$528 Million is the total value of ELLINGTON MANAGEMENT GROUP LLC's 735 reported holdings in Q3 2013. The portfolio turnover from Q2 2013 to Q3 2013 was 100.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| KEM | Exit | KEMET CORP | $0 | – | -13,800 | -100.0% | -0.01% | – |
| SCLN | Exit | SCICLONE PHARMACEUTICALS INC | $0 | – | -13,100 | -100.0% | -0.01% | – |
| MERU | Exit | MERU NETWORKS INC | $0 | – | -16,900 | -100.0% | -0.01% | – |
| SKH | Exit | SKILLED HEALTHCARE GROUP INCcl a | $0 | – | -11,300 | -100.0% | -0.01% | – |
| ABR | Exit | ARBOR RLTY TR INC | $0 | – | -11,800 | -100.0% | -0.01% | – |
| IRS | Exit | IRSA INVERSIONES Y REP S Aglobl dep rcpt | $0 | – | -10,400 | -100.0% | -0.02% | – |
| FORM | Exit | FORMFACTOR INC | $0 | – | -13,100 | -100.0% | -0.02% | – |
| PACR | Exit | PACER INTL INC TENN | $0 | – | -14,400 | -100.0% | -0.02% | – |
| IL | Exit | INTRALINKS HLDGS INC | $0 | – | -13,000 | -100.0% | -0.02% | – |
| ENPH | Exit | ENPHASE ENERGY INC | $0 | – | -12,700 | -100.0% | -0.02% | – |
| PESXQ | Exit | PIONEER ENERGY SVCS CORP | $0 | – | -17,800 | -100.0% | -0.02% | – |
| ORN | Exit | ORION MARINE GROUP INC | $0 | – | -10,000 | -100.0% | -0.02% | – |
| BPFH | Exit | BOSTON PRIVATE FINL HLDGS IN | $0 | – | -11,500 | -100.0% | -0.02% | – |
| GPT | Exit | GRAMERCY PPTY TR INC | $0 | – | -26,900 | -100.0% | -0.02% | – |
| PQ | Exit | PETROQUEST ENERGY INC | $0 | – | -32,300 | -100.0% | -0.02% | – |
| JRN | Exit | JOURNAL COMMUNICATIONS INCcl a | $0 | – | -16,600 | -100.0% | -0.02% | – |
| PTRY | Exit | PANTRY INC | $0 | – | -11,000 | -100.0% | -0.02% | – |
| CUZ | Exit | COUSINS PPTYS INC | $0 | – | -14,100 | -100.0% | -0.03% | – |
| CDR | Exit | CEDAR REALTY TRUST INC | $0 | – | -28,300 | -100.0% | -0.03% | – |
| BLDR | Exit | BUILDERS FIRSTSOURCE INC | $0 | – | -24,200 | -100.0% | -0.03% | – |
| ZAGG | Exit | ZAGG INC | $0 | – | -27,700 | -100.0% | -0.03% | – |
| LBAI | Exit | LAKELAND BANCORP INC | $0 | – | -14,800 | -100.0% | -0.03% | – |
| RPT | Exit | RAMCO-GERSHENSON PPTYS TR | $0 | – | -10,300 | -100.0% | -0.03% | – |
| TA | Exit | TRAVELCENTERS OF AMERICA LLC | $0 | – | -14,300 | -100.0% | -0.03% | – |
| TASR | Exit | TASER INTL INC | $0 | – | -19,400 | -100.0% | -0.03% | – |
| FNB | Exit | FNB CORP PA | $0 | – | -13,400 | -100.0% | -0.03% | – |
| DRE | Exit | DUKE REALTY CORP | $0 | – | -10,400 | -100.0% | -0.03% | – |
| DDR | Exit | DDR CORP | $0 | – | -10,300 | -100.0% | -0.03% | – |
| LMOS | Exit | LUMOS NETWORKS CORP | $0 | – | -10,200 | -100.0% | -0.03% | – |
| N109SC | Exit | DEMAND MEDIA INC | $0 | – | -29,200 | -100.0% | -0.03% | – |
| ACAS | Exit | AMERICAN CAP LTD | $0 | – | -13,900 | -100.0% | -0.03% | – |
| CALL | Exit | MAGICJACK VOCALTEC LTD | $0 | – | -12,100 | -100.0% | -0.03% | – |
| ISIL | Exit | INTERSIL CORPcl a | $0 | – | -22,400 | -100.0% | -0.03% | – |
| KEP | Exit | KOREA ELECTRIC PWRsponsored adr | $0 | – | -15,100 | -100.0% | -0.03% | – |
| PLAB | Exit | PHOTRONICS INC | $0 | – | -21,200 | -100.0% | -0.03% | – |
| ACCO | Exit | ACCO BRANDS CORP | $0 | – | -28,500 | -100.0% | -0.03% | – |
| KND | Exit | KINDRED HEALTHCARE INC | $0 | – | -13,900 | -100.0% | -0.04% | – |
| NX | Exit | QUANEX BUILDING PRODUCTS COR | $0 | – | -11,000 | -100.0% | -0.04% | – |
| FLEX | Exit | FLEXTRONICS INTL LTDord | $0 | – | -23,700 | -100.0% | -0.04% | – |
| OME | Exit | OMEGA PROTEIN CORP | $0 | – | -20,600 | -100.0% | -0.04% | – |
| GLDD | Exit | GREAT LAKES DREDGE & DOCK CO | $0 | – | -24,100 | -100.0% | -0.04% | – |
| KOS | Exit | KOSMOS ENERGY LTD | $0 | – | -18,600 | -100.0% | -0.04% | – |
| SMRTQ | Exit | STEIN MART INC | $0 | – | -14,100 | -100.0% | -0.04% | – |
| VLTR | Exit | VOLTERRA SEMICONDUCTOR CORP | $0 | – | -13,600 | -100.0% | -0.04% | – |
| THLD | Exit | THRESHOLD PHARMACEUTICAL INC | $0 | – | -37,400 | -100.0% | -0.04% | – |
| KEYW | Exit | KEYW HLDG CORP | $0 | – | -14,700 | -100.0% | -0.04% | – |
| LSCC | Exit | LATTICE SEMICONDUCTOR CORP | $0 | – | -39,400 | -100.0% | -0.04% | – |
| EPAC | Exit | ACTUANT CORPcl a new | $0 | – | -6,100 | -100.0% | -0.04% | – |
| PERI | Exit | PERION NETWORK LTD | $0 | – | -17,300 | -100.0% | -0.04% | – |
| GIII | Exit | G-III APPAREL GROUP LTD | $0 | – | -4,200 | -100.0% | -0.04% | – |
| COO | Exit | COOPER COS INC | $0 | – | -1,700 | -100.0% | -0.04% | – |
| WD | Exit | WALKER & DUNLOP INC | $0 | – | -11,800 | -100.0% | -0.04% | – |
| BZ | Exit | BOISE INC | $0 | – | -24,100 | -100.0% | -0.04% | – |
| SRE | Exit | SEMPRA ENERGY | $0 | – | -2,500 | -100.0% | -0.04% | – |
