13F-HR filed by WELLINGTON MANAGEMENT GROUP LLP
WELLINGTON MANAGEMENT GROUP LLP filed this 13F-HR for the quarter ended 2016-12-31, filed 2017-02-14, with 2,172 holding rows worth $398,653,722,000.
- Accession
- 0000902219-17-000503
- Filer
- CIK 902219
- Filed
- 2017-02-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2016
A holdings report, 7,191 entries on the cover page, a total value of $398,653,722,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $398,653,737,000 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 Company LLP 028-16899
- included managerWellington Managment Canada LLC 028-16903
- included managerWellington Management Hong Kong Ltd 028-16904
- included managerWellington Management Japan Pte Ltd 028-16900
- included managerWellington Management Singapore Pte. Ltd. 028-16901
- included managerWellington Management International Ltd 028-16902
- included managerWellington Trust Company, NA
- included managerWellington Management Australia Ltd
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 |
|---|---|---|---|---|---|---|
| CASTLIGHT HEALTH INC CL B | 14862Q100 | Stock | 746,829 | $3,696,000 | thousands by filing date | |
| INC RESH HLDGS INC | 45329R109 | CL A | 70,202 | $3,692,000 | thousands by filing date | |
| PRESTIGE CONSMR HEALTHCARE I | 74112D101 | COM | 70,849 | $3,691,000 | thousands by filing date | |
| TILE SHOP HLDGS INC | 88677Q109 | COMMON STOCK | 188,133 | $3,678,000 | thousands by filing date | |
| KEY TECHNOLOGY INC | 493143101 | COM | 315,332 | $3,677,000 | thousands by filing date | |
| QUAD / GRAPHICS INC | 747301109 | COM CL A | 136,685 | $3,674,000 | thousands by filing date | |
| WP CAREY INC COM | 92936U109 | REIT | 62,025 | $3,665,000 | thousands by filing date | |
| ENOVIS CORP | 194014106 | COMMON STOCK | 101,696 | $3,655,000 | thousands by filing date | |
| FRANCESCAS HLDGS CORP | 351793104 | COM | 202,683 | $3,654,000 | thousands by filing date | |
| COMMERCE BANCSHARES INC | 200525103 | COM | 63,190 | $3,653,000 | thousands by filing date | |
| USANA HEALTH SCIENCES INC | 90328M107 | COMMON STOCK | 59,483 | $3,640,000 | thousands by filing date | |
| CBL & ASSOCIATES PROPERTIES IN | 124830100 | COM | 315,820 | $3,632,000 | thousands by filing date | |
| LULULEMON ATHLETICA INC | 550021109 | COM | 55,808 | $3,627,000 | thousands by filing date | |
| HUDBAY MINERALS INC COM | 443628102 | Stock | 632,306 | $3,621,000 | thousands by filing date | |
| CHART INDS INC | 16115Q308 | COM | 100,275 | $3,612,000 | thousands by filing date | |
| EXPRESS SCRIPTS HLDG CO | 30219G108 | COM | 52,476 | $3,610,000 | thousands by filing date | |
| CAMTEK LTD ORD | M20791105 | Stock | 1,096,501 | $3,607,000 | thousands by filing date | |
| MERITOR INC | 59001K100 | COMMON STOCK | 289,686 | $3,598,000 | thousands by filing date | |
| GOL LINHAS AEREAS INTELIGENT | 38045R206 | SPON ADR PFD NEW | 264,209 | $3,598,000 | thousands by filing date | |
| PROSHARES TR II SHT | 74347W627 | VIX ST TRM | 62,274 | $3,590,000 | thousands by filing date | put |
| WILLIAMS CLAYTON ENERGY INC | 969490101 | COM | 29,823 | $3,557,000 | thousands by filing date | |
| HSBC HLDGS PLC | 404280BC2 | NOTE 6.875%12/3 | 3,370,000 | $3,555,000 | thousands by filing date | principal |
| WHITEWAVE FOODS COMPANY | 966244105 | COMMON STOCK | 63,470 | $3,529,000 | thousands by filing date | |
| AGREE RLTY CORP COM | 008492100 | REIT | 76,594 | $3,527,000 | thousands by filing date | |
| POWERSHARES ETF TR II | 73937B597 | VAR RATE PFD POR | 143,000 | $3,519,000 | thousands by filing date | |
| DRIL-QUIP INC | 262037104 | COM | 58,551 | $3,516,000 | thousands by filing date | |
| COACH INC | 189754104 | COM | 100,354 | $3,514,000 | thousands by filing date | |
| DR REDDYS LABS LTD ADR | 256135203 | ADR | 77,553 | $3,512,000 | thousands by filing date | |
| LEXICON PHARMACEUTICALS INC | 528872302 | COMMON STOCK | 251,910 | $3,484,000 | thousands by filing date | |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 23,750 | $3,483,000 | thousands by filing date | put |
| COMPANIA DE MINAS BUENAVENTU | 204448104 | SPONSORED ADR | 307,927 | $3,474,000 | thousands by filing date | |
| WEIBO CORP SPONSORED ADR | 948596101 | ADR | 85,393 | $3,467,000 | thousands by filing date | |
| INTERDIGITAL INC COM | 45867G101 | Stock | 37,942 | $3,466,000 | thousands by filing date | |
| LEVEL 3 COMMUNICATIONS INC | 52729N308 | COM NEW | 61,334 | $3,456,000 | thousands by filing date | |
| NATIONAL BEVERAGE CORP COM | 635017106 | Stock | 67,279 | $3,436,000 | thousands by filing date | |
| HOSPITALITY PROPERTIES TRUST | 44106M102 | COM SH BEN INT | 108,002 | $3,428,000 | thousands by filing date | |
| SUPERIOR ENERGY SVCS INC | 868157108 | COM | 202,194 | $3,413,000 | thousands by filing date | |
| Hometown Bankshares Corp | 43787n108 | com | 372,735 | $3,411,000 | thousands by filing date | |
| WHITING PETE CORP NEW | 966387102 | COM | 282,154 | $3,392,000 | thousands by filing date | |
| SPROTT PHYSICAL GOLD SILVER | 153501101 | COM | 300,000 | $3,387,000 | thousands by filing date | |
| PBF LOGISTICS LP | 69318Q104 | UNIT LTD PTNR | 185,564 | $3,377,000 | thousands by filing date | |
| PDL BIOPHARMA INC | 69329Y104 | COM | 1,591,250 | $3,374,000 | thousands by filing date | |
| BLOCK H & R INC COM | 093671105 | Stock | 145,517 | $3,346,000 | thousands by filing date | |
| ENERGY TRANSFER PRTNRS L P | 29273R109 | UNIT LTD PARTN | 92,553 | $3,314,000 | thousands by filing date | |
| ESSA BANCORP INC COM | 29667D104 | Stock | 210,049 | $3,302,000 | thousands by filing date | |
| GIBRALTAR INDS INC | 374689107 | COM | 79,242 | $3,301,000 | thousands by filing date | |
| EMERGENT BIOSOLUTIONS INC | 29089Q105 | COM | 100,322 | $3,295,000 | thousands by filing date | |
| ING GROEP N V | 456837AE3 | DBCV 6.000%12/2 | 3,355,000 | $3,271,000 | thousands by filing date | principal |
| ROYAL BK OF SCOTLAND PLC | 780099CK1 | NOTE 8.000%12/3 | 3,415,000 | $3,270,000 | thousands by filing date | principal |
| COOPER TIRE & RUBR CO | 216831107 | COM | 83,982 | $3,263,000 | thousands by filing date | |
| Zagg, Inc. | 98884U108 | COM | 459,400 | $3,262,000 | thousands by filing date | |
| SELECT COMFORT CORP | 81616X103 | COM | 143,451 | $3,245,000 | thousands by filing date | |
