13F-HR filed by WELLINGTON MANAGEMENT GROUP LLP
WELLINGTON MANAGEMENT GROUP LLP filed this 13F-HR for the quarter ended 2016-03-31, filed 2016-05-13, with 2,101 holding rows worth $379,985,976,000.
- Accession
- 0000902219-16-001171
- Filer
- CIK 902219
- Filed
- 2016-05-13
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q1 2016
A holdings report, 6,897 entries on the cover page, a total value of $379,985,976,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $379,985,957,000 with VALUE read as thousands by filing date, 13F file number 028-04557. The quarter's positions are built on this report. The resolved quarter.
Other managers
- included managerWellington Management Co LLP028-16899
- included managerWELLINGTON MANAGEMENT CANADA LLC028-16903
- included managerWellington Management Hong Kong Ltd028-16904
- included managerWellington Management Japan Pte Ltd028-16900
- included managerWellington Management Singapore Pte Ltd028-16901
- included managerWellington Management International Ltd028-16902
- included managerWellington Trust Company, NA 028-04557
- included managerWellington Management Australia Ltd 028-04557
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 |
|---|---|---|---|---|---|---|
| NAUTILUS INC | 63910B102 | COMMON STOCK | 152,084 | $2,938,000 | thousands by filing date | |
| SUNTRUST BANKS INC | 867914103 | COM | 81,031 | $2,923,000 | thousands by filing date | |
| CARTERS INC | 146229109 | COM | 27,714 | $2,921,000 | thousands by filing date | |
| SOLAR SENIOR CAPITAL LTD | 83416M105 | COM | 200,000 | $2,916,000 | thousands by filing date | |
| PENNEY J C INC | 708160106 | COM | 263,595 | $2,915,000 | thousands by filing date | |
| VERTEX ENERGY INC | 92534K107 | COM | 1,491,653 | $2,909,000 | thousands by filing date | |
| OCTAVE SPECIALTY GROUP INC | 023139884 | COM NEW | 182,972 | $2,891,000 | thousands by filing date | |
| INTELIQUENT INC | 45825N107 | COM | 177,953 | $2,856,000 | thousands by filing date | |
| BED BATH & BEYOND INC | 075896100 | COM | 57,440 | $2,851,000 | thousands by filing date | |
| TALMER BANCORP INC | 87482X101 | COM | 157,137 | $2,843,000 | thousands by filing date | |
| HUB GROUP INC | 443320106 | CL A | 69,620 | $2,840,000 | thousands by filing date | |
| DIGIRAD CORP | 253827109 | COM | 570,929 | $2,832,000 | thousands by filing date | |
| MAIDEN HOLDINGS LTD | G5753U112 | SHS | 215,964 | $2,794,000 | thousands by filing date | |
| GIGAMON INC | 37518B102 | COM | 89,995 | $2,792,000 | thousands by filing date | |
| TILE SHOP HLDGS INC | 88677Q109 | COMMON STOCK | 187,067 | $2,789,000 | thousands by filing date | |
| ENTERPRISE BANCORP INC MASS COM | 293668109 | Stock | 105,800 | $2,776,000 | thousands by filing date | |
| SELECT INCOME REIT | 81618T100 | COM SH BEN INT | 120,384 | $2,775,000 | thousands by filing date | |
| BRANDYWINE RLTY TR | 105368203 | SH BEN INT NEW | 194,808 | $2,733,000 | thousands by filing date | |
| CA INC COM | 12673P105 | COM | 88,572 | $2,727,000 | thousands by filing date | |
| RRSAT GLOBAL COMM NTWRK LTD | M8183P102 | SHS | 208,721 | $2,726,000 | thousands by filing date | |
| JETPAY CORP | 477177109 | COM | 1,150,428 | $2,715,000 | thousands by filing date | |
| KEWAUNEE SCIENTIFIC CP | 492854104 | COMM | 162,648 | $2,708,000 | thousands by filing date | |
| GLEN BURNIE BANCORP | 377407101 | COM | 257,506 | $2,706,000 | thousands by filing date | |
| PATRIOT NATL INC | 70338T102 | COM | 351,400 | $2,706,000 | thousands by filing date | |
| MERITOR INC | 59001K100 | COMMON STOCK | 335,390 | $2,703,000 | thousands by filing date | |
| UNITED AIRLS HLDGS INC COM | 910047109 | Stock | 45,081 | $2,699,000 | thousands by filing date | |
| SUNRUN INC | 86771W105 | COM | 416,249 | $2,698,000 | thousands by filing date | |
| Emergent Capital | 29102N105 | Com | 669,894 | $2,693,000 | thousands by filing date | |
| ENCORE WIRE CORP | 292562105 | COM | 69,058 | $2,689,000 | thousands by filing date | |
| BUCKLE INC COM | 118440106 | Stock | 79,113 | $2,680,000 | thousands by filing date | |
| HANESBRANDS INC | 410345102 | COM | 94,282 | $2,672,000 | thousands by filing date | |
| SUPERIOR ENERGY SVCS INC | 868157108 | COM | 199,173 | $2,667,000 | thousands by filing date | |
| MACKINAC FINL CORP | 554571109 | COM | 259,785 | $2,663,000 | thousands by filing date | |
| SOUTHERN COPPER CORP | 84265V105 | COM | 95,837 | $2,656,000 | thousands by filing date | |
| CRAY INC | 225223304 | COM NEW | 63,297 | $2,652,000 | thousands by filing date | |
| GRUPO AEROPORTUNARIO DEL PAC | 400506101 | SPON ADS B | 29,613 | $2,627,000 | thousands by filing date | |
| CVR REFINING LP COM UNIT REPSTG LTD PARTNER | 12663P107 | COM | 217,040 | $2,622,000 | thousands by filing date | |
| COMMUNITY USD0.01 | 20369C106 | COM | 140,117 | $2,591,000 | thousands by filing date | |
| J ALEXANDERS HLDGS INC | 46609J106 | COM | 243,400 | $2,570,000 | thousands by filing date | |
| SANMINA CORP COM | 801056102 | Stock | 109,328 | $2,556,000 | thousands by filing date | |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 74,523 | $2,552,000 | thousands by filing date | |
| ALLIANCE FIBER OPTIC PRODUCT | 018680306 | COM | 171,358 | $2,534,000 | thousands by filing date | |
| SCHWEITZER-MAUDUIT INTL INC | 808541106 | COM | 80,445 | $2,532,000 | thousands by filing date | |
| PEGASYSTEMS INC COM | 705573103 | Stock | 99,692 | $2,530,000 | thousands by filing date | |
| ATWOOD OCEANICS INC | 050095108 | COM | 275,390 | $2,525,000 | thousands by filing date | |
| LESAKA TECHNOLOGIES INC | 64107N206 | CMN | 271,704 | $2,499,000 | thousands by filing date | |
| STRAYER ED INC | 863236105 | COM | 51,237 | $2,498,000 | thousands by filing date | |
| WORTHINGTON ENTERPRISES INC | 981811102 | COM | 69,710 | $2,484,000 | thousands by filing date | |
| SEAGATE TECHNOLOGY PLC | G7945M107 | SHS | 71,550 | $2,465,000 | thousands by filing date | |
| HOME FED BANCORP INC LA NEW | 43708L108 | COM | 110,980 | $2,443,000 | thousands by filing date | |
| BIOSPECIFICS TECHNOLOGIES | 090931106 | COM | 70,129 | $2,442,000 | thousands by filing date | |
| ENANTA PHARMACEUTICALS INC | 29251M106 | COM | 83,016 | $2,438,000 | thousands by filing date | |