| CCE | Exit | COCA COLA ENTERPRISES INC NE | $0 | – | -5,900 | -100.0% | -0.04% | – |
| CUBE | Exit | CUBESMART | $0 | – | -12,900 | -100.0% | -0.04% | – |
| CMC | Exit | COMMERCIAL METALS CO | $0 | – | -14,000 | -100.0% | -0.04% | – |
| RT | Exit | RUBY TUESDAY INC | $0 | – | -23,000 | -100.0% | -0.04% | – |
| HTH | Exit | HILLTOP HOLDINGS INC | $0 | – | -12,900 | -100.0% | -0.04% | – |
| TROW | Exit | PRICE T ROWE GROUP INC | $0 | – | -2,900 | -100.0% | -0.04% | – |
| PSB | Exit | PS BUSINESS PKS INC CALIF | $0 | – | -2,900 | -100.0% | -0.04% | – |
| SSTK | Exit | SHUTTERSTOCK INC | $0 | – | -3,800 | -100.0% | -0.04% | – |
| GRA | Exit | GRACE W R & CO DEL NEW | $0 | – | -2,500 | -100.0% | -0.04% | – |
| EGL | Exit | ENGILITY HLDGS INC | $0 | – | -7,400 | -100.0% | -0.04% | – |
| USG | Exit | U S G CORP | $0 | – | -9,100 | -100.0% | -0.04% | – |
| DIOD | Exit | DIODES INC | $0 | – | -8,300 | -100.0% | -0.04% | – |
| KFRC | Exit | KFORCE INC | $0 | – | -14,900 | -100.0% | -0.04% | – |
| AIMC | Exit | ALTRA HOLDINGS INC | $0 | – | -7,900 | -100.0% | -0.04% | – |
| FORR | Exit | FORRESTER RESH INC | $0 | – | -5,900 | -100.0% | -0.04% | – |
| PLUS | Exit | EPLUS INC | $0 | – | -3,600 | -100.0% | -0.04% | – |
| KT | Exit | KT CORPsponsored adr | $0 | – | -13,700 | -100.0% | -0.04% | – |
| BEN | Exit | FRANKLIN RES INC | $0 | – | -1,600 | -100.0% | -0.04% | – |
| CAM | Exit | CAMERON INTERNATIONAL CORP | $0 | – | -3,500 | -100.0% | -0.04% | – |
| LBYYQ | Exit | LIBBEY INC | $0 | – | -9,100 | -100.0% | -0.04% | – |
| TDG | Exit | TRANSDIGM GROUP INC | $0 | – | -1,400 | -100.0% | -0.04% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -9,500 | -100.0% | -0.04% | – |
| EBAY | Exit | EBAY INC | $0 | – | -4,300 | -100.0% | -0.04% | – |
| SPG | Exit | SIMON PPTY GROUP INC NEW | $0 | – | -1,400 | -100.0% | -0.04% | – |
| LECO | Exit | LINCOLN ELEC HLDGS INC | $0 | – | -3,900 | -100.0% | -0.04% | – |
| MPO | Exit | MIDSTATES PETE CO INC | $0 | – | -41,300 | -100.0% | -0.04% | – |
| HAFC | Exit | HANMI FINL CORP | $0 | – | -12,500 | -100.0% | -0.04% | – |
| PLD | Exit | PROLOGIS INC | $0 | – | -5,900 | -100.0% | -0.04% | – |
| CNP | Exit | CENTERPOINT ENERGY INC | $0 | – | -9,500 | -100.0% | -0.04% | – |
| IDT | Exit | IDT CORPcl b new | $0 | – | -11,800 | -100.0% | -0.04% | – |
| ONXX | Exit | ONYX PHARMACEUTICALS INC | $0 | – | -2,600 | -100.0% | -0.04% | – |
| GSM | Exit | GLOBE SPECIALTY METALS INC | $0 | – | -20,900 | -100.0% | -0.04% | – |
| LNDC | Exit | LANDEC CORP | $0 | – | -17,000 | -100.0% | -0.04% | – |
| OII | Exit | OCEANEERING INTL INC | $0 | – | -3,100 | -100.0% | -0.04% | – |
| MANH | Exit | MANHATTAN ASSOCS INC | $0 | – | -2,900 | -100.0% | -0.04% | – |
| DFT | Exit | DUPONT FABROS TECHNOLOGY INC | $0 | – | -9,300 | -100.0% | -0.04% | – |
| WYNN | Exit | WYNN RESORTS LTD | $0 | – | -1,800 | -100.0% | -0.04% | – |
| MD | Exit | MEDNAX INC | $0 | – | -2,500 | -100.0% | -0.04% | – |
| VRSK | Exit | VERISK ANALYTICS INCcl a | $0 | – | -3,900 | -100.0% | -0.04% | – |
| PNW | Exit | PINNACLE WEST CAP CORP | $0 | – | -4,200 | -100.0% | -0.04% | – |
| HMIN | Exit | HOME INNS & HOTELS MGMT INCspon adr | $0 | – | -8,700 | -100.0% | -0.04% | – |
| FIBK | Exit | FIRST INTST BANCSYSTEM INC | $0 | – | -11,200 | -100.0% | -0.04% | – |
| LTM | Exit | LIFE TIME FITNESS INC | $0 | – | -4,600 | -100.0% | -0.04% | – |
| ASGN | Exit | ON ASSIGNMENT INC | $0 | – | -8,700 | -100.0% | -0.04% | – |
| EA | Exit | ELECTRONIC ARTS INC | $0 | – | -10,300 | -100.0% | -0.04% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -15,700 | -100.0% | -0.04% | – |
| LION | Exit | FIDELITY SOUTHERN CORP NEW | $0 | – | -19,300 | -100.0% | -0.04% | – |
| EGBN | Exit | EAGLE BANCORP INC MD | $0 | – | -10,498 | -100.0% | -0.04% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -13,200 | -100.0% | -0.04% | – |
| NWE | Exit | NORTHWESTERN CORP | $0 | – | -5,900 | -100.0% | -0.04% | – |
| KELYA | Exit | KELLY SVCS INCcl a | $0 | – | -13,600 | -100.0% | -0.04% | – |
| MPWR | Exit | MONOLITHIC PWR SYS INC | $0 | – | -10,100 | -100.0% | -0.05% | – |
| EHTH | Exit | EHEALTH INC | $0 | – | -10,700 | -100.0% | -0.05% | – |
| LANC | Exit | LANCASTER COLONY CORP | $0 | – | -3,100 | -100.0% | -0.05% | – |
| RWT | Exit | REDWOOD TR INC | $0 | – | -14,100 | -100.0% | -0.05% | – |
| PUK | Exit | PRUDENTIAL PLCadr | $0 | – | -7,400 | -100.0% | -0.05% | – |
| NSC | Exit | NORFOLK SOUTHERN CORP | $0 | – | -3,300 | -100.0% | -0.05% | – |
| TAYC | Exit | TAYLOR CAP GROUP INC | $0 | – | -14,400 | -100.0% | -0.05% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -11,400 | -100.0% | -0.05% | – |
