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 |
|---|---|---|---|---|---|---|
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 77,534 | $2,985,000 | thousands by filing date | call |
| INSPERITY INC | 45778Q107 | COM | 38,644 | $2,984,000 | thousands by filing date | |
| RED LION HOTELS CORP | 756764106 | COM | 408,243 | $2,964,000 | thousands by filing date | |
| MRC GLOBAL INC | 55345K103 | COM | 207,987 | $2,956,000 | thousands by filing date | |
| GOOD TIMES RESTAURANTS INC | 382140879 | COM NEW | 844,600 | $2,948,000 | thousands by filing date | |
| INFORMATION SVCS GROUP INC | 45675Y104 | COM | 785,816 | $2,947,000 | thousands by filing date | |
| IDTI 0.875 22 | 458118AB2 | Bond 30/360P2 U | 3,058,000 | $2,943,000 | thousands by filing date | principal |
| USANA HEALTH SCIENCES INC | 90328M107 | COMMON STOCK | 26,199 | $2,919,000 | thousands by filing date | |
| SOLAR SENIOR CAPITAL LTD | 83416M105 | COM | 180,822 | $2,913,000 | thousands by filing date | |
| DRIL-QUIP INC | 262037104 | COM | 49,856 | $2,913,000 | thousands by filing date | |
| ISHARES | 464286731 | MSCI TAIWAN ETF | 207,109 | $2,910,000 | thousands by filing date | |
| PATRIOT NATL INC | 70338T102 | COM | 355,623 | $2,909,000 | thousands by filing date | |
| EVEREST GROUP LTD COM | G3223R108 | Stock | 15,872 | $2,900,000 | thousands by filing date | |
| NVIDIA Corp | 67066G104 | COM | 61,654 | $2,899,000 | thousands by filing date | |
| iShares Silver Trust | 46428Q109 | COM | 162,184 | $2,898,000 | thousands by filing date | |
| CYRUSONE INC | 23283R100 | COM | 51,890 | $2,888,000 | thousands by filing date | |
| HYSTER-YALE INC | 449172105 | CL A | 48,449 | $2,882,000 | thousands by filing date | |
| BIOSPECIFICS TECHNOLOGIES | 090931106 | COM | 72,025 | $2,876,000 | thousands by filing date | |
| CEPHEID | 15670RAC1 | DBCV 1.250% 2/0 | 3,313,000 | $2,872,000 | thousands by filing date | principal |
| ONEOK PARTNERS LP LTD PARTN | 68268N103 | UNIT | 71,374 | $2,859,000 | thousands by filing date | |
| BEST BUY INC COM | 086516101 | Stock | 93,050 | $2,847,000 | thousands by filing date | |
| MENTOR GRAPHICS CORP | 587200106 | COM | 133,689 | $2,842,000 | thousands by filing date | |
| MERITOR INC | 59001K100 | COMMON STOCK | 394,293 | $2,839,000 | thousands by filing date | |
| ENDURANCE SPECIALTY HLDGS LT | G30397106 | SHS | 42,203 | $2,834,000 | thousands by filing date | |
| LUMINEX CORP | 55027E102 | COMMON STOCK | 139,141 | $2,815,000 | thousands by filing date | |
| STRAYER ED INC | 863236105 | COM | 57,137 | $2,807,000 | thousands by filing date | |
| Knight Capital Group, Inc. | 48244B100 | common stock | 209,291 | $2,783,000 | thousands by filing date | |
| RRSAT GLOBAL COMM NTWRK LTD | M8183P102 | SHS | 208,721 | $2,728,000 | thousands by filing date | |
| WISDOMTREE TR | 97717W422 | INDIA ERNGS FD | 134,802 | $2,721,000 | thousands by filing date | |
| TESORO CORP | 881609101 | COM | 35,918 | $2,690,000 | thousands by filing date | |
| PEBBLEBROOK HOTEL TR | 70509V100 | COM | 102,163 | $2,682,000 | thousands by filing date | |
| ENTERPRISE BANCORP INC MASS COM | 293668109 | Stock | 110,497 | $2,651,000 | thousands by filing date | |
| CENTERPOINT ENERGY INC | 15189T107 | COM | 110,397 | $2,649,000 | thousands by filing date | |
| MAIDEN HOLDINGS LTD | G5753U112 | SHS | 215,171 | $2,634,000 | thousands by filing date | |
| INNOVIVA INC | 45781M101 | COM | 249,958 | $2,632,000 | thousands by filing date | |
| CENTRAL GARDEN PET CO | 153527106 | COMMON STOCK | 114,874 | $2,623,000 | thousands by filing date | |
| GLEN BURNIE BANCORP | 377407101 | COM | 245,258 | $2,617,000 | thousands by filing date | |
| SPECTRUM PHARMACEUTICALS INC | 84763A108 | COM | 398,175 | $2,616,000 | thousands by filing date | |
| OUTERWALL INC | 690070107 | COM | 62,274 | $2,616,000 | thousands by filing date | |
| WPX ENERGY INC | 98212B202 | PFD SER A CV | 56,620 | $2,615,000 | thousands by filing date | |
| JETPAY CORP | 477177109 | COM | 1,145,642 | $2,612,000 | thousands by filing date | |
| SERVICENOW INC | 81762PAB8 | NOTE 11/0 | 2,330,000 | $2,592,000 | thousands by filing date | principal |
| FIBROGEN INC | 31572Q808 | COM | 157,444 | $2,583,000 | thousands by filing date | |
| YUM BRANDS INC COM | 988498101 | Stock | 30,801 | $2,554,000 | thousands by filing date | |
| MACKINAC FINL CORP | 554571109 | COM | 231,875 | $2,553,000 | thousands by filing date | |
| CENCORA INC COM | 03073E105 | Stock | 31,470 | $2,496,000 | thousands by filing date | |
| C1 FINL INC | 12591N109 | COM | 106,879 | $2,493,000 | thousands by filing date | |
| DEVRY INC DEL | 251893103 | COM | 139,003 | $2,479,000 | thousands by filing date | |
| WESTLAKE CORPORATION | 960413102 | COM | 57,650 | $2,474,000 | thousands by filing date | |
| SUNRUN INC | 86771W105 | COM | 416,249 | $2,468,000 | thousands by filing date | |
| PDF SOLUTIONS INC | 693282105 | COMMON STOCK | 175,910 | $2,461,000 | thousands by filing date | |
| ECHO GLOBAL LOGISTICS INC | 27875TAA9 | NOTE | 2,601,000 | $2,457,000 | thousands by filing date | principal |
| NAVIENT CORPORATION COM | 63938C108 | Stock | 204,930 | $2,449,000 | thousands by filing date | |
| BIG LOTS INC | 089302103 | COM | 48,807 | $2,446,000 | thousands by filing date | |
| SUNTRUST BANKS INC | 867914103 | COM | 59,359 | $2,438,000 | thousands by filing date | |
| LIBERTY TRIPADVISOR HLDGS IN | 531465102 | COM SER A | 111,106 | $2,431,000 | thousands by filing date | |
| ALTISOURCE PORTFOLIO SOLNS S | L0175J104 | REG SHS | 87,217 | $2,428,000 | thousands by filing date | |
| SOUTHERN COPPER CORP | 84265V105 | COM | 89,928 | $2,426,000 | thousands by filing date | |
| J ALEXANDERS HLDGS INC | 46609J106 | COM | 243,400 | $2,417,000 | thousands by filing date | |
| MCCORMICK & CO INC COM NON VTG | 579780206 | Stock | 22,582 | $2,409,000 | thousands by filing date | |
| BANC OF CALIFORNIA INC | 05990K106 | COMMON STOCK | 133,035 | $2,408,000 | thousands by filing date | |
| COOPER STANDARD HOLDING | 21676P103 | COMMON STOCK | 30,385 | $2,400,000 | thousands by filing date | |
