13F-HR filed by WELLINGTON MANAGEMENT GROUP LLP
WELLINGTON MANAGEMENT GROUP LLP filed this 13F-HR for the quarter ended 2019-12-31, filed 2020-02-11, with 2,001 holding rows worth $477,164,376,000.
- Accession
- 0000902219-20-000364
- Filer
- CIK 902219
- Filed
- 2020-02-11
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2019
A holdings report, 7,613 entries on the cover page, a total value of $477,164,376,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $477,164,384,000 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
- included managerWellington Management Europe GmbH
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 |
|---|---|---|---|---|---|---|
| ESSA BANCORP INC COM | 29667D104 | Stock | 147,160 | $2,494,000 | thousands by filing date | |
| WALGREENS BOOTS ALLIANCE INC | 931427108 | COM | 42,176 | $2,486,000 | thousands by filing date | |
| SPDR SER TR | 78464A359 | BBG CONV SEC ETF | 44,600 | $2,475,000 | thousands by filing date | |
| ULTRALIFE CORP | 903899102 | COM | 333,085 | $2,461,000 | thousands by filing date | |
| MICHAELS COS INC | 59408Q106 | COM | 302,317 | $2,445,000 | thousands by filing date | |
| Berry Corp | 08579X101 | Common Stock | 258,314 | $2,437,000 | thousands by filing date | |
| ALBEMARLE CORP | 012653101 | COM | 33,174 | $2,422,000 | thousands by filing date | |
| CARLISLE COS INC COM | 142339100 | Stock | 14,955 | $2,420,000 | thousands by filing date | |
| CORCEPT THERAPEUTICS INC | 218352102 | COM | 199,628 | $2,416,000 | thousands by filing date | |
| NORBORD INC | 65548P403 | COM NEW | 90,257 | $2,416,000 | thousands by filing date | |
| JINKOSOLAR HOLDING COMPANY,LIM | 47759T100 | SPONSORED ADR | 105,997 | $2,383,000 | thousands by filing date | |
| REGIONS FINANCIAL CORP NEW COM | 7591EP100 | Stock | 138,642 | $2,379,000 | thousands by filing date | |
| XPO INC COM | 983793100 | Stock | 29,298 | $2,335,000 | thousands by filing date | |
| LOGMEIN INC | 54142L109 | COMMON STOCK | 27,035 | $2,318,000 | thousands by filing date | |
| UNITED PARKS & RESORTS INC | 81282V100 | COM | 73,072 | $2,317,000 | thousands by filing date | |
| GUIDEWIRE SOFTWARE INC | 40171VAA8 | BOND | 1,955,000 | $2,298,000 | thousands by filing date | principal |
| MAGAL SECURITY SYS LTD | M6786D104 | ORD | 612,610 | $2,297,000 | thousands by filing date | |
| TRANSDIGM GROUP INC COM | 893641100 | Stock | 4,072 | $2,281,000 | thousands by filing date | |
| BILL HOLDINGS INC | 090043100 | COM | 59,800 | $2,275,000 | thousands by filing date | |
| BIOLIFE SOLUTIONS INC COM NEW | 09062W204 | Stock | 140,300 | $2,270,000 | thousands by filing date | |
| BANCO BRADESCO S A | 059460303 | SP ADR PFD NEW | 252,113 | $2,256,000 | thousands by filing date | |
| GRUPO AEROPORTUARIO DEL CENT | 400501102 | SPON ADR | 36,811 | $2,206,000 | thousands by filing date | |
| PAYCHEX INC | 704326107 | COM | 25,926 | $2,205,000 | thousands by filing date | |
| PILGRIMS PRIDE CORP COM | 72147K108 | Stock | 67,246 | $2,199,000 | thousands by filing date | |
| TIFFANY & CO NEW | 886547108 | COM | 16,398 | $2,191,000 | thousands by filing date | |
| SRC ENERGY INC | 78470V108 | COM | 531,877 | $2,191,000 | thousands by filing date | |
| CONSOLIDATED WATER CO ORD SH | G23773107 | COMMON STOCK | 134,000 | $2,184,000 | thousands by filing date | |
| VISHAY PRECISION GROUP INC | 92835K103 | COM | 63,933 | $2,174,000 | thousands by filing date | |
| UBIQUITI INC | 90353W103 | COM | 11,340 | $2,143,000 | thousands by filing date | |
| TENNANT CO | 880345103 | COM | 27,400 | $2,135,000 | thousands by filing date | |
| OSI SYSTEMS INC | 671044105 | COM | 21,141 | $2,130,000 | thousands by filing date | |
| CMS ENERGY CORP COM | 125896100 | Stock | 33,860 | $2,128,000 | thousands by filing date | |
| ECOPETROL S A SPONSORED ADS | 279158109 | ADR | 106,327 | $2,122,000 | thousands by filing date | |
| BIOMARIN PHARMACEUTICAL INC | 09061G101 | COM | 25,094 | $2,121,000 | thousands by filing date | |
| CIT GROUP INC COM NEW | 125581801 | Stock | 46,404 | $2,117,000 | thousands by filing date | |
| AIR PRODS & CHEMS INC | 009158106 | COM | 9,003 | $2,115,000 | thousands by filing date | |
| ALEXION PHARMACEUTICALS INC | 015351109 | COM | 19,547 | $2,114,000 | thousands by filing date | |
| IDEXX LABS INC COM | 45168D104 | Stock | 8,091 | $2,113,000 | thousands by filing date | |
| BOOT BARN HLDGS INC | 099406100 | COM | 47,240 | $2,104,000 | thousands by filing date | |
| UNIVERSAL FST PRODS INC | 913543104 | COM | 43,427 | $2,072,000 | thousands by filing date | |
| SCHEIN HENRY INC | 806407102 | COM | 30,935 | $2,064,000 | thousands by filing date | |
| WINNEBAGO INDS INC | 974637100 | COM | 38,880 | $2,060,000 | thousands by filing date | |
| DOLBY LABORATORIES INC COM CL A | 25659T107 | Stock | 29,904 | $2,057,000 | thousands by filing date | |
| SIMPLY GOOD FOODS CO COM | 82900L102 | Stock | 71,378 | $2,037,000 | thousands by filing date | |
| WORLD WRESTLING ENTMT INC | 98156Q108 | CL A | 31,375 | $2,035,000 | thousands by filing date | |
| BUNGE LTD | G16962105 | COM | 35,162 | $2,025,000 | thousands by filing date | |
| CHINA PETROLEUM AND CHEMICAL-A | 16941R108 | SPON ADR H SHS | 33,632 | $2,023,000 | thousands by filing date | |
| LIBERTY GLOBAL PLC | G5480U104 | SHS CL A | 87,978 | $2,000,000 | thousands by filing date | |
| WORLD KINECT CORPORATION | 981475106 | COM | 46,008 | $1,998,000 | thousands by filing date | |
| SK TELECOM LTD | 78440P108 | SPONSORED ADR | 86,451 | $1,998,000 | thousands by filing date | |
| GRUPO TELEVISA S A B | 40049J206 | SPON ADR REP ORD | 168,598 | $1,977,000 | thousands by filing date | |
| PORTLAND GEN ELEC CO | 736508847 | COM NEW | 35,392 | $1,974,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 30,743 | $1,937,000 | thousands by filing date | |
| MGM RESORTS INTERNATIONAL | 552953101 | COM | 58,147 | $1,935,000 | thousands by filing date | |
| WHEATON PRECIOUS METALS CORP COM | 962879102 | Stock | 64,923 | $1,934,000 | thousands by filing date | |
| BED BATH & BEYOND INC | 075896100 | COM | 111,418 | $1,927,000 | thousands by filing date | |
| ASSOCIATED BANC-CORP | 045487105 | COM | 86,940 | $1,916,000 | thousands by filing date | |