| SPF | Exit | STANDARD PAC CORP NEW | $0 | – | -29,000 | -100.0% | -0.05% | – |
| POWR | Exit | POWERSECURE INTL INC | $0 | – | -16,000 | -100.0% | -0.05% | – |
| CATO | Exit | CATO CORP NEWcl a | $0 | – | -9,600 | -100.0% | -0.05% | – |
| MDRX | Exit | ALLSCRIPTS HEALTHCARE SOLUTN | $0 | – | -19,100 | -100.0% | -0.05% | – |
| FVE | Exit | FIVE STAR QUALITY CARE INC | $0 | – | -44,100 | -100.0% | -0.05% | – |
| TXRH | Exit | TEXAS ROADHOUSE INC | $0 | – | -9,900 | -100.0% | -0.05% | – |
| VMW | Exit | VMWARE INC | $0 | – | -3,700 | -100.0% | -0.05% | – |
| EXAR | Exit | EXAR CORP | $0 | – | -22,852 | -100.0% | -0.05% | – |
| SQI | Exit | SCIQUEST INC NEW | $0 | – | -9,800 | -100.0% | -0.05% | – |
| REX | Exit | REX AMERICAN RESOURCES CORP | $0 | – | -8,600 | -100.0% | -0.05% | – |
| HOLI | Exit | HOLLYSYS AUTOMATION TECHNOLO | $0 | – | -20,400 | -100.0% | -0.05% | – |
| ISBC | Exit | INVESTORS BANCORP INC | $0 | – | -12,000 | -100.0% | -0.05% | – |
| BLT | Exit | BLOUNT INTL INC NEW | $0 | – | -21,420 | -100.0% | -0.05% | – |
| CCG | Exit | CAMPUS CREST CMNTYS INC | $0 | – | -21,800 | -100.0% | -0.05% | – |
| T102SC | Exit | KITE RLTY GROUP TR | $0 | – | -41,400 | -100.0% | -0.05% | – |
| NEWP | Exit | NEWPORT CORP | $0 | – | -18,000 | -100.0% | -0.05% | – |
| SATS | Exit | ECHOSTAR CORPcl a | $0 | – | -6,600 | -100.0% | -0.05% | – |
| JBLU | Exit | JETBLUE AIRWAYS CORP | $0 | – | -41,400 | -100.0% | -0.05% | – |
| IO | Exit | ION GEOPHYSICAL CORP | $0 | – | -42,300 | -100.0% | -0.05% | – |
| LSI | Exit | LSI CORPORATION | $0 | – | -35,900 | -100.0% | -0.05% | – |
| GTS | Exit | TRIPLE-S MGMT CORPcl b | $0 | – | -12,000 | -100.0% | -0.05% | – |
| RPM | Exit | RPM INTL INC | $0 | – | -8,000 | -100.0% | -0.05% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -32,700 | -100.0% | -0.05% | – |
| MTN | Exit | VAIL RESORTS INC | $0 | – | -4,200 | -100.0% | -0.05% | – |
| TYPE | Exit | MONOTYPE IMAGING HOLDINGS IN | $0 | – | -10,100 | -100.0% | -0.05% | – |
| MCHP | Exit | MICROCHIP TECHNOLOGY INC | $0 | – | -7,100 | -100.0% | -0.05% | – |
| TSS | Exit | TOTAL SYS SVCS INC | $0 | – | -10,700 | -100.0% | -0.05% | – |
| BCEI | Exit | BONANZA CREEK ENERGY INC | $0 | – | -7,500 | -100.0% | -0.05% | – |
| SEMG | Exit | SEMGROUP CORPcl a | $0 | – | -5,000 | -100.0% | -0.05% | – |
| ADSK | Exit | AUTODESK INC | $0 | – | -7,900 | -100.0% | -0.05% | – |
| AF | Exit | ASTORIA FINL CORP | $0 | – | -24,800 | -100.0% | -0.05% | – |
| MBFI | Exit | MB FINANCIAL INC NEW | $0 | – | -10,100 | -100.0% | -0.05% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -6,100 | -100.0% | -0.05% | – |
| DAKT | Exit | DAKTRONICS INC | $0 | – | -26,778 | -100.0% | -0.05% | – |
| MHO | Exit | M/I HOMES INC | $0 | – | -12,000 | -100.0% | -0.05% | – |
| EL | Exit | LAUDER ESTEE COS INCcl a | $0 | – | -4,200 | -100.0% | -0.05% | – |
| COR | Exit | CORESITE RLTY CORP | $0 | – | -8,800 | -100.0% | -0.05% | – |
| CTS | Exit | CTS CORP | $0 | – | -20,300 | -100.0% | -0.05% | – |
| SMA | Exit | SYMMETRY MED INC | $0 | – | -33,700 | -100.0% | -0.05% | – |
| HCP | Exit | HCP INC | $0 | – | -6,200 | -100.0% | -0.05% | – |
| HSBC | Exit | HSBC HLDGS PLCspon adr new | $0 | – | -5,505 | -100.0% | -0.05% | – |
| ACCL | Exit | ACCELRYS INC | $0 | – | -33,900 | -100.0% | -0.05% | – |
| CSV | Exit | CARRIAGE SVCS INC | $0 | – | -16,900 | -100.0% | -0.05% | – |
| ASEI | Exit | AMERICAN SCIENCE & ENGR INC | $0 | – | -5,200 | -100.0% | -0.06% | – |
| ASR | Exit | GRUPO AEROPORTUARIO DEL SUREspon adr ser b | $0 | – | -2,600 | -100.0% | -0.06% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -3,100 | -100.0% | -0.06% | – |
| HMSY | Exit | HMS HLDGS CORP | $0 | – | -12,300 | -100.0% | -0.06% | – |
| CGX | Exit | CONSOLIDATED GRAPHICS INC | $0 | – | -6,200 | -100.0% | -0.06% | – |
| CLGX | Exit | CORELOGIC INC | $0 | – | -12,400 | -100.0% | -0.06% | – |
| LVS | Exit | LAS VEGAS SANDS CORP | $0 | – | -5,500 | -100.0% | -0.06% | – |
| NTLS | Exit | NTELOS HLDGS CORP | $0 | – | -17,800 | -100.0% | -0.06% | – |
| CAH | Exit | CARDINAL HEALTH INC | $0 | – | -6,200 | -100.0% | -0.06% | – |
| AEIS | Exit | ADVANCED ENERGY INDS | $0 | – | -17,000 | -100.0% | -0.06% | – |
| RBC | Exit | REGAL BELOIT CORP | $0 | – | -4,500 | -100.0% | -0.06% | – |
| MHK | Exit | MOHAWK INDS INC | $0 | – | -2,600 | -100.0% | -0.06% | – |
| EXP | Exit | EAGLE MATERIALS INC | $0 | – | -4,400 | -100.0% | -0.06% | – |
| YHOO | Exit | YAHOO INC | $0 | – | -11,700 | -100.0% | -0.06% | – |
| BIIB | Exit | BIOGEN IDEC INC | $0 | – | -1,400 | -100.0% | -0.06% | – |
