$483 Million is the total value of ELLINGTON MANAGEMENT GROUP LLC's 653 reported holdings in Q1 2015. The portfolio turnover from Q4 2014 to Q1 2015 was 79.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ARRS | Sell | ARRIS GROUP INC NEW | $1,011,000 | -34.5% | 35,000 | -31.5% | 0.21% | -59.2% |
| AGO | Sell | ASSURED GUARANTY LTD | $980,000 | -18.2% | 37,145 | -19.4% | 0.20% | -48.9% |
| GHL | Sell | GREENHILL & CO INC | $805,000 | -15.3% | 20,300 | -6.9% | 0.17% | -47.0% |
| ALJ | Sell | ALON USA ENERGY INC | $779,000 | -50.2% | 47,000 | -61.9% | 0.16% | -68.9% |
| SLCA | Sell | U S SILICA HLDGS INC | $755,000 | -38.9% | 21,200 | -55.9% | 0.16% | -62.0% |
| LYB | Sell | LYONDELLBASELL INDUSTRIES N | $694,000 | -66.2% | 7,900 | -69.5% | 0.14% | -78.9% |
| DAL | Sell | DELTA AIR LINES INC DEL | $665,000 | -12.7% | 14,800 | -4.5% | 0.14% | -45.5% |
| CSIQ | Sell | CANADIAN SOLAR INC | $624,000 | -67.5% | 18,700 | -76.4% | 0.13% | -79.7% |
| FCEA | Sell | FOREST CITY ENTERPRISES INCcl a | $561,000 | +16.6% | 22,000 | -2.7% | 0.12% | -27.5% |
| CVLG | Sell | COVENANT TRANSN GROUP INCcl a | $550,000 | -12.1% | 16,600 | -28.1% | 0.11% | -45.2% |
| AMG | Sell | AFFILIATED MANAGERS GROUP | $537,000 | -6.3% | 2,500 | -7.4% | 0.11% | -41.6% |
| SUPN | Sell | SUPERNUS PHARMACEUTICALS INC | $538,000 | +5.5% | 44,500 | -27.5% | 0.11% | -34.3% |
| GCAP | Sell | GAIN CAP HLDGS INC | $531,000 | -21.6% | 54,311 | -27.6% | 0.11% | -51.1% |
| SBNY | Sell | SIGNATURE BK NEW YORK N Y | $518,000 | -20.9% | 4,000 | -23.1% | 0.11% | -50.7% |
| NLSN | Sell | NIELSEN N V | $508,000 | -29.9% | 11,400 | -29.6% | 0.10% | -56.2% |
| M | Sell | MACYS INC | $493,000 | -41.0% | 7,600 | -40.2% | 0.10% | -63.2% |
| HY | Sell | HYSTER YALE MATLS HANDLING Icl a | $476,000 | -10.9% | 6,500 | -11.0% | 0.10% | -44.1% |
| SCSS | Sell | SELECT COMFORT CORP | $479,000 | -53.1% | 13,900 | -63.2% | 0.10% | -70.8% |
| TSEM | Sell | TOWER SEMICONDUCTOR LTD | $458,000 | +5.0% | 27,000 | -17.4% | 0.10% | -34.5% |
| WEX | Sell | WEX INC | $440,000 | -63.5% | 4,100 | -66.4% | 0.09% | -77.2% |
| XCRA | Sell | XCERRA CORP | $440,000 | -17.9% | 49,500 | -15.4% | 0.09% | -48.9% |
| BCC | Sell | BOISE CASCADE CO DEL | $431,000 | -22.2% | 11,500 | -22.8% | 0.09% | -51.6% |
| MKTX | Sell | MARKETAXESS HLDGS INC | $431,000 | +13.4% | 5,200 | -1.9% | 0.09% | -29.4% |
| SPB | Sell | SPECTRUM BRANDS HLDGS INC | $412,000 | -67.1% | 4,600 | -64.9% | 0.08% | -79.6% |
| THRM | Sell | GENTHERM INC | $409,000 | +9.4% | 8,100 | -20.6% | 0.08% | -31.5% |
| MDXG | Sell | MIMEDX GROUP INC | $393,000 | -21.7% | 37,800 | -13.1% | 0.08% | -51.5% |
| REX | Sell | REX AMERICAN RESOURCES CORP | $389,000 | -58.7% | 6,400 | -57.9% | 0.08% | -74.0% |
| CMCSA | Sell | COMCAST CORP NEWcl a | $390,000 | -14.8% | 6,900 | -12.7% | 0.08% | -46.7% |
| CAM | Sell | CAMERON INTERNATIONAL CORP | $388,000 | -12.8% | 8,600 | -3.4% | 0.08% | -45.9% |
| TYL | Sell | TYLER TECHNOLOGIES INC | $386,000 | -46.5% | 3,200 | -51.5% | 0.08% | -66.5% |
| CR | Sell | CRANE CO | $374,000 | -51.4% | 6,000 | -54.2% | 0.08% | -69.8% |
| MTG | Sell | MGIC INVT CORP WIS | $362,000 | -40.4% | 37,550 | -42.3% | 0.08% | -62.7% |
| ARMK | Sell | ARAMARK | $364,000 | -33.2% | 11,500 | -34.3% | 0.08% | -58.6% |
| DPS | Sell | DR PEPPER SNAPPLE GROUP INC | $361,000 | -11.7% | 4,600 | -19.3% | 0.08% | -44.9% |
| ISBC | Sell | INVESTORS BANCORP INC NEW | $357,000 | -8.9% | 30,500 | -12.6% | 0.07% | -43.1% |
| SNCR | Sell | SYNCHRONOSS TECHNOLOGIES INC | $351,000 | -74.8% | 7,400 | -77.8% | 0.07% | -84.2% |
| PENN | Sell | PENN NATL GAMING INC | $355,000 | -48.4% | 22,700 | -54.7% | 0.07% | -68.0% |
| HD | Sell | HOME DEPOT INC | $352,000 | -39.0% | 3,100 | -43.6% | 0.07% | -61.8% |
| VEEV | Sell | VEEVA SYS INC | $355,000 | -69.0% | 13,900 | -67.9% | 0.07% | -80.7% |
| UNP | Sell | UNION PAC CORP | $347,000 | -36.7% | 3,200 | -30.4% | 0.07% | -60.4% |
| SHW | Sell | SHERWIN WILLIAMS CO | $341,000 | -23.7% | 1,200 | -29.4% | 0.07% | -52.0% |
| PRAA | Sell | PRA GROUP INC | $337,000 | -32.3% | 6,200 | -27.9% | 0.07% | -57.6% |
| MC | Sell | MOELIS & COcl a | $340,000 | -50.9% | 11,300 | -42.9% | 0.07% | -69.6% |
| TLYS | Sell | TILLYS INCcl a | $332,000 | +55.9% | 21,200 | -3.6% | 0.07% | -2.8% |
| WMB | Sell | WILLIAMS COS INC DEL | $329,000 | -48.8% | 6,500 | -54.5% | 0.07% | -68.1% |