| THOR INDS INC | 885160101 | COM | 32,400 | $3,242,000 | thousands by filing date | |
| STATOIL ASA | 85771P102 | SPONSORED ADR | 177,616 | $3,240,000 | thousands by filing date | |
| EIGER BIOPHARMACEUTICALS INC | 28249U105 | COM | 277,589 | $3,234,000 | thousands by filing date | |
| TRUECAR INC | 89785L107 | COM | 257,028 | $3,213,000 | thousands by filing date | |
| SHUTTERFLY INC | 82568P304 | COM | 64,027 | $3,213,000 | thousands by filing date | |
| BANC OF CALIFORNIA INC | 05990K106 | COMMON STOCK | 184,205 | $3,196,000 | thousands by filing date | |
| SOUND FINL BANCORP INC | 83607A100 | COM | 114,059 | $3,194,000 | thousands by filing date | |
| COOPER STANDARD HOLDING | 21676P103 | COMMON STOCK | 30,723 | $3,177,000 | thousands by filing date | |
| NORTHERN DYNASTY MINERALS LTD COM NEW | 66510M204 | Stock | 1,535,801 | $3,172,000 | thousands by filing date | |
| CAMECO CORP COM | 13321L108 | Stock | 300,543 | $3,147,000 | thousands by filing date | |
| BRANDYWINE RLTY TR | 105368203 | SH BEN INT NEW | 189,908 | $3,136,000 | thousands by filing date | |
| SHINHAN FINANCIAL GROUP CO LTD SPN ADR RESTRD | 824596100 | ADR | 83,302 | $3,135,000 | thousands by filing date | |
| ADVANTAGE OIL & GAS LTD | 00765F101 | COMMON STOCK-FO | 457,195 | $3,109,000 | thousands by filing date | |
| ONE GAS INC COM | 68235P108 | Stock | 48,565 | $3,106,000 | thousands by filing date | |
| ENTEGRA FINL CORP | 29363J108 | COM | 149,970 | $3,089,000 | thousands by filing date | |
| STRATTEC SECURITY CORP | 863111100 | COMMON STOCK | 76,465 | $3,082,000 | thousands by filing date | |
| SOCIEDAD QUIMICA Y MINERA DE C | 833635105 | SPON ADR SER B | 107,551 | $3,081,000 | thousands by filing date | |
| IF BANCORP INC | 44951J105 | COM | 166,337 | $3,077,000 | thousands by filing date | |
| POWERSHS DB MULTI SECT COMM DB | 73936B200 | ETF - EQUITY | 88,143 | $3,072,000 | thousands by filing date | |
| MACKINAC FINL CORP | 554571109 | COM | 228,076 | $3,072,000 | thousands by filing date | |
| GANNETT SPINCO INC | 36473H104 | COM | 313,852 | $3,047,000 | thousands by filing date | |
| SANCHEZ ENERGY CORP | 79970Y105 | COMMON STOCK | 337,034 | $3,043,000 | thousands by filing date | |
| INVESCO MORTGAGE CAPITAL INC | 46131B100 | COM | 207,588 | $3,031,000 | thousands by filing date | |
| SMART SAND INC | 83191H107 | COM | 182,472 | $3,020,000 | thousands by filing date | |
| KOPPERS HOLDINGS INC | 50060P106 | COM | 74,167 | $2,989,000 | thousands by filing date | |
| ATHENE HOLDING LTD | G0684D107 | CL A | 60,840 | $2,920,000 | thousands by filing date | |
| SELECT INCOME REIT | 81618T100 | COM SH BEN INT | 115,684 | $2,915,000 | thousands by filing date | |
| JOHNSON CTLS INTL PLC SHS | G51502105 | Stock | 70,599 | $2,908,000 | thousands by filing date | |
| ZIMMER BIOMET HOLDINGS INC COM | 98956P102 | Stock | 28,153 | $2,906,000 | thousands by filing date | |
| BIG LOTS INC | 089302103 | COM | 57,508 | $2,888,000 | thousands by filing date | |
| BARRACUDA NETWORKS INC | 068323104 | COM | 134,463 | $2,881,000 | thousands by filing date | |
| LOGMEIN INC | 54142L109 | COMMON STOCK | 29,828 | $2,879,000 | thousands by filing date | |
| COUNTY BANCORP INC | 221907108 | COM | 106,605 | $2,875,000 | thousands by filing date | |
| MAIDEN HOLDINGS LTD | G5753U112 | SHS | 164,470 | $2,870,000 | thousands by filing date | |
| NIVALIS THERAPEUTICS INC | 65481J109 | COM | 1,272,256 | $2,851,000 | thousands by filing date | |
| PRIMO WTR CORP | 74165N105 | COM | 231,950 | $2,848,000 | thousands by filing date | |
| TRIUMPH FINANCIAL INC | 89679E300 | COM | 108,301 | $2,832,000 | thousands by filing date | |
| AMBARELLA INC | G037AX101 | SHS | 52,314 | $2,832,000 | thousands by filing date | |
| GAP INC COM | 364760108 | Stock | 126,086 | $2,829,000 | thousands by filing date | |
| B/E AEROSPACE INC | 073302101 | COM | 46,984 | $2,828,000 | thousands by filing date | |
| Knight Capital Group, Inc. | 48244B100 | common stock | 213,308 | $2,827,000 | thousands by filing date | |
| KLA CORP | 482480100 | COM | 35,743 | $2,812,000 | thousands by filing date | |
| TRIPLE-S MGMT CORP | 896749108 | CL B | 135,682 | $2,809,000 | thousands by filing date | |
| Vanguard S&P 500 ETF | 922908363 | COM | 13,664 | $2,805,000 | thousands by filing date | |
| SEATTLE GENETICS INC | 812578102 | COM | 53,043 | $2,799,000 | thousands by filing date | |
| CBOE GLOBAL MKTS INC COM | 12503M108 | Stock | 37,347 | $2,760,000 | thousands by filing date | |
| ENTERPRISE BANCORP INC MASS COM | 293668109 | Stock | 73,368 | $2,756,000 | thousands by filing date | |
| TRINA SOLAR LIMITED | 89628E104 | SPON ADR | 295,912 | $2,752,000 | thousands by filing date | |
| PIONEER ENERGY SVCS CORP | 723664108 | COM | 400,346 | $2,743,000 | thousands by filing date | |
| Advanced Micro Devices,Inc. | 007903107 | COM | 241,811 | $2,742,000 | thousands by filing date | |
| EXPEDITORS INTL WASH INC COM | 302130109 | Stock | 51,569 | $2,731,000 | thousands by filing date | |
| SPDR SER TR | 78464A359 | BBG CONV SEC ETF | 59,806 | $2,730,000 | thousands by filing date | |
| BERRY GLOBAL GROUP INC | 08579W103 | COM | 56,010 | $2,730,000 | thousands by filing date | |
| GAMING & LEISURE P COM | 36467J108 | REIT | 89,136 | $2,729,000 | thousands by filing date | |
| LIMONEIRA CO | 532746104 | COM | 126,726 | $2,726,000 | thousands by filing date | |
| SERVICE CORP INTL COM | 817565104 | Stock | 95,932 | $2,724,000 | thousands by filing date | |
| WABASH NATIONAL CORP | 929566107 | COMMON STOCK | 170,575 | $2,698,000 | thousands by filing date | |
| MARVELL TECHNOLOGY GROUP LTD | G5876H105 | ORD | 193,682 | $2,687,000 | thousands by filing date | |
| OFG BANCORP | 67103X102 | COM | 204,023 | $2,673,000 | thousands by filing date | |
| SPLUNK INC | 848637104 | COM | 52,079 | $2,664,000 | thousands by filing date | |
| LATTICE SEMICONDUCTOR CORP COM | 518415104 | Stock | 360,092 | $2,651,000 | thousands by filing date | |
| VANDA PHARMACEUTICALS INC | 921659108 | COM | 165,959 | $2,647,000 | thousands by filing date | |
| TTM TECHNOLOGIES INC | 87305R109 | COM | 193,640 | $2,640,000 | thousands by filing date | |
| RAYONIER INC COM | 754907103 | REIT | 99,086 | $2,636,000 | thousands by filing date | |
| ON SEMICONDUCTOR CORP COM | 682189105 | Stock | 205,705 | $2,625,000 | thousands by filing date | |