| SEATTLE GENETICS INC | 812578102 | COM | 59,150 | $2,390,000 | thousands by filing date | |
| UTS CF CORP | G20307123 | UNIT | 240,247 | $2,383,000 | thousands by filing date | |
| UNIVERSAL ELECTRS INC | 913483103 | COM | 32,748 | $2,367,000 | thousands by filing date | |
| INNOSPEC INC | 45768S105 | COM | 51,174 | $2,353,000 | thousands by filing date | |
| GOL LINHAS AEREAS INTELIGENT | 38045R206 | SPON ADR PFD NEW | 221,067 | $2,341,000 | thousands by filing date | |
| ENANTA PHARMACEUTICALS INC | 29251M106 | COM | 105,942 | $2,336,000 | thousands by filing date | |
| EIGER BIOPHARMACEUTICALS INC | 28249U105 | COM | 117,519 | $2,330,000 | thousands by filing date | |
| PACWEST BANCORP DEL | 695263103 | COM | 58,438 | $2,325,000 | thousands by filing date | |
| GREEN PLAINS INC | 393222104 | COM | 116,824 | $2,303,000 | thousands by filing date | |
| ENCORE WIRE CORP | 292562105 | COM | 61,705 | $2,300,000 | thousands by filing date | |
| KB FINL GROUP INC SPONSORED ADR | 48241A105 | ADR | 80,785 | $2,299,000 | thousands by filing date | |
| TRC COS INC | 872625108 | COM | 363,066 | $2,295,000 | thousands by filing date | |
| ENEL GENERACION CHILE S A | 29244T101 | SPONSORED ADR | 82,326 | $2,283,000 | thousands by filing date | |
| PREFERRED BK LOS ANGELES CA | 740367404 | COM NEW | 78,713 | $2,273,000 | thousands by filing date | |
| ULTRATECH INC | 904034105 | COM | 97,885 | $2,248,000 | thousands by filing date | |
| FRANCESCAS HLDGS CORP | 351793104 | COM | 202,397 | $2,237,000 | thousands by filing date | |
| CRM 0.25 4/1/18 | 79466LAD6 | Bond 30/360P2 U | 1,730,000 | $2,235,000 | thousands by filing date | principal |
| ILLUMINA INC | 452327AH2 | NOTE 0.500% 6/1 | 2,235,000 | $2,232,000 | thousands by filing date | principal |
| AMERICAN RIVER BANKSHRS (CA) | 029326105 | COM | 218,482 | $2,218,000 | thousands by filing date | |
| SONIC CORP | 835451105 | COM | 81,268 | $2,198,000 | thousands by filing date | |
| EXPEDITORS INTL WASH INC COM | 302130109 | Stock | 44,458 | $2,180,000 | thousands by filing date | |
| MSG NETWORK INC | 553573106 | CL A | 140,590 | $2,156,000 | thousands by filing date | |
| UNIVERSAL CORP VA MTNS BK ENT COM | 913456109 | Stock | 37,211 | $2,148,000 | thousands by filing date | |
| SPDR SER TR | 78464A359 | BBG CONV SEC ETF | 48,306 | $2,118,000 | thousands by filing date | |
| MCBC HLDGS INC | 55276F107 | COM | 191,393 | $2,115,000 | thousands by filing date | |
| ABERCROMBIE & FITCH CO CL A | 002896207 | Stock | 118,172 | $2,105,000 | thousands by filing date | |
| ALON USA ENERGY INC | 020520102 | COM | 324,566 | $2,103,000 | thousands by filing date | |
| WESTBURY BANCORP INC COM | 95727P106 | COM | 107,420 | $2,095,000 | thousands by filing date | |
| ITC HLDGS CORP | 465685105 | COM | 44,599 | $2,088,000 | thousands by filing date | |
| ZIOPHARM ONCOLOGY INC | 98973P101 | COM | 380,375 | $2,088,000 | thousands by filing date | |
| ROVI CORP | 779376102 | COM | 133,099 | $2,082,000 | thousands by filing date | |
| WALKER&DUNLOPINC | 93148P102 | STOK | 90,823 | $2,069,000 | thousands by filing date | |
| DIGIRAD CORP | 253827109 | COM | 400,029 | $2,060,000 | thousands by filing date | |
| DOVER CORP COM | 260003108 | Stock | 29,700 | $2,058,000 | thousands by filing date | |
| BROWN FORMAN CORP CL B | 115637209 | Stock | 20,332 | $2,028,000 | thousands by filing date | |
| ISHARES INC | 464286665 | MSCI PAC JP ETF | 51,292 | $2,011,000 | thousands by filing date | |
| AMERICAN PUB ED INC | 02913V103 | COM | 71,464 | $2,008,000 | thousands by filing date | |
| DICERNA PHARMACEUTICALS INC | 253031108 | COM | 668,691 | $2,006,000 | thousands by filing date | |
| THE CAMPBELLS COMPANY COM | 134429109 | Stock | 29,993 | $1,996,000 | thousands by filing date | |
| ALLSCRIPTS HEALTHCARE SOLUTN | 01988PAD0 | NOTE 1.250% 7/0 | 1,995,000 | $1,995,000 | thousands by filing date | principal |
| POWERSHS DB MULTI SECT COMM | 73936B101 | DB ENERGY FUND | 158,620 | $1,994,000 | thousands by filing date | |
| DU PONT E I DE NEMOURS & CO | 263534109 | COM | 30,742 | $1,992,000 | thousands by filing date | |
| MEDIDATE SOLUTIONS INC | 58471A105 | COM | 42,226 | $1,979,000 | thousands by filing date | |
| HMS HLDGS CORP | 40425J101 | COM | 111,763 | $1,968,000 | thousands by filing date | |
| MASTEC INC COM | 576323109 | Stock | 88,062 | $1,966,000 | thousands by filing date | |
| ENOVIS CORP | 194014106 | COMMON STOCK | 74,053 | $1,960,000 | thousands by filing date | |
| VERTEX ENERGY INC | 92534K107 | COM | 1,473,453 | $1,960,000 | thousands by filing date | |
| DYNEGY INC NEW DEL | 26817R108 | COM | 113,327 | $1,954,000 | thousands by filing date | |
| CARTERS INC | 146229109 | COM | 18,137 | $1,931,000 | thousands by filing date | |
| NXP SEMICONDUCTORS N V | 62952QAB6 | NOTE 1.000%12/0 | 1,775,000 | $1,930,000 | thousands by filing date | principal |
| KULICKE & SOFFA INDS INC | 501242101 | COM | 157,543 | $1,917,000 | thousands by filing date | |
| RR DONNELLEY + SONS CO | 257867101 | COM | 113,205 | $1,915,000 | thousands by filing date | |
| VWO | 922042858 | SHS | 53,982 | $1,901,000 | thousands by filing date | |
| BWX TECHNOLOGIES INC | 05605H100 | COM | 52,985 | $1,896,000 | thousands by filing date | |
| CHEROKEE INC | 16444H102 | COM | 170,476 | $1,894,000 | thousands by filing date | |
| CARRIZO OIL & GAS INC | 144577103 | COM | 52,641 | $1,887,000 | thousands by filing date | |
| STRATEGY INC CL A NEW | 594972408 | Stock | 10,723 | $1,877,000 | thousands by filing date | |
| Emergent Capital | 29102N105 | Com | 558,205 | $1,876,000 | thousands by filing date | |
| DDR CORP | 23317H102 | COM | 103,326 | $1,874,000 | thousands by filing date | |
| KOPPERS HOLDINGS INC | 50060P106 | COM | 60,922 | $1,872,000 | thousands by filing date | |
| HSBC HLDGS PLC | 404280AR0 | DBCV 5.625%12/3 | 1,925,000 | $1,855,000 | thousands by filing date | principal |
| UNITED SEC BANCSHARES CALIF | 911460103 | COM | 288,746 | $1,854,000 | thousands by filing date | |
| WIPRO LTD SPON ADR 1 SH | 97651M109 | ADR | 149,382 | $1,847,000 | thousands by filing date | |
| MELROSE BANCORP INC | 585553100 | COM | 123,828 | $1,830,000 | thousands by filing date | |
