13F-HR filed by WELLINGTON MANAGEMENT GROUP LLP
WELLINGTON MANAGEMENT GROUP LLP filed this 13F-HR for the quarter ended 2016-06-30, filed 2016-08-15, with 2,073 holding rows worth $386,868,757,000.
- Accession
- 0001633863-16-000004
- Filer
- CIK 902219
- Filed
- 2016-08-15
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2016
A holdings report, 6,927 entries on the cover page, a total value of $386,868,757,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $386,868,777,000 with VALUE read as thousands by filing date, 13F file number 028-04557. The quarter's positions are built on this report. The resolved quarter.
Other managers
- included managerWellington Management Co LLP028-16899
- included managerWELLINGTON MANAGEMENT CANADA LLC028-16903
- included managerWellington Management Hong Kong Ltd028-16904
- included managerWellington Management Japan Pte Ltd028-16900
- included managerWellington Management Singapore Pte Ltd028-16901
- included managerWellington Management International Ltd028-16902
- included managerWellington Trust Company, NA 028-04557
- included managerWellington Management Australia Ltd 028-04557
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| ENSIGN GROUP INC | 29358P101 | COM | 805,661 | $16,928,000 | thousands by filing date | |
| FLEETMATICS GROUP PLC | G35569105 | COM | 390,047 | $16,901,000 | thousands by filing date | |
| AMERICAN WOODMARK CORP | 030506109 | COM | 254,454 | $16,891,000 | thousands by filing date | |
| BRINKER INTL INC COM | 109641100 | Stock | 370,021 | $16,847,000 | thousands by filing date | |
| SUNSTONE HOTEL INVS INC NEW | 867892101 | COM | 1,395,613 | $16,845,000 | thousands by filing date | |
| NATUS MEDICAL INC | 639050103 | COM | 443,160 | $16,751,000 | thousands by filing date | |
| ARCHER DANIELS MIDLAND CO COM | 039483102 | Stock | 389,382 | $16,700,000 | thousands by filing date | |
| MALIBU BOATS INC A | 56117J100 | COMMON STOCK | 1,375,168 | $16,612,000 | thousands by filing date | |
| WESTWOOD HOLDINGS GROUP INC | 961765104 | COMMON STOCK | 320,346 | $16,594,000 | thousands by filing date | |
| RICE MIDSTREAM PARTNERS LP | 762819100 | UNIT LTD PARTN | 804,126 | $16,428,000 | thousands by filing date | |
| QUIDEL CORP | 74838J101 | COM | 916,705 | $16,373,000 | thousands by filing date | |
| BLACK HILLS CORP COM | 092113109 | Stock | 258,356 | $16,287,000 | thousands by filing date | |
| GREEN DOT CORP CLASS A | 39304D102 | CL A | 707,208 | $16,259,000 | thousands by filing date | |
| PEMBINA PIPELINE CORP COM | 706327103 | Stock | 537,732 | $16,256,000 | thousands by filing date | |
| MONARCH CASINO & RESORT INC | 609027107 | COM | 738,888 | $16,234,000 | thousands by filing date | |
| CASS INFORMATION SYSTEMS INC | 14808P109 | COMMON STOCK | 313,744 | $16,221,000 | thousands by filing date | |
| OCLARO INC | 67555N206 | COM | 3,313,680 | $16,171,000 | thousands by filing date | |
| ALBANY MOLECULAR RESH | 012423109 | COMMON STOCK | 1,198,379 | $16,106,000 | thousands by filing date | |
| DESCARTES SYS GROUP INC COM | 249906108 | Stock | 839,689 | $15,977,000 | thousands by filing date | |
| REGIONAL MANAGEMENT CORP | 75902K106 | COMMON STOCK | 1,089,164 | $15,968,000 | thousands by filing date | |
| SEMGROUP CORP | 81663A105 | CL A | 490,305 | $15,965,000 | thousands by filing date | |
| BLACKSTONE MORTGAGE TRUST INC COM CL A | 09257W100 | REIT | 576,163 | $15,943,000 | thousands by filing date | |
| TOLL BROTHERS INC COM | 889478103 | Stock | 588,943 | $15,848,000 | thousands by filing date | |
| MGM RESORTS INTERNATIONAL | 552953101 | COM | 696,797 | $15,769,000 | thousands by filing date | |
| POPEYES LA KITCHEN INC | 732872106 | COM | 288,555 | $15,766,000 | thousands by filing date | |
| NABRIVA THERAPEUTICS AG | 62957M104 | SPONSORED ADR | 2,097,198 | $15,728,000 | thousands by filing date | |
| ANNALY CAPITAL MANAGEMENT | 035710409 | COM | 1,418,514 | $15,702,000 | thousands by filing date | |
| ZOETIS INC CL A | 98978V103 | Stock | 330,435 | $15,682,000 | thousands by filing date | |
| AH RLTY TR INC | 04208T108 | COM | 1,131,733 | $15,551,000 | thousands by filing date | |
| MYERS INDUSTRIES INC | 628464109 | COMMON STOCK | 1,079,210 | $15,540,000 | thousands by filing date | |
| SUMMIT MATERIALS INC CLASS A | 86614U100 | CL A | 758,399 | $15,516,000 | thousands by filing date | |
| XURA INC COM | 98420V107 | COM | 634,268 | $15,495,000 | thousands by filing date | |
| KEYSIGHT TECHNOLOGIES INC COM | 49338L103 | Stock | 531,080 | $15,448,000 | thousands by filing date | |
| BOTTOMLINE TECH INC DEL | 101388106 | COM | 712,860 | $15,348,000 | thousands by filing date | |
| LIFELOCK INC COM | 53224V100 | COM | 969,334 | $15,325,000 | thousands by filing date | |
| MARCUS CORPORATION | 566330106 | COMMON STOCK | 720,860 | $15,210,000 | thousands by filing date | |
| GLAUKOS CORP COM | 377322102 | Stock | 520,564 | $15,178,000 | thousands by filing date | |
| RETAIL PPTYS AMER INC | 76131V202 | CL A | 892,372 | $15,081,000 | thousands by filing date | |
| ISHARES RUSSELL 1000 VALUE ETF | 464287598 | ETF | 144,974 | $14,970,000 | thousands by filing date | |
| CENTURY CASINOS INC | 156492100 | COM | 2,387,398 | $14,873,000 | thousands by filing date | |
| ACACIA COMMUNICATIONS INC | 00401C108 | COM | 372,296 | $14,869,000 | thousands by filing date | |
| ATLAS FINANCIAL HOLDINGS INC | G06207115 | SHS NEW | 858,632 | $14,786,000 | thousands by filing date | |
| BNC Bancorp | 05566T101 | Com | 649,816 | $14,757,000 | thousands by filing date | |
| Vanguard High Dividend Yield ETF | 921946406 | SHS | 206,281 | $14,741,000 | thousands by filing date | |
| BANCO MACRO S A | 05961W105 | SPON ADR B | 198,525 | $14,735,000 | thousands by filing date | |
| CIE 3.125 05/24 | 19075FAB2 | Bond 30/360P2 U | 44,546,000 | $14,700,000 | thousands by filing date | principal |
| CLEARSIDE BIOMEDICAL INC | 185063104 | COM | 2,087,448 | $14,633,000 | thousands by filing date | |
| SYNTEL INC | 87162H103 | COM | 322,066 | $14,577,000 | thousands by filing date | |
| TUESDAY MORNING CORP | 899035505 | COM NEW | 2,072,959 | $14,552,000 | thousands by filing date | |
| QUANTA SVCS INC | 74762E102 | COM | 625,193 | $14,455,000 | thousands by filing date | |
| LIVANOVA PLC | G5509L101 | SHS | 285,637 | $14,348,000 | thousands by filing date | |