| MEAD JOHNSON NUTRITION CO | 582839106 | COM | 37,099 | $2,625,000 | thousands by filing date | |
| DU PONT E I DE NEMOURS & CO | 263534109 | COM | 35,708 | $2,621,000 | thousands by filing date | |
| KB FINL GROUP INC SPONSORED ADR | 48241A105 | ADR | 73,917 | $2,609,000 | thousands by filing date | |
| CABELAS INC | 126804301 | COM | 44,451 | $2,603,000 | thousands by filing date | |
| ACADIA PHARMACEUTICALS INC | 004225108 | COM | 89,154 | $2,571,000 | thousands by filing date | |
| AMERICAN WTR WKS CO INC NEW COM | 030420103 | Stock | 35,420 | $2,563,000 | thousands by filing date | |
| DAVE & BUSTERS ENTMT INC | 238337109 | COM | 45,490 | $2,561,000 | thousands by filing date | |
| SPECTRUM BRANDS HLDGS INC | 84763R101 | COM | 20,908 | $2,558,000 | thousands by filing date | |
| SOUTHWESTERN ENERGY CO DEP SHS 120 B | 845467208 | Convertible Preferred | 100,439 | $2,558,000 | thousands by filing date | |
| KULICKE & SOFFA INDS INC | 501242101 | COM | 159,361 | $2,541,000 | thousands by filing date | |
| ARGAN INC | 04010E109 | COM | 35,833 | $2,528,000 | thousands by filing date | |
| RETAIL OPPORTUNITY INVESTMENTS | 76131N101 | COMMON STOCK | 119,084 | $2,517,000 | thousands by filing date | |
| ILLUMINA INC | 452327AH2 | NOTE 0.500% 6/1 | 2,616,000 | $2,506,000 | thousands by filing date | principal |
| VERINT SYS INC | 92343XAA8 | NOTE 1.500% 6/0 | 2,663,000 | $2,495,000 | thousands by filing date | principal |
| ROOKLINE BANCORP INC DEL | 11373M107 | COM | 152,002 | $2,493,000 | thousands by filing date | |
| COVENANT LOGISTICS GROUP INC | 22284P105 | CL A | 127,041 | $2,457,000 | thousands by filing date | |
| CONTROLADORA VUELA COMP DE A | 21240E105 | SPON ADR RP 10 | 162,006 | $2,437,000 | thousands by filing date | |
| DREW INDS INC | 26168L205 | COM NEW | 22,617 | $2,437,000 | thousands by filing date | |
| PATRIOT NATL INC | 70338T102 | COM | 523,407 | $2,434,000 | thousands by filing date | |
| TEXAS ROADHOUSE INC COM | 882681109 | Stock | 50,311 | $2,427,000 | thousands by filing date | |
| MEDIDATE SOLUTIONS INC | 58471A105 | COM | 48,592 | $2,414,000 | thousands by filing date | |
| PC TEL INC | 69325Q105 | COM | 447,303 | $2,406,000 | thousands by filing date | |
| CIT GROUP INC COM NEW | 125581801 | Stock | 56,241 | $2,400,000 | thousands by filing date | |
| PAYCOMSOFTWAREINC | 70432V102 | STOK | 51,992 | $2,365,000 | thousands by filing date | |
| MUELLER WTR PRODS INC COM SER A | 624758108 | Stock | 177,345 | $2,361,000 | thousands by filing date | |
| LUMINEX CORP | 55027E102 | COMMON STOCK | 116,319 | $2,353,000 | thousands by filing date | |
| MSG NETWORK INC | 553573106 | CL A | 109,135 | $2,347,000 | thousands by filing date | |
| SOLAR SENIOR CAPITAL LTD | 83416M105 | COM | 142,432 | $2,342,000 | thousands by filing date | |
| MONOGRAM RESIDENTIAL TR INC | 60979P105 | COM | 215,115 | $2,328,000 | thousands by filing date | |
| JETPAY CORP | 477177109 | COM | 1,034,782 | $2,328,000 | thousands by filing date | |
| STAPLES INC | 855030102 | COM | 256,541 | $2,322,000 | thousands by filing date | |
| LIGHT & WONDER INC COM | 80874P109 | Stock | 165,745 | $2,320,000 | thousands by filing date | |
| SB FINL GROUP INC | 78408D105 | COM | 144,498 | $2,319,000 | thousands by filing date | |
| SYNACOR INC | 871561106 | COM | 748,200 | $2,319,000 | thousands by filing date | |
| APOLLO GROUP INC | 037604105 | CL A | 233,438 | $2,311,000 | thousands by filing date | |
| Charles Schwab Corp | 808513105 | COM | 58,327 | $2,302,000 | thousands by filing date | |
| GREENBRIER COS INC | 393657101 | COM | 55,201 | $2,294,000 | thousands by filing date | |
| Vanguard Long-Term Corporate Bond ETF | 92206C813 | SHS | 25,514 | $2,280,000 | thousands by filing date | |
| PRIMERICA INC | 74164M108 | COM | 32,760 | $2,266,000 | thousands by filing date | |
| CRM 0.25 4/1/18 | 79466LAD6 | Bond 30/360P2 U | 1,935,000 | $2,252,000 | thousands by filing date | principal |
| FTAI AVIATION LTD | 34960P101 | COM | 168,317 | $2,239,000 | thousands by filing date | |
| MERCADOLIBREINC | 58733R102 | STOK | 14,264 | $2,228,000 | thousands by filing date | |
| WESTBURY BANCORP INC COM | 95727P106 | COM | 107,420 | $2,224,000 | thousands by filing date | |
| STRAYER ED INC | 863236105 | COM | 27,587 | $2,224,000 | thousands by filing date | |
| PEMBINA PIPELINE CORP COM | 706327103 | Stock | 70,602 | $2,209,000 | thousands by filing date | |
| DARLING INGREDIENTS INC COM | 237266101 | Stock | 170,909 | $2,207,000 | thousands by filing date | |
| GSV CAPITAL CORP | 36191J101 | COM | 437,760 | $2,202,000 | thousands by filing date | |
| ISHARES INC MSCI TAIWAN ETF | 46434G772 | MSCI TAIWAN ETF | 74,930 | $2,201,000 | thousands by filing date | |
| ENERSYS COM | 29275Y102 | Stock | 28,162 | $2,200,000 | thousands by filing date | |
| SB FINL GROUP INC DEP | 78408D204 | SHS PFD 6.5 | 156,000 | $2,200,000 | thousands by filing date | |
| CB FINANCIAL SERVICES INC | 12479G101 | COMMON STOCK | 84,306 | $2,179,000 | thousands by filing date | |
| UNIVERSAL INS HLDGS INC | 91359V107 | COM | 75,986 | $2,158,000 | thousands by filing date | |
| PRICELINE GRP INC | 741503AS5 | NOTE 0.350% 6/1 | 1,694,000 | $2,157,000 | thousands by filing date | principal |
| ADAPTIMMUNE THERAPEUTICS PLC | 00653A107 | SPONDS ADR | 518,523 | $2,100,000 | thousands by filing date | |
| RADWARE LTD | M81873107 | COMMON STOCK | 143,840 | $2,097,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 48,427 | $2,092,000 | thousands by filing date | put |
| MELROSE BANCORP INC | 585553100 | COM | 123,828 | $2,087,000 | thousands by filing date | |
| BOARDWALK PIPELINE PARTNERS | 096627104 | UT LTD PARTNER | 120,030 | $2,084,000 | thousands by filing date | |
| GREEN DOT CORP CLASS A | 39304D102 | CL A | 88,266 | $2,079,000 | thousands by filing date | |
| PRIVATEBANCORP INC | 742962103 | COM | 38,336 | $2,077,000 | thousands by filing date | |
| GLEN BURNIE BANCORP | 377407101 | COM | 180,539 | $2,076,000 | thousands by filing date | |
| FIRST AMERN FINL CORP | 31847R102 | COM | 56,606 | $2,074,000 | thousands by filing date | |
| WINTRUST FINL CORP COM | 97650W108 | Stock | 28,568 | $2,073,000 | thousands by filing date | |
| RPX CORP | 74972G103 | COM | 189,621 | $2,048,000 | thousands by filing date | |