| SB FINL GROUP INC | 78408D105 | COM | 97,079 | $1,911,000 | thousands by filing date | |
| ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH | 03938L203 | ADR | 108,767 | $1,908,000 | thousands by filing date | |
| FEDERATED HERMES INC CL B | 314211103 | Stock | 57,956 | $1,889,000 | thousands by filing date | |
| Gilat Satellite Network | M51474118 | COM | 240,500 | $1,888,000 | thousands by filing date | |
| CAPITAL BANCORP INC MD | 139737100 | COMMON STOCK | 126,184 | $1,879,000 | thousands by filing date | |
| VANECK ETF TRUST | 92189H300 | JP MRGAN EM LOC | 55,050 | $1,872,000 | thousands by filing date | |
| LOEWS CORP COM | 540424108 | Stock | 35,642 | $1,871,000 | thousands by filing date | |
| LIBERTY GLOBAL PLC | G5480U120 | SHS CL C | 85,681 | $1,868,000 | thousands by filing date | |
| JUNIPER NETWORKS INC | 48203R104 | COM | 75,793 | $1,867,000 | thousands by filing date | |
| DOMTAR CORP | 257559203 | COM NEW | 48,646 | $1,860,000 | thousands by filing date | |
| CONDUENT INC | 206787103 | COM | 299,490 | $1,857,000 | thousands by filing date | |
| ULTRA CLEAN HLDGS INC COM | 90385V107 | Stock | 78,952 | $1,853,000 | thousands by filing date | |
| GREENBRIER COS INC | 393657AK7 | NOTE 2.875% 2/0 | 1,915,000 | $1,849,000 | thousands by filing date | principal |
| COHEN & STEERS INC COM | 19247A100 | Stock | 29,281 | $1,837,000 | thousands by filing date | |
| DISCOVER FINL SVCS | 254709108 | COM | 21,626 | $1,835,000 | thousands by filing date | |
| SASOL LTD | 803866300 | SPONSORED ADR | 84,534 | $1,827,000 | thousands by filing date | |
| SERVICE PPTYS TR | 81761L102 | COM SH BEN INT | 74,290 | $1,808,000 | thousands by filing date | |
| ECHOSTAR CORP | 278768106 | CL A | 41,675 | $1,805,000 | thousands by filing date | |
| YELP INC CL A | 985817105 | Stock | 51,676 | $1,800,000 | thousands by filing date | |
| TRANSCAT INC | 893529107 | COM | 56,337 | $1,795,000 | thousands by filing date | |
| ORRSTOWN FINL SERVICES INC | 687380105 | COMMON STOCK | 79,304 | $1,794,000 | thousands by filing date | |
| MDU RES GROUP INC | 552690109 | COM | 59,980 | $1,783,000 | thousands by filing date | |
| TEXTRON INC COM | 883203101 | Stock | 39,969 | $1,782,000 | thousands by filing date | |
| C H ROBINSON WORLDWIDE IN COM NEW | 12541W209 | Stock | 22,602 | $1,767,000 | thousands by filing date | |
| ERIE INDTY CO CL A | 29530P102 | Stock | 10,581 | $1,757,000 | thousands by filing date | |
| ARCO PLATFORM LTD | G04553106 | COM CL A | 39,555 | $1,748,000 | thousands by filing date | |
| SELECT BANCORP INC NEW COM | 81617L108 | Stock | 140,332 | $1,726,000 | thousands by filing date | |
| RIVERVIEW FINL CORP NEW | 76940Q105 | COM | 137,076 | $1,712,000 | thousands by filing date | |
| ICPT 2 05 15 26 2 000000 | 45845PAB4 | CONV BD US | 1,281,000 | $1,694,000 | thousands by filing date | principal |
| BRUKER CORP | 116794108 | COM | 32,969 | $1,681,000 | thousands by filing date | |
| SIBANYE GOLD LTD | 825724206 | SPONSORED ADR | 167,952 | $1,668,000 | thousands by filing date | |
| PATTERSON-UTI ENERGY INC | 703481101 | COM | 156,490 | $1,643,000 | thousands by filing date | |
| LITHIA MTRS INC COM | 536797103 | Stock | 11,136 | $1,637,000 | thousands by filing date | |
| CRESCENT PT ENERGY CORP | 22576C101 | COM | 364,465 | $1,627,000 | thousands by filing date | |
| ILLUMINA INC | 452327AH2 | NOTE 0.500% 6/1 | 1,170,000 | $1,627,000 | thousands by filing date | principal |
| VORNADO RLTY TR | 929042109 | SH BEN INT | 24,450 | $1,626,000 | thousands by filing date | |
| DUKE REALTY CORP | 264411505 | COM NEW | 46,600 | $1,615,000 | thousands by filing date | |
| WSFS FINL CORP | 929328102 | COM | 36,680 | $1,614,000 | thousands by filing date | |
| INSIGHT ENTERPRISES INC | 45765U103 | COM | 22,826 | $1,604,000 | thousands by filing date | |
| SEA LTD | 81141R100 | SPONSORD ADS | 39,800 | $1,602,000 | thousands by filing date | |
| Vanguard Long-Term Corporate Bond ETF | 92206C813 | SHS | 15,650 | $1,586,000 | thousands by filing date | |
| HENRY JACK & ASSOC INC | 426281101 | COM | 10,828 | $1,578,000 | thousands by filing date | |
| VMWARE, INC. | 928563402 | CL A COM | 10,358 | $1,573,000 | thousands by filing date | |
| Misonix Inc | 604871103 | COM | 84,461 | $1,572,000 | thousands by filing date | |
| CENTURY BANCORP INC -CL A | 156432106 | CL A | 17,440 | $1,569,000 | thousands by filing date | |
| MARTIN MARIETTA MATLS INC COM | 573284106 | Stock | 5,584 | $1,562,000 | thousands by filing date | |
| ANNALY CAPITAL MANAGEMENT | 035710409 | COM | 165,533 | $1,559,000 | thousands by filing date | |
| PBF ENERGY INC | 69318G106 | CL A | 49,608 | $1,556,000 | thousands by filing date | |
| ISHARES TR | 464287432 | 20 YR TR BD ETF | 11,416 | $1,547,000 | thousands by filing date | |
| AVERY DENNISON CORP COM | 053611109 | Stock | 11,794 | $1,543,000 | thousands by filing date | |
| COUPA SOFTWARE INCORPORATED | 22266L106 | COM | 10,547 | $1,543,000 | thousands by filing date | |
| LAUDER ESTEE COS INC CL A | 518439104 | Stock | 7,394 | $1,527,000 | thousands by filing date | |
| INVACARE CORP | 461203101 | COMMON STOCK | 169,300 | $1,527,000 | thousands by filing date | |
| MERITAGE HOMES CORP COM | 59001A102 | Stock | 24,780 | $1,514,000 | thousands by filing date | |
| HERBALIFE NUTRITION LTD | 42703MAD5 | NOTE 2.625% 3/1 | 1,453,000 | $1,507,000 | thousands by filing date | principal |
| CAROLINA FINL CORP NEW | 143873107 | COM | 34,420 | $1,489,000 | thousands by filing date | |
| MELCO RESORTS & ENTERTAINMENT | 585464100 | ADR | 61,453 | $1,485,000 | thousands by filing date | |
| CENTRAL EUROPEAN MEDIA ENTERPRISES LTD-CL A | G20045202 | COM | 321,804 | $1,458,000 | thousands by filing date | |
| CALLON PETE CO DEL | 13123X102 | COM | 300,761 | $1,453,000 | thousands by filing date | |
| ANGI INC CLASS A | 00183L102 | CL A | 171,009 | $1,448,000 | thousands by filing date | |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 16,450 | $1,447,000 | thousands by filing date | |
| COSAN LTD | G25343107 | SHS A | 63,332 | $1,447,000 | thousands by filing date | |
| Allegiance Bancshares | 01748H107 | COM | 38,412 | $1,444,000 | thousands by filing date | |
