thousands by filing date | |
| SENECA FOODS CORP NEW | 817070501 | CL A | 227,679 | $9,057,000 | thousands by filing date | |
| PEOPLES BANCORP INC | 709789101 | COM | 405,289 | $8,977,000 | thousands by filing date | |
| HEALTH CATALYST INC | 42225T107 | COM | 343,261 | $8,976,000 | thousands by filing date | |
| ADVANSIX INC | 00773T101 | COM | 940,687 | $8,974,000 | thousands by filing date | |
| AXONICS INC | 05465P101 | COM | 353,067 | $8,971,000 | thousands by filing date | |
| IMPINJ INC | 453204109 | COM | 535,089 | $8,941,000 | thousands by filing date | |
| ARCUS BIOSCIENCES INC | 03969F109 | COM | 643,537 | $8,932,000 | thousands by filing date | |
| PDL BIOPHARMA INC | 69329Y104 | COM | 3,156,957 | $8,903,000 | thousands by filing date | |
| WHITESTONE REIT | 966084204 | COM | 1,432,196 | $8,880,000 | thousands by filing date | |
| MOBILEIRON INC | 60739U204 | COM NEW | 2,336,204 | $8,878,000 | thousands by filing date | |
| Matrix Service Company | 576853105 | COM | 936,839 | $8,872,000 | thousands by filing date | |
| CORTEXYME INC | 22053A107 | COM | 194,052 | $8,851,000 | thousands by filing date | |
| CALERES INC | 129500104 | COM | 1,681,398 | $8,846,000 | thousands by filing date | |
| TRIPLE-S MGMT CORP | 896749108 | CL B | 625,183 | $8,815,000 | thousands by filing date | |
| COLFAX CORP | 194014205 | UNIT 01/15/2022T | 96,200 | $8,786,000 | thousands by filing date | |
| ECOVYST INC. | 73943T103 | Common Stock | 804,594 | $8,770,000 | thousands by filing date | |
| AVAYA HLDGS CORP | 05351XAB7 | NOTE 2.250% 6/1 | 11,163,000 | $8,690,000 | thousands by filing date | |
| First Foundation Inc | 32026V104 | Common Stock | 848,500 | $8,672,000 | thousands by filing date | |
| HCI GROUP INC | 40416E103 | COM | 215,058 | $8,656,000 | thousands by filing date | |
| UNITED MICROELECTRONICS CORP SPON ADR NEW | 910873405 | ADR | 3,983,169 | $8,643,000 | thousands by filing date | |
| SPARTAN MTRS INC | 846819100 | COM | 669,011 | $8,637,000 | thousands by filing date | |
| NATIONAL WESTN LIFE GROUP IN | 638517102 | CL A | 50,144 | $8,625,000 | thousands by filing date | |
| KRATON CORPORATION | 50077C106 | COM | 1,063,736 | $8,616,000 | thousands by filing date | |
| SOLARWINDS CORP | 83417Q105 | COM | 549,521 | $8,611,000 | thousands by filing date | |
| PAGERDUTY INC COM | 69553P100 | Stock | 497,906 | $8,604,000 | thousands by filing date | |
| NUANCE COMMUNICATIONS INC | 67020YAN0 | NOTE 1.250% 4/0 | 7,900,000 | $8,597,000 | thousands by filing date | |
| CORE LABORATORIES N V | N22717107 | COM | 825,685 | $8,569,000 | thousands by filing date | |
| ESSENTIAL UTILS INC | 29670G201 | UNIT 04/30/2022 | 156,000 | $8,569,000 | thousands by filing date | |
| INTERSECT ENT INC | 46071F103 | COM | 721,478 | $8,550,000 | thousands by filing date | |
| INSTEEL INDS INC | 45774W108 | COM | 643,631 | $8,528,000 | thousands by filing date | |
| ATHERSYS INC | 04744L106 | COM | 2,834,191 | $8,503,000 | thousands by filing date | |
| COMPANHIA BRASILEIRA DE DISTRI | 20440T300 | SPONSORED ADR | 674,230 | $8,502,000 | thousands by filing date | |
| FIRST LONG IS CORP | 320734106 | COM | 488,177 | $8,470,000 | thousands by filing date | |