| COLLECTORS UNIVERSE | 19421R200 | COMMON | 96,382 | $2,046,000 | thousands by filing date | |
| CHEMED CORP NEW | 16359R103 | COM | 12,677 | $2,034,000 | thousands by filing date | |
| UNITED SEC BANCSHARES CALIF | 911460103 | COM | 260,894 | $2,022,000 | thousands by filing date | |
| NXP SEMICONDUCTORS N V | 62952QAB6 | NOTE 1.000%12/0 | 1,775,000 | $2,020,000 | thousands by filing date | principal |
| INFORMATION SVCS GROUP INC | 45675Y104 | COM | 550,318 | $2,003,000 | thousands by filing date | |
| DUCOMMUN INC DEL | 264147109 | COM | 77,861 | $1,990,000 | thousands by filing date | |
| ENVESTNET INC | 29404KAA4 | NOTE 1.75012/1 | 2,086,000 | $1,988,000 | thousands by filing date | principal |
| CEMEX SAB DE CV | 151290BC6 | NOTE 3.750% 3/1 | 1,770,000 | $1,986,000 | thousands by filing date | principal |
| UNITED STATES STL CORP NEW | 912909108 | COM | 59,820 | $1,974,000 | thousands by filing date | |
| BILL BARRETT CORP | 06846N104 | COMMON STOCK | 281,484 | $1,967,000 | thousands by filing date | |
| VERMILION ENERGY INC COM | 923725105 | Stock | 46,397 | $1,954,000 | thousands by filing date | |
| KB HOME 1.375 | 48666KAS8 | NOTE 1.375% 2/0 | 2,001,000 | $1,947,000 | thousands by filing date | principal |
| HEALTHCARE | 42225P501 | CL A NEW | 66,081 | $1,924,000 | thousands by filing date | |
| FREQUENCY ELECTRONICS INC | 358010106 | COMMON STOCK | 177,700 | $1,919,000 | thousands by filing date | |
| MEDIFAST INC | 58470H101 | COM | 46,054 | $1,917,000 | thousands by filing date | |
| PETMED EXPRESS INC | 716382106 | COM | 83,048 | $1,916,000 | thousands by filing date | |
| CONAGRA FOODS INC | 205887102 | COM | 48,386 | $1,914,000 | thousands by filing date | |
| GREEN PLAINS INC | 393222104 | COM | 68,435 | $1,906,000 | thousands by filing date | |
| AKAMAI TECHNOLOGIES INC | 00971TAG6 | DBCV 2/1 | 1,835,000 | $1,906,000 | thousands by filing date | principal |
| INSTEEL INDS INC | 45774W108 | COM | 53,393 | $1,903,000 | thousands by filing date | |
| VWO | 922042858 | SHS | 53,018 | $1,897,000 | thousands by filing date | |
| SERES THERAPEUTICS INC | 81750R102 | COM | 191,476 | $1,896,000 | thousands by filing date | |
| ASSOCIATED BANC-CORP | 045487105 | COM | 76,570 | $1,891,000 | thousands by filing date | |
| ALLSCRIPTS HEALTHCARE SOLUTN | 01988PAD0 | NOTE 1.250% 7/0 | 1,995,000 | $1,868,000 | thousands by filing date | principal |
| FLAGSTAR BANCORP INC | 337930705 | COM PAR .001 | 69,207 | $1,864,000 | thousands by filing date | |
| MICRON TECHNOLOGY INC | 595112AX1 | NOTE 3.125% 5/0 | 817,000 | $1,863,000 | thousands by filing date | principal |
| NEW MEDIA INVT GROUP INC | 64704V106 | COM | 115,401 | $1,845,000 | thousands by filing date | |
| ALERE INC | 01449J105 | COM | 47,334 | $1,844,000 | thousands by filing date | |
| ONEOK PARTNERS LP LTD PARTN | 68268N103 | UNIT | 42,579 | $1,831,000 | thousands by filing date | |
| HORMEL FOODS CORP COM | 440452100 | Stock | 52,169 | $1,816,000 | thousands by filing date | |
| INTEL CORP | 458140AF7 | CORPORATE OBLIG | 1,030,000 | $1,816,000 | thousands by filing date | principal |
| AMERICAN INTL GROUP INC | 026874156 | *W EXP 01/19/202 | 77,364 | $1,815,000 | thousands by filing date | |
| KEYCORP COM | 493267108 | Stock | 99,331 | $1,814,000 | thousands by filing date | |
| WALKER&DUNLOPINC | 93148P102 | STOK | 58,027 | $1,811,000 | thousands by filing date | |
| SMARTFINANCIAL INC | 83190L208 | COMMON STOCK | 91,384 | $1,809,000 | thousands by filing date | |
| THE CAMPBELLS COMPANY COM | 134429109 | Stock | 29,881 | $1,807,000 | thousands by filing date | |
| PATRIOT TRANSPORTATION HOLDING | 70338W105 | COM | 77,306 | $1,801,000 | thousands by filing date | |
| CITRIX SYS INC | 177376AD2 | NOTE 0.500% 4/1 | 1,545,000 | $1,789,000 | thousands by filing date | principal |
| COVANTA HLDG CORP | 22282E102 | COM | 114,440 | $1,786,000 | thousands by filing date | |
| AbbVie,Inc. | 00287Y109 | COM | 28,283 | $1,771,000 | thousands by filing date | |
| RLJ LODGING TR COM | 74965L101 | REIT | 72,094 | $1,766,000 | thousands by filing date | |
| BED BATH & BEYOND INC | 075896100 | COM | 43,452 | $1,766,000 | thousands by filing date | |
| EASTMAN CHEM CO COM | 277432100 | Stock | 23,391 | $1,760,000 | thousands by filing date | |
| AMERICAN PUB ED INC | 02913V103 | COM | 71,464 | $1,754,000 | thousands by filing date | |
| WESTERN UN CO COM | 959802109 | Stock | 80,068 | $1,739,000 | thousands by filing date | |
| WORKDAY INC | 98138HAC5 | NOTE 0.750% 7/1 | 1,651,000 | $1,732,000 | thousands by filing date | principal |
| CAROLINA TR BANCSHARES INC | 14422P105 | COM | 268,214 | $1,717,000 | thousands by filing date | |
| HECLA MNG CO | 422704106 | COM | 326,324 | $1,710,000 | thousands by filing date | |
| Gulfport Energy | 402635304 | COM | 78,932 | $1,708,000 | thousands by filing date | |
| HYSTER-YALE INC | 449172105 | CL A | 26,694 | $1,702,000 | thousands by filing date | |
| ARK RESTAURANTS CORP | 040712101 | COM | 70,093 | $1,700,000 | thousands by filing date | |
| ENERGY RECOVERY INC | 29270J100 | COM | 164,131 | $1,699,000 | thousands by filing date | |
| UTS CF CORP | G20307123 | UNIT | 162,309 | $1,699,000 | thousands by filing date | |
| INTEL CORP | 458140AD2 | SDCV 2.950%12/1 | 1,250,000 | $1,689,000 | thousands by filing date | principal |
| AMAG PHARMACEUTICALS INC | 00163U106 | COM | 48,499 | $1,688,000 | thousands by filing date | |
| REGIONS FINANCIAL CORP NEW COM | 7591EP100 | Stock | 116,789 | $1,677,000 | thousands by filing date | |
| STURM, RUGER & COMPANY INC | 864159108 | COM | 31,721 | $1,671,000 | thousands by filing date | |
| WILLIAMS PARTNERS L P NEW | 96949L105 | COM UNIT LTD PAR | 43,886 | $1,669,000 | thousands by filing date | |
| PowerShares QQQ Trust Unit Ser | 73935A104 | COM | 4,633 | $1,667,000 | thousands by filing date | put |
| SMITH & WESSON BRANDS, INC. | 831756101 | COM | 78,784 | $1,661,000 | thousands by filing date | |
| NAVISTAR INTERNATIONAL | 63934E108 | COMMON STOCK | 52,760 | $1,655,000 | thousands by filing date | |
| PROOFPOINT INC | 743424AD5 | DBCV 0.750% 6/1 | 1,464,000 | $1,653,000 | thousands by filing date | principal |
| TIPTREE INC | 88822Q103 | COM | 267,963 | $1,648,000 | thousands by filing date | |