| SOUTHWEST GAS HLDGS INC COM | 844895102 | Stock | 18,973 | $1,442,000 | thousands by filing date | |
| QTS RLTY TR INC | 74736A103 | COM CL A | 26,461 | $1,436,000 | thousands by filing date | |
| TRINSEO S A | L9340P101 | SHS | 38,576 | $1,436,000 | thousands by filing date | |
| ALTUS MIDSTREAM CO | 02215L100 | CL A | 501,478 | $1,434,000 | thousands by filing date | |
| ARQULE INC | 04269E107 | COM | 71,582 | $1,429,000 | thousands by filing date | |
| Luckin Coffee Inc | 54951L109 | Equity | 36,290 | $1,428,000 | thousands by filing date | |
| CIA ENERGETICA DE MINAS GERA | 204409601 | SP ADR N-V PFD | 414,682 | $1,414,000 | thousands by filing date | |
| KEURIG DR PEPPER INC COM | 49271V100 | Stock | 48,110 | $1,393,000 | thousands by filing date | |
| NEXTIER OILFIELD SOLUTIONS INC | 65290C105 | COMMON STOCK | 207,889 | $1,393,000 | thousands by filing date | |
| CENTENNIAL RESOURCE DEV INC | 15136A102 | CL A | 301,122 | $1,391,000 | thousands by filing date | |
| EVEREST GROUP LTD COM | G3223R108 | Stock | 5,020 | $1,389,000 | thousands by filing date | |
| EQUITY RESIDENTIAL | 29476L107 | SH BEN INT | 16,961 | $1,373,000 | thousands by filing date | |
| ENERGY TRANSFER L P | 29273V100 | COM UT LTD PTN | 106,881 | $1,371,000 | thousands by filing date | |
| LENDINGTREE INC | 52603B107 | COM | 4,508 | $1,368,000 | thousands by filing date | |
| PALO ALTO NETWORKS INC | 697435AD7 | NOTE 0.750% 7/0 | 1,240,000 | $1,367,000 | thousands by filing date | principal |
| STIFEL FINL CORP | 860630102 | COM | 22,516 | $1,365,000 | thousands by filing date | |
| GCI LIBERTY INC COM CLASS A | 36164V305 | Stock | 19,245 | $1,364,000 | thousands by filing date | |
| TESLA INC | 88160RAG6 | NOTE 2.000% 5/1 | 900,000 | $1,361,000 | thousands by filing date | principal |
| IMMUNOMEDICS INC | 452907108 | COM | 63,707 | $1,348,000 | thousands by filing date | |
| ATENTO S A | L0427L105 | SHS | 464,550 | $1,338,000 | thousands by filing date | |
| QUANTA SVCS INC | 74762E102 | COM | 32,683 | $1,330,000 | thousands by filing date | |
| TECOGEN INC NEW | 87876P201 | COM NEW | 625,904 | $1,327,000 | thousands by filing date | |
| KORN FERRY COM NEW | 500643200 | Stock | 31,061 | $1,317,000 | thousands by filing date | |
| BLUE RIDGE BANKSHARES INC | 095825105 | COMMON STOCK | 62,483 | $1,309,000 | thousands by filing date | |
| ADVANCED ENERGY INDS COM | 007973100 | Stock | 18,302 | $1,304,000 | thousands by filing date | |
| YAMANA GOLD INC | 98462Y100 | COM | 328,693 | $1,303,000 | thousands by filing date | |
| COMPASS DIVERSIFIED HOLDINGS | 20451Q104 | COMMON STOCK | 51,675 | $1,285,000 | thousands by filing date | |
| AMC NETWORKS INC | 00164V103 | CL A | 32,497 | $1,284,000 | thousands by filing date | |
| FRONTLINE PLC F | G3682E192 | ORD SHS | 101,282 | $1,278,000 | thousands by filing date | |
| AZENTA INC | 114340102 | COM | 30,301 | $1,271,000 | thousands by filing date | |
| CAREER EDUCATION CORP | 141665109 | COM | 68,866 | $1,267,000 | thousands by filing date | |
| ANTERO MIDSTREAM CORP COM | 03676B102 | Stock | 166,280 | $1,262,000 | thousands by filing date | |
| NEXSTAR MEDIA GROUP INC COMMON STOCK | 65336K103 | Stock | 10,766 | $1,262,000 | thousands by filing date | |
| EMCOR GROUP INC COM | 29084Q100 | Stock | 14,607 | $1,261,000 | thousands by filing date | |
| REDWOOD TRUST INC | 758075AC9 | BOND | 1,226,000 | $1,253,000 | thousands by filing date | principal |
| RALPH LAUREN CORP | 751212101 | CL A | 10,577 | $1,240,000 | thousands by filing date | |
| PROVIDENT FINL HLDGS INC | 743868101 | COM | 56,634 | $1,240,000 | thousands by filing date | |
| MERCURY GENL CORP NEW | 589400100 | COM | 25,398 | $1,238,000 | thousands by filing date | |
| Vanguard Total World Stock ETF | 922042742 | SHS | 15,188 | $1,230,000 | thousands by filing date | |
| H WORLD GROUP LTD SPONSORED ADS | 44332N106 | ADR | 30,657 | $1,229,000 | thousands by filing date | |
| MID AMERICA APARTMENT COMMUNITIES INC. | 59522J103 | Common Stock, par value $0.01 per share | 9,250 | $1,220,000 | thousands by filing date | |
| OASIS MIDSTREAM PARTNERS LP | 67420T206 | COM UNITS REPS | 73,030 | $1,212,000 | thousands by filing date | |
| PRIORITY TECHNOLOGY HOLDINGS | 74275G107 | COMMON STOCK | 492,449 | $1,207,000 | thousands by filing date | |
| MAGELLAN HEALTH SERVICES INC | 559079207 | COM NEW | 15,405 | $1,206,000 | thousands by filing date | |
| SOUND FINL BANCORP INC | 83607A100 | COM | 33,459 | $1,205,000 | thousands by filing date | |
| 1ST CONSTITUTION BANCORP | 31986N102 | COM | 54,108 | $1,197,000 | thousands by filing date | |
| REGAL REXNORD CORPORATION | 758750103 | COM | 13,811 | $1,182,000 | thousands by filing date | |
| ISHARES TR | 464287630 | RUS 2000 VAL ETF | 9,174 | $1,180,000 | thousands by filing date | |
| IF BANCORP INC | 44951J105 | COM | 50,986 | $1,174,000 | thousands by filing date | |
| PACIFIC BIOSCIENCES CALIF INC COM | 69404D108 | Stock | 227,661 | $1,170,000 | thousands by filing date | |
| LIGAND PHARMACEUTICALS INC | 53220KAF5 | NOTE 0.750% 5/1 | 1,355,000 | $1,170,000 | thousands by filing date | principal |
| NCR VOYIX CORPORATION | 62886E108 | COM | 32,967 | $1,159,000 | thousands by filing date | |
| ENEL AMERICAS S.A. (ADR) | 29274F104 | SPONSORED ADR | 105,580 | $1,159,000 | thousands by filing date | |
| FLEXION THERAPEUTICS INC | 33938J106 | COM | 55,458 | $1,148,000 | thousands by filing date | |
| B2GOLD CORP COM | 11777Q209 | Stock | 283,654 | $1,139,000 | thousands by filing date | |
| BLOCK H & R INC COM | 093671105 | Stock | 48,382 | $1,136,000 | thousands by filing date | |
| AMERISAFE INC | 03071H100 | COM | 17,185 | $1,135,000 | thousands by filing date | |
| iShares Core S&P Small-Cap ETF | 464287804 | SHS | 13,500 | $1,132,000 | thousands by filing date | |
| GROUP 1 AUTOMOTIVE INC COM | 398905109 | Stock | 11,260 | $1,126,000 | thousands by filing date | |
| BRUNSWICK CORP | 117043109 | COM | 18,628 | $1,117,000 | thousands by filing date | |
| IRON MTN INC DEL COM | 46284V101 | REIT | 34,938 | $1,113,000 | thousands by filing date | |
| TTEC HLDGS INC | 89854H102 | COM | 27,938 | $1,107,000 | thousands by filing date | |
| ICL GROUP LTD ILS1 | M5920A109 | Common Stock | 233,861 | $1,101,000 | thousands by filing date | |
