ELLINGTON MANAGEMENT GROUP LLC

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$409 Million is the total value of ELLINGTON MANAGEMENT GROUP LLC's 663 reported holdings in Q2 2015. The portfolio turnover from Q1 2015 to Q2 2015 was 76.0% .

All

			Value		Shares		↓ Weighting
OIS	Sell	OIL STS INTL INC	$2,032,000	-27.2%	54,589	-22.2%	0.50%	-14.0%
STLD	Sell	STEEL DYNAMICS INC	$1,707,000	-50.4%	82,400	-51.8%	0.42%	-41.4%
TECD	Sell	TECH DATA CORP	$1,646,000	-34.9%	28,600	-34.7%	0.40%	-23.3%
CRTO	Sell	CRITEO S Aspons ads	$1,540,000	-4.5%	32,300	-20.8%	0.38%	+12.9%
LLTC	Sell	LINEAR TECHNOLOGY CORP	$1,504,000	-35.7%	34,000	-32.0%	0.37%	-24.0%
MELI	Sell	MERCADOLIBRE INC	$1,261,000	-20.2%	8,900	-31.0%	0.31%	-5.8%
KMX	Sell	CARMAX INC	$1,245,000	-5.0%	18,800	-1.1%	0.30%	+12.2%
GPRO	Sell	GOPRO INCcl a	$1,144,000	-28.6%	21,700	-41.2%	0.28%	-15.7%
AA	Sell	ALCOA INC	$1,109,000	-68.3%	99,500	-63.3%	0.27%	-62.6%
ABBV	Sell	ABBVIE INC	$1,068,000	+8.6%	15,900	-5.4%	0.26%	+28.6%
WNR	Sell	WESTERN REFNG INC	$1,043,000	-45.3%	23,900	-38.1%	0.26%	-35.4%
HRTG	Sell	HERITAGE INS HLDGS INC	$1,044,000	-12.0%	45,401	-15.7%	0.26%	+4.1%
SIAL	Sell	SIGMA ALDRICH CORP	$1,017,000	-1.9%	7,300	-2.7%	0.25%	+15.8%
JACK	Sell	JACK IN THE BOX INC	$1,000,000	-46.5%	11,339	-41.9%	0.24%	-37.0%
DST	Sell	DST SYS INC DEL	$924,000	-58.9%	7,335	-63.9%	0.23%	-51.4%
ZLTQ	Sell	ZELTIQ AESTHETICS INC	$843,000	-55.6%	28,617	-53.5%	0.21%	-47.6%
FFIV	Sell	F5 NETWORKS INC	$842,000	-66.2%	7,000	-67.7%	0.21%	-60.1%
TSO	Sell	TESORO CORP	$836,000	-13.6%	9,900	-6.6%	0.20%	+2.0%
MANH	Sell	MANHATTAN ASSOCS INC	$769,000	-28.3%	12,900	-39.2%	0.19%	-15.3%
ENSG	Sell	ENSIGN GROUP INC	$766,000	-1.0%	15,000	-9.2%	0.19%	+16.9%
CSH	Sell	CASH AMER INTL INC	$754,000	-26.9%	28,804	-35.0%	0.18%	-14.0%
DFODQ	Sell	DEAN FOODS CO NEW	$718,000	-33.9%	44,373	-32.5%	0.18%	-21.8%
MCO	Sell	MOODYS CORP	$701,000	-12.3%	6,496	-15.6%	0.17%	+3.6%
EA	Sell	ELECTRONIC ARTS INC	$678,000	-76.6%	10,199	-79.3%	0.17%	-72.3%
MSG	Sell	MADISON SQUARE GARDEN COcl a	$668,000	-40.2%	8,000	-39.4%	0.16%	-29.4%
KMI	Sell	KINDER MORGAN INC DEL	$660,000	-10.3%	17,203	-1.7%	0.16%	+5.9%
SONY	Sell	SONY CORPadr new	$644,000	-3.4%	22,700	-8.8%	0.16%	+13.8%
BAK	Sell	BRASKEM S Asp adr pfd a	$642,000	-29.5%	74,100	-43.5%	0.16%	-16.5%
A	Sell	AGILENT TECHNOLOGIES INC	$644,000	-31.4%	16,700	-26.1%	0.16%	-19.1%
CRI	Sell	CARTER INC	$627,000	-0.3%	5,900	-13.2%	0.15%	+17.7%
TSRA	Sell	TESSERA TECHNOLOGIES INC	$604,000	-59.2%	15,900	-56.8%	0.15%	-51.8%
BEE	Sell	STRATEGIC HOTELS & RESORTS I	$587,000	-57.3%	48,458	-56.1%	0.14%	-49.3%
FLEX	Sell	FLEXTRONICS INTL LTDord	$558,000	-52.2%	49,300	-46.5%	0.14%	-43.8%
AMED	Sell	AMEDISYS INC	$549,000	+45.2%	13,818	-2.0%	0.13%	+71.8%
IRM	Sell	IRON MTN INC NEW	$543,000	-46.8%	17,500	-37.5%	0.13%	-37.0%
ABC	Sell	AMERISOURCEBERGEN CORP	$542,000	-53.2%	5,095	-50.0%	0.13%	-44.6%
DPZ	Sell	DOMINOS PIZZA INC	$544,000	-8.3%	4,800	-18.6%	0.13%	+8.1%
SNDK	Sell	SANDISK CORP	$524,000	-37.6%	9,000	-31.8%	0.13%	-26.4%
IQNT	Sell	INTELIQUENT INC	$524,000	+13.2%	28,497	-3.1%	0.13%	+33.3%
MJN	Sell	MEAD JOHNSON NUTRITION CO	$514,000	-63.5%	5,700	-59.3%	0.13%	-56.7%
SKX	Sell	SKECHERS U S A INCcl a	$494,000	-73.6%	4,500	-82.7%	0.12%	-68.7%
KATE	Sell	KATE SPADE & CO	$474,000	-60.8%	22,000	-39.2%	0.12%	-53.6%
EQR	Sell	EQUITY RESIDENTIALsh ben int	$471,000	-23.4%	6,713	-15.0%	0.12%	-9.4%
CHL	Sell	CHINA MOBILE LIMITEDsponsored adr	$468,000	-4.1%	7,300	-2.7%	0.11%	+12.9%
FORM	Sell	FORMFACTOR INC	$468,000	-17.8%	50,878	-20.6%	0.11%	-3.4%
FCEA	Sell	FOREST CITY ENTERPRISES INCcl a	$457,000	-18.5%	20,700	-5.9%	0.11%	-3.4%
BLMN	Sell	BLOOMIN BRANDS INC	$457,000	-32.4%	21,424	-22.9%	0.11%	-20.0%
LDOS	Sell	LEIDOS HLDGS INC	$456,000	-80.0%	11,300	-79.2%	0.11%	-76.5%
BBD	Sell	BANCO BRADESCO S Asp adr pfd new	$453,000	-86.7%	49,400	-86.5%	0.11%	-84.2%
IMGN	Sell	IMMUNOGEN INC	$428,000	-42.1%	29,743	-64.0%	0.10%	-31.4%
ALGN	Sell	ALIGN TECHNOLOGY INC	$420,000	-51.8%	6,699	-58.6%	0.10%	-42.8%
JBL	Sell	JABIL CIRCUIT INC	$419,000	-77.8%	19,700	-75.6%	0.10%	-73.8%
CAH	Sell	CARDINAL HEALTH INC	$418,000	-79.9%	5,000	-78.3%	0.10%	-76.3%
ING	Sell	ING GROEP N Vsponsored adr	$413,000	-28.9%	24,900	-37.4%	0.10%	-15.8%
CPL	Sell	CPFL ENERGIA S Asponsored adr	$415,000	-5.7%	33,900	-2.0%	0.10%	+11.0%