| NCI BUILDING SYSTEMS INC | 628852204 | COM | 104,150 | $1,630,000 | thousands by filing date | |
| DEPOMED INC | 249908104 | COM | 90,308 | $1,627,000 | thousands by filing date | |
| UMPQUA HOLDINGS | 904214103 | COM | 86,564 | $1,626,000 | thousands by filing date | |
| NATIONAL OILWELL VARCO INC | 637071101 | COM | 43,359 | $1,624,000 | thousands by filing date | |
| DDR CORP | 23317H102 | COM | 105,799 | $1,615,000 | thousands by filing date | |
| M/I HOMES INC | 55292PAA3 | NOTE 3.250% 9/1 | 1,417,000 | $1,607,000 | thousands by filing date | principal |
| IMPAX LABORATORIES INC | 45256B101 | COM | 121,200 | $1,606,000 | thousands by filing date | |
| PHOTRONICS INC | 719405102 | COM | 141,340 | $1,597,000 | thousands by filing date | |
| REDWOOD TR INC | 758075AB1 | NOTE 4.625% 4/1 | 1,592,000 | $1,589,000 | thousands by filing date | principal |
| COMPANHIA PARANAENSE ENERG C | 20441B407 | SPON ADR PFD | 187,340 | $1,588,000 | thousands by filing date | |
| CSS INDS INC | 125906107 | COMMON STOCK | 58,631 | $1,587,000 | thousands by filing date | |
| VERSUM MATLS INC | 92532W103 | COM | 56,445 | $1,585,000 | thousands by filing date | |
| RESMED INC COM | 761152107 | Stock | 25,507 | $1,583,000 | thousands by filing date | |
| CARDCONNECT CORP | 14141X116 | *W EXP 07/29/202 | 499,590 | $1,579,000 | thousands by filing date | |
| QUIDEL CORP | 74838JAA9 | NOTE 3.250%12/1 | 1,600,000 | $1,576,000 | thousands by filing date | principal |
| CENTENNIAL RESOURCE DEV INC | 15136A110 | *W EXP 10/11/202 | 188,062 | $1,570,000 | thousands by filing date | |
| WEB COM GROUP INC | 94733AAA2 | NOTE 1.000% 8/1 | 1,625,000 | $1,563,000 | thousands by filing date | principal |
| MDSO 1 8/01/18 | 58471AAB1 | Bond 30/360P2 U | 1,420,000 | $1,538,000 | thousands by filing date | principal |
| FOREST CITY ENTERPRISES | 345550AP2 | NOTE | 1,400,000 | $1,531,000 | thousands by filing date | principal |
| ORRSTOWN FINL SERVICES INC | 687380105 | COMMON STOCK | 68,235 | $1,528,000 | thousands by filing date | |
| JONESTOWN BK &TR CO PA COM | 48019R108 | COM | 303,720 | $1,519,000 | thousands by filing date | |
| CALLAWAY GOLF CO | 131193104 | COM | 138,225 | $1,515,000 | thousands by filing date | |
| CENTRAL FED CORP | 15346Q202 | COM NEW | 862,180 | $1,509,000 | thousands by filing date | |
| Aceto Corp | 004446AD2 | CONV BOND | 1,557,000 | $1,496,000 | thousands by filing date | principal |
| TRIPADVISOR INC | 896945201 | COM | 32,050 | $1,486,000 | thousands by filing date | |
| FIRST NBC BK HLDG CO COM | 32115D106 | COM | 202,471 | $1,478,000 | thousands by filing date | |
| BUCKLE INC COM | 118440106 | Stock | 64,456 | $1,469,000 | thousands by filing date | |
| BROWN FORMAN CORP CL B | 115637209 | Stock | 32,649 | $1,466,000 | thousands by filing date | |
| IDT CORP | 448947507 | CL B NEW | 78,989 | $1,464,000 | thousands by filing date | |
| PENNYMAC MTG INVT TR COM | 70931T103 | REIT | 88,173 | $1,443,000 | thousands by filing date | |
| BROADSOFT INC | 11133BAB8 | NOTE 1.500% 7/0 | 1,255,000 | $1,441,000 | thousands by filing date | principal |
| LESAKA TECHNOLOGIES INC | 64107N206 | CMN | 125,364 | $1,439,000 | thousands by filing date | |
| ENANTA PHARMACEUTICALS INC | 29251M106 | COM | 42,878 | $1,437,000 | thousands by filing date | |
| SENIOR HSG PPTYS TR | 81721M109 | SH BEN INT | 75,483 | $1,429,000 | thousands by filing date | |
| VOYAGER THERAPEUTICS INC | 92915B106 | COMMON STOCK | 111,862 | $1,425,000 | thousands by filing date | |
| COEUR MNG INC COM NEW | 192108504 | Stock | 156,310 | $1,421,000 | thousands by filing date | |
| REALTY INCOME CORP COM | 756109104 | REIT | 24,725 | $1,421,000 | thousands by filing date | |
| CORNERSTONE ONDEMAND INC | 21925YAB9 | NOTE 1.500% 7/0 | 1,354,000 | $1,408,000 | thousands by filing date | principal |
| POSCO HOLDINGS INC SPONSORED ADR | 693483109 | ADR | 26,770 | $1,407,000 | thousands by filing date | |
| ACORDA THERAPEUTICS INC | 00484M106 | COM | 74,366 | $1,398,000 | thousands by filing date | |
| HNI CORP COM | 404251100 | Stock | 24,680 | $1,380,000 | thousands by filing date | |
| GRANITE CONSTR INC COM | 387328107 | Stock | 25,050 | $1,378,000 | thousands by filing date | |
| TWITTER INC | 90184LAD4 | NOTE 1.000% 9/1 | 1,495,000 | $1,375,000 | thousands by filing date | principal |
| ENCORE WIRE CORP | 292562105 | COM | 31,689 | $1,374,000 | thousands by filing date | |
| WORKDAY INC | 98138HAD3 | NOTE 1.500% 7/1 | 1,244,000 | $1,372,000 | thousands by filing date | principal |
| AIR PRODS & CHEMS INC | 009158106 | COM | 9,511 | $1,367,000 | thousands by filing date | |
| GENUINE PARTS CO COM | 372460105 | Stock | 14,305 | $1,367,000 | thousands by filing date | |
| J2 GLOBAL INC | 48123VAC6 | NOTE 3.250% 6/1 | 1,035,000 | $1,367,000 | thousands by filing date | principal |
| BOTTOMLINE TECH DEL INC | 101388AA4 | NOTE 1.500%12/0 | 1,330,000 | $1,367,000 | thousands by filing date | principal |
| FINISH LINE/THE CL A | 317923100 | COM | 72,600 | $1,365,000 | thousands by filing date | |
| UNITED THERAPEUTICS CORP DEL COM | 91307C102 | Stock | 9,503 | $1,363,000 | thousands by filing date | |
| PINNACLE FINANCIAL PARTNERS IN | 72346Q104 | COM | 19,580 | $1,357,000 | thousands by filing date | |
| HSBC HLDGS PLC | 404280AR0 | DBCV 5.625%12/3 | 1,375,000 | $1,356,000 | thousands by filing date | principal |
| UNIVERSAL HEALTH RLTY INCOME | 91359E105 | REIT | 20,660 | $1,355,000 | thousands by filing date | |
| AKEBIA THERAPEUTICS INC | 00972D105 | COMMON STOCK | 129,500 | $1,348,000 | thousands by filing date | |
| INTEGRATED DEVICE TECHNOLOGY | 458118AC0 | NOTE 0.87511/1 | 1,305,000 | $1,343,000 | thousands by filing date | principal |
| UNIVERSAL CORP VA MTNS BK ENT COM | 913456109 | Stock | 20,822 | $1,328,000 | thousands by filing date | |
| INCYTE CORP | 45337CAN2 | NOTE 1.250%11/1 | 647,000 | $1,313,000 | thousands by filing date | principal |
| CHART INDUSTRIES INC | 16115QAC4 | NOTE | 1,331,000 | $1,302,000 | thousands by filing date | principal |
| LIBERTY INTERACTIVE LLC | 530610AD6 | NOTE 1.750% 9/1 | 1,205,000 | $1,295,000 | thousands by filing date | principal |
| CTRIP COM INTL LTD | 22943F100 | AMERICAN DEP SHS | 32,311 | $1,293,000 | thousands by filing date | |
| BANK OF NY MELLON CORP COM | 064058100 | Stock | 26,893 | $1,274,000 | thousands by filing date | |
