$214 Million is the total value of ELLINGTON MANAGEMENT GROUP LLC's 424 reported holdings in Q2 2014. The portfolio turnover from Q1 2014 to Q2 2014 was 100.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| WRESQ | Exit | WARREN RES INC | $0 | – | -11,500 | -100.0% | -0.02% | – |
| IDRA | Exit | IDERA PHARMACEUTICALS INC | $0 | – | -14,000 | -100.0% | -0.02% | – |
| ZIXI | Exit | ZIX CORP | $0 | – | -15,500 | -100.0% | -0.02% | – |
| T102PS | Exit | SILICON IMAGE INC | $0 | – | -12,400 | -100.0% | -0.02% | – |
| HILL | Exit | DOT HILL SYS CORP | $0 | – | -23,600 | -100.0% | -0.03% | – |
| CALX | Exit | CALIX INC | $0 | – | -11,300 | -100.0% | -0.03% | – |
| RIGL | Exit | RIGEL PHARMACEUTICALS INC | $0 | – | -24,200 | -100.0% | -0.03% | – |
| NTE | Exit | NAM TAI ELECTRS INC | $0 | – | -16,500 | -100.0% | -0.03% | – |
| MSO | Exit | MARTHA STEWART LIVING OMNIMEcl a | $0 | – | -23,700 | -100.0% | -0.03% | – |
| QUIK | Exit | QUICKLOGIC CORP | $0 | – | -21,000 | -100.0% | -0.03% | – |
| LIOX | Exit | LIONBRIDGE TECHNOLOGIES INC | $0 | – | -16,700 | -100.0% | -0.03% | – |
| IMMR | Exit | IMMERSION CORP | $0 | – | -10,700 | -100.0% | -0.03% | – |
| CRY | Exit | CRYOLIFE INC | $0 | – | -11,300 | -100.0% | -0.03% | – |
| BEAT | Exit | BIOTELEMETRY INC | $0 | – | -11,600 | -100.0% | -0.03% | – |
| NBG | Exit | NATIONAL BK GREECE S Aspn adr rep 1 sh | $0 | – | -21,800 | -100.0% | -0.04% | – |
| DENN | Exit | DENNYS CORP | $0 | – | -18,800 | -100.0% | -0.04% | – |
| DLLR | Exit | DFC GLOBAL CORP | $0 | – | -14,000 | -100.0% | -0.04% | – |
| DHT | Exit | DHT HOLDINGS INC | $0 | – | -15,700 | -100.0% | -0.04% | – |
| VSTM | Exit | VERASTEM INC | $0 | – | -11,500 | -100.0% | -0.04% | – |
| BEBE | Exit | BEBE STORES INC | $0 | – | -20,500 | -100.0% | -0.04% | – |
| TWO | Exit | TWO HBRS INVT CORP | $0 | – | -12,600 | -100.0% | -0.04% | – |
| CX | Exit | CEMEX SAB DE CVspon adr new | $0 | – | -10,500 | -100.0% | -0.04% | – |
| WIBC | Exit | WILSHIRE BANCORP INC | $0 | – | -12,200 | -100.0% | -0.04% | – |
| VALEP | Exit | VALE S Aadr repstg pfd | $0 | – | -11,200 | -100.0% | -0.04% | – |
| CYS | Exit | CYS INVTS INC | $0 | – | -18,400 | -100.0% | -0.04% | – |
| BWEN | Exit | BROADWIND ENERGY INC | $0 | – | -12,400 | -100.0% | -0.04% | – |
| ELGX | Exit | ENDOLOGIX INC | $0 | – | -11,600 | -100.0% | -0.04% | – |
| GTE | Exit | GRAN TIERRA ENERGY INC | $0 | – | -21,600 | -100.0% | -0.05% | – |
| KTOS | Exit | KRATOS DEFENSE & SEC SOLUTIO | $0 | – | -21,800 | -100.0% | -0.05% | – |
| BLT | Exit | BLOUNT INTL INC NEW | $0 | – | -14,300 | -100.0% | -0.05% | – |
| KRO | Exit | KRONOS WORLDWIDE INC | $0 | – | -10,300 | -100.0% | -0.05% | – |
| FMBI | Exit | FIRST MIDWEST BANCORP DEL | $0 | – | -10,500 | -100.0% | -0.05% | – |
| PTRY | Exit | PANTRY INC | $0 | – | -11,600 | -100.0% | -0.05% | – |
| CLDX | Exit | CELLDEX THERAPEUTICS INC NEW | $0 | – | -10,300 | -100.0% | -0.05% | – |
| MX | Exit | MAGNACHIP SEMICONDUCTOR CORP | $0 | – | -13,100 | -100.0% | -0.05% | – |
| EXPR | Exit | EXPRESS INC | $0 | – | -11,700 | -100.0% | -0.05% | – |
| ROIC | Exit | RETAIL OPPORTUNITY INVTS COR | $0 | – | -12,500 | -100.0% | -0.06% | – |
| SYRG | Exit | SYNERGY RES CORP | $0 | – | -17,400 | -100.0% | -0.06% | – |
| PFMT | Exit | PERFORMANT FINL CORP | $0 | – | -20,800 | -100.0% | -0.06% | – |
| PRGN | Exit | PARAGON SHIPPING INCcl a new | $0 | – | -27,600 | -100.0% | -0.06% | – |
| CENX | Exit | CENTURY ALUM CO | $0 | – | -14,400 | -100.0% | -0.06% | – |
| ATML | Exit | ATMEL CORP | $0 | – | -23,400 | -100.0% | -0.06% | – |
| VCRA | Exit | VOCERA COMMUNICATIONS INC | $0 | – | -12,000 | -100.0% | -0.06% | – |
| IREBY | Exit | IRELAND BKspnsrd adr new | $0 | – | -10,200 | -100.0% | -0.06% | – |
| SONY | Exit | SONY CORPadr new | $0 | – | -10,300 | -100.0% | -0.06% | – |
| RNDY | Exit | ROUNDYS INC | $0 | – | -29,500 | -100.0% | -0.06% | – |
| RDY | Exit | DR REDDYS LABS LTDadr | $0 | – | -4,600 | -100.0% | -0.06% | – |
| MET | Exit | METLIFE INC | $0 | – | -3,800 | -100.0% | -0.06% | – |
| EV | Exit | EATON VANCE CORP | $0 | – | -5,300 | -100.0% | -0.06% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -2,100 | -100.0% | -0.06% | – |
| CGEN | Exit | COMPUGEN LTDord | $0 | – | -19,600 | -100.0% | -0.06% | – |