ENPH	Sell	ENPHASE ENERGY INC	$408,000	-69.5%	53,549	-47.2%	0.10%	-63.9%
SHO	Sell	SUNSTONE HOTEL INVS INC NEW	$399,000	-31.6%	26,601	-24.0%	0.10%	-19.0%
OXM	Sell	OXFORD INDS INC	$402,000	-52.9%	4,601	-59.3%	0.10%	-44.6%
CAMP	Sell	CALAMP CORP	$398,000	-14.0%	21,800	-23.8%	0.10%	+1.0%
CRUS	Sell	CIRRUS LOGIC INC	$389,000	-34.3%	11,419	-35.8%	0.10%	-22.8%
MYRG	Sell	MYR GROUP INC DEL	$375,000	-14.6%	12,101	-13.7%	0.09%	+1.1%
OPK	Sell	OPKO HEALTH INC	$378,000	-4.3%	23,483	-15.8%	0.09%	+12.2%
AAPL	Sell	APPLE INC	$364,000	-45.8%	2,900	-46.3%	0.09%	-36.0%
SINA	Sell	SINA CORPord	$354,000	+27.8%	6,600	-23.3%	0.09%	+52.6%
SEIC	Sell	SEI INVESTMENTS CO	$357,000	-62.2%	7,290	-65.9%	0.09%	-55.4%
XEC	Sell	CIMAREX ENERGY CO	$353,000	-61.7%	3,200	-60.0%	0.09%	-55.0%
BIG	Sell	BIG LOTS INC	$346,000	-91.0%	7,700	-90.4%	0.08%	-89.4%
JNS	Sell	JANUS CAP GROUP INC	$348,000	-46.7%	20,313	-46.5%	0.08%	-37.0%
EPEGQ	Sell	EP ENERGY CORPcl a	$343,000	+21.2%	26,967	-0.1%	0.08%	+42.4%
AMGN	Sell	AMGEN INC	$338,000	-27.2%	2,200	-24.1%	0.08%	-13.5%
CAR	Sell	AVIS BUDGET GROUP	$331,000	-89.5%	7,500	-86.0%	0.08%	-87.6%
ADSK	Sell	AUTODESK INC	$330,000	-29.6%	6,600	-17.5%	0.08%	-16.5%
SNCR	Sell	SYNCHRONOSS TECHNOLOGIES INC	$326,000	-7.1%	7,122	-3.8%	0.08%	+9.6%
SBAC	Sell	SBA COMMUNICATIONS CORP	$322,000	-27.6%	2,800	-26.3%	0.08%	-14.1%
VNCE	Sell	VINCE HLDG CORP	$323,000	-78.8%	26,965	-67.1%	0.08%	-74.9%
ARIA	Sell	ARIAD PHARMACEUTICALS INC	$320,000	-28.6%	38,700	-28.9%	0.08%	-16.1%
RRD	Sell	DONNELLEY R R & SONS CO	$317,000	-70.7%	18,200	-67.7%	0.08%	-65.2%
CDE	Sell	COEUR MNG INC	$310,000	+20.6%	54,283	-0.4%	0.08%	+43.4%
REX	Sell	REX AMERICAN RESOURCES CORP	$312,000	-19.8%	4,900	-23.4%	0.08%	-6.2%
NFX	Sell	NEWFIELD EXPL CO	$307,000	-89.5%	8,500	-89.8%	0.08%	-87.6%
AET	Sell	AETNA INC NEW	$306,000	-47.8%	2,400	-56.4%	0.08%	-38.0%
INCY	Sell	INCYTE CORP	$302,000	+3.1%	2,900	-9.4%	0.07%	+21.3%
MDVN	Sell	MEDIVATION INC	$302,000	-56.7%	2,648	-51.0%	0.07%	-48.6%
TTWO	Sell	TAKE-TWO INTERACTIVE SOFTWAR	$298,000	-90.3%	10,800	-91.1%	0.07%	-88.5%
MBBYF	Sell	MOBILEYE N V AMSTELVEEN	$292,000	-70.2%	5,500	-76.4%	0.07%	-65.0%
PCRX	Sell	PACIRA PHARMACEUTICALS INC	$290,000	-85.9%	4,095	-82.3%	0.07%	-83.3%
NUVA	Sell	NUVASIVE INC	$289,000	-36.5%	6,096	-38.4%	0.07%	-24.5%
CBI	Sell	CHICAGO BRIDGE & IRON CO N V	$285,000	-91.7%	5,700	-91.9%	0.07%	-90.2%
EBIX	Sell	EBIX INC	$288,000	+4.3%	8,825	-3.0%	0.07%	+22.8%
AAT	Sell	AMERICAN ASSETS TR INC	$278,000	-15.5%	7,100	-6.6%	0.07%	0.0%
GEO	Sell	GEO GROUP INC NEW	$278,000	-53.3%	8,125	-40.3%	0.07%	-44.7%
SPLK	Sell	SPLUNK INC	$278,000	-9.7%	4,000	-23.1%	0.07%	+6.2%
ORIG	Sell	OCEAN RIG UDW INC	$277,000	-61.7%	53,924	-50.9%	0.07%	-54.7%
AJG	Sell	GALLAGHER ARTHUR J & CO	$274,000	-71.7%	5,800	-72.0%	0.07%	-66.5%
WTR	Sell	AQUA AMERICA INC	$264,000	-69.1%	10,800	-66.7%	0.06%	-63.3%
WAL	Sell	WESTERN ALLIANCE BANCORP	$263,000	-24.2%	7,800	-33.3%	0.06%	-11.1%
IVZ	Sell	INVESCO LTD	$262,000	-18.4%	7,000	-13.6%	0.06%	-3.0%
CBRL	Sell	CRACKER BARREL OLD CTRY STOR	$256,000	-43.9%	1,713	-42.9%	0.06%	-33.0%
SPB	Sell	SPECTRUM BRANDS HLDGS INC	$245,000	-40.5%	2,400	-47.8%	0.06%	-29.4%
GD	Sell	GENERAL DYNAMICS CORP	$241,000	-87.9%	1,700	-88.4%	0.06%	-85.7%
KAR	Sell	KAR AUCTION SVCS INC	$232,000	-36.3%	6,200	-35.4%	0.06%	-24.0%
RLGY	Sell	REALOGY HLDGS CORP	$233,000	-29.8%	4,994	-31.6%	0.06%	-17.4%
TKR	Sell	TIMKEN CO	$234,000	-82.9%	6,400	-80.3%	0.06%	-79.9%
VLO	Sell	VALERO ENERGY CORP NEW	$232,000	-17.1%	3,700	-15.9%	0.06%	-1.7%
BOOT	Sell	BOOT BARN HLDGS INC	$228,000	+12.3%	7,111	-16.3%	0.06%	+33.3%
ROLL	Sell	RBC BEARINGS INC	$230,000	-59.4%	3,200	-56.8%	0.06%	-52.1%
PACW	Sell	PACWEST BANCORP DEL	$220,000	-70.1%	4,700	-70.1%	0.05%	-64.5%
ULTA	Sell	ULTA SALON COSMETCS & FRAG I	$216,000	-53.8%	1,400	-54.8%	0.05%	-45.4%
CMCSA	Sell	COMCAST CORP NEWcl a	$217,000	-44.4%	3,600	-47.8%	0.05%	-34.6%
OI	Sell	OWENS ILL INC	$216,000	-53.9%	9,400	-53.2%	0.05%	-45.4%
SCVL	Sell	SHOE CARNIVAL INC	$215,000	-48.9%	7,434	-48.0%	0.05%	-39.1%
SIMO	Sell	SILICON MOTION TECHNOLOGY COsponsored adr	$211,000	-87.5%	6,100	-90.3%	0.05%	-85.1%
HST	Sell	HOST HOTELS & RESORTS INC	$212,000	-37.1%	10,700	-35.9%	0.05%	-25.7%
AIRM	Sell	AIR METHODS CORP	$213,000	-65.6%	5,150	-61.3%	0.05%	-59.4%
AVB	Sell	AVALONBAY CMNTYS INC	$210,000	-86.3%	1,313	-85.1%	0.05%	-83.9%