| LSTR | Sell | LANDSTAR SYS INC | $318,000 | -77.6% | 4,800 | -75.5% | 0.07% | -86.0% |
| IVZ | Sell | INVESCO LTD | $321,000 | -42.8% | 8,100 | -43.0% | 0.07% | -64.5% |
| FNGN | Sell | FINANCIAL ENGINES INC | $318,000 | -43.1% | 7,600 | -50.3% | 0.07% | -64.3% |
| GNW | Sell | GENWORTH FINL INC | $315,000 | -19.6% | 43,100 | -6.5% | 0.06% | -50.0% |
| AIG | Sell | AMERICAN INTL GROUP INC | $312,000 | -39.4% | 5,700 | -38.0% | 0.06% | -62.0% |
| CBM | Sell | CAMBREX CORP | $297,000 | -49.1% | 7,500 | -72.2% | 0.06% | -68.6% |
| EPEGQ | Sell | EP ENERGY CORPcl a | $283,000 | -26.5% | 27,000 | -26.8% | 0.06% | -53.9% |
| VRNT | Sell | VERINT SYS INC | $285,000 | -42.4% | 4,600 | -45.9% | 0.06% | -64.0% |
| NWL | Sell | NEWELL RUBBERMAID INC | $281,000 | -66.1% | 7,200 | -67.0% | 0.06% | -78.9% |
| VLO | Sell | VALERO ENERGY CORP NEW | $280,000 | -78.1% | 4,400 | -82.9% | 0.06% | -86.3% |
| SRE | Sell | SEMPRA ENERGY | $273,000 | -68.1% | 2,500 | -67.5% | 0.06% | -79.9% |
| HSII | Sell | HEIDRICK & STRUGGLES INTL IN | $275,000 | -13.0% | 11,200 | -18.3% | 0.06% | -45.7% |
| LXFT | Sell | LUXOFT HLDG INC | $274,000 | -6.5% | 5,300 | -30.3% | 0.06% | -41.2% |
| COL | Sell | ROCKWELL COLLINS INC | $270,000 | -66.0% | 2,800 | -70.2% | 0.06% | -78.7% |
| FRGI | Sell | FIESTA RESTAURANT GROUP INC | $268,000 | -4.3% | 4,400 | -4.3% | 0.06% | -40.9% |
| NCT | Sell | NEWCASTLE INVT CORP NEW | $263,000 | -49.1% | 54,200 | -52.9% | 0.05% | -68.4% |
| RDN | Sell | RADIAN GROUP INC | $257,000 | -69.4% | 15,300 | -69.5% | 0.05% | -80.9% |
| PBRA | Sell | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $250,000 | -43.6% | 41,000 | -29.9% | 0.05% | -64.6% |
| WY | Sell | WEYERHAEUSER CO | $252,000 | -77.9% | 7,600 | -76.0% | 0.05% | -86.2% |
| WETF | Sell | WISDOMTREE INVTS INC | $240,000 | -29.4% | 11,200 | -48.4% | 0.05% | -55.8% |
| NMBL | Sell | NIMBLE STORAGE INC | $228,000 | -24.0% | 10,200 | -6.4% | 0.05% | -53.0% |
| REG | Sell | REGENCY CTRS CORP | $225,000 | -35.9% | 3,300 | -40.0% | 0.05% | -59.5% |
| GNCMA | Sell | GENERAL COMMUNICATION INCcl a | $224,000 | +3.2% | 14,200 | -10.1% | 0.05% | -36.1% |
| COMM | Sell | COMMSCOPE HLDG CO INC | $223,000 | -71.3% | 7,800 | -77.1% | 0.05% | -82.1% |
| MOH | Sell | MOLINA HEALTHCARE INC | $215,000 | -86.2% | 3,200 | -89.0% | 0.04% | -91.3% |
| ALSN | Sell | ALLISON TRANSMISSION HLDGS I | $201,000 | -42.4% | 6,300 | -38.8% | 0.04% | -63.8% |
| STAR | Sell | ISTAR FINL INC | $177,000 | -84.6% | 13,600 | -83.9% | 0.04% | -90.3% |
| PGEM | Sell | PLY GEM HLDGS INC | $177,000 | -14.5% | 13,600 | -8.1% | 0.04% | -46.4% |
| INTEQ | Sell | INTELSAT S A | $175,000 | -37.7% | 14,550 | -10.2% | 0.04% | -61.3% |
| RFP | Sell | RESOLUTE FST PRODS INC | $173,000 | -40.5% | 10,000 | -39.4% | 0.04% | -62.9% |
| UEPS | Sell | NET 1 UEPS TECHNOLOGIES INC | $169,000 | -67.0% | 12,367 | -72.5% | 0.04% | -79.4% |
| DENN | Sell | DENNYS CORP | $145,000 | -1.4% | 12,700 | -11.2% | 0.03% | -38.8% |
| RKUS | Sell | RUCKUS WIRELESS INC | $147,000 | +4.3% | 11,400 | -2.6% | 0.03% | -36.2% |
| ELY | Sell | CALLAWAY GOLF CO | $138,000 | -69.7% | 14,500 | -75.5% | 0.03% | -80.8% |
| IBN | Sell | ICICI BK LTDadr | $133,000 | -86.0% | 12,800 | -84.4% | 0.03% | -91.1% |
| BSMX | Sell | GRUPO FINANCIERO SANTANDER M | $135,000 | -38.1% | 12,400 | -41.0% | 0.03% | -61.1% |
| KOS | Sell | KOSMOS ENERGY LTD | $132,000 | -37.4% | 16,700 | -33.7% | 0.03% | -61.4% |
| OSUR | Sell | ORASURE TECHNOLOGIES INC | $100,000 | -87.9% | 15,250 | -81.4% | 0.02% | -92.4% |
| CX | Sell | CEMEX SAB DE CVspon adr new | $97,000 | -39.8% | 10,200 | -35.4% | 0.02% | -62.3% |
| DNRCQ | Sell | DENBURY RES INC | $81,000 | -60.5% | 11,100 | -56.0% | 0.02% | -75.0% |
| AREXQ | Sell | APPROACH RESOURCES INC | $69,000 | -65.0% | 10,400 | -66.2% | 0.01% | -78.5% |
| KTOS | Sell | KRATOS DEFENSE & SEC SOLUTIO | $69,000 | -20.7% | 12,473 | -28.3% | 0.01% | -51.7% |
| CBKCQ | Exit | CHRISTOPHER & BANKS CORP | $0 | – | -10,200 | -100.0% | -0.02% | – |
| SSEIQ | Exit | SEVENTY SEVEN ENERGY INC | $0 | – | -11,000 | -100.0% | -0.02% | – |
| GFI | Exit | GOLD FIELDS LTD NEWsponsored adr | $0 | – | -14,800 | -100.0% | -0.02% | – |
| VALEP | Exit | VALE S Aadr repstg pfd | $0 | – | -10,000 | -100.0% | -0.02% | – |
