$146 Million is the total value of ELLINGTON MANAGEMENT GROUP LLC's 282 reported holdings in Q3 2014. The portfolio turnover from Q2 2014 to Q3 2014 was 123.1% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EFC | ELLINGTON FINANCIAL LLC | $45,065,000 | -7.4% | 2,028,149 | 0.0% | 30.94% | +35.9% | |
| EGY | New | VAALCO ENERGY INC | $1,117,000 | – | 131,400 | +100.0% | 0.77% | – |
| KATE | New | KATE SPADE & CO | $1,091,000 | – | 41,600 | +100.0% | 0.75% | – |
| NOK | New | NOKIA CORPsponsored adr | $1,025,000 | – | 121,200 | +100.0% | 0.70% | – |
| SMG | New | SCOTTS MIRACLE GRO COcl a | $1,023,000 | – | 18,600 | +100.0% | 0.70% | – |
| CIG | New | COMPANHIA ENERGETICA DE MINAsp adr n-v pfd | $1,013,000 | – | 162,600 | +100.0% | 0.70% | – |
| TREX | New | TREX CO INC | $996,000 | – | 28,800 | +100.0% | 0.68% | – |
| EW | New | EDWARDS LIFESCIENCES CORP | $960,000 | – | 9,400 | +100.0% | 0.66% | – |
| ARRS | New | ARRIS GROUP INC NEW | $896,000 | – | 31,600 | +100.0% | 0.62% | – |
| THO | Buy | THOR INDS INC | $876,000 | +105.2% | 17,000 | +126.7% | 0.60% | +200.5% |
| MTGE | Buy | AMERICAN CAP MTG INVT CORP | $875,000 | +96.2% | 46,500 | +108.5% | 0.60% | +187.6% |
| DAL | Buy | DELTA AIR LINES INC DEL | $860,000 | +167.9% | 23,800 | +186.7% | 0.59% | +293.3% |
| LCI | New | LANNET INC | $850,000 | – | 18,600 | +100.0% | 0.58% | – |
| ALK | Buy | ALASKA AIR GROUP INC | $827,000 | +148.3% | 19,000 | +442.9% | 0.57% | +264.1% |
| SMA | New | SYMMETRY MED INC | $819,000 | – | 81,200 | +100.0% | 0.56% | – |
| BGCP | New | BGC PARTNERS INCcl a | $802,000 | – | 107,900 | +100.0% | 0.55% | – |
| X | Sell | UNITED STATES STL CORP NEW | $799,000 | -20.3% | 20,400 | -47.0% | 0.55% | +17.1% |
| FSL | Buy | FREESCALE SEMICONDUCTOR LTD | $773,000 | +56.5% | 39,600 | +88.6% | 0.53% | +129.9% |
| NSM | New | NATIONSTAR MTG HLDGS INC | $767,000 | – | 22,400 | +100.0% | 0.53% | – |
| MWIV | Buy | MWI VETERINARY SUPPLY INC | $757,000 | +105.1% | 5,100 | +96.2% | 0.52% | +200.6% |
| MPC | Sell | MARATHON PETE CORP | $754,000 | -22.7% | 8,900 | -28.8% | 0.52% | +13.3% |
| EV | New | EATON VANCE CORP | $728,000 | – | 19,300 | +100.0% | 0.50% | – |
| MTRX | New | MATRIX SVC CO | $724,000 | – | 30,000 | +100.0% | 0.50% | – |
| NKTR | Buy | NEKTAR THERAPEUTICS | $705,000 | +235.7% | 58,400 | +256.1% | 0.48% | +393.9% |
| CVC | Sell | CABLEVISION SYS CORPcl a ny cablvs | $683,000 | -44.4% | 39,000 | -44.0% | 0.47% | -18.3% |
| TYC | New | TYCO INTERNATIONAL LTD | $682,000 | – | 15,300 | +100.0% | 0.47% | – |
| BIG | New | BIG LOTS INC | $680,000 | – | 15,800 | +100.0% | 0.47% | – |
| LLTC | New | LINEAR TECHNOLOGY CORP | $675,000 | – | 15,200 | +100.0% | 0.46% | – |
| PENN | Buy | PENN NATL GAMING INC | $667,000 | +287.8% | 59,500 | +319.0% | 0.46% | +472.5% |
| SC | Buy | SANTANDER CONSUMER USA HDG I | $607,000 | +206.6% | 34,100 | +234.3% | 0.42% | +348.4% |
| AZPN | Sell | ASPEN TECHNOLOGY INC | $600,000 | -53.0% | 15,900 | -42.2% | 0.41% | -31.0% |
| PIPR | Buy | PIPER JAFFRAY COS | $596,000 | +64.6% | 11,400 | +62.9% | 0.41% | +142.0% |
| SCLN | New | SCICLONE PHARMACEUTICALS INC | $582,000 | – | 84,400 | +100.0% | 0.40% | – |
| UNFI | New | UNITED NAT FOODS INC | $578,000 | – | 9,400 | +100.0% | 0.40% | – |
| SKX | New | SKECHERS U S A INCcl a | $576,000 | – | 10,800 | +100.0% | 0.40% | – |
| CMCSK | Sell | COMCAST CORP NEWcl a spl | $540,000 | -40.8% | 10,100 | -40.9% | 0.37% | -13.1% |
| GILD | Sell | GILEAD SCIENCES INC | $532,000 | +0.2% | 5,000 | -21.9% | 0.36% | +47.2% |
| WGO | Sell | WINNEBAGO INDS INC | $531,000 | -14.2% | 24,400 | -0.8% | 0.36% | +25.9% |
| WRLD | Sell | WORLD ACCEP CORP DEL | $527,000 | -38.6% | 7,800 | -31.0% | 0.36% | -9.7% |
| HZO | New | MARINEMAX INC | $521,000 | – | 30,900 | +100.0% | 0.36% | – |
| MTOR | Buy | MERITOR INC | $518,000 | +32.8% | 47,700 | +59.5% | 0.36% | +95.6% |
| CHMT | Sell | CHEMTURA CORP | $518,000 | -24.4% | 22,200 | -15.3% | 0.36% | +11.2% |
| SPPI | New | SPECTRUM PHARMACEUTICALS INC | $514,000 | – | 63,200 | +100.0% | 0.35% | – |
| QIWI | New | QIWI PLCspon adr rep b | $512,000 | – | 16,200 | +100.0% | 0.35% | – |
| SIX | New | SIX FLAGS ENTMT CORP NEW | $512,000 | – | 14,900 | +100.0% | 0.35% | – |
| UEPS | Sell | NET 1 UEPS TECHNOLOGIES INC | $509,000 | -8.3% | 42,200 | -13.5% | 0.35% | +34.2% |
| MDVN | Buy | MEDIVATION INC | $504,000 | +42.0% | 5,100 | +10.9% | 0.35% | +108.4% |
| CMI | New | CUMMINS INC | $502,000 | – | 3,800 | +100.0% | 0.34% | – |
| SQM | New | SOCIEDAD QUIMICA MINERA DE Cspon adr ser b | $502,000 | – | 19,200 | +100.0% | 0.34% | – |
| NTRI | Sell | NUTRI SYS INC NEW | $498,000 | -14.6% | 32,400 | -5.0% | 0.34% | +25.3% |
| IDCC | New | INTERDIGITAL INC | $498,000 | – | 12,500 | +100.0% | 0.34% | – |
| BGGSQ | Buy | BRIGGS & STRATTON CORP | $494,000 | +39.5% | 27,400 | +58.4% | 0.34% | +104.2% |
| BCC | New | BOISE CASCADE CO DEL | $491,000 | – | 16,300 | +100.0% | 0.34% | – |
| BAH | Sell | BOOZ ALLEN HAMILTON HLDG CORcl a | $489,000 | -22.7% | 20,900 | -29.9% | 0.34% | +13.5% |
| SWFT | Buy | SWIFT TRANSN COcl a | $485,000 | -10.5% | 23,100 | +7.4% | 0.33% | +31.1% |
| DST | Sell | DST SYS INC DEL | $478,000 | -59.2% | 5,700 | -55.1% | 0.33% | -40.1% |
| AMWD | Buy | AMERICAN WOODMARK CORP | $475,000 | +53.7% | 12,900 | +33.0% | 0.33% | +124.8% |
| YRCW | Buy | YRC WORLDWIDE INC | $465,000 | +120.4% | 22,900 | +205.3% | 0.32% | +222.2% |
| PPL | New | PPL CORP | $463,000 | – | 14,100 | +100.0% | 0.32% | – |
| OCR | New | OMNICARE INC | $461,000 | – | 7,400 | +100.0% | 0.32% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $452,000 | – | 13,200 | +100.0% | 0.31% | – |
| CTPR | New | CTPARTNERS EXECUTIVE SEARCH | $451,000 | – | 28,900 | +100.0% | 0.31% | – |
| TER | Sell | TERADYNE INC | $450,000 | -48.6% | 23,200 | -48.1% | 0.31% | -24.6% |
| ZLTQ | New | ZELTIQ AESTHETICS INC | $446,000 | – | 19,700 | +100.0% | 0.31% | – |
| VDSI | New | VASCO DATA SEC INTL INC | $443,000 | – | 23,600 | +100.0% | 0.30% | – |
| IPGP | New | IPG PHOTONICS CORP | $440,000 | – | 6,400 | +100.0% | 0.30% | – |
| GNW | New | GENWORTH FINL INC | $435,000 | – | 33,200 | +100.0% | 0.30% | – |
| ARCB | New | ARCBEST CORP | $436,000 | – | 11,700 | +100.0% | 0.30% | – |
| SLRC | Buy | SOLAR CAP LTD | $436,000 | +62.1% | 23,337 | +84.6% | 0.30% | +137.3% |
| BIIB | New | BIOGEN IDEC INC | $430,000 | – | 1,300 | +100.0% | 0.30% | – |