ICE	Sell	INTERCONTINENTAL EXCHANGE IN	$208,000	-36.4%	932	-33.4%	0.05%	-25.0%
UTHR	Sell	UNITED THERAPEUTICS CORP DEL	$209,000	-63.3%	1,200	-63.6%	0.05%	-56.8%
BJRI	Sell	BJS RESTAURANTS INC	$203,000	-35.1%	4,200	-32.3%	0.05%	-23.1%
SBUX	Sell	STARBUCKS CORP	$204,000	-44.7%	3,800	-2.6%	0.05%	-34.2%
TSEM	Sell	TOWER SEMICONDUCTOR LTD	$199,000	-56.6%	12,879	-52.3%	0.05%	-48.4%
DRII	Sell	DIAMOND RESORTS INTL INC	$201,000	-60.2%	6,355	-57.9%	0.05%	-53.3%
PRAA	Sell	PRA GROUP INC	$200,000	-40.7%	3,205	-48.3%	0.05%	-30.0%
AVID	Sell	AVID TECHNOLOGY INC	$191,000	-77.8%	14,300	-75.2%	0.05%	-73.6%
AMH	Sell	AMERICAN HOMES 4 RENTcl a	$185,000	-60.4%	11,552	-59.0%	0.04%	-53.6%
PEIX	Sell	PACIFIC ETHANOL INC	$186,000	-88.5%	18,060	-88.0%	0.04%	-86.6%
TUESQ	Sell	TUESDAY MORNING CORP	$166,000	-83.8%	14,700	-76.9%	0.04%	-80.7%
VLY	Sell	VALLEY NATL BANCORP	$134,000	-71.3%	13,000	-73.7%	0.03%	-66.0%
LQDT	Sell	LIQUIDITY SERVICES INC	$125,000	-50.4%	12,993	-49.0%	0.03%	-40.4%
OREX	Sell	OREXIGEN THERAPEUTICS INC	$75,000	-91.2%	15,200	-86.0%	0.02%	-89.8%
IG	Sell	IGI LABS INC	$64,000	-59.2%	10,200	-47.2%	0.02%	-50.0%
CZZ	Sell	COSAN LTD	$62,000	-90.8%	10,084	-90.6%	0.02%	-89.3%
AREXQ	Exit	APPROACH RESOURCES INC	$0	–	-10,400	-100.0%	-0.01%	–
KTOS	Exit	KRATOS DEFENSE & SEC SOLUTIO	$0	–	-12,473	-100.0%	-0.01%	–
FMSA	Exit	FMSA HLDGS INC	$0	–	-10,151	-100.0%	-0.02%	–
PDLI	Exit	PDL BIOPHARMA INC	$0	–	-10,400	-100.0%	-0.02%	–
FBP	Exit	FIRST BANCORP P R	$0	–	-12,700	-100.0%	-0.02%	–
DNRCQ	Exit	DENBURY RES INC	$0	–	-11,100	-100.0%	-0.02%	–
ANH	Exit	ANWORTH MORTGAGE ASSET CP	$0	–	-16,200	-100.0%	-0.02%	–
BCOV	Exit	BRIGHTCOVE INC	$0	–	-11,100	-100.0%	-0.02%	–
MRGE	Exit	MERGE HEALTHCARE INC	$0	–	-20,000	-100.0%	-0.02%	–
CX	Exit	CEMEX SAB DE CVspon adr new	$0	–	-10,200	-100.0%	-0.02%	–
MNKD	Exit	MANNKIND CORP	$0	–	-18,813	-100.0%	-0.02%	–
CIE	Exit	COBALT INTL ENERGY INC	$0	–	-10,363	-100.0%	-0.02%	–
WIBC	Exit	WILSHIRE BANCORP INC	$0	–	-11,700	-100.0%	-0.02%	–
NVAX	Exit	NOVAVAX INC	$0	–	-13,800	-100.0%	-0.02%	–
APTS	Exit	PREFERRED APT CMNTYS INC	$0	–	-11,300	-100.0%	-0.02%	–
SYRG	Exit	SYNERGY RES CORP	$0	–	-10,700	-100.0%	-0.03%	–
VLRS	Exit	CONTROLADORA VUELA CIA DE AVspon adr rp 10	$0	–	-11,700	-100.0%	-0.03%	–
KOS	Exit	KOSMOS ENERGY LTD	$0	–	-16,700	-100.0%	-0.03%	–
BSMX	Exit	GRUPO FINANCIERO SANTANDER M	$0	–	-12,400	-100.0%	-0.03%	–
FSP	Exit	FRANKLIN STREET PPTYS CORP	$0	–	-10,400	-100.0%	-0.03%	–
IBN	Exit	ICICI BK LTDadr	$0	–	-12,800	-100.0%	-0.03%	–
ELY	Exit	CALLAWAY GOLF CO	$0	–	-14,500	-100.0%	-0.03%	–
RKUS	Exit	RUCKUS WIRELESS INC	$0	–	-11,400	-100.0%	-0.03%	–
RF	Exit	REGIONS FINL CORP NEW	$0	–	-16,000	-100.0%	-0.03%	–
CECO	Exit	CAREER EDUCATION CORP	$0	–	-29,637	-100.0%	-0.03%	–
LEJU	Exit	LEJU HLDGS LTDsponsored ads	$0	–	-19,400	-100.0%	-0.03%	–
AMKR	Exit	AMKOR TECHNOLOGY INC	$0	–	-17,435	-100.0%	-0.03%	–
T104PS	Exit	AMERICAN RLTY CAP PPTYS INC	$0	–	-16,500	-100.0%	-0.03%	–
PGEM	Exit	PLY GEM HLDGS INC	$0	–	-13,600	-100.0%	-0.04%	–
FOR	Exit	FORESTAR GROUP INC	$0	–	-11,450	-100.0%	-0.04%	–
STAR	Exit	ISTAR FINL INC	$0	–	-13,600	-100.0%	-0.04%	–
CNAT	Exit	CONATUS PHARMACEUTICALS INC	$0	–	-24,800	-100.0%	-0.04%	–
OME	Exit	OMEGA PROTEIN CORP	$0	–	-13,600	-100.0%	-0.04%	–
RATE	Exit	BANKRATE INC DEL	$0	–	-16,597	-100.0%	-0.04%	–
TDW	Exit	TIDEWATER INC	$0	–	-10,100	-100.0%	-0.04%	–
MPG	Exit	METALDYNE PERFORMANCE GROUP	$0	–	-10,900	-100.0%	-0.04%	–
GLDD	Exit	GREAT LAKES DREDGE & DOCK CO	$0	–	-32,800	-100.0%	-0.04%	–
CRS	Exit	CARPENTER TECHNOLOGY CORP	$0	–	-5,200	-100.0%	-0.04%	–
SCHW	Exit	SCHWAB CHARLES CORP NEW	$0	–	-6,700	-100.0%	-0.04%	–
TS	Exit	TENARIS S Asponsored adr	$0	–	-7,300	-100.0%	-0.04%	–
ANIK	Exit	ANIKA THERAPEUTICS INC	$0	–	-4,900	-100.0%	-0.04%	–
FPRX	Exit	FIVE PRIME THERAPEUTICS INC	$0	–	-8,900	-100.0%	-0.04%	–
LCI	Exit	LANNET INC	$0	–	-3,000	-100.0%	-0.04%	–
CY	Exit	CYPRESS SEMICONDUCTOR CORP	$0	–	-14,700	-100.0%	-0.04%	–
IRS	Exit	IRSA INVERSIONES Y REP S Aglobl dep rcpt	$0	–	-10,600	-100.0%	-0.04%	–
SYY	Exit	SYSCO CORP	$0	–	-5,500	-100.0%	-0.04%	–
LDR	Exit	LANDAUER INC	$0	–	-6,100	-100.0%	-0.04%	–
PRFT	Exit	PERFICIENT INC	$0	–	-10,300	-100.0%	-0.04%	–
OFIX	Exit	ORTHOFIX INTL N V	$0	–	-5,900	-100.0%	-0.04%	–
TMHC	Exit	TAYLOR MORRISON HOME CORPcl a	$0	–	-10,100	-100.0%	-0.04%	–