| WTI | Exit | W & T OFFSHORE INC | $0 | – | -10,000 | -100.0% | -0.02% | – |
| ONVO | Exit | ORGANOVO HLDGS INC | $0 | – | -10,400 | -100.0% | -0.02% | – |
| ELX | Exit | EMULEX CORP | $0 | – | -13,800 | -100.0% | -0.03% | – |
| PACB | Exit | PACIFIC BIOSCIENCES CALIF IN | $0 | – | -10,000 | -100.0% | -0.03% | – |
| BSBR | Exit | BANCO SANTANDER BRASIL S Aads rep 1 unit | $0 | – | -16,462 | -100.0% | -0.03% | – |
| AU | Exit | ANGLOGOLD ASHANTI LTDsponsored adr | $0 | – | -10,300 | -100.0% | -0.03% | – |
| TPLMQ | Exit | TRIANGLE PETE CORP | $0 | – | -19,100 | -100.0% | -0.03% | – |
| EJ | Exit | E HOUSE CHINA HLDGS LTDadr | $0 | – | -12,700 | -100.0% | -0.03% | – |
| STM | Exit | STMICROELECTRONICS N Vny registry | $0 | – | -12,300 | -100.0% | -0.03% | – |
| VHC | Exit | VIRNETX HLDG CORP | $0 | – | -17,300 | -100.0% | -0.03% | – |
| PKT | Exit | PROCERA NETWORKS INC | $0 | – | -13,900 | -100.0% | -0.03% | – |
| PFMT | Exit | PERFORMANT FINL CORP | $0 | – | -15,300 | -100.0% | -0.03% | – |
| CCIHY | Exit | CHINACACHE INTL HLDG LTDspon adr | $0 | – | -11,300 | -100.0% | -0.03% | – |
| GTE | Exit | GRAN TIERRA ENERGY INC | $0 | – | -27,200 | -100.0% | -0.04% | – |
| CRK | Exit | COMSTOCK RES INC | $0 | – | -16,200 | -100.0% | -0.04% | – |
| REXX | Exit | REX ENERGY CORPORATION | $0 | – | -21,700 | -100.0% | -0.04% | – |
| BGCP | Exit | BGC PARTNERS INCcl a | $0 | – | -12,500 | -100.0% | -0.04% | – |
| AMCC | Exit | APPLIED MICRO CIRCUITS CORP | $0 | – | -18,300 | -100.0% | -0.04% | – |
| HALO | Exit | HALOZYME THERAPEUTICS INC | $0 | – | -12,200 | -100.0% | -0.04% | – |
| BANC | Exit | BANC CALIF INC | $0 | – | -11,100 | -100.0% | -0.04% | – |
| VJET | Exit | VOXELJET AGads | $0 | – | -15,700 | -100.0% | -0.04% | – |
| KCG | Exit | KCG HLDGS INCcl a | $0 | – | -11,200 | -100.0% | -0.04% | – |
| GPT | Exit | GRAMERCY PPTY TR INC | $0 | – | -19,600 | -100.0% | -0.04% | – |
| SKYW | Exit | SKYWEST INC | $0 | – | -10,500 | -100.0% | -0.05% | – |
| LSCC | Exit | LATTICE SEMICONDUCTOR CORP | $0 | – | -20,200 | -100.0% | -0.05% | – |
| REGI | Exit | RENEWABLE ENERGY GROUP INC | $0 | – | -14,400 | -100.0% | -0.05% | – |
| TIVO | Exit | TIVO INC | $0 | – | -12,000 | -100.0% | -0.05% | – |
| JASO | Exit | JA SOLAR HOLDINGS CO LTDspon adr rep5ord | $0 | – | -17,300 | -100.0% | -0.05% | – |
| CDR | Exit | CEDAR REALTY TRUST INC | $0 | – | -19,200 | -100.0% | -0.05% | – |
| AVHOQ | Exit | AVIANCA HLDGS SAspon adr rep pfd | $0 | – | -13,000 | -100.0% | -0.05% | – |
| BCOR | Exit | BLUCORA INC | $0 | – | -11,000 | -100.0% | -0.05% | – |
| SPWH | Exit | SPORTSMANS WHSE HLDGS INC | $0 | – | -20,500 | -100.0% | -0.05% | – |
| CTCM | Exit | CTC MEDIA INC | $0 | – | -31,900 | -100.0% | -0.05% | – |
| RMTI | Exit | ROCKWELL MED INC | $0 | – | -15,100 | -100.0% | -0.05% | – |
| NTLS | Exit | NTELOS HLDGS CORP | $0 | – | -37,500 | -100.0% | -0.05% | – |
| VNDA | Exit | VANDA PHARMACEUTICALS INC | $0 | – | -10,900 | -100.0% | -0.05% | – |
| BONTQ | Exit | BON-TON STORES INC | $0 | – | -21,300 | -100.0% | -0.05% | – |
| VSTM | Exit | VERASTEM INC | $0 | – | -17,200 | -100.0% | -0.05% | – |
| CJES | Exit | C&J ENERGY SVCS INC | $0 | – | -11,800 | -100.0% | -0.05% | – |
| POWR | Exit | POWERSECURE INTL INC | $0 | – | -13,500 | -100.0% | -0.05% | – |
| NESCQ | Exit | NUVERRA ENVIRONMENTAL SOLUTI | $0 | – | -29,700 | -100.0% | -0.06% | – |
| FOXF | Exit | FOX FACTORY HLDG CORP | $0 | – | -10,400 | -100.0% | -0.06% | – |
| MAGS | Exit | MAGAL SECURITY SYS LTDord | $0 | – | -28,862 | -100.0% | -0.06% | – |
| SDRL | Exit | SEADRILL LIMITED | $0 | – | -14,100 | -100.0% | -0.06% | – |
| ASX | Exit | ADVANCED SEMICONDUCTOR ENGRsponsored adr | $0 | – | -27,800 | -100.0% | -0.06% | – |
| CLNE | Exit | CLEAN ENERGY FUELS CORP | $0 | – | -34,700 | -100.0% | -0.06% | – |
| GTTN | Exit | GTT COMMUNICATIONS INC | $0 | – | -13,000 | -100.0% | -0.06% | – |
| SHOS | Exit | SEARS HOMETOWN & OUTLET STOR | $0 | – | -13,400 | -100.0% | -0.06% | – |
| RASF | Exit | RAIT FINANCIAL TRUST | $0 | – | -23,300 | -100.0% | -0.06% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -12,800 | -100.0% | -0.06% | – |
| PTEN | Exit | PATTERSON UTI ENERGY INC | $0 | – | -10,900 | -100.0% | -0.06% | – |
| AVVIY | Exit | AVIVA PLCadr | $0 | – | -12,200 | -100.0% | -0.06% | – |