| INFY | Exit | INFOSYS LTDsponsored adr | $0 | – | -3,800 | -100.0% | -0.06% | – |
| TPRE | Exit | THIRD PT REINS LTD | $0 | – | -12,900 | -100.0% | -0.06% | – |
| INDB | Exit | INDEPENDENT BANK CORP MASS | $0 | – | -5,200 | -100.0% | -0.06% | – |
| BBG | Exit | BARRETT BILL CORP | $0 | – | -8,000 | -100.0% | -0.06% | – |
| MON | Exit | MONSANTO CO NEW | $0 | – | -1,800 | -100.0% | -0.06% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -6,700 | -100.0% | -0.06% | – |
| Q | Exit | QUINTILES TRANSNATIO HLDGS I | $0 | – | -4,100 | -100.0% | -0.06% | – |
| ANFI | Exit | AMIRA NATURE FOODS LTD | $0 | – | -12,400 | -100.0% | -0.06% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -5,700 | -100.0% | -0.06% | – |
| PBRA | Exit | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $0 | – | -15,400 | -100.0% | -0.06% | – |
| MAT | Exit | MATTEL INC | $0 | – | -5,400 | -100.0% | -0.06% | – |
| TDY | Exit | TELEDYNE TECHNOLOGIES INC | $0 | – | -2,200 | -100.0% | -0.06% | – |
| CBRE | Exit | CBRE GROUP INCcl a | $0 | – | -7,900 | -100.0% | -0.06% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -8,300 | -100.0% | -0.06% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -2,600 | -100.0% | -0.06% | – |
| POL | Exit | POLYONE CORP | $0 | – | -5,900 | -100.0% | -0.06% | – |
| SFL | Exit | SHIP FINANCE INTERNATIONAL L | $0 | – | -12,200 | -100.0% | -0.06% | – |
| CCRN | Exit | CROSS CTRY HEALTHCARE INC | $0 | – | -27,000 | -100.0% | -0.06% | – |
| CMS | Exit | CMS ENERGY CORP | $0 | – | -7,500 | -100.0% | -0.06% | – |
| FCX | Exit | FREEPORT-MCMORAN COPPER & GO | $0 | – | -6,700 | -100.0% | -0.06% | – |
| GOGO | Exit | GOGO INC | $0 | – | -10,800 | -100.0% | -0.06% | – |
| PESXQ | Exit | PIONEER ENERGY SVCS CORP | $0 | – | -17,200 | -100.0% | -0.06% | – |
| IAC | Exit | IAC INTERACTIVECORP | $0 | – | -3,100 | -100.0% | -0.06% | – |
| CE | Exit | CELANESE CORP DEL | $0 | – | -4,000 | -100.0% | -0.06% | – |
| MT | Exit | ARCELORMITTAL SA LUXEMBOURGny registry sh | $0 | – | -13,700 | -100.0% | -0.06% | – |
| DRQ | Exit | DRIL-QUIP INC | $0 | – | -2,000 | -100.0% | -0.07% | – |
| SEE | Exit | SEALED AIR CORP NEW | $0 | – | -6,800 | -100.0% | -0.07% | – |
| MCHX | Exit | MARCHEX INCcl b | $0 | – | -21,400 | -100.0% | -0.07% | – |
| ACE | Exit | ACE LTD | $0 | – | -2,300 | -100.0% | -0.07% | – |
| RASF | Exit | RAIT FINANCIAL TRUST | $0 | – | -27,100 | -100.0% | -0.07% | – |
| ADM | Exit | ARCHER DANIELS MIDLAND CO | $0 | – | -5,300 | -100.0% | -0.07% | – |
| BSBR | Exit | BANCO SANTANDER BRASIL S Aads rep 1 unit | $0 | – | -42,000 | -100.0% | -0.07% | – |
| STT | Exit | STATE STR CORP | $0 | – | -3,400 | -100.0% | -0.07% | – |
| TM | Exit | TOYOTA MOTOR CORP | $0 | – | -2,100 | -100.0% | -0.07% | – |
| BIRT | Exit | ACTUATE CORP | $0 | – | -39,100 | -100.0% | -0.07% | – |
| POM | Exit | PEPCO HOLDINGS INC | $0 | – | -11,600 | -100.0% | -0.07% | – |
| BRSS | Exit | GLOBAL BRASS & COPPR HLDGS I | $0 | – | -15,200 | -100.0% | -0.07% | – |
| PRA | Exit | PROASSURANCE CORP | $0 | – | -5,400 | -100.0% | -0.07% | – |
| ARI | Exit | APOLLO COML REAL EST FIN INC | $0 | – | -14,400 | -100.0% | -0.07% | – |
| CVLT | Exit | COMMVAULT SYSTEMS INC | $0 | – | -3,700 | -100.0% | -0.07% | – |
| KBR | Exit | KBR INC | $0 | – | -9,000 | -100.0% | -0.07% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -2,500 | -100.0% | -0.07% | – |
| LEAF | Exit | SPRINGLEAF HLDGS INC | $0 | – | -9,700 | -100.0% | -0.07% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $0 | – | -12,200 | -100.0% | -0.07% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -3,700 | -100.0% | -0.07% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -1,500 | -100.0% | -0.07% | – |
| CLMS | Exit | CALAMOS ASSET MGMT INCcl a | $0 | – | -19,000 | -100.0% | -0.07% | – |
| FOXA | Exit | TWENTY FIRST CENTY FOX INCcl a | $0 | – | -7,700 | -100.0% | -0.07% | – |
| FN | Exit | FABRINET | $0 | – | -11,800 | -100.0% | -0.07% | – |
| WEN | Exit | WENDYS CO | $0 | – | -27,200 | -100.0% | -0.07% | – |
| CNC | Exit | CENTENE CORP DEL | $0 | – | -4,000 | -100.0% | -0.07% | – |
| CONE | Exit | CYRUSONE INC | $0 | – | -12,000 | -100.0% | -0.07% | – |
| FDS | Exit | FACTSET RESH SYS INC | $0 | – | -2,300 | -100.0% | -0.07% | – |