CJESQ	Exit	C&J ENERGY SVCS LTD	$0	–	-19,100	-100.0%	-0.04%	–
AWK	Exit	AMERICAN WTR WKS CO INC NEW	$0	–	-4,000	-100.0%	-0.04%	–
BBY	Exit	BEST BUY INC	$0	–	-5,700	-100.0%	-0.04%	–
IRWD	Exit	IRONWOOD PHARMACEUTICALS INC	$0	–	-13,500	-100.0%	-0.04%	–
PRI	Exit	PRIMERICA INC	$0	–	-4,300	-100.0%	-0.04%	–
GWR	Exit	GENESEE & WYO INCcl a	$0	–	-2,300	-100.0%	-0.05%	–
PAM	Exit	PAMPA ENERGIA S Aspons adr lvl i	$0	–	-12,600	-100.0%	-0.05%	–
COMM	Exit	COMMSCOPE HLDG CO INC	$0	–	-7,800	-100.0%	-0.05%	–
PDM	Exit	PIEDMONT OFFICE REALTY TR IN	$0	–	-11,800	-100.0%	-0.05%	–
BTTGY	Exit	BT GROUP PLCadr	$0	–	-3,400	-100.0%	-0.05%	–
GNCMA	Exit	GENERAL COMMUNICATION INCcl a	$0	–	-14,200	-100.0%	-0.05%	–
REG	Exit	REGENCY CTRS CORP	$0	–	-3,300	-100.0%	-0.05%	–
AACH	Exit	AAC HLDGS INC	$0	–	-7,500	-100.0%	-0.05%	–
TOWR	Exit	TOWER INTL INC	$0	–	-8,500	-100.0%	-0.05%	–
ABT	Exit	ABBOTT LABS	$0	–	-4,900	-100.0%	-0.05%	–
V	Exit	VISA INC	$0	–	-3,500	-100.0%	-0.05%	–
URI	Exit	UNITED RENTALS INC	$0	–	-2,500	-100.0%	-0.05%	–
ALK	Exit	ALASKA AIR GROUP INC	$0	–	-3,400	-100.0%	-0.05%	–
NMBL	Exit	NIMBLE STORAGE INC	$0	–	-10,200	-100.0%	-0.05%	–
NSIT	Exit	INSIGHT ENTERPRISES INC	$0	–	-7,900	-100.0%	-0.05%	–
OTIC	Exit	OTONOMY INC	$0	–	-6,600	-100.0%	-0.05%	–
WIX	Exit	WIX COM LTD	$0	–	-11,999	-100.0%	-0.05%	–
FRSH	Exit	PAPA MURPHYS HLDGS INC	$0	–	-12,811	-100.0%	-0.05%	–
TASR	Exit	TASER INTL INC	$0	–	-9,700	-100.0%	-0.05%	–
9207PS	Exit	ROCK-TENN COcl a	$0	–	-3,700	-100.0%	-0.05%	–
CBZ	Exit	CBIZ INC	$0	–	-25,500	-100.0%	-0.05%	–
VAL	Exit	VALSPAR CORP	$0	–	-2,800	-100.0%	-0.05%	–
BBT	Exit	BB&T CORP	$0	–	-6,200	-100.0%	-0.05%	–
ESRX	Exit	EXPRESS SCRIPTS HLDG CO	$0	–	-2,800	-100.0%	-0.05%	–
OSIR	Exit	OSIRIS THERAPEUTICS INC NEW	$0	–	-13,700	-100.0%	-0.05%	–
CALD	Exit	CALLIDUS SOFTWARE INC	$0	–	-18,900	-100.0%	-0.05%	–
MO	Exit	ALTRIA GROUP INC	$0	–	-4,800	-100.0%	-0.05%	–
IBKC	Exit	IBERIABANK CORP	$0	–	-3,800	-100.0%	-0.05%	–
WFM	Exit	WHOLE FOODS MKT INC	$0	–	-4,600	-100.0%	-0.05%	–
WY	Exit	WEYERHAEUSER CO	$0	–	-7,600	-100.0%	-0.05%	–
TEO	Exit	TELECOM ARGENTINA S Aspon adr rep b	$0	–	-11,000	-100.0%	-0.05%	–
PESXQ	Exit	PIONEER ENERGY SVCS CORP	$0	–	-46,400	-100.0%	-0.05%	–
NTTYY	Exit	NIPPON TELEG & TEL CORPsponsored adr	$0	–	-8,200	-100.0%	-0.05%	–
SPG	Exit	SIMON PPTY GROUP INC NEW	$0	–	-1,300	-100.0%	-0.05%	–
RDN	Exit	RADIAN GROUP INC	$0	–	-15,300	-100.0%	-0.05%	–
CCMP	Exit	CABOT MICROELECTRONICS CORP	$0	–	-5,100	-100.0%	-0.05%	–
MNRO	Exit	MONRO MUFFLER BRAKE INC	$0	–	-3,900	-100.0%	-0.05%	–
NCT	Exit	NEWCASTLE INVT CORP NEW	$0	–	-54,200	-100.0%	-0.05%	–
SXT	Exit	SENSIENT TECHNOLOGIES CORP	$0	–	-3,800	-100.0%	-0.05%	–
TGS	Exit	TRANSPORTADORA DE GAS SURspon adr b	$0	–	-48,700	-100.0%	-0.05%	–
TOL	Exit	TOLL BROTHERS INC	$0	–	-6,600	-100.0%	-0.05%	–
JD	Exit	JD COM INCspon adr cl a	$0	–	-9,000	-100.0%	-0.06%	–
NATI	Exit	NATIONAL INSTRS CORP	$0	–	-8,300	-100.0%	-0.06%	–
AOL	Exit	AOL INC	$0	–	-6,700	-100.0%	-0.06%	–
FRGI	Exit	FIESTA RESTAURANT GROUP INC	$0	–	-4,400	-100.0%	-0.06%	–
GRA	Exit	GRACE W R & CO DEL NEW	$0	–	-2,700	-100.0%	-0.06%	–
COL	Exit	ROCKWELL COLLINS INC	$0	–	-2,800	-100.0%	-0.06%	–
INGN	Exit	INOGEN INC	$0	–	-8,400	-100.0%	-0.06%	–
NFG	Exit	NATIONAL FUEL GAS CO N J	$0	–	-4,500	-100.0%	-0.06%	–
OTEX	Exit	OPEN TEXT CORP	$0	–	-5,100	-100.0%	-0.06%	–
LXP	Exit	LEXINGTON REALTY TRUST	$0	–	-27,700	-100.0%	-0.06%	–
RMBS	Exit	RAMBUS INC DEL	$0	–	-21,700	-100.0%	-0.06%	–
MITL	Exit	MITEL NETWORKS CORP	$0	–	-27,000	-100.0%	-0.06%	–
LXFT	Exit	LUXOFT HLDG INC	$0	–	-5,300	-100.0%	-0.06%	–
HSII	Exit	HEIDRICK & STRUGGLES INTL IN	$0	–	-11,200	-100.0%	-0.06%	–
SRE	Exit	SEMPRA ENERGY	$0	–	-2,500	-100.0%	-0.06%	–
OTTR	Exit	OTTER TAIL CORP	$0	–	-8,500	-100.0%	-0.06%	–
CCRN	Exit	CROSS CTRY HEALTHCARE INC	$0	–	-23,500	-100.0%	-0.06%	–
TK	Exit	TEEKAY CORPORATION	$0	–	-6,000	-100.0%	-0.06%	–
NNN	Exit	NATIONAL RETAIL PPTYS INC	$0	–	-6,800	-100.0%	-0.06%	–
AFL	Exit	AFLAC INC	$0	–	-4,400	-100.0%	-0.06%	–
HURN	Exit	HURON CONSULTING GROUP INC	$0	–	-4,200	-100.0%	-0.06%	–
NWL	Exit	NEWELL RUBBERMAID INC	$0	–	-7,200	-100.0%	-0.06%	–
BLOX	Exit	INFOBLOX INC	$0	–	-11,700	-100.0%	-0.06%	–
ODFL	Exit	OLD DOMINION FGHT LINES INC	$0	–	-3,600	-100.0%	-0.06%	–
TSN	Exit	TYSON FOODS INCcl a	$0	–	-7,500	-100.0%	-0.06%	–