| HW | Exit | HEADWATERS INC | $0 | – | -12,400 | -100.0% | -0.06% | – |
| MRD | Exit | MEMORIAL RESOURCE DEV CORP | $0 | – | -10,300 | -100.0% | -0.06% | – |
| IVC | Exit | INVACARE CORP | $0 | – | -11,400 | -100.0% | -0.06% | – |
| DX | Exit | DYNEX CAP INC | $0 | – | -23,600 | -100.0% | -0.06% | – |
| MRC | Exit | MRC GLOBAL INC | $0 | – | -13,200 | -100.0% | -0.07% | – |
| HPTX | Exit | HYPERION THERAPEUTICS INC | $0 | – | -8,400 | -100.0% | -0.07% | – |
| HLX | Exit | HELIX ENERGY SOLUTIONS GRP I | $0 | – | -9,300 | -100.0% | -0.07% | – |
| WGRP | Exit | WILLBROS GROUP INC DEL | $0 | – | -32,200 | -100.0% | -0.07% | – |
| BHE | Exit | BENCHMARK ELECTRS INC | $0 | – | -7,900 | -100.0% | -0.07% | – |
| LBYYQ | Exit | LIBBEY INC | $0 | – | -6,400 | -100.0% | -0.07% | – |
| IRBT | Exit | IROBOT CORP | $0 | – | -5,800 | -100.0% | -0.07% | – |
| UAL | Exit | UNITED CONTL HLDGS INC | $0 | – | -3,000 | -100.0% | -0.07% | – |
| BEAT | Exit | BIOTELEMETRY INC | $0 | – | -20,300 | -100.0% | -0.07% | – |
| TUBE | Exit | TUBEMOGUL INC | $0 | – | -9,100 | -100.0% | -0.07% | – |
| JKHY | Exit | HENRY JACK & ASSOC INC | $0 | – | -3,300 | -100.0% | -0.07% | – |
| CCC | Exit | CALGON CARBON CORP | $0 | – | -10,000 | -100.0% | -0.07% | – |
| STKL | Exit | SUNOPTA INC | $0 | – | -17,500 | -100.0% | -0.07% | – |
| NEBLQ | Exit | NOBLE CORP PLC | $0 | – | -12,600 | -100.0% | -0.07% | – |
| RM | Exit | REGIONAL MGMT CORP | $0 | – | -13,200 | -100.0% | -0.07% | – |
| GDPMQ | Exit | GOODRICH PETE CORP | $0 | – | -46,800 | -100.0% | -0.07% | – |
| PSIX | Exit | POWER SOLUTIONS INTL INC | $0 | – | -4,100 | -100.0% | -0.07% | – |
| GRUB | Exit | GRUBHUB INC | $0 | – | -5,800 | -100.0% | -0.07% | – |
| BANR | Exit | BANNER CORP | $0 | – | -4,900 | -100.0% | -0.07% | – |
| BGFV | Exit | BIG 5 SPORTING GOODS CORP | $0 | – | -14,500 | -100.0% | -0.07% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -1,100 | -100.0% | -0.07% | – |
| IMKTA | Exit | INGLES MKTS INCcl a | $0 | – | -5,700 | -100.0% | -0.07% | – |
| KKD | Exit | KRISPY KREME DOUGHNUTS INC | $0 | – | -10,800 | -100.0% | -0.07% | – |
| CLDX | Exit | CELLDEX THERAPEUTICS INC NEW | $0 | – | -11,800 | -100.0% | -0.07% | – |
| FRT | Exit | FEDERAL REALTY INVT TRsh ben int new | $0 | – | -1,600 | -100.0% | -0.07% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -1,500 | -100.0% | -0.07% | – |
| TA | Exit | TRAVELCENTERS OF AMERICA LLC | $0 | – | -17,500 | -100.0% | -0.07% | – |
| VIA | Exit | VIACOM INC NEWcl a | $0 | – | -2,900 | -100.0% | -0.07% | – |
| WCN | Exit | WASTE CONNECTIONS INC | $0 | – | -5,000 | -100.0% | -0.07% | – |
| WCC | Exit | WESCO INTL INC | $0 | – | -2,900 | -100.0% | -0.07% | – |
| ESE | Exit | ESCO TECHNOLOGIES INC | $0 | – | -6,000 | -100.0% | -0.07% | – |
| ALB | Exit | ALBEMARLE CORP | $0 | – | -3,700 | -100.0% | -0.07% | – |
| PCAR | Exit | PACCAR INC | $0 | – | -3,300 | -100.0% | -0.07% | – |
| BCRX | Exit | BIOCRYST PHARMACEUTICALS | $0 | – | -18,300 | -100.0% | -0.07% | – |
| EVDY | Exit | EVERYDAY HEALTH INC | $0 | – | -15,100 | -100.0% | -0.07% | – |
| ASPX | Exit | AUSPEX PHARMACEUTICALS INC | $0 | – | -4,300 | -100.0% | -0.08% | – |
| MLNX | Exit | MELLANOX TECHNOLOGIES LTD | $0 | – | -5,300 | -100.0% | -0.08% | – |
| ICUI | Exit | ICU MED INC | $0 | – | -2,800 | -100.0% | -0.08% | – |
| BOBE | Exit | BOB EVANS FARMS INC | $0 | – | -4,500 | -100.0% | -0.08% | – |
| ZNH | Exit | CHINA SOUTHN AIRLS LTDspon adr cl h | $0 | – | -9,600 | -100.0% | -0.08% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -2,000 | -100.0% | -0.08% | – |
| OCN | Exit | OCWEN FINL CORP | $0 | – | -15,100 | -100.0% | -0.08% | – |
| CCO | Exit | CLEAR CHANNEL OUTDOOR HLDGScl a | $0 | – | -21,800 | -100.0% | -0.08% | – |
| ALLT | Exit | ALLOT COMMUNICATIONS LTD | $0 | – | -25,300 | -100.0% | -0.08% | – |
| LKQ | Exit | LKQ CORP | $0 | – | -8,200 | -100.0% | -0.08% | – |
| SGY | Exit | STONE ENERGY CORP | $0 | – | -13,900 | -100.0% | -0.08% | – |
| BUD | Exit | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $0 | – | -2,100 | -100.0% | -0.08% | – |
| TBBK | Exit | BANCORP INC DEL | $0 | – | -21,500 | -100.0% | -0.08% | – |
| HPP | Exit | HUDSON PAC PPTYS INC | $0 | – | -7,800 | -100.0% | -0.08% | – |
| ADI | Exit | ANALOG DEVICES INC | $0 | – | -4,300 | -100.0% | -0.08% | – |
| CE | Exit | CELANESE CORP DEL | $0 | – | -4,000 | -100.0% | -0.08% | – |