| KMR | Exit | KINDER MORGAN MANAGEMENT LLC | $0 | – | -3,500 | -100.0% | -0.07% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -2,700 | -100.0% | -0.07% | – |
| JAH | Exit | JARDEN CORP | $0 | – | -4,200 | -100.0% | -0.07% | – |
| FTI | Exit | FMC TECHNOLOGIES INC | $0 | – | -4,800 | -100.0% | -0.07% | – |
| TBBK | Exit | BANCORP INC DEL | $0 | – | -13,500 | -100.0% | -0.07% | – |
| HMIN | Exit | HOME INNS & HOTELS MGMT INCspon adr | $0 | – | -7,800 | -100.0% | -0.07% | – |
| CUBE | Exit | CUBESMART | $0 | – | -14,700 | -100.0% | -0.07% | – |
| RTI | Exit | RTI INTL METALS INC | $0 | – | -9,100 | -100.0% | -0.07% | – |
| GLRE | Exit | GREENLIGHT CAPITAL RE LTDclass a | $0 | – | -7,700 | -100.0% | -0.07% | – |
| INGR | Exit | INGREDION INC | $0 | – | -3,700 | -100.0% | -0.07% | – |
| CIR | Exit | CIRCOR INTL INC | $0 | – | -3,500 | -100.0% | -0.08% | – |
| WLL | Exit | WHITING PETE CORP NEW | $0 | – | -3,700 | -100.0% | -0.08% | – |
| GNCIQ | Exit | GNC HLDGS INC | $0 | – | -5,800 | -100.0% | -0.08% | – |
| GIMO | Exit | GIGAMON INC | $0 | – | -8,400 | -100.0% | -0.08% | – |
| NWE | Exit | NORTHWESTERN CORP | $0 | – | -5,400 | -100.0% | -0.08% | – |
| SEAC | Exit | SEACHANGE INTL INC | $0 | – | -24,800 | -100.0% | -0.08% | – |
| CFN | Exit | CAREFUSION CORP | $0 | – | -6,500 | -100.0% | -0.08% | – |
| AFOP | Exit | ALLIANCE FIBER OPTIC PRODS I | $0 | – | -17,900 | -100.0% | -0.08% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -3,300 | -100.0% | -0.08% | – |
| DPZ | Exit | DOMINOS PIZZA INC | $0 | – | -3,400 | -100.0% | -0.08% | – |
| ABM | Exit | ABM INDS INC | $0 | – | -9,200 | -100.0% | -0.08% | – |
| VNDA | Exit | VANDA PHARMACEUTICALS INC | $0 | – | -16,200 | -100.0% | -0.08% | – |
| PBR | Exit | PETROLEO BRASILEIRO SA PETROsponsored adr | $0 | – | -20,100 | -100.0% | -0.08% | – |
| BUD | Exit | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $0 | – | -2,500 | -100.0% | -0.08% | – |
| SJM | Exit | SMUCKER J M CO | $0 | – | -2,700 | -100.0% | -0.08% | – |
| ARMH | Exit | ARM HLDGS PLCsponsored adr | $0 | – | -5,200 | -100.0% | -0.08% | – |
| YY | Exit | YY INC | $0 | – | -3,500 | -100.0% | -0.08% | – |
| KBAL | Exit | KIMBALL INTL INCcl b | $0 | – | -14,800 | -100.0% | -0.08% | – |
| JMBA | Exit | JAMBA INC | $0 | – | -22,300 | -100.0% | -0.08% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -1,500 | -100.0% | -0.08% | – |
| BFAM | Exit | BRIGHT HORIZONS FAM SOL IN D | $0 | – | -6,900 | -100.0% | -0.08% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -3,800 | -100.0% | -0.08% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -5,500 | -100.0% | -0.08% | – |
| P103PS | Exit | NPS PHARMACEUTICALS INC | $0 | – | -9,000 | -100.0% | -0.08% | – |
| ITT | Exit | ITT CORP NEW | $0 | – | -6,400 | -100.0% | -0.08% | – |
| HST | Exit | HOST HOTELS & RESORTS INC | $0 | – | -13,500 | -100.0% | -0.08% | – |
| SYMC | Exit | SYMANTEC CORP | $0 | – | -13,600 | -100.0% | -0.08% | – |
| COKE | Exit | COCA COLA BOTTLING CO CONS | $0 | – | -3,200 | -100.0% | -0.08% | – |
| OCN | Exit | OCWEN FINL CORP | $0 | – | -7,000 | -100.0% | -0.08% | – |
| PBH | Exit | PRESTIGE BRANDS HLDGS INC | $0 | – | -10,200 | -100.0% | -0.08% | – |
| KWR | Exit | QUAKER CHEM CORP | $0 | – | -3,500 | -100.0% | -0.08% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -2,100 | -100.0% | -0.08% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -3,500 | -100.0% | -0.08% | – |
| TJX | Exit | TJX COS INC NEW | $0 | – | -4,600 | -100.0% | -0.08% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -5,600 | -100.0% | -0.08% | – |
| AWK | Exit | AMERICAN WTR WKS CO INC NEW | $0 | – | -6,200 | -100.0% | -0.08% | – |
| CCI | Exit | CROWN CASTLE INTL CORP | $0 | – | -3,800 | -100.0% | -0.08% | – |
| PKD | Exit | PARKER DRILLING CO | $0 | – | -39,600 | -100.0% | -0.08% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -5,300 | -100.0% | -0.08% | – |
| KOG | Exit | KODIAK OIL & GAS CORP | $0 | – | -23,300 | -100.0% | -0.08% | – |
| BBBY | Exit | BED BATH & BEYOND INC | $0 | – | -4,100 | -100.0% | -0.08% | – |
| CMG | Exit | CHIPOTLE MEXICAN GRILL INC | $0 | – | -500 | -100.0% | -0.08% | – |
| YNDX | Exit | YANDEX N V | $0 | – | -9,400 | -100.0% | -0.08% | – |