| KIMCO REALTY CORP COM | 49446R109 | REIT | 84,156 | $2,422,000 | thousands by filing date | |
| EMCORE CORP | 290846203 | COM | 483,100 | $2,416,000 | thousands by filing date | |
| CALATLANTIC GROUP INC | 128195104 | COM | 71,734 | $2,396,000 | thousands by filing date | |
| SILICONWARE PRECISION INDS L | 827084864 | SPONSD ADR SPL | 299,100 | $2,384,000 | thousands by filing date | |
| IMMUNOGEN INC | 45253H101 | COMMON STOCK | 279,713 | $2,383,000 | thousands by filing date | |
| USANA HEALTH SCIENCES INC | 90328M107 | COMMON STOCK | 19,375 | $2,352,000 | thousands by filing date | |
| COSAN LTD | G25343107 | SHS A | 476,481 | $2,344,000 | thousands by filing date | |
| MICROCHIP TECHNOLOGY INC. | 595017AD6 | NOTE 1.625% 2/1 | 2,269,000 | $2,334,000 | thousands by filing date | principal |
| MIDWESTONE FINACIAL GROUP I | 598511103 | COMMON STOCK | 84,892 | $2,330,000 | thousands by filing date | |
| CHIMERA INVESTMENT CORP | 16934Q208 | COM NEW | 171,358 | $2,328,000 | thousands by filing date | |
| SOUTHWEST BANCORP INC/OKLA | 844767103 | COM | 154,500 | $2,325,000 | thousands by filing date | |
| OUTERWALL INC | 690070107 | COM | 62,502 | $2,312,000 | thousands by filing date | |
| YUM BRANDS INC COM | 988498101 | Stock | 28,210 | $2,309,000 | thousands by filing date | |
| EXPEDITORS INTL WASH INC COM | 302130109 | Stock | 47,052 | $2,296,000 | thousands by filing date | |
| DARLING INGREDIENTS INC COM | 237266101 | Stock | 173,162 | $2,281,000 | thousands by filing date | |
| BROWN FORMAN CORP CL B | 115637209 | Stock | 22,972 | $2,262,000 | thousands by filing date | |
| PARSLEY ENERGY INC | 701877102 | CL A | 99,584 | $2,251,000 | thousands by filing date | |
| SUPERNUS PHARMACEUTICALS | 868459108 | COM | 147,121 | $2,244,000 | thousands by filing date | |
| POWERSHARES DB MULTISECT C | 73936B507 | DB OIL FUND | 288,072 | $2,238,000 | thousands by filing date | |
| BIG LOTS INC | 089302103 | COM | 49,383 | $2,236,000 | thousands by filing date | |
| UNIVERSAL CORP VA MTNS BK ENT COM | 913456109 | Stock | 39,302 | $2,233,000 | thousands by filing date | |
| Deere & Company | 244199105 | COM | 28,976 | $2,231,000 | thousands by filing date | |
| PACWEST BANCORP DEL | 695263103 | COM | 59,828 | $2,223,000 | thousands by filing date | |
| GENERAL CABLE CORP DEL NEW | 369300108 | COM | 181,901 | $2,221,000 | thousands by filing date | |
| TRC COS INC | 872625108 | COM | 305,320 | $2,214,000 | thousands by filing date | |
| LRAD CORP | 50213V109 | COM | 1,332,282 | $2,212,000 | thousands by filing date | |
| PITNEY BOWES INC COM | 724479100 | Stock | 101,742 | $2,191,000 | thousands by filing date | |
| WESTROCK CO | 96145D105 | COM | 55,603 | $2,170,000 | thousands by filing date | |
| MENTOR GRAPHICS CORP | 587200106 | COM | 106,425 | $2,164,000 | thousands by filing date | |
| KB FINL GROUP INC SPONSORED ADR | 48241A105 | ADR | 78,087 | $2,154,000 | thousands by filing date | |
| CRM 0.25 4/1/18 | 79466LAD6 | Bond 30/360P2 U | 1,730,000 | $2,141,000 | thousands by filing date | principal |
| IXIA | 45071R109 | COM | 171,302 | $2,134,000 | thousands by filing date | |
| CENCORA INC COM | 03073E105 | Stock | 24,520 | $2,122,000 | thousands by filing date | |
| CATABASIS PHARMACEUTICALS IN | 14875P107 | COM | 419,565 | $2,115,000 | thousands by filing date | |
| ALLSCRIPTS HEALTHCARE SOLUTN | 01988PAD0 | NOTE 1.250% 7/0 | 2,070,000 | $2,109,000 | thousands by filing date | principal |
| HOUSTON WIRE & CABLE CO | 44244K109 | COM | 300,910 | $2,103,000 | thousands by filing date | |
| SEATTLE GENETICS INC | 812578102 | COM | 59,553 | $2,090,000 | thousands by filing date | |
| BROCADE COMMUNICATIONS SYS I | 111621306 | COM NEW | 197,612 | $2,090,000 | thousands by filing date | |
| SPDR SER TR | 78464A359 | BBG CONV SEC ETF | 48,306 | $2,087,000 | thousands by filing date | |
| PIER 1 IMPORTS INC | 720279108 | COM | 296,459 | $2,078,000 | thousands by filing date | |
| VIOLIN MEMORY I | 92763A101 | Common Stock | 3,975,000 | $2,076,000 | thousands by filing date | |
| VAIL RESORTS INC COM | 91879Q109 | Stock | 15,451 | $2,066,000 | thousands by filing date | |
| TRINSEO S A | L9340P101 | SHS | 56,110 | $2,066,000 | thousands by filing date | |
| REX AMERICAN RESOURCES CORP | 761624105 | COMMON STOCK | 37,213 | $2,064,000 | thousands by filing date | |
| HURCO CO | 447324104 | COM | 62,185 | $2,051,000 | thousands by filing date | |
| MSG NETWORK INC | 553573106 | CL A | 118,092 | $2,042,000 | thousands by filing date | |
| 1ST CENTURY BANCSHARES INC | 31943X102 | COM | 186,127 | $2,042,000 | thousands by filing date | |
| WESTBURY BANCORP INC COM | 95727P106 | COM | 107,420 | $2,041,000 | thousands by filing date | |
| INNOSPEC INC | 45768S105 | COM | 46,912 | $2,034,000 | thousands by filing date | |
| TIPTREE INC | 88822Q103 | COM | 352,976 | $2,012,000 | thousands by filing date | |
| DOVER CORP COM | 260003108 | Stock | 31,242 | $2,009,000 | thousands by filing date | |
| INSYS THERAPEUTICS INC | 45824V209 | COMMON STOCK | 125,683 | $2,009,000 | thousands by filing date | |
| ILLUMINA INC | 452327AH2 | NOTE 0.500% 6/1 | 1,856,000 | $1,999,000 | thousands by filing date | principal |
| SONIC CORP | 835451105 | COM | 56,868 | $1,999,000 | thousands by filing date | |
| FIRST CONNECTICUT BANCORP | 319850103 | COM | 124,817 | $1,992,000 | thousands by filing date | |
| ENDURANCE SPECIALTY HLDGS LT | G30397106 | SHS | 30,348 | $1,983,000 | thousands by filing date | |
| EXELIXIS INC COM | 30161Q104 | Stock | 493,759 | $1,975,000 | thousands by filing date | |
| KENNAMETAL INC | 489170100 | COM | 87,736 | $1,973,000 | thousands by filing date | |
| NXP SEMICONDUCTORS N V | 62952QAB6 | NOTE 1.000%12/0 | 1,775,000 | $1,964,000 | thousands by filing date | principal |
| JINKOSOLAR HOLDING COMPANY,LIM | 47759T100 | SPONSORED ADR | 93,760 | $1,960,000 | thousands by filing date | |
| SPDR S&P Metals & Mining ETF | 78464A755 | SHS | 95,022 | $1,947,000 | thousands by filing date | |
| ASTRONOVA INC | 04638F108 | COM | 140,251 | $1,944,000 | thousands by filing date | |
| TURQUOISE HILL RESOURCES LTD | 900435108 | COMMON STOCK-FO | 759,043 | $1,937,000 | thousands by filing date | |
| HEWLETT PACKARD ENTERPRISE CO COM | 42824C109 | Stock | 108,529 | $1,924,000 | thousands by filing date | |