| AEIS | New | ADVANCED ENERGY INDS | $428,000 | – | 22,800 | +100.0% | 0.29% | – |
| PTRY | New | PANTRY INC | $427,000 | – | 21,100 | +100.0% | 0.29% | – |
| TEL | New | TE CONNECTIVITY LTD | $426,000 | – | 7,700 | +100.0% | 0.29% | – |
| LDOS | New | LEIDOS HLDGS INC | $422,000 | – | 12,300 | +100.0% | 0.29% | – |
| PEIX | New | PACIFIC ETHANOL INC | $422,000 | – | 30,200 | +100.0% | 0.29% | – |
| AES | New | AES CORP | $420,000 | – | 29,600 | +100.0% | 0.29% | – |
| HHC | New | HOWARD HUGHES CORP | $420,000 | – | 2,800 | +100.0% | 0.29% | – |
| AAP | New | ADVANCE AUTO PARTS INC | $417,000 | – | 3,200 | +100.0% | 0.29% | – |
| UVE | New | UNIVERSAL INS HLDGS INC | $411,000 | – | 31,800 | +100.0% | 0.28% | – |
| MEI | Sell | METHODE ELECTRS INC | $409,000 | -57.0% | 11,100 | -55.4% | 0.28% | -36.9% |
| BR | New | BROADRIDGE FINL SOLUTIONS IN | $408,000 | – | 9,800 | +100.0% | 0.28% | – |
| FNHC | Buy | FEDERATED NATL HLDG CO | $407,000 | +62.8% | 14,500 | +48.0% | 0.28% | +138.5% |
| ELP | New | COMPANHIA PARANAENSE ENERG Cspon adr pfd | $406,000 | – | 29,700 | +100.0% | 0.28% | – |
| CNP | New | CENTERPOINT ENERGY INC | $406,000 | – | 16,600 | +100.0% | 0.28% | – |
| FL | New | FOOT LOCKER INC | $406,000 | – | 7,300 | +100.0% | 0.28% | – |
| MON | New | MONSANTO CO NEW | $405,000 | – | 3,600 | +100.0% | 0.28% | – |
| GATX | Sell | GATX CORP | $403,000 | -27.5% | 6,900 | -16.9% | 0.28% | +6.5% |
| LOGI | Sell | LOGITECH INTL S A | $403,000 | -16.6% | 31,400 | -15.4% | 0.28% | +22.6% |
| LRN | Buy | K12 INC | $402,000 | -24.2% | 25,200 | +14.5% | 0.28% | +11.3% |
| PBI | New | PITNEY BOWES INC | $402,000 | – | 16,100 | +100.0% | 0.28% | – |
| AXL | Buy | AMERICAN AXLE & MFG HLDGS IN | $402,000 | +63.4% | 24,000 | +84.6% | 0.28% | +140.0% |
| OFG | New | OFG BANCORP | $398,000 | – | 26,600 | +100.0% | 0.27% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $393,000 | – | 7,300 | +100.0% | 0.27% | – |
| CGIPQ | New | CELADON GROUP INC | $391,000 | – | 20,100 | +100.0% | 0.27% | – |
| CHE | New | CHEMED CORP NEW | $391,000 | – | 3,800 | +100.0% | 0.27% | – |
| LXFT | New | LUXOFT HLDG INC | $387,000 | – | 10,400 | +100.0% | 0.27% | – |
| SCHN | New | SCHNITZER STL INDScl a | $387,000 | – | 16,100 | +100.0% | 0.27% | – |
| PRU | New | PRUDENTIAL FINL INC | $387,000 | – | 4,400 | +100.0% | 0.27% | – |
| GRMN | New | GARMIN LTD | $385,000 | – | 7,400 | +100.0% | 0.26% | – |
| EVHC | New | ENVISION HEALTHCARE HLDGS IN | $385,000 | – | 11,100 | +100.0% | 0.26% | – |
| FMC | New | F M C CORP | $383,000 | – | 6,700 | +100.0% | 0.26% | – |
| RDN | Sell | RADIAN GROUP INC | $382,000 | -38.0% | 26,800 | -35.6% | 0.26% | -9.0% |
| THG | New | HANOVER INS GROUP INC | $381,000 | – | 6,200 | +100.0% | 0.26% | – |
| JBLU | New | JETBLUE AIRWAYS CORP | $378,000 | – | 35,600 | +100.0% | 0.26% | – |
| SPR | Buy | SPIRIT AEROSYSTEMS HLDGS INC | $373,000 | +14.1% | 9,800 | +1.0% | 0.26% | +67.3% |
| RMBS | Buy | RAMBUS INC DEL | $372,000 | +149.7% | 29,800 | +186.5% | 0.26% | +264.3% |
| DB | New | DEUTSCHE BANK AGnamen akt | $370,000 | – | 10,600 | +100.0% | 0.25% | – |
| IQNT | New | INTELIQUENT INC | $369,000 | – | 29,600 | +100.0% | 0.25% | – |
| AGO | New | ASSURED GUARANTY LTD | $366,000 | – | 16,500 | +100.0% | 0.25% | – |
| SANM | New | SANMINA CORPORATION | $365,000 | – | 17,500 | +100.0% | 0.25% | – |
| AL | New | AIR LEASE CORPcl a | $364,000 | – | 11,200 | +100.0% | 0.25% | – |
| GORO | Buy | GOLD RESOURCE CORP | $364,000 | +36.8% | 71,000 | +35.2% | 0.25% | +101.6% |
| 3106PS | New | DELPHI AUTOMOTIVE PLC | $362,000 | – | 5,900 | +100.0% | 0.25% | – |
| VLO | Buy | VALERO ENERGY CORP NEW | $361,000 | +50.4% | 7,800 | +62.5% | 0.25% | +121.4% |
| DDR | Sell | DDR CORP | $360,000 | -29.5% | 21,500 | -25.9% | 0.25% | +3.3% |
| DXCM | New | DEXCOM INC | $356,000 | – | 8,900 | +100.0% | 0.24% | – |
| HSII | New | HEIDRICK & STRUGGLES INTL IN | $355,000 | – | 17,300 | +100.0% | 0.24% | – |
| ITW | New | ILLINOIS TOOL WKS INC | $355,000 | – | 4,200 | +100.0% | 0.24% | – |
| UAL | New | UNITED CONTL HLDGS INC | $356,000 | – | 7,600 | +100.0% | 0.24% | – |
| ESGR | New | ENSTAR GROUP LIMITED | $354,000 | – | 2,600 | +100.0% | 0.24% | – |
| UIHC | New | UNITED INS HLDGS CORP | $354,000 | – | 23,600 | +100.0% | 0.24% | – |
| MMS | New | MAXIMUS INC | $353,000 | – | 8,800 | +100.0% | 0.24% | – |
| WBMD | New | WEBMD HEALTH CORP | $351,000 | – | 8,400 | +100.0% | 0.24% | – |
| HLSSF | New | HOME LN SERVICING SOLUTIONS | $350,000 | – | 16,500 | +100.0% | 0.24% | – |
| WTR | New | AQUA AMERICA INC | $348,000 | – | 14,800 | +100.0% | 0.24% | – |
| ANIK | Buy | ANIKA THERAPEUTICS INC | $348,000 | +44.4% | 9,500 | +82.7% | 0.24% | +111.5% |
| LF | Buy | LEAPFROG ENTERPRISES INCcl a | $346,000 | +246.0% | 57,700 | +324.3% | 0.24% | +406.4% |
| NEE | New | NEXTERA ENERGY INC | $347,000 | – | 3,700 | +100.0% | 0.24% | – |
| WBS | New | WEBSTER FINL CORP CONN | $344,000 | – | 11,800 | +100.0% | 0.24% | – |
| NEU | New | NEWMARKET CORP | $343,000 | – | 900 | +100.0% | 0.24% | – |
| ENV | New | ENVESTNET INC | $342,000 | – | 7,600 | +100.0% | 0.24% | – |
| SBUX | New | STARBUCKS CORP | $340,000 | – | 4,500 | +100.0% | 0.23% | – |
| AFSI | Sell | AMTRUST FINL SVCS INC | $338,000 | -41.4% | 8,500 | -38.4% | 0.23% | -14.1% |
| BMA | New | BANCO MACRO SAspon adr b | $333,000 | – | 8,400 | +100.0% | 0.23% | – |
| INFN | Sell | INFINERA CORPORATION | $327,000 | -19.7% | 30,600 | -30.8% | 0.22% | +18.4% |
| CALM | Sell | CAL MAINE FOODS INC | $322,000 | -5.8% | 3,600 | -21.7% | 0.22% | +38.1% |
| AMG | Sell | AFFILIATED MANAGERS GROUP | $321,000 | -42.2% | 1,600 | -40.7% | 0.22% | -15.4% |
| LG | Sell | LACLEDE GROUP INC | $320,000 | -7.2% | 6,900 | -2.8% | 0.22% | +36.6% |
| ADES | New | ADVANCED EMISSIONS SOLUTS IN | $319,000 | – | 15,000 | +100.0% | 0.22% | – |
| ENSG | Sell | ENSIGN GROUP INC | $317,000 | +3.9% | 9,100 | -7.1% | 0.22% | +52.4% |
| CBRE | New | CBRE GROUP INCcl a | $318,000 | – | 10,700 | +100.0% | 0.22% | – |
| JKHY | New | HENRY JACK & ASSOC INC | $317,000 | – | 5,700 | +100.0% | 0.22% | – |
| MYE | New | MYERS INDS INC | $316,000 | – | 17,900 | +100.0% | 0.22% | – |
| TKR | New | TIMKEN CO | $314,000 | – | 7,400 | +100.0% | 0.22% | – |
| BEN | New | FRANKLIN RES INC | $311,000 | – | 5,700 | +100.0% | 0.21% | – |