| HGGGQ | Exit | HHGREGG INC | $0 | – | -32,600 | -100.0% | -0.08% | – |
| AZO | Exit | AUTOZONE INC | $0 | – | -400 | -100.0% | -0.08% | – |
| ESNT | Exit | ESSENT GROUP LTD | $0 | – | -9,600 | -100.0% | -0.08% | – |
| ECL | Exit | ECOLAB INC | $0 | – | -2,400 | -100.0% | -0.08% | – |
| ADES | Exit | ADVANCED EMISSIONS SOLUTS IN | $0 | – | -11,100 | -100.0% | -0.08% | – |
| FF | Exit | FUTUREFUEL CORPORATION | $0 | – | -19,500 | -100.0% | -0.08% | – |
| FLS | Exit | FLOWSERVE CORP | $0 | – | -4,300 | -100.0% | -0.08% | – |
| WR | Exit | WESTAR ENERGY INC | $0 | – | -6,300 | -100.0% | -0.09% | – |
| EPAM | Exit | EPAM SYS INC | $0 | – | -5,400 | -100.0% | -0.09% | – |
| CROX | Exit | CROCS INC | $0 | – | -20,800 | -100.0% | -0.09% | – |
| DNKN | Exit | DUNKIN BRANDS GROUP INC | $0 | – | -6,100 | -100.0% | -0.09% | – |
| GOGO | Exit | GOGO INC | $0 | – | -15,700 | -100.0% | -0.09% | – |
| ICAYY | Exit | EMPRESAS ICA S A DE CVspons adr new | $0 | – | -53,000 | -100.0% | -0.09% | – |
| LGND | Exit | LIGAND PHARMACEUTICALS INC | $0 | – | -4,900 | -100.0% | -0.09% | – |
| TNET | Exit | TRINET GROUP INC | $0 | – | -8,400 | -100.0% | -0.09% | – |
| GOL | Exit | GOL LINHAS AEREAS INTLG S Asp adr rep pfd | $0 | – | -45,500 | -100.0% | -0.09% | – |
| CTPR | Exit | CTPARTNERS EXECUTIVE SEARCH | $0 | – | -17,500 | -100.0% | -0.09% | – |
| MTN | Exit | VAIL RESORTS INC | $0 | – | -2,900 | -100.0% | -0.09% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $0 | – | -12,000 | -100.0% | -0.09% | – |
| NAV | Exit | NAVISTAR INTL CORP NEW | $0 | – | -8,100 | -100.0% | -0.09% | – |
| HOLX | Exit | HOLOGIC INC | $0 | – | -10,300 | -100.0% | -0.09% | – |
| BBAR | Exit | BBVA BANCO FRANCES S Asponsored adr | $0 | – | -19,900 | -100.0% | -0.09% | – |
| EBS | Exit | EMERGENT BIOSOLUTIONS INC | $0 | – | -10,200 | -100.0% | -0.09% | – |
| JAZZ | Exit | JAZZ PHARMACEUTICALS PLC | $0 | – | -1,700 | -100.0% | -0.09% | – |
| BTU | Exit | PEABODY ENERGY CORP | $0 | – | -36,300 | -100.0% | -0.09% | – |
| NOG | Exit | NORTHERN OIL & GAS INC NEV | $0 | – | -50,600 | -100.0% | -0.10% | – |
| BP | Exit | BP PLCsponsored adr | $0 | – | -7,500 | -100.0% | -0.10% | – |
| WFTIQ | Exit | WEATHERFORD INTL PLC | $0 | – | -25,300 | -100.0% | -0.10% | – |
| G | Exit | GENPACT LIMITED | $0 | – | -15,300 | -100.0% | -0.10% | – |
| GDOT | Exit | GREEN DOT CORPcl a | $0 | – | -14,300 | -100.0% | -0.10% | – |
| CAT | Exit | CATERPILLAR INC DEL | $0 | – | -3,200 | -100.0% | -0.10% | – |
| CPSI | Exit | COMPUTER PROGRAMS & SYS INC | $0 | – | -4,800 | -100.0% | -0.10% | – |
| ASNA | Exit | ASCENA RETAIL GROUP INC | $0 | – | -23,600 | -100.0% | -0.10% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -11,800 | -100.0% | -0.10% | – |
| ICFI | Exit | ICF INTL INC | $0 | – | -7,300 | -100.0% | -0.10% | – |
| FCN | Exit | FTI CONSULTING INC | $0 | – | -7,700 | -100.0% | -0.10% | – |
| CIG | Exit | COMPANHIA ENERGETICA DE MINAsp adr n-v pfd | $0 | – | -61,800 | -100.0% | -0.10% | – |
| SWI | Exit | SOLARWINDS INC | $0 | – | -6,200 | -100.0% | -0.10% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -4,300 | -100.0% | -0.10% | – |
| MHFI | Exit | MCGRAW HILL FINL INC | $0 | – | -3,500 | -100.0% | -0.10% | – |
| PLNR | Exit | PLANAR SYS INC | $0 | – | -37,100 | -100.0% | -0.10% | – |
| 1338PS | Exit | UBS AG | $0 | – | -18,800 | -100.0% | -0.10% | – |
| ALEX | Exit | ALEXANDER & BALDWIN INC NEW | $0 | – | -8,000 | -100.0% | -0.10% | – |
| CMP | Exit | COMPASS MINERALS INTL INC | $0 | – | -3,600 | -100.0% | -0.10% | – |
| RNST | Exit | RENASANT CORP | $0 | – | -11,000 | -100.0% | -0.10% | – |
| DAR | Exit | DARLING INGREDIENTS INC | $0 | – | -17,400 | -100.0% | -0.10% | – |
| GOOGL | Exit | GOOGLE INCcl a | $0 | – | -600 | -100.0% | -0.10% | – |
| NKTR | Exit | NEKTAR THERAPEUTICS | $0 | – | -20,500 | -100.0% | -0.10% | – |
| CORE | Exit | CORE MARK HOLDING CO INC | $0 | – | -5,100 | -100.0% | -0.10% | – |
| MITT | Exit | AG MTG INVT TR INC | $0 | – | -17,200 | -100.0% | -0.11% | – |
| CALM | Exit | CAL MAINE FOODS INC | $0 | – | -8,200 | -100.0% | -0.11% | – |
| ATRO | Exit | ASTRONICS CORP | $0 | – | -5,800 | -100.0% | -0.11% | – |
| PVH | Exit | PVH CORP | $0 | – | -2,500 | -100.0% | -0.11% | – |
| SNHY | Exit | SUN HYDRAULICS CORP | $0 | – | -8,200 | -100.0% | -0.11% | – |