| CHUNGHWA TELECOM CO LTD SPON ADR NEW11 | 17133Q502 | ADR | 238,047 | $8,467,000 | thousands by filing date | |
| DIGITAL TURBINE INC | 25400W102 | COM NEW | 1,955,369 | $8,428,000 | thousands by filing date | |
| HORIZON BANCORP IND | 440407104 | COM | 854,762 | $8,428,000 | thousands by filing date | |
| iShares Short Treasury Bond ETF | 464288679 | SHS | 75,813 | $8,417,000 | thousands by filing date | |
| GOLAR LNG LTD | 38046YAB7 | NOTE 2.750% 2/1 | 13,385,000 | $8,415,000 | thousands by filing date | |
| AMNEAL PHARMACEUTICALS INC | 03168L105 | COM STK CL A | 2,417,142 | $8,412,000 | thousands by filing date | |
| 1 800 FLOWERS COM INC | 68243Q106 | CL A | 632,897 | $8,373,000 | thousands by filing date | |
| COMPANHIA PARANAENSE ENERG C | 20441B407 | SPON ADR PFD | 773,560 | $8,346,000 | thousands by filing date | |
| FIRST COMMUNITY BANKSHARES | 31983A103 | COMMON STOCK | 358,204 | $8,346,000 | thousands by filing date | |
| AMERICAN OUTDOOR BRANDS CORP | 02874P103 | COM | 1,001,698 | $8,314,000 | thousands by filing date | |
| DIEBOLD NXDF INC | 253651103 | COM | 2,360,296 | $8,308,000 | thousands by filing date | |
| TRANSOCEAN INC | 893830BJ7 | DEB 0.500% 1/3 | 23,225,000 | $8,306,000 | thousands by filing date | |
| TPG RE FIN TR INC COM | 87266M107 | REIT | 1,501,852 | $8,245,000 | thousands by filing date | |
| PROPETRO HLDG CORP | 74347M108 | COM | 3,285,894 | $8,215,000 | thousands by filing date | |
| CHEFS WHSE INC | 163086101 | COM | 814,786 | $8,205,000 | thousands by filing date | |
| VERSO CORP | 92531L207 | CL A | 727,191 | $8,203,000 | thousands by filing date | |
| MARINEMAX INC | 567908108 | COM | 787,188 | $8,202,000 | thousands by filing date | |
| ASSEMBLY BIOSCIENCES INC | 045396108 | COM | 551,324 | $8,176,000 | thousands by filing date | |
| BILIBILI INC SPONS ADS REP Z | 090040106 | ADR | 349,066 | $8,175,000 | thousands by filing date | |
| INDEPENDENT BK CORP MICH | 453838609 | COM NEW | 634,688 | $8,168,000 | thousands by filing date | |
| LUXFER HOLDINGS PLC | G5698W116 | COMMON STOCK | 576,671 | $8,154,000 | thousands by filing date | |
| CIA ENERGETICA DE MINAS GERA | 204409601 | SP ADR N-V PFD | 4,597,055 | $8,117,000 | thousands by filing date | |
| RMR GROUP INC | 74967R106 | CL A | 300,639 | $8,108,000 | thousands by filing date | |
| REPUBLIC BANCORP INC CLASS A | 760281204 | COMMON STOCK | 242,717 | $8,087,000 | thousands by filing date | |
| GERDAU SA SPON ADR REP PFD | 373737105 | ADR | 4,202,766 | $8,027,000 | thousands by filing date | |
| MOVADO GROUP INC COM | 624580106 | Stock | 676,803 | $8,000,000 | thousands by filing date | |
| LIVE OAK BANCSHARES INC | 53803X105 | COM | 640,715 | $7,990,000 | thousands by filing date | |
| CROSS CTRY HEALTHCARE INC | 227483104 | COM | 1,185,092 | $7,988,000 | thousands by filing date | |
| AMERESCO INC | 02361E108 | CL A | 468,435 | $7,977,000 | thousands by filing date | |
| DB COMMODITY INDEX TRACKING | 46138B103 | ETF | 707,795 | $7,963,000 | thousands by filing date | |
| ORION S.A. | L72967109 | COM | 1,066,351 | $7,955,000 | thousands by filing date | |
| A10 NETWORKS INC | 002121101 | COM | 1,279,123 | $7,943,000 | thousands by filing date | |
| ZOOM COMMUNICATIONS INC CL A | 98980L101 | Stock | 54,244 | $7,926,000 | thousands by filing date | |