| IRBT | Exit | IROBOT CORP | $0 | – | -7,000 | -100.0% | -0.08% | – |
| AFL | Exit | AFLAC INC | $0 | – | -4,600 | -100.0% | -0.08% | – |
| SCS | Exit | STEELCASE INCcl a | $0 | – | -17,500 | -100.0% | -0.08% | – |
| CPE | Exit | CALLON PETE CO DEL | $0 | – | -34,600 | -100.0% | -0.08% | – |
| QIHU | Exit | QIHOO 360 TECHNOLOGY CO LTDads | $0 | – | -2,900 | -100.0% | -0.08% | – |
| YUM | Exit | YUM BRANDS INC | $0 | – | -3,900 | -100.0% | -0.09% | – |
| OXY | Exit | OCCIDENTAL PETE CORP DEL | $0 | – | -3,100 | -100.0% | -0.09% | – |
| BCC | Exit | BOISE CASCADE CO DEL | $0 | – | -10,400 | -100.0% | -0.09% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -3,500 | -100.0% | -0.09% | – |
| CPN | Exit | CALPINE CORP | $0 | – | -14,300 | -100.0% | -0.09% | – |
| GLDD | Exit | GREAT LAKES DREDGE & DOCK CO | $0 | – | -32,500 | -100.0% | -0.09% | – |
| RATE | Exit | BANKRATE INC DEL | $0 | – | -17,700 | -100.0% | -0.09% | – |
| ULTI | Exit | ULTIMATE SOFTWARE GROUP INC | $0 | – | -2,200 | -100.0% | -0.09% | – |
| AVHOQ | Exit | AVIANCA HLDGS SAspon adr rep pfd | $0 | – | -18,100 | -100.0% | -0.09% | – |
| BCOV | Exit | BRIGHTCOVE INC | $0 | – | -31,200 | -100.0% | -0.09% | – |
| ABC | Exit | AMERISOURCEBERGEN CORP | $0 | – | -4,700 | -100.0% | -0.09% | – |
| DVN | Exit | DEVON ENERGY CORP NEW | $0 | – | -4,600 | -100.0% | -0.09% | – |
| HW | Exit | HEADWATERS INC | $0 | – | -23,600 | -100.0% | -0.09% | – |
| SVA | Exit | SINOVAC BIOTECH LTD | $0 | – | -43,000 | -100.0% | -0.09% | – |
| PGTI | Exit | PGT INC | $0 | – | -27,000 | -100.0% | -0.09% | – |
| JBLU | Exit | JETBLUE AIRWAYS CORP | $0 | – | -35,800 | -100.0% | -0.09% | – |
| THR | Exit | THERMON GROUP HLDGS INC | $0 | – | -13,500 | -100.0% | -0.09% | – |
| CLFD | Exit | CLEARFIELD INC | $0 | – | -13,700 | -100.0% | -0.09% | – |
| CMD | Exit | CANTEL MEDICAL CORP | $0 | – | -9,300 | -100.0% | -0.09% | – |
| DRIV | Exit | DIGITAL RIV INC | $0 | – | -18,100 | -100.0% | -0.09% | – |
| SCHN | Exit | SCHNITZER STL INDScl a | $0 | – | -11,000 | -100.0% | -0.09% | – |
| SNDK | Exit | SANDISK CORP | $0 | – | -3,900 | -100.0% | -0.09% | – |
| ALEX | Exit | ALEXANDER & BALDWIN INC NEW | $0 | – | -7,500 | -100.0% | -0.09% | – |
| INFA | Exit | INFORMATICA CORP | $0 | – | -8,500 | -100.0% | -0.09% | – |
| LPI | Exit | LAREDO PETROLEUM INC | $0 | – | -12,600 | -100.0% | -0.10% | – |
| SBS | Exit | COMPANHIA DE SANEAMENTO BASIsponsored adr | $0 | – | -34,900 | -100.0% | -0.10% | – |
| ATVI | Exit | ACTIVISION BLIZZARD INC | $0 | – | -15,900 | -100.0% | -0.10% | – |
| PRFT | Exit | PERFICIENT INC | $0 | – | -17,900 | -100.0% | -0.10% | – |
| SSINQ | Exit | STAGE STORES INC | $0 | – | -13,400 | -100.0% | -0.10% | – |
| MSG | Exit | MADISON SQUARE GARDEN COcl a | $0 | – | -5,800 | -100.0% | -0.10% | – |
| ITC | Exit | ITC HLDGS CORP | $0 | – | -8,800 | -100.0% | -0.10% | – |
| ELY | Exit | CALLAWAY GOLF CO | $0 | – | -32,600 | -100.0% | -0.10% | – |
| JAZZ | Exit | JAZZ PHARMACEUTICALS PLC | $0 | – | -2,400 | -100.0% | -0.10% | – |
| CGNX | Exit | COGNEX CORP | $0 | – | -9,800 | -100.0% | -0.10% | – |
| CMTL | Exit | COMTECH TELECOMMUNICATIONS C | $0 | – | -10,500 | -100.0% | -0.10% | – |
| DLTR | Exit | DOLLAR TREE INC | $0 | – | -6,500 | -100.0% | -0.10% | – |
| RSO | Exit | RESOURCE CAP CORP | $0 | – | -60,600 | -100.0% | -0.10% | – |
| TSO | Exit | TESORO CORP | $0 | – | -6,700 | -100.0% | -0.10% | – |
| MAN | Exit | MANPOWERGROUP INC | $0 | – | -4,300 | -100.0% | -0.10% | – |
| AEIS | Exit | ADVANCED ENERGY INDS | $0 | – | -14,000 | -100.0% | -0.10% | – |
| PTX | Exit | PERNIX THERAPEUTICS HLDGS IN | $0 | – | -63,700 | -100.0% | -0.10% | – |
| BCRX | Exit | BIOCRYST PHARMACEUTICALS | $0 | – | -32,500 | -100.0% | -0.10% | – |
| RUTH | Exit | RUTHS HOSPITALITY GROUP INC | $0 | – | -28,500 | -100.0% | -0.10% | – |
| UIL | Exit | UIL HLDG CORP | $0 | – | -9,400 | -100.0% | -0.10% | – |
| PPG | Exit | PPG INDS INC | $0 | – | -1,800 | -100.0% | -0.10% | – |
| CNS | Exit | COHEN & STEERS INC | $0 | – | -8,700 | -100.0% | -0.10% | – |
| APC | Exit | ANADARKO PETE CORP | $0 | – | -4,100 | -100.0% | -0.10% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -9,100 | -100.0% | -0.10% | – |
| FRM | Exit | FURMANITE CORPORATION | $0 | – | -35,900 | -100.0% | -0.10% | – |