| WOLVERINE WORLD WIDE INC | 978097103 | COM | 89,570 | $1,820,000 | thousands by filing date | |
| SB FINL GROUP INC DEP | 78408D204 | SHS PFD 6.5 | 156,000 | $1,817,000 | thousands by filing date | |
| CEMEX SAB DE CV | 151290BC6 | NOTE 3.750% 3/1 | 1,770,000 | $1,816,000 | thousands by filing date | principal |
| AKAMAI TECHNOLOGIES INC | 00971TAG6 | DBCV 2/1 | 1,835,000 | $1,810,000 | thousands by filing date | principal |
| NRG ENERGY INC COM NEW | 629377508 | Stock | 120,046 | $1,799,000 | thousands by filing date | |
| LUXOFT HLDG INC | G57279104 | ORD SHS CL A | 34,577 | $1,799,000 | thousands by filing date | |
| CB FINANCIAL SERVICES INC | 12479G101 | COMMON STOCK | 84,306 | $1,796,000 | thousands by filing date | |
| CAPSTEAD MTG CORP | 14067E506 | COM NO PAR | 183,995 | $1,785,000 | thousands by filing date | |
| Federal Agric Mtg Corp Cl C | 313148306 | COM | 50,478 | $1,757,000 | thousands by filing date | |
| RLJ LODGING TR COM | 74965L101 | REIT | 81,790 | $1,754,000 | thousands by filing date | |
| 3D SYSTEMS CORP | 88554D205 | COMMON STOCK | 127,736 | $1,749,000 | thousands by filing date | |
| WELLTOWER INC COM | 95040Q104 | REIT | 22,783 | $1,735,000 | thousands by filing date | |
| SITEONE LANDSCAPE SUPPLY INC | 82982L103 | COM | 50,900 | $1,730,000 | thousands by filing date | |
| SPIRIT AEROSYSTEMS HLDGS INC | 848574109 | COM CL A | 39,816 | $1,712,000 | thousands by filing date | |
| ARCELORMITTAL FUNSPONSORED ADR 1 ADR REPS 1 ORD SHS | 03938L104 | COM | 366,664 | $1,708,000 | thousands by filing date | |
| TUTOR PERINI CORP | 901109108 | COM | 72,206 | $1,700,000 | thousands by filing date | |
| SANDISK CORP | 80004CAF8 | NOTE 0.500%10/1 | 1,573,000 | $1,699,000 | thousands by filing date | principal |
| RANGE RES CORP COM | 75281A109 | Stock | 39,301 | $1,695,000 | thousands by filing date | |
| SOUTHWEST BANCORP INC/OKLA | 844767103 | COM | 99,650 | $1,687,000 | thousands by filing date | |
| CVR REFINING LP COM UNIT REPSTG LTD PARTNER | 12663P107 | COM | 217,040 | $1,682,000 | thousands by filing date | |
| EVOGENE LTD | M4119S104 | SHS | 270,209 | $1,681,000 | thousands by filing date | |
| TIPTREE INC | 88822Q103 | COM | 306,276 | $1,678,000 | thousands by filing date | |
| BUCKLE INC COM | 118440106 | Stock | 64,456 | $1,675,000 | thousands by filing date | |
| INTEL CORP | 458140AF7 | CORPORATE OBLIG | 1,030,000 | $1,674,000 | thousands by filing date | principal |
| TERADYNE INC COM | 880770102 | Stock | 84,966 | $1,673,000 | thousands by filing date | |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 48,476 | $1,666,000 | thousands by filing date | |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 14,300 | $1,647,000 | thousands by filing date | |
| NOKIA CORP | 654902204 | SPONSORED ADR | 286,850 | $1,632,000 | thousands by filing date | |
| INSYS THERAPEUTICS INC | 45824V209 | COMMON STOCK | 125,405 | $1,623,000 | thousands by filing date | |
| PENNYMAC MTG INVT TR COM | 70931T103 | REIT | 99,843 | $1,620,000 | thousands by filing date | |
| FOREST CITY ENTERPRISES | 345550AP2 | NOTE | 1,400,000 | $1,617,000 | thousands by filing date | principal |
| INTEL CORP | 458140AD2 | SDCV 2.950%12/1 | 1,250,000 | $1,616,000 | thousands by filing date | principal |
| CAROLINA TR BK LINCOLNTON NC | 144200102 | COM | 273,740 | $1,615,000 | thousands by filing date | |
| TAL ED GROUP SPONSORED ADS | 874080104 | ADR | 25,969 | $1,612,000 | thousands by filing date | |
| CHEMTURA CORP | 163893209 | COM NEW | 61,005 | $1,609,000 | thousands by filing date | |
| PRICELINE GRP INC | 741503AS5 | NOTE 0.350% 6/1 | 1,345,000 | $1,578,000 | thousands by filing date | principal |
| REDWOOD TR INC | 758075AB1 | NOTE 4.625% 4/1 | 1,592,000 | $1,573,000 | thousands by filing date | principal |
| PROOFPOINT INC | 743424AD5 | DBCV 0.750% 6/1 | 1,464,000 | $1,571,000 | thousands by filing date | principal |
| RPX CORP | 74972G103 | COM | 171,268 | $1,570,000 | thousands by filing date | |
| WP GLIMCHER IN | 92939N102 | COM | 140,168 | $1,569,000 | thousands by filing date | |
| ARK RESTAURANTS CORP | 040712101 | COM | 70,093 | $1,564,000 | thousands by filing date | |
| SPDR SERIES TRUST BLOOMBERG BR | 78464A417 | BLOOMBERG BRCLYS | 43,700 | $1,560,000 | thousands by filing date | |
| MDSO 1 8/01/18 | 58471AAB1 | Bond 30/360P2 U | 1,420,000 | $1,538,000 | thousands by filing date | principal |
| CATABASIS PHARMACEUTICALS IN | 14875P107 | COM | 415,035 | $1,536,000 | thousands by filing date | |
| RESMED INC COM | 761152107 | Stock | 24,266 | $1,535,000 | thousands by filing date | |
| HECLA MNG CO | 422704106 | COM | 300,563 | $1,533,000 | thousands by filing date | |
| Timmins Gold Corp | 88741P103 | COM | 4,191,632 | $1,533,000 | thousands by filing date | |
| MEDIFAST INC | 58470H101 | COM | 46,054 | $1,532,000 | thousands by filing date | |
| ULTRAPAR PARTICIPACOES SA | 90400P101 | SP ADR REP COM | 69,530 | $1,530,000 | thousands by filing date | |
| BRIXMOR PPTY GROUP INC | 11120U105 | COM | 57,417 | $1,520,000 | thousands by filing date | |
| ENERSYS COM | 29275Y102 | Stock | 25,527 | $1,518,000 | thousands by filing date | |
| STATOIL ASA | 85771P102 | SPONSORED ADR | 87,372 | $1,513,000 | thousands by filing date | |
| IXIA | 45071R109 | COM | 153,712 | $1,509,000 | thousands by filing date | |
| STILLWATER MINING COMPAN | 86074QAL6 | NOTE | 1,331,000 | $1,501,000 | thousands by filing date | principal |
| CBL & ASSOCIATES PROPERTIES IN | 124830100 | COM | 160,981 | $1,499,000 | thousands by filing date | |
| STAPLES INC | 855030102 | COM | 173,746 | $1,498,000 | thousands by filing date | |
| WEB COM GROUP INC | 94733AAA2 | NOTE 1.000% 8/1 | 1,625,000 | $1,494,000 | thousands by filing date | principal |
| MDC PARTNERS INC | 552697104 | CL A SUB VTG | 81,580 | $1,492,000 | thousands by filing date | |
| CONE MIDSTREAM PARTNERS LP | 206812109 | COM UNIT REPST | 85,701 | $1,486,000 | thousands by filing date | |
| QUIDEL CORP | 74838JAA9 | NOTE 3.250%12/1 | 1,600,000 | $1,482,000 | thousands by filing date | principal |