| COBALT INTL ENERGY INC | 19075FAA4 | NOTE 2.625%12/0 | 38,094,000 | $14,285,000 | thousands by filing date | principal |
| iShares Core MSCI Emerging Markets ETF | 46434G103 | SHS | 339,721 | $14,211,000 | thousands by filing date | |
| REPUBLIC FIRST BANCORP INC | 760416107 | COM | 3,279,967 | $14,137,000 | thousands by filing date | |
| REGULUS THERAPEUTICS INC | 75915K101 | COM | 4,886,125 | $14,121,000 | thousands by filing date | |
| WASHINGTONFIRST BANKSHARES I | 940730104 | COM | 652,912 | $14,109,000 | thousands by filing date | |
| FERRO CORP | 315405100 | COM | 1,052,217 | $14,079,000 | thousands by filing date | |
| LINCOLN NATL CORP IND COM | 534187109 | Stock | 361,959 | $14,033,000 | thousands by filing date | |
| OMEGA PROTEIN CORP | 68210P107 | COM | 699,347 | $13,980,000 | thousands by filing date | |
| OLD DOMINION FREIGHT LINE INC COM | 679580100 | Stock | 230,998 | $13,931,000 | thousands by filing date | |
| PREFERRED APT CMNTYS INC | 74039L103 | COM | 945,660 | $13,920,000 | thousands by filing date | |
| ACHILLION PHARMACEUTICALS IN | 00448Q201 | COM | 1,778,333 | $13,871,000 | thousands by filing date | |
| BSB BANCORP INC MD | 05573H108 | COM | 605,655 | $13,719,000 | thousands by filing date | |
| DOMINOS PIZZA INC COM | 25754A201 | Stock | 103,211 | $13,560,000 | thousands by filing date | |
| ALLETE INC | 018522300 | COM NEW | 209,453 | $13,536,000 | thousands by filing date | |
| EVERTEC INC | 30040P103 | COM | 870,357 | $13,525,000 | thousands by filing date | |
| HURON CONSULTING GROUP INC | 447462AB8 | NOTE 1.250%10/0 | 12,980,000 | $13,183,000 | thousands by filing date | principal |
| NATURAL GROCERS BY VITAMIN C | 63888U108 | COMMON STOCK | 1,004,873 | $13,114,000 | thousands by filing date | |
| NOVA LTD COM | M7516K103 | Stock | 1,193,813 | $13,060,000 | thousands by filing date | |
| SUN CMNTYS INC COM | 866674104 | REIT | 168,749 | $12,933,000 | thousands by filing date | |
| ING GROEP N V | 456837AF0 | DBCV 6.500%12/2 | 13,975,000 | $12,778,000 | thousands by filing date | principal |
| TTOO | 89853L104 | Stock | 1,618,239 | $12,768,000 | thousands by filing date | |
| SYNDAX PHARMACEUTICALS INC | 87164F105 | COM | 1,294,076 | $12,746,000 | thousands by filing date | |
| GRAND CANYON ED INC COM | 38526M106 | Stock | 318,836 | $12,728,000 | thousands by filing date | |
| ENDOCHOICE HLDGS INC COM | 29272U103 | COM | 2,594,956 | $12,715,000 | thousands by filing date | |
| QTS RLTY TR INC | 74736A103 | COM CL A | 226,860 | $12,699,000 | thousands by filing date | |
| DTE ENERGY CO COM | 233331107 | Stock | 127,305 | $12,618,000 | thousands by filing date | |
| GENERAL GROWTH PPTYS INC NEW | 370023103 | COM | 422,980 | $12,613,000 | thousands by filing date | |
| IDACORP INC | 451107106 | COM | 153,987 | $12,527,000 | thousands by filing date | |
| CTRIP COM INTL LTD | 22943F100 | AMERICAN DEP SHS | 303,995 | $12,525,000 | thousands by filing date | |
| LDR HLDG CORP | 50185U105 | COM | 337,147 | $12,458,000 | thousands by filing date | |
| TATA MTRS LTD | 876568502 | SPONSORED ADR | 358,469 | $12,428,000 | thousands by filing date | |
| ARMSTRONG FLOORING INC | 04238R106 | COM | 733,027 | $12,425,000 | thousands by filing date | |
| SANDY SPRING BANCORP INC | 800363103 | COMMON STOCK | 424,975 | $12,350,000 | thousands by filing date | |
| MAKEMYTRIP LIMITED MAURITIUS SHS | V5633W109 | Stock | 830,225 | $12,337,000 | thousands by filing date | |
| TARO PHARMACEUTICAL INDS LTD | M8737E108 | SHS | 84,351 | $12,282,000 | thousands by filing date | |
| NETEASE COM INC SPONSORED ADS | 64110W102 | ADR | 63,470 | $12,263,000 | thousands by filing date | |
| ALLY FINL INC COM | 02005N100 | Stock | 718,325 | $12,262,000 | thousands by filing date | |
| NATIONAL GRID PLC | 636274300 | SPONSORED ADR NE | 164,790 | $12,249,000 | thousands by filing date | |
| GRANITE CONSTR INC COM | 387328107 | Stock | 268,323 | $12,222,000 | thousands by filing date | |
| RIO TINTO PLC SPONSORED ADR | 767204100 | ADR | 389,440 | $12,189,000 | thousands by filing date | |
| COMSCORE INC | 20564W105 | COM | 509,901 | $12,176,000 | thousands by filing date | |
| VWR CORP | 91843L103 | COM | 413,689 | $11,956,000 | thousands by filing date | |
| VIMPELCOM LTD | 92719A106 | SPONSORED ADR | 3,075,303 | $11,932,000 | thousands by filing date | |
| SILICOM LTD | M84116108 | ORD | 396,558 | $11,857,000 | thousands by filing date | |
| RUTHS HOSPITALITY GROUP INC | 783332109 | COM | 737,081 | $11,756,000 | thousands by filing date | |
| RED ROBIN GOURMET BURGERS IN | 75689M101 | COM | 245,221 | $11,631,000 | thousands by filing date | |
| SHORE BANCSHARES INC | 825107105 | COMMON STOCK | 987,361 | $11,601,000 | thousands by filing date | |
| RIGEL PHARMACEUTICALS INC | 766559603 | COMMON STOCK | 5,114,176 | $11,405,000 | thousands by filing date | |
| RESTORATION HARDWARE HLDGS I | 761283100 | COM | 397,511 | $11,401,000 | thousands by filing date | |
| NEW HOME CO INC COM | 645370107 | COM | 1,187,058 | $11,325,000 | thousands by filing date | |
| H&E EQUIPMENT SERVICES INC | 404030108 | COM | 591,430 | $11,255,000 | thousands by filing date | |
| EMBRAER S.A. | 29082A107 | SPONSORED ADS | 515,650 | $11,199,000 | thousands by filing date | |
| NETSCOUT SYS INC | 64115T104 | COM | 499,809 | $11,121,000 | thousands by filing date | |
| BANCO SANTANDER CHILE NEW | 05965X109 | SP ADR REP COM | 572,703 | $11,093,000 | thousands by filing date | |
| SINA CORP | G81477104 | ORD | 211,905 | $10,992,000 | thousands by filing date | |
| HORIZON BANCORP IND | 440407104 | COM | 436,625 | $10,976,000 | thousands by filing date | |
| INOGEN INC | 45780L104 | COM | 217,268 | $10,887,000 | thousands by filing date | |
| DST SYS INC DEL | 233326107 | COM | 93,337 | $10,867,000 | thousands by filing date | |
| LANTHEUS HLDGS INC | 516544103 | COM | 2,940,303 | $10,791,000 | thousands by filing date | |
| ISHARES TR | 464287556 | ISHARES BIOTECH | 41,336 | $10,638,000 | thousands by filing date | |
| TETRAPHASE PHARMACEUTICALS INC | 88165N105 | COMMON STOCK | 2,471,984 | $10,628,000 | thousands by filing date | |
| ATMOS ENERGY CORP COM | 049560105 | Stock | 130,564 | $10,617,000 | thousands by filing date | |
| MARTEN TRANSPORT LTD | 573075108 | COM | 535,506 | $10,603,000 | thousands by filing date | |