| TARENA INTL INC | 876108101 | SPONSORED ADS | 83,790 | $1,256,000 | thousands by filing date | |
| PETROLEO BRASILEIRO S A | 71654V101 | SP ADR NON VTG | 141,282 | $1,245,000 | thousands by filing date | |
| JINKOSOLAR HOLDING COMPANY,LIM | 47759T100 | SPONSORED ADR | 81,382 | $1,240,000 | thousands by filing date | |
| ASPEN INSURANCE HOLDINGS LTD | G05384105 | SHS | 22,498 | $1,237,000 | thousands by filing date | |
| CHIASMA INC | 16706W102 | COM | 629,108 | $1,226,000 | thousands by filing date | |
| SFLY 0.25 5/18 | 82568PAB2 | Bond 30/360P2 U | 1,203,000 | $1,217,000 | thousands by filing date | principal |
| CROWN CASTLE INC COM | 22822V101 | REIT | 13,849 | $1,201,000 | thousands by filing date | |
| YANDEX N.V. | 98474TAB3 | 1.125% CNV BDS 15/12/18 USD | 1,268,000 | $1,201,000 | thousands by filing date | principal |
| FIBROGEN INC | 31572Q808 | COM | 55,926 | $1,197,000 | thousands by filing date | |
| UNIT CORP | 909218109 | COM | 44,409 | $1,193,000 | thousands by filing date | |
| RYLAND GROUP 0.250 | 783764AS2 | NOTE 0.250% 6/0 | 1,275,000 | $1,187,000 | thousands by filing date | principal |
| CHICAGO BRIDGE & IRON CO NV | 167250109 | N Y REGISTRY SH | 37,212 | $1,181,000 | thousands by filing date | |
| FORTIS INC | 349553107 | COM | 37,977 | $1,173,000 | thousands by filing date | |
| GARMIN LTD SHS | H2906T109 | Stock | 23,930 | $1,161,000 | thousands by filing date | |
| CYPRESS SEMICONDUCTOR CORP | 232806109 | COM | 101,385 | $1,159,000 | thousands by filing date | |
| TURQUOISE HILL RESOURCES LTD | 900435108 | COMMON STOCK-FO | 359,370 | $1,156,000 | thousands by filing date | |
| Media General Ord Shs | 58441K100 | COM | 61,168 | $1,152,000 | thousands by filing date | |
| HARDINGE INC | 412324303 | COM | 103,126 | $1,143,000 | thousands by filing date | |
| STRATASYS LTD | M85548101 | SHS | 68,848 | $1,139,000 | thousands by filing date | |
| MURPHY OIL CORP COM | 626717102 | Stock | 36,490 | $1,136,000 | thousands by filing date | |
| ADVANSIX INC | 00773T101 | COM | 51,281 | $1,135,000 | thousands by filing date | |
| CAL MAINE FOODS INC COM NEW | 128030202 | Stock | 25,519 | $1,128,000 | thousands by filing date | |
| TEAM HEALTH HOLDINGS INC | 87817A107 | COMMON STOCK | 25,947 | $1,127,000 | thousands by filing date | |
| BENCHMARK ELECTRS INC COM | 08160H101 | Stock | 36,905 | $1,125,000 | thousands by filing date | |
| ADIENT PLC | G0084W101 | ORD SHS | 19,171 | $1,123,000 | thousands by filing date | |
| HERITAGE CRYSTAL CLEAN INC | 42726M106 | COM | 71,402 | $1,121,000 | thousands by filing date | |
| GENWORTH FINL INC | 37247D106 | COM SHS | 291,902 | $1,112,000 | thousands by filing date | |
| BED BATH & BEYOND INC | 690370101 | COM | 63,120 | $1,105,000 | thousands by filing date | |
| NEW RELIC INC | 64829B100 | COMMON STOCK | 38,533 | $1,089,000 | thousands by filing date | |
| INVENSENSE INC | 46123D205 | COM | 84,491 | $1,081,000 | thousands by filing date | |
| SASOL LTD | 803866300 | SPONSORED ADR | 37,748 | $1,079,000 | thousands by filing date | |
| SKECHERS U S A INC | 830566105 | CL A | 43,914 | $1,078,000 | thousands by filing date | |
| GRAMERCY PPTY TR COM | 385002100 | Stock | 116,819 | $1,072,000 | thousands by filing date | |
| DCP MIDSTREAM LP | 23311P100 | COM UT LTD PTN | 27,890 | $1,070,000 | thousands by filing date | |
| CEMEX SAB DE CV SPON ADR NEW | 151290889 | ADR | 132,694 | $1,065,000 | thousands by filing date | |
| IXIA | 45071R109 | COM | 66,179 | $1,065,000 | thousands by filing date | |
| PEBBLEBROOK HOTEL TR | 70509V100 | COM | 35,600 | $1,059,000 | thousands by filing date | |
| WELLTOWER INC COM | 95040Q104 | REIT | 15,760 | $1,055,000 | thousands by filing date | |
| SKYWEST INC COM | 830879102 | Stock | 28,913 | $1,054,000 | thousands by filing date | |
| ENDOLOGIX INC | 29266SAB2 | NOTE 3.25011/0 | 1,200,000 | $1,049,000 | thousands by filing date | principal |
| SPARTANNASH CO | 847215100 | COM | 26,103 | $1,032,000 | thousands by filing date | |
| INNOPHOS HOLDINGS INC | 45774N108 | COMMON STOCK | 19,712 | $1,030,000 | thousands by filing date | |
| MURPHY USA INC COM | 626755102 | Stock | 16,738 | $1,029,000 | thousands by filing date | |
| SANFILIPPO JOHN B & SON INC | 800422107 | COM | 14,608 | $1,028,000 | thousands by filing date | |
| APOLLO COML REAL ESTATE FIN | 03762U105 | COM | 61,713 | $1,025,000 | thousands by filing date | |
| DYNEGY INC NEW DEL | 26817R108 | COM | 120,664 | $1,021,000 | thousands by filing date | |
| CATABASIS PHARMACEUTICALS IN | 14875P107 | COM | 281,327 | $1,016,000 | thousands by filing date | |
| HERTZ GLOBAL HLDGS INC | 42806J106 | COM | 47,078 | $1,015,000 | thousands by filing date | |
| TELUS CORPORATION COM | 87971M103 | Stock | 31,620 | $1,008,000 | thousands by filing date | |
| LPL FINL HLDGS INC COM | 50212V100 | Stock | 28,548 | $1,006,000 | thousands by filing date | |
| SOUTHWEST BANCORP INC/OKLA | 844767103 | COM | 34,650 | $1,005,000 | thousands by filing date | |
| ASB BANCORP INC N C | 00213T109 | COM | 34,043 | $996,000 | thousands by filing date | |
| AEGION CORP | 00770F104 | COMMON STOCK | 41,867 | $993,000 | thousands by filing date | |
| MICRON TECHNOLOGY INC | 595112AY9 | NOTE 3.000%11/1 | 1,000,000 | $993,000 | thousands by filing date | principal |
| YUM BRANDS INC COM | 988498101 | Stock | 15,626 | $990,000 | thousands by filing date | |
| EXTREME NETWORKS INC | 30226D106 | COM | 196,104 | $986,000 | thousands by filing date | |
| BANK OF COMMERCE HOLDINGS | 06424J103 | COMMON STOCK NPV | 103,196 | $980,000 | thousands by filing date | |
| NEWS CORP NEW CL A | 65249B109 | Stock | 85,326 | $978,000 | thousands by filing date | |
| ORASURE TECHNOLOGIES INC | 68554V108 | COM | 111,383 | $978,000 | thousands by filing date | |
| DIGITALGLOBE INC | 25389M877 | COM | 33,916 | $972,000 | thousands by filing date | |
| RAYONIER ADVANCED MATLS INC | 75508B104 | COM | 62,750 | $970,000 | thousands by filing date | |
| DST SYS INC DEL | 233326107 | COM | 8,964 | $960,000 | thousands by filing date | |
| UNION BANKSHARES CORP | 90539J109 | COM | 26,780 | $957,000 | thousands by filing date | |
| PROGRESS SOFTWARE CORP COM | 743312100 | Stock | 29,879 | $954,000 | thousands by filing date | |
| GOLD FIELDS LTD SPONSORED ADR | 38059T106 | ADR | 316,767 | $954,000 | thousands by filing date | |