| BG | Exit | BUNGE LIMITED | $0 | – | -3,600 | -100.0% | -0.11% | – |
| LPSN | Exit | LIVEPERSON INC | $0 | – | -23,100 | -100.0% | -0.11% | – |
| HCA | Exit | HCA HOLDINGS INC | $0 | – | -4,500 | -100.0% | -0.11% | – |
| PETX | Exit | ARATANA THERAPEUTICS INC | $0 | – | -18,700 | -100.0% | -0.11% | – |
| ACGL | Exit | ARCH CAP GROUP LTDord | $0 | – | -5,600 | -100.0% | -0.11% | – |
| ATNI | Exit | ATLANTIC TELE NETWORK INC | $0 | – | -4,900 | -100.0% | -0.11% | – |
| BRFS | Exit | BRF SAsponsored adr | $0 | – | -14,300 | -100.0% | -0.11% | – |
| DNB | Exit | DUN & BRADSTREET CORP DEL NE | $0 | – | -2,800 | -100.0% | -0.11% | – |
| L | Exit | LOEWS CORP | $0 | – | -8,100 | -100.0% | -0.11% | – |
| WLDN | Exit | WILLDAN GROUP INC | $0 | – | -25,400 | -100.0% | -0.11% | – |
| T107PS | Exit | WRIGHT MED GROUP INC | $0 | – | -12,900 | -100.0% | -0.12% | – |
| MFRM | Exit | MATTRESS FIRM HLDG CORP | $0 | – | -6,000 | -100.0% | -0.12% | – |
| VDSI | Exit | VASCO DATA SEC INTL INC | $0 | – | -12,300 | -100.0% | -0.12% | – |
| TNK | Exit | TEEKAY TANKERS LTDcl a | $0 | – | -68,500 | -100.0% | -0.12% | – |
| KBR | Exit | KBR INC | $0 | – | -20,600 | -100.0% | -0.12% | – |
| LEA | Exit | LEAR CORP | $0 | – | -3,600 | -100.0% | -0.12% | – |
| POST | Exit | POST HLDGS INC | $0 | – | -8,500 | -100.0% | -0.12% | – |
| SPIL | Exit | SILICONWARE PRECISION INDS Lsponsd adr spl | $0 | – | -47,300 | -100.0% | -0.12% | – |
| MANT | Exit | MANTECH INTL CORPcl a | $0 | – | -11,800 | -100.0% | -0.12% | – |
| OUT | Exit | OUTFRONT MEDIA INC | $0 | – | -13,452 | -100.0% | -0.12% | – |
| RAD | Exit | RITE AID CORP | $0 | – | -48,200 | -100.0% | -0.12% | – |
| SPF | Exit | STANDARD PAC CORP NEW | $0 | – | -49,500 | -100.0% | -0.12% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -8,000 | -100.0% | -0.12% | – |
| SBGI | Exit | SINCLAIR BROADCAST GROUP INCcl a | $0 | – | -13,300 | -100.0% | -0.12% | – |
| ACOR | Exit | ACORDA THERAPEUTICS INC | $0 | – | -8,900 | -100.0% | -0.12% | – |
| TNGO | Exit | TANGOE INC | $0 | – | -28,100 | -100.0% | -0.12% | – |
| FLTX | Exit | FLEETMATICS GROUP PLC | $0 | – | -10,400 | -100.0% | -0.12% | – |
| MMS | Exit | MAXIMUS INC | $0 | – | -6,700 | -100.0% | -0.12% | – |
| VASC | Exit | VASCULAR SOLUTIONS INC | $0 | – | -13,500 | -100.0% | -0.12% | – |
| FLML | Exit | FLAMEL TECHNOLOGIES SAsponsored adr | $0 | – | -21,900 | -100.0% | -0.12% | – |
| KS | Exit | KAPSTONE PAPER & PACKAGING C | $0 | – | -12,800 | -100.0% | -0.12% | – |
| DANG | Exit | E-COMMERCE CHINA DANGDANG IN | $0 | – | -40,400 | -100.0% | -0.12% | – |
| VVC | Exit | VECTREN CORP | $0 | – | -8,300 | -100.0% | -0.13% | – |
| AIV | Exit | APARTMENT INVT & MGMT COcl a | $0 | – | -10,300 | -100.0% | -0.13% | – |
| VGR | Exit | VECTOR GROUP LTD | $0 | – | -18,100 | -100.0% | -0.13% | – |
| BBSI | Exit | BARRETT BUSINESS SERVICES IN | $0 | – | -14,400 | -100.0% | -0.13% | – |
| EQT | Exit | EQT CORP | $0 | – | -5,300 | -100.0% | -0.13% | – |
| LEAF | Exit | SPRINGLEAF HLDGS INC | $0 | – | -11,200 | -100.0% | -0.13% | – |
| GTS | Exit | TRIPLE-S MGMT CORPcl b | $0 | – | -17,000 | -100.0% | -0.14% | – |
| WSFS | Exit | WSFS FINL CORP | $0 | – | -5,300 | -100.0% | -0.14% | – |
| SBH | Exit | SALLY BEAUTY HLDGS INC | $0 | – | -13,300 | -100.0% | -0.14% | – |
| NCS | Exit | NCI BUILDING SYS INC | $0 | – | -22,300 | -100.0% | -0.14% | – |
| ISIL | Exit | INTERSIL CORPcl a | $0 | – | -28,700 | -100.0% | -0.14% | – |
| RENT | Exit | RENTRAK CORP | $0 | – | -5,700 | -100.0% | -0.14% | – |
| SCLN | Exit | SCICLONE PHARMACEUTICALS INC | $0 | – | -48,900 | -100.0% | -0.14% | – |
| INFI | Exit | INFINITY PHARMACEUTICALS INC | $0 | – | -25,500 | -100.0% | -0.14% | – |
| EAT | Exit | BRINKER INTL INC | $0 | – | -7,500 | -100.0% | -0.15% | – |
| MTRN | Exit | MATERION CORP | $0 | – | -12,500 | -100.0% | -0.15% | – |
| ALDR | Exit | ALDER BIOPHARMACEUTICALS INC | $0 | – | -15,200 | -100.0% | -0.15% | – |
| LOPE | Exit | GRAND CANYON ED INC | $0 | – | -9,600 | -100.0% | -0.15% | – |
| NUAN | Exit | NUANCE COMMUNICATIONS INC | $0 | – | -31,900 | -100.0% | -0.15% | – |
| PINC | Exit | PREMIER INCcl a | $0 | – | -13,700 | -100.0% | -0.15% | – |
| VSH | Exit | VISHAY INTERTECHNOLOGY INC | $0 | – | -32,600 | -100.0% | -0.15% | – |