| CPLA | Exit | CAPELLA EDUCATION COMPANY | $0 | – | -5,600 | -100.0% | -0.10% | – |
| EIX | Exit | EDISON INTL | $0 | – | -6,300 | -100.0% | -0.10% | – |
| HUN | Exit | HUNTSMAN CORP | $0 | – | -14,600 | -100.0% | -0.10% | – |
| HLSSF | Exit | HOME LN SERVICING SOLUTIONS | $0 | – | -16,400 | -100.0% | -0.10% | – |
| HPQ | Exit | HEWLETT PACKARD CO | $0 | – | -11,000 | -100.0% | -0.10% | – |
| HES | Exit | HESS CORP | $0 | – | -4,300 | -100.0% | -0.10% | – |
| ORI | Exit | OLD REP INTL CORP | $0 | – | -22,000 | -100.0% | -0.11% | – |
| FIX | Exit | COMFORT SYS USA INC | $0 | – | -24,100 | -100.0% | -0.11% | – |
| ICFI | Exit | ICF INTL INC | $0 | – | -9,200 | -100.0% | -0.11% | – |
| MYE | Exit | MYERS INDS INC | $0 | – | -18,400 | -100.0% | -0.11% | – |
| ACETQ | Exit | ACETO CORP | $0 | – | -18,200 | -100.0% | -0.11% | – |
| ANSS | Exit | ANSYS INC | $0 | – | -4,800 | -100.0% | -0.11% | – |
| EA | Exit | ELECTRONIC ARTS INC | $0 | – | -12,900 | -100.0% | -0.11% | – |
| NOV | Exit | NATIONAL OILWELL VARCO INC | $0 | – | -4,800 | -100.0% | -0.11% | – |
| GGAL | Exit | GRUPO FINANCIERO GALICIA S Asp adr 10 sh b | $0 | – | -30,600 | -100.0% | -0.11% | – |
| TXRH | Exit | TEXAS ROADHOUSE INC | $0 | – | -14,400 | -100.0% | -0.11% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -10,900 | -100.0% | -0.11% | – |
| TTI | Exit | TETRA TECHNOLOGIES INC DEL | $0 | – | -29,800 | -100.0% | -0.11% | – |
| LVS | Exit | LAS VEGAS SANDS CORP | $0 | – | -4,700 | -100.0% | -0.11% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -7,800 | -100.0% | -0.11% | – |
| C | Exit | CITIGROUP INC | $0 | – | -8,200 | -100.0% | -0.11% | – |
| IMGN | Exit | IMMUNOGEN INC | $0 | – | -26,000 | -100.0% | -0.11% | – |
| CHFC | Exit | CHEMICAL FINL CORP | $0 | – | -12,100 | -100.0% | -0.12% | – |
| AVB | Exit | AVALONBAY CMNTYS INC | $0 | – | -3,000 | -100.0% | -0.12% | – |
| RE | Exit | EVEREST RE GROUP LTD | $0 | – | -2,600 | -100.0% | -0.12% | – |
| VRTS | Exit | VIRTUS INVT PARTNERS INC | $0 | – | -2,300 | -100.0% | -0.12% | – |
| EVHC | Exit | ENVISION HEALTHCARE HLDGS IN | $0 | – | -11,700 | -100.0% | -0.12% | – |
| TNP | Exit | TSAKOS ENERGY NAVIGATION LTD | $0 | – | -51,000 | -100.0% | -0.12% | – |
| ALGN | Exit | ALIGN TECHNOLOGY INC | $0 | – | -7,700 | -100.0% | -0.12% | – |
| TTEC | Exit | TELETECH HOLDINGS INC | $0 | – | -16,500 | -100.0% | -0.12% | – |
| RRTS | Exit | ROADRUNNER TRNSN SVCS HLDG I | $0 | – | -16,100 | -100.0% | -0.12% | – |
| SINA | Exit | SINA CORPord | $0 | – | -6,700 | -100.0% | -0.12% | – |
| HOLI | Exit | HOLLYSYS AUTOMATION TECHNOLO | $0 | – | -18,800 | -100.0% | -0.12% | – |
| CPA | Exit | COPA HOLDINGS SAcl a | $0 | – | -2,800 | -100.0% | -0.12% | – |
| SBAC | Exit | SBA COMMUNICATIONS CORP | $0 | – | -4,500 | -100.0% | -0.12% | – |
| MOVE | Exit | MOVE INC | $0 | – | -35,400 | -100.0% | -0.12% | – |
| ADUS | Exit | ADDUS HOMECARE CORP | $0 | – | -17,900 | -100.0% | -0.12% | – |
| UAL | Exit | UNITED CONTL HLDGS INC | $0 | – | -9,300 | -100.0% | -0.12% | – |
| COG | Exit | CABOT OIL & GAS CORP | $0 | – | -12,300 | -100.0% | -0.12% | – |
| NSP | Exit | INSPERITY INC | $0 | – | -13,600 | -100.0% | -0.12% | – |
| AMBA | Exit | AMBARELLA INC | $0 | – | -15,900 | -100.0% | -0.12% | – |
| EIG | Exit | EMPLOYERS HOLDINGS INC | $0 | – | -21,100 | -100.0% | -0.12% | – |
| SATS | Exit | ECHOSTAR CORPcl a | $0 | – | -9,000 | -100.0% | -0.12% | – |
| NLNK | Exit | NEWLINK GENETICS CORP | $0 | – | -15,200 | -100.0% | -0.13% | – |
| RESI | Exit | ALTISOURCE RESIDENTIAL CORPcl b | $0 | – | -13,700 | -100.0% | -0.13% | – |
| SFM | Exit | SPROUTS FMRS MKT INC | $0 | – | -12,000 | -100.0% | -0.13% | – |
| KALU | Exit | KAISER ALUMINUM CORP | $0 | – | -6,000 | -100.0% | -0.13% | – |
| WBMD | Exit | WEBMD HEALTH CORP | $0 | – | -10,500 | -100.0% | -0.13% | – |
| XLRN | Exit | ACCELERON PHARMA INC | $0 | – | -12,600 | -100.0% | -0.13% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -5,200 | -100.0% | -0.13% | – |
| KELYA | Exit | KELLY SVCS INCcl a | $0 | – | -19,300 | -100.0% | -0.13% | – |
| ICPT | Exit | INTERCEPT PHARMACEUTICALS IN | $0 | – | -1,400 | -100.0% | -0.14% | – |
| NEWP | Exit | NEWPORT CORP | $0 | – | -22,400 | -100.0% | -0.14% | – |