| Etfs Phys Platinum Etf | 26922V101 | SH BEN INT | 107,194 | $10,603,000 | thousands by filing date | |
| KONA GRILL INC | 50047H201 | COM | 985,964 | $10,570,000 | thousands by filing date | |
| XEROX CORP | 984121103 | COM | 1,111,233 | $10,546,000 | thousands by filing date | |
| BEACON ROOFING SUPPLY INC | 073685109 | COM | 231,275 | $10,516,000 | thousands by filing date | |
| ACCURAY INC DEL | 004397105 | COM | 2,025,230 | $10,511,000 | thousands by filing date | |
| KITE REALTY GROUP TRUST COM NEW | 49803T300 | REIT | 374,461 | $10,497,000 | thousands by filing date | |
| CARDTRONICS INC | 14161HAG3 | NOTE 1.000%12/0 | 10,443,000 | $10,470,000 | thousands by filing date | principal |
| BANCORP INC DEL | 05969A105 | COM | 1,734,904 | $10,444,000 | thousands by filing date | |
| CORE LABORATORIES N V | N22717107 | COM | 84,093 | $10,418,000 | thousands by filing date | |
| MULTI PACKAGING SOLUTIONS IN | G6331W109 | COM | 780,394 | $10,418,000 | thousands by filing date | |
| NELNET INC | 64031N108 | CL A | 299,526 | $10,409,000 | thousands by filing date | |
| BORGWARNER INC COM | 099724106 | Stock | 352,100 | $10,394,000 | thousands by filing date | |
| GENERAL MILLS INC COM | 370334104 | Stock | 144,913 | $10,335,000 | thousands by filing date | |
| AFFIMED N V | N01045108 | COM | 4,126,493 | $10,234,000 | thousands by filing date | |
| BANKWELL FINL GROUP INC | 06654A103 | COM | 462,868 | $10,211,000 | thousands by filing date | |
| MIDDLEBURG FINL CORP COM | 596094102 | COM | 374,342 | $10,182,000 | thousands by filing date | |
| FIRST DATA CORP NEW COM CL A | 32008D106 | Stock | 919,100 | $10,174,000 | thousands by filing date | |
| FIRST NORTHWEST BANCORP | 335834107 | COM | 796,471 | $10,147,000 | thousands by filing date | |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 85,075 | $10,121,000 | thousands by filing date | put |
| DOMTAR CORP | 257559203 | COM NEW | 289,050 | $10,120,000 | thousands by filing date | |
| ISHARES TR | 464287432 | 20 YR TR BD ETF | 72,565 | $10,079,000 | thousands by filing date | |
| CHURCHILL DOWNS INC | 171484108 | COM | 79,344 | $10,025,000 | thousands by filing date | |
| FIRST BUSINESS FINANCIAL SER | 319390100 | COMMON STOCK | 426,881 | $10,019,000 | thousands by filing date | |
| CONMED CORP COM | 207410101 | Stock | 209,838 | $10,016,000 | thousands by filing date | |
| ISHARES TR | 46429B598 | MSCI INDIA ETF | 358,600 | $10,012,000 | thousands by filing date | |
| ALLERGAN PLC | G0177J116 | PFD CONV SER A | 12,002 | $10,004,000 | thousands by filing date | |
| KARYOPHARM THERAPEUTICS INC | 48576U106 | COM | 1,490,644 | $10,003,000 | thousands by filing date | |
| TWITTER INC | 90184L102 | COM | 589,875 | $9,974,000 | thousands by filing date | |
| WHIRLPOOL CORP COM | 963320106 | Stock | 59,396 | $9,898,000 | thousands by filing date | |
| AGCO CORP | 001084102 | COM | 209,780 | $9,887,000 | thousands by filing date | |
| FIRSTSERVICE CORP NEW | 33767E103 | COM | 215,634 | $9,883,000 | thousands by filing date | |
| ENTERGY CORP NEW COM | 29364G103 | Stock | 120,348 | $9,791,000 | thousands by filing date | |
| ESTERLINE TECHNOLOGIES CORP | 297425100 | COM | 157,484 | $9,770,000 | thousands by filing date | |
| BANK MONTREAL MEDIUM COM | 063671101 | Stock | 154,566 | $9,753,000 | thousands by filing date | |
| WEST CORP | 952355204 | COM | 494,832 | $9,729,000 | thousands by filing date | |
| FLEXION THERAPEUTICS INC | 33938J106 | COM | 648,396 | $9,703,000 | thousands by filing date | |
| IONIS PHARMACEUTICALS INC COM | 462222100 | Stock | 416,469 | $9,699,000 | thousands by filing date | |
| HAVERTY FURNITURE COS INC COM | 419596101 | Stock | 536,662 | $9,676,000 | thousands by filing date | |
| YPF SOCIEDAD ANONIMA | 984245100 | SPON ADR CL D | 503,795 | $9,672,000 | thousands by filing date | |
| QUEST DIAGNOSTICS INC COM | 74834L100 | Stock | 118,126 | $9,616,000 | thousands by filing date | |
| HERITAGE OAKS BANCORP | 42724R107 | COM | 1,209,342 | $9,602,000 | thousands by filing date | |
| APTARGROUP INC COM | 038336103 | Stock | 121,233 | $9,593,000 | thousands by filing date | |
| FIRST MID BANCSHARES INC | 320866106 | COMMON STOCK | 382,628 | $9,566,000 | thousands by filing date | |
| CONSTELLIUM NV-CLASS A | N22035104 | CL A | 2,033,138 | $9,536,000 | thousands by filing date | |
| TECK RESOURCES LTD CL B | 878742204 | Stock | 718,500 | $9,454,000 | thousands by filing date | |
| COMPANIA DE MINAS BUENAVENTU | 204448104 | SPONSORED ADR | 790,628 | $9,448,000 | thousands by filing date | |
| CODORUS VY BANCORP INC | 192025104 | COM | 462,598 | $9,423,000 | thousands by filing date | |
| QCR HOLDINGS INC | 74727A104 | COMMON STOCK | 345,547 | $9,395,000 | thousands by filing date | |
| BUFFALO WILD WINGS INC | 119848109 | COMMON STOCK | 67,575 | $9,390,000 | thousands by filing date | |
| EXELIXIS INC COM | 30161Q104 | Stock | 1,197,671 | $9,354,000 | thousands by filing date | |
| CLEARONE INC | 18506U104 | COM | 835,056 | $9,353,000 | thousands by filing date | |
| SOUTHERN FIRST BANCSHARES | 842873101 | COMMON STOCK | 386,676 | $9,319,000 | thousands by filing date | |
| SUNPOWER CORP | 867652AJ8 | DBCV 0.875% 6/0 | 11,477,000 | $9,275,000 | thousands by filing date | principal |
| OLD LINE BANCSHARES INC | 67984M100 | COMMON | 512,476 | $9,224,000 | thousands by filing date | |
| 1ST SOURCE CORP COM | 336901103 | Stock | 284,669 | $9,220,000 | thousands by filing date | |
| SCORPIO BULKERS INC | Y7546A122 | COM | 3,270,411 | $9,125,000 | thousands by filing date | |
| HERBALIFE LTD | G4412G101 | COM SHS | 155,569 | $9,105,000 | thousands by filing date | |
| LIBERTY GLOBAL PLC | G5480U153 | COM | 280,181 | $9,104,000 | thousands by filing date | |
| COMMUNITY BANKERS TRUST CORP | 203612106 | COM | 1,750,884 | $9,070,000 | thousands by filing date | |
| FRESHPET INC COM | 358039105 | Stock | 963,257 | $8,987,000 | thousands by filing date | |
| CHEMBIO DIAGNOSTICS | 163572209 | COM | 1,095,880 | $8,975,000 | thousands by filing date | |
| NEWTEKONE INC | 652526203 | COM NEW | 703,437 | $8,948,000 | thousands by filing date | |
| CENTURY BANCORP INC -CL A | 156432106 | CL A | 211,168 | $8,939,000 | thousands by filing date | |
| NEOPHOTONICS CORP | 64051T100 | COM | 931,729 | $8,880,000 | thousands by filing date | |