NOW	Exit	SERVICENOW INC	$0	–	-3,600	-100.0%	-0.06%	–
HSY	Exit	HERSHEY CO	$0	–	-2,800	-100.0%	-0.06%	–
VRNT	Exit	VERINT SYS INC	$0	–	-4,600	-100.0%	-0.06%	–
RGS	Exit	REGIS CORP MINN	$0	–	-17,500	-100.0%	-0.06%	–
GGG	Exit	GRACO INC	$0	–	-4,000	-100.0%	-0.06%	–
ZIOP	Exit	ZIOPHARM ONCOLOGY INC	$0	–	-26,900	-100.0%	-0.06%	–
UDR	Exit	UDR INC	$0	–	-8,500	-100.0%	-0.06%	–
CBM	Exit	CAMBREX CORP	$0	–	-7,500	-100.0%	-0.06%	–
POWI	Exit	POWER INTEGRATIONS INC	$0	–	-5,700	-100.0%	-0.06%	–
POT	Exit	POTASH CORP SASK INC	$0	–	-9,200	-100.0%	-0.06%	–
PHM	Exit	PULTE GROUP INC	$0	–	-13,200	-100.0%	-0.06%	–
CBPX	Exit	CONTINENTAL BLDG PRODS INC	$0	–	-13,201	-100.0%	-0.06%	–
CRRTQ	Exit	CARBO CERAMICS INC	$0	–	-10,000	-100.0%	-0.06%	–
GES	Exit	GUESS INC	$0	–	-16,300	-100.0%	-0.06%	–
PAYC	Exit	PAYCOM SOFTWARE INC	$0	–	-9,700	-100.0%	-0.06%	–
NXST	Exit	NEXSTAR BROADCASTING GROUP Icl a	$0	–	-5,400	-100.0%	-0.06%	–
LOCK	Exit	LIFELOCK INC	$0	–	-21,993	-100.0%	-0.06%	–
TRMB	Exit	TRIMBLE NAVIGATION LTD	$0	–	-12,200	-100.0%	-0.06%	–
FL	Exit	FOOT LOCKER INC	$0	–	-5,000	-100.0%	-0.06%	–
AIG	Exit	AMERICAN INTL GROUP INC	$0	–	-5,700	-100.0%	-0.06%	–
TEVA	Exit	TEVA PHARMACEUTICAL INDS LTDadr	$0	–	-5,000	-100.0%	-0.06%	–
MAA	Exit	MID-AMER APT CMNTYS INC	$0	–	-4,100	-100.0%	-0.07%	–
ARCO	Exit	ARCOS DORADOS HOLDINGS INC	$0	–	-64,700	-100.0%	-0.07%	–
RGLS	Exit	REGULUS THERAPEUTICS INC	$0	–	-18,700	-100.0%	-0.07%	–
FNGN	Exit	FINANCIAL ENGINES INC	$0	–	-7,600	-100.0%	-0.07%	–
BXP	Exit	BOSTON PROPERTIES INC	$0	–	-2,300	-100.0%	-0.07%	–
FHN	Exit	FIRST HORIZON NATL CORP	$0	–	-22,500	-100.0%	-0.07%	–
RYAAY	Exit	RYANAIR HLDGS PLCsponsored adr	$0	–	-4,900	-100.0%	-0.07%	–
WMB	Exit	WILLIAMS COS INC DEL	$0	–	-6,500	-100.0%	-0.07%	–
WNS	Exit	WNS HOLDINGS LTDspon adr	$0	–	-13,500	-100.0%	-0.07%	–
SQM	Exit	SOCIEDAD QUIMICA MINERA DE Cspon adr ser b	$0	–	-17,900	-100.0%	-0.07%	–
BDE	Exit	BLACK DIAMOND INC	$0	–	-35,100	-100.0%	-0.07%	–
OSTK	Exit	OVERSTOCK COM INC DEL	$0	–	-13,800	-100.0%	-0.07%	–
HTS	Exit	HATTERAS FINL CORP	$0	–	-18,300	-100.0%	-0.07%	–
TLYS	Exit	TILLYS INCcl a	$0	–	-21,200	-100.0%	-0.07%	–
ILMN	Exit	ILLUMINA INC	$0	–	-1,800	-100.0%	-0.07%	–
HUM	Exit	HUMANA INC	$0	–	-1,900	-100.0%	-0.07%	–
SNA	Exit	SNAP ON INC	$0	–	-2,300	-100.0%	-0.07%	–
MC	Exit	MOELIS & COcl a	$0	–	-11,300	-100.0%	-0.07%	–
SHW	Exit	SHERWIN WILLIAMS CO	$0	–	-1,200	-100.0%	-0.07%	–
LMNX	Exit	LUMINEX CORP DEL	$0	–	-21,300	-100.0%	-0.07%	–
LRCX	Exit	LAM RESEARCH CORP	$0	–	-4,900	-100.0%	-0.07%	–
JAH	Exit	JARDEN CORP	$0	–	-6,600	-100.0%	-0.07%	–
ZG	Exit	ZILLOW GROUP INCcl a	$0	–	-3,466	-100.0%	-0.07%	–
UNP	Exit	UNION PAC CORP	$0	–	-3,200	-100.0%	-0.07%	–
EME	Exit	EMCOR GROUP INC	$0	–	-7,500	-100.0%	-0.07%	–
CATM	Exit	CARDTRONICS INC	$0	–	-9,400	-100.0%	-0.07%	–
HOG	Exit	HARLEY DAVIDSON INC	$0	–	-5,800	-100.0%	-0.07%	–
HWAY	Exit	HEALTHWAYS INC	$0	–	-17,800	-100.0%	-0.07%	–
PENN	Exit	PENN NATL GAMING INC	$0	–	-22,700	-100.0%	-0.07%	–
VEEV	Exit	VEEVA SYS INC	$0	–	-13,900	-100.0%	-0.07%	–
RUTH	Exit	RUTHS HOSPITALITY GROUP INC	$0	–	-22,200	-100.0%	-0.07%	–
MSM	Exit	MSC INDL DIRECT INCcl a	$0	–	-4,900	-100.0%	-0.07%	–
YPF	Exit	YPF SOCIEDAD ANONIMAspon adr cl d	$0	–	-13,000	-100.0%	-0.07%	–
ELOS	Exit	SYNERON MEDICAL LTD	$0	–	-28,900	-100.0%	-0.07%	–
CLNY	Exit	COLONY FINL INC	$0	–	-13,800	-100.0%	-0.07%	–
ISBC	Exit	INVESTORS BANCORP INC NEW	$0	–	-30,500	-100.0%	-0.07%	–
BDBD	Exit	BOULDER BRANDS INC	$0	–	-37,800	-100.0%	-0.08%	–
DPS	Exit	DR PEPPER SNAPPLE GROUP INC	$0	–	-4,600	-100.0%	-0.08%	–
X	Exit	UNITED STATES STL CORP NEW	$0	–	-14,900	-100.0%	-0.08%	–
ARMK	Exit	ARAMARK	$0	–	-11,500	-100.0%	-0.08%	–
MUSA	Exit	MURPHY USA INC	$0	–	-5,000	-100.0%	-0.08%	–
SSNC	Exit	SS&C TECHNOLOGIES HLDGS INC	$0	–	-5,900	-100.0%	-0.08%	–
SIVB	Exit	SVB FINL GROUP	$0	–	-2,900	-100.0%	-0.08%	–
LLL	Exit	L-3 COMMUNICATIONS HLDGS INC	$0	–	-2,900	-100.0%	-0.08%	–
CR	Exit	CRANE CO	$0	–	-6,000	-100.0%	-0.08%	–
MYCC	Exit	CLUBCORP HLDGS INC	$0	–	-19,100	-100.0%	-0.08%	–
AWAY	Exit	HOMEAWAY INC	$0	–	-12,300	-100.0%	-0.08%	–
BPOP	Exit	POPULAR INC	$0	–	-10,800	-100.0%	-0.08%	–
ENTA	Exit	ENANTA PHARMACEUTICALS INC	$0	–	-12,100	-100.0%	-0.08%	–
SPWR	Exit	SUNPOWER CORP	$0	–	-12,100	-100.0%	-0.08%	–
BAH	Exit	BOOZ ALLEN HAMILTON HLDG CORcl a	$0	–	-13,200	-100.0%	-0.08%	–