| UFPI | New | UNIVERSAL FST PRODS INC | $312,000 | – | 7,300 | +100.0% | 0.21% | – |
| IM | New | INGRAM MICRO INCcl a | $312,000 | – | 12,100 | +100.0% | 0.21% | – |
| TEN | New | TENNECO INC | $309,000 | – | 5,900 | +100.0% | 0.21% | – |
| EVR | New | EVERCORE PARTNERS INCclass a | $306,000 | – | 6,500 | +100.0% | 0.21% | – |
| ARAY | Sell | ACCURAY INC | $304,000 | -44.6% | 41,900 | -32.9% | 0.21% | -18.7% |
| MENT | Buy | MENTOR GRAPHICS CORP | $303,000 | +28.9% | 14,800 | +35.8% | 0.21% | +89.1% |
| MRC | Sell | MRC GLOBAL INC | $303,000 | -56.8% | 13,000 | -47.6% | 0.21% | -36.6% |
| BDC | New | BELDEN INC | $301,000 | – | 4,700 | +100.0% | 0.21% | – |
| CNC | New | CENTENE CORP DEL | $298,000 | – | 3,600 | +100.0% | 0.20% | – |
| KND | New | KINDRED HEALTHCARE INC | $297,000 | – | 15,300 | +100.0% | 0.20% | – |
| CATM | Sell | CARDTRONICS INC | $296,000 | -61.8% | 8,400 | -63.0% | 0.20% | -43.9% |
| MANH | New | MANHATTAN ASSOCS INC | $294,000 | – | 8,800 | +100.0% | 0.20% | – |
| ICE | New | INTERCONTINENTAL EXCHANGE IN | $293,000 | – | 1,500 | +100.0% | 0.20% | – |
| FAF | New | FIRST AMERN FINL CORP | $293,000 | – | 10,800 | +100.0% | 0.20% | – |
| UGI | New | UGI CORP NEW | $293,000 | – | 8,600 | +100.0% | 0.20% | – |
| ELY | New | CALLAWAY GOLF CO | $291,000 | – | 40,200 | +100.0% | 0.20% | – |
| AEM | Buy | AGNICO EAGLE MINES LTD | $290,000 | +26.1% | 10,000 | +66.7% | 0.20% | +84.3% |
| JBHT | New | HUNT J B TRANS SVCS INC | $289,000 | – | 3,900 | +100.0% | 0.20% | – |
| FNGN | New | FINANCIAL ENGINES INC | $287,000 | – | 8,400 | +100.0% | 0.20% | – |
| POL | New | POLYONE CORP | $285,000 | – | 8,000 | +100.0% | 0.20% | – |
| SHW | New | SHERWIN WILLIAMS CO | $285,000 | – | 1,300 | +100.0% | 0.20% | – |
| NPO | Sell | ENPRO INDS INC | $284,000 | -69.2% | 4,700 | -62.7% | 0.20% | -54.8% |
| XCRA | Buy | XCERRA CORP | $282,000 | +163.6% | 28,800 | +144.1% | 0.19% | +288.0% |
| COMM | Sell | COMMSCOPE HLDG CO INC | $282,000 | -21.4% | 11,800 | -23.9% | 0.19% | +15.5% |
| HLX | New | HELIX ENERGY SOLUTIONS GRP I | $280,000 | – | 12,700 | +100.0% | 0.19% | – |
| FDP | New | FRESH DEL MONTE PRODUCE INCord | $278,000 | – | 8,700 | +100.0% | 0.19% | – |
| HSC | New | HARSCO CORP | $276,000 | – | 12,900 | +100.0% | 0.19% | – |
| TOWR | New | TOWER INTL INC | $277,000 | – | 11,000 | +100.0% | 0.19% | – |
| ACN | New | ACCENTURE PLC IRELAND | $276,000 | – | 3,400 | +100.0% | 0.19% | – |
| BRO | New | BROWN & BROWN INC | $276,000 | – | 8,600 | +100.0% | 0.19% | – |
| TRN | Sell | TRINITY INDS INC | $276,000 | -33.5% | 5,900 | -37.9% | 0.19% | -2.1% |
| DG | Buy | DOLLAR GEN CORP NEW | $275,000 | +26.1% | 4,500 | +18.4% | 0.19% | +85.3% |
| MHLD | Sell | MAIDEN HOLDINGS LTD | $274,000 | -38.0% | 24,700 | -32.5% | 0.19% | -9.2% |
| GT | New | GOODYEAR TIRE & RUBR CO | $273,000 | – | 12,100 | +100.0% | 0.19% | – |
| AYI | New | ACUITY BRANDS INC | $271,000 | – | 2,300 | +100.0% | 0.19% | – |
| FCH | Buy | FELCOR LODGING TR INC | $271,000 | +111.7% | 28,900 | +136.9% | 0.19% | +210.0% |
| ATK | New | ALLIANT TECHSYSTEMS INC | $268,000 | – | 2,100 | +100.0% | 0.18% | – |
| SFM | New | SPROUTS FMRS MKT INC | $267,000 | – | 9,200 | +100.0% | 0.18% | – |
| SWK | New | STANLEY BLACK & DECKER INC | $266,000 | – | 3,000 | +100.0% | 0.18% | – |
| AJG | New | GALLAGHER ARTHUR J & CO | $263,000 | – | 5,800 | +100.0% | 0.18% | – |
| DANG | New | E-COMMERCE CHINA DANGDANG IN | $264,000 | – | 21,600 | +100.0% | 0.18% | – |
| TSO | New | TESORO CORP | $262,000 | – | 4,300 | +100.0% | 0.18% | – |
| MNKKQ | New | MALLINCKRODT PUB LTD CO | $261,000 | – | 2,900 | +100.0% | 0.18% | – |
| ARMK | Sell | ARAMARK | $260,000 | -61.7% | 9,900 | -62.2% | 0.18% | -43.5% |
| LYB | Sell | LYONDELLBASELL INDUSTRIES N | $261,000 | -18.9% | 2,400 | -27.3% | 0.18% | +18.5% |
| NEWM | New | NEW MEDIA INVT GROUP INC | $261,000 | – | 15,701 | +100.0% | 0.18% | – |
| UBNT | New | UBIQUITI NETWORKS INC | $259,000 | – | 6,900 | +100.0% | 0.18% | – |
| JCPNQ | New | PENNEY J C INC | $256,000 | – | 25,500 | +100.0% | 0.18% | – |
| NILE | New | BLUE NILE INC | $257,000 | – | 9,000 | +100.0% | 0.18% | – |
| DAKT | New | DAKTRONICS INC | $256,000 | – | 20,800 | +100.0% | 0.18% | – |
| BFB | New | BROWN FORMAN CORPcl b | $253,000 | – | 2,800 | +100.0% | 0.17% | – |
| SCI | New | SERVICE CORP INTL | $254,000 | – | 12,000 | +100.0% | 0.17% | – |
| JAH | New | JARDEN CORP | $252,000 | – | 4,200 | +100.0% | 0.17% | – |
| JACK | New | JACK IN THE BOX INC | $252,000 | – | 3,700 | +100.0% | 0.17% | – |
| MTG | Buy | MGIC INVT CORP WIS | $252,000 | +6.8% | 32,300 | +26.7% | 0.17% | +57.3% |
| PRSC | New | PROVIDENCE SVC CORP | $247,000 | – | 5,100 | +100.0% | 0.17% | – |
| TRAK | New | DEALERTRACK TECHNOLOGIES INC | $243,000 | – | 5,600 | +100.0% | 0.17% | – |
| AA | New | ALCOA INC | $243,000 | – | 15,100 | +100.0% | 0.17% | – |
| MMI | New | MARCUS & MILLICHAP INC | $242,000 | – | 8,000 | +100.0% | 0.17% | – |
| R114PS | New | CHIPMOS TECH BERMUDA LTD | $240,000 | – | 10,600 | +100.0% | 0.16% | – |
| JASO | Buy | JA SOLAR HOLDINGS CO LTDspon adr rep5ord | $241,000 | +3.4% | 26,100 | +21.4% | 0.16% | +51.4% |
| CVLT | New | COMMVAULT SYSTEMS INC | $237,000 | – | 4,700 | +100.0% | 0.16% | – |
| ADT | New | THE ADT CORPORATION | $238,000 | – | 6,700 | +100.0% | 0.16% | – |
| HPQ | New | HEWLETT PACKARD CO | $238,000 | – | 6,700 | +100.0% | 0.16% | – |
| CUK | New | CARNIVAL PLCadr | $236,000 | – | 5,900 | +100.0% | 0.16% | – |
| T107PS | New | WRIGHT MED GROUP INC | $236,000 | – | 7,800 | +100.0% | 0.16% | – |
| BHE | Buy | BENCHMARK ELECTRS INC | $235,000 | -9.6% | 10,600 | +3.9% | 0.16% | +32.0% |
| SGY | New | STONE ENERGY CORP | $232,000 | – | 7,400 | +100.0% | 0.16% | – |
| ACGL | New | ARCH CAP GROUP LTDord | $230,000 | – | 4,200 | +100.0% | 0.16% | – |
| NEO | New | NEOGENOMICS INC | $230,000 | – | 44,200 | +100.0% | 0.16% | – |
| VOXX | New | VOXX INTL CORPcl a | $229,000 | – | 24,600 | +100.0% | 0.16% | – |
| MCY | New | MERCURY GENL CORP NEW | $225,000 | – | 4,600 | +100.0% | 0.15% | – |
| PCRX | New | PACIRA PHARMACEUTICALS INC | $223,000 | – | 2,300 | +100.0% | 0.15% | – |
| TUESQ | New | TUESDAY MORNING CORP | $223,000 | – | 11,500 | +100.0% | 0.15% | – |
| AAWW | New | ATLAS AIR WORLDWIDE HLDGS IN | $221,000 | – | 6,700 | +100.0% | 0.15% | – |
| CRM | New | SALESFORCE COM INC | $219,000 | – | 3,800 | +100.0% | 0.15% | – |