| ORI | Exit | OLD REP INTL CORP | $0 | – | -23,500 | -100.0% | -0.06% | – |
| CLVS | Exit | CLOVIS ONCOLOGY INC | $0 | – | -4,500 | -100.0% | -0.06% | – |
| VSH | Exit | VISHAY INTERTECHNOLOGY INC | $0 | – | -21,900 | -100.0% | -0.06% | – |
| AIV | Exit | APARTMENT INVT & MGMT COcl a | $0 | – | -10,200 | -100.0% | -0.06% | – |
| FURX | Exit | FURIEX PHARMACEUTICALS INC | $0 | – | -8,900 | -100.0% | -0.06% | – |
| PPG | Exit | PPG INDS INC | $0 | – | -2,100 | -100.0% | -0.06% | – |
| MACK | Exit | MERRIMACK PHARMACEUTICALS IN | $0 | – | -45,800 | -100.0% | -0.06% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -4,600 | -100.0% | -0.06% | – |
| DISH | Exit | DISH NETWORK CORPcl a | $0 | – | -7,300 | -100.0% | -0.06% | – |
| EGP | Exit | EASTGROUP PPTY INC | $0 | – | -5,500 | -100.0% | -0.06% | – |
| CIT | Exit | CIT GROUP INC | $0 | – | -6,600 | -100.0% | -0.06% | – |
| DRQ | Exit | DRIL-QUIP INC | $0 | – | -3,500 | -100.0% | -0.06% | – |
| ICFI | Exit | ICF INTL INC | $0 | – | -10,100 | -100.0% | -0.06% | – |
| ING | Exit | ING GROEP N Vsponsored adr | $0 | – | -35,000 | -100.0% | -0.06% | – |
| ADVS | Exit | ADVENT SOFTWARE INC | $0 | – | -9,000 | -100.0% | -0.06% | – |
| CFNL | Exit | CARDINAL FINL CORP | $0 | – | -22,000 | -100.0% | -0.06% | – |
| ACAT | Exit | ARCTIC CAT INC | $0 | – | -7,100 | -100.0% | -0.06% | – |
| MIDD | Exit | MIDDLEBY CORP | $0 | – | -1,900 | -100.0% | -0.06% | – |
| TSO | Exit | TESORO CORP | $0 | – | -6,100 | -100.0% | -0.06% | – |
| TTI | Exit | TETRA TECHNOLOGIES INC DEL | $0 | – | -31,600 | -100.0% | -0.06% | – |
| BUD | Exit | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $0 | – | -3,600 | -100.0% | -0.06% | – |
| SREV | Exit | SERVICESOURCE INTL LLC | $0 | – | -35,000 | -100.0% | -0.06% | – |
| PMC | Exit | PHARMERICA CORP | $0 | – | -23,700 | -100.0% | -0.06% | – |
| CVCO | Exit | CAVCO INDS INC DEL | $0 | – | -6,600 | -100.0% | -0.06% | – |
| WDR | Exit | WADDELL & REED FINL INCcl a | $0 | – | -7,600 | -100.0% | -0.06% | – |
| CKH | Exit | SEACOR HOLDINGS INC | $0 | – | -4,000 | -100.0% | -0.06% | – |
| VPHM | Exit | VIROPHARMA INC | $0 | – | -11,500 | -100.0% | -0.06% | – |
| SHPG | Exit | SHIRE PLCsponsored adr | $0 | – | -3,500 | -100.0% | -0.06% | – |
| NCS | Exit | NCI BUILDING SYS INC | $0 | – | -21,700 | -100.0% | -0.06% | – |
| BA | Exit | BOEING CO | $0 | – | -3,300 | -100.0% | -0.06% | – |
| TCO | Exit | TAUBMAN CTRS INC | $0 | – | -4,500 | -100.0% | -0.06% | – |
| NUS | Exit | NU SKIN ENTERPRISES INCcl a | $0 | – | -5,500 | -100.0% | -0.06% | – |
| DHX | Exit | DICE HLDGS INC | $0 | – | -36,800 | -100.0% | -0.06% | – |
| ENTG | Exit | ENTEGRIS INC | $0 | – | -36,700 | -100.0% | -0.06% | – |
| CLNE | Exit | CLEAN ENERGY FUELS CORP | $0 | – | -25,800 | -100.0% | -0.06% | – |
| BIG | Exit | BIG LOTS INC | $0 | – | -11,000 | -100.0% | -0.07% | – |
| UNS | Exit | UNS ENERGY CORP | $0 | – | -7,800 | -100.0% | -0.07% | – |
| MOV | Exit | MOVADO GROUP INC | $0 | – | -10,300 | -100.0% | -0.07% | – |
| PTC | Exit | PTC INC | $0 | – | -14,200 | -100.0% | -0.07% | – |
| CHU | Exit | CHINA UNICOM (HONG KONG) LTDsponsored adr | $0 | – | -26,400 | -100.0% | -0.07% | – |
| PTEN | Exit | PATTERSON UTI ENERGY INC | $0 | – | -18,300 | -100.0% | -0.07% | – |
| TM | Exit | TOYOTA MOTOR CORP | $0 | – | -2,900 | -100.0% | -0.07% | – |
| SUSQ | Exit | SUSQUEHANNA BANCSHARES INC P | $0 | – | -27,200 | -100.0% | -0.07% | – |
| TEVA | Exit | TEVA PHARMACEUTICAL INDS LTDadr | $0 | – | -9,100 | -100.0% | -0.07% | – |
| ADTN | Exit | ADTRAN INC | $0 | – | -14,500 | -100.0% | -0.07% | – |
| KRA | Exit | KRATON PERFORMANCE POLYMERS | $0 | – | -16,900 | -100.0% | -0.07% | – |
| ODFL | Exit | OLD DOMINION FGHT LINES INC | $0 | – | -8,600 | -100.0% | -0.07% | – |
| AEP | Exit | AMERICAN ELEC PWR INC | $0 | – | -8,000 | -100.0% | -0.07% | – |
| NCMI | Exit | NATIONAL CINEMEDIA INC | $0 | – | -21,700 | -100.0% | -0.07% | – |
| ROG | Exit | ROGERS CORP | $0 | – | -7,800 | -100.0% | -0.07% | – |
| MTB | Exit | M & T BK CORP | $0 | – | -3,300 | -100.0% | -0.07% | – |
| HFC | Exit | HOLLYFRONTIER CORP | $0 | – | -8,600 | -100.0% | -0.07% | – |
| ICE | Exit | INTERCONTINENTALEXCHANGE INC | $0 | – | -2,100 | -100.0% | -0.07% | – |
| IBN | Exit | ICICI BK LTDadr | $0 | – | -9,800 | -100.0% | -0.07% | – |
| MOGA | Exit | MOOG INCcl a | $0 | – | -7,200 | -100.0% | -0.07% | – |
| CLDX | Exit | CELLDEX THERAPEUTICS INC NEW | $0 | – | -23,900 | -100.0% | -0.07% | – |
| IPAR | Exit | INTER PARFUMS INC | $0 | – | -13,000 | -100.0% | -0.07% | – |
| TBI | Exit | TRUEBLUE INC | $0 | – | -17,900 | -100.0% | -0.07% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -6,500 | -100.0% | -0.07% | – |