| ACADIAN ASSET MANAGEMENT INC COM | 10948W103 | Stock | 107,588 | $1,099,000 | thousands by filing date | |
| JOYY INC ADS REPSTG COM A | 46591M109 | ADR | 20,763 | $1,096,000 | thousands by filing date | |
| FB FINL CORP | 30257X104 | COM | 27,590 | $1,093,000 | thousands by filing date | |
| PLAINS GP HLDGS L P | 72651A207 | LTD PARTNR INT A | 57,154 | $1,083,000 | thousands by filing date | |
| CYTOMX THERAPEUTICS INC | 23284F105 | COMMON STOCK | 130,332 | $1,083,000 | thousands by filing date | |
| COCA-COLA FEMSA SAB DE CV SPONS ADS REP | 191241108 | ADR | 17,829 | $1,081,000 | thousands by filing date | |
| NEWMARKET CORP COM | 651587107 | Stock | 2,220 | $1,079,000 | thousands by filing date | |
| SUNPOWER CORP | 867652AJ8 | DBCV 0.875% 6/0 | 1,160,000 | $1,065,000 | thousands by filing date | principal |
| SERVICENOW INC | 81762PAC6 | NOTE 6/0 | 500,000 | $1,055,000 | thousands by filing date | principal |
| KRAFT HEINZ CO COM | 500754106 | Stock | 32,812 | $1,054,000 | thousands by filing date | |
| CIMPRESS PLC | G2143T103 | SHS EURO | 8,378 | $1,054,000 | thousands by filing date | |
| PIEDMONT REALTY TRUST INC | 720190206 | COM CL A | 47,242 | $1,051,000 | thousands by filing date | |
| WELLTOWER INC COM | 95040Q104 | REIT | 12,833 | $1,050,000 | thousands by filing date | |
| LEAR CORP COM NEW | 521865204 | Stock | 7,587 | $1,040,000 | thousands by filing date | |
| KADANT INC | 48282T104 | COM | 9,859 | $1,039,000 | thousands by filing date | |
| SHAKE SHACK INC | 819047101 | CL A | 17,337 | $1,033,000 | thousands by filing date | |
| TELEFONICA BRASIL SA FSPONSORED ADR 1 ADR REPS 2 ORD SHS | 87936R106 | COM | 71,965 | $1,031,000 | thousands by filing date | |
| DIEBOLD NXDF INC | 253651103 | COM | 97,483 | $1,029,000 | thousands by filing date | |
| FRONTDOOR INC COM | 35905A109 | Stock | 21,675 | $1,028,000 | thousands by filing date | |
| STRATEGY INC CL A NEW | 594972408 | Stock | 7,164 | $1,022,000 | thousands by filing date | |
| COMMUNITY FINL CORP MD | 20368X101 | COM | 28,612 | $1,018,000 | thousands by filing date | |
| INSMED INC COM PAR $.01 | 457669307 | Stock | 42,385 | $1,012,000 | thousands by filing date | |
| DOLLAR GEN CORP COM | 256677105 | Stock | 6,473 | $1,009,000 | thousands by filing date | |
| VALVOLINE INC COM | 92047W101 | Stock | 46,757 | $1,001,000 | thousands by filing date | |
| HAWAIIAN ELEC INDS INC MTN B | 419870100 | COM | 21,317 | $999,000 | thousands by filing date | |
| MURPHY OIL CORP COM | 626717102 | Stock | 37,240 | $998,000 | thousands by filing date | |
| UNITED THERAPEUTICS CORP DEL COM | 91307C102 | Stock | 11,272 | $993,000 | thousands by filing date | |
| SIRIUS XM HOLDINGS INC | 82968B103 | COM | 138,312 | $989,000 | thousands by filing date | |
| SCOTTS MIRACLE-GRO CO | 810186106 | CL A | 9,141 | $971,000 | thousands by filing date | |
| DISCOVERY INC | 25470F302 | COM SER C | 31,378 | $957,000 | thousands by filing date | |
| CNH INDL N V SHS | N20944109 | Stock | 85,651 | $942,000 | thousands by filing date | |
| SILVERCORP METALS INC COMP | 82835P103 | EQUITY | 166,479 | $941,000 | thousands by filing date | |
| ASTRONOVA INC | 04638F108 | COM | 68,414 | $939,000 | thousands by filing date | |
| HORMEL FOODS CORP COM | 440452100 | Stock | 20,599 | $929,000 | thousands by filing date | |
| CHEMED CORP NEW | 16359R103 | COM | 2,100 | $922,000 | thousands by filing date | |
| LEXINFINTECH HLDGS LTD ADR | 528877103 | ADR | 66,269 | $921,000 | thousands by filing date | |
| FIRST US BANCSHARES INC | 33744V103 | COM | 79,363 | $921,000 | thousands by filing date | |
| LUMENTUM HLDGS INC | 55024UAB5 | NOTE 0.250% 3/1 | 632,000 | $921,000 | thousands by filing date | principal |
| SPLUNK INC | 848637AC8 | NOTE 0.500% 9/1 | 767,000 | $921,000 | thousands by filing date | principal |
| CLEAR CHANNEL OUTDOOR HLDGS | 18453H106 | COM | 319,411 | $913,000 | thousands by filing date | |
| IRONWOOD PHARMACEUTICALS INC | 46333XAD0 | DBCV 2.250% 6/1 | 784,000 | $913,000 | thousands by filing date | principal |
| ALIGN TECHNOLOGY INC COM | 016255101 | Stock | 3,268 | $912,000 | thousands by filing date | |
| CARVANA CO CL A | 146869102 | Stock | 9,897 | $911,000 | thousands by filing date | |
| WILEY JOHN & SONS INC | 968223206 | CL A | 18,689 | $907,000 | thousands by filing date | |
| EXELIXIS INC COM | 30161Q104 | Stock | 51,396 | $906,000 | thousands by filing date | |
| SEI INVTS CO COM | 784117103 | Stock | 13,639 | $893,000 | thousands by filing date | |
| FIRST UNITED CORP | 33741H107 | COMMON STOCK | 36,753 | $885,000 | thousands by filing date | |
| GUARDANT HEALTH INC COM | 40131M109 | Stock | 11,310 | $884,000 | thousands by filing date | |
| CB FINANCIAL SERVICES INC | 12479G101 | COMMON STOCK | 29,238 | $881,000 | thousands by filing date | |
| MOMO INC | 60879B107 | ADR | 26,243 | $879,000 | thousands by filing date | |
| OFFICE DEPOT INC | 676220106 | COM | 317,653 | $870,000 | thousands by filing date | |
| GRINDROD SHIPPING HOLDINGS L | Y28895103 | COM | 125,074 | $867,000 | thousands by filing date | |
| CRACKER BARREL OLD CTRY STOR | 22410J106 | COM | 5,638 | $866,000 | thousands by filing date | |
| WALKER&DUNLOPINC | 93148P102 | STOK | 13,299 | $860,000 | thousands by filing date | |
| DARLING INGREDIENTS INC COM | 237266101 | Stock | 30,506 | $856,000 | thousands by filing date | |
| CROWDSTRIKE HLDGS INC | 22788C105 | COM | 17,043 | $850,000 | thousands by filing date | |
| VWO | 922042858 | SHS | 19,082 | $849,000 | thousands by filing date | |
| JAZZ INVESTMENTS I LTD | 472145AD3 | NOTE 1.500% 8/1 | 840,000 | $845,000 | thousands by filing date | principal |
| ADAPTIVE BIOTECHNOLOGIES CORP COM | 00650F109 | Stock | 28,128 | $842,000 | thousands by filing date | |
| Technology Select Sector SPDR Fund | 81369Y803 | SHS | 9,173 | $841,000 | thousands by filing date | |
| VEREIT INC | 92339V100 | COM | 90,332 | $834,000 | thousands by filing date | |
| SKYWEST INC COM | 830879102 | Stock | 12,843 | $830,000 | thousands by filing date | |
| SIGNET JEWELERS LTD SHS | G81276100 | Stock | 38,018 | $826,000 | thousands by filing date | |
| WESCO AIRCRAFT HOLDINGS INC | 950814103 | COMMON STOCK | 74,767 | $824,000 | thousands by filing date | |