| Progressive Corporation | 743315103 | COM | 26,756 | $949,000 | thousands by filing date | |
| OIL STS INTL INC | 678026105 | COM | 24,170 | $943,000 | thousands by filing date | |
| ALARM COM HLDGS INC COM | 011642105 | Stock | 33,836 | $942,000 | thousands by filing date | |
| TEXTRON INC COM | 883203101 | Stock | 19,384 | $941,000 | thousands by filing date | |
| SCHEIN HENRY INC | 806407102 | COM | 6,197 | $940,000 | thousands by filing date | |
| INTERNATIONAL SPEEDWAY CORP | 460335201 | COMMON STOCK | 25,470 | $937,000 | thousands by filing date | |
| UNITED FINL BANCORP INC NEW | 910304104 | COM | 51,600 | $937,000 | thousands by filing date | |
| CME Group Inc. Class A | 12572Q105 | COM | 8,065 | $930,000 | thousands by filing date | |
| HEALTHSOUTH CORP | 421924309 | COM NEW | 22,223 | $916,000 | thousands by filing date | |
| CNOOC LIMITED | 126132109 | SPONSORED ADR | 7,370 | $914,000 | thousands by filing date | |
| BRIGGS & STRATTON CORP | 109043109 | COM | 41,044 | $914,000 | thousands by filing date | |
| MOVADO GROUP INC COM | 624580106 | Stock | 31,325 | $900,000 | thousands by filing date | |
| WHOLE FOODS MKT INC | 966837106 | COM | 29,141 | $896,000 | thousands by filing date | |
| FAUQUIER BANKSHARES INC VA | 312059108 | COM | 55,409 | $895,000 | thousands by filing date | |
| ATN INTERNATIONAL INC | 00215F107 | COMMON STOCK | 11,106 | $890,000 | thousands by filing date | |
| HOME FED BANCORP INC LA NEW | 43708L108 | COM | 33,066 | $888,000 | thousands by filing date | |
| HALYARD HEALTH INC | 40650V100 | COM | 23,871 | $883,000 | thousands by filing date | |
| ISHARES TR | 464287556 | ISHARES BIOTECH | 350 | $881,000 | thousands by filing date | put |
| ARCHROCK INC | 03957W106 | COM | 66,470 | $877,000 | thousands by filing date | |
| OMEGA HEALTHCARE INVS INC COM | 681936100 | REIT | 27,871 | $871,000 | thousands by filing date | |
| EP ENERGY CORP | 268785102 | CL A | 132,330 | $867,000 | thousands by filing date | |
| NICOLET BANKSHARES INC | 65406E102 | COM | 18,149 | $866,000 | thousands by filing date | |
| NETAPP INC COM | 64110D104 | Stock | 24,411 | $861,000 | thousands by filing date | |
| DOLBY LABORATORIES INC COM CL A | 25659T107 | Stock | 19,021 | $860,000 | thousands by filing date | |
| URBAN OUTFITTERS INC | 917047102 | COM | 30,213 | $860,000 | thousands by filing date | |
| Malvern Bancorp, Inc. | 561409103 | Common Stock | 40,607 | $859,000 | thousands by filing date | |
| STANDEX INTL CORP | 854231107 | COM | 9,771 | $858,000 | thousands by filing date | |
| COMPASS DIVERSIFIED HOLDINGS | 20451Q104 | COMMON STOCK | 47,710 | $854,000 | thousands by filing date | |
| TRONOX LTD | Q9235V101 | SHS CL A | 82,856 | $854,000 | thousands by filing date | |
| SCIENCE APPLICATIONS INTL CORP COM | 808625107 | Stock | 9,984 | $847,000 | thousands by filing date | |
| NIC INC | 62914B100 | COM | 35,400 | $846,000 | thousands by filing date | |
| ABEONA THERAPEUTICS INC | 00289Y107 | COM | 174,290 | $845,000 | thousands by filing date | |
| OLD NATL BANCORP IND | 680033107 | COM | 46,416 | $843,000 | thousands by filing date | |
| PLANTRONICS INC NEW | 727493108 | COM | 15,265 | $836,000 | thousands by filing date | |
| AMC NETWORKS INC | 00164V103 | CL A | 15,945 | $834,000 | thousands by filing date | |
| AMPHASTAR PHARMACEUTICALS IN | 03209R103 | COM | 45,186 | $832,000 | thousands by filing date | |
| PACIRA BIOSCIENCES INC COM | 695127100 | Stock | 25,691 | $830,000 | thousands by filing date | |
| WEC ENERGY GROUP INC COM | 92939U106 | Stock | 14,148 | $830,000 | thousands by filing date | |
| GRUPO FINANCIERO SANTANDER | 40053C105 | COMMON STOCK-FO | 115,399 | $830,000 | thousands by filing date | |
| XENIA HOTELS & RESORTS INC COM | 984017103 | REIT | 42,496 | $826,000 | thousands by filing date | |
| WORLD ACCEP CORPORATION | 981419104 | COM | 12,774 | $821,000 | thousands by filing date | |
| VENTAS INC COM | 92276F100 | REIT | 12,840 | $803,000 | thousands by filing date | |
| EVOGENE LTD | M4119S104 | SHS | 157,585 | $803,000 | thousands by filing date | |
| L-3 COMMUNICATIONS HLDGS INC | 502424104 | COM | 5,260 | $800,000 | thousands by filing date | |
| ALLIED WRLD ASSUR COM HLDG A | H01531104 | SHS | 14,843 | $797,000 | thousands by filing date | |
| CORNERSTONE ONDEMAND INC COM | 21925Y103 | Stock | 18,700 | $791,000 | thousands by filing date | |
| TRULIA INC | 897888AB9 | NOTE 2.750%12/1 | 479,000 | $787,000 | thousands by filing date | principal |
| PROGENICS PHARMACEUTICALS IN | 743187106 | COM | 91,035 | $786,000 | thousands by filing date | |
| OCONEE FED FINL CORP | 675607105 | COM | 33,256 | $782,000 | thousands by filing date | |
| AMERICAN RAILCAR INDUSTRIES | 02916P103 | COMMON STOCK | 17,158 | $777,000 | thousands by filing date | |
| STAG INDUSTRIAL INC | 85254J102 | COM | 32,503 | $776,000 | thousands by filing date | |
| OMEGA PROTEIN CORP | 68210P107 | COM | 30,898 | $774,000 | thousands by filing date | |
| SILVER SPRING NETWORKS INC | 82817Q103 | COM | 57,915 | $770,000 | thousands by filing date | |
| ALLERGAN PLC | G0177J116 | PFD CONV SER A | 1,010 | $770,000 | thousands by filing date | |
| SABRA HEALTH CARE REIT INC COM | 78573L106 | REIT | 31,500 | $769,000 | thousands by filing date | |
| LIVANOVA PLC | G5509L101 | SHS | 16,931 | $761,000 | thousands by filing date | |
| INGLES MKTS INC CL A | 457030104 | Stock | 15,799 | $760,000 | thousands by filing date | |
| ARMOUR RESIDENTIAL REIT INC | 042315507 | COM NEW | 34,871 | $756,000 | thousands by filing date | |
| PRICELINE.COM INC 1.000 | 741503AQ9 | DEBT 1.000% 3/1 | 479,000 | $754,000 | thousands by filing date | principal |
| ORION ENERGY SYSTEMS INC | 686275108 | COM | 347,058 | $753,000 | thousands by filing date | |
| AK STEEL HOLDING CORP | 001547108 | COM | 73,158 | $747,000 | thousands by filing date | |
| ISHARES MSCI EAFE SMALL-CAP ETF | 464288273 | ETF | 14,928 | $744,000 | thousands by filing date | |
| BLUEROCK RESIDENTIAL GWT REI | 09627J102 | COM CL A | 53,750 | $737,000 | thousands by filing date | |
| INDEPENDENT BK CORP MICH | 453838609 | COM NEW | 33,872 | $735,000 | thousands by filing date | |
| LIGHTPATH TECHNOLOGIES INC | 532257805 | COM CL A | 475,700 | $733,000 | thousands by filing date | |