| NATIONAL GEN HLDGS CORP | 636220303 | COM | 409,517 | $8,772,000 | thousands by filing date | |
| REXNORD CORP | 76169B102 | COMMON STOCK | 446,248 | $8,761,000 | thousands by filing date | |
| UFP TECHNOLOGIES INC | 902673102 | COM | 387,954 | $8,744,000 | thousands by filing date | |
| STATE NATIONAL. | 85711T305 | Common Stock | 827,171 | $8,710,000 | thousands by filing date | |
| INTERNATIONAL SPEEDWAY CORP | 460335201 | COMMON STOCK | 259,842 | $8,691,000 | thousands by filing date | |
| AMERICAN CAPITAL AGENCY CORP | 02503X105 | COMMON STOCK | 438,096 | $8,683,000 | thousands by filing date | |
| Southern Company | 842587107 | COM | 160,942 | $8,631,000 | thousands by filing date | |
| REVLON INC | 761525609 | OPT | 267,152 | $8,597,000 | thousands by filing date | |
| GLOBANT S A | L44385109 | COM | 216,724 | $8,528,000 | thousands by filing date | |
| TOWNEBANK PORTSMOUTH VA | 89214P109 | COM | 389,309 | $8,429,000 | thousands by filing date | |
| ARES CAPITAL CORP | 04010L103 | COM | 592,606 | $8,414,000 | thousands by filing date | |
| TELEKOMUNIKASI IND SPONSORED ADR | 715684106 | ADR | 136,553 | $8,393,000 | thousands by filing date | |
| CEMEX SAB DE CV SPON ADR NEW | 151290889 | ADR | 1,359,952 | $8,391,000 | thousands by filing date | |
| ADVANCED ENERGY INDS COM | 007973100 | Stock | 220,737 | $8,378,000 | thousands by filing date | |
| M/I HOMES INC | 55292PAB1 | NOTE 3.000% 3/0 | 8,598,000 | $8,377,000 | thousands by filing date | principal |
| POWERSHS DB US DOLLAR INDEX DO | 73936D107 | COM | 337,154 | $8,375,000 | thousands by filing date | |
| AMERICAN WTR WKS CO INC NEW COM | 030420103 | Stock | 98,644 | $8,336,000 | thousands by filing date | |
| HSBC HLDGS PLC | 404280AT6 | NOTE 6.375%12/3 | 8,720,000 | $8,306,000 | thousands by filing date | principal |
| NNN REIT INC COM | 637417106 | REIT | 160,110 | $8,281,000 | thousands by filing date | |
| THOR INDS INC | 885160101 | COM | 127,849 | $8,277,000 | thousands by filing date | |
| TRACTOR SUPPLY CO COM | 892356106 | Stock | 90,620 | $8,263,000 | thousands by filing date | |
| SIGNATURE BANK | 82669G104 | COM | 65,732 | $8,211,000 | thousands by filing date | |
| Q2 HLDGS INC COM | 74736L109 | Stock | 290,577 | $8,142,000 | thousands by filing date | |
| OLD SECOND BANCORP INC | 680277100 | COMMON STOCK | 1,191,215 | $8,136,000 | thousands by filing date | |
| EASTERN VA BANKSHARES INC | 277196101 | COM | 1,075,474 | $8,120,000 | thousands by filing date | |
| HERITAGE CRYSTAL CLEAN INC | 42726M106 | COM | 663,474 | $8,101,000 | thousands by filing date | |
| CROWN CRAFTS INC | 228309100 | COM | 848,052 | $8,023,000 | thousands by filing date | |
| PRA Group Inc | 69354N106 | COM | 331,881 | $8,011,000 | thousands by filing date | |
| INVESCO MORTGAGE CAPITAL INC | 46131B100 | COM | 583,742 | $7,992,000 | thousands by filing date | |
| VEREIT INC | 92339V100 | COM | 784,770 | $7,958,000 | thousands by filing date | |
| TYSON FOODS INC CL A | 902494103 | Stock | 117,724 | $7,862,000 | thousands by filing date | |
| SKECHERS U S A INC | 830566105 | CL A | 263,800 | $7,841,000 | thousands by filing date | |
| LLOYDS BANKING GROUP PLC | 539439AG4 | SDCV 7.500%12/3 | 8,000,000 | $7,820,000 | thousands by filing date | principal |
| MATCH GROUP INC | 57665R106 | COM | 510,961 | $7,702,000 | thousands by filing date | |
| PATHWARD FINANCIAL INC | 59100U108 | COM | 151,030 | $7,696,000 | thousands by filing date | |
| BRF SA | 10552T107 | SPONSORED ADR | 549,834 | $7,660,000 | thousands by filing date | |
| UNITY BANCORP INC | 913290102 | COMMON STOCK | 600,613 | $7,634,000 | thousands by filing date | |
| GLOBALSCAPE INC | 37940G109 | COM | 2,063,937 | $7,616,000 | thousands by filing date | |
| TCF FINL CORP | 872275102 | COM | 600,744 | $7,599,000 | thousands by filing date | |
| BIO RAD LABS INC | 090572207 | CL A | 53,111 | $7,596,000 | thousands by filing date | |
| SBA COMMUNICATIONS CORP | 78388J106 | COMMON STOCK | 70,359 | $7,594,000 | thousands by filing date | |
| SUPREME INDS INC-CLASS A | 868607102 | CL A | 552,031 | $7,563,000 | thousands by filing date | |
| QUORUM HEALTH CORP | 74909E106 | COM | 702,517 | $7,524,000 | thousands by filing date | |
| MAXLINEAR INC | 57776J100 | COM | 415,959 | $7,479,000 | thousands by filing date | |
| RED HAT INC | 756577102 | COM | 103,026 | $7,479,000 | thousands by filing date | |
| BATS GLOBAL MKTS INC COM | 05491G109 | Stock | 290,800 | $7,471,000 | thousands by filing date | |
| CASTLIGHT HEALTH INC CL B | 14862Q100 | Stock | 1,882,993 | $7,456,000 | thousands by filing date | |
| TWO HARBORS INVESTMENT CORP | 90187B101 | COMMON STOCK | 870,525 | $7,452,000 | thousands by filing date | |
| FOOT LOCKER INC | 344849104 | COM | 135,821 | $7,451,000 | thousands by filing date | |
| COUNTY BANCORP INC | 221907108 | COM | 360,185 | $7,427,000 | thousands by filing date | |
| EMCORE CORP | 290846203 | COM | 1,248,900 | $7,418,000 | thousands by filing date | |
| CLOROX CO DEL | 189054109 | COM | 53,314 | $7,378,000 | thousands by filing date | |
| IMAX CORP | 45245E109 | COM | 249,861 | $7,366,000 | thousands by filing date | |
| HP INC COM | 40434L105 | Stock | 582,428 | $7,310,000 | thousands by filing date | |
| ARATANA THERAPEUTICS INC | 03874P101 | COM | 1,150,499 | $7,271,000 | thousands by filing date | |
| FARMER BROS CO | 307675108 | COM | 226,595 | $7,264,000 | thousands by filing date | |
| GLOBAL EAGLE ENTERTAINMENT I | 37951D102 | COM | 1,093,067 | $7,258,000 | thousands by filing date | |
| HEALTHCARE | 42225P501 | CL A NEW | 224,282 | $7,253,000 | thousands by filing date | |
| TRUPANION INC | 898202106 | COM | 545,000 | $7,221,000 | thousands by filing date | |
| MBIA INC | 55262C100 | COMMON STOCK | 1,057,354 | $7,221,000 | thousands by filing date | |
| HEWLETT PACKARD ENTERPRISE CO COM | 42824C109 | Stock | 394,539 | $7,208,000 | thousands by filing date | |
| MASIMO CORP COM | 574795100 | Stock | 136,468 | $7,166,000 | thousands by filing date | |
| RIVERVIEW BANCORP INC | 769397100 | COM | 1,505,284 | $7,120,000 | thousands by filing date | |
| NIVALIS THERAPEUTICS INC | 65481J109 | COM | 1,531,622 | $7,045,000 | thousands by filing date | |
| ING GROEP N.V. SPONSORED ADR | 456837103 | ADR | 679,550 | $7,020,000 | thousands by filing date | |