| ASPEN INSURANCE HOLDINGS LTD | G05384105 | SHS | 31,684 | $1,470,000 | thousands by filing date | |
| KIMCO REALTY CORP COM | 49446R109 | REIT | 46,605 | $1,463,000 | thousands by filing date | |
| ENBRIDGE ENERGY MANAGEMENT L | 29250x103 | SHS UNITS LLI | 63,543 | $1,462,000 | thousands by filing date | |
| KB HOME 1.375 | 48666KAS8 | NOTE 1.375% 2/0 | 1,525,000 | $1,457,000 | thousands by filing date | principal |
| BROADSOFT INC | 11133BAB8 | NOTE 1.500% 7/0 | 1,255,000 | $1,456,000 | thousands by filing date | principal |
| ENVESTNET INC | 29404KAA4 | NOTE 1.75012/1 | 1,610,000 | $1,453,000 | thousands by filing date | principal |
| AMERICAN INTL GROUP INC | 026874156 | *W EXP 01/19/202 | 77,364 | $1,446,000 | thousands by filing date | |
| BANK OF NY MELLON CORP COM | 064058100 | Stock | 37,072 | $1,440,000 | thousands by filing date | |
| LNKD .5 11/19 | 53578AAB4 | Bond 30/360P2 U | 1,458,000 | $1,439,000 | thousands by filing date | principal |
| M/I HOMES INC | 55292PAA3 | NOTE 3.250% 9/1 | 1,417,000 | $1,423,000 | thousands by filing date | principal |
| TD SYNNEX CORPORATION COM | 87162W100 | Stock | 14,901 | $1,412,000 | thousands by filing date | |
| UNIVERSAL INS HLDGS INC | 91359V107 | COM | 75,986 | $1,412,000 | thousands by filing date | |
| WORKDAY INC | 98138HAC5 | NOTE 0.750% 7/1 | 1,270,000 | $1,410,000 | thousands by filing date | principal |
| ROWAN COMPANIES PLC | G7665A101 | SHS CL A | 79,744 | $1,408,000 | thousands by filing date | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 1,718 | $1,396,000 | thousands by filing date | put |
| CORNERSTONE ONDEMAND INC | 21925YAB9 | NOTE 1.500% 7/0 | 1,354,000 | $1,393,000 | thousands by filing date | principal |
| ROYAL BK CDA COM | 780087102 | Stock | 23,573 | $1,386,000 | thousands by filing date | |
| KENNAMETAL INC | 489170100 | COM | 62,246 | $1,376,000 | thousands by filing date | |
| PIER 1 IMPORTS INC | 720279108 | COM | 267,626 | $1,376,000 | thousands by filing date | |
| CENTRAL FED CORP | 15346Q202 | COM NEW | 1,011,889 | $1,376,000 | thousands by filing date | |
| WESTERN UN CO COM | 959802109 | Stock | 71,310 | $1,368,000 | thousands by filing date | |
| EASTMAN CHEM CO COM | 277432100 | Stock | 20,067 | $1,363,000 | thousands by filing date | |
| VOYAGER THERAPEUTICS INC | 92915B106 | COMMON STOCK | 123,812 | $1,361,000 | thousands by filing date | |
| N 0.25 6/1/18 | 64118QAB3 | Bond 30/360P2 U | 1,377,000 | $1,348,000 | thousands by filing date | principal |
| QUAD / GRAPHICS INC | 747301109 | COM CL A | 57,619 | $1,342,000 | thousands by filing date | |
| EP ENERGY CORP | 268785102 | CL A | 258,675 | $1,340,000 | thousands by filing date | |
| CNA FINL CORP | 126117100 | COM | 42,533 | $1,337,000 | thousands by filing date | |
| BOTTOMLINE TECH DEL INC | 101388AA4 | NOTE 1.500%12/0 | 1,330,000 | $1,336,000 | thousands by filing date | principal |
| TWITTER INC | 90184LAD4 | NOTE 1.000% 9/1 | 1,495,000 | $1,331,000 | thousands by filing date | principal |
| UMPQUA HOLDINGS | 904214103 | COM | 84,940 | $1,314,000 | thousands by filing date | |
| ASSOCIATED BANC-CORP | 045487105 | COM | 76,570 | $1,313,000 | thousands by filing date | |
| GSV CAPITAL CORP | 36191J101 | COM | 261,133 | $1,311,000 | thousands by filing date | |
| BILL BARRETT CORP | 06846N104 | COMMON STOCK | 203,290 | $1,299,000 | thousands by filing date | |
| VISHAY INTERTECHNOLOGY INC COM | 928298108 | Stock | 104,030 | $1,289,000 | thousands by filing date | |
| AEP INDUSTRIES INC | 001031103 | COM | 16,010 | $1,289,000 | thousands by filing date | |
| HOSPITALITY PROPERTIES TRUST | 44106M102 | COM SH BEN INT | 44,414 | $1,279,000 | thousands by filing date | |
| APOGEE ENTERPRISES INC | 037598109 | COM | 27,554 | $1,277,000 | thousands by filing date | |
| UNION BANKSHARES CORP | 90539J109 | COM | 51,290 | $1,267,000 | thousands by filing date | |
| CALIFORNIA RES CORP | 13057Q206 | COM NEW | 103,742 | $1,266,000 | thousands by filing date | |
| ORRSTOWN FINL SERVICES INC | 687380105 | COMMON STOCK | 69,941 | $1,262,000 | thousands by filing date | |
| EURONET WORLDWIDE INC COM | 298736109 | Stock | 18,207 | $1,260,000 | thousands by filing date | |
| UNIVERSAL FST PRODS INC | 913543104 | COM | 13,568 | $1,258,000 | thousands by filing date | |
| CNOOC LIMITED | 126132109 | SPONSORED ADR | 9,940 | $1,239,000 | thousands by filing date | |
| CHART INDUSTRIES INC | 16115QAC4 | NOTE | 1,331,000 | $1,239,000 | thousands by filing date | principal |
| JINKOSOLAR HOLDING COMPANY,LIM | 47759T100 | SPONSORED ADR | 60,566 | $1,235,000 | thousands by filing date | |
| PENNSYLVANIA RL ESTATE INVT | 709102107 | SH BEN INT | 57,162 | $1,227,000 | thousands by filing date | |
| RAMCO-GERSHENSON PPTYS TR | 751452202 | COM SH BEN INT | 61,825 | $1,212,000 | thousands by filing date | |
| MOVADO GROUP INC COM | 624580106 | Stock | 55,834 | $1,211,000 | thousands by filing date | |
| COLLECTORS UNIVERSE | 19421R200 | COMMON | 61,300 | $1,211,000 | thousands by filing date | |
| SB FINL GROUP INC | 78408D105 | COM | 110,853 | $1,205,000 | thousands by filing date | |
| OCEANEERING INTL INC | 675232102 | COM | 39,919 | $1,192,000 | thousands by filing date | |
| SFLY 0.25 5/18 | 82568PAB2 | Bond 30/360P2 U | 1,203,000 | $1,192,000 | thousands by filing date | principal |
| SANCHEZ ENERGY CORP | 79970Y105 | COMMON STOCK | 167,800 | $1,184,000 | thousands by filing date | |
| YANDEX N.V. | 98474TAB3 | 1.125% CNV BDS 15/12/18 USD | 1,268,000 | $1,182,000 | thousands by filing date | principal |
| RYLAND GROUP 0.250 | 783764AS2 | NOTE 0.250% 6/0 | 1,275,000 | $1,181,000 | thousands by filing date | principal |
| IROBOT CORP | 462726100 | COM | 33,444 | $1,173,000 | thousands by filing date | |
| ASURE SOFTWARE INC | 04649U102 | COMMON STOCK | 248,000 | $1,168,000 | thousands by filing date | |
| WORKDAY INC | 98138HAD3 | NOTE 1.500% 7/1 | 994,000 | $1,164,000 | thousands by filing date | principal |
| JOHNSON CONTROLS INT F | 478366107 | COM | 26,115 | $1,156,000 | thousands by filing date | |
| LATTICE SEMICONDUCTOR CORP COM | 518415104 | Stock | 214,846 | $1,149,000 | thousands by filing date | |