| AMX | Exit | AMERICA MOVIL SAB DE CV | $0 | – | -23,400 | -100.0% | -0.14% | – |
| ELX | Exit | EMULEX CORP | $0 | – | -63,400 | -100.0% | -0.14% | – |
| IPGP | Exit | IPG PHOTONICS CORP | $0 | – | -6,600 | -100.0% | -0.14% | – |
| WETF | Exit | WISDOMTREE INVTS INC | $0 | – | -35,900 | -100.0% | -0.14% | – |
| BIO | Exit | BIO RAD LABS INCcl a | $0 | – | -3,700 | -100.0% | -0.14% | – |
| IDTI | Exit | INTEGRATED DEVICE TECHNOLOGY | $0 | – | -38,800 | -100.0% | -0.14% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -6,900 | -100.0% | -0.14% | – |
| BMA | Exit | BANCO MACRO SAspon adr b | $0 | – | -17,200 | -100.0% | -0.14% | – |
| EOG | Exit | EOG RES INC | $0 | – | -2,500 | -100.0% | -0.14% | – |
| GEO | Exit | GEO GROUP INC | $0 | – | -15,200 | -100.0% | -0.14% | – |
| QEP | Exit | QEP RES INC | $0 | – | -16,600 | -100.0% | -0.14% | – |
| HLF | Exit | HERBALIFE LTD | $0 | – | -8,700 | -100.0% | -0.15% | – |
| ANAC | Exit | ANACOR PHARMACEUTICALS INC | $0 | – | -25,000 | -100.0% | -0.15% | – |
| OSIS | Exit | OSI SYSTEMS INC | $0 | – | -8,400 | -100.0% | -0.15% | – |
| ACRX | Exit | ACELRX PHARMACEUTICALS INC | $0 | – | -42,200 | -100.0% | -0.15% | – |
| ACCO | Exit | ACCO BRANDS CORP | $0 | – | -82,700 | -100.0% | -0.15% | – |
| SILC | Exit | SILICOM LTDord | $0 | – | -8,200 | -100.0% | -0.15% | – |
| FLEX | Exit | FLEXTRONICS INTL LTDord | $0 | – | -55,400 | -100.0% | -0.15% | – |
| STE | Exit | STERIS CORP | $0 | – | -10,700 | -100.0% | -0.15% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -19,600 | -100.0% | -0.15% | – |
| MNI | Exit | MCCLATCHY COcl a | $0 | – | -81,000 | -100.0% | -0.15% | – |
| WLK | Exit | WESTLAKE CHEM CORP | $0 | – | -8,000 | -100.0% | -0.16% | – |
| TDS | Exit | TELEPHONE & DATA SYS INC | $0 | – | -20,300 | -100.0% | -0.16% | – |
| SLXP | Exit | SALIX PHARMACEUTICALS INC | $0 | – | -5,200 | -100.0% | -0.16% | – |
| WTR | Exit | AQUA AMERICA INC | $0 | – | -22,100 | -100.0% | -0.16% | – |
| SKX | Exit | SKECHERS U S A INCcl a | $0 | – | -15,300 | -100.0% | -0.16% | – |
| NSIT | Exit | INSIGHT ENTERPRISES INC | $0 | – | -22,300 | -100.0% | -0.16% | – |
| AKRXQ | Exit | AKORN INC | $0 | – | -25,800 | -100.0% | -0.17% | – |
| TXT | Exit | TEXTRON INC | $0 | – | -14,400 | -100.0% | -0.17% | – |
| MMS | Exit | MAXIMUS INC | $0 | – | -12,700 | -100.0% | -0.17% | – |
| PCG | Exit | PG&E CORP | $0 | – | -13,200 | -100.0% | -0.17% | – |
| ERIC | Exit | ERICSSONadr b sek 10 | $0 | – | -43,000 | -100.0% | -0.17% | – |
| WAGE | Exit | WAGEWORKS INC | $0 | – | -10,400 | -100.0% | -0.17% | – |
| WGRP | Exit | WILLBROS GROUP INC DEL | $0 | – | -46,200 | -100.0% | -0.17% | – |
| TREE | Exit | TREE COM INC | $0 | – | -18,900 | -100.0% | -0.17% | – |
| UHS | Exit | UNIVERSAL HLTH SVCS INCcl b | $0 | – | -7,200 | -100.0% | -0.17% | – |
| IM | Exit | INGRAM MICRO INCcl a | $0 | – | -20,000 | -100.0% | -0.17% | – |
| MPAA | Exit | MOTORCAR PTS AMER INC | $0 | – | -22,300 | -100.0% | -0.17% | – |
| ERII | Exit | ENERGY RECOVERY INC | $0 | – | -111,500 | -100.0% | -0.17% | – |
| TESO | Exit | TESCO CORP | $0 | – | -32,400 | -100.0% | -0.18% | – |
| NILE | Exit | BLUE NILE INC | $0 | – | -17,200 | -100.0% | -0.18% | – |
| FLTX | Exit | FLEETMATICS GROUP PLC | $0 | – | -18,000 | -100.0% | -0.18% | – |
| VRTX | Exit | VERTEX PHARMACEUTICALS INC | $0 | – | -8,500 | -100.0% | -0.18% | – |
| VMW | Exit | VMWARE INC | $0 | – | -5,600 | -100.0% | -0.18% | – |
| QUAD | Exit | QUAD / GRAPHICS INC | $0 | – | -26,000 | -100.0% | -0.18% | – |
| TUESQ | Exit | TUESDAY MORNING CORP | $0 | – | -43,000 | -100.0% | -0.18% | – |
| NWL | Exit | NEWELL RUBBERMAID INC | $0 | – | -20,400 | -100.0% | -0.18% | – |
| OCR | Exit | OMNICARE INC | $0 | – | -10,300 | -100.0% | -0.18% | – |
| BCOR | Exit | BLUCORA INC | $0 | – | -31,500 | -100.0% | -0.18% | – |
| HTZ | Exit | HERTZ GLOBAL HOLDINGS INC | $0 | – | -23,200 | -100.0% | -0.18% | – |
| ENV | Exit | ENVESTNET INC | $0 | – | -15,500 | -100.0% | -0.18% | – |
| ALNY | Exit | ALNYLAM PHARMACEUTICALS INC | $0 | – | -9,300 | -100.0% | -0.18% | – |
| LAMR | Exit | LAMAR ADVERTISING COcl a | $0 | – | -12,300 | -100.0% | -0.18% | – |
| MN | Exit | MANNING & NAPIER INCcl a | $0 | – | -37,600 | -100.0% | -0.18% | – |