CAM	Exit	CAMERON INTERNATIONAL CORP	$0	–	-8,600	-100.0%	-0.08%	–
POL	Exit	POLYONE CORP	$0	–	-10,400	-100.0%	-0.08%	–
DD	Exit	DU PONT E I DE NEMOURS & CO	$0	–	-5,400	-100.0%	-0.08%	–
TYL	Exit	TYLER TECHNOLOGIES INC	$0	–	-3,200	-100.0%	-0.08%	–
EMN	Exit	EASTMAN CHEM CO	$0	–	-5,600	-100.0%	-0.08%	–
PGNX	Exit	PROGENICS PHARMACEUTICALS IN	$0	–	-64,400	-100.0%	-0.08%	–
HDB	Exit	HDFC BANK LTD	$0	–	-6,600	-100.0%	-0.08%	–
MET	Exit	METLIFE INC	$0	–	-7,700	-100.0%	-0.08%	–
MDXG	Exit	MIMEDX GROUP INC	$0	–	-37,800	-100.0%	-0.08%	–
IPAR	Exit	INTER PARFUMS INC	$0	–	-12,200	-100.0%	-0.08%	–
HUBS	Exit	HUBSPOT INC	$0	–	-10,100	-100.0%	-0.08%	–
AMT	Exit	AMERICAN TOWER CORP NEW	$0	–	-4,300	-100.0%	-0.08%	–
	Exit	HORIZON PHARMA INCnote 5.000%11/1	$0	–	-15,800	-100.0%	-0.08%	–
ASEI	Exit	AMERICAN SCIENCE & ENGR INC	$0	–	-8,400	-100.0%	-0.08%	–
THRM	Exit	GENTHERM INC	$0	–	-8,100	-100.0%	-0.08%	–
CLGX	Exit	CORELOGIC INC	$0	–	-11,700	-100.0%	-0.08%	–
CEO	Exit	CNOOC LTDsponsored adr	$0	–	-2,900	-100.0%	-0.08%	–
PII	Exit	POLARIS INDS INC	$0	–	-2,900	-100.0%	-0.08%	–
MOV	Exit	MOVADO GROUP INC	$0	–	-14,500	-100.0%	-0.09%	–
MON	Exit	MONSANTO CO NEW	$0	–	-3,700	-100.0%	-0.09%	–
SONC	Exit	SONIC CORP	$0	–	-13,100	-100.0%	-0.09%	–
TRAK	Exit	DEALERTRACK TECHNOLOGIES INC	$0	–	-10,900	-100.0%	-0.09%	–
APOG	Exit	APOGEE ENTERPRISES INC	$0	–	-9,800	-100.0%	-0.09%	–
BCC	Exit	BOISE CASCADE CO DEL	$0	–	-11,500	-100.0%	-0.09%	–
MKTX	Exit	MARKETAXESS HLDGS INC	$0	–	-5,200	-100.0%	-0.09%	–
VTR	Exit	VENTAS INC	$0	–	-5,984	-100.0%	-0.09%	–
LL	Exit	LUMBER LIQUIDATORS HLDGS INC	$0	–	-14,100	-100.0%	-0.09%	–
HSNI	Exit	HSN INC	$0	–	-6,400	-100.0%	-0.09%	–
LXK	Exit	LEXMARK INTL NEWcl a	$0	–	-10,300	-100.0%	-0.09%	–
MNTA	Exit	MOMENTA PHARMACEUTICALS INC	$0	–	-28,498	-100.0%	-0.09%	–
RDNT	Exit	RADNET INC	$0	–	-52,300	-100.0%	-0.09%	–
XCRA	Exit	XCERRA CORP	$0	–	-49,500	-100.0%	-0.09%	–
OLN	Exit	OLIN CORP	$0	–	-13,700	-100.0%	-0.09%	–
DHI	Exit	D R HORTON INC	$0	–	-15,400	-100.0%	-0.09%	–
WEX	Exit	WEX INC	$0	–	-4,100	-100.0%	-0.09%	–
USCR	Exit	U S CONCRETE INC	$0	–	-13,132	-100.0%	-0.09%	–
GTN	Exit	GRAY TELEVISION INC	$0	–	-32,438	-100.0%	-0.09%	–
SCOR	Exit	COMSCORE INC	$0	–	-8,800	-100.0%	-0.09%	–
PARR	Exit	PAR PETE CORP	$0	–	-19,600	-100.0%	-0.09%	–
RPM	Exit	RPM INTL INC	$0	–	-9,700	-100.0%	-0.10%	–
TXT	Exit	TEXTRON INC	$0	–	-10,500	-100.0%	-0.10%	–
CNS	Exit	COHEN & STEERS INC	$0	–	-11,300	-100.0%	-0.10%	–
FANG	Exit	DIAMONDBACK ENERGY INC	$0	–	-6,100	-100.0%	-0.10%	–
HES	Exit	HESS CORP	$0	–	-6,900	-100.0%	-0.10%	–
NILE	Exit	BLUE NILE INC	$0	–	-14,800	-100.0%	-0.10%	–
MEI	Exit	METHODE ELECTRS INC	$0	–	-10,100	-100.0%	-0.10%	–
ETR	Exit	ENTERGY CORP NEW	$0	–	-6,100	-100.0%	-0.10%	–
BIDU	Exit	BAIDU INCspon adr rep a	$0	–	-2,300	-100.0%	-0.10%	–
HY	Exit	HYSTER YALE MATLS HANDLING Icl a	$0	–	-6,500	-100.0%	-0.10%	–
SCSS	Exit	SELECT COMFORT CORP	$0	–	-13,900	-100.0%	-0.10%	–
UMPQ	Exit	UMPQUA HLDGS CORP	$0	–	-27,700	-100.0%	-0.10%	–
HAWK	Exit	BLACKHAWK NETWORK HLDGS INCcl a	$0	–	-13,300	-100.0%	-0.10%	–
CCOI	Exit	COGENT COMMUNICATIONS HLDGS	$0	–	-13,500	-100.0%	-0.10%	–
BAS	Exit	BASIC ENERGY SVCS INC NEW	$0	–	-70,700	-100.0%	-0.10%	–
RALY	Exit	RALLY SOFTWARE DEV CORP	$0	–	-31,136	-100.0%	-0.10%	–
MAS	Exit	MASCO CORP	$0	–	-18,300	-100.0%	-0.10%	–
BDX	Exit	BECTON DICKINSON & CO	$0	–	-3,400	-100.0%	-0.10%	–
HMSY	Exit	HMS HLDGS CORP	$0	–	-31,610	-100.0%	-0.10%	–
CCL	Exit	CARNIVAL CORPpaired ctf	$0	–	-10,300	-100.0%	-0.10%	–
MTW	Exit	MANITOWOC INC	$0	–	-22,900	-100.0%	-0.10%	–
M	Exit	MACYS INC	$0	–	-7,600	-100.0%	-0.10%	–
USG	Exit	U S G CORP	$0	–	-18,500	-100.0%	-0.10%	–
MSTR	Exit	MICROSTRATEGY INCcl a new	$0	–	-3,000	-100.0%	-0.10%	–
NLSN	Exit	NIELSEN N V	$0	–	-11,400	-100.0%	-0.10%	–
EGOV	Exit	NIC INC	$0	–	-29,200	-100.0%	-0.11%	–
SCAI	Exit	SURGICAL CARE AFFILIATES INC	$0	–	-15,100	-100.0%	-0.11%	–
INTC	Exit	INTEL CORP	$0	–	-16,500	-100.0%	-0.11%	–
ALXN	Exit	ALEXION PHARMACEUTICALS INC	$0	–	-3,000	-100.0%	-0.11%	–
KSU	Exit	KANSAS CITY SOUTHERN	$0	–	-5,100	-100.0%	-0.11%	–
RLJ	Exit	RLJ LODGING TR	$0	–	-16,700	-100.0%	-0.11%	–
RGA	Exit	REINSURANCE GROUP AMER INC	$0	–	-5,600	-100.0%	-0.11%	–
BRKB	Exit	BERKSHIRE HATHAWAY INC DELcl b new	$0	–	-3,600	-100.0%	-0.11%	–
MDLZ	Exit	MONDELEZ INTL INCcl a	$0	–	-14,400	-100.0%	-0.11%	–