| CENTENE CORP DEL COM | 15135B101 | Stock | 31,098 | $1,914,000 | thousands by filing date | |
| LAKELAND FINL CORP | 511656100 | COM | 41,810 | $1,914,000 | thousands by filing date | |
| FLOWERS FOODS INC COM | 343498101 | Stock | 103,656 | $1,913,000 | thousands by filing date | |
| WIPRO LTD SPON ADR 1 SH | 97651M109 | ADR | 151,982 | $1,912,000 | thousands by filing date | |
| ALTRA HOLDINGS INC | 02208RAE6 | NOTE 2.750% 3/0 | 1,675,000 | $1,911,000 | thousands by filing date | principal |
| SUCAMPO PHARMACEUTICALS-CL A | 864909106 | CL A | 174,505 | $1,907,000 | thousands by filing date | |
| GRANITE CONSTR INC COM | 387328107 | Stock | 39,410 | $1,884,000 | thousands by filing date | |
| HSBC HLDGS PLC | 404280AR0 | DBCV 5.625%12/3 | 1,925,000 | $1,849,000 | thousands by filing date | principal |
| FIBROGEN INC | 31572Q808 | COM | 86,807 | $1,848,000 | thousands by filing date | |
| WESTLAKE CORPORATION | 960413102 | COM | 39,895 | $1,846,000 | thousands by filing date | |
| CHEMUNG FINANCIAL CORP | 164024101 | COMMON STOCK | 69,853 | $1,841,000 | thousands by filing date | |
| EARTHLINK HLDGS CORP | 27033X101 | COM | 324,335 | $1,839,000 | thousands by filing date | |
| SOCIEDAD QUIMICA Y MINERA DE C | 833635105 | SPON ADR SER B | 88,851 | $1,826,000 | thousands by filing date | |
| CAPSTEAD MTG CORP | 14067E506 | COM NO PAR | 183,995 | $1,820,000 | thousands by filing date | |
| LUMINEX CORP | 55027E102 | COMMON STOCK | 93,134 | $1,807,000 | thousands by filing date | |
| ONE GAS INC COM | 68235P108 | Stock | 29,442 | $1,799,000 | thousands by filing date | |
| AKAMAI TECHNOLOGIES INC | 00971TAG6 | DBCV 2/1 | 1,835,000 | $1,791,000 | thousands by filing date | principal |
| BANC OF CALIFORNIA INC | 05990K106 | COMMON STOCK | 101,815 | $1,782,000 | thousands by filing date | |
| TERADYNE INC COM | 880770102 | Stock | 82,486 | $1,781,000 | thousands by filing date | |
| WILLIAMS CLAYTON ENERGY INC | 969490101 | COM | 198,473 | $1,770,000 | thousands by filing date | |
| RPX CORP | 74972G103 | COM | 156,439 | $1,761,000 | thousands by filing date | |
| EGA EMERGING GLOBAL SHS TR | 268461811 | EGS INDIA SC ETF | 128,846 | $1,761,000 | thousands by filing date | |
| SB FINL GROUP INC DEP | 78408D204 | SHS PFD 6.5 | 156,000 | $1,755,000 | thousands by filing date | |
| SERVICENOW INC | 81762PAB8 | NOTE 11/0 | 1,620,000 | $1,755,000 | thousands by filing date | principal |
| TECH DATA CORP | 878237106 | COM | 22,736 | $1,745,000 | thousands by filing date | |
| UNITED THERAPEUTICS CORP DEL COM | 91307C102 | Stock | 15,646 | $1,743,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78464A730 | S&P OILGAS EXP | 5,335 | $1,734,000 | thousands by filing date | call |
| ISLE OF CAPRI CASINOS | 464592104 | COMMON STOCK | 122,228 | $1,711,000 | thousands by filing date | |
| FARMER BROS CO | 307675108 | COM | 61,137 | $1,703,000 | thousands by filing date | |
| INFRAREIT INC | 45685L100 | COM | 99,427 | $1,696,000 | thousands by filing date | |
| EVOGENE LTD | M4119S104 | SHS | 255,903 | $1,691,000 | thousands by filing date | |
| UNIVERSAL INS HLDGS INC | 91359V107 | COM | 94,307 | $1,679,000 | thousands by filing date | |
| CB FINANCIAL SERVICES INC | 12479G101 | COMMON STOCK | 84,306 | $1,673,000 | thousands by filing date | |
| SPIRIT AEROSYSTEMS HLDGS INC | 848574109 | COM CL A | 36,723 | $1,666,000 | thousands by filing date | |
| CENTERPOINT ENERGY INC | 15189T107 | COM | 79,580 | $1,665,000 | thousands by filing date | |
| CAROLINA TR BK LINCOLNTON NC | 144200102 | COM | 282,156 | $1,665,000 | thousands by filing date | |
| NIMBLE STORAGE INC | 65440R101 | COM | 210,550 | $1,651,000 | thousands by filing date | |
| INTEL CORP | 458140AF7 | CORPORATE OBLIG | 1,030,000 | $1,638,000 | thousands by filing date | principal |
| SANDISK CORP | 80004CAF8 | NOTE 0.500%10/1 | 1,573,000 | $1,633,000 | thousands by filing date | principal |
| DYNEGY INC NEW DEL | 26817R108 | COM | 113,327 | $1,628,000 | thousands by filing date | |
| GSV CAPITAL CORP | 36191J101 | COM | 290,775 | $1,628,000 | thousands by filing date | |
| JOY GLOBAL INC | 481165108 | COM | 100,968 | $1,623,000 | thousands by filing date | |
| NETGEAR INC | 64111Q104 | COM | 39,833 | $1,608,000 | thousands by filing date | |
| INTEL CORP | 458140AD2 | SDCV 2.950%12/1 | 1,250,000 | $1,589,000 | thousands by filing date | principal |
| NRG ENERGY INC COM NEW | 629377508 | Stock | 121,765 | $1,584,000 | thousands by filing date | |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 14,300 | $1,578,000 | thousands by filing date | |
| ASURE SOFTWARE INC | 04649U102 | COMMON STOCK | 290,360 | $1,556,000 | thousands by filing date | |
| FOREST CITY ENTERPRISES | 345550AP2 | NOTE | 1,400,000 | $1,551,000 | thousands by filing date | principal |
| NACCO INDUSTRIES INC CLASS A | 629579103 | COM | 26,920 | $1,545,000 | thousands by filing date | |
| TD SYNNEX CORPORATION COM | 87162W100 | Stock | 16,662 | $1,543,000 | thousands by filing date | |
| WEB COM GROUP INC | 94733AAA2 | NOTE 1.000% 8/1 | 1,625,000 | $1,542,000 | thousands by filing date | principal |
| NEWLINK GENETICS CORP | 651511107 | COM | 84,670 | $1,541,000 | thousands by filing date | |
| CASH AMER INTL INC | 14754D100 | COM | 39,315 | $1,519,000 | thousands by filing date | |
| CONTINENTAL BUILDING PRODUCTS | 211171103 | COMMON STOCK | 81,673 | $1,516,000 | thousands by filing date | |
| SABRA HEALTH CARE REIT INC COM | 78573L106 | REIT | 75,197 | $1,511,000 | thousands by filing date | |
| NAVIENT CORPORATION COM | 63938C108 | Stock | 126,082 | $1,509,000 | thousands by filing date | |
| CBL & ASSOCIATES PROPERTIES IN | 124830100 | COM | 126,816 | $1,509,000 | thousands by filing date | |
| UMPQUA HOLDINGS | 904214103 | COM | 95,022 | $1,507,000 | thousands by filing date | |
| FIRSTENERGY CORP | 337932107 | COM | 41,861 | $1,506,000 | thousands by filing date | |
| MEDIDATE SOLUTIONS INC | 58471A105 | COM | 38,886 | $1,505,000 | thousands by filing date | |
| UNITED SEC BANCSHARES CALIF | 911460103 | COM | 302,804 | $1,499,000 | thousands by filing date | |
| SPDR SERIES TRUST BLOOMBERG BR | 78464A417 | BLOOMBERG BRCLYS | 43,700 | $1,497,000 | thousands by filing date | |