| ORIGIN BANCORP INC | 68621T102 | COMMON STOCK | 390,252 | $7,903,000 | thousands by filing date | |
| NOVAVAX INC | 670002401 | COM NEW | 579,632 | $7,871,000 | thousands by filing date | |
| PREFERRED APT CMNTYS INC | 74039L103 | COM | 1,060,940 | $7,864,000 | thousands by filing date | |
| BROWN FORMAN CORP | 115637100 | CL A | 152,431 | $7,858,000 | thousands by filing date | |
| ENEL CHILE SA SPONSORED ADR | 29278D105 | ADR | 2,365,872 | $7,855,000 | thousands by filing date | |
| GOPRO INC | 38268T103 | CL A | 2,977,976 | $7,802,000 | thousands by filing date | |
| HIBBETT INC | 428567101 | COM | 710,555 | $7,770,000 | thousands by filing date | |
| ADT INC DEL COM | 00090Q103 | Stock | 1,783,733 | $7,765,000 | thousands by filing date | |
| MICRO FOCUS INTL PLC | 594837403 | SPON ADR NEW | 1,530,573 | $7,760,000 | thousands by filing date | |
| HAVERTY FURNITURE COS INC COM | 419596101 | Stock | 652,503 | $7,758,000 | thousands by filing date | |
| FIRST MID BANCSHARES INC | 320866106 | COMMON STOCK | 326,049 | $7,740,000 | thousands by filing date | |
| KOPPERS HOLDINGS INC | 50060P106 | COM | 625,252 | $7,734,000 | thousands by filing date | |
| DIGI INTL INC | 253798102 | COM | 809,481 | $7,722,000 | thousands by filing date | |
| LIONS GATE ENTMNT CORP | 535919500 | CL B NON VTG | 1,383,891 | $7,722,000 | thousands by filing date | |
| GENESCO INC | 371532102 | COM | 577,397 | $7,702,000 | thousands by filing date | |
| Flushing Financial Corp | 343873105 | Common Stock | 575,766 | $7,692,000 | thousands by filing date | |
| B. RILEY FINANCIAL INC | 05580M108 | COM | 416,982 | $7,681,000 | thousands by filing date | |
| HELIX ENERGY SOLUTIONS GRP INC COM | 42330P107 | Stock | 4,681,604 | $7,678,000 | thousands by filing date | |
| MOTORCAR PARTS OF AMERICA IN | 620071100 | COMMON STOCK | 609,781 | $7,671,000 | thousands by filing date | |
| BIOSPECIFICS TECHNOLOGIES | 090931106 | COM | 135,277 | $7,653,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DELAWARE | 531229870 | COM SER A FRMLA | 295,443 | $7,628,000 | thousands by filing date | |
| RUBICON PROJ INC | 78112V102 | COM | 1,369,715 | $7,602,000 | thousands by filing date | |
| DORIAN LPG LTD | Y2106R110 | SHS USD | 869,707 | $7,575,000 | thousands by filing date | |
| CYTOMX THERAPEUTICS INC | 23284F105 | COMMON STOCK | 986,948 | $7,570,000 | thousands by filing date | |
| RADWARE LTD | M81873107 | COMMON STOCK | 358,524 | $7,554,000 | thousands by filing date | |
| CHEWYINCCLASSCLASSA | 16679L109 | STOK | 200,946 | $7,533,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 530715AG6 | DEB 4.000%11/1 | 10,407,000 | $7,517,000 | thousands by filing date | |
| STATE STREET | 78464A813 | EXCHANGE TRADED | 155,093 | $7,511,000 | thousands by filing date | |
| SHOE STA GROUP INC | 824889109 | COM | 360,616 | $7,490,000 | thousands by filing date | |
| UPWORK INC | 91688F104 | COM | 1,160,595 | $7,486,000 | thousands by filing date | |
| MERCANTILE BANK CORP | 587376104 | COMMON STOCK | 352,690 | $7,466,000 | thousands by filing date | |
| ORTHOPEDIATRICS CORP | 68752L100 | COMMON STOCK | 188,302 | $7,464,000 | thousands by filing date | |
| CATCHMARK TIMBER TR INC CL A | 14912Y202 | REIT | 1,033,789 | $7,464,000 | thousands by filing date | |