MENT	Exit	MENTOR GRAPHICS CORP	$0	–	-21,900	-100.0%	-0.11%	–
PLOW	Exit	DOUGLAS DYNAMICS INC	$0	–	-23,300	-100.0%	-0.11%	–
GCAP	Exit	GAIN CAP HLDGS INC	$0	–	-54,311	-100.0%	-0.11%	–
SRC	Exit	SPIRIT RLTY CAP INC NEW	$0	–	-44,100	-100.0%	-0.11%	–
BBW	Exit	BUILD A BEAR WORKSHOP	$0	–	-27,400	-100.0%	-0.11%	–
SUPN	Exit	SUPERNUS PHARMACEUTICALS INC	$0	–	-44,500	-100.0%	-0.11%	–
AMG	Exit	AFFILIATED MANAGERS GROUP	$0	–	-2,500	-100.0%	-0.11%	–
ANWWQ	Exit	AEGEAN MARINE PETROLEUM NETW	$0	–	-38,100	-100.0%	-0.11%	–
CVLG	Exit	COVENANT TRANSN GROUP INCcl a	$0	–	-16,600	-100.0%	-0.11%	–
LEG	Exit	LEGGETT & PLATT INC	$0	–	-12,200	-100.0%	-0.12%	–
BEN	Exit	FRANKLIN RES INC	$0	–	-10,900	-100.0%	-0.12%	–
CDW	Exit	CDW CORP	$0	–	-15,200	-100.0%	-0.12%	–
B108PS	Exit	ACTAVIS PLC	$0	–	-1,900	-100.0%	-0.12%	–
SERV	Exit	SERVICEMASTER GLOBAL HLDGS I	$0	–	-16,900	-100.0%	-0.12%	–
CFG	Exit	CITIZENS FINL GROUP INC	$0	–	-23,700	-100.0%	-0.12%	–
STE	Exit	STERIS CORP	$0	–	-8,200	-100.0%	-0.12%	–
PLD	Exit	PROLOGIS INC	$0	–	-13,200	-100.0%	-0.12%	–
SCMP	Exit	SUCAMPO PHARMACEUTICALS INCcl a	$0	–	-37,300	-100.0%	-0.12%	–
C	Exit	CITIGROUP INC	$0	–	-11,300	-100.0%	-0.12%	–
ACCO	Exit	ACCO BRANDS CORP	$0	–	-71,300	-100.0%	-0.12%	–
ENS	Exit	ENERSYS	$0	–	-9,300	-100.0%	-0.12%	–
Q104PS	Exit	PARKWAY PPTYS INC	$0	–	-34,400	-100.0%	-0.12%	–
BRC	Exit	BRADY CORPcl a	$0	–	-21,200	-100.0%	-0.12%	–
LNT	Exit	ALLIANT ENERGY CORP	$0	–	-9,500	-100.0%	-0.12%	–
CMPR	Exit	CIMPRESS N V	$0	–	-7,100	-100.0%	-0.12%	–
FINL	Exit	FINISH LINE INCcl a	$0	–	-24,600	-100.0%	-0.12%	–
NLNK	Exit	NEWLINK GENETICS CORP	$0	–	-11,100	-100.0%	-0.13%	–
SWIR	Exit	SIERRA WIRELESS INC	$0	–	-18,700	-100.0%	-0.13%	–
KIRK	Exit	KIRKLANDS INC	$0	–	-26,000	-100.0%	-0.13%	–
TSCO	Exit	TRACTOR SUPPLY CO	$0	–	-7,300	-100.0%	-0.13%	–
GWRE	Exit	GUIDEWIRE SOFTWARE INC	$0	–	-11,900	-100.0%	-0.13%	–
BRSWQ	Exit	BRISTOW GROUP INC	$0	–	-11,900	-100.0%	-0.13%	–
HRS	Exit	HARRIS CORP DEL	$0	–	-8,300	-100.0%	-0.14%	–
AAL	Exit	AMERICAN AIRLS GROUP INC	$0	–	-12,400	-100.0%	-0.14%	–
CUB	Exit	CUBIC CORP	$0	–	-12,700	-100.0%	-0.14%	–
RAIL	Exit	FREIGHTCAR AMER INC	$0	–	-20,900	-100.0%	-0.14%	–
VOYA	Exit	VOYA FINL INC	$0	–	-15,400	-100.0%	-0.14%	–
DAL	Exit	DELTA AIR LINES INC DEL	$0	–	-14,800	-100.0%	-0.14%	–
CNHI	Exit	CNH INDL N V	$0	–	-81,600	-100.0%	-0.14%	–
SC	Exit	SANTANDER CONSUMER USA HDG I	$0	–	-29,000	-100.0%	-0.14%	–
SSINQ	Exit	STAGE STORES INC	$0	–	-29,500	-100.0%	-0.14%	–
FLIR	Exit	FLIR SYS INC	$0	–	-21,900	-100.0%	-0.14%	–
WIN	Exit	WINDSTREAM HLDGS INC	$0	–	-93,300	-100.0%	-0.14%	–
UNFI	Exit	UNITED NAT FOODS INC	$0	–	-9,000	-100.0%	-0.14%	–
LYB	Exit	LYONDELLBASELL INDUSTRIES N	$0	–	-7,900	-100.0%	-0.14%	–
ARRY	Exit	ARRAY BIOPHARMA INC	$0	–	-95,000	-100.0%	-0.14%	–
GLOB	Exit	GLOBANT S A	$0	–	-33,328	-100.0%	-0.14%	–
WSTC	Exit	WEST CORP	$0	–	-20,900	-100.0%	-0.15%	–
SAIA	Exit	SAIA INC	$0	–	-16,000	-100.0%	-0.15%	–
VA	Exit	VIRGIN AMER INC	$0	–	-23,600	-100.0%	-0.15%	–
SGMO	Exit	SANGAMO BIOSCIENCES INC	$0	–	-45,900	-100.0%	-0.15%	–
UIS	Exit	UNISYS CORP	$0	–	-31,100	-100.0%	-0.15%	–
AMCX	Exit	AMC NETWORKS INCcl a	$0	–	-9,500	-100.0%	-0.15%	–
CNO	Exit	CNO FINL GROUP INC	$0	–	-42,900	-100.0%	-0.15%	–
IPG	Exit	INTERPUBLIC GROUP COS INC	$0	–	-33,400	-100.0%	-0.15%	–
ISIS	Exit	ISIS PHARMACEUTICALS INC	$0	–	-11,600	-100.0%	-0.15%	–
CNW	Exit	CON-WAY INC	$0	–	-16,700	-100.0%	-0.15%	–
SLCA	Exit	U S SILICA HLDGS INC	$0	–	-21,200	-100.0%	-0.16%	–
ALJ	Exit	ALON USA ENERGY INC	$0	–	-47,000	-100.0%	-0.16%	–
MAR	Exit	MARRIOTT INTL INC NEWcl a	$0	–	-9,800	-100.0%	-0.16%	–
LTMAQ	Exit	LATAM AIRLS GROUP S Asponsored adr	$0	–	-99,200	-100.0%	-0.17%	–
SHLDQ	Exit	SEARS HLDGS CORP	$0	–	-19,900	-100.0%	-0.17%	–
FI	Exit	FRANKS INTL N V	$0	–	-44,000	-100.0%	-0.17%	–
BURL	Exit	BURLINGTON STORES INC	$0	–	-13,900	-100.0%	-0.17%	–
TMH	Exit	TEAM HEALTH HOLDINGS INC	$0	–	-14,200	-100.0%	-0.17%	–
PPL	Exit	PPL CORP	$0	–	-25,400	-100.0%	-0.18%	–
INFY	Exit	INFOSYS LTDsponsored adr	$0	–	-24,700	-100.0%	-0.18%	–
RCL	Exit	ROYAL CARIBBEAN CRUISES LTD	$0	–	-10,800	-100.0%	-0.18%	–
WWW	Exit	WOLVERINE WORLD WIDE INC	$0	–	-26,600	-100.0%	-0.18%	–
ESV	Exit	ENSCO PLC	$0	–	-42,400	-100.0%	-0.18%	–
RDC	Exit	ROWAN COMPANIES PLC	$0	–	-51,300	-100.0%	-0.19%	–
WSM	Exit	WILLIAMS SONOMA INC	$0	–	-11,600	-100.0%	-0.19%	–