| HOLOGIC INC 2.000 | 436440AB7 | FRNT 2.000%12/1 | 765,000 | $1,149,000 | thousands by filing date | principal |
| MPLX LP | 55336V100 | COM UNIT REP LTD | 34,148 | $1,148,000 | thousands by filing date | |
| PALO ALTO NETWORKS INC | 697435105 | COM | 9,343 | $1,145,000 | thousands by filing date | |
| STATE STR SPDR DOW JONES IND | 78467X109 | UT SER 1 | 1,700 | $1,143,000 | thousands by filing date | put |
| WINTRUST FINL CORP COM | 97650W108 | Stock | 22,138 | $1,129,000 | thousands by filing date | |
| CARBO CERAMICS INC | 140781105 | COMMON STOCK | 86,210 | $1,129,000 | thousands by filing date | |
| CALATLANTIC GROUP INC | 128195104 | COM | 30,727 | $1,127,000 | thousands by filing date | |
| MERITOR INC | 59001KAC4 | NOTE 7.875% 3/0 | 1,000,000 | $1,123,000 | thousands by filing date | principal |
| Heritage Commerce Corp | 426927109 | Common Stock | 106,581 | $1,122,000 | thousands by filing date | |
| BEACON FINANCIAL CORP. | 084680107 | COM | 41,343 | $1,113,000 | thousands by filing date | |
| FAUQUIER BANKSHARES INC VA | 312059108 | COM | 76,312 | $1,109,000 | thousands by filing date | |
| INGLES MKTS INC CL A | 457030104 | Stock | 29,519 | $1,101,000 | thousands by filing date | |
| PEGASYSTEMS INC COM | 705573103 | Stock | 40,743 | $1,098,000 | thousands by filing date | |
| URBAN EDGE PPTYS | 91704F104 | COM | 36,700 | $1,096,000 | thousands by filing date | |
| CROWN CASTLE INC COM | 22822V101 | REIT | 10,786 | $1,094,000 | thousands by filing date | |
| MUELLER WTR PRODS INC COM SER A | 624758108 | Stock | 95,104 | $1,086,000 | thousands by filing date | |
| FORTINET INC COM | 34959E109 | Stock | 34,171 | $1,079,000 | thousands by filing date | |
| CEB INC | 125134106 | COM | 17,437 | $1,076,000 | thousands by filing date | |
| PHOTRONICS INC | 719405102 | COM | 120,576 | $1,075,000 | thousands by filing date | |
| AKEBIA THERAPEUTICS INC | 00972D105 | COMMON STOCK | 143,330 | $1,072,000 | thousands by filing date | |
| BED BATH & BEYOND INC | 690370101 | COM | 66,234 | $1,067,000 | thousands by filing date | |
| CONTROLADORA VUELA COMP DE A | 21240E105 | SPON ADR RP 10 | 56,997 | $1,066,000 | thousands by filing date | |
| AIR PRODS & CHEMS INC | 009158106 | COM | 7,479 | $1,063,000 | thousands by filing date | |
| GANNETT SPINCO INC | 36473H104 | COM | 76,832 | $1,061,000 | thousands by filing date | |
| ENEL CHILE SA SPONSORED ADR | 29278D105 | ADR | 181,409 | $1,057,000 | thousands by filing date | |
| HUNTINGTON BANCSHARES INC COM | 446150104 | Stock | 117,359 | $1,049,000 | thousands by filing date | |
| CHINA LODGING GROUP LTD | 16949N109 | SPONSORED ADR | 28,785 | $1,049,000 | thousands by filing date | |
| ANTERO MIDSTREAM LP | 03673L103 | Limited Partnership | 37,320 | $1,040,000 | thousands by filing date | |
| EARTHSTONE ENERGY INC | 27032D205 | COM | 95,916 | $1,034,000 | thousands by filing date | |
| PLANTRONICS INC NEW | 727493108 | COM | 23,094 | $1,016,000 | thousands by filing date | |
| UNITED THERAPEUTICS CORP DEL COM | 91307C102 | Stock | 9,541 | $1,010,000 | thousands by filing date | |
| SCHNITZER STEEL INDUSTRIES INC | 806882106 | CL A | 57,071 | $1,004,000 | thousands by filing date | |
| BROCADE COMMUNICATIONS SYS I | 111621AQ1 | NOTE 1.375% 1/0 | 1,021,000 | $1,002,000 | thousands by filing date | principal |
| APOLLO COML REAL ESTATE FIN | 03762U105 | COM | 61,713 | $992,000 | thousands by filing date | |
| SINCLAIR BROADCAST GROUP INC | 829226109 | CL A | 33,104 | $989,000 | thousands by filing date | |
| TURQUOISE HILL RESOURCES LTD | 900435108 | COMMON STOCK-FO | 289,566 | $975,000 | thousands by filing date | |
| LEAR CORP COM NEW | 521865204 | Stock | 9,556 | $973,000 | thousands by filing date | |
| JOY GLOBAL INC | 481165108 | COM | 45,653 | $965,000 | thousands by filing date | |
| PIONEER ENERGY SVCS CORP | 723664108 | COM | 209,118 | $962,000 | thousands by filing date | |
| AMKOR TECHNOLOGY INC COM | 031652100 | Stock | 166,513 | $958,000 | thousands by filing date | |
| PINNACLE FINANCIAL PARTNERS IN | 72346Q104 | COM | 19,580 | $956,000 | thousands by filing date | |
| AEGION CORP | 00770F104 | COMMON STOCK | 49,024 | $956,000 | thousands by filing date | |
| BLUE BUFFALO PET PRODS INC | 09531U102 | COM | 40,810 | $953,000 | thousands by filing date | |
| 1ST CENTURY BANCSHARES INC | 31943X102 | COM | 84,732 | $951,000 | thousands by filing date | |
| UPBOUND GROUP INC COM | 76009N100 | Stock | 76,665 | $941,000 | thousands by filing date | |
| SCHEIN HENRY INC | 806407102 | COM | 5,323 | $941,000 | thousands by filing date | |
| LIONSGATE STUDIOS CORP F | 316394105 | COM | 59,970 | $940,000 | thousands by filing date | |
| SHAKE SHACK INC | 819047101 | CL A | 25,788 | $939,000 | thousands by filing date | |
| GENUINE PARTS CO COM | 372460105 | Stock | 9,124 | $924,000 | thousands by filing date | |
| BRINKS CO | 109696104 | COM | 32,418 | $924,000 | thousands by filing date | |
| CLIFFS NATURAL RESOURCES | 18683K101 | COMMON STOCK | 162,659 | $922,000 | thousands by filing date | |
| KEY TECHNOLOGY INC | 493143101 | COM | 99,996 | $921,000 | thousands by filing date | |
| Xenith Bankshares, Inc. | 98410X105 | Common Stock | 115,651 | $919,000 | thousands by filing date | |
| IMMUNOGEN INC | 45253H101 | COMMON STOCK | 293,899 | $905,000 | thousands by filing date | |
| GRUPO FINANCIERO SANTANDER | 40053C105 | COMMON STOCK-FO | 98,656 | $897,000 | thousands by filing date | |
| MITEK SYS INC | 606710200 | COM NEW | 124,396 | $885,000 | thousands by filing date | |
| HEALTHSOUTH CORP | 421924309 | COM NEW | 22,601 | $877,000 | thousands by filing date | |
| SPDR S&P Metals & Mining ETF | 78464A755 | SHS | 52,153 | $872,000 | thousands by filing date | put |
| AMEDISYS INC | 023436108 | COM | 17,036 | $860,000 | thousands by filing date | |
| FIRST NBC BK HLDG CO COM | 32115D106 | COM | 50,735 | $852,000 | thousands by filing date | |
| IDT CORP | 448947507 | CL B NEW | 59,194 | $840,000 | thousands by filing date | |
| SHUTTERFLY INC | 82568P304 | COM | 18,000 | $839,000 | thousands by filing date | |
| GENERAL CABLE CORP DEL NEW | 369300108 | COM | 65,867 | $838,000 | thousands by filing date | |