| INNOVIVA INC | 45781M101 | COM | 68,491 | $733,000 | thousands by filing date | |
| AG MTG INVT TR INC | 001228105 | COM | 42,853 | $733,000 | thousands by filing date | |
| POWERSHS DB MULTI SECT COMM | 73936B101 | DB ENERGY FUND | 52,727 | $728,000 | thousands by filing date | |
| FEDERAL REALTY INVESTMENT TRUS | 313747206 | SH BEN INT NEW | 5,079 | $722,000 | thousands by filing date | |
| B2GOLD CORP COM | 11777Q209 | Stock | 301,453 | $717,000 | thousands by filing date | |
| CARE CAP PPTYS INC | 141624106 | COM | 28,091 | $703,000 | thousands by filing date | |
| MITEK SYS INC | 606710200 | COM NEW | 113,307 | $697,000 | thousands by filing date | |
| CMS ENERGY CORP COM | 125896100 | Stock | 16,317 | $679,000 | thousands by filing date | |
| MEDICAL PROPERTIES TRUST INC COM | 58463J304 | REIT | 54,600 | $672,000 | thousands by filing date | |
| BJS RESTAURANTS INC | 09180C106 | COM | 17,106 | $672,000 | thousands by filing date | |
| WESTMORELAND COAL CO XXX | 960878106 | COM | 37,996 | $671,000 | thousands by filing date | |
| CAPSTEAD MTG CORP | 14067E506 | COM NO PAR | 65,326 | $665,000 | thousands by filing date | |
| CYS INVTS INC | 12673A108 | COM | 85,483 | $661,000 | thousands by filing date | |
| PIEDMONT REALTY TRUST INC | 720190206 | COM CL A | 31,453 | $657,000 | thousands by filing date | |
| VORNADO RLTY TR | 929042109 | SH BEN INT | 6,282 | $656,000 | thousands by filing date | |
| ACUITY INC COM | 00508Y102 | Stock | 2,813 | $649,000 | thousands by filing date | |
| CORINDUS VASCULAR ROBOTICS I | 218730109 | COM | 920,429 | $643,000 | thousands by filing date | |
| ANTHEM INC | 94973VBG1 | NOTE 2.750%10/1 | 322,000 | $641,000 | thousands by filing date | principal |
| METALDYNE PERFORMANCE GROUP | 59116R107 | COM | 27,801 | $639,000 | thousands by filing date | |
| KRATOS DEFENSE & SEC SOLUTIO | 50077B207 | COM NEW | 85,885 | $635,000 | thousands by filing date | |
| INNOSPEC INC | 45768S105 | COM | 9,244 | $633,000 | thousands by filing date | |
| LXP INDUSTRIAL TRUST | 529043101 | COM | 58,470 | $631,000 | thousands by filing date | |
| COMFORT SYS USA INC COM | 199908104 | Stock | 18,892 | $629,000 | thousands by filing date | |
| RUDOLPH TECHNOLOGIES INC | 781270103 | COM | 26,949 | $629,000 | thousands by filing date | |
| HEALTHWAYS INC | 422245100 | COM | 27,365 | $622,000 | thousands by filing date | |
| PIER 1 IMPORTS INC | 720279108 | COM | 72,596 | $620,000 | thousands by filing date | |
| NORTHERN OIL & GAS INC NEV | 665531109 | COM | 225,226 | $619,000 | thousands by filing date | |
| MAINSOURCE FINANCIAL GP INC | 56062Y102 | COM | 17,874 | $615,000 | thousands by filing date | |
| CLOROX CO DEL | 189054109 | COM | 5,054 | $607,000 | thousands by filing date | |
| AU OPTRONICS CORP | 002255107 | SPONSORED ADR | 171,580 | $607,000 | thousands by filing date | |
| AIR LEASE CORP | 00912XAK0 | NOTE 3.875%12/0 | 450,000 | $605,000 | thousands by filing date | principal |
| INSYS THERAPEUTICS INC | 45824V209 | COMMON STOCK | 65,603 | $604,000 | thousands by filing date | |
| FAIRPOINT COMMUNICATIONS INC | 305560302 | COM NEW | 32,248 | $604,000 | thousands by filing date | |
| KNOLL INC | 498904200 | COM NEW | 21,550 | $601,000 | thousands by filing date | |
| SYNAPTICS INC COM | 87157D109 | Stock | 11,197 | $600,000 | thousands by filing date | |
| MYRIAD GENETICS INC | 62855J104 | COM | 35,793 | $597,000 | thousands by filing date | |
| SPDR SER TR | 78464A870 | S&P BIOTECH | 10,000 | $592,000 | thousands by filing date | |
| URBAN EDGE PPTYS | 91704F104 | COM | 21,507 | $592,000 | thousands by filing date | |
| CYBERARK SOFTWARE LTD SHS | M2682V108 | Stock | 12,844 | $584,000 | thousands by filing date | |
| IRONWOOD PHARMACEUTICALS INC | 46333XAD0 | DBCV 2.250% 6/1 | 511,000 | $584,000 | thousands by filing date | principal |
| COLUMBIA ETF TR I | 19762B889 | I INDIA SML CP ETF | 41,294 | $582,000 | thousands by filing date | |
| NORTHWESTERN ENERGY GROUP INC COM NEW | 668074305 | Stock | 10,221 | $581,000 | thousands by filing date | |
| Emergent Capital | 29102N105 | Com | 479,541 | $580,000 | thousands by filing date | |
| FIDELITY & GTY LIFE COM | 315785105 | Stock | 24,469 | $580,000 | thousands by filing date | |
| CLOVIS ONCOLOGY INC | 189464100 | COM | 13,000 | $577,000 | thousands by filing date | |
| LEUCADIA NATL CORP | 527288104 | COM | 24,618 | $572,000 | thousands by filing date | |
| CITIZENS FIRST CORP | 17462Q107 | COM | 31,544 | $568,000 | thousands by filing date | |
| Bristol-Myers Squibb Company | 110122108 | COM | 750 | $563,000 | thousands by filing date | call |
| FBR & CO | 30247C400 | COM NEW | 43,201 | $562,000 | thousands by filing date | |
| EARTHLINK HLDGS CORP | 27033X101 | COM | 99,429 | $561,000 | thousands by filing date | |
| BANCO SANTANDER BRASIL S.A. AD | 05967A107 | ADS REP 1 UNIT | 63,009 | $560,000 | thousands by filing date | |
| CARRIZO OIL & GAS INC | 144577103 | COM | 14,900 | $557,000 | thousands by filing date | |
| DIGITAL RLTY TR INC COM | 253868103 | REIT | 5,601 | $550,000 | thousands by filing date | |
| CAESARSTONE LTD | M20598104 | ORD SHS | 19,157 | $549,000 | thousands by filing date | |
| VERISIGN INC | 92343EAD4 | CORPORATE OBLIG | 245,000 | $545,000 | thousands by filing date | principal |
| PENN WEST PETE LTD NEW | 707887105 | COM | 305,296 | $540,000 | thousands by filing date | |
| CENCOSUD S A | 15132H101 | SPONSORED ADS | 64,225 | $539,000 | thousands by filing date | |
| NRG ENERGY INC COM NEW | 629377508 | Stock | 43,803 | $537,000 | thousands by filing date | |
| BIG 5 SPORTING GOODS CORP | 08915P101 | COM | 30,943 | $537,000 | thousands by filing date | |
| ENNIS INC COM | 293389102 | Stock | 30,574 | $530,000 | thousands by filing date | |
| ECHO GLOBAL LOGISTICS INC | 27875TAA9 | NOTE | 540,000 | $529,000 | thousands by filing date | principal |
| ISHARES INC | 464286103 | MSCI AUST ETF | 25,876 | $523,000 | thousands by filing date | |
| TEVA PHARMACEUTICAL FIN LLC | 88163VAE9 | DBCV 0.250% 2/0 | 474,000 | $519,000 | thousands by filing date | principal |
| BOSTON PRIVATE FINL HLDGS INC COM | 101119105 | Stock | 31,327 | $518,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0000902219-17-000503 | this filing | 2017-02-14 | acceptance time not in the bulk data set |