| HIGHWOODS PPTYS INC COM | 431284108 | REIT | 132,503 | $6,996,000 | thousands by filing date | |
| FIRST COMMUNITY CORP | 319835104 | COMMON STOCK | 499,344 | $6,986,000 | thousands by filing date | |
| WIX COM LTD SHS | M98068105 | Stock | 227,396 | $6,902,000 | thousands by filing date | |
| YAMANA GOLD INC | 98462Y100 | COM | 1,332,167 | $6,893,000 | thousands by filing date | |
| UBIQUITI NETWORKS INC | 90347A100 | COM | 175,862 | $6,799,000 | thousands by filing date | |
| E M C CORP MASS | 268648102 | COM | 245,017 | $6,658,000 | thousands by filing date | |
| PLANET PAYMENT INC | U72603118 | SHS | 1,479,792 | $6,644,000 | thousands by filing date | |
| HAWAIIAN HOLDINGS INC | 419879101 | COM | 174,566 | $6,626,000 | thousands by filing date | |
| TESSERA TECHNOLOGIES INC | 88164L100 | COM | 215,027 | $6,589,000 | thousands by filing date | |
| SMITH & WESSON BRANDS, INC. | 831756101 | COM | 242,089 | $6,580,000 | thousands by filing date | |
| DARLING INGREDIENTS INC COM | 237266101 | Stock | 441,541 | $6,578,000 | thousands by filing date | |
| DNB Financial Corporation | 233237106 | Common Stock | 277,981 | $6,560,000 | thousands by filing date | |
| AMERICAN TOWER CORP NEW | 03027X407 | DEP PFD CONV SE | 58,338 | $6,553,000 | thousands by filing date | |
| ROYAL BK OF SCOTLAND PLC | 780099CK1 | NOTE 8.000%12/3 | 7,020,000 | $6,547,000 | thousands by filing date | principal |
| FIAT CHRYSLER AUTOMOBILES N | N31738102 | SHS | 1,068,993 | $6,526,000 | thousands by filing date | |
| PRGX GLOBAL INC | 69357C503 | COM NEW | 1,238,900 | $6,467,000 | thousands by filing date | |
| TERADATA CORP DEL | 88076W103 | COM | 255,176 | $6,397,000 | thousands by filing date | |
| ATWOOD OCEANICS INC | 050095108 | COM | 510,324 | $6,389,000 | thousands by filing date | |
| BANCO BRADESCO S A | 059460303 | SP ADR PFD NEW | 817,979 | $6,388,000 | thousands by filing date | |
| ARI NETWORK SERVICES | 001930205 | COMM | 1,521,026 | $6,388,000 | thousands by filing date | |
| CSG SYSTEMS | 126349109 | COM | 157,980 | $6,368,000 | thousands by filing date | |
| NORTHEAST BANCORP | 663904209 | COM | 565,388 | $6,361,000 | thousands by filing date | |
| M B T FINANCIAL CORP | 578877102 | Stock | 790,794 | $6,326,000 | thousands by filing date | |
| PRIMO WTR CORP | 74165N105 | COM | 534,450 | $6,312,000 | thousands by filing date | |
| NORDSON CORP | 655663102 | COM | 75,341 | $6,300,000 | thousands by filing date | |
| VOYA FINANCIAL INC COM | 929089100 | Stock | 254,272 | $6,296,000 | thousands by filing date | |
| Vanguard S&P 500 ETF | 922908363 | COM | 32,729 | $6,291,000 | thousands by filing date | |
| ZOES KITCHEN INC | 98979J109 | COM | 173,375 | $6,288,000 | thousands by filing date | |
| RYANAIR HOLDINGS PLC SPONSORED ADR | 783513203 | ADR | 90,299 | $6,279,000 | thousands by filing date | |
| APIGEE CORP COM | 03765N108 | Stock | 506,351 | $6,188,000 | thousands by filing date | |
| AMERICAN EAGLE OUTFITTERS INC COM | 02553E106 | Stock | 387,034 | $6,165,000 | thousands by filing date | |
| GAMESTOP CORP | 36467W109 | CL A | 231,678 | $6,158,000 | thousands by filing date | |
| GLOBAL BRASS & COPPR HLDGS I | 37953G103 | COM | 225,301 | $6,149,000 | thousands by filing date | |
| SPARTAN MTRS INC | 846819100 | COM | 980,239 | $6,136,000 | thousands by filing date | |
| FRANKLIN COVEY CO | 353469109 | COMMON STOCK | 395,553 | $6,064,000 | thousands by filing date | |
| EQUITY RESIDENTIAL | 29476L107 | SH BEN INT | 87,873 | $6,053,000 | thousands by filing date | |
| ISHARES TR | 464288257 | MSCI ACWI ETF | 107,630 | $6,052,000 | thousands by filing date | |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 30,447 | $6,034,000 | thousands by filing date | put |
| SPDR SERIES TRUST | 78464A730 | S&P OILGAS EXP | 31,570 | $6,032,000 | thousands by filing date | put |
| DARDEN RESTAURANTS INC COM | 237194105 | Stock | 94,966 | $6,014,000 | thousands by filing date | |
| BRUKER CORP | 116794108 | COM | 264,093 | $6,005,000 | thousands by filing date | |
| TAKE-TWO INTERACTIVE SOFTWARE COM | 874054109 | Stock | 158,287 | $6,002,000 | thousands by filing date | |
| BIOTELEMETRY INC | 090672106 | COM | 368,200 | $6,001,000 | thousands by filing date | |
| SOUTHERN NATL BANCORP OF VA | 843395104 | COM | 492,158 | $5,980,000 | thousands by filing date | |
| AMICUS THERAPEUTICS INC | 03152W109 | COM | 1,089,017 | $5,946,000 | thousands by filing date | |
| ASTRONOVA INC | 04638F108 | COM | 390,552 | $5,944,000 | thousands by filing date | |
| STANDARD BIOTOOLS INC | 34385P108 | COM | 652,516 | $5,892,000 | thousands by filing date | |
| FIRST INTERNET BANCORP | 320557101 | COM | 247,068 | $5,885,000 | thousands by filing date | |
| FIDELITY NATIONAL FINANCIAL | 31620R303 | FNF GROUP COM | 156,232 | $5,859,000 | thousands by filing date | |
| HAYNES INTL INC | 420877201 | COM NEW | 180,532 | $5,791,000 | thousands by filing date | |
| SMITH A O CORP COM | 831865209 | Stock | 65,697 | $5,789,000 | thousands by filing date | |
| CRACKER BARREL OLD CTRY STOR | 22410J106 | COM | 33,612 | $5,764,000 | thousands by filing date | |
| HOPFED BANCORP INC | 439734104 | COM | 493,572 | $5,720,000 | thousands by filing date | |
| ELLINGTON CREDIT COMPANY | 288578107 | COM SHS BEN INT | 437,403 | $5,712,000 | thousands by filing date | |
| TELEPHONE & DATA SYS INC | 879433829 | COM NEW | 192,232 | $5,702,000 | thousands by filing date | |
| TREX CO INC | 89531P105 | COM | 126,872 | $5,699,000 | thousands by filing date | |
| STANDEX INTL CORP | 854231107 | COM | 68,298 | $5,644,000 | thousands by filing date | |
| ISHARES TR | 464288182 | MSCI AC ASIA ETF | 102,911 | $5,628,000 | thousands by filing date | |
| PEAPACK GLADSTONE FINL CORP | 704699107 | COMMON STOCK | 303,445 | $5,616,000 | thousands by filing date | |
| ACUITY INC COM | 00508Y102 | Stock | 22,640 | $5,614,000 | thousands by filing date | |
| XYLEM INC COM | 98419M100 | Stock | 124,942 | $5,579,000 | thousands by filing date | |
| LAPORTE BANCORP INC MD | 516651106 | COM | 341,183 | $5,572,000 | thousands by filing date | |
| WESTROCK CO | 96145D105 | COM | 143,080 | $5,561,000 | thousands by filing date | |
| ULTA BEAUTY INC COM | 90384S303 | Stock | 22,768 | $5,548,000 | thousands by filing date | |
| Taser Intl Inc | 87651B104 | COM | 221,558 | $5,512,000 | thousands by filing date | |