| CEC | Exit | CEC ENTMT INC | $0 | – | -9,300 | -100.0% | -0.07% | – |
| FLT | Exit | FLEETCOR TECHNOLOGIES INC | $0 | – | -4,700 | -100.0% | -0.07% | – |
| JCOM | Exit | J2 GLOBAL INC | $0 | – | -9,000 | -100.0% | -0.07% | – |
| QDEL | Exit | QUIDEL CORP | $0 | – | -15,100 | -100.0% | -0.07% | – |
| VC | Exit | VISTEON CORP | $0 | – | -6,200 | -100.0% | -0.07% | – |
| CAMP | Exit | CALAMP CORP | $0 | – | -27,100 | -100.0% | -0.08% | – |
| IRGTQ | Exit | IGNITE RESTAURANT GROUP INC | $0 | – | -20,920 | -100.0% | -0.08% | – |
| VVTV | Exit | VALUEVISION MEDIA INCcl a | $0 | – | -77,100 | -100.0% | -0.08% | – |
| P103PS | Exit | NPS PHARMACEUTICALS INC | $0 | – | -26,000 | -100.0% | -0.08% | – |
| EIX | Exit | EDISON INTL | $0 | – | -8,300 | -100.0% | -0.08% | – |
| CLNT | Exit | CLEANTECH SOLUTIONS INTL INC | $0 | – | -75,300 | -100.0% | -0.08% | – |
| LEG | Exit | LEGGETT & PLATT INC | $0 | – | -12,800 | -100.0% | -0.08% | – |
| GCI | Exit | GANNETT INC | $0 | – | -16,300 | -100.0% | -0.08% | – |
| ADS | Exit | ALLIANCE DATA SYSTEMS CORP | $0 | – | -2,200 | -100.0% | -0.08% | – |
| AAPL | Exit | APPLE INC | $0 | – | -1,000 | -100.0% | -0.08% | – |
| GASS | Exit | STEALTHGAS INC | $0 | – | -37,000 | -100.0% | -0.08% | – |
| KOP | Exit | KOPPERS HOLDINGS INC | $0 | – | -10,600 | -100.0% | -0.08% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -6,700 | -100.0% | -0.08% | – |
| BLL | Exit | BALL CORP | $0 | – | -9,900 | -100.0% | -0.08% | – |
| UBSH | Exit | UNION FIRST MKT BANKSH CP | $0 | – | -20,100 | -100.0% | -0.08% | – |
| IAC | Exit | IAC INTERACTIVECORP | $0 | – | -8,700 | -100.0% | -0.08% | – |
| T | Exit | AT&T INC | $0 | – | -11,800 | -100.0% | -0.08% | – |
| VCI | Exit | VALASSIS COMMUNICATIONS INC | $0 | – | -17,000 | -100.0% | -0.08% | – |
| INGR | Exit | INGREDION INC | $0 | – | -6,400 | -100.0% | -0.08% | – |
| GEOS | Exit | GEOSPACE TECHNOLOGIES CORP | $0 | – | -6,100 | -100.0% | -0.08% | – |
| NNN | Exit | NATIONAL RETAIL PPTYS INC | $0 | – | -12,200 | -100.0% | -0.08% | – |
| WX | Exit | WUXI PHARMATECH CAYMAN INC | $0 | – | -20,300 | -100.0% | -0.08% | – |
| ACHI | Exit | ACCRETIVE HEALTH INC | $0 | – | -39,800 | -100.0% | -0.08% | – |
| BRCM | Exit | BROADCOM CORPcl a | $0 | – | -12,700 | -100.0% | -0.08% | – |
| ACC | Exit | AMERICAN CAMPUS CMNTYS INC | $0 | – | -10,600 | -100.0% | -0.08% | – |
| GPN | Exit | GLOBAL PMTS INC | $0 | – | -9,400 | -100.0% | -0.08% | – |
| OCN | Exit | OCWEN FINL CORP | $0 | – | -10,600 | -100.0% | -0.08% | – |
| OWW | Exit | ORBITZ WORLDWIDE INC | $0 | – | -54,400 | -100.0% | -0.08% | – |
| AUXL | Exit | AUXILIUM PHARMACEUTICALS INC | $0 | – | -26,100 | -100.0% | -0.08% | – |
| CPHD | Exit | CEPHEID | $0 | – | -12,600 | -100.0% | -0.08% | – |
| EV | Exit | EATON VANCE CORP | $0 | – | -11,700 | -100.0% | -0.08% | – |
| AEO | Exit | AMERICAN EAGLE OUTFITTERS NE | $0 | – | -24,200 | -100.0% | -0.08% | – |
| GWR | Exit | GENESEE & WYO INCcl a | $0 | – | -5,200 | -100.0% | -0.08% | – |
| PEGA | Exit | PEGASYSTEMS INC | $0 | – | -13,400 | -100.0% | -0.08% | – |
| ROSE | Exit | ROSETTA RESOURCES INC | $0 | – | -10,500 | -100.0% | -0.08% | – |
| HELE | Exit | HELEN OF TROY CORP LTD | $0 | – | -11,700 | -100.0% | -0.08% | – |
| DCT | Exit | DCT INDUSTRIAL TRUST INC | $0 | – | -62,400 | -100.0% | -0.08% | – |
| ACTV | Exit | ACTIVE NETWORK INC | $0 | – | -59,600 | -100.0% | -0.09% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -15,900 | -100.0% | -0.09% | – |
| ROL | Exit | ROLLINS INC | $0 | – | -17,600 | -100.0% | -0.09% | – |
| SGY | Exit | STONE ENERGY CORP | $0 | – | -21,100 | -100.0% | -0.09% | – |
| CORE | Exit | CORE MARK HOLDING CO INC | $0 | – | -7,300 | -100.0% | -0.09% | – |
| MA | Exit | MASTERCARD INCcl a | $0 | – | -800 | -100.0% | -0.09% | – |
| BRSWQ | Exit | BRISTOW GROUP INC | $0 | – | -7,200 | -100.0% | -0.09% | – |
| IMMU | Exit | IMMUNOMEDICS INC | $0 | – | -86,000 | -100.0% | -0.09% | – |
| PBY | Exit | PEP BOYS MANNY MOE & JACK | $0 | – | -41,000 | -100.0% | -0.09% | – |
| HLS | Exit | HEALTHSOUTH CORP | $0 | – | -16,500 | -100.0% | -0.09% | – |
| BTTGY | Exit | BT GROUP PLCadr | $0 | – | -10,200 | -100.0% | -0.09% | – |
| CPF | Exit | CENTRAL PAC FINL CORP | $0 | – | -26,600 | -100.0% | -0.09% | – |
| OZRK | Exit | BANK OF THE OZARKS INC | $0 | – | -11,100 | -100.0% | -0.09% | – |
| HMST | Exit | HOMESTREET INC | $0 | – | -22,800 | -100.0% | -0.09% | – |
| CMS | Exit | CMS ENERGY CORP | $0 | – | -18,000 | -100.0% | -0.09% | – |