| FB FINL CORP | 30257X104 | COM | 376,942 | $7,433,000 | thousands by filing date | |
| POWELL INDS INC | 739128106 | COM | 289,316 | $7,427,000 | thousands by filing date | |
| MRC GLOBAL INC | 55345K103 | COM | 1,736,775 | $7,399,000 | thousands by filing date | |
| TEXTAINER GROUP HOLDINGS LTD | G8766E109 | SHS | 899,645 | $7,395,000 | thousands by filing date | |
| ULTRAPAR PARTICIPACOES SA | 90400P101 | SP ADR REP COM | 3,035,047 | $7,375,000 | thousands by filing date | |
| PEAPACK GLADSTONE FINL CORP | 704699107 | COMMON STOCK | 407,705 | $7,318,000 | thousands by filing date | |
| BRIGHTVIEW HLDGS INC | 10948C107 | COM | 660,089 | $7,301,000 | thousands by filing date | |
| CBTX INC | 12481V104 | COM | 408,440 | $7,298,000 | thousands by filing date | |
| ISHARES TR | 46435G672 | CORE INTL AGGR | 133,221 | $7,286,000 | thousands by filing date | |
| FIRST BANCSHARES INC MISS | 318916103 | COM | 381,515 | $7,275,000 | thousands by filing date | |
| BIODELIVERY SCIENCES INTL IN | 09060J106 | COM | 1,913,229 | $7,251,000 | thousands by filing date | |
| FOSSIL GROUP INC | 34988V106 | COMMON STOCK | 2,188,307 | $7,200,000 | thousands by filing date | |
| AMERICAN RLTY CAP PPTYS INC | 02917TAB0 | NOTE 3.750%12/1 | 7,340,000 | $7,193,000 | thousands by filing date | |
| NVE CORP COM NEW | 629445206 | Stock | 138,223 | $7,192,000 | thousands by filing date | |
| WASHINGTON PRIME GROUP NEW | 93964W108 | COM | 8,922,335 | $7,183,000 | thousands by filing date | |
| QEP RESOURCES INC | 74733V100 | COM | 21,430,689 | $7,169,000 | thousands by filing date | |
| BRIDGE BANCORP INC | 108035106 | COM | 338,724 | $7,167,000 | thousands by filing date | |
| MILLER INDUSTRIES INC TENN | 600551204 | COMMON STOCK | 253,412 | $7,166,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78464A516 | ST INTL BBG ETF | 257,252 | $7,152,000 | thousands by filing date | |
| MANITOWOC CO INC | 563571405 | COM NEW | 841,263 | $7,151,000 | thousands by filing date | |
| Vanguard FTSE Developed Markets ETF | 921943858 | SHS | 214,415 | $7,149,000 | thousands by filing date | |
| UTAH MEDICAL PRODUCTS INC | 917488108 | COMMON STOCK | 75,779 | $7,148,000 | thousands by filing date | |
| GRUPO AEROPORTUARIO DEL CENT | 400501102 | SPON ADR | 264,041 | $7,113,000 | thousands by filing date | |
| TRANSLATE BIO INC. | 89374L104 | Common Stock | 713,107 | $7,110,000 | thousands by filing date | |
| UROGEN PHARMA LTD | M96088105 | COMMON STOCK | 396,145 | $7,067,000 | thousands by filing date | |
| BANCORP INC DEL | 05969A105 | COM | 1,163,310 | $7,061,000 | thousands by filing date | |
| HACKETT GROUP INC | 404609109 | COM | 553,072 | $7,035,000 | thousands by filing date | |
| JERNIGAN CAP INC | 476405105 | COM | 629,700 | $7,029,000 | thousands by filing date | |
| COLONY CR REAL ESTATE INC | 19625T101 | COM CL A | 1,735,352 | $7,006,000 | thousands by filing date | |
| WINMARK CORP | 974250102 | COM | 54,941 | $7,001,000 | thousands by filing date | |
| FINANCIAL INSTITUTIONS INC | 317585404 | COMMON STOCK | 379,479 | $6,977,000 | thousands by filing date | |
| EZCORP INC | 302301106 | CL A NON VTG | 1,670,887 | $6,968,000 | thousands by filing date | |