| CANTEL MEDICAL CORP | 138098108 | COM | 20,915 | $1,493,000 | thousands by filing date | |
| REDWOOD TR INC | 758075AB1 | NOTE 4.625% 4/1 | 1,592,000 | $1,490,000 | thousands by filing date | principal |
| KULICKE & SOFFA INDS INC | 501242101 | COM | 131,339 | $1,487,000 | thousands by filing date | |
| CONE MIDSTREAM PARTNERS LP | 206812109 | COM UNIT REPST | 117,965 | $1,476,000 | thousands by filing date | |
| NEWS CORP NEW CL A | 65249B109 | Stock | 115,524 | $1,475,000 | thousands by filing date | |
| ORRSTOWN FINL SERVICES INC | 687380105 | COMMON STOCK | 84,892 | $1,470,000 | thousands by filing date | |
| MITEL NETWORKS CORP | 60671Q104 | COM | 179,044 | $1,465,000 | thousands by filing date | |
| ROYAL BK CDA COM | 780087102 | Stock | 25,317 | $1,464,000 | thousands by filing date | |
| INSPERITY INC | 45778Q107 | COM | 28,086 | $1,453,000 | thousands by filing date | |
| AMERICAN INTL GROUP INC | 026874156 | *W EXP 01/19/202 | 77,364 | $1,447,000 | thousands by filing date | |
| ARK RESTAURANTS CORP | 040712101 | COM | 70,093 | $1,444,000 | thousands by filing date | |
| BED BATH & BEYOND INC | 690370101 | COM | 100,190 | $1,441,000 | thousands by filing date | |
| VERINT SYS INC | 92343XAA8 | NOTE 1.500% 6/0 | 1,634,000 | $1,440,000 | thousands by filing date | principal |
| MDSO 1 8/01/18 | 58471AAB1 | Bond 30/360P2 U | 1,420,000 | $1,440,000 | thousands by filing date | principal |
| EASTMAN CHEM CO COM | 277432100 | Stock | 19,908 | $1,438,000 | thousands by filing date | |
| GERON CORP | 374163103 | COM | 492,213 | $1,437,000 | thousands by filing date | |
| ASPEN INSURANCE HOLDINGS LTD | G05384105 | SHS | 30,113 | $1,437,000 | thousands by filing date | |
| WORKDAY INC | 98138HAC5 | NOTE 0.750% 7/1 | 1,270,000 | $1,433,000 | thousands by filing date | principal |
| WESTERN UN CO COM | 959802109 | Stock | 74,214 | $1,432,000 | thousands by filing date | |
| CUSTOMERS BANCORP INC | 23204G100 | COM | 60,444 | $1,429,000 | thousands by filing date | |
| CHUY'S HOLDINGS INC | 171604101 | COMMON STOCK | 45,929 | $1,427,000 | thousands by filing date | |
| II VI INC | 902104108 | COM | 65,635 | $1,425,000 | thousands by filing date | |
| CENTRAL FED CORP | 15346Q202 | COM NEW | 1,079,660 | $1,425,000 | thousands by filing date | |
| M/I HOMES INC | 55292PAA3 | NOTE 3.250% 9/1 | 1,417,000 | $1,425,000 | thousands by filing date | principal |
| PARK OHIO HOLDINGS CORP | 700666100 | COMMON STOCK | 33,211 | $1,422,000 | thousands by filing date | |
| STILLWATER MINING COMPAN | 86074QAL6 | NOTE | 1,331,000 | $1,422,000 | thousands by filing date | principal |
| QUIDEL CORP | 74838JAA9 | NOTE 3.250%12/1 | 1,600,000 | $1,421,000 | thousands by filing date | principal |
| KB HOME 1.375 | 48666KAS8 | NOTE 1.375% 2/0 | 1,525,000 | $1,408,000 | thousands by filing date | principal |
| RESMED INC COM | 761152107 | Stock | 24,219 | $1,401,000 | thousands by filing date | |
| MEDIFAST INC | 58470H101 | COM | 46,054 | $1,390,000 | thousands by filing date | |
| PRICELINE GRP INC | 741503AS5 | NOTE 0.350% 6/1 | 1,145,000 | $1,374,000 | thousands by filing date | principal |
| KOPPERS HOLDINGS INC | 50060P106 | COM | 60,922 | $1,369,000 | thousands by filing date | |
| PENNYMAC MTG INVT TR COM | 70931T103 | REIT | 99,843 | $1,362,000 | thousands by filing date | |
| PERCEPTRON INC | 71361F100 | COMMON STOCK | 279,000 | $1,353,000 | thousands by filing date | |
| HUNTINGTON BANCSHARES INC COM | 446150104 | Stock | 140,479 | $1,340,000 | thousands by filing date | |
| BROADSOFT INC | 11133BAB8 | NOTE 1.500% 7/0 | 1,185,000 | $1,339,000 | thousands by filing date | principal |
| GAMESTOP CORP | 36467W109 | CL A | 42,184 | $1,338,000 | thousands by filing date | |
| HOSPITALITY PROPERTIES TRUST | 44106M102 | COM SH BEN INT | 50,354 | $1,338,000 | thousands by filing date | |
| MRC GLOBAL INC | 55345K103 | COM | 100,965 | $1,327,000 | thousands by filing date | |
| WP GLIMCHER IN | 92939N102 | COM | 139,812 | $1,327,000 | thousands by filing date | |
| NUANCE COMMUNICATIONS INC | 67020Y100 | COM | 70,447 | $1,317,000 | thousands by filing date | |
| BANK OF NY MELLON CORP COM | 064058100 | Stock | 35,744 | $1,316,000 | thousands by filing date | |
| OCEANEERING INTL INC | 675232102 | COM | 39,427 | $1,310,000 | thousands by filing date | |
| AKEBIA THERAPEUTICS INC | 00972D105 | COMMON STOCK | 145,400 | $1,310,000 | thousands by filing date | |
| CANADIAN SOLAR INC | 136635AE9 | NOTE 4.250% 2/1 | 1,555,000 | $1,303,000 | thousands by filing date | principal |
| HEARTWARE INTERNATIONAL | 422368AA8 | NOTE | 1,455,000 | $1,300,000 | thousands by filing date | principal |
| TEXTAINER GROUP HOLDINGS LTD | G8766E109 | SHS | 87,214 | $1,294,000 | thousands by filing date | |
| CORNERSTONE ONDEMAND INC | 21925YAB9 | NOTE 1.500% 7/0 | 1,300,000 | $1,287,000 | thousands by filing date | principal |
| BOYDGAMINGCORP | 103304101 | STOK | 61,811 | $1,277,000 | thousands by filing date | |
| UNION BANKSHARES CORP | 90539J109 | COM | 51,290 | $1,263,000 | thousands by filing date | |
| ALTISOURCE PORTFOLIO SOLNS S | L0175J104 | REG SHS | 52,278 | $1,263,000 | thousands by filing date | |
| FAUQUIER BANKSHARES INC VA | 312059108 | COM | 83,677 | $1,261,000 | thousands by filing date | |
| PHOTRONICS INC | 719405102 | COM | 120,576 | $1,255,000 | thousands by filing date | |
| SB FINL GROUP INC | 78408D105 | COM | 121,751 | $1,255,000 | thousands by filing date | |
| FLUOR CORP | 343412102 | COM | 23,316 | $1,252,000 | thousands by filing date | |
| GENTHERM INC | 37253A103 | COM | 30,067 | $1,250,000 | thousands by filing date | |
| APOGEE ENTERPRISES INC | 037598109 | COM | 28,447 | $1,249,000 | thousands by filing date | |
| Tesla Motors, Inc | 88160R101 | COM | 5,431 | $1,248,000 | thousands by filing date | |
| GENERAL MILLS INC COM | 370334104 | Stock | 19,577 | $1,241,000 | thousands by filing date | |
| NORDIC AMERICAN TANKERS LIMI | G65773106 | COM | 87,401 | $1,231,000 | thousands by filing date | |
| HOLOGIC INC 2.000 | 436440AB7 | FRNT 2.000%12/1 | 815,000 | $1,227,000 | thousands by filing date | principal |
| LATTICE SEMICONDUCTOR CORP COM | 518415104 | Stock | 214,846 | $1,220,000 | thousands by filing date | |
| EL PASO ELECTRIC CO | 283677854 | COM NEW | 26,480 | $1,215,000 | thousands by filing date | |