| BLOCK INC | 852234AD5 | NOTE 0.500% 5/1 | 735,000 | $820,000 | thousands by filing date | principal |
| ANSYS INC COM | 03662Q105 | COM | 3,182 | $819,000 | thousands by filing date | |
| DISH NETWORK CORPORATION | 25470MAB5 | NOTE 3.375% 8/1 | 850,000 | $817,000 | thousands by filing date | principal |
| ISIS PHARMACEUTICALS INC DEL | 464337AJ3 | NOTE 1.000%11/1 | 715,000 | $817,000 | thousands by filing date | principal |
| RADIUS HEALTH INC | 750469AA6 | NOTE | 965,000 | $817,000 | thousands by filing date | principal |
| AUTONATION INC COM | 05329W102 | Stock | 16,745 | $814,000 | thousands by filing date | |
| RANDOLPH BANCORP INC | 752378109 | COM | 45,873 | $810,000 | thousands by filing date | |
| EXACT SCIENCES CORP | 30063PAB1 | NOTE 0.375% 3/1 | 710,000 | $803,000 | thousands by filing date | principal |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 7,866 | $801,000 | thousands by filing date | |
| MACKINAC FINL CORP | 554571109 | COM | 45,694 | $798,000 | thousands by filing date | |
| LLOYDS BANKING GROUP PLC SPONSORED ADR | 539439109 | ADR | 240,400 | $796,000 | thousands by filing date | |
| TENET HEALTHCARE CORP COM NEW | 88033G407 | Stock | 20,877 | $794,000 | thousands by filing date | |
| CTRIP COM INTL LTD | 22943FAH3 | DBCV 1.990% 7/0 | 755,000 | $792,000 | thousands by filing date | principal |
| MERIDIAN BANCORP INC MD | 58958U103 | COM | 39,210 | $788,000 | thousands by filing date | |
| MEDICINES CO | 584688AG0 | NOTE 2.750% 7/1 | 450,000 | $784,000 | thousands by filing date | principal |
| AMERICAN NATL INS | 028591105 | COMMON STOCK | 6,655 | $783,000 | thousands by filing date | |
| GAP INC COM | 364760108 | Stock | 44,195 | $781,000 | thousands by filing date | |
| CENTRAL FEDERAL CORP | 15346Q400 | COM NEW PAR | 55,922 | $780,000 | thousands by filing date | |
| MOHAWK INDS INC | 608190104 | COM | 5,699 | $777,000 | thousands by filing date | |
| FEDERAL SIGNAL CORP | 313855108 | COM | 23,936 | $772,000 | thousands by filing date | |
| UNITED RENTALS INC COM | 911363109 | Stock | 4,622 | $771,000 | thousands by filing date | |
| SM ENERGY COMPANY COM | 78454L100 | Stock | 68,100 | $765,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 531229AF9 | NOTE 1.000% 1/3 | 575,000 | $765,000 | thousands by filing date | principal |
| FATE THERAPEUTICS INC | 31189P102 | COM | 39,006 | $764,000 | thousands by filing date | |
| DANA INC | 235825205 | COM | 41,635 | $758,000 | thousands by filing date | |
| COMPANHIA PARANAENSE ENERG C | 20441B407 | SPON ADR PFD | 44,712 | $757,000 | thousands by filing date | |
| REGENCY CTRS CORP COM | 758849103 | REIT | 11,968 | $756,000 | thousands by filing date | |
| PRETIUM RESOURCES INC | 74139C102 | COMMON STOCK-FO | 67,155 | $748,000 | thousands by filing date | |
| DTE ENERGY CO COM | 233331107 | Stock | 5,739 | $746,000 | thousands by filing date | |
| NIC INC | 62914B100 | COM | 32,950 | $737,000 | thousands by filing date | |
| STARWOOD PPTY TR INC COM | 85571B105 | REIT | 29,526 | $734,000 | thousands by filing date | |
| M/I HOMES INC | 55305B101 | COM | 18,602 | $732,000 | thousands by filing date | |
| ZUMIEZ INC | 989817101 | COMMON STOCK | 21,078 | $728,000 | thousands by filing date | |
| K12 INC | 48273U102 | COM | 35,707 | $727,000 | thousands by filing date | |
| ISHARESRUSSELL1000GROWTHETF | 464287614 | STOK | 4,120 | $725,000 | thousands by filing date | |
| VERINT SYS INC | 92343XAA8 | NOTE 1.500% 6/0 | 674,000 | $725,000 | thousands by filing date | principal |
| NORTHERN DYNASTY MINERALS LTD COM NEW | 66510M204 | Stock | 1,675,816 | $724,000 | thousands by filing date | |
| GOLDEN OCEAN GROUP LTD | G39637205 | SHS NEW | 124,700 | $723,000 | thousands by filing date | |
| WEINGARTEN RLTY INVS | 948741103 | SH BEN INT | 23,017 | $719,000 | thousands by filing date | |
| WP CAREY INC COM | 92936U109 | REIT | 8,968 | $718,000 | thousands by filing date | |
| STANLEY BLACK & DECKER INC COM | 854502101 | Stock | 4,327 | $718,000 | thousands by filing date | |
| CANTEL MEDICAL CORP | 138098108 | COM | 10,129 | $718,000 | thousands by filing date | |
| 10X GENOMICS INC CL A COM | 88025U109 | Stock | 9,169 | $699,000 | thousands by filing date | |
| DISCOVERY INC | 25470F104 | COM SER A | 21,254 | $696,000 | thousands by filing date | |
| ADVANCED MICRO DEVICES INC | 007903BD8 | COM | 120,000 | $696,000 | thousands by filing date | principal |
| CONSTELLIUM SE | F21107101 | CL A SHS | 51,858 | $695,000 | thousands by filing date | |
| FIBROGEN INC | 31572Q808 | COM | 16,166 | $693,000 | thousands by filing date | |
| FIRST BUSINESS FINANCIAL SER | 319390100 | COMMON STOCK | 26,243 | $691,000 | thousands by filing date | |
| EASTERLY GOVERNMENT PROPERTIES | 27616P103 | COMMON STOCK | 29,024 | $689,000 | thousands by filing date | |
| ENVESTNET INC | 29404K106 | COM | 9,888 | $688,000 | thousands by filing date | |
| MICROCHIP TECHNOLOGY INC. | 595017AF1 | NOTE 1.625% 2/1 | 480,000 | $684,000 | thousands by filing date | principal |
| ASBURY AUTOMOTIVE GROUP INC COM | 043436104 | Stock | 6,046 | $676,000 | thousands by filing date | |
| ATKORE INC | 047649108 | COMMON STOCK | 16,723 | $676,000 | thousands by filing date | |
| BLOOMIN BRANDS INC | 094235108 | COM | 30,403 | $671,000 | thousands by filing date | |
| ROYAL CARIBBEAN GROUP COM | V7780T103 | Stock | 4,982 | $665,000 | thousands by filing date | |
| NEOGENOMICS INC | 64049M209 | COM NEW | 22,696 | $664,000 | thousands by filing date | |
| EDITAS MEDICINE INC | 28106W103 | COM | 22,299 | $660,000 | thousands by filing date | |
| ANAPLAN INC | 03272L108 | COM | 12,377 | $649,000 | thousands by filing date | |
| GRACO INC COM | 384109104 | Stock | 12,465 | $648,000 | thousands by filing date | |
| B. RILEY FINANCIAL INC | 05580M108 | COM | 25,623 | $645,000 | thousands by filing date | |
| ESPERION THERAPEUTICS INC NEW COM | 29664W105 | Stock | 10,773 | $642,000 | thousands by filing date | |
| TRACTOR SUPPLY CO COM | 892356106 | Stock | 6,847 | $640,000 | thousands by filing date | |
| EPIZYME INC | 29428V104 | COM | 25,869 | $636,000 | thousands by filing date | |
| GRAHAM HLDGS CO COM CL B | 384637104 | Stock | 993 | $634,000 | thousands by filing date | |