| DEL MONTE CORP ORD | G36738105 | Stock | 15,324 | $834,000 | thousands by filing date | |
| INNOPHOS HOLDINGS INC | 45774N108 | COMMON STOCK | 19,712 | $832,000 | thousands by filing date | |
| TARGET CORP COM | 87612E106 | Stock | 11,838 | $826,000 | thousands by filing date | |
| BOYDGAMINGCORP | 103304101 | STOK | 44,411 | $817,000 | thousands by filing date | |
| RENAISSANCERE HLDGS LTD COM | G7496G103 | Stock | 6,952 | $816,000 | thousands by filing date | |
| DOUGLAS DYNAMICS INC | 25960R105 | COM | 31,700 | $816,000 | thousands by filing date | |
| PETMED EXPRESS INC | 716382106 | COM | 43,133 | $809,000 | thousands by filing date | |
| HEALTHEQUITY INC COM | 42226A107 | Stock | 26,515 | $806,000 | thousands by filing date | |
| COMPASS DIVERSIFIED HOLDINGS | 20451Q104 | COMMON STOCK | 47,710 | $792,000 | thousands by filing date | |
| INSIGHT ENTERPRISES INC | 45765U103 | COM | 30,345 | $789,000 | thousands by filing date | |
| Mallinckrodt Plc | G5785G107 | SHS | 12,973 | $788,000 | thousands by filing date | |
| GREENBRIER COS INC | 393657101 | COM | 27,000 | $787,000 | thousands by filing date | |
| Prologis,Inc. | 74340W103 | COM | 15,934 | $781,000 | thousands by filing date | |
| MURPHY USA INC COM | 626755102 | Stock | 10,499 | $779,000 | thousands by filing date | |
| ISLE OF CAPRI CASINOS | 464592104 | COMMON STOCK | 42,479 | $778,000 | thousands by filing date | |
| NIC INC | 62914B100 | COM | 35,400 | $777,000 | thousands by filing date | |
| HORMEL FOODS CORP COM | 440452100 | Stock | 21,066 | $771,000 | thousands by filing date | |
| SYNOPSYS INC COM | 871607107 | Stock | 14,233 | $770,000 | thousands by filing date | |
| NOBLE CORP PLC | G65431101 | SHS USD | 93,431 | $770,000 | thousands by filing date | |
| FBR & CO | 30247C400 | COM NEW | 51,379 | $767,000 | thousands by filing date | |
| PROVIDENCE SVC CORP | 743815102 | COM | 17,058 | $766,000 | thousands by filing date | |
| DISCOVERY INC | 25470F302 | COM SER C | 32,014 | $764,000 | thousands by filing date | |
| MICRON TECHNOLOGY INC | 595112AY9 | NOTE 3.000%11/1 | 1,000,000 | $764,000 | thousands by filing date | principal |
| ATN INTERNATIONAL INC | 00215F107 | COMMON STOCK | 9,803 | $763,000 | thousands by filing date | |
| SOMNIGROUP INTERNATIONAL INC COM | 88023U101 | Stock | 13,727 | $759,000 | thousands by filing date | |
| HUTCHMED CHINA LTD SPONSORED ADS | 44842L103 | ADR | 57,604 | $758,000 | thousands by filing date | |
| FLUOR CORP | 343412102 | COM | 15,389 | $758,000 | thousands by filing date | |
| NORDIC AMERICAN TANKERS LIMI | G65773106 | COM | 53,705 | $746,000 | thousands by filing date | |
| Charles Schwab Corp | 808513105 | COM | 29,401 | $744,000 | thousands by filing date | |
| VENTAS INC COM | 92276F100 | REIT | 10,184 | $742,000 | thousands by filing date | |
| TRULIA INC | 897888AB9 | NOTE 2.750%12/1 | 479,000 | $742,000 | thousands by filing date | principal |
| Malvern Bancorp, Inc. | 561409103 | Common Stock | 47,252 | $737,000 | thousands by filing date | |
| NEWS CORP NEW CL A | 65249B109 | Stock | 64,694 | $734,000 | thousands by filing date | |
| OLLIES BARGAIN OUTLET HLDGS | 681116109 | COM | 29,461 | $733,000 | thousands by filing date | |
| CUBESMART COM | 229663109 | REIT | 23,700 | $732,000 | thousands by filing date | |
| INSULET CORP | 45784PAD3 | NOTE 2.000% 6/1 | 767,000 | $729,000 | thousands by filing date | principal |
| BIOCRYST PHARMACEUTICALS INC COM | 09058V103 | Stock | 256,120 | $727,000 | thousands by filing date | |
| WHITING PETE CORP NEW | 966387102 | COM | 78,464 | $727,000 | thousands by filing date | |
| INCYTE CORP | 45337CAN2 | NOTE 1.250%11/1 | 425,000 | $724,000 | thousands by filing date | principal |
| ENDESA AMERS SA | 29261D104 | SPON ADR ADDED | 51,998 | $716,000 | thousands by filing date | |
| WEIGHT WATCHERS INTL INC | 948626106 | COM | 61,456 | $715,000 | thousands by filing date | |
| CYS INVTS INC | 12673A108 | COM | 85,483 | $715,000 | thousands by filing date | |
| DIAMOND OFFSHORE DRILLING IN | 25271C102 | COM | 29,279 | $712,000 | thousands by filing date | |
| HOME FED BANCORP INC LA NEW | 43708L108 | COM | 33,066 | $709,000 | thousands by filing date | |
| EGA EMERGING GLOBAL SHS TR | 268461811 | EGS INDIA SC ETF | 48,254 | $707,000 | thousands by filing date | |
| AG MTG INVT TR INC | 001228105 | COM | 48,703 | $703,000 | thousands by filing date | |
| RAYONIER ADVANCED MATLS INC | 75508B104 | COM | 51,677 | $702,000 | thousands by filing date | |
| ARMOUR RESIDENTIAL REIT INC | 042315507 | COM NEW | 34,871 | $697,000 | thousands by filing date | |
| DIGITALGLOBE INC | 25389M877 | COM | 32,325 | $691,000 | thousands by filing date | |
| CINCINNATI BELL INC NEW | 171871106 | COM | 150,800 | $689,000 | thousands by filing date | |
| DAUCH CORP | 024061103 | COM | 47,530 | $688,000 | thousands by filing date | |
| MERIDIAN BIOSCIENCE INC | 589584101 | COMMON STOCK | 35,300 | $688,000 | thousands by filing date | |
| BANK OF COMMERCE HOLDINGS | 06424J103 | COMMON STOCK NPV | 103,196 | $681,000 | thousands by filing date | |
| AES CORP COM | 00130H105 | Stock | 54,039 | $675,000 | thousands by filing date | |
| INGEVITY CORP COM | 45688C107 | Stock | 19,838 | $675,000 | thousands by filing date | |
| OCONEE FED FINL CORP | 675607105 | COM | 34,443 | $674,000 | thousands by filing date | |
| UNITED FINL BANCORP INC NEW | 910304104 | COM | 51,600 | $670,000 | thousands by filing date | |
| CHUY'S HOLDINGS INC | 171604101 | COMMON STOCK | 19,329 | $669,000 | thousands by filing date | |
| SCHWEITZER-MAUDUIT INTL INC | 808541106 | COM | 18,906 | $667,000 | thousands by filing date | |
| PRICELINE.COM INC 1.000 | 741503AQ9 | DEBT 1.000% 3/1 | 479,000 | $665,000 | thousands by filing date | principal |
| NCR VOYIX CORPORATION | 62886E108 | COM | 23,904 | $664,000 | thousands by filing date | |
| SERES THERAPEUTICS INC | 81750R102 | COM | 22,500 | $654,000 | thousands by filing date | |
| BED BATH & BEYOND INC | 075896100 | COM | 15,116 | $653,000 | thousands by filing date | |