| ISHARES | 464286731 | MSCI TAIWAN ETF | 87,299 | $1,210,000 | thousands by filing date | |
| DIGITALGLOBE INC | 25389M877 | COM | 69,932 | $1,210,000 | thousands by filing date | |
| JAZZ INVESTMENTS I LTD | 472145AB7 | NOTE 1.875% 8/1 | 1,175,000 | $1,208,000 | thousands by filing date | principal |
| LITTELFUSE INC COM | 537008104 | Stock | 9,804 | $1,207,000 | thousands by filing date | |
| SFLY 0.25 5/18 | 82568PAB2 | Bond 30/360P2 U | 1,203,000 | $1,201,000 | thousands by filing date | principal |
| Knight Capital Group, Inc. | 48244B100 | common stock | 100,357 | $1,199,000 | thousands by filing date | |
| ARCH CAP GROUP LTD ORD | G0450A105 | Stock | 16,823 | $1,196,000 | thousands by filing date | |
| AEROJET ROCKETDYNE HLDGS INC C | 007800105 | COM | 72,588 | $1,189,000 | thousands by filing date | |
| INTEROIL CORP | 460951106 | COM | 37,122 | $1,182,000 | thousands by filing date | |
| CHART INDUSTRIES INC | 16115QAC4 | NOTE | 1,331,000 | $1,182,000 | thousands by filing date | principal |
| COOPER STANDARD HOLDING | 21676P103 | COMMON STOCK | 16,394 | $1,178,000 | thousands by filing date | |
| CLOROX CO DEL | 189054109 | COM | 9,338 | $1,177,000 | thousands by filing date | |
| ENVESTNET INC | 29404KAA4 | NOTE 1.75012/1 | 1,360,000 | $1,175,000 | thousands by filing date | principal |
| ATI INC COM | 01741R102 | Stock | 71,614 | $1,167,000 | thousands by filing date | |
| TOWNEBANK PORTSMOUTH VA | 89214P109 | COM | 60,460 | $1,160,000 | thousands by filing date | |
| Heritage Commerce Corp | 426927109 | Common Stock | 115,262 | $1,154,000 | thousands by filing date | |
| SPDR INDEX SHS FDS | 78463X871 | ST INTL CAP ETF | 40,062 | $1,144,000 | thousands by filing date | |
| BROADRIDGE FINL SOLUTIONS INC COM | 11133T103 | Stock | 19,171 | $1,138,000 | thousands by filing date | |
| RLJ LODGING TR COM | 74965L101 | REIT | 49,290 | $1,128,000 | thousands by filing date | |
| RYLAND GROUP 0.250 | 783764AS2 | NOTE 0.250% 6/0 | 1,275,000 | $1,128,000 | thousands by filing date | principal |
| TWITTER INC | 90184LAD4 | NOTE 1.000% 9/1 | 1,345,000 | $1,127,000 | thousands by filing date | principal |
| HOME BANCSHARES INC COM | 436893200 | Stock | 27,449 | $1,125,000 | thousands by filing date | |
| Zagg, Inc. | 98884U108 | COM | 124,882 | $1,125,000 | thousands by filing date | |
| FBR & CO | 30247C400 | COM NEW | 61,981 | $1,121,000 | thousands by filing date | |
| UNIVERSAL FST PRODS INC | 913543104 | COM | 13,028 | $1,118,000 | thousands by filing date | |
| ORION S.A. | L72967109 | COM | 78,974 | $1,115,000 | thousands by filing date | |
| HERITAGE FINANCIAL CORP | 42722X106 | COMMON STOCK | 63,483 | $1,115,000 | thousands by filing date | |
| ISHARES TR | 464288182 | MSCI AC ASIA ETF | 20,348 | $1,112,000 | thousands by filing date | |
| BEACON FINANCIAL CORP. | 084680107 | COM | 41,343 | $1,112,000 | thousands by filing date | |
| RACKSPACE HOSTING INC | 750086100 | COM | 51,489 | $1,111,000 | thousands by filing date | |
| INGLES MKTS INC CL A | 457030104 | Stock | 29,519 | $1,107,000 | thousands by filing date | |
| DDR CORP | 23317H102 | COM | 62,183 | $1,107,000 | thousands by filing date | |
| CINCINNATI BELL INC NEW | 171871106 | COM | 285,700 | $1,106,000 | thousands by filing date | |
| SIX FLAGS ENTERTAINMENT CORP | 83001A102 | COM | 19,751 | $1,096,000 | thousands by filing date | |
| LNKD .5 11/19 | 53578AAB4 | Bond 30/360P2 U | 1,208,000 | $1,094,000 | thousands by filing date | principal |
| ULTRAPAR PARTICIPACOES SA | 90400P101 | SP ADR REP COM | 56,130 | $1,082,000 | thousands by filing date | |
| MIMEDX GROUP INC | 602496101 | COM | 123,762 | $1,082,000 | thousands by filing date | |
| AIR PRODS & CHEMS INC | 009158106 | COM | 7,479 | $1,077,000 | thousands by filing date | |
| BRINKS CO | 109696104 | COM | 32,000 | $1,075,000 | thousands by filing date | |
| PRECISION DRILLING CORP | 74022D308 | COM 2010 | 255,200 | $1,073,000 | thousands by filing date | |
| Timmins Gold Corp | 88741P103 | COM | 4,707,132 | $1,073,000 | thousands by filing date | |
| ANTERO MIDSTREAM LP | 03673L103 | Limited Partnership | 48,094 | $1,063,000 | thousands by filing date | |
| SPECTRUM PHARMACEUTICALS INC | 84763A108 | COM | 166,322 | $1,058,000 | thousands by filing date | |
| AEP INDUSTRIES INC | 001031103 | COM | 16,010 | $1,056,000 | thousands by filing date | |
| MPLX LP | 55336V100 | COM UNIT REP LTD | 35,368 | $1,050,000 | thousands by filing date | |
| MOVADO GROUP INC COM | 624580106 | Stock | 38,034 | $1,047,000 | thousands by filing date | |
| FRESH MKT INC | 35804H106 | COM | 36,565 | $1,043,000 | thousands by filing date | |
| VIRGIN AMER INC | 92765X208 | COM VTG | 27,050 | $1,043,000 | thousands by filing date | |
| NABORS INDUSTRIES LTD | G6359F103 | SHS | 113,023 | $1,040,000 | thousands by filing date | |
| SILVER SPRING NETWORKS INC | 82817Q103 | COM | 70,027 | $1,033,000 | thousands by filing date | |
| TANGOE INC/CT | 87582Y108 | COM | 130,751 | $1,032,000 | thousands by filing date | |
| TRUBRIDGE INC | 205306103 | COM | 19,781 | $1,031,000 | thousands by filing date | |
| SAPIENS INTERNATIONAL CORP | N7716A151 | SHS | 86,057 | $1,031,000 | thousands by filing date | |
| SUNPOWER CORP | 867652AJ8 | DBCV 0.875% 6/0 | 1,330,000 | $1,030,000 | thousands by filing date | principal |
| GREEN DOT CORP CLASS A | 39304D102 | CL A | 44,825 | $1,029,000 | thousands by filing date | |
| N 0.25 6/1/18 | 64118QAB3 | Bond 30/360P2 U | 1,077,000 | $1,028,000 | thousands by filing date | principal |
| POSCO HOLDINGS INC SPONSORED ADR | 693483109 | ADR | 21,604 | $1,023,000 | thousands by filing date | |
| WERNER ENTERPRISES INC | 950755108 | COM | 37,588 | $1,021,000 | thousands by filing date | |
| BWX TECHNOLOGIES INC | 05605H100 | COM | 30,411 | $1,020,000 | thousands by filing date | |
| MEDICAL PROPERTIES TRUST INC COM | 58463J304 | REIT | 78,467 | $1,018,000 | thousands by filing date | |
| Malvern Bancorp, Inc. | 561409103 | Common Stock | 63,221 | $1,013,000 | thousands by filing date | |
| TRUEBLUE INC | 89785X101 | COM | 38,721 | $1,012,000 | thousands by filing date | |
| BROCADE COMMUNICATIONS SYS I | 111621AQ1 | NOTE 1.375% 1/0 | 1,021,000 | $1,012,000 | thousands by filing date | principal |