| PRESTIGE CONSMR HEALTHCARE I | 74112D101 | COM | 99,309 | $5,502,000 | thousands by filing date | |
| FLAGSTAR BANCORP INC | 337930705 | COM PAR .001 | 225,296 | $5,500,000 | thousands by filing date | |
| REYNOLDS AMERICAN INC | 761713106 | COMMON STOCK | 101,977 | $5,500,000 | thousands by filing date | |
| MYRIAD GENETICS INC | 62855J104 | COM | 179,673 | $5,498,000 | thousands by filing date | |
| SPDR SERIES TRUST OILGAS EQUIP | 78464A748 | COM | 290,440 | $5,443,000 | thousands by filing date | |
| Poage Bankshares, Inc. | 730206109 | Common Stock | 316,716 | $5,441,000 | thousands by filing date | |
| PARTY CITY HOLDCO INC | 702149105 | COM | 388,596 | $5,405,000 | thousands by filing date | |
| CIT GROUP INC COM NEW | 125581801 | Stock | 169,207 | $5,399,000 | thousands by filing date | |
| EXPRESS INC | 30219E103 | COMMON STOCK | 371,071 | $5,384,000 | thousands by filing date | |
| FINTECH ACQUISITION CORP | 31809H209 | UNIT 99/99/9999 | 499,590 | $5,371,000 | thousands by filing date | |
| NUTRACEUTICAL INTERNATIONAL | 67060Y101 | COMMON STOCK | 231,851 | $5,367,000 | thousands by filing date | |
| HASBRO INC COM | 418056107 | Stock | 63,651 | $5,345,000 | thousands by filing date | |
| GOLD FIELDS LTD SPONSORED ADR | 38059T106 | ADR | 1,084,197 | $5,312,000 | thousands by filing date | |
| UCP INC - CL A | 90265Y106 | Common Stock | 661,962 | $5,309,000 | thousands by filing date | |
| MAGELLAN HEALTH SERVICES INC | 559079207 | COM NEW | 79,725 | $5,243,000 | thousands by filing date | |
| INC RESH HLDGS INC | 45329R109 | CL A | 137,441 | $5,241,000 | thousands by filing date | |
| ULTRALIFE CORP | 903899102 | COM | 1,045,238 | $5,237,000 | thousands by filing date | |
| QUALITY SYS INC | 747582104 | COM | 439,453 | $5,235,000 | thousands by filing date | |
| SOCIEDAD QUIMICA Y MINERA DE C | 833635105 | SPON ADR SER B | 209,232 | $5,172,000 | thousands by filing date | |
| NATIONAL HEALTH INVS INC COM | 63633D104 | REIT | 68,443 | $5,139,000 | thousands by filing date | |
| WEINGARTEN RLTY INVS | 948741103 | SH BEN INT | 125,887 | $5,139,000 | thousands by filing date | |
| DEL TACO RESTAURANTS INC NEW | 245496104 | COM | 563,282 | $5,126,000 | thousands by filing date | |
| ROYAL BANCSHARES OF PENN-A | 780081105 | CL A | 2,265,949 | $5,121,000 | thousands by filing date | |
| COACH INC | 189754104 | COM | 125,410 | $5,110,000 | thousands by filing date | |
| ALCOA INC | 013817101 | COM | 549,218 | $5,091,000 | thousands by filing date | |
| MELCO RESORTS & ENTERTAINMENT | 585464100 | ADR | 401,387 | $5,049,000 | thousands by filing date | |
| CENTURYLINK INC | 156700106 | COM | 174,002 | $5,048,000 | thousands by filing date | |
| UDR INC COM | 902653104 | REIT | 136,509 | $5,040,000 | thousands by filing date | |
| PILGRIMS PRIDE CORP COM | 72147K108 | Stock | 196,013 | $4,995,000 | thousands by filing date | |
| TAYLOR MORRISON HOME CORP COM | 87724P106 | Stock | 336,325 | $4,991,000 | thousands by filing date | |
| INVESTAR HOLDING CORP | 46134L105 | COMMON STOCK | 323,522 | $4,976,000 | thousands by filing date | |
| TRAVELERS COMPANIES INC COM | 89417E109 | Stock | 41,733 | $4,968,000 | thousands by filing date | |
| TELECOM ARGENTINA SA | 879273209 | SPON ADR REP B | 270,649 | $4,961,000 | thousands by filing date | |
| GAP INC COM | 364760108 | Stock | 233,579 | $4,957,000 | thousands by filing date | |
| PERFORMANCE SPORTS GROUP LTD | 71377G100 | COM | 1,648,384 | $4,945,000 | thousands by filing date | |
| ISHARES TR | 464287432 | 20 YR TR BD ETF | 16,207 | $4,936,000 | thousands by filing date | call |
| CYPRESS SEMICONDUCTOR CORP | 232806109 | COM | 465,661 | $4,913,000 | thousands by filing date | |
| LAKELAND INDS INC | 511795106 | COM | 563,732 | $4,888,000 | thousands by filing date | |
| CNH INDL N V SHS | N20944109 | Stock | 682,628 | $4,882,000 | thousands by filing date | |
| PROVIDENT BANCORP INC | 74383X109 | COM | 316,100 | $4,874,000 | thousands by filing date | |
| ISHARES TR | 464287341 | GLOBAL ENERG ETF | 150,063 | $4,849,000 | thousands by filing date | |
| AFLAC INC COM | 001055102 | Stock | 66,870 | $4,826,000 | thousands by filing date | |
| ONE GAS INC COM | 68235P108 | Stock | 72,251 | $4,812,000 | thousands by filing date | |
| FS BANCORP INC | 30263Y104 | COM | 189,558 | $4,805,000 | thousands by filing date | |
| REGIONS FINANCIAL CORP NEW COM | 7591EP100 | Stock | 563,376 | $4,795,000 | thousands by filing date | |
| BANK MUTUAL CORP | 063750103 | COM | 620,981 | $4,769,000 | thousands by filing date | |
| PARK STERLING CORP | 70086Y105 | COM | 672,688 | $4,769,000 | thousands by filing date | |
| OCULAR THERAPEUTIX INC | 67576A100 | COM | 961,136 | $4,758,000 | thousands by filing date | |
| CLEARWATER PAPER CORP | 18538R103 | COM | 72,537 | $4,742,000 | thousands by filing date | |
| ESPEY MFG &ELECTRONICS CORP | 296650104 | COM | 181,979 | $4,733,000 | thousands by filing date | |
| IMPERVA INC | 45321L100 | COM | 110,000 | $4,731,000 | thousands by filing date | |
| iShares MSCI ACWI ex U.S. ETF | 464288240 | SHS | 121,253 | $4,724,000 | thousands by filing date | |
| KOREA ELEC PWR CORP SPONSORED ADR | 500631106 | ADR | 182,122 | $4,722,000 | thousands by filing date | |
| STURM, RUGER & COMPANY INC | 864159108 | COM | 73,553 | $4,708,000 | thousands by filing date | |
| ISHARESRUSSELL1000GROWTHETF | 464287614 | STOK | 46,866 | $4,704,000 | thousands by filing date | |
| SYKES ENTERPRISES INC COM | 871237103 | Stock | 161,603 | $4,680,000 | thousands by filing date | |
| MANITOWOC FOODSERVICE INC | 563568104 | COM | 265,410 | $4,677,000 | thousands by filing date | |
| GUARANTY BANCORP | 40075T607 | COM | 279,376 | $4,666,000 | thousands by filing date | |
| UNIVERSAL DISPLAY CORP | 91347P105 | COM | 68,779 | $4,663,000 | thousands by filing date | |
| FARMERS CAP BANK CORP | 309562106 | COMMON STOCK | 170,249 | $4,656,000 | thousands by filing date | |
| MANITEX INTL INC | 563420108 | COMMON STOCK | 670,530 | $4,647,000 | thousands by filing date | |
| CAL MAINE FOODS INC COM NEW | 128030202 | Stock | 104,770 | $4,643,000 | thousands by filing date | |
| FIRST BANK HAMILTON NJ | 31931U102 | COMMON STOCK | 668,928 | $4,642,000 | thousands by filing date | |
| CAMBREX CORP | 132011107 | COM | 89,518 | $4,631,000 | thousands by filing date | |