| PRAA | New | PORTFOLIO RECOVERY ASSOCS IN | $219,000 | – | 4,200 | +100.0% | 0.15% | – |
| LE | New | LANDS END INC NEW | $218,000 | – | 5,300 | +100.0% | 0.15% | – |
| DKS | New | DICKS SPORTING GOODS INC | $219,000 | – | 5,000 | +100.0% | 0.15% | – |
| STKL | New | SUNOPTA INC | $215,000 | – | 17,800 | +100.0% | 0.15% | – |
| SBNY | New | SIGNATURE BK NEW YORK N Y | $213,000 | – | 1,900 | +100.0% | 0.15% | – |
| T104PS | Buy | AMERICAN RLTY CAP PPTYS INC | $210,000 | +52.2% | 17,400 | +58.2% | 0.14% | +121.5% |
| SALE | Sell | RETAILMENOT INC | $208,000 | -47.2% | 12,900 | -12.8% | 0.14% | -22.3% |
| DMD | New | DEMAND MEDIA INC | $206,000 | – | 23,300 | +100.0% | 0.14% | – |
| TIVO | New | TIVO INC | $206,000 | – | 16,100 | +100.0% | 0.14% | – |
| ANN | New | ANN INC | $206,000 | – | 5,000 | +100.0% | 0.14% | – |
| OSIR | New | OSIRIS THERAPEUTICS INC NEW | $198,000 | – | 15,700 | +100.0% | 0.14% | – |
| CALL | Buy | MAGICJACK VOCALTEC LTD | $198,000 | -6.6% | 20,100 | +43.6% | 0.14% | +37.4% |
| EVDY | New | EVERYDAY HEALTH INC | $194,000 | – | 13,900 | +100.0% | 0.13% | – |
| QLTY | Sell | QUALITY DISTR INC FLA | $189,000 | -47.5% | 14,800 | -38.8% | 0.13% | -22.6% |
| KOS | New | KOSMOS ENERGY LTD | $183,000 | – | 18,400 | +100.0% | 0.13% | – |
| IVR | New | INVESCO MORTGAGE CAPITAL INC | $182,000 | – | 11,600 | +100.0% | 0.12% | – |
| PQ | Buy | PETROQUEST ENERGY INC | $180,000 | -17.8% | 32,000 | +10.0% | 0.12% | +21.6% |
| AMKR | New | AMKOR TECHNOLOGY INC | $171,000 | – | 20,300 | +100.0% | 0.12% | – |
| FHN | Sell | FIRST HORIZON NATL CORP | $169,000 | -74.1% | 13,800 | -74.9% | 0.12% | -62.0% |
| NCI | New | NAVIGANT CONSULTING INC | $166,000 | – | 11,900 | +100.0% | 0.11% | – |
| SRC | Buy | SPIRIT RLTY CAP INC NEW | $166,000 | +40.7% | 15,100 | +45.2% | 0.11% | +107.3% |
| IPHI | Sell | INPHI CORP | $165,000 | -24.7% | 11,500 | -22.8% | 0.11% | +10.8% |
| GCA | Sell | GLOBAL CASH ACCESS HLDGS INC | $163,000 | -73.5% | 24,200 | -65.0% | 0.11% | -61.1% |
| SHOR | Buy | SHORETEL INC | $158,000 | +51.9% | 23,700 | +49.1% | 0.11% | +120.4% |
| OME | New | OMEGA PROTEIN CORP | $153,000 | – | 12,200 | +100.0% | 0.10% | – |
| CYS | New | CYS INVTS INC | $152,000 | – | 18,400 | +100.0% | 0.10% | – |
| WMC | New | WESTERN ASSET MTG CAP CORP | $151,000 | – | 10,200 | +100.0% | 0.10% | – |
| CZZ | New | COSAN LTD | $145,000 | – | 13,500 | +100.0% | 0.10% | – |
| RAD | Buy | RITE AID CORP | $141,000 | +85.5% | 29,100 | +174.5% | 0.10% | +169.4% |
| ALLT | New | ALLOT COMMUNICATIONS LTD | $135,000 | – | 11,800 | +100.0% | 0.09% | – |
| FRM | New | FURMANITE CORPORATION | $132,000 | – | 19,500 | +100.0% | 0.09% | – |
| SUPN | New | SUPERNUS PHARMACEUTICALS INC | $132,000 | – | 15,200 | +100.0% | 0.09% | – |
| REN | Sell | RESOLUTE ENERGY CORP | $133,000 | -64.8% | 21,200 | -51.5% | 0.09% | -48.6% |
| RT | Buy | RUBY TUESDAY INC | $131,000 | +22.4% | 22,200 | +57.4% | 0.09% | +80.0% |
| ONB | New | OLD NATL BANCORP IND | $131,000 | – | 10,100 | +100.0% | 0.09% | – |
| MXL | Buy | MAXLINEAR INCcl a | $130,000 | +11.1% | 18,900 | +62.9% | 0.09% | +61.8% |
| TA | Buy | TRAVELCENTERS OF AMERICA LLC | $127,000 | +18.7% | 12,900 | +7.5% | 0.09% | +74.0% |
| WIN | New | WINDSTREAM HLDGS INC | $125,000 | – | 11,600 | +100.0% | 0.09% | – |
| IRC | New | INLAND REAL ESTATE CORP | $124,000 | – | 12,500 | +100.0% | 0.08% | – |
| FORM | Sell | FORMFACTOR INC | $123,000 | -22.2% | 17,100 | -10.0% | 0.08% | +13.5% |
| IL | New | INTRALINKS HLDGS INC | $122,000 | – | 15,000 | +100.0% | 0.08% | – |
| CBKCQ | Buy | CHRISTOPHER & BANKS CORP | $123,000 | +17.1% | 12,400 | +3.3% | 0.08% | +71.4% |
| PACB | Sell | PACIFIC BIOSCIENCES CALIF IN | $112,000 | -35.6% | 22,800 | -18.9% | 0.08% | -4.9% |
| MPO | New | MIDSTATES PETE CO INC | $110,000 | – | 21,700 | +100.0% | 0.08% | – |
| AFFX | Sell | AFFYMETRIX INC | $107,000 | -25.2% | 13,400 | -16.8% | 0.07% | +9.0% |
| GOMO | New | SUNGY MOBILE LTDadr rep ord a | $104,000 | – | 15,900 | +100.0% | 0.07% | – |
| RLD | Sell | REALD INC | $103,000 | -66.6% | 11,000 | -54.4% | 0.07% | -50.7% |
| GLMD | New | GALMED PHARMACEUTICALS LTD | $96,000 | – | 11,200 | +100.0% | 0.07% | – |
| FTR | Buy | FRONTIER COMMUNICATIONS CORP | $94,000 | +13.3% | 14,500 | +2.1% | 0.06% | +66.7% |
| BV | New | BAZAARVOICE INC | $95,000 | – | 12,800 | +100.0% | 0.06% | – |
| TSC | New | TRISTATE CAP HLDGS INC | $95,000 | – | 10,500 | +100.0% | 0.06% | – |
| FOLD | New | AMICUS THERAPEUTICS INC | $90,000 | – | 15,200 | +100.0% | 0.06% | – |
| SPIL | New | SILICONWARE PRECISION INDS Lsponsd adr spl | $83,000 | – | 12,100 | +100.0% | 0.06% | – |
| GOL | Sell | GOL LINHAS AEREAS INTLG S Asp adr rep pfd | $74,000 | -78.3% | 15,300 | -75.4% | 0.05% | -68.1% |
| GFI | New | GOLD FIELDS LTD NEWsponsored adr | $74,000 | – | 19,100 | +100.0% | 0.05% | – |
| MNI | New | MCCLATCHY COcl a | $71,000 | – | 21,000 | +100.0% | 0.05% | – |
| JIVE | New | JIVE SOFTWARE INC | $66,000 | – | 11,300 | +100.0% | 0.04% | – |
| SIGM | New | SIGMA DESIGNS INC | $62,000 | – | 14,400 | +100.0% | 0.04% | – |
| NOR | New | NORANDA ALUM HLDG CORP | $58,000 | – | 12,800 | +100.0% | 0.04% | – |
| GLUU | Sell | GLU MOBILE INC | $55,000 | -92.1% | 10,700 | -92.3% | 0.04% | -88.3% |
| CDE | New | COEUR MNG INC | $54,000 | – | 10,800 | +100.0% | 0.04% | – |
| LYG | Exit | LLOYDS BANKING GROUP PLCsponsored adr | $0 | – | -14,100 | -100.0% | -0.03% | – |
| RDNT | Exit | RADNET INC | $0 | – | -11,000 | -100.0% | -0.03% | – |
| SNSS | Exit | SUNESIS PHARMACEUTICALS INC | $0 | – | -12,300 | -100.0% | -0.04% | – |
| WLTGQ | Exit | WALTER ENERGY INC | $0 | – | -14,900 | -100.0% | -0.04% | – |
| GAME | Exit | SHANDA GAMES LTDsp adr reptg a | $0 | – | -12,700 | -100.0% | -0.04% | – |
| MIG | Exit | MEADOWBROOK INS GROUP INC | $0 | – | -12,200 | -100.0% | -0.04% | – |
| EOX | Exit | EMERALD OIL INC | $0 | – | -11,600 | -100.0% | -0.04% | – |
| KFX | Exit | KOFAX LTD | $0 | – | -10,600 | -100.0% | -0.04% | – |
| NQ | Exit | NQ MOBILE INCadr repstg cl a | $0 | – | -15,900 | -100.0% | -0.05% | – |
| POZN | Exit | POZEN INC | $0 | – | -12,100 | -100.0% | -0.05% | – |
| T102SC | Exit | KITE RLTY GROUP TR | $0 | – | -16,400 | -100.0% | -0.05% | – |
| ENZ | Exit | ENZO BIOCHEM INC | $0 | – | -21,600 | -100.0% | -0.05% | – |
| UAM | Exit | UNIVERSAL AMERN CORP NEW | $0 | – | -14,300 | -100.0% | -0.06% | – |