| BANK HAWAII CORP | 062540109 | COM | 6,622 | $630,000 | thousands by filing date | |
| MONMOUTH REAL ESTATE INVT CO | 609720107 | CL A | 43,092 | $624,000 | thousands by filing date | |
| ISHARES TR CORE S&P 500 ETF | 464287200 | SHS | 1,925 | $622,000 | thousands by filing date | |
| PAYCOMSOFTWAREINC | 70432V102 | STOK | 2,339 | $619,000 | thousands by filing date | |
| CRH PLC ADS | 12626K203 | ADR | 15,197 | $613,000 | thousands by filing date | |
| WORKDAY INC | 98138HAF8 | NOTE 0.250%10/0 | 480,000 | $613,000 | thousands by filing date | principal |
| KINSALECAPGROUPINC | 49714P108 | STOK | 6,004 | $610,000 | thousands by filing date | |
| QIAGEN NV | N72482AT4 | DEBT 1.000%11/1 | 600,000 | $610,000 | thousands by filing date | principal |
| AMERICAN FINANCIAL GROUP INC COM | 025932104 | Stock | 5,542 | $608,000 | thousands by filing date | |
| CAREDX INC | 14167L103 | COM | 28,202 | $608,000 | thousands by filing date | |
| WERNER ENTERPRISES INC | 950755108 | COM | 16,661 | $606,000 | thousands by filing date | |
| BRINKER INTL INC COM | 109641100 | Stock | 14,412 | $605,000 | thousands by filing date | |
| UNIVERSAL CORP VA MTNS BK ENT COM | 913456109 | Stock | 10,580 | $604,000 | thousands by filing date | |
| AMERICAN HOMES 4 RENT | 02665T306 | CL A | 22,759 | $596,000 | thousands by filing date | |
| COVETRUS INC | 22304C100 | COM | 44,571 | $588,000 | thousands by filing date | |
| PENNYMAC FINL SVCS INC NEW | 70932M107 | COM | 17,219 | $586,000 | thousands by filing date | |
| BIO RAD LABS INC | 090572207 | CL A | 1,575 | $583,000 | thousands by filing date | |
| HERCULES CAPITAL INC | 427096AF9 | DBCV 4.375% 2/0 | 565,000 | $577,000 | thousands by filing date | principal |
| ISHARES RUSSELL 1000 VALUE ETF | 464287598 | ETF | 4,200 | $573,000 | thousands by filing date | |
| OCULAR THERAPEUTIX INC | 67576A100 | COM | 144,768 | $572,000 | thousands by filing date | |
| CBOE GLOBAL MKTS INC COM | 12503M108 | Stock | 4,735 | $569,000 | thousands by filing date | |
| MR COOPER GROUP INC | 62482R107 | COM | 45,333 | $567,000 | thousands by filing date | |
| TERNIUM SA | 880890108 | SPONSORED ADS | 25,786 | $567,000 | thousands by filing date | |
| BGC PARTNERS INC | 05541T101 | CL A | 95,414 | $566,000 | thousands by filing date | |
| VOCERA COMMUNICATIONS INC | 92857F107 | COMMON STOCK | 27,272 | $566,000 | thousands by filing date | |
| REALTY INCOME CORP COM | 756109104 | REIT | 7,670 | $565,000 | thousands by filing date | |
| MOELIS & CO | 60786M105 | CL A | 17,649 | $564,000 | thousands by filing date | |
| ARISTA NETWORKS INC | 040413106 | COM | 2,749 | $560,000 | thousands by filing date | |
| AAR CORP | 000361105 | COM | 12,261 | $553,000 | thousands by filing date | |
| PHREESIA INC | 71944F106 | COM | 20,779 | $553,000 | thousands by filing date | |
| CHENIERE ENERGY INC COM NEW | 16411R208 | Stock | 9,017 | $551,000 | thousands by filing date | |
| UNITED MICROELECTRONICS CORP SPON ADR NEW | 910873405 | ADR | 202,450 | $543,000 | thousands by filing date | |
| China Yuchai Intl Ltd | G21082105 | COM | 40,618 | $541,000 | thousands by filing date | |
| PRA GROUP INC | 69354NAB2 | Convertible Debt | 520,000 | $541,000 | thousands by filing date | principal |
| DYCOM INDS INC | 267475AB7 | NOTE 0.750% 9/1 | 550,000 | $533,000 | thousands by filing date | principal |
| ZILLOW GROUP INC | 98954MAB7 | NOTE 2.000%12/0 | 473,000 | $529,000 | thousands by filing date | principal |
| NATIONAL OILWELL VARCO INC | 637071101 | COM | 20,983 | $525,000 | thousands by filing date | |
| SITIME CORP COM | 82982T106 | Stock | 20,537 | $523,000 | thousands by filing date | |
| SL GREEN REALTY CORP | 78440X101 | COM | 5,667 | $520,000 | thousands by filing date | |
| ENABLE MIDSTREAM PARTNERS LP | 292480100 | COM UNIT RP IN | 51,648 | $518,000 | thousands by filing date | |
| VIEMED HEALTHCARE INC | 92663R105 | COM | 83,400 | $517,000 | thousands by filing date | |
| WORKDAY INC | 98138HAD3 | NOTE 1.500% 7/1 | 252,000 | $509,000 | thousands by filing date | principal |
| CENTERPOINT ENERGY INC | 15189T107 | COM | 18,581 | $507,000 | thousands by filing date | |
| HEICO CORP NEW COM | 422806109 | Stock | 4,397 | $501,000 | thousands by filing date | |
| VIKING THERAPEUTICS INC | 92686J106 | COM | 62,088 | $498,000 | thousands by filing date | |
| WAYFAIR INC | 94419LAB7 | NOTE 0.375% 9/0 | 455,000 | $494,000 | thousands by filing date | principal |
| TELADOC HEALTH INC | 87918AAB1 | NOTE 3.000%12/1 | 245,000 | $491,000 | thousands by filing date | principal |
| ROGERS COMMUNICATIONS INC CL B | 775109200 | Stock | 9,817 | $488,000 | thousands by filing date | |
| OOMA INC | 683416101 | COM | 36,894 | $488,000 | thousands by filing date | |
| DANAHER CORPORATION | 235851300 | 4.75 MND CV PFD | 412 | $486,000 | thousands by filing date | |
| NABORS INDS INC | 62957HAB1 | BOND | 650,000 | $485,000 | thousands by filing date | principal |
| SANMINA CORP COM | 801056102 | Stock | 13,883 | $475,000 | thousands by filing date | |
| ENVESTNET INC | 29404KAB2 | BOND | 390,000 | $467,000 | thousands by filing date | principal |
| DOCUSIGN INC | 256163AB2 | NOTE 0.500% 9/1 | 375,000 | $465,000 | thousands by filing date | principal |
| MACYS INC COM | 55616P104 | Stock | 27,302 | $464,000 | thousands by filing date | |
| VANDA PHARMACEUTICALS INC | 921659108 | COM | 28,122 | $461,000 | thousands by filing date | |
| NOVELLUS SYS INC | 670008AD3 | NOTE 2.625% 5/1 | 50,000 | $456,000 | thousands by filing date | principal |
| ON SEMICONDUCTOR CORP | 682189AP0 | NOTE 1.625%10/1 | 330,000 | $455,000 | thousands by filing date | principal |
| MYRIAD GENETICS INC | 62855J104 | COM | 16,648 | $454,000 | thousands by filing date | |
| FLIR SYS INC | 302445101 | COM | 8,653 | $451,000 | thousands by filing date | |
| XENCOR INC | 98401F105 | COMMON STOCK | 12,942 | $445,000 | thousands by filing date | |
| VERA BRADLEY INC | 92335C106 | COM | 37,608 | $444,000 | thousands by filing date | |
| TEAM INC | 878155AE0 | NOTE 5.000% 8/0 | 425,000 | $444,000 | thousands by filing date | principal |
| Communication Services Select Sector SPDR Fund | 81369Y852 | SHS | 8,269 | $443,000 | thousands by filing date | |