| UNIQUE FABRICATING INC | 90915J103 | COM | 344,313 | $4,610,000 | thousands by filing date | |
| EMERGENT BIOSOLUTIONS INC | 29089Q105 | COM | 163,353 | $4,594,000 | thousands by filing date | |
| ASPEN AEROGELS INC | 04523Y105 | COMMON STOCK | 916,900 | $4,557,000 | thousands by filing date | |
| ACCENDRA HEALTH INC | 690732102 | COM | 120,975 | $4,522,000 | thousands by filing date | |
| COMPANHIA DE SANEAMENTO BASICO SPONSORED ADR | 20441A102 | ADR | 503,178 | $4,509,000 | thousands by filing date | |
| LIBERTY BROADBAND A | 530307107 | COMMON STOCK | 75,546 | $4,487,000 | thousands by filing date | |
| ATLANTIC COAST FINL CORP | 048426100 | COM | 750,183 | $4,486,000 | thousands by filing date | |
| CMB.TECH NV SHS | B38564108 | Stock | 486,694 | $4,463,000 | thousands by filing date | |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 399,557 | $4,451,000 | thousands by filing date | |
| HSBC HLDGS PLC | 404280BC2 | NOTE 6.875%12/3 | 4,445,000 | $4,422,000 | thousands by filing date | principal |
| SUPERNUS PHARMACEUTICALS | 868459108 | COM | 216,732 | $4,415,000 | thousands by filing date | |
| ELLIE MAE INC | 28849P100 | COM | 48,149 | $4,413,000 | thousands by filing date | |
| ALTRA HOLDINGS INC | 02208RAE6 | NOTE 2.750% 3/0 | 3,875,000 | $4,379,000 | thousands by filing date | principal |
| POWERSHARES | 73936B408 | EXCHANGE TRADED | 197,648 | $4,362,000 | thousands by filing date | |
| MILACRON HLDGS CORP | 59870L106 | COM | 300,408 | $4,360,000 | thousands by filing date | |
| RAYONIER INC COM | 754907103 | REIT | 165,731 | $4,349,000 | thousands by filing date | |
| LRAD CORP | 50213V109 | COM | 2,428,768 | $4,347,000 | thousands by filing date | |
| ING GROEP N V | 456837AE3 | DBCV 6.000%12/2 | 4,610,000 | $4,333,000 | thousands by filing date | principal |
| HURCO CO | 447324104 | COM | 155,500 | $4,328,000 | thousands by filing date | |
| CHILDRENS PL INC NEW | 168905107 | COM | 53,690 | $4,305,000 | thousands by filing date | |
| EVANS BANCORP INC | 29911Q208 | COM | 174,556 | $4,301,000 | thousands by filing date | |
| ADAPTIMMUNE THERAPEUTICS PLC | 00653A107 | SPONDS ADR | 526,123 | $4,288,000 | thousands by filing date | |
| CAMDEN PPTY TR SH BEN INT | 133131102 | REIT | 48,475 | $4,287,000 | thousands by filing date | |
| ROGERS COMMUNICATIONS INC CL B | 775109200 | Stock | 106,128 | $4,279,000 | thousands by filing date | |
| OLD POINT FINL CORP | 680194107 | COM | 222,877 | $4,275,000 | thousands by filing date | |
| CHEMED CORP NEW | 16359R103 | COM | 31,341 | $4,272,000 | thousands by filing date | |
| CAROLINA BK HLDGS INC GREENS | 143785103 | COM | 244,200 | $4,269,000 | thousands by filing date | |
| TRANSPORTADORA DE GAS SUR | 893870204 | SPONSORED ADS B | 631,433 | $4,262,000 | thousands by filing date | |
| FERROGLOBE PLC | G33856108 | SHS | 494,610 | $4,258,000 | thousands by filing date | |
| CREDIT SUISSE GRP GUERNSEY I | G25320AQ8 | DEBT 7.875% 2/2 | 4,220,000 | $4,226,000 | thousands by filing date | principal |
| STERLING INFRASTRUCTURE INC COM | 859241101 | Stock | 855,123 | $4,199,000 | thousands by filing date | |
| NUANCE COMMUNICATIONS INC | 67020Y100 | COM | 268,622 | $4,199,000 | thousands by filing date | |
| DECKERS OUTDOOR CORP | 243537107 | COM | 72,947 | $4,196,000 | thousands by filing date | |
| PDL BIOPHARMA INC | 69329Y104 | COM | 1,332,504 | $4,184,000 | thousands by filing date | |
| AVERY DENNISON CORP COM | 053611109 | Stock | 55,888 | $4,178,000 | thousands by filing date | |
| LIMONEIRA CO | 532746104 | COM | 236,752 | $4,172,000 | thousands by filing date | |
| COOPER TIRE & RUBR CO | 216831107 | COM | 139,692 | $4,165,000 | thousands by filing date | |
| FTAI AVIATION LTD | 34960P101 | COM | 452,517 | $4,159,000 | thousands by filing date | |
| TILE SHOP HLDGS INC | 88677Q109 | COMMON STOCK | 206,771 | $4,111,000 | thousands by filing date | |
| MEAD JOHNSON NUTRITION CO | 582839106 | COM | 45,198 | $4,102,000 | thousands by filing date | |
| CHASE CORP | 16150R104 | COM | 69,195 | $4,087,000 | thousands by filing date | |
| DHT HOLDINGS INC | Y2065G121 | SHS NEW | 811,044 | $4,080,000 | thousands by filing date | |
| CONCURRENT COMPUTER CORP NEW | 206710402 | COM PAR $.01 | 777,222 | $4,057,000 | thousands by filing date | |
| CAPELLA EDUCATION CO | 139594105 | COM | 76,925 | $4,049,000 | thousands by filing date | |
| CHERRY HILL MTG INVT CORP | 164651101 | COM | 259,946 | $4,047,000 | thousands by filing date | |
| CVR ENERGY, INC. | 12662P108 | COM | 260,554 | $4,039,000 | thousands by filing date | |
| SI FINL GROUP INC MD | 78425V104 | COM | 304,603 | $4,033,000 | thousands by filing date | |
| FINTECH ACQUISITION CORP | 31809H100 | COM | 406,927 | $4,020,000 | thousands by filing date | |
| STEPAN CO | 858586100 | COM | 67,521 | $4,019,000 | thousands by filing date | |
| IF BANCORP INC | 44951J105 | COM | 215,218 | $3,947,000 | thousands by filing date | |
| ON SEMICONDUCTOR CORP COM | 682189105 | Stock | 445,900 | $3,934,000 | thousands by filing date | |
| NRG YIELD INC | 62942X405 | CL C | 250,431 | $3,905,000 | thousands by filing date | |
| GREENLIGHT CAPITAL RE LTD A | G4095J109 | COMMON STOCK | 193,164 | $3,894,000 | thousands by filing date | |
| SHUTTERSTOCK INC COM | 825690100 | Stock | 84,902 | $3,888,000 | thousands by filing date | |
| SK TELECOM LTD | 78440P108 | SPONSORED ADR | 185,840 | $3,888,000 | thousands by filing date | |
| TE CONNECTIVITY LTD | H84989104 | SHS | 67,657 | $3,864,000 | thousands by filing date | |
| DULUTH HLDGS INC | 26443V101 | COM CL B | 157,305 | $3,848,000 | thousands by filing date | |
| POWERSHS DB MULTI SECT COMM DB | 73936B705 | COM | 286,215 | $3,841,000 | thousands by filing date | |
| HENNESSY ADVISORS INC | 425885100 | COM | 112,908 | $3,779,000 | thousands by filing date | |
| ROYAL DUTCH SHELL PLC SPN ADR | 780259107 | SPON ADR B | 67,423 | $3,776,000 | thousands by filing date | |
| INTELIQUENT INC | 45825N107 | COM | 189,853 | $3,776,000 | thousands by filing date | |
| ALLEGIANT TRAVEL CO | 01748X102 | COM | 24,867 | $3,768,000 | thousands by filing date | |
| ENEL AMERICAS S.A. (ADR) | 29274F104 | SPONSORED ADR | 438,480 | $3,763,000 | thousands by filing date | |
| HUMANA INC COM | 444859102 | Stock | 20,909 | $3,761,000 | thousands by filing date | |