| PKX | Exit | POSCOsponsored adr | $0 | – | -7,500 | -100.0% | -0.09% | – |
| MYRG | Exit | MYR GROUP INC DEL | $0 | – | -25,200 | -100.0% | -0.09% | – |
| BDBD | Exit | BOULDER BRANDS INC | $0 | – | -40,400 | -100.0% | -0.09% | – |
| MOH | Exit | MOLINA HEALTHCARE INC | $0 | – | -13,200 | -100.0% | -0.09% | – |
| PBH | Exit | PRESTIGE BRANDS HLDGS INC | $0 | – | -16,900 | -100.0% | -0.09% | – |
| AHT | Exit | ASHFORD HOSPITALITY TR INC | $0 | – | -43,000 | -100.0% | -0.09% | – |
| MW | Exit | MENS WEARHOUSE INC | $0 | – | -13,000 | -100.0% | -0.09% | – |
| ENOC | Exit | ENERNOC INC | $0 | – | -37,800 | -100.0% | -0.10% | – |
| UMPQ | Exit | UMPQUA HLDGS CORP | $0 | – | -33,400 | -100.0% | -0.10% | – |
| RYAAY | Exit | RYANAIR HLDGS PLCsponsored adr | $0 | – | -9,700 | -100.0% | -0.10% | – |
| IILG | Exit | INTERVAL LEISURE GROUP INC | $0 | – | -25,100 | -100.0% | -0.10% | – |
| AAWW | Exit | ATLAS AIR WORLDWIDE HLDGS IN | $0 | – | -11,400 | -100.0% | -0.10% | – |
| T104SC | Exit | ANNIES INC | $0 | – | -11,800 | -100.0% | -0.10% | – |
| FDS | Exit | FACTSET RESH SYS INC | $0 | – | -5,000 | -100.0% | -0.10% | – |
| PTR | Exit | PETROCHINA CO LTDsponsored adr | $0 | – | -4,600 | -100.0% | -0.10% | – |
| TCF | Exit | TCF FINL CORP | $0 | – | -36,400 | -100.0% | -0.10% | – |
| MDAS | Exit | MEDASSETS INC | $0 | – | -28,900 | -100.0% | -0.10% | – |
| HUN | Exit | HUNTSMAN CORP | $0 | – | -31,100 | -100.0% | -0.10% | – |
| PHH | Exit | PHH CORP | $0 | – | -25,600 | -100.0% | -0.10% | – |
| RP | Exit | REALPAGE INC | $0 | – | -28,500 | -100.0% | -0.10% | – |
| CACC | Exit | CREDIT ACCEP CORP MICH | $0 | – | -5,000 | -100.0% | -0.10% | – |
| GLW | Exit | CORNING INC | $0 | – | -37,300 | -100.0% | -0.10% | – |
| EPL | Exit | EPL OIL & GAS INC | $0 | – | -18,200 | -100.0% | -0.10% | – |
| TEX | Exit | TEREX CORP NEW | $0 | – | -20,500 | -100.0% | -0.10% | – |
| TER | Exit | TERADYNE INC | $0 | – | -30,900 | -100.0% | -0.10% | – |
| NXST | Exit | NEXSTAR BROADCASTING GROUP Icl a | $0 | – | -15,300 | -100.0% | -0.10% | – |
| RUSHA | Exit | RUSH ENTERPRISES INCcl a | $0 | – | -22,100 | -100.0% | -0.10% | – |
| HHC | Exit | HOWARD HUGHES CORP | $0 | – | -4,900 | -100.0% | -0.10% | – |
| JDSU | Exit | JDS UNIPHASE CORP | $0 | – | -37,900 | -100.0% | -0.10% | – |
| BANR | Exit | BANNER CORP | $0 | – | -16,200 | -100.0% | -0.10% | – |
| SAH | Exit | SONIC AUTOMOTIVE INCcl a | $0 | – | -26,200 | -100.0% | -0.10% | – |
| ETFC | Exit | E TRADE FINANCIAL CORP | $0 | – | -43,600 | -100.0% | -0.10% | – |
| VVC | Exit | VECTREN CORP | $0 | – | -16,300 | -100.0% | -0.10% | – |
| EPAY | Exit | BOTTOMLINE TECH DEL INC | $0 | – | -21,800 | -100.0% | -0.10% | – |
| EXPD | Exit | EXPEDITORS INTL WASH INC | $0 | – | -14,600 | -100.0% | -0.11% | – |
| UNFI | Exit | UNITED NAT FOODS INC | $0 | – | -10,300 | -100.0% | -0.11% | – |
| ESC | Exit | EMERITUS CORP | $0 | – | -24,300 | -100.0% | -0.11% | – |
| CYNO | Exit | CYNOSURE INCcl a | $0 | – | -21,600 | -100.0% | -0.11% | – |
| UHS | Exit | UNIVERSAL HLTH SVCS INCcl b | $0 | – | -8,400 | -100.0% | -0.11% | – |
| SCS | Exit | STEELCASE INCcl a | $0 | – | -38,700 | -100.0% | -0.11% | – |
| RIG | Exit | TRANSOCEAN LTD | $0 | – | -11,700 | -100.0% | -0.11% | – |
| CBLAQ | Exit | CBL & ASSOC PPTYS INC | $0 | – | -26,200 | -100.0% | -0.11% | – |
| YRCW | Exit | YRC WORLDWIDE INC | $0 | – | -19,800 | -100.0% | -0.11% | – |
| TSRO | Exit | TESARO INC | $0 | – | -17,400 | -100.0% | -0.11% | – |
| SYMC | Exit | SYMANTEC CORP | $0 | – | -25,400 | -100.0% | -0.11% | – |
| CE | Exit | CELANESE CORP DEL | $0 | – | -12,800 | -100.0% | -0.11% | – |
| ACM | Exit | AECOM TECHNOLOGY CORP DELAWA | $0 | – | -18,000 | -100.0% | -0.11% | – |
| RRGB | Exit | RED ROBIN GOURMET BURGERS IN | $0 | – | -10,900 | -100.0% | -0.11% | – |
| LBTYA | Exit | LIBERTY GLOBAL PLC | $0 | – | -8,200 | -100.0% | -0.12% | – |
| SMTC | Exit | SEMTECH CORP | $0 | – | -17,400 | -100.0% | -0.12% | – |
| CSC | Exit | COMPUTER SCIENCES CORP | $0 | – | -14,100 | -100.0% | -0.12% | – |
| IVC | Exit | INVACARE CORP | $0 | – | -42,800 | -100.0% | -0.12% | – |
| MHGC | Exit | MORGANS HOTEL GROUP CO | $0 | – | -76,100 | -100.0% | -0.12% | – |
| VOCS | Exit | VOCUS INC | $0 | – | -58,700 | -100.0% | -0.12% | – |
| BFAM | Exit | BRIGHT HORIZONS FAM SOL IN D | $0 | – | -18,000 | -100.0% | -0.12% | – |
| MUFG | Exit | MITSUBISHI UFJ FINL GROUP INsponsored adr | $0 | – | -100,400 | -100.0% | -0.12% | – |
| INFI | Exit | INFINITY PHARMACEUTICALS INC | $0 | – | -38,700 | -100.0% | -0.12% | – |
| SAI | Exit | SAIC INC | $0 | – | -44,800 | -100.0% | -0.12% | – |