| INWK | Exit | INNERWORKINGS INC | $0 | – | -14,000 | -100.0% | -0.06% | – |
| PBY | Exit | PEP BOYS MANNY MOE & JACK | $0 | – | -10,500 | -100.0% | -0.06% | – |
| EVC | Exit | ENTRAVISION COMMUNICATIONS Ccl a | $0 | – | -19,500 | -100.0% | -0.06% | – |
| RFMD | Exit | RF MICRODEVICES INC | $0 | – | -13,600 | -100.0% | -0.06% | – |
| SB | Exit | SAFE BULKERS INC | $0 | – | -13,500 | -100.0% | -0.06% | – |
| IG | Exit | IGI LABS INC | $0 | – | -25,100 | -100.0% | -0.06% | – |
| NR | Exit | NEWPARK RES INC | $0 | – | -10,900 | -100.0% | -0.06% | – |
| HALO | Exit | HALOZYME THERAPEUTICS INC | $0 | – | -13,900 | -100.0% | -0.06% | – |
| XCO | Exit | EXCO RESOURCES INC | $0 | – | -23,477 | -100.0% | -0.06% | – |
| NCT | Exit | NEWCASTLE INVT CORP | $0 | – | -28,900 | -100.0% | -0.06% | – |
| FBP | Exit | FIRST BANCORP P R | $0 | – | -25,500 | -100.0% | -0.06% | – |
| RKUS | Exit | RUCKUS WIRELESS INC | $0 | – | -11,700 | -100.0% | -0.06% | – |
| S | Exit | SPRINT CORP | $0 | – | -16,800 | -100.0% | -0.07% | – |
| HLIT | Exit | HARMONIC INC | $0 | – | -19,400 | -100.0% | -0.07% | – |
| AF | Exit | ASTORIA FINL CORP | $0 | – | -11,300 | -100.0% | -0.07% | – |
| EZPW | Exit | EZCORP INCcl a non vtg | $0 | – | -13,500 | -100.0% | -0.07% | – |
| EIGI | Exit | ENDURANCE INTL GROUP HLDGS I | $0 | – | -10,400 | -100.0% | -0.07% | – |
| BAK | Exit | BRASKEM S Asp adr pfd a | $0 | – | -13,000 | -100.0% | -0.08% | – |
| RGS | Exit | REGIS CORP MINN | $0 | – | -11,800 | -100.0% | -0.08% | – |
| PVAHQ | Exit | PENN VA CORP | $0 | – | -10,000 | -100.0% | -0.08% | – |
| NOAH | Exit | NOAH HLDGS LTDsponsored ads | $0 | – | -12,700 | -100.0% | -0.08% | – |
| NM | Exit | NAVIOS MARITIME HOLDINGS INC | $0 | – | -18,200 | -100.0% | -0.09% | – |
| EDR | Exit | EDUCATION RLTY TR INC | $0 | – | -17,300 | -100.0% | -0.09% | – |
| NWSA | Exit | NEWS CORP NEWcl a | $0 | – | -10,300 | -100.0% | -0.09% | – |
| CALD | Exit | CALLIDUS SOFTWARE INC | $0 | – | -15,600 | -100.0% | -0.09% | – |
| NAT | Exit | NORDIC AMERICAN TANKERS LIMI | $0 | – | -19,900 | -100.0% | -0.09% | – |
| CTCM | Exit | CTC MEDIA INC | $0 | – | -17,400 | -100.0% | -0.09% | – |
| SWHC | Exit | SMITH & WESSON HLDG CORP | $0 | – | -13,400 | -100.0% | -0.09% | – |
| VALE | Exit | VALE S Aadr | $0 | – | -14,800 | -100.0% | -0.09% | – |
| HZNP | Exit | HORIZON PHARMA INC | $0 | – | -12,600 | -100.0% | -0.09% | – |
| ACOR | Exit | ACORDA THERAPEUTICS INC | $0 | – | -6,000 | -100.0% | -0.09% | – |
| XOOM | Exit | XOOM CORP | $0 | – | -7,600 | -100.0% | -0.09% | – |
| ACHN | Exit | ACHILLION PHARMACEUTICALS IN | $0 | – | -26,400 | -100.0% | -0.09% | – |
| AER | Exit | AERCAP HOLDINGS NV | $0 | – | -4,400 | -100.0% | -0.09% | – |
| MCHP | Exit | MICROCHIP TECHNOLOGY INC | $0 | – | -4,100 | -100.0% | -0.09% | – |
| FLY | Exit | FLY LEASING LTDsponsored adr | $0 | – | -13,900 | -100.0% | -0.09% | – |
| IO | Exit | ION GEOPHYSICAL CORP | $0 | – | -47,900 | -100.0% | -0.09% | – |
| CVA | Exit | COVANTA HLDG CORP | $0 | – | -9,800 | -100.0% | -0.09% | – |
| PACD | Exit | PACIFIC DRILLING SA LUXEMBOU | $0 | – | -20,000 | -100.0% | -0.09% | – |
| ALJ | Exit | ALON USA ENERGY INC | $0 | – | -16,400 | -100.0% | -0.10% | – |
| ICGE | Exit | ICG GROUP INC | $0 | – | -9,700 | -100.0% | -0.10% | – |
| TPC | Exit | TUTOR PERINI CORP | $0 | – | -6,500 | -100.0% | -0.10% | – |
| BLDR | Exit | BUILDERS FIRSTSOURCE INC | $0 | – | -27,400 | -100.0% | -0.10% | – |
| MRVL | Exit | MARVELL TECHNOLOGY GROUP LTDord | $0 | – | -14,300 | -100.0% | -0.10% | – |
| ALR | Exit | ALERE INC | $0 | – | -5,500 | -100.0% | -0.10% | – |
| LMOS | Exit | LUMOS NETWORKS CORP | $0 | – | -14,200 | -100.0% | -0.10% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -2,500 | -100.0% | -0.10% | – |
| DECK | Exit | DECKERS OUTDOOR CORP | $0 | – | -2,400 | -100.0% | -0.10% | – |
| PLXS | Exit | PLEXUS CORP | $0 | – | -4,800 | -100.0% | -0.10% | – |
| CSFL | Exit | CENTERSTATE BANKS INC | $0 | – | -18,500 | -100.0% | -0.10% | – |
| CHDN | Exit | CHURCHILL DOWNS INC | $0 | – | -2,300 | -100.0% | -0.10% | – |
| AMN | Exit | AMN HEALTHCARE SERVICES INC | $0 | – | -17,000 | -100.0% | -0.10% | – |
| AVGO | Exit | AVAGO TECHNOLOGIES LTD | $0 | – | -2,900 | -100.0% | -0.10% | – |
| NSR | Exit | NEUSTAR INCcl a | $0 | – | -8,200 | -100.0% | -0.10% | – |
| SXI | Exit | STANDEX INTL CORP | $0 | – | -2,900 | -100.0% | -0.10% | – |
| GCAP | Exit | GAIN CAP HLDGS INC | $0 | – | -27,300 | -100.0% | -0.10% | – |
| CIT | Exit | CIT GROUP INC | $0 | – | -4,700 | -100.0% | -0.10% | – |
| CPSI | Exit | COMPUTER PROGRAMS & SYS INC | $0 | – | -3,400 | -100.0% | -0.10% | – |
| TEVA | Exit | TEVA PHARMACEUTICAL INDS LTDadr | $0 | – | -4,100 | -100.0% | -0.10% | – |
| ZAGG | Exit | ZAGG INC | $0 | – | -39,700 | -100.0% | -0.10% | – |
| OSUR | Exit | ORASURE TECHNOLOGIES INC | $0 | – | -25,300 | -100.0% | -0.10% | – |
| UFS | Exit | DOMTAR CORP | $0 | – | -5,100 | -100.0% | -0.10% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -4,600 | -100.0% | -0.10% | – |
| REXX | Exit | REX ENERGY CORPORATION | $0 | – | -12,400 | -100.0% | -0.10% | – |
| AR | Exit | ANTERO RES CORP | $0 | – | -3,400 | -100.0% | -0.10% | – |
| ELLI | Exit | ELLIE MAE INC | $0 | – | -7,200 | -100.0% | -0.10% | – |
| OASPQ | Exit | OASIS PETE INC NEW | $0 | – | -4,000 | -100.0% | -0.10% | – |
| ITRI | Exit | ITRON INC | $0 | – | -5,600 | -100.0% | -0.11% | – |
| GME | Exit | GAMESTOP CORP NEWcl a | $0 | – | -5,600 | -100.0% | -0.11% | – |
| ACXM | Exit | ACXIOM CORP | $0 | – | -10,500 | -100.0% | -0.11% | – |
| LZB | Exit | LA Z BOY INC | $0 | – | -9,900 | -100.0% | -0.11% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -10,100 | -100.0% | -0.11% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -5,700 | -100.0% | -0.11% | – |
| RIO | Exit | RIO TINTO PLCsponsored adr | $0 | – | -4,200 | -100.0% | -0.11% | – |
| BID | Exit | SOTHEBYS | $0 | – | -5,500 | -100.0% | -0.11% | – |
| MTX | Exit | MINERALS TECHNOLOGIES INC | $0 | – | -3,500 | -100.0% | -0.11% | – |
| HCA | Exit | HCA HOLDINGS INC | $0 | – | -4,100 | -100.0% | -0.11% | – |
| ROST | Exit | ROSS STORES INC | $0 | – | -3,500 | -100.0% | -0.11% | – |
| SCTY | Exit | SOLARCITY CORP | $0 | – | -3,300 | -100.0% | -0.11% | – |
| LMCA | Exit | LIBERTY MEDIA CORP DELAWAREcl a | $0 | – | -1,700 | -100.0% | -0.11% | – |
| PAG | Exit | PENSKE AUTOMOTIVE GRP INC | $0 | – | -4,700 | -100.0% | -0.11% | – |