| APOLLO COML REAL ESTATE FIN | 03762U105 | COM | 61,713 | $1,006,000 | thousands by filing date | |
| STAG INDUSTRIAL INC | 85254J102 | COM | 49,437 | $1,006,000 | thousands by filing date | |
| EMCOR GROUP INC COM | 29084Q100 | Stock | 20,641 | $1,004,000 | thousands by filing date | |
| CECO ENVIRONMENTAL CORP | 125141101 | COM | 160,870 | $999,000 | thousands by filing date | |
| HERITAGE INSURANCE HLDGS INC | 42727J102 | COM | 62,350 | $995,000 | thousands by filing date | |
| BRIXMOR PPTY GROUP INC | 11120U105 | COM | 38,805 | $994,000 | thousands by filing date | |
| WEATHERFORD INTL INC ORD SHS | G48833100 | Stock | 126,928 | $987,000 | thousands by filing date | |
| TAL ED GROUP SPONSORED ADS | 874080104 | ADR | 19,702 | $978,000 | thousands by filing date | |
| BADGER METER INC COM | 056525108 | Stock | 14,646 | $974,000 | thousands by filing date | |
| iShares Silver Trust | 46428Q109 | COM | 65,790 | $966,000 | thousands by filing date | |
| DREW INDS INC | 26168L205 | COM NEW | 14,965 | $965,000 | thousands by filing date | |
| CALAMP CORP | 128126109 | COMMON STOCK | 53,680 | $963,000 | thousands by filing date | |
| LIONSGATE STUDIOS CORP F | 316394105 | COM | 60,040 | $963,000 | thousands by filing date | |
| PINNACLE FINANCIAL PARTNERS IN | 72346Q104 | COM | 19,580 | $961,000 | thousands by filing date | |
| HECLA MNG CO | 422704106 | COM | 345,186 | $959,000 | thousands by filing date | |
| MASTEC INC COM | 576323109 | Stock | 47,224 | $956,000 | thousands by filing date | |
| ROWAN COMPANIES PLC | G7665A101 | SHS CL A | 59,201 | $953,000 | thousands by filing date | |
| RAMCO-GERSHENSON PPTYS TR | 751452202 | COM SH BEN INT | 52,725 | $951,000 | thousands by filing date | |
| Georgetown Bancorp, Inc. | 372591107 | Common Stock | 47,387 | $948,000 | thousands by filing date | |
| SCHNITZER STEEL INDUSTRIES INC | 806882106 | CL A | 51,336 | $946,000 | thousands by filing date | |
| Vanguard Long-Term Corporate Bond ETF | 92206C813 | SHS | 10,516 | $941,000 | thousands by filing date | |
| AGREE RLTY CORP COM | 008492100 | REIT | 24,416 | $940,000 | thousands by filing date | |
| MUELLER WTR PRODS INC COM SER A | 624758108 | Stock | 95,104 | $940,000 | thousands by filing date | |
| STAMPS COM INC | 852857200 | COM NEW | 8,844 | $940,000 | thousands by filing date | |
| XILINX INC | 983919101 | COM | 19,722 | $935,000 | thousands by filing date | |
| ATLANTIC TELE NETWORK INC | 049079205 | COM NEW | 12,332 | $935,000 | thousands by filing date | |
| HORMEL FOODS CORP COM | 440452100 | Stock | 21,378 | $924,000 | thousands by filing date | |
| IDT CORP | 448947507 | CL B NEW | 59,194 | $923,000 | thousands by filing date | |
| WINTRUST FINL CORP COM | 97650W108 | Stock | 20,693 | $918,000 | thousands by filing date | |
| SCHEIN HENRY INC | 806407102 | COM | 5,288 | $913,000 | thousands by filing date | |
| KEMPHARM INC COM NEW | 488445107 | Stock | 62,892 | $912,000 | thousands by filing date | |
| FIRST NBC BK HLDG CO COM | 32115D106 | COM | 43,935 | $905,000 | thousands by filing date | |
| ABRAXAS PETROLEUM CORP | 003830106 | COM | 889,907 | $899,000 | thousands by filing date | |
| GENUINE PARTS CO COM | 372460105 | Stock | 9,045 | $898,000 | thousands by filing date | |
| UNIVERSAL DISPLAY CORP | 91347P105 | COM | 16,594 | $898,000 | thousands by filing date | |
| WEIGHT WATCHERS INTL INC | 948626106 | COM | 61,456 | $893,000 | thousands by filing date | |
| CROWN CASTLE INC COM | 22822V101 | REIT | 10,295 | $891,000 | thousands by filing date | |
| ENERSYS COM | 29275Y102 | Stock | 15,969 | $890,000 | thousands by filing date | |
| SAIA INC | 78709Y105 | COM | 31,625 | $890,000 | thousands by filing date | |
| ANDERSONS INC COM | 034164103 | Stock | 27,959 | $878,000 | thousands by filing date | |
| CYRUSONE INC | 23283R100 | COM | 18,916 | $863,000 | thousands by filing date | |
| ECHO GLOBAL LOGISTICS INC | 27875TAA9 | NOTE | 848,000 | $854,000 | thousands by filing date | principal |
| SYNOPSYS INC COM | 871607107 | Stock | 17,588 | $852,000 | thousands by filing date | |
| NATURAL HEALTH TRENDS CORP | 63888P406 | COM | 25,700 | $852,000 | thousands by filing date | |
| REGENCY CTRS CORP COM | 758849103 | REIT | 11,360 | $850,000 | thousands by filing date | |
| HEALTHSOUTH CORP | 421924309 | COM NEW | 22,601 | $850,000 | thousands by filing date | |
| GLADSTONE COMMERCIAL CORP | 376536108 | COM | 51,552 | $844,000 | thousands by filing date | |
| JOHNSON CONTROLS INT F | 478366107 | COM | 21,481 | $837,000 | thousands by filing date | |
| OPUS BK IRVINE CALIF | 684000102 | COM | 24,415 | $830,000 | thousands by filing date | |
| INNOVIVA INC | 45781M101 | COM | 65,507 | $825,000 | thousands by filing date | |
| DOUGLAS DYNAMICS INC | 25960R105 | COM | 35,800 | $820,000 | thousands by filing date | |
| RENAISSANCERE HLDGS LTD COM | G7496G103 | Stock | 6,825 | $818,000 | thousands by filing date | |
| BLUE BUFFALO PET PRODS INC | 09531U102 | COM | 31,703 | $813,000 | thousands by filing date | |
| GNC HLDGS INC | 36191G107 | COM CL A | 25,508 | $810,000 | thousands by filing date | |
| AEGION CORP | 00770F104 | COMMON STOCK | 38,200 | $806,000 | thousands by filing date | |
| SANGAMO THERAPEUTICS INC | 800677106 | COM | 130,700 | $791,000 | thousands by filing date | |
| SINCLAIR BROADCAST GROUP INC | 829226109 | CL A | 25,698 | $790,000 | thousands by filing date | |
| PETMED EXPRESS INC | 716382106 | COM | 43,421 | $778,000 | thousands by filing date | |
| C&J ENERGY SVCS LTD SHS | G3164Q101 | Stock | 546,146 | $770,000 | thousands by filing date | |
| SPARK ENERGY INC | 846511103 | CL A COM | 42,665 | $768,000 | thousands by filing date | |
| RR DONNELLEY + SONS CO | 257867101 | COM | 46,710 | $766,000 | thousands by filing date | |
| GRUPO FINANCIERO SANTANDER | 40053C105 | COMMON STOCK-FO | 84,726 | $765,000 | thousands by filing date | |
| INSIGHT ENTERPRISES INC | 45765U103 | COM | 26,645 | $763,000 | thousands by filing date | |
| MARATHON PETE CORP COM | 56585A102 | Stock | 2,918 | $759,000 | thousands by filing date | put |
| EAGLE PHARMACEUTICALS INC | 269796108 | COM | 18,700 | $757,000 | thousands by filing date | |
| BJS RESTAURANTS INC | 09180C106 | COM | 18,128 | $754,000 | thousands by filing date | |