| TEXTRON INC COM | 883203101 | Stock | 17,737 | $649,000 | thousands by filing date | |
| SASOL LTD | 803866300 | SPONSORED ADR | 23,928 | $649,000 | thousands by filing date | |
| BJS RESTAURANTS INC | 09180C106 | COM | 14,801 | $649,000 | thousands by filing date | |
| MICRON TECHNOLOGY INC | 595112AX1 | NOTE 3.125% 5/0 | 424,000 | $648,000 | thousands by filing date | principal |
| TAILORED BRANDS INC | 87403A107 | COM | 50,300 | $637,000 | thousands by filing date | |
| CMS ENERGY CORP COM | 125896100 | Stock | 13,847 | $635,000 | thousands by filing date | |
| SHINHAN FINANCIAL GROUP CO LTD SPN ADR RESTRD | 824596100 | ADR | 19,174 | $628,000 | thousands by filing date | |
| HIBBETT INC | 428567101 | COM | 17,856 | $621,000 | thousands by filing date | |
| VERISIGN INC | 92343EAD4 | CORPORATE OBLIG | 245,000 | $617,000 | thousands by filing date | principal |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 1,275 | $612,000 | thousands by filing date | call |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 6,479 | $609,000 | thousands by filing date | put |
| NEW YORK MORTGAGE TRUST INC | 649604501 | COM PAR $.02 | 99,318 | $606,000 | thousands by filing date | |
| COMPANHIA PARANAENSE ENERG C | 20441B407 | SPON ADR PFD | 67,365 | $605,000 | thousands by filing date | |
| KORN FERRY COM NEW | 500643200 | Stock | 29,052 | $601,000 | thousands by filing date | |
| SERVICE CORP INTL COM | 817565104 | Stock | 22,025 | $596,000 | thousands by filing date | |
| PIEDMONT REALTY TRUST INC | 720190206 | COM CL A | 27,525 | $593,000 | thousands by filing date | |
| BANKRATE INC DEL | 06647F102 | COM | 79,300 | $593,000 | thousands by filing date | |
| LXP INDUSTRIAL TRUST | 529043101 | COM | 58,470 | $591,000 | thousands by filing date | |
| ENNIS INC COM | 293389102 | Stock | 30,574 | $586,000 | thousands by filing date | |
| Georgetown Bancorp, Inc. | 372591107 | Common Stock | 28,311 | $576,000 | thousands by filing date | |
| SL GREEN REALTY CORP | 78440X101 | COM | 5,303 | $564,000 | thousands by filing date | |
| EXTREME NETWORKS INC | 30226D106 | COM | 165,021 | $559,000 | thousands by filing date | |
| REALTY INCOME CORP COM | 756109104 | REIT | 7,958 | $552,000 | thousands by filing date | |
| SPDR S&P Metals & Mining ETF | 78464A755 | SHS | 22,472 | $548,000 | thousands by filing date | |
| CUSTOMERS BANCORP INC | 23204G100 | COM | 21,760 | $546,000 | thousands by filing date | |
| GOVERNMENT PPTYS INCOME TR | 38376A103 | COM SHS BEN INT | 23,691 | $546,000 | thousands by filing date | |
| AIR LEASE CORP | 00912XAK0 | NOTE 3.875%12/0 | 450,000 | $542,000 | thousands by filing date | principal |
| PETROLEO BRASILEIRO S A | 71654V101 | SP ADR NON VTG | 93,097 | $541,000 | thousands by filing date | |
| OMEGA HEALTHCARE INVS INC COM | 681936100 | REIT | 15,873 | $539,000 | thousands by filing date | |
| VORNADO RLTY TR | 929042109 | SH BEN INT | 5,364 | $537,000 | thousands by filing date | |
| WORLD ACCEP CORPORATION | 981419104 | COM | 11,762 | $536,000 | thousands by filing date | |
| PARKER-HANNIFIN CORP COM | 701094104 | Stock | 4,939 | $533,000 | thousands by filing date | |
| DENBURY RES INC | 247916208 | COM NEW | 146,814 | $527,000 | thousands by filing date | |
| SHENANDOAH TELECOMMUNICATION | 82312B106 | COMMON STOCK | 13,215 | $516,000 | thousands by filing date | |
| VEDANTA LTD | 92242Y100 | SPONSORED ADR | 65,139 | $513,000 | thousands by filing date | |
| ISHARES MSCI EAFE SMALL-CAP ETF | 464288273 | ETF | 10,616 | $512,000 | thousands by filing date | |
| RACKSPACE HOSTING INC | 750086100 | COM | 24,508 | $512,000 | thousands by filing date | |
| ARCHROCK INC | 03957W106 | COM | 54,270 | $511,000 | thousands by filing date | |
| ETHAN ALLEN INTERIORS INC | 297602104 | COM | 15,399 | $509,000 | thousands by filing date | |
| DIGITAL RLTY TR INC COM | 253868103 | REIT | 4,636 | $505,000 | thousands by filing date | |
| SHIP FINANCE INTL LTD | G81075106 | SHS | 33,826 | $498,000 | thousands by filing date | |
| ENERGY RECOVERY INC | 29270J100 | COM | 55,964 | $497,000 | thousands by filing date | |
| NEWFIELD EXPL CO | 651290108 | COM | 1,344 | $497,000 | thousands by filing date | call |
| HUNTINGTON INGALLS INDS INC COM | 446413106 | Stock | 2,939 | $495,000 | thousands by filing date | |
| SANGAMO THERAPEUTICS INC | 800677106 | COM | 85,500 | $495,000 | thousands by filing date | |
| ORASURE TECHNOLOGIES INC | 68554V108 | COM | 83,433 | $494,000 | thousands by filing date | |
| HCP INC | 40414L109 | COM | 13,957 | $494,000 | thousands by filing date | |
| AVG TECHNOLOGIES | N07831105 | SHS | 26,029 | $494,000 | thousands by filing date | |
| INDEPENDENT BK CORP MICH | 453838609 | COM NEW | 33,872 | $491,000 | thousands by filing date | |
| OHIO VY BANC CORP | 677719106 | COM | 22,425 | $490,000 | thousands by filing date | |
| DOMINION DIAMOND CORP | 257287102 | COM | 55,700 | $490,000 | thousands by filing date | |
| COMPUTER SCIENCES CORP | 205363104 | COM | 9,820 | $487,000 | thousands by filing date | |
| BRUNSWICK CORP | 117043109 | COM | 10,674 | $484,000 | thousands by filing date | |
| AKORN INC | 009728106 | COM | 16,944 | $483,000 | thousands by filing date | |
| BRIGGS & STRATTON CORP | 109043109 | COM | 22,787 | $482,000 | thousands by filing date | |
| AGL RES INC | 001204106 | COM | 7,253 | $478,000 | thousands by filing date | |
| TETRA TECH INC NEW | 88162G103 | COM | 15,403 | $473,000 | thousands by filing date | |
| BENEFICIAL BANCORP INC | 08171T102 | COM | 36,536 | $465,000 | thousands by filing date | |
| TRUSTMARK CORP | 898402102 | COM | 18,469 | $459,000 | thousands by filing date | |
| ENDOLOGIX INC | 29266SAA4 | NOTE 2.250%12/1 | 500,000 | $458,000 | thousands by filing date | principal |
| HEARTWARE INTERNATIONAL | 422368AA8 | NOTE | 455,000 | $451,000 | thousands by filing date | principal |
| NORTHERN DYNASTY MINERALS LTD COM NEW | 66510M204 | Stock | 1,429,401 | $441,000 | thousands by filing date | |
| PFENEX INC | 717071104 | COM | 52,555 | $440,000 | thousands by filing date | |
| WESTERN ASSET MTG CAP CORP | 95790D105 | COM | 46,272 | $434,000 | thousands by filing date | |