| GEF | Exit | GREIF INCcl a | $0 | – | -4,300 | -100.0% | -0.11% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -3,500 | -100.0% | -0.11% | – |
| TSLX | Exit | TPG SPECIALTY LENDING INC | $0 | – | -10,800 | -100.0% | -0.11% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -11,000 | -100.0% | -0.11% | – |
| FRGI | Exit | FIESTA RESTAURANT GROUP INC | $0 | – | -5,100 | -100.0% | -0.11% | – |
| AGX | Exit | ARGAN INC | $0 | – | -6,400 | -100.0% | -0.11% | – |
| ETH | Exit | ETHAN ALLEN INTERIORS INC | $0 | – | -9,800 | -100.0% | -0.11% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -3,600 | -100.0% | -0.11% | – |
| GPRE | Exit | GREEN PLAINS INC | $0 | – | -7,400 | -100.0% | -0.11% | – |
| FENG | Exit | PHOENIX NEW MEDIA LTDsponsored ads | $0 | – | -23,000 | -100.0% | -0.12% | – |
| MYCC | Exit | CLUBCORP HLDGS INC | $0 | – | -13,500 | -100.0% | -0.12% | – |
| HVT | Exit | HAVERTY FURNITURE INC | $0 | – | -10,000 | -100.0% | -0.12% | – |
| TOL | Exit | TOLL BROTHERS INC | $0 | – | -6,800 | -100.0% | -0.12% | – |
| MOV | Exit | MOVADO GROUP INC | $0 | – | -6,000 | -100.0% | -0.12% | – |
| ON | Exit | ON SEMICONDUCTOR CORP | $0 | – | -27,700 | -100.0% | -0.12% | – |
| OLED | Exit | UNIVERSAL DISPLAY CORP | $0 | – | -7,900 | -100.0% | -0.12% | – |
| EQT | Exit | EQT CORP | $0 | – | -2,400 | -100.0% | -0.12% | – |
| EGN | Exit | ENERGEN CORP | $0 | – | -2,900 | -100.0% | -0.12% | – |
| CI | Exit | CIGNA CORPORATION | $0 | – | -2,800 | -100.0% | -0.12% | – |
| ADI | Exit | ANALOG DEVICES INC | $0 | – | -4,800 | -100.0% | -0.12% | – |
| BZH | Exit | BEAZER HOMES USA INC | $0 | – | -12,400 | -100.0% | -0.12% | – |
| NOC | Exit | NORTHROP GRUMMAN CORP | $0 | – | -2,200 | -100.0% | -0.12% | – |
| TBI | Exit | TRUEBLUE INC | $0 | – | -9,500 | -100.0% | -0.12% | – |
| CTRN | Exit | CITI TRENDS INC | $0 | – | -12,200 | -100.0% | -0.12% | – |
| T100PS | Exit | CHINA MOBILE GAMES & ENTMT Gsponsored adr | $0 | – | -16,600 | -100.0% | -0.12% | – |
| BRKS | Exit | BROOKS AUTOMATION INC | $0 | – | -24,300 | -100.0% | -0.12% | – |
| CMLS | Exit | CUMULUS MEDIA INCcl a | $0 | – | -39,800 | -100.0% | -0.12% | – |
| BRCD | Exit | BROCADE COMMUNICATIONS SYS I | $0 | – | -28,800 | -100.0% | -0.12% | – |
| B108PS | Exit | ACTAVIS PLC | $0 | – | -1,200 | -100.0% | -0.12% | – |
| IDXX | Exit | IDEXX LABS INC | $0 | – | -2,000 | -100.0% | -0.12% | – |
| WOR | Exit | WORTHINGTON INDS INC | $0 | – | -6,200 | -100.0% | -0.12% | – |
| 6100PS | Exit | BROWN SHOE INC NEW | $0 | – | -9,400 | -100.0% | -0.13% | – |
| U104PS | Exit | PERFECT WORLD CO LTDspon adr rep b | $0 | – | -13,700 | -100.0% | -0.13% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -5,500 | -100.0% | -0.13% | – |
| WYNN | Exit | WYNN RESORTS LTD | $0 | – | -1,300 | -100.0% | -0.13% | – |
| MTN | Exit | VAIL RESORTS INC | $0 | – | -3,500 | -100.0% | -0.13% | – |
| STO | Exit | STATOIL ASAsponsored adr | $0 | – | -8,800 | -100.0% | -0.13% | – |
| ANGI | Exit | ANGIES LIST INC | $0 | – | -22,800 | -100.0% | -0.13% | – |
| EJ | Exit | E HOUSE CHINA HLDGS LTDadr | $0 | – | -31,400 | -100.0% | -0.13% | – |
| KORS | Exit | MICHAEL KORS HLDGS LTD | $0 | – | -3,100 | -100.0% | -0.13% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -6,900 | -100.0% | -0.13% | – |
| RCAPQ | Exit | RCS CAP CORP | $0 | – | -13,000 | -100.0% | -0.13% | – |
| CYBX | Exit | CYBERONICS INC | $0 | – | -4,400 | -100.0% | -0.13% | – |
| CVCO | Exit | CAVCO INDS INC DEL | $0 | – | -3,300 | -100.0% | -0.13% | – |
| TDC | Exit | TERADATA CORP DEL | $0 | – | -7,000 | -100.0% | -0.13% | – |
| CAVM | Exit | CAVIUM INC | $0 | – | -5,700 | -100.0% | -0.13% | – |
| KLAC | Exit | KLA-TENCOR CORP | $0 | – | -3,900 | -100.0% | -0.13% | – |
| HOT | Exit | STARWOOD HOTELS&RESORTS WRLD | $0 | – | -3,500 | -100.0% | -0.13% | – |
| BP | Exit | BP PLCsponsored adr | $0 | – | -5,400 | -100.0% | -0.13% | – |
| SRCL | Exit | STERICYCLE INC | $0 | – | -2,400 | -100.0% | -0.13% | – |
| MLHR | Exit | MILLER HERMAN INC | $0 | – | -9,500 | -100.0% | -0.13% | – |
| BTI | Exit | BRITISH AMERN TOB PLCsponsored adr | $0 | – | -2,400 | -100.0% | -0.13% | – |
| KFRC | Exit | KFORCE INC | $0 | – | -13,200 | -100.0% | -0.13% | – |
| INSYQ | Exit | INSYS THERAPEUTICS INC NEW | $0 | – | -9,200 | -100.0% | -0.13% | – |
| CDW | Exit | CDW CORP | $0 | – | -9,000 | -100.0% | -0.13% | – |
| WGL | Exit | WGL HLDGS INC | $0 | – | -6,700 | -100.0% | -0.14% | – |
| ARUN | Exit | ARUBA NETWORKS INC | $0 | – | -16,600 | -100.0% | -0.14% | – |
| JKS | Exit | JINKOSOLAR HLDG CO LTDsponsored adr | $0 | – | -9,600 | -100.0% | -0.14% | – |
| ENTG | Exit | ENTEGRIS INC | $0 | – | -21,200 | -100.0% | -0.14% | – |
| LSCC | Exit | LATTICE SEMICONDUCTOR CORP | $0 | – | -35,300 | -100.0% | -0.14% | – |
| OWW | Exit | ORBITZ WORLDWIDE INC | $0 | – | -32,900 | -100.0% | -0.14% | – |
| OXM | Exit | OXFORD INDS INC | $0 | – | -4,400 | -100.0% | -0.14% | – |
| AMCC | Exit | APPLIED MICRO CIRCUITS CORP | $0 | – | -27,300 | -100.0% | -0.14% | – |
| ROC | Exit | ROCKWOOD HLDGS INC | $0 | – | -3,900 | -100.0% | -0.14% | – |
| LVNTA | Exit | LIBERTY INTERACTIVE CORP | $0 | – | -4,000 | -100.0% | -0.14% | – |
| VNCE | Exit | VINCE HLDG CORP | $0 | – | -8,100 | -100.0% | -0.14% | – |
| BCS | Exit | BARCLAYS PLCadr | $0 | – | -20,400 | -100.0% | -0.14% | – |
| CMP | Exit | COMPASS MINERALS INTL INC | $0 | – | -3,100 | -100.0% | -0.14% | – |
| CBI | Exit | CHICAGO BRIDGE & IRON CO N V | $0 | – | -4,400 | -100.0% | -0.14% | – |
| RM | Exit | REGIONAL MGMT CORP | $0 | – | -19,300 | -100.0% | -0.14% | – |
| MYL | Exit | MYLAN INC | $0 | – | -5,800 | -100.0% | -0.14% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -3,900 | -100.0% | -0.14% | – |
| AMSG | Exit | AMSURG CORP | $0 | – | -6,600 | -100.0% | -0.14% | – |
| WRE | Exit | WASHINGTON REAL ESTATE INVTsh ben int | $0 | – | -11,700 | -100.0% | -0.14% | – |
| CATO | Exit | CATO CORP NEWcl a | $0 | – | -9,800 | -100.0% | -0.14% | – |
| LEA | Exit | LEAR CORP | $0 | – | -3,400 | -100.0% | -0.14% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -1,900 | -100.0% | -0.14% | – |
| TSN | Exit | TYSON FOODS INCcl a | $0 | – | -8,200 | -100.0% | -0.14% | – |
| HY | Exit | HYSTER YALE MATLS HANDLING Icl a | $0 | – | -3,500 | -100.0% | -0.14% | – |
| AMSF | Exit | AMERISAFE INC | $0 | – | -7,600 | -100.0% | -0.14% | – |