| GNMK | Exit | GENMARK DIAGNOSTICS INC | $0 | – | -61,700 | -100.0% | -0.12% | – |
| AES | Exit | AES CORP | $0 | – | -53,500 | -100.0% | -0.12% | – |
| CASY | Exit | CASEYS GEN STORES INC | $0 | – | -10,900 | -100.0% | -0.12% | – |
| ATRO | Exit | ASTRONICS CORP | $0 | – | -16,100 | -100.0% | -0.12% | – |
| BOBE | Exit | BOB EVANS FARMS INC | $0 | – | -14,100 | -100.0% | -0.13% | – |
| AMRE | Exit | AMREIT INC NEWcl b | $0 | – | -35,100 | -100.0% | -0.13% | – |
| GAS | Exit | AGL RES INC | $0 | – | -15,900 | -100.0% | -0.13% | – |
| IMMR | Exit | IMMERSION CORP | $0 | – | -51,400 | -100.0% | -0.13% | – |
| FNP | Exit | FIFTH & PAC COS INC | $0 | – | -30,900 | -100.0% | -0.13% | – |
| CAR | Exit | AVIS BUDGET GROUP | $0 | – | -23,900 | -100.0% | -0.13% | – |
| ESGR | Exit | ENSTAR GROUP LIMITED | $0 | – | -5,300 | -100.0% | -0.13% | – |
| VPFG | Exit | VIEWPOINT FINL GROUP INC MD | $0 | – | -34,200 | -100.0% | -0.14% | – |
| LZB | Exit | LA Z BOY INC | $0 | – | -35,100 | -100.0% | -0.14% | – |
| HOMB | Exit | HOME BANCSHARES INC | $0 | – | -28,000 | -100.0% | -0.14% | – |
| CDNS | Exit | CADENCE DESIGN SYSTEM INC | $0 | – | -50,800 | -100.0% | -0.14% | – |
| ERIC | Exit | ERICSSONadr b sek 10 | $0 | – | -65,800 | -100.0% | -0.14% | – |
| PAY | Exit | VERIFONE SYS INC | $0 | – | -44,100 | -100.0% | -0.14% | – |
| ACTG | Exit | ACACIA RESH CORP | $0 | – | -33,100 | -100.0% | -0.14% | – |
| MEI | Exit | METHODE ELECTRS INC | $0 | – | -44,900 | -100.0% | -0.14% | – |
| PHM | Exit | PULTE GROUP INC | $0 | – | -40,300 | -100.0% | -0.14% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -12,400 | -100.0% | -0.15% | – |
| UNXLQ | Exit | UNI PIXEL INC | $0 | – | -53,200 | -100.0% | -0.15% | – |
| FOR | Exit | FORESTAR GROUP INC | $0 | – | -40,000 | -100.0% | -0.15% | – |
| CEO | Exit | CNOOC LTDsponsored adr | $0 | – | -4,800 | -100.0% | -0.15% | – |
| TUMI | Exit | TUMI HLDGS INC | $0 | – | -33,500 | -100.0% | -0.15% | – |
| GRFS | Exit | GRIFOLS S Asp adr rep b nvt | $0 | – | -28,500 | -100.0% | -0.15% | – |
| AXS | Exit | AXIS CAPITAL HOLDINGS LTD | $0 | – | -17,900 | -100.0% | -0.16% | – |
| CSH | Exit | CASH AMER INTL INC | $0 | – | -18,600 | -100.0% | -0.16% | – |
| VCLK | Exit | VALUECLICK INC | $0 | – | -34,500 | -100.0% | -0.16% | – |
| SNP | Exit | CHINA PETE & CHEM CORP | $0 | – | -9,300 | -100.0% | -0.16% | – |
| SFUN | Exit | SOUFUN HLDGS LTDadr | $0 | – | -34,700 | -100.0% | -0.16% | – |
| PETM | Exit | PETSMART INC | $0 | – | -13,000 | -100.0% | -0.17% | – |
| RPXC | Exit | RPX CORP | $0 | – | -52,000 | -100.0% | -0.17% | – |
| P105PS | Exit | INTEGRYS ENERGY GROUP INC | $0 | – | -15,000 | -100.0% | -0.17% | – |
| WTSLQ | Exit | WET SEAL INCcl a | $0 | – | -185,600 | -100.0% | -0.17% | – |
| RAX | Exit | RACKSPACE HOSTING INC | $0 | – | -23,200 | -100.0% | -0.17% | – |
| CAG | Exit | CONAGRA FOODS INC | $0 | – | -25,100 | -100.0% | -0.17% | – |
| SBAC | Exit | SBA COMMUNICATIONS CORP | $0 | – | -11,900 | -100.0% | -0.17% | – |
| AKRXQ | Exit | AKORN INC | $0 | – | -65,400 | -100.0% | -0.17% | – |
| CPSI | Exit | COMPUTER PROGRAMS & SYS INC | $0 | – | -18,200 | -100.0% | -0.17% | – |
| CKP | Exit | CHECKPOINT SYS INC | $0 | – | -64,600 | -100.0% | -0.17% | – |
| PTP | Exit | PLATINUM UNDERWRITER HLDGS L | $0 | – | -16,100 | -100.0% | -0.18% | – |
| WAB | Exit | WABTEC CORP | $0 | – | -17,200 | -100.0% | -0.18% | – |
| LAMR | Exit | LAMAR ADVERTISING COcl a | $0 | – | -21,400 | -100.0% | -0.18% | – |
| AMX | Exit | AMERICA MOVIL SAB DE CV | $0 | – | -43,600 | -100.0% | -0.18% | – |
| DORM | Exit | DORMAN PRODUCTS INC | $0 | – | -20,800 | -100.0% | -0.18% | – |
| VNDA | Exit | VANDA PHARMACEUTICALS INC | $0 | – | -117,400 | -100.0% | -0.18% | – |
| MXIM | Exit | MAXIM INTEGRATED PRODS INC | $0 | – | -35,600 | -100.0% | -0.19% | – |
| KFY | Exit | KORN FERRY INTL | $0 | – | -52,600 | -100.0% | -0.19% | – |
| CMP | Exit | COMPASS MINERALS INTL INC | $0 | – | -12,000 | -100.0% | -0.19% | – |
| RDSB | Exit | ROYAL DUTCH SHELL PLCspon adr b | $0 | – | -15,500 | -100.0% | -0.20% | – |
| HBI | Exit | HANESBRANDS INC | $0 | – | -20,300 | -100.0% | -0.20% | – |
| ALJ | Exit | ALON USA ENERGY INC | $0 | – | -73,400 | -100.0% | -0.20% | – |
| RAI | Exit | REYNOLDS AMERICAN INC | $0 | – | -22,200 | -100.0% | -0.20% | – |
| THOR | Exit | THORATEC CORP | $0 | – | -34,400 | -100.0% | -0.20% | – |
| GOLD | Exit | BARRICK GOLD CORP | $0 | – | -69,400 | -100.0% | -0.21% | – |
| ECPG | Exit | ENCORE CAP GROUP INC | $0 | – | -33,700 | -100.0% | -0.21% | – |
| STSA | Exit | STERLING FINL CORP WASH | $0 | – | -47,100 | -100.0% | -0.21% | – |