| TECH DATA CORP | 878237106 | COM | 52,226 | $3,752,000 | thousands by filing date | |
| DAVE & BUSTERS ENTMT INC | 238337109 | COM | 79,745 | $3,732,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 41,000 | $3,729,000 | thousands by filing date | put |
| SANMINA CORP COM | 801056102 | Stock | 138,457 | $3,712,000 | thousands by filing date | |
| SELECT COMFORT CORP | 81616X103 | COM | 173,413 | $3,708,000 | thousands by filing date | |
| TETRA TECHNOLOGIES INC DEL | 88162F105 | COM | 579,559 | $3,692,000 | thousands by filing date | |
| CHIASMA INC | 16706W102 | COM | 1,275,535 | $3,686,000 | thousands by filing date | |
| COMFORT SYS USA INC COM | 199908104 | Stock | 113,060 | $3,682,000 | thousands by filing date | |
| INFINITY PHARMACEUTICALS INC | 45665G303 | COM | 2,763,429 | $3,676,000 | thousands by filing date | |
| PINNACLE FOODS INC DEL | 72348P104 | COM | 79,196 | $3,666,000 | thousands by filing date | |
| FARMERS NATL BANC CORP | 309627107 | COMMON STOCK | 415,530 | $3,657,000 | thousands by filing date | |
| SUNOCO LOGISTICS PRTNRS L P | 86764L108 | COM UNITS | 127,102 | $3,654,000 | thousands by filing date | |
| ACADIA PHARMACEUTICALS INC | 004225108 | COM | 110,944 | $3,601,000 | thousands by filing date | |
| CA INC COM | 12673P105 | COM | 109,687 | $3,601,000 | thousands by filing date | |
| CRAY INC | 225223304 | COM NEW | 120,261 | $3,599,000 | thousands by filing date | |
| DELEK US HOLDINGS INC | 246647101 | COMMON STOCK | 271,677 | $3,589,000 | thousands by filing date | |
| ADDUS HOMECARE CORP | 006739106 | COM | 205,331 | $3,579,000 | thousands by filing date | |
| RADIANT LOGISTICS INC | 75025X100 | COM | 1,188,993 | $3,567,000 | thousands by filing date | |
| TRINSEO S A | L9340P101 | SHS | 83,063 | $3,566,000 | thousands by filing date | |
| YOUR CMNTY BANKSHARES INC | 98779U106 | COM | 95,439 | $3,547,000 | thousands by filing date | |
| CHIMERA INVESTMENT CORP | 16934Q208 | COM NEW | 224,887 | $3,530,000 | thousands by filing date | |
| SUPERIOR ENERGY SVCS INC | 868157108 | COM | 191,520 | $3,526,000 | thousands by filing date | |
| VERIS RESIDENTIAL INC | 554489104 | COM | 130,258 | $3,517,000 | thousands by filing date | |
| EARTHLINK HLDGS CORP | 27033X101 | COM | 547,820 | $3,506,000 | thousands by filing date | |
| DESTINATION MATERNITY CORP | 25065D100 | COM | 589,235 | $3,465,000 | thousands by filing date | |
| VAIL RESORTS INC COM | 91879Q109 | Stock | 24,952 | $3,449,000 | thousands by filing date | |
| MACQUARIE INFRASTRUCTURE HOLDI | 55608B105 | COMMON UNITS | 46,363 | $3,433,000 | thousands by filing date | |
| LEXICON PHARMACEUTICALS INC | 528872302 | COMMON STOCK | 239,177 | $3,432,000 | thousands by filing date | |
| POWERSHS DB MULTI SECT COMM DB | 73936B200 | ETF - EQUITY | 83,710 | $3,427,000 | thousands by filing date | |
| STARWOOD PPTY TR INC COM | 85571B105 | REIT | 165,031 | $3,419,000 | thousands by filing date | |
| CHART INDS INC | 16115Q308 | COM | 141,099 | $3,405,000 | thousands by filing date | |
| WABASH NATIONAL CORP | 929566107 | COMMON STOCK | 266,710 | $3,387,000 | thousands by filing date | |
| VERINT SYS INC | 92343XAA8 | NOTE 1.500% 6/0 | 3,663,000 | $3,336,000 | thousands by filing date | principal |
| ASB BANCORP INC N C | 00213T109 | COM | 135,349 | $3,320,000 | thousands by filing date | |
| DEAN FOODS CO NEW | 242370203 | COM NEW | 183,386 | $3,317,000 | thousands by filing date | |
| TRIPLE-S MGMT CORP | 896749108 | CL B | 135,682 | $3,314,000 | thousands by filing date | |
| FIRSTENERGY CORP | 337932107 | COM | 94,490 | $3,298,000 | thousands by filing date | |
| ParkerVision Inc | 701354300 | USD | 1,050,221 | $3,297,000 | thousands by filing date | |
| WORTHINGTON ENTERPRISES INC | 981811102 | COM | 77,264 | $3,269,000 | thousands by filing date | |
| COSAN LTD | G25343107 | SHS A | 501,233 | $3,263,000 | thousands by filing date | |
| CORNING INC | 219350105 | COM | 159,265 | $3,261,000 | thousands by filing date | |
| MOELIS & CO | 60786M105 | CL A | 144,544 | $3,252,000 | thousands by filing date | |
| OCTAVE SPECIALTY GROUP INC | 023139884 | COM NEW | 196,390 | $3,233,000 | thousands by filing date | |
| TSAKOS ENERGY NAVIGATION LTD | G9108L108 | SHS | 688,162 | $3,228,000 | thousands by filing date | |
| COMERICAINC | 200340107 | COM | 14,705 | $3,220,000 | thousands by filing date | call |
| SONOCO PRODS CO | 835495102 | COM | 64,674 | $3,212,000 | thousands by filing date | |
| BRANDYWINE RLTY TR | 105368203 | SH BEN INT NEW | 189,908 | $3,191,000 | thousands by filing date | |
| VERMILION ENERGY INC COM | 923725105 | Stock | 100,473 | $3,183,000 | thousands by filing date | |
| KEWAUNEE SCIENTIFIC CP | 492854104 | COMM | 168,571 | $3,183,000 | thousands by filing date | |
| REX AMERICAN RESOURCES CORP | 761624105 | COMMON STOCK | 53,013 | $3,171,000 | thousands by filing date | |
| TELUS CORPORATION COM | 87971M103 | Stock | 98,620 | $3,169,000 | thousands by filing date | |
| CALLAWAY GOLF CO | 131193104 | COM | 310,120 | $3,167,000 | thousands by filing date | |
| SOUND FINL BANCORP INC | 83607A100 | COM | 131,064 | $3,139,000 | thousands by filing date | |
| ENTEGRA FINL CORP | 29363J108 | COM | 178,331 | $3,119,000 | thousands by filing date | |
| ALBEMARLE CORP | 012653101 | COM | 39,311 | $3,118,000 | thousands by filing date | |
| NETGEAR INC | 64111Q104 | COM | 65,148 | $3,097,000 | thousands by filing date | |
| NEUSTAR INC | 64126X201 | CL A | 131,251 | $3,086,000 | thousands by filing date | |
| ESSA BANCORP INC COM | 29667D104 | Stock | 229,308 | $3,073,000 | thousands by filing date | |
| TRISTATE CAP HLDGS INC COM | 89678F100 | COM | 223,660 | $3,071,000 | thousands by filing date | |
| AMBARELLA INC | G037AX101 | SHS | 60,044 | $3,051,000 | thousands by filing date | |
| SOUTHWESTERN ENERGY CO DEP SHS 120 B | 845467208 | Convertible Preferred | 100,439 | $3,024,000 | thousands by filing date | |
| SELECT INCOME REIT | 81618T100 | COM SH BEN INT | 115,684 | $3,007,000 | thousands by filing date | |
| CONTINENTAL BUILDING PRODUCTS | 211171103 | COMMON STOCK | 134,603 | $2,992,000 | thousands by filing date | |
| IKANG HEALTHCARE GROUP INC | 45174L108 | SPONSORED ADR | 162,906 | $2,989,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001633863-16-000004 | this filing | 2016-08-15 | acceptance time not in the bulk data set |