| MBI | Exit | MBIA INC | $0 | – | -28,300 | -100.0% | -0.15% | – |
| HIBB | Exit | HIBBETT SPORTS INC | $0 | – | -5,800 | -100.0% | -0.15% | – |
| PAM | Exit | PAMPA ENERGIA S Aspons adr lvl i | $0 | – | -32,600 | -100.0% | -0.15% | – |
| AIT | Exit | APPLIED INDL TECHNOLOGIES IN | $0 | – | -6,300 | -100.0% | -0.15% | – |
| RGEN | Exit | REPLIGEN CORP | $0 | – | -14,100 | -100.0% | -0.15% | – |
| SBH | Exit | SALLY BEAUTY HLDGS INC | $0 | – | -12,800 | -100.0% | -0.15% | – |
| ENDP | Exit | ENDO INTL PLC | $0 | – | -4,600 | -100.0% | -0.15% | – |
| IRF | Exit | INTERNATIONAL RECTIFIER CORP | $0 | – | -11,600 | -100.0% | -0.15% | – |
| LOCK | Exit | LIFELOCK INC | $0 | – | -23,300 | -100.0% | -0.15% | – |
| JOE | Exit | ST JOE CO | $0 | – | -12,800 | -100.0% | -0.15% | – |
| MGM | Exit | MGM RESORTS INTERNATIONAL | $0 | – | -12,500 | -100.0% | -0.15% | – |
| RXN | Exit | REXNORD CORP NEW | $0 | – | -11,800 | -100.0% | -0.16% | – |
| FF | Exit | FUTUREFUEL CORPORATION | $0 | – | -20,500 | -100.0% | -0.16% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -12,900 | -100.0% | -0.16% | – |
| UPLMQ | Exit | ULTRA PETROLEUM CORP | $0 | – | -11,700 | -100.0% | -0.16% | – |
| IPAR | Exit | INTER PARFUMS INC | $0 | – | -11,700 | -100.0% | -0.16% | – |
| MUFG | Exit | MITSUBISHI UFJ FINL GROUP INsponsored adr | $0 | – | -56,700 | -100.0% | -0.16% | – |
| LYV | Exit | LIVE NATION ENTERTAINMENT IN | $0 | – | -14,200 | -100.0% | -0.16% | – |
| UNTD | Exit | UNITED ONLINE INC | $0 | – | -33,705 | -100.0% | -0.16% | – |
| PCYC | Exit | PHARMACYCLICS INC | $0 | – | -3,900 | -100.0% | -0.16% | – |
| HLS | Exit | HEALTHSOUTH CORP | $0 | – | -9,900 | -100.0% | -0.17% | – |
| CAB | Exit | CABELAS INC | $0 | – | -5,700 | -100.0% | -0.17% | – |
| NX | Exit | QUANEX BUILDING PRODUCTS COR | $0 | – | -20,000 | -100.0% | -0.17% | – |
| FORR | Exit | FORRESTER RESH INC | $0 | – | -9,500 | -100.0% | -0.17% | – |
| RYL | Exit | RYLAND GROUP INC | $0 | – | -9,200 | -100.0% | -0.17% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GROUP | $0 | – | -8,900 | -100.0% | -0.17% | – |
| EXPD | Exit | EXPEDITORS INTL WASH INC | $0 | – | -8,300 | -100.0% | -0.17% | – |
| ITG | Exit | INVESTMENT TECHNOLOGY GRP NE | $0 | – | -21,800 | -100.0% | -0.17% | – |
| WTFC | Exit | WINTRUST FINL CORP | $0 | – | -8,100 | -100.0% | -0.17% | – |
| MKSI | Exit | MKS INSTRUMENT INC | $0 | – | -12,000 | -100.0% | -0.18% | – |
| MHK | Exit | MOHAWK INDS INC | $0 | – | -2,700 | -100.0% | -0.18% | – |
| PEGA | Exit | PEGASYSTEMS INC | $0 | – | -17,800 | -100.0% | -0.18% | – |
| UCTT | Exit | ULTRA CLEAN HLDGS INC | $0 | – | -42,000 | -100.0% | -0.18% | – |
| ADEP | Exit | ADEPT TECHNOLOGY INC | $0 | – | -36,400 | -100.0% | -0.18% | – |
| DV | Exit | DEVRY ED GROUP INC | $0 | – | -9,100 | -100.0% | -0.18% | – |
| CRAY | Exit | CRAY INC | $0 | – | -14,600 | -100.0% | -0.18% | – |
| GAS | Exit | AGL RES INC | $0 | – | -7,100 | -100.0% | -0.18% | – |
| MGAM | Exit | MULTIMEDIA GAMES HLDG CO INC | $0 | – | -13,500 | -100.0% | -0.19% | – |
| DRH | Exit | DIAMONDROCK HOSPITALITY CO | $0 | – | -31,500 | -100.0% | -0.19% | – |
| PRTA | Exit | PROTHENA CORP PLC | $0 | – | -18,000 | -100.0% | -0.19% | – |
| RTN | Exit | RAYTHEON CO | $0 | – | -4,400 | -100.0% | -0.19% | – |
| SLCA | Exit | U S SILICA HLDGS INC | $0 | – | -7,500 | -100.0% | -0.20% | – |
| PDFS | Exit | PDF SOLUTIONS INC | $0 | – | -19,700 | -100.0% | -0.20% | – |
| HCI | Exit | HCI GROUP INC | $0 | – | -10,400 | -100.0% | -0.20% | – |
| PMT | Exit | PENNYMAC MTG INVT TR | $0 | – | -19,700 | -100.0% | -0.20% | – |
| ECA | Exit | ENCANA CORP | $0 | – | -18,300 | -100.0% | -0.20% | – |
| DFODQ | Exit | DEAN FOODS CO NEW | $0 | – | -24,600 | -100.0% | -0.20% | – |
| TARO | Exit | TARO PHARMACEUTICAL INDS LTD | $0 | – | -3,100 | -100.0% | -0.20% | – |
| NCR | Exit | NCR CORP NEW | $0 | – | -12,700 | -100.0% | -0.21% | – |
| BKD | Exit | BROOKDALE SR LIVING INC | $0 | – | -13,500 | -100.0% | -0.21% | – |
| NGHC | Exit | NATIONAL GEN HLDGS CORP | $0 | – | -25,900 | -100.0% | -0.21% | – |
| 1338PS | Exit | UBS AG | $0 | – | -24,700 | -100.0% | -0.21% | – |
| RJETQ | Exit | REPUBLIC AWYS HLDGS INC | $0 | – | -42,700 | -100.0% | -0.22% | – |
| RRGB | Exit | RED ROBIN GOURMET BURGERS IN | $0 | – | -6,500 | -100.0% | -0.22% | – |
| WST | Exit | WEST PHARMACEUTICAL SVSC INC | $0 | – | -11,000 | -100.0% | -0.22% | – |
| AMTG | Exit | APOLLO RESIDENTIAL MTG INC | $0 | – | -27,800 | -100.0% | -0.22% | – |
| BPOP | Exit | POPULAR INC | $0 | – | -13,700 | -100.0% | -0.22% | – |
| CSTE | Exit | CAESARSTONE SDOT-YAM LTD | $0 | – | -9,600 | -100.0% | -0.22% | – |
| FIVE | Exit | FIVE BELOW INC | $0 | – | -11,900 | -100.0% | -0.22% | – |
| CTB | Exit | COOPER TIRE & RUBR CO | $0 | – | -15,900 | -100.0% | -0.22% | – |
| TSL | Exit | TRINA SOLAR LIMITEDspon adr | $0 | – | -37,100 | -100.0% | -0.22% | – |
| HXL | Exit | HEXCEL CORP NEW | $0 | – | -11,700 | -100.0% | -0.22% | – |
| HTWR | Exit | HEARTWARE INTL INC | $0 | – | -5,400 | -100.0% | -0.22% | – |
| MIDD | Exit | MIDDLEBY CORP | $0 | – | -5,800 | -100.0% | -0.22% | – |
| BA | Exit | BOEING CO | $0 | – | -3,800 | -100.0% | -0.23% | – |
| HPTX | Exit | HYPERION THERAPEUTICS INC | $0 | – | -18,500 | -100.0% | -0.23% | – |
| MD | Exit | MEDNAX INC | $0 | – | -8,300 | -100.0% | -0.23% | – |
| LKQ | Exit | LKQ CORP | $0 | – | -18,200 | -100.0% | -0.23% | – |
| OUTR | Exit | OUTERWALL INC | $0 | – | -8,200 | -100.0% | -0.23% | – |
| J | Exit | JACOBS ENGR GROUP INC DEL | $0 | – | -9,200 | -100.0% | -0.23% | – |
| UTHR | Exit | UNITED THERAPEUTICS CORP DEL | $0 | – | -5,600 | -100.0% | -0.23% | – |
| CBST | Exit | CUBIST PHARMACEUTICALS INC | $0 | – | -7,100 | -100.0% | -0.23% | – |
| WTI | Exit | W & T OFFSHORE INC | $0 | – | -30,500 | -100.0% | -0.23% | – |
| PZZA | Exit | PAPA JOHNS INTL INC | $0 | – | -11,800 | -100.0% | -0.23% | – |
| HEI | Exit | HEICO CORP NEW | $0 | – | -9,700 | -100.0% | -0.24% | – |
| BDSI | Exit | BIODELIVERY SCIENCES INTL IN | $0 | – | -42,100 | -100.0% | -0.24% | – |
| HUM | Exit | HUMANA INC | $0 | – | -4,000 | -100.0% | -0.24% | – |
| GNRC | Exit | GENERAC HLDGS INC | $0 | – | -10,500 | -100.0% | -0.24% | – |
| DORM | Exit | DORMAN PRODUCTS INC | $0 | – | -10,500 | -100.0% | -0.24% | – |
| NRZ | Exit | NEW RESIDENTIAL INVT CORP | $0 | – | -82,300 | -100.0% | -0.24% | – |
| EPAC | Exit | ACTUANT CORPcl a new | $0 | – | -15,100 | -100.0% | -0.24% | – |