| ARRAY DIGITAL INFRASTRUCTURE | 911684108 | COM | 237,324 | $6,951,000 | thousands by filing date | |
| CUTERA INC | 232109108 | COM | 530,797 | $6,932,000 | thousands by filing date | |
| KIMBALL ELECTRONICS INC | 49428J109 | COMMON STOCK | 633,626 | $6,919,000 | thousands by filing date | |
| ISHARES TR CORE S&P 500 ETF | 464287200 | SHS | 26,641 | $6,884,000 | thousands by filing date | |
| COOPER STANDARD HOLDING | 21676P103 | COMMON STOCK | 668,903 | $6,870,000 | thousands by filing date | |
| ROYAL DUTCH SHELL PLC SPN ADR | 780259206 | SPONS ADR A | 196,663 | $6,862,000 | thousands by filing date | |
| AIX INC | 30712A103 | SPONSORED ADS | 340,209 | $6,845,000 | thousands by filing date | |
| INTERNATIONAL GAME TECHNOLOG | G4863A108 | SHS USD | 1,149,757 | $6,841,000 | thousands by filing date | |
| SPOK HLDGS INC COM | 84863T106 | Stock | 637,834 | $6,818,000 | thousands by filing date | |
| DENBURY RES INC | 247916208 | COM NEW | 36,581,667 | $6,753,000 | thousands by filing date | |
| ELLINGTON FINANCIAL INC | 28852N109 | COM | 1,157,557 | $6,751,000 | thousands by filing date | |
| ROSETTA STONE INC | 777780107 | COM | 481,488 | $6,750,000 | thousands by filing date | |
| STOKE THERAPEUTICS INC | 86150R107 | COM | 294,281 | $6,739,000 | thousands by filing date | |
| U S SILICA HLDGS INC | 90346E103 | COM | 3,700,609 | $6,734,000 | thousands by filing date | |
| Diamond Hill Investment Group Inc | 25264R207 | Common Stock | 74,541 | $6,727,000 | thousands by filing date | |
| NLIGHT INC | 65487K100 | COM | 640,904 | $6,723,000 | thousands by filing date | |
| BARRETT BUSINESS SVCS INC | 068463108 | COM | 169,579 | $6,722,000 | thousands by filing date | |
| CIRCOR INTL INC | 17273K109 | COM | 577,193 | $6,713,000 | thousands by filing date | |
| NEOPHOTONICS CORP | 64051T100 | COM | 924,998 | $6,706,000 | thousands by filing date | |
| CITIZENS INC | 174740100 | COMMON STOCK | 1,025,350 | $6,685,000 | thousands by filing date | |
| GRAFTECH INTL LTD | 384313508 | COM | 817,896 | $6,641,000 | thousands by filing date | |
| Real Estate Select Sector SPDR Fund | 81369Y860 | SHS | 213,402 | $6,615,000 | thousands by filing date | |
| CEL-SCI CORP | 150837607 | COM PAR NEW | 571,332 | $6,593,000 | thousands by filing date | |
| DYNEX CAP INC | 26817Q886 | COM | 621,876 | $6,580,000 | thousands by filing date | |
| JOHNSON OUTDOORS INC A | 479167108 | COMMON STOCK | 104,757 | $6,568,000 | thousands by filing date | |
| ARDELYX INC | 039697107 | COM | 1,152,629 | $6,553,000 | thousands by filing date | |
| ISHARES TR | 464287861 | EUROPE ETF | 185,304 | $6,547,000 | thousands by filing date | |
| HOMETRUST BANCSHARES INC | 437872104 | COMMON STOCK | 409,445 | $6,518,000 | thousands by filing date | |
| ARES COML REAL ESTATE CORP | 04013V108 | COM | 895,706 | $6,512,000 | thousands by filing date | |
| CROSSFIRST BANKSHARES INC | 22766M109 | COM | 774,157 | $6,503,000 | thousands by filing date | |
| 8X8 INC NEW | 282914AB6 | BOND | 7,714,000 | $6,489,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0000093751-20-000768 | this filing | 2020-05-11 | acceptance time not in the bulk data set | |
| 13F-HR/A 0000093751-20-000860 | base | 2020-06-19 | acceptance time not in the bulk data set |