| ITRI | Exit | ITRON INC | $0 | – | -11,000 | -100.0% | -0.15% | – |
| SIX | Exit | SIX FLAGS ENTMT CORP NEW | $0 | – | -10,800 | -100.0% | -0.16% | – |
| IDT | Exit | IDT CORPcl b new | $0 | – | -23,200 | -100.0% | -0.16% | – |
| LHO | Exit | LASALLE HOTEL PPTYS | $0 | – | -11,600 | -100.0% | -0.16% | – |
| ARUN | Exit | ARUBA NETWORKS INC | $0 | – | -26,100 | -100.0% | -0.16% | – |
| CXP | Exit | COLUMBIA PPTY TR INC | $0 | – | -18,700 | -100.0% | -0.16% | – |
| PTC | Exit | PTC INC | $0 | – | -12,900 | -100.0% | -0.16% | – |
| JBSS | Exit | SANFILIPPO JOHN B & SON INC | $0 | – | -10,400 | -100.0% | -0.16% | – |
| TCBI | Exit | TEXAS CAPITAL BANCSHARES INC | $0 | – | -8,800 | -100.0% | -0.16% | – |
| GXP | Exit | GREAT PLAINS ENERGY INC | $0 | – | -17,000 | -100.0% | -0.16% | – |
| WWD | Exit | WOODWARD INC | $0 | – | -9,900 | -100.0% | -0.16% | – |
| AL | Exit | AIR LEASE CORPcl a | $0 | – | -14,700 | -100.0% | -0.17% | – |
| FICO | Exit | FAIR ISAAC CORP | $0 | – | -7,100 | -100.0% | -0.17% | – |
| SAFM | Exit | SANDERSON FARMS INC | $0 | – | -6,100 | -100.0% | -0.17% | – |
| IRM | Exit | IRON MTN INC | $0 | – | -13,300 | -100.0% | -0.17% | – |
| POOL | Exit | POOL CORPORATION | $0 | – | -8,100 | -100.0% | -0.17% | – |
| SWFT | Exit | SWIFT TRANSN COcl a | $0 | – | -18,000 | -100.0% | -0.17% | – |
| DTSI | Exit | DTS INC | $0 | – | -16,900 | -100.0% | -0.17% | – |
| TPX | Exit | TEMPUR SEALY INTL INC | $0 | – | -9,500 | -100.0% | -0.17% | – |
| BOFI | Exit | BOFI HLDG INC | $0 | – | -6,800 | -100.0% | -0.18% | – |
| PACD | Exit | PACIFIC DRILLING SA LUXEMBOU | $0 | – | -113,700 | -100.0% | -0.18% | – |
| POZN | Exit | POZEN INC | $0 | – | -66,300 | -100.0% | -0.18% | – |
| WWAV | Exit | WHITEWAVE FOODS CO | $0 | – | -15,300 | -100.0% | -0.18% | – |
| R | Exit | RYDER SYS INC | $0 | – | -5,800 | -100.0% | -0.18% | – |
| TGI | Exit | TRIUMPH GROUP INC NEW | $0 | – | -8,300 | -100.0% | -0.18% | – |
| BYD | Exit | BOYD GAMING CORP | $0 | – | -43,600 | -100.0% | -0.18% | – |
| MACK | Exit | MERRIMACK PHARMACEUTICALS IN | $0 | – | -49,400 | -100.0% | -0.18% | – |
| NWSA | Exit | NEWS CORP NEWcl a | $0 | – | -35,900 | -100.0% | -0.19% | – |
| EHTH | Exit | EHEALTH INC | $0 | – | -22,600 | -100.0% | -0.19% | – |
| RGLD | Exit | ROYAL GOLD INC | $0 | – | -9,000 | -100.0% | -0.19% | – |
| SEAS | Exit | SEAWORLD ENTMT INC | $0 | – | -31,600 | -100.0% | -0.19% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -28,100 | -100.0% | -0.19% | – |
| BLT | Exit | BLOUNT INTL INC NEW | $0 | – | -32,700 | -100.0% | -0.19% | – |
| FDS | Exit | FACTSET RESH SYS INC | $0 | – | -4,100 | -100.0% | -0.19% | – |
| ELP | Exit | COMPANHIA PARANAENSE ENERG Cspon adr pfd | $0 | – | -44,000 | -100.0% | -0.19% | – |
| IM | Exit | INGRAM MICRO INCcl a | $0 | – | -20,900 | -100.0% | -0.19% | – |
| CPN | Exit | CALPINE CORP | $0 | – | -26,400 | -100.0% | -0.19% | – |
| MERC | Exit | MERCER INTL INC | $0 | – | -47,700 | -100.0% | -0.19% | – |
| PB | Exit | PROSPERITY BANCSHARES INC | $0 | – | -10,600 | -100.0% | -0.20% | – |
| ROK | Exit | ROCKWELL AUTOMATION INC | $0 | – | -5,300 | -100.0% | -0.20% | – |
| SNH | Exit | SENIOR HSG PPTYS TRsh ben int | $0 | – | -26,800 | -100.0% | -0.20% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -20,600 | -100.0% | -0.20% | – |
| VVI | Exit | VIAD CORP | $0 | – | -22,400 | -100.0% | -0.20% | – |
| ZBRA | Exit | ZEBRA TECHNOLOGIES CORPcl a | $0 | – | -7,800 | -100.0% | -0.20% | – |
| NTRI | Exit | NUTRI SYS INC NEW | $0 | – | -31,300 | -100.0% | -0.20% | – |
| THG | Exit | HANOVER INS GROUP INC | $0 | – | -8,600 | -100.0% | -0.20% | – |
| SCHL | Exit | SCHOLASTIC CORP | $0 | – | -17,000 | -100.0% | -0.20% | – |
| BBG | Exit | BARRETT BILL CORP | $0 | – | -54,700 | -100.0% | -0.21% | – |
| ICON | Exit | ICONIX BRAND GROUP INC | $0 | – | -18,600 | -100.0% | -0.21% | – |
| BRO | Exit | BROWN & BROWN INC | $0 | – | -19,300 | -100.0% | -0.21% | – |
| KING | Exit | KING DIGITAL ENTMT PLC | $0 | – | -41,400 | -100.0% | -0.21% | – |
| AZPN | Exit | ASPEN TECHNOLOGY INC | $0 | – | -18,300 | -100.0% | -0.21% | – |
| PSEC | Exit | PROSPECT CAPITAL CORPORATION | $0 | – | -78,030 | -100.0% | -0.21% | – |
| CDNS | Exit | CADENCE DESIGN SYSTEM INC | $0 | – | -34,100 | -100.0% | -0.22% | – |
| SLM | Exit | SLM CORP | $0 | – | -63,800 | -100.0% | -0.22% | – |