| PINC | Exit | PREMIER INCcl a | $0 | – | -19,200 | -100.0% | -0.18% | – |
| AES | Exit | AES CORP | $0 | – | -44,500 | -100.0% | -0.19% | – |
| SMTC | Exit | SEMTECH CORP | $0 | – | -25,600 | -100.0% | -0.19% | – |
| VPRT | Exit | VISTAPRINT N V | $0 | – | -13,200 | -100.0% | -0.19% | – |
| F102PS | Exit | BABCOCK & WILCOX CO NEW | $0 | – | -19,700 | -100.0% | -0.19% | – |
| BECN | Exit | BEACON ROOFING SUPPLY INC | $0 | – | -16,900 | -100.0% | -0.19% | – |
| AGCO | Exit | AGCO CORP | $0 | – | -11,900 | -100.0% | -0.19% | – |
| MHFI | Exit | MCGRAW HILL FINL INC | $0 | – | -8,600 | -100.0% | -0.19% | – |
| CBM | Exit | CAMBREX CORP | $0 | – | -34,700 | -100.0% | -0.19% | – |
| EXP | Exit | EAGLE MATERIALS INC | $0 | – | -7,400 | -100.0% | -0.19% | – |
| MCRS | Exit | MICROS SYS INC | $0 | – | -12,500 | -100.0% | -0.19% | – |
| ZLTQ | Exit | ZELTIQ AESTHETICS INC | $0 | – | -33,900 | -100.0% | -0.20% | – |
| GPK | Exit | GRAPHIC PACKAGING HLDG CO | $0 | – | -65,600 | -100.0% | -0.20% | – |
| IQNT | Exit | INTELIQUENT INC | $0 | – | -45,800 | -100.0% | -0.20% | – |
| HHC | Exit | HOWARD HUGHES CORP | $0 | – | -4,700 | -100.0% | -0.20% | – |
| FLDM | Exit | FLUIDIGM CORP DEL | $0 | – | -15,200 | -100.0% | -0.20% | – |
| DKS | Exit | DICKS SPORTING GOODS INC | $0 | – | -12,500 | -100.0% | -0.20% | – |
| PLOW | Exit | DOUGLAS DYNAMICS INC | $0 | – | -39,700 | -100.0% | -0.20% | – |
| SPG | Exit | SIMON PPTY GROUP INC NEW | $0 | – | -4,200 | -100.0% | -0.20% | – |
| FSS | Exit | FEDERAL SIGNAL CORP | $0 | – | -46,700 | -100.0% | -0.20% | – |
| KERX | Exit | KERYX BIOPHARMACEUTICALS INC | $0 | – | -40,900 | -100.0% | -0.20% | – |
| TIBX | Exit | TIBCO SOFTWARE INC | $0 | – | -34,400 | -100.0% | -0.20% | – |
| STX | Exit | SEAGATE TECHNOLOGY PLC | $0 | – | -12,500 | -100.0% | -0.20% | – |
| VEEV | Exit | VEEVA SYS INC | $0 | – | -26,300 | -100.0% | -0.20% | – |
| KIRK | Exit | KIRKLANDS INC | $0 | – | -38,100 | -100.0% | -0.21% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -9,400 | -100.0% | -0.21% | – |
| CSIQ | Exit | CANADIAN SOLAR INC | $0 | – | -22,200 | -100.0% | -0.21% | – |
| SUSQ | Exit | SUSQUEHANNA BANCSHARES INC P | $0 | – | -62,700 | -100.0% | -0.21% | – |
| DK | Exit | DELEK US HLDGS INC | $0 | – | -24,700 | -100.0% | -0.21% | – |
| IRM | Exit | IRON MTN INC | $0 | – | -26,500 | -100.0% | -0.21% | – |
| OSTK | Exit | OVERSTOCK COM INC DEL | $0 | – | -37,100 | -100.0% | -0.21% | – |
| NNI | Exit | NELNET INCcl a | $0 | – | -18,000 | -100.0% | -0.22% | – |
| CCK | Exit | CROWN HOLDINGS INC | $0 | – | -16,500 | -100.0% | -0.22% | – |
| CIG | Exit | COMPANHIA ENERGETICA DE MINAsp adr n-v pfd | $0 | – | -109,000 | -100.0% | -0.22% | – |
| EVER | Exit | EVERBANK FINL CORP | $0 | – | -37,500 | -100.0% | -0.22% | – |
| HMSY | Exit | HMS HLDGS CORP | $0 | – | -39,200 | -100.0% | -0.22% | – |
| DDS | Exit | DILLARDS INCcl a | $0 | – | -8,100 | -100.0% | -0.22% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -7,800 | -100.0% | -0.22% | – |
| HCC | Exit | HCC INS HLDGS INC | $0 | – | -16,800 | -100.0% | -0.22% | – |
| BEN | Exit | FRANKLIN RES INC | $0 | – | -14,200 | -100.0% | -0.22% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -2,300 | -100.0% | -0.23% | – |
| TOWR | Exit | TOWER INTL INC | $0 | – | -28,500 | -100.0% | -0.23% | – |
| AINV | Exit | APOLLO INVT CORP | $0 | – | -93,700 | -100.0% | -0.23% | – |
| 9207PS | Exit | ROCK-TENN COcl a | $0 | – | -7,600 | -100.0% | -0.24% | – |
| WOOF | Exit | VCA ANTECH INC | $0 | – | -25,300 | -100.0% | -0.24% | – |
| EGY | Exit | VAALCO ENERGY INC | $0 | – | -95,300 | -100.0% | -0.24% | – |
| NEU | Exit | NEWMARKET CORP | $0 | – | -2,100 | -100.0% | -0.24% | – |
| ENS | Exit | ENERSYS | $0 | – | -12,100 | -100.0% | -0.24% | – |
| KKD | Exit | KRISPY KREME DOUGHNUTS INC | $0 | – | -48,000 | -100.0% | -0.25% | – |
| IPG | Exit | INTERPUBLIC GROUP COS INC | $0 | – | -50,000 | -100.0% | -0.25% | – |
| KS | Exit | KAPSTONE PAPER & PACKAGING C | $0 | – | -30,000 | -100.0% | -0.25% | – |
| BCO | Exit | BRINKS CO | $0 | – | -30,400 | -100.0% | -0.25% | – |
| PPL | Exit | PPL CORP | $0 | – | -26,300 | -100.0% | -0.26% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -17,400 | -100.0% | -0.26% | – |