| STAMPS COM INC | 852857200 | COM NEW | 4,944 | $432,000 | thousands by filing date | |
| CANADIAN SOLAR INC | 136635AE9 | NOTE 4.250% 2/1 | 505,000 | $429,000 | thousands by filing date | principal |
| TIMBERLAND BANCORP INC | 887098101 | COMMON STOCK | 28,443 | $427,000 | thousands by filing date | |
| ENPRO INC | 29355X107 | COM | 9,604 | $426,000 | thousands by filing date | |
| SMUCKER J M CO | 832696405 | COM NEW | 2,790 | $425,000 | thousands by filing date | |
| HALYARD HEALTH INC | 40650V100 | COM | 13,067 | $425,000 | thousands by filing date | |
| NEWMONT MINING CORP | 651639AJ5 | NOTE 1.625% 7/1 | 378,000 | $423,000 | thousands by filing date | principal |
| FIDELITY NATIONAL FINANCIAL | 31620RAE5 | NOTE 4.250% 8/1 | 205,000 | $419,000 | thousands by filing date | principal |
| BROCADE COMMUNICATIONS SYS I | 111621306 | COM NEW | 45,483 | $418,000 | thousands by filing date | |
| LESAKA TECHNOLOGIES INC | 64107N206 | CMN | 41,704 | $417,000 | thousands by filing date | |
| SPARTANNASH CO | 847215100 | COM | 13,598 | $416,000 | thousands by filing date | |
| COMPANHIA BRASILEIRA DE DIST | 20440T201 | SPN ADR PFD CL A | 28,300 | $412,000 | thousands by filing date | |
| DXP ENTERPRISES INC | 233377407 | COM NEW | 27,400 | $409,000 | thousands by filing date | |
| MURPHY OIL CORP COM | 626717102 | Stock | 12,855 | $408,000 | thousands by filing date | |
| LIBERTY INTERACTIVE LLC | 530610AC8 | DEB 0.750 3/3 | 365,000 | $407,000 | thousands by filing date | principal |
| URBAN OUTFITTERS INC | 917047102 | COM | 14,757 | $405,000 | thousands by filing date | |
| DUPONT FABROS TECHNOLOGY INC | 26613Q106 | COM | 8,515 | $405,000 | thousands by filing date | |
| LEVEL 3 COMMUNICATIONS INC | 52729N308 | COM NEW | 7,841 | $404,000 | thousands by filing date | |
| EL PASO ELECTRIC CO | 283677854 | COM NEW | 8,476 | $401,000 | thousands by filing date | |
| SPRINT CORP | 85207U105 | COM SER 1 | 88,536 | $401,000 | thousands by filing date | |
| MARRIOTT INTL INC NEW CL A | 571903202 | Stock | 6,021 | $400,000 | thousands by filing date | |
| WAFD INC | 938824109 | COM | 16,484 | $400,000 | thousands by filing date | |
| TEVA PHARMACEUTICAL FIN LLC | 88163VAE9 | DBCV 0.250% 2/0 | 316,000 | $396,000 | thousands by filing date | principal |
| MAINSOURCE FINANCIAL GP INC | 56062Y102 | COM | 17,874 | $394,000 | thousands by filing date | |
| Allegiance Bancshares | 01748H107 | COM | 15,578 | $387,000 | thousands by filing date | |
| WABTEC COM | 929740108 | Stock | 5,436 | $382,000 | thousands by filing date | |
| RPC INC | 749660106 | COMMON STOCK | 24,553 | $381,000 | thousands by filing date | |
| PENNEY J C INC | 708160106 | COM | 42,919 | $381,000 | thousands by filing date | |
| STARWOOD HOTELS&RESORTS WRLD | 85590A401 | COM | 5,112 | $378,000 | thousands by filing date | |
| NISOURCE INC COM | 65473P105 | Stock | 14,181 | $377,000 | thousands by filing date | |
| COMMSCOPE HLDG CO INC | 20337X109 | COM | 12,151 | $377,000 | thousands by filing date | |
| SAIA INC | 78709Y105 | COM | 14,973 | $376,000 | thousands by filing date | |
| PUMA BIOTECHNOLOGY INC | 74587V107 | COMMON STOCK | 12,623 | $376,000 | thousands by filing date | |
| NATIONAL BEVERAGE CORP COM | 635017106 | Stock | 5,906 | $371,000 | thousands by filing date | |
| SANFILIPPO JOHN B & SON INC | 800422107 | COM | 8,708 | $371,000 | thousands by filing date | |
| L-3 COMMUNICATIONS HLDGS INC | 502424104 | COM | 2,528 | $371,000 | thousands by filing date | |
| CARRIAGE SVCS INC | 143905AM9 | NOTE 2.750% 3/1 | 315,000 | $370,000 | thousands by filing date | principal |
| BOSTON PRIVATE FINL HLDGS INC COM | 101119105 | Stock | 31,327 | $369,000 | thousands by filing date | |
| MIMEDX GROUP INC | 602496101 | COM | 45,762 | $365,000 | thousands by filing date | |
| MATTEL INC | 577081102 | COM | 11,601 | $363,000 | thousands by filing date | |
| MARVELL TECHNOLOGY GROUP LTD | G5876H105 | ORD | 37,861 | $361,000 | thousands by filing date | |
| KEYCORP COM | 493267108 | Stock | 32,401 | $359,000 | thousands by filing date | |
| WEBMD HEALTH CORP | 94770VAF9 | NOTE 2.500% 1/3 | 325,000 | $357,000 | thousands by filing date | principal |
| AMC NETWORKS INC | 00164V103 | CL A | 5,872 | $355,000 | thousands by filing date | |
| LADDER CAP CORP CL A | 505743104 | REIT | 28,942 | $353,000 | thousands by filing date | |
| DANAHER CORP DEL | 235851AF9 | NOTE 1/2 | 120,000 | $352,000 | thousands by filing date | principal |
| TRUBRIDGE INC | 205306103 | COM | 8,586 | $343,000 | thousands by filing date | |
| AMERICAN RAILCAR INDUSTRIES | 02916P103 | COMMON STOCK | 8,629 | $341,000 | thousands by filing date | |
| MEETME INC | 585141104 | COM | 63,981 | $341,000 | thousands by filing date | |
| RADIAN GROUP INC COM | 750236101 | Stock | 32,029 | $334,000 | thousands by filing date | |
| BGC PARTNERS INC | 05541T101 | CL A | 38,000 | $331,000 | thousands by filing date | |
| DTS INC | 23335C101 | COM | 12,496 | $331,000 | thousands by filing date | |
| MOBILE TELESYSTEMS PJSC | 607409109 | SPONSORED ADR | 39,731 | $329,000 | thousands by filing date | |
| C&J ENERGY SVCS LTD SHS | G3164Q101 | Stock | 546,146 | $329,000 | thousands by filing date | |
| MACERICH CO | 554382101 | COM | 3,807 | $325,000 | thousands by filing date | |
| RITEAID CORP | 767754104 | COM | 42,603 | $319,000 | thousands by filing date | |
| BAKER HUGHES INC | 057224107 | COM | 1,883 | $313,000 | thousands by filing date | call |
| FMC CORP COM NEW | 302491303 | Stock | 6,737 | $312,000 | thousands by filing date | |
| MANITOWOC COMPANY INC | 563571108 | COM | 57,100 | $311,000 | thousands by filing date | |
| TIMKEN CO | 887389104 | COM | 10,028 | $307,000 | thousands by filing date | |
| CAROLINA FINL CORP NEW | 143873107 | COM | 16,154 | $301,000 | thousands by filing date | |
| CSS INDS INC | 125906107 | COMMON STOCK | 11,131 | $298,000 | thousands by filing date | |
| XPO LOGISTICS INC | 983793AA8 | NOTE | 185,000 | $298,000 | thousands by filing date | principal |
| COUSINS PROPERTIES INC | 222795106 | COM | 28,383 | $295,000 | 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 |