| EV | Exit | EATON VANCE CORP | $0 | – | -16,000 | -100.0% | -0.22% | – |
| SAH | Exit | SONIC AUTOMOTIVE INCcl a | $0 | – | -24,300 | -100.0% | -0.22% | – |
| PHH | Exit | PHH CORP | $0 | – | -27,700 | -100.0% | -0.22% | – |
| TX | Exit | TERNIUM SAspon adr | $0 | – | -37,800 | -100.0% | -0.22% | – |
| QLTY | Exit | QUALITY DISTR INC FLA | $0 | – | -63,000 | -100.0% | -0.22% | – |
| AER | Exit | AERCAP HOLDINGS NV | $0 | – | -17,500 | -100.0% | -0.22% | – |
| SCHN | Exit | SCHNITZER STL INDScl a | $0 | – | -30,200 | -100.0% | -0.23% | – |
| AES | Exit | AES CORP | $0 | – | -50,400 | -100.0% | -0.23% | – |
| CBT | Exit | CABOT CORP | $0 | – | -15,900 | -100.0% | -0.23% | – |
| AVY | Exit | AVERY DENNISON CORP | $0 | – | -13,800 | -100.0% | -0.24% | – |
| LOCO | Exit | EL POLLO LOCO HLDGS INC | $0 | – | -36,000 | -100.0% | -0.24% | – |
| AHL | Exit | ASPEN INSURANCE HOLDINGS LTD | $0 | – | -16,400 | -100.0% | -0.24% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -9,500 | -100.0% | -0.24% | – |
| BMA | Exit | BANCO MACRO SAspon adr b | $0 | – | -16,900 | -100.0% | -0.24% | – |
| VMW | Exit | VMWARE INC | $0 | – | -9,200 | -100.0% | -0.25% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -28,400 | -100.0% | -0.25% | – |
| OHI | Exit | OMEGA HEALTHCARE INVS INC | $0 | – | -19,700 | -100.0% | -0.26% | – |
| BZH | Exit | BEAZER HOMES USA INC | $0 | – | -40,300 | -100.0% | -0.26% | – |
| SEMG | Exit | SEMGROUP CORPcl a | $0 | – | -11,400 | -100.0% | -0.26% | – |
| PMT | Exit | PENNYMAC MTG INVT TR | $0 | – | -37,400 | -100.0% | -0.26% | – |
| AMBC | Exit | AMBAC FINL GROUP INC | $0 | – | -32,400 | -100.0% | -0.26% | – |
| CYBX | Exit | CYBERONICS INC | $0 | – | -14,300 | -100.0% | -0.26% | – |
| EEFT | Exit | EURONET WORLDWIDE INC | $0 | – | -15,100 | -100.0% | -0.28% | – |
| ICLR | Exit | ICON PLC | $0 | – | -16,300 | -100.0% | -0.28% | – |
| ATO | Exit | ATMOS ENERGY CORP | $0 | – | -14,900 | -100.0% | -0.28% | – |
| PVAHQ | Exit | PENN VA CORP | $0 | – | -125,100 | -100.0% | -0.28% | – |
| TREX | Exit | TREX CO INC | $0 | – | -19,700 | -100.0% | -0.28% | – |
| GLNG | Exit | GOLAR LNG LTD BERMUDA | $0 | – | -23,300 | -100.0% | -0.28% | – |
| DXCM | Exit | DEXCOM INC | $0 | – | -15,500 | -100.0% | -0.28% | – |
| SANM | Exit | SANMINA CORPORATION | $0 | – | -37,300 | -100.0% | -0.29% | – |
| UFS | Exit | DOMTAR CORP | $0 | – | -22,300 | -100.0% | -0.30% | – |
| CIT | Exit | CIT GROUP INC | $0 | – | -18,900 | -100.0% | -0.30% | – |
| BERY | Exit | BERRY PLASTICS GROUP INC | $0 | – | -29,000 | -100.0% | -0.30% | – |
| EGN | Exit | ENERGEN CORP | $0 | – | -14,600 | -100.0% | -0.31% | – |
| KR | Exit | KROGER CO | $0 | – | -14,500 | -100.0% | -0.31% | – |
| TECH | Exit | BIO TECHNE CORP | $0 | – | -10,200 | -100.0% | -0.31% | – |
| MBT | Exit | MOBILE TELESYSTEMS OJSCsponsored adr | $0 | – | -137,400 | -100.0% | -0.33% | – |
| ZU | Exit | ZULILY INCcl a | $0 | – | -42,800 | -100.0% | -0.33% | – |
| AXL | Exit | AMERICAN AXLE & MFG HLDGS IN | $0 | – | -46,400 | -100.0% | -0.35% | – |
| NSM | Exit | NATIONSTAR MTG HLDGS INC | $0 | – | -37,500 | -100.0% | -0.35% | – |
| FSL | Exit | FREESCALE SEMICONDUCTOR LTD | $0 | – | -45,000 | -100.0% | -0.38% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -13,200 | -100.0% | -0.40% | – |
| SAVE | Exit | SPIRIT AIRLS INC | $0 | – | -15,900 | -100.0% | -0.40% | – |
| ORLY | Exit | O REILLY AUTOMOTIVE INC NEW | $0 | – | -6,300 | -100.0% | -0.40% | – |
| GME | Exit | GAMESTOP CORP NEWcl a | $0 | – | -37,300 | -100.0% | -0.42% | – |
| WLK | Exit | WESTLAKE CHEM CORP | $0 | – | -23,000 | -100.0% | -0.47% | – |
| MTOR | Exit | MERITOR INC | $0 | – | -96,000 | -100.0% | -0.48% | – |
| SYNA | Exit | SYNAPTICS INC | $0 | – | -22,400 | -100.0% | -0.51% | – |
| GPRE | Exit | GREEN PLAINS INC | $0 | – | -64,400 | -100.0% | -0.53% | – |
| MBI | Exit | MBIA INC | $0 | – | -167,600 | -100.0% | -0.53% | – |
| HMHC | Exit | HOUGHTON MIFFLIN HARCOURT CO | $0 | – | -86,100 | -100.0% | -0.59% | – |
| HNT | Exit | HEALTH NET INC | $0 | – | -36,200 | -100.0% | -0.64% | – |
| DYN | Exit | DYNEGY INC NEW DEL | $0 | – | -67,800 | -100.0% | -0.68% | – |
| ECA | Exit | ENCANA CORP | $0 | – | -149,900 | -100.0% | -0.69% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2015-05-15
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.