| GREATBATCH INC | 39153L106 | COM | 21,100 | $752,000 | thousands by filing date | |
| VMWARE, INC. | 928563402 | CL A COM | 14,360 | $751,000 | thousands by filing date | |
| ARMOUR RESIDENTIAL REIT INC | 042315507 | COM NEW | 34,871 | $751,000 | thousands by filing date | |
| UNITED BANCORP INC OHIO | 909911109 | COM | 82,851 | $751,000 | thousands by filing date | |
| AGCO CORP | 001084102 | COM | 15,055 | $748,000 | thousands by filing date | |
| BLOCK H & R INC COM | 093671105 | Stock | 28,283 | $747,000 | thousands by filing date | |
| COMPASS DIVERSIFIED HOLDINGS | 20451Q104 | COMMON STOCK | 47,710 | $747,000 | thousands by filing date | |
| OCONEE FED FINL CORP | 675607105 | COM | 40,097 | $743,000 | thousands by filing date | |
| INSULET CORP | 45784PAD3 | NOTE 2.000% 6/1 | 767,000 | $742,000 | thousands by filing date | principal |
| SASOL LTD | 803866300 | SPONSORED ADR | 24,827 | $733,000 | thousands by filing date | |
| AECOM COM | 00766T100 | Stock | 23,776 | $732,000 | thousands by filing date | |
| DAUCH CORP | 024061103 | COM | 47,530 | $731,000 | thousands by filing date | |
| MERIDIAN BIOSCIENCE INC | 589584101 | COMMON STOCK | 35,300 | $728,000 | thousands by filing date | |
| QUAD / GRAPHICS INC | 747301109 | COM CL A | 56,056 | $726,000 | thousands by filing date | |
| CSRA INC | 12650T104 | COM | 26,844 | $722,000 | thousands by filing date | |
| ARGAN INC | 04010E109 | COM | 20,514 | $721,000 | thousands by filing date | |
| Prologis,Inc. | 74340W103 | COM | 16,195 | $715,000 | thousands by filing date | |
| DIAMOND OFFSHORE DRILLING IN | 25271C102 | COM | 32,844 | $714,000 | thousands by filing date | |
| CONTROLADORA VUELA COMP DE A | 21240E105 | SPON ADR RP 10 | 33,801 | $712,000 | thousands by filing date | |
| WILLIAM LYON HOMES-CL A | 552074700 | CL A | 49,067 | $711,000 | thousands by filing date | |
| RAYONIER ADVANCED MATLS INC | 75508B104 | COM | 74,419 | $707,000 | thousands by filing date | |
| CYS INVTS INC | 12673A108 | COM | 85,483 | $696,000 | thousands by filing date | |
| STATOIL ASA | 85771P102 | SPONSORED ADR | 44,138 | $687,000 | thousands by filing date | |
| PRICELINE.COM INC 1.000 | 741503AQ9 | DEBT 1.000% 3/1 | 479,000 | $687,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AY9 | NOTE 3.000%11/1 | 1,000,000 | $681,000 | thousands by filing date | principal |
| KITE PHARMA INC | 49803L109 | COM | 14,820 | $680,000 | thousands by filing date | |
| MARCHEX INC | 56624R108 | CMN | 152,415 | $679,000 | thousands by filing date | |
| ABAXIS INC | 002567105 | COM | 14,822 | $673,000 | thousands by filing date | |
| INCYTE CORP | 45337CAN2 | NOTE 1.250%11/1 | 425,000 | $668,000 | thousands by filing date | principal |
| ETHAN ALLEN INTERIORS INC | 297602104 | COM | 20,704 | $659,000 | thousands by filing date | |
| EURONET WORLDWIDE INC COM | 298736109 | Stock | 8,836 | $655,000 | thousands by filing date | |
| VENTAS INC COM | 92276F100 | REIT | 10,282 | $647,000 | thousands by filing date | |
| TEXTRON INC COM | 883203101 | Stock | 17,737 | $646,000 | thousands by filing date | |
| ISHARES 1-5 YEAR INVESTMENT GRADE CORPORATE BOND ETF | 464288646 | ETF | 6,100 | $643,000 | thousands by filing date | |
| CREE INC | 225447101 | COM | 22,050 | $642,000 | thousands by filing date | |
| NIC INC | 62914B100 | COM | 35,400 | $638,000 | thousands by filing date | |
| AG MTG INVT TR INC | 001228105 | COM | 48,703 | $636,000 | thousands by filing date | |
| OHIO VY BANC CORP | 677719106 | COM | 29,193 | $635,000 | thousands by filing date | |
| VERISIGN INC | 92343EAD4 | CORPORATE OBLIG | 245,000 | $634,000 | thousands by filing date | principal |
| AMEDISYS INC | 023436108 | COM | 13,100 | $633,000 | thousands by filing date | |
| HUMANA INC COM | 444859102 | Stock | 3,447 | $631,000 | thousands by filing date | |
| EVERI HLDGS INC | 30034T103 | COM | 275,401 | $631,000 | thousands by filing date | |
| COLLEGIUM PHARMACEUTICAL INC | 19459J104 | COM | 34,700 | $629,000 | thousands by filing date | |
| ENERGEN CORP | 29265N108 | COM | 2,176 | $609,000 | thousands by filing date | call |
| LIBERTY INTERACTIVE LLC | 530610AC8 | DEB 0.750 3/3 | 365,000 | $609,000 | thousands by filing date | principal |
| RLI CORP COM | 749607107 | Stock | 9,027 | $603,000 | thousands by filing date | |
| NAVIGATORS GROUP INC | 638904102 | COM | 7,173 | $602,000 | thousands by filing date | |
| PROOFPOINT INC | 743424103 | COM | 11,166 | $601,000 | thousands by filing date | |
| AIR LEASE CORP | 00912XAK0 | NOTE 3.875%12/0 | 450,000 | $600,000 | thousands by filing date | principal |
| RPC INC | 749660106 | COMMON STOCK | 42,258 | $599,000 | thousands by filing date | |
| NOVAGOLD RESOURCES INC | 66987E206 | COM NEW | 118,760 | $598,000 | thousands by filing date | |
| HUTCHMED CHINA LTD SPONSORED ADS | 44842L103 | ADR | 45,280 | $597,000 | thousands by filing date | |
| DTS INC | 23335C101 | COM | 26,996 | $588,000 | thousands by filing date | |
| WORKDAY INC | 98138HAD3 | NOTE 1.500% 7/1 | 494,000 | $582,000 | thousands by filing date | principal |
| WORLD ACCEP CORPORATION | 981419104 | COM | 15,304 | $580,000 | thousands by filing date | |
| CIVEO CORP CDA | 17878Y108 | COM | 471,041 | $580,000 | thousands by filing date | |
| PLANTRONICS INC NEW | 727493108 | COM | 14,533 | $570,000 | thousands by filing date | |
| TRULIA INC | 897888AB9 | NOTE 2.750%12/1 | 479,000 | $567,000 | thousands by filing date | principal |
| LADDER CAP CORP CL A | 505743104 | REIT | 45,320 | $565,000 | thousands by filing date | |
| CARA THERAPEUTICS INC | 140755109 | COM | 89,968 | $559,000 | thousands by filing date | |
| ARRAY DIGITAL INFRASTRUCTURE | 911684108 | COM | 12,228 | $558,000 | thousands by filing date | |
| EMERSON ELEC CO COM | 291011104 | Stock | 10,242 | $557,000 | thousands by filing date | |
| PALO ALTO NETWORKS INC | 697435105 | COM | 3,402 | $555,000 | thousands by filing date | |
| BENEFICIAL BANCORP INC | 08171T102 | COM | 40,528 | $555,000 | thousands by filing date | |
| Matrix Service Company | 576853105 | COM | 31,038 | $549,000 | thousands by filing date | |
| AMERICAN EQUITY INVT LIFE | 025676206 | COMMON STOCK | 32,481 | $546,000 | thousands by filing date | |