| HRL | Exit | HORMEL FOODS CORP | $0 | – | -18,100 | -100.0% | -0.26% | – |
| DXCM | Exit | DEXCOM INC | $0 | – | -21,800 | -100.0% | -0.26% | – |
| HLX | Exit | HELIX ENERGY SOLUTIONS GRP I | $0 | – | -39,500 | -100.0% | -0.27% | – |
| ZTS | Exit | ZOETIS INCcl a | $0 | – | -31,800 | -100.0% | -0.27% | – |
| UIHC | Exit | UNITED INS HLDGS CORP | $0 | – | -63,200 | -100.0% | -0.27% | – |
| EL | Exit | LAUDER ESTEE COS INCcl a | $0 | – | -13,800 | -100.0% | -0.27% | – |
| FULL | Exit | FULL CIRCLE CAP CORP | $0 | – | -120,000 | -100.0% | -0.27% | – |
| NDAQ | Exit | NASDAQ OMX GROUP INC | $0 | – | -25,400 | -100.0% | -0.27% | – |
| VRSK | Exit | VERISK ANALYTICS INCcl a | $0 | – | -15,800 | -100.0% | -0.28% | – |
| KO | Exit | COCA COLA CO | $0 | – | -24,700 | -100.0% | -0.28% | – |
| ADES | Exit | ADVANCED EMISSIONS SOLUTS IN | $0 | – | -38,800 | -100.0% | -0.28% | – |
| EEFT | Exit | EURONET WORLDWIDE INC | $0 | – | -23,200 | -100.0% | -0.28% | – |
| M | Exit | MACYS INC | $0 | – | -16,300 | -100.0% | -0.28% | – |
| CLNY | Exit | COLONY FINL INC | $0 | – | -44,400 | -100.0% | -0.28% | – |
| TEN | Exit | TENNECO INC | $0 | – | -16,800 | -100.0% | -0.29% | – |
| NCLH | Exit | NORWEGIAN CRUISE LINE HLDGS | $0 | – | -30,300 | -100.0% | -0.29% | – |
| L | Exit | LOEWS CORP | $0 | – | -22,300 | -100.0% | -0.29% | – |
| REGI | Exit | RENEWABLE ENERGY GROUP INC | $0 | – | -84,500 | -100.0% | -0.30% | – |
| JLL | Exit | JONES LANG LASALLE INC | $0 | – | -8,600 | -100.0% | -0.30% | – |
| AAPL | Exit | APPLE INC | $0 | – | -1,900 | -100.0% | -0.30% | – |
| CLGX | Exit | CORELOGIC INC | $0 | – | -34,500 | -100.0% | -0.30% | – |
| VC | Exit | VISTEON CORP | $0 | – | -11,900 | -100.0% | -0.31% | – |
| RPXC | Exit | RPX CORP | $0 | – | -65,000 | -100.0% | -0.31% | – |
| 3106SC | Exit | SUSSER HLDGS CORP | $0 | – | -17,100 | -100.0% | -0.31% | – |
| SHPG | Exit | SHIRE PLCsponsored adr | $0 | – | -7,200 | -100.0% | -0.31% | – |
| ENIA | Exit | ENERSIS S Asponsored adr | $0 | – | -69,100 | -100.0% | -0.31% | – |
| WNC | Exit | WABASH NATL CORP | $0 | – | -82,600 | -100.0% | -0.33% | – |
| PCP | Exit | PRECISION CASTPARTS CORP | $0 | – | -4,500 | -100.0% | -0.33% | – |
| ED | Exit | CONSOLIDATED EDISON INC | $0 | – | -21,600 | -100.0% | -0.34% | – |
| FCEA | Exit | FOREST CITY ENTERPRISES INCcl a | $0 | – | -61,500 | -100.0% | -0.34% | – |
| FLR | Exit | FLUOR CORP NEW | $0 | – | -15,200 | -100.0% | -0.35% | – |
| GPN | Exit | GLOBAL PMTS INC | $0 | – | -16,700 | -100.0% | -0.35% | – |
| BG | Exit | BUNGE LIMITED | $0 | – | -15,400 | -100.0% | -0.36% | – |
| SF | Exit | STIFEL FINL CORP | $0 | – | -25,000 | -100.0% | -0.36% | – |
| RNR | Exit | RENAISSANCERE HOLDINGS LTD | $0 | – | -12,900 | -100.0% | -0.37% | – |
| AKS | Exit | AK STL HLDG CORP | $0 | – | -177,800 | -100.0% | -0.38% | – |
| GEOS | Exit | GEOSPACE TECHNOLOGIES CORP | $0 | – | -19,800 | -100.0% | -0.38% | – |
| KATE | Exit | KATE SPADE & CO | $0 | – | -37,100 | -100.0% | -0.40% | – |
| FNGN | Exit | FINANCIAL ENGINES INC | $0 | – | -27,500 | -100.0% | -0.41% | – |
| EFII | Exit | ELECTRONICS FOR IMAGING INC | $0 | – | -33,800 | -100.0% | -0.43% | – |
| BCR | Exit | BARD C R INC | $0 | – | -10,200 | -100.0% | -0.44% | – |
| CBD | Exit | COMPANHIA BRASILEIRA DE DISTspn adr pfd cl a | $0 | – | -36,400 | -100.0% | -0.47% | – |
| UVV | Exit | UNIVERSAL CORP VA | $0 | – | -29,600 | -100.0% | -0.48% | – |
| DBD | Exit | DIEBOLD INC | $0 | – | -41,800 | -100.0% | -0.49% | – |
| UIS | Exit | UNISYS CORP | $0 | – | -56,100 | -100.0% | -0.50% | – |
| BIG | Exit | BIG LOTS INC | $0 | – | -45,200 | -100.0% | -0.50% | – |
| WBC | Exit | WABCO HLDGS INC | $0 | – | -17,400 | -100.0% | -0.54% | – |
| BSMX | Exit | GRUPO FINANCIERO SANTANDER M | $0 | – | -167,200 | -100.0% | -0.60% | – |
| PCRX | Exit | PACIRA PHARMACEUTICALS INC | $0 | – | -31,400 | -100.0% | -0.64% | – |
| TTWO | Exit | TAKE-TWO INTERACTIVE SOFTWAR | $0 | – | -103,200 | -100.0% | -0.66% | – |
| QIWI | Exit | QIWI PLCspon adr rep b | $0 | – | -67,100 | -100.0% | -0.68% | – |
| RRD | Exit | DONNELLEY R R & SONS CO | $0 | – | -136,100 | -100.0% | -0.71% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2014-08-14
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.