| AMKOR TECHNOLOGY INC COM | 031652100 | Stock | 33,994 | $442,000 | thousands by filing date | |
| SHIP FIN INTL LTD | 824689AG8 | NOTE 4.875% 5/0 | 390,000 | $441,000 | thousands by filing date | principal |
| COMPANIA DE MINAS BUENAVENTU | 204448104 | SPONSORED ADR | 29,151 | $440,000 | thousands by filing date | |
| BROWN FORMAN CORP CL B | 115637209 | Stock | 6,417 | $434,000 | thousands by filing date | |
| INFINERA CORP | 45667GAC7 | BOND | 410,000 | $433,000 | thousands by filing date | principal |
| AMERICAN WTR WKS CO INC NEW COM | 030420103 | Stock | 3,497 | $429,000 | thousands by filing date | |
| RAMBUS INC DEL | 750917AG1 | NOTE 1.375% 2/0 | 420,000 | $426,000 | thousands by filing date | principal |
| HEALTH CATALYST INC | 42225T107 | COM | 12,200 | $423,000 | thousands by filing date | |
| REDFIN CORP | 75737FAA6 | NOTE 1.750% 7/1 | 426,000 | $421,000 | thousands by filing date | principal |
| KAMAN CORP | 483548AF0 | BOND | 350,000 | $418,000 | thousands by filing date | principal |
| DEL MONTE CORP ORD | G36738105 | Stock | 11,913 | $416,000 | thousands by filing date | |
| INCYTE CORP | 45337CAN2 | NOTE 1.250%11/1 | 245,000 | $415,000 | thousands by filing date | principal |
| MACERICH CO | 554382101 | COM | 15,276 | $411,000 | thousands by filing date | |
| TIMKEN CO | 887389104 | COM | 7,264 | $409,000 | thousands by filing date | |
| SEMPRA ENERGY | 816851406 | 6% PFD CONV A | 3,400 | $408,000 | thousands by filing date | |
| MASCO CORP | 574599106 | COM | 8,475 | $407,000 | thousands by filing date | |
| TERADYNE INC | 880770AG7 | NOTE | 185,000 | $405,000 | thousands by filing date | principal |
| AVALARA INC | 05338G106 | COM | 5,526 | $404,000 | thousands by filing date | |
| DIGITAL RLTY TR INC COM | 253868103 | REIT | 3,340 | $400,000 | thousands by filing date | |
| HERSHA HOSPITALITY TR | 427825500 | PR SHS BEN INT | 27,502 | $400,000 | thousands by filing date | |
| SONIC AUTOMOTIVE INC | 83545G102 | CL A | 12,827 | $398,000 | thousands by filing date | |
| MANHATTAN ASSOCIATES INC COM | 562750109 | Stock | 4,945 | $394,000 | thousands by filing date | |
| WEIBO CORP SPONSORED ADR | 948596101 | ADR | 8,453 | $393,000 | thousands by filing date | |
| ANTHEM INC | 94973VBG1 | NOTE 2.750%10/1 | 93,000 | $391,000 | thousands by filing date | principal |
| CARRIAGE SVCS INC | 143905AM9 | NOTE 2.750% 3/1 | 315,000 | $387,000 | thousands by filing date | principal |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 3,000 | $384,000 | thousands by filing date | |
| PRICELINE GRP INC | 741503AS5 | NOTE 0.350% 6/1 | 245,000 | $380,000 | thousands by filing date | principal |
| CARNIVAL CORP COMMON STOCK | 143658300 | Stock | 7,320 | $373,000 | thousands by filing date | |
| MERCADOLIBRE INC | 58733RAD4 | NOTE 2.000% 8/1 | 250,000 | $373,000 | thousands by filing date | principal |
| ASSURANT INC | 04621X207 | 6.50% CONV PFD D | 2,900 | $373,000 | thousands by filing date | |
| FEDERAL REALTY INVESTMENT TRUS | 313747206 | SH BEN INT NEW | 2,885 | $371,000 | thousands by filing date | |
| L BRANDS INC | 501797104 | COM | 20,405 | $370,000 | thousands by filing date | |
| WILLIAMS COS INC COM | 969457100 | Stock | 15,432 | $366,000 | thousands by filing date | |
| JEFFERIES FINANCIAL GROUP IN | 47233W109 | COM | 17,108 | $365,000 | thousands by filing date | |
| H&E EQUIPMENT SERVICES INC | 404030108 | COM | 10,881 | $364,000 | thousands by filing date | |
| DOMINION ENERGY INC | 25746U133 | UNIT 99/99/9999 | 3,400 | $363,000 | thousands by filing date | |
| TECH DATA CORP | 878237106 | COM | 2,522 | $362,000 | thousands by filing date | |
| DECIPHERA PHARMACEUTICALS IN | 24344T101 | COM | 5,800 | $361,000 | thousands by filing date | |
| TARGET HOSPITALITY CORP | 87615L115 | *W EXP 03/15/202 | 692,333 | $360,000 | thousands by filing date | |
| TELA BIO INC | 872381108 | COM | 27,471 | $355,000 | thousands by filing date | |
| CHEMOURS CO COM | 163851108 | Stock | 19,571 | $354,000 | thousands by filing date | |
| ACUITY INC COM | 00508Y102 | Stock | 2,557 | $353,000 | thousands by filing date | |
| BECTON DICKINSON & CO | 075887208 | PFD SHS CONV A | 5,400 | $353,000 | thousands by filing date | |
| ARCOSA INC COM | 039653100 | Stock | 7,762 | $346,000 | thousands by filing date | |
| TELUS CORPORATION COM | 87971M103 | Stock | 8,913 | $345,000 | thousands by filing date | |
| FOUNDATION BLDG MATLS INC | 350392106 | COM | 17,789 | $344,000 | thousands by filing date | |
| QTS RLTY TR INC | 74736A301 | 6.50% CON PFD B | 2,653 | $343,000 | thousands by filing date | |
| VERMILION ENERGY INC COM | 923725105 | Stock | 20,813 | $341,000 | thousands by filing date | |
| PAMPA ENERGIA SA | 697660207 | SPONS ADR LVL I | 20,661 | $339,000 | thousands by filing date | |
| TEEKAY CORPORATION | 87900YAE3 | NOTE 5.000% 1/1 | 384,000 | $337,000 | thousands by filing date | principal |
| BILIBILI INC SPONS ADS REP Z | 090040106 | ADR | 17,986 | $335,000 | thousands by filing date | |
| OSI SYSTEMS INC | 671044AD7 | NOTE 1.250% 9/0 | 305,000 | $333,000 | thousands by filing date | principal |
| INNOSPEC INC | 45768S105 | COM | 3,214 | $332,000 | thousands by filing date | |
| ALLISON TRANSMISSION HLDGS I | 01973R101 | COM | 6,802 | $328,000 | thousands by filing date | |
| HOME FED BANCORP INC LA NEW | 43708L108 | COM | 9,180 | $328,000 | thousands by filing date | |
| CANADIAN IMPERIAL BANK OF COMM COM | 136069101 | Stock | 3,925 | $327,000 | thousands by filing date | |
| GOODYEAR TIRE & RUBBER CO | 382550101 | COM | 21,000 | $327,000 | thousands by filing date | |
| ALASKA AIR GROUP INC COM | 011659109 | Stock | 4,701 | $318,000 | thousands by filing date | |
| FINVOLUTION GROUP SPONSORED ADS | 31810T101 | ADR | 118,818 | $315,000 | thousands by filing date | |
| BANK OF THE JAMES FINL GP IN | 470299108 | COM | 20,598 | $315,000 | thousands by filing date | |
| HALOZYME THERAPEUTICS INC COM | 40637H109 | Stock | 17,613 | $312,000 | thousands by filing date | |
| GRUPO SUPERVIELLE S.A. | 40054A108 | CMN | 84,896 | $312,000 | thousands by filing date | |
| CLOVIS ONCOLOGY INC | 189464100 | COM | 29,812 | $311,000 | thousands by filing date | |