| BRIGGS & STRATTON CORP | 109043109 | COM | 22,787 | $545,000 | thousands by filing date | |
| CARTESIAN INC | 146534102 | COM ADDED | 268,164 | $544,000 | thousands by filing date | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 1,718 | $541,000 | thousands by filing date | put |
| PFENEX INC | 717071104 | COM | 54,659 | $538,000 | thousands by filing date | |
| AMERICAN COASTAL INSURANCE C | 910710102 | COMMON STOCK | 27,900 | $536,000 | thousands by filing date | |
| MARRIOTT INTL INC NEW CL A | 571903202 | Stock | 7,517 | $535,000 | thousands by filing date | |
| MICRON TECHNOLOGY INC | 595112AX1 | NOTE 3.125% 5/0 | 424,000 | $535,000 | thousands by filing date | principal |
| CALPINE CORP | 131347304 | COM | 35,174 | $534,000 | thousands by filing date | |
| AMTRUST FINL SVCS INC | 032359309 | COM | 20,478 | $530,000 | thousands by filing date | |
| VORNADO RLTY TR | 929042109 | SH BEN INT | 5,527 | $522,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 9,358 | $519,000 | thousands by filing date | |
| DR REDDYS LABS LTD ADR | 256135203 | ADR | 11,423 | $516,000 | thousands by filing date | |
| IAMGOLD CORP COM | 450913108 | Stock | 232,586 | $514,000 | thousands by filing date | |
| EXTREME NETWORKS INC | 30226D106 | COM | 165,021 | $513,000 | thousands by filing date | |
| TETRA TECH INC NEW | 88162G103 | COM | 17,190 | $513,000 | thousands by filing date | |
| QLOGIC CORP | 747277101 | COM | 38,095 | $512,000 | thousands by filing date | |
| UNITED RENTALS INC COM | 911363109 | Stock | 8,092 | $504,000 | thousands by filing date | |
| TERADATA CORP DEL | 88076W103 | COM | 19,207 | $504,000 | thousands by filing date | |
| LXP INDUSTRIAL TRUST | 529043101 | COM | 58,470 | $503,000 | thousands by filing date | |
| AMKOR TECHNOLOGY INC COM | 031652100 | Stock | 84,774 | $499,000 | thousands by filing date | |
| JONES LANG LASALLE INC COM | 48020Q107 | Stock | 4,205 | $493,000 | thousands by filing date | |
| INDEPENDENT BK CORP MICH | 453838609 | COM NEW | 33,872 | $493,000 | thousands by filing date | |
| REALTY INCOME CORP COM | 756109104 | REIT | 7,870 | $492,000 | thousands by filing date | |
| PIEDMONT REALTY TRUST INC | 720190206 | COM CL A | 24,238 | $492,000 | thousands by filing date | |
| CONTROL4 CORP | 21240D107 | COM | 61,681 | $491,000 | thousands by filing date | |
| DXP ENTERPRISES INC | 233377407 | COM NEW | 27,400 | $481,000 | thousands by filing date | |
| NEW YORK MORTGAGE TRUST INC | 649604501 | COM PAR $.02 | 99,318 | $471,000 | thousands by filing date | |
| SHIP FINANCE INTL LTD | G81075106 | SHS | 33,826 | $470,000 | thousands by filing date | |
| RESOURCE CAP CORP | 76120W708 | COM NEW | 41,485 | $467,000 | thousands by filing date | |
| WESTERN ASSET MTG CAP CORP | 95790D105 | COM | 46,272 | $465,000 | thousands by filing date | |
| NORTHERN DYNASTY MINERALS LTD COM NEW | 66510M204 | Stock | 1,413,501 | $459,000 | thousands by filing date | |
| COMPANHIA PARANAENSE ENERG C | 20441B407 | SPON ADR PFD | 57,946 | $459,000 | thousands by filing date | |
| SHINHAN FINANCIAL GROUP CO LTD SPN ADR RESTRD | 824596100 | ADR | 12,914 | $455,000 | thousands by filing date | |
| SERVICE CORP INTL COM | 817565104 | Stock | 18,430 | $455,000 | thousands by filing date | |
| HCP INC | 40414L109 | COM | 13,957 | $455,000 | thousands by filing date | |
| iShares Russell 2000 ETF | 464287655 | SHS | 1,023 | $447,000 | thousands by filing date | call |
| CBRE GROUP INC CL A | 12504L109 | Stock | 15,466 | $445,000 | thousands by filing date | |
| OREXIGEN THERAPEUTICS INC | 686164104 | COMMON STOCK | 784,907 | $442,000 | thousands by filing date | |
| AES CORP COM | 00130H105 | Stock | 37,175 | $438,000 | thousands by filing date | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 3,103 | $436,000 | thousands by filing date | put |
| AVG TECHNOLOGIES | N07831105 | SHS | 20,959 | $435,000 | thousands by filing date | |
| POLYCOM | 73172K104 | COMMON STOCK | 38,821 | $433,000 | thousands by filing date | |
| BAXALTA INC | 07177M103 | COM | 10,696 | $433,000 | thousands by filing date | |
| STARWOOD HOTELS&RESORTS WRLD | 85590A401 | COM | 5,112 | $426,000 | thousands by filing date | |
| LEAR CORP COM NEW | 521865204 | Stock | 3,800 | $422,000 | thousands by filing date | |
| MGIC INVESTMENT CORP | 552848AE3 | CORPORATE OBLIG | 332,000 | $418,000 | thousands by filing date | principal |
| B/E AEROSPACE INC | 073302101 | COM | 9,056 | $418,000 | thousands by filing date | |
| TIMBERLAND BANCORP INC | 887098101 | COMMON STOCK | 33,019 | $417,000 | thousands by filing date | |
| WHIRLPOOL CORP COM | 963320106 | Stock | 2,305 | $416,000 | thousands by filing date | |
| PETROLEO BRASILEIRO S A | 71654V101 | SP ADR NON VTG | 91,288 | $414,000 | thousands by filing date | |
| LEVEL 3 COMMUNICATIONS INC | 52729N308 | COM NEW | 7,841 | $414,000 | thousands by filing date | |
| VEDANTA LTD | 92242Y100 | SPONSORED ADR | 74,913 | $412,000 | thousands by filing date | |
| SPARTANNASH CO | 847215100 | COM | 13,598 | $412,000 | thousands by filing date | |
| TEVA PHARMACEUTICAL FIN LLC | 88163VAE9 | DBCV 0.250% 2/0 | 316,000 | $412,000 | thousands by filing date | principal |
| RADIAN GROUP INC COM | 750236101 | Stock | 32,770 | $406,000 | thousands by filing date | |
| NORTHSTAR ASSET | 66705Y104 | Common Stock | 35,314 | $401,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 3,000 | $399,000 | thousands by filing date | put |
| WINTHROP REALTY TRUST | 976391300 | SH B | 30,415 | $399,000 | thousands by filing date | |
| KBR INC COM | 48242W106 | Stock | 25,600 | $396,000 | thousands by filing date | |
| NEWMONT MINING CORP | 651639AJ5 | NOTE 1.625% 7/1 | 378,000 | $392,000 | thousands by filing date | principal |
| PIONEER ENERGY SVCS CORP | 723664108 | COM | 177,618 | $391,000 | thousands by filing date | |
| PHARMERICA CORP | 71714F104 | COM | 17,490 | $386,000 | thousands by filing date | |
| FIDELITY NATIONAL FINANCIAL | 31620RAE5 | NOTE 4.250% 8/1 | 205,000 | $383,000 | thousands by filing date | principal |
| TETRA TECHNOLOGIES INC DEL | 88162F105 | COM | 59,765 | $379,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0000902219-16-001171 | this filing | 2016-05-13 | acceptance time not in the bulk data set |