| AIRM | Exit | AIR METHODS CORP | $0 | – | -35,100 | -100.0% | -0.23% | – |
| JWA | Exit | WILEY JOHN & SONS INCcl a | $0 | – | -30,000 | -100.0% | -0.23% | – |
| TTM | Exit | TATA MTRS LTDsponsored adr | $0 | – | -52,500 | -100.0% | -0.23% | – |
| FINL | Exit | FINISH LINE INCcl a | $0 | – | -56,400 | -100.0% | -0.24% | – |
| SWFT | Exit | SWIFT TRANSN COcl a | $0 | – | -78,000 | -100.0% | -0.24% | – |
| OMI | Exit | OWENS & MINOR INC NEW | $0 | – | -39,000 | -100.0% | -0.25% | – |
| CXW | Exit | CORRECTIONS CORP AMER NEW | $0 | – | -39,340 | -100.0% | -0.25% | – |
| SCI | Exit | SERVICE CORP INTL | $0 | – | -75,900 | -100.0% | -0.26% | – |
| LGF | Exit | LIONS GATE ENTMNT CORP | $0 | – | -50,200 | -100.0% | -0.26% | – |
| LL | Exit | LUMBER LIQUIDATORS HLDGS INC | $0 | – | -17,800 | -100.0% | -0.26% | – |
| FLS | Exit | FLOWSERVE CORP | $0 | – | -26,400 | -100.0% | -0.27% | – |
| SHO | Exit | SUNSTONE HOTEL INVS INC NEW | $0 | – | -122,700 | -100.0% | -0.28% | – |
| KORS | Exit | MICHAEL KORS HLDGS LTD | $0 | – | -24,300 | -100.0% | -0.29% | – |
| RBA | Exit | RITCHIE BROS AUCTIONEERS | $0 | – | -80,400 | -100.0% | -0.29% | – |
| LG | Exit | LACLEDE GROUP INC | $0 | – | -34,000 | -100.0% | -0.30% | – |
| BXMT | Exit | BLACKSTONE MTG TR INC | $0 | – | -67,200 | -100.0% | -0.32% | – |
| ATK | Exit | ALLIANT TECHSYSTEMS INC | $0 | – | -20,600 | -100.0% | -0.32% | – |
| CBRL | Exit | CRACKER BARREL OLD CTRY STOR | $0 | – | -18,100 | -100.0% | -0.33% | – |
| HCA | Exit | HCA HOLDINGS INC | $0 | – | -48,200 | -100.0% | -0.33% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -10,700 | -100.0% | -0.35% | – |
| HIMX | Exit | HIMAX TECHNOLOGIES INCsponsored adr | $0 | – | -356,000 | -100.0% | -0.35% | – |
| TCBI | Exit | TEXAS CAPITAL BANCSHARES INC | $0 | – | -45,900 | -100.0% | -0.39% | – |
| CNC | Exit | CENTENE CORP DEL | $0 | – | -39,900 | -100.0% | -0.40% | – |
| MRC | Exit | MRC GLOBAL INC | $0 | – | -77,800 | -100.0% | -0.41% | – |
| SWHC | Exit | SMITH & WESSON HLDG CORP | $0 | – | -218,800 | -100.0% | -0.42% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -36,200 | -100.0% | -0.42% | – |
| KLAC | Exit | KLA-TENCOR CORP | $0 | – | -39,800 | -100.0% | -0.42% | – |
| VIPS | Exit | VIPSHOP HLDGS LTDsponsored adr | $0 | – | -79,000 | -100.0% | -0.44% | – |
| WCG | Exit | WELLCARE HEALTH PLANS INC | $0 | – | -45,100 | -100.0% | -0.48% | – |
| ZTS | Exit | ZOETIS INCcl a | $0 | – | -83,900 | -100.0% | -0.49% | – |
| LO | Exit | LORILLARD INC | $0 | – | -68,200 | -100.0% | -0.57% | – |
| CVI | Exit | CVR ENERGY INC | $0 | – | -63,100 | -100.0% | -0.57% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -41,000 | -100.0% | -0.58% | – |
| SLXP | Exit | SALIX PHARMACEUTICALS INC | $0 | – | -46,300 | -100.0% | -0.58% | – |
| DB | Exit | DEUTSCHE BANK AGnamen akt | $0 | – | -75,500 | -100.0% | -0.60% | – |
| DPZ | Exit | DOMINOS PIZZA INC | $0 | – | -57,500 | -100.0% | -0.64% | – |
| BSBR | Exit | BANCO SANTANDER BRASIL S Aads rep 1 unit | $0 | – | -567,400 | -100.0% | -0.67% | – |
| INTU | Exit | INTUIT | $0 | – | -60,400 | -100.0% | -0.70% | – |
| SPWR | Exit | SUNPOWER CORP | $0 | – | -186,100 | -100.0% | -0.73% | – |
| HRB | Exit | BLOCK H & R INC | $0 | – | -139,900 | -100.0% | -0.74% | – |
| AGNC | Exit | AMERICAN CAPITAL AGENCY CORP | $0 | – | -293,312 | -100.0% | -1.28% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2013-11-14
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| MGIC INVT CORP WIS | 24 | Q1 2021 | 1.5% |
| ELLINGTON FINANCIAL LLC | 23 | Q4 2018 | 30.9% |
| GILEAD SCIENCES INC | 21 | Q3 2019 | 0.4% |
| PETROLEO BRASILEIRO SA PETRO | 20 | Q1 2020 | 0.4% |
| AMERICAN AXLE & MFG HLDGS IN | 19 | Q4 2020 | 2.0% |
| REALOGY HLDGS CORP | 19 | Q2 2021 | 0.6% |
| NRG ENERGY INC | 18 | Q1 2020 | 0.5% |
| VMWARE INC | 18 | Q2 2019 | 0.4% |
| UNISYS CORP | 18 | Q1 2020 | 0.5% |
| COMPANHIA DE SANEAMENTO BASI | 18 | Q4 2019 | 0.2% |
View ELLINGTON MANAGEMENT GROUP LLC's complete holdings history.
Latest significant ownerships (13-D/G)
| Filed | Shares | Percentage | |
|---|---|---|---|
| SPSS INCSold out | September 17, 2010 | 0 | 0.0% |
View ELLINGTON MANAGEMENT GROUP LLC's complete significant-ownership history.
Latest filings
| Type | Filed |
|---|---|
| 13F-NT | 2024-05-15 |
| 13F-NT | 2024-02-13 |
| SC 13G/A | 2024-01-17 |
| SC 13G/A | 2024-01-17 |
| SC 13G/A | 2024-01-17 |
| 13F-NT | 2023-11-13 |
| SC 13G | 2023-10-30 |
| 13F-NT | 2023-08-14 |
| 13F-NT | 2023-05-12 |
| SC 13G | 2023-03-31 |
View ELLINGTON MANAGEMENT GROUP LLC's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.