| GRA | Exit | GRACE W R & CO DEL NEW | $0 | – | -5,600 | -100.0% | -0.25% | – |
| SM | Exit | SM ENERGY CO | $0 | – | -6,300 | -100.0% | -0.25% | – |
| HNT | Exit | HEALTH NET INC | $0 | – | -12,800 | -100.0% | -0.25% | – |
| KFY | Exit | KORN FERRY INTL | $0 | – | -18,200 | -100.0% | -0.25% | – |
| WDR | Exit | WADDELL & REED FINL INCcl a | $0 | – | -8,600 | -100.0% | -0.25% | – |
| CIEN | Exit | CIENA CORP | $0 | – | -24,900 | -100.0% | -0.25% | – |
| BRSWQ | Exit | BRISTOW GROUP INC | $0 | – | -6,700 | -100.0% | -0.25% | – |
| VTNR | Exit | VERTEX ENERGY INC | $0 | – | -56,000 | -100.0% | -0.25% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -4,300 | -100.0% | -0.25% | – |
| KCG | Exit | KCG HLDGS INCcl a | $0 | – | -46,000 | -100.0% | -0.26% | – |
| REX | Exit | REX AMERICAN RESOURCES CORP | $0 | – | -7,500 | -100.0% | -0.26% | – |
| BOFI | Exit | BOFI HLDG INC | $0 | – | -7,500 | -100.0% | -0.26% | – |
| LOGM | Exit | LOGMEIN INC | $0 | – | -11,900 | -100.0% | -0.26% | – |
| CORE | Exit | CORE MARK HOLDING CO INC | $0 | – | -12,300 | -100.0% | -0.26% | – |
| SGMO | Exit | SANGAMO BIOSCIENCES INC | $0 | – | -37,000 | -100.0% | -0.26% | – |
| BGC | Exit | GENERAL CABLE CORP DEL NEW | $0 | – | -22,200 | -100.0% | -0.27% | – |
| PKG | Exit | PACKAGING CORP AMER | $0 | – | -8,000 | -100.0% | -0.27% | – |
| NWN | Exit | NORTHWEST NAT GAS CO | $0 | – | -12,200 | -100.0% | -0.27% | – |
| BERY | Exit | BERRY PLASTICS GROUP INC | $0 | – | -22,400 | -100.0% | -0.27% | – |
| CAH | Exit | CARDINAL HEALTH INC | $0 | – | -8,500 | -100.0% | -0.27% | – |
| SEAS | Exit | SEAWORLD ENTMT INC | $0 | – | -20,700 | -100.0% | -0.27% | – |
| VSH | Exit | VISHAY INTERTECHNOLOGY INC | $0 | – | -38,100 | -100.0% | -0.28% | – |
| BLMN | Exit | BLOOMIN BRANDS INC | $0 | – | -26,400 | -100.0% | -0.28% | – |
| XLS | Exit | EXELIS INC | $0 | – | -35,400 | -100.0% | -0.28% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -5,100 | -100.0% | -0.28% | – |
| BMY | Exit | BRISTOL MYERS SQUIBB CO | $0 | – | -12,500 | -100.0% | -0.28% | – |
| AVAV | Exit | AEROVIRONMENT INC | $0 | – | -19,200 | -100.0% | -0.29% | – |
| SEMG | Exit | SEMGROUP CORPcl a | $0 | – | -7,800 | -100.0% | -0.29% | – |
| PXLW | Exit | PIXELWORKS INC | $0 | – | -82,600 | -100.0% | -0.29% | – |
| LNCOQ | Exit | LINNCO LLC | $0 | – | -20,200 | -100.0% | -0.30% | – |
| DNKN | Exit | DUNKIN BRANDS GROUP INC | $0 | – | -13,800 | -100.0% | -0.30% | – |
| MSTR | Exit | MICROSTRATEGY INCcl a new | $0 | – | -4,500 | -100.0% | -0.30% | – |
| MLCO | Exit | MELCO CROWN ENTMT LTDadr | $0 | – | -17,800 | -100.0% | -0.30% | – |
| SHOO | Exit | MADDEN STEVEN LTD | $0 | – | -18,800 | -100.0% | -0.30% | – |
| PTC | Exit | PTC INC | $0 | – | -16,700 | -100.0% | -0.30% | – |
| HTA | Exit | HEALTHCARE TR AMER INCcl a | $0 | – | -54,100 | -100.0% | -0.30% | – |
| TROX | Exit | TRONOX LTD | $0 | – | -24,400 | -100.0% | -0.31% | – |
| GWRE | Exit | GUIDEWIRE SOFTWARE INC | $0 | – | -16,200 | -100.0% | -0.31% | – |
| IP | Exit | INTL PAPER CO | $0 | – | -13,200 | -100.0% | -0.31% | – |
| DNB | Exit | DUN & BRADSTREET CORP DEL NE | $0 | – | -6,100 | -100.0% | -0.31% | – |
| V | Exit | VISA INC | $0 | – | -3,200 | -100.0% | -0.32% | – |
| SNA | Exit | SNAP ON INC | $0 | – | -5,700 | -100.0% | -0.32% | – |
| FLO | Exit | FLOWERS FOODS INC | $0 | – | -32,200 | -100.0% | -0.32% | – |
| AWHHF | Exit | ALLIED WRLD ASSUR COM HLDG A | $0 | – | -18,000 | -100.0% | -0.32% | – |
| MDT | Exit | MEDTRONIC INC | $0 | – | -10,800 | -100.0% | -0.32% | – |
| VR | Exit | VALIDUS HOLDINGS LTD | $0 | – | -18,300 | -100.0% | -0.33% | – |
| BBD | Exit | BANCO BRADESCO S Asp adr pfd new | $0 | – | -48,200 | -100.0% | -0.33% | – |
| ENT | Exit | GLOBAL EAGLE ENTMT INC | $0 | – | -56,900 | -100.0% | -0.33% | – |
| KLIC | Exit | KULICKE & SOFFA INDS INC | $0 | – | -49,600 | -100.0% | -0.33% | – |
| FMER | Exit | FIRSTMERIT CORP | $0 | – | -35,900 | -100.0% | -0.33% | – |
| SAM | Exit | BOSTON BEER INCcl a | $0 | – | -3,200 | -100.0% | -0.33% | – |
| ACHC | Exit | ACADIA HEALTHCARE COMPANY IN | $0 | – | -15,700 | -100.0% | -0.33% | – |
| LXP | Exit | LEXINGTON REALTY TRUST | $0 | – | -66,100 | -100.0% | -0.34% | – |
| LBTYA | Exit | LIBERTY GLOBAL PLC | $0 | – | -16,500 | -100.0% | -0.34% | – |
| MITT | Exit | AG MTG INVT TR INC | $0 | – | -38,800 | -100.0% | -0.34% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -5,300 | -100.0% | -0.34% | – |
| CSH | Exit | CASH AMER INTL INC | $0 | – | -16,700 | -100.0% | -0.35% | – |
| MA | Exit | MASTERCARD INCcl a | $0 | – | -10,300 | -100.0% | -0.35% | – |
| STRA | Exit | STRAYER ED INC | $0 | – | -14,400 | -100.0% | -0.35% | – |
| PFE | Exit | PFIZER INC | $0 | – | -26,000 | -100.0% | -0.36% | – |
| AVY | Exit | AVERY DENNISON CORP | $0 | – | -15,300 | -100.0% | -0.37% | – |
| BAP | Exit | CREDICORP LTD | $0 | – | -5,200 | -100.0% | -0.38% | – |
| JCOM | Exit | J2 GLOBAL INC | $0 | – | -16,100 | -100.0% | -0.38% | – |
| APAM | Exit | ARTISAN PARTNERS ASSET MGMTcl a | $0 | – | -14,600 | -100.0% | -0.39% | – |
| MNST | Exit | MONSTER BEVERAGE CORP | $0 | – | -12,000 | -100.0% | -0.40% | – |
| TSRA | Exit | TESSERA TECHNOLOGIES INC | $0 | – | -38,800 | -100.0% | -0.40% | – |
| ALSN | Exit | ALLISON TRANSMISSION HLDGS I | $0 | – | -27,900 | -100.0% | -0.41% | – |
| INTEQ | Exit | INTELSAT S A | $0 | – | -46,100 | -100.0% | -0.41% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -24,200 | -100.0% | -0.42% | – |
| NJR | Exit | NEW JERSEY RES | $0 | – | -16,300 | -100.0% | -0.44% | – |
| CSGP | Exit | COSTAR GROUP INC | $0 | – | -5,900 | -100.0% | -0.44% | – |
| INTU | Exit | INTUIT | $0 | – | -12,600 | -100.0% | -0.48% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -4,400 | -100.0% | -0.50% | – |
| MGLN | Exit | MAGELLAN HEALTH INC | $0 | – | -17,000 | -100.0% | -0.50% | – |
| ITUB | Exit | ITAU UNIBANCO HLDG SAspon adr rep pfd | $0 | – | -83,500 | -100.0% | -0.56% | – |
| HRB | Exit | BLOCK H & R INC | $0 | – | -36,600 | -100.0% | -0.57% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -45,100 | -100.0% | -0.70% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2014-11-14
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 | 2024-02-13 |
| 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 |
| SC 13G | 2023-03-27 |
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.