| MARRIOTT VACTINS WORLDWID CO | 57164YAB3 | NOTE 1.500% 9/1 | 290,000 | $310,000 | thousands by filing date | principal |
| BORGWARNER INC COM | 099724106 | Stock | 7,107 | $309,000 | thousands by filing date | |
| BOINGO WIRELESS INC | 09739CAB8 | NOTE 1.000%10/0 | 350,000 | $309,000 | thousands by filing date | principal |
| NEW YORK COMMUNITY BANCORP | 649445103 | COM | 25,555 | $307,000 | thousands by filing date | |
| LIVONGO HEALTH INC | 539183103 | COM | 12,200 | $306,000 | thousands by filing date | |
| ATMOS ENERGY CORP COM | 049560105 | Stock | 2,721 | $304,000 | thousands by filing date | |
| ALLSCRIPTS HEALTHCARE SOLUTN | 01988PAD0 | NOTE 1.250% 7/0 | 300,000 | $297,000 | thousands by filing date | principal |
| CREDIT SUISSE GROUP-ADR | 225401108 | SPONSORED ADR | 22,000 | $296,000 | thousands by filing date | |
| GENESCO INC | 371532102 | COM | 6,169 | $295,000 | thousands by filing date | |
| VIRTUS INVT PARTNERS INC COM | 92828Q109 | Stock | 2,419 | $294,000 | thousands by filing date | |
| MSC INDL DIRECT INC CL A | 553530106 | Stock | 3,704 | $291,000 | thousands by filing date | |
| CONTROLADORA VUELA COMP DE A | 21240E105 | SPON ADR RP 10 | 27,699 | $289,000 | thousands by filing date | |
| DEUTSCHE BK AG NAMEN AKT | D18190898 | Stock | 36,797 | $285,000 | thousands by filing date | |
| TWITTER INC | 90184L102 | COM | 8,853 | $284,000 | thousands by filing date | |
| CLOROX CO DEL | 189054109 | COM | 1,812 | $278,000 | thousands by filing date | |
| SEA LTD | 81141RAB6 | CONV BD US | 130,000 | $277,000 | thousands by filing date | principal |
| HASBRO INC COM | 418056107 | Stock | 2,618 | $276,000 | thousands by filing date | |
| APOGEE ENTERPRISES INC | 037598109 | COM | 8,448 | $274,000 | thousands by filing date | |
| VEECO INSTRS INC DEL | 922417AD2 | NOTE 2.700% 1/1 | 290,000 | $273,000 | thousands by filing date | principal |
| WW INTL INC | 98262P101 | COM | 7,133 | $272,000 | thousands by filing date | |
| FOX CORP CL A COM | 35137L105 | Stock | 7,282 | $270,000 | thousands by filing date | |
| CANADIAN PACIFIC RAILWAYS | 13645T100 | COM | 1,051 | $268,000 | thousands by filing date | |
| RESMED INC COM | 761152107 | Stock | 1,724 | $267,000 | thousands by filing date | |
| BROADRIDGE FINL SOLUTIONS INC COM | 11133T103 | Stock | 2,128 | $263,000 | thousands by filing date | |
| PATTERN ENERGY GROUP INC | 70338PAB6 | NOTE 4.000% 7/1 | 260,000 | $261,000 | thousands by filing date | principal |
| BANCO SANTANDER MEXICO SA | 05969B103 | SPONSORED ADS B | 37,586 | $254,000 | thousands by filing date | |
| iShares Russell Midcap ETF | 464287499 | SHS | 4,200 | $250,000 | thousands by filing date | |
| ALLEGION PLC | G0176J109 | ORD SHS | 2,009 | $250,000 | thousands by filing date | |
| TURQUOISE HILL RESOURCES LTD | 900435108 | COMMON STOCK-FO | 336,495 | $247,000 | thousands by filing date | |
| ULTA BEAUTY INC COM | 90384S303 | Stock | 970 | $246,000 | thousands by filing date | |
| AMERICAN AIRLINES GROUP INC COM | 02376R102 | Stock | 8,465 | $243,000 | thousands by filing date | |
| INTERNATIONAL FLAVORS&FRAGRA | 459506309 | UNIT 09/15/2021 | 5,000 | $240,000 | thousands by filing date | |
| COMTECH TELECOMMUNICATIONS C | 205826209 | COM NEW | 6,386 | $227,000 | thousands by filing date | |
| CROWN CASTLE INTL CORP NEW | 22822V309 | 6.875% CON PFD A | 176 | $226,000 | thousands by filing date | |
| H WORLD GROUP LTD | 16949NAC3 | NOTE 0.375%11/0 | 200,000 | $224,000 | thousands by filing date | principal |
| ENANTA PHARMACEUTICALS INC | 29251M106 | COM | 3,614 | $223,000 | thousands by filing date | |
| WEIBO CORP | 948596AC5 | NOTE 1.250%11/1 | 235,000 | $220,000 | thousands by filing date | principal |
| Vanguard Intermediate-Term Corporate Bond ETF | 92206C870 | SHS | 2,400 | $219,000 | thousands by filing date | |
| MICROCHIP TECHNOLOGY INC. | 595017AH7 | NOTE 2.250% 2/1 | 150,000 | $218,000 | thousands by filing date | principal |
| ISHARES TR | 46434V738 | CORE MSCI EURO | 4,339 | $216,000 | thousands by filing date | |
| CITRIX SYSTEMS INC | 177376100 | COM | 1,934 | $215,000 | thousands by filing date | |
| IMMUNOGEN INC | 45253H101 | COMMON STOCK | 41,707 | $213,000 | thousands by filing date | |
| SABRE CORP COM | 78573M104 | Stock | 9,292 | $209,000 | thousands by filing date | |
| FOX CORP | 35137L204 | CL B COM | 5,615 | $204,000 | thousands by filing date | |
| CAROLINA TR BANCSHARES INC | 14422P105 | COM | 14,491 | $189,000 | thousands by filing date | |
| CARA THERAPEUTICS INC | 140755109 | COM | 11,507 | $186,000 | thousands by filing date | |
| AMCOR PLC | G0250X107 | ORD | 16,185 | $175,000 | thousands by filing date | |
| OPKO HEALTH INC | 68375N103 | COM | 115,533 | $170,000 | thousands by filing date | |
| NESCO HLDGS INC | 64083J112 | *W EXP 01/01/202 | 363,082 | $170,000 | thousands by filing date | |
| CHENIERE ENERGY INC | 16411RAG4 | NOTE 4.250% 3/1 | 200,000 | $158,000 | thousands by filing date | principal |
| YIREN DIGITAL LTD | 98585L100 | SPONSORED ADS | 23,398 | $130,000 | thousands by filing date | |
| Viewra, Inc | 92672L107 | COM | 29,243 | $124,000 | thousands by filing date | |
| Mersana Therapeutics Inc | 59045L106 | Common Stock | 21,037 | $121,000 | thousands by filing date | |
| UNITED SEC BANCSHARES CALIF | 911460103 | COM | 11,152 | $120,000 | thousands by filing date | |
| SYNLOGIC INC | 87166L100 | COM | 44,824 | $115,000 | thousands by filing date | |
| CLEARSIDE BIOMEDICAL INC | 185063104 | COM | 39,340 | $114,000 | thousands by filing date | |
| FLOTEK INDS INC DEL | 343389102 | COM | 50,493 | $101,000 | thousands by filing date | |
| ADAPTIMMUNE THERAPEUTICS PLC | 00653A107 | SPONDS ADR | 83,302 | $100,000 | thousands by filing date | |
| BIOCRYST PHARMACEUTICALS INC COM | 09058V103 | Stock | 22,708 | $78,000 | thousands by filing date | |
| BRISTOL-MYERS SQUIBB CO | 110122157 | RIGHT 99/99/9999 | 20,631 | $63,000 | thousands by filing date | |
| RPC INC | 749660106 | COMMON STOCK | 11,180 | $58,000 | thousands by filing date | |
| CEMEX SAB DE CV SPON ADR NEW | 151290889 | ADR | 13,747 | $52,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0000902219-20-000364 | this filing | 2020-02-11 | acceptance time not in the bulk data set |