DECK	Exit	DECKERS OUTDOOR CORP	$0	–	-12,800	-100.0%	-0.19%	–
HF	Exit	HFF INCcl a	$0	–	-25,000	-100.0%	-0.19%	–
DLTR	Exit	DOLLAR TREE INC	$0	–	-11,600	-100.0%	-0.20%	–
LECO	Exit	LINCOLN ELEC HLDGS INC	$0	–	-14,600	-100.0%	-0.20%	–
R114PS	Exit	CHIPMOS TECH BERMUDA LTD	$0	–	-39,300	-100.0%	-0.20%	–
CYNO	Exit	CYNOSURE INCcl a	$0	–	-31,980	-100.0%	-0.20%	–
AGO	Exit	ASSURED GUARANTY LTD	$0	–	-37,145	-100.0%	-0.20%	–
TIF	Exit	TIFFANY & CO NEW	$0	–	-11,300	-100.0%	-0.21%	–
FLWS	Exit	1 800 FLOWERS COMcl a	$0	–	-84,700	-100.0%	-0.21%	–
PAHC	Exit	PHIBRO ANIMAL HEALTH CORP	$0	–	-28,500	-100.0%	-0.21%	–
ARRS	Exit	ARRIS GROUP INC NEW	$0	–	-35,000	-100.0%	-0.21%	–
Q	Exit	QUINTILES TRANSNATIO HLDGS I	$0	–	-15,100	-100.0%	-0.21%	–
SAM	Exit	BOSTON BEER INCcl a	$0	–	-3,800	-100.0%	-0.21%	–
H	Exit	HYATT HOTELS CORP	$0	–	-17,560	-100.0%	-0.22%	–
TJX	Exit	TJX COS INC NEW	$0	–	-14,900	-100.0%	-0.22%	–
RNR	Exit	RENAISSANCERE HOLDINGS LTD	$0	–	-10,600	-100.0%	-0.22%	–
NSP	Exit	INSPERITY INC	$0	–	-20,400	-100.0%	-0.22%	–
SLGN	Exit	SILGAN HOLDINGS INC	$0	–	-18,500	-100.0%	-0.22%	–
VIP	Exit	VIMPELCOM LTDsponsored adr	$0	–	-205,200	-100.0%	-0.22%	–
WM	Exit	WASTE MGMT INC DEL	$0	–	-20,000	-100.0%	-0.22%	–
YRCW	Exit	YRC WORLDWIDE INC	$0	–	-64,400	-100.0%	-0.24%	–
HNI	Exit	HNI CORP	$0	–	-21,000	-100.0%	-0.24%	–
ROVI	Exit	ROVI CORP	$0	–	-65,500	-100.0%	-0.25%	–
ENIA	Exit	ENERSIS S Asponsored adr	$0	–	-74,200	-100.0%	-0.25%	–
SFM	Exit	SPROUTS FMRS MKT INC	$0	–	-34,600	-100.0%	-0.25%	–
SIG	Exit	SIGNET JEWELERS LIMITED	$0	–	-8,927	-100.0%	-0.26%	–
QIWI	Exit	QIWI PLCspon adr rep b	$0	–	-52,800	-100.0%	-0.26%	–
FTR	Exit	FRONTIER COMMUNICATIONS CORP	$0	–	-181,100	-100.0%	-0.26%	–
AUOTY	Exit	AU OPTRONICS CORPsponsored adr	$0	–	-258,000	-100.0%	-0.27%	–
BID	Exit	SOTHEBYS	$0	–	-31,300	-100.0%	-0.27%	–
ERJ	Exit	EMBRAER S A	$0	–	-43,000	-100.0%	-0.27%	–
FIVE	Exit	FIVE BELOW INC	$0	–	-37,500	-100.0%	-0.28%	–
HAWKB	Exit	BLACKHAWK NETWORK HLDGS INCcl b	$0	–	-37,500	-100.0%	-0.28%	–
WWE	Exit	WORLD WRESTLING ENTMT INCcl a	$0	–	-97,000	-100.0%	-0.28%	–
FOXA	Exit	TWENTY FIRST CENTY FOX INCcl a	$0	–	-40,100	-100.0%	-0.28%	–
LVLT	Exit	LEVEL 3 COMMUNICATIONS INC	$0	–	-25,300	-100.0%	-0.28%	–
TRGP	Exit	TARGA RES CORP	$0	–	-14,200	-100.0%	-0.28%	–
CHE	Exit	CHEMED CORP NEW	$0	–	-11,500	-100.0%	-0.28%	–
AFSI	Exit	AMTRUST FINL SVCS INC	$0	–	-24,700	-100.0%	-0.29%	–
BRCM	Exit	BROADCOM CORPcl a	$0	–	-33,000	-100.0%	-0.30%	–
LAMR	Exit	LAMAR ADVERTISING CO NEWcl a	$0	–	-24,700	-100.0%	-0.30%	–
COLM	Exit	COLUMBIA SPORTSWEAR CO	$0	–	-24,100	-100.0%	-0.30%	–
MU	Exit	MICRON TECHNOLOGY INC	$0	–	-54,700	-100.0%	-0.31%	–
BC	Exit	BRUNSWICK CORP	$0	–	-30,800	-100.0%	-0.33%	–
SHPG	Exit	SHIRE PLCsponsored adr	$0	–	-6,700	-100.0%	-0.33%	–
GT	Exit	GOODYEAR TIRE & RUBR CO	$0	–	-60,700	-100.0%	-0.34%	–
WNC	Exit	WABASH NATL CORP	$0	–	-116,400	-100.0%	-0.34%	–
DEPO	Exit	DEPOMED INC	$0	–	-74,100	-100.0%	-0.34%	–
JCPNQ	Exit	PENNEY J C INC	$0	–	-198,300	-100.0%	-0.34%	–
CTB	Exit	COOPER TIRE & RUBR CO	$0	–	-39,400	-100.0%	-0.35%	–
TTM	Exit	TATA MTRS LTDsponsored adr	$0	–	-38,000	-100.0%	-0.35%	–
BKS	Exit	BARNES & NOBLE INC	$0	–	-72,100	-100.0%	-0.35%	–
ITG	Exit	INVESTMENT TECHNOLOGY GRP NE	$0	–	-58,000	-100.0%	-0.36%	–
WHR	Exit	WHIRLPOOL CORP	$0	–	-9,000	-100.0%	-0.38%	–
SFLY	Exit	SHUTTERFLY INC	$0	–	-40,600	-100.0%	-0.38%	–
QEP	Exit	QEP RES INC	$0	–	-88,100	-100.0%	-0.38%	–
CHRW	Exit	C H ROBINSON WORLDWIDE INC	$0	–	-25,200	-100.0%	-0.38%	–
TEX	Exit	TEREX CORP NEW	$0	–	-72,000	-100.0%	-0.40%	–
CRZO	Exit	CARRIZO OIL & GAS INC	$0	–	-40,100	-100.0%	-0.41%	–
EVR	Exit	EVERCORE PARTNERS INCclass a	$0	–	-39,300	-100.0%	-0.42%	–
CBRE	Exit	CBRE GROUP INCcl a	$0	–	-53,900	-100.0%	-0.43%	–
CCK	Exit	CROWN HOLDINGS INC	$0	–	-38,900	-100.0%	-0.44%	–
DKS	Exit	DICKS SPORTING GOODS INC	$0	–	-37,100	-100.0%	-0.44%	–
CBD	Exit	COMPANHIA BRASILEIRA DE DISTspn adr pfd cl a	$0	–	-73,700	-100.0%	-0.46%	–
OGE	Exit	OGE ENERGY CORP	$0	–	-69,700	-100.0%	-0.46%	–
AGCO	Exit	AGCO CORP	$0	–	-47,000	-100.0%	-0.46%	–
DBD	Exit	DIEBOLD INC	$0	–	-64,400	-100.0%	-0.47%	–
CLF	Exit	CLIFFS NAT RES INC	$0	–	-488,000	-100.0%	-0.49%	–
STX	Exit	SEAGATE TECHNOLOGY PLC	$0	–	-45,400	-100.0%	-0.49%	–
FTI	Exit	FMC TECHNOLOGIES INC	$0	–	-66,700	-100.0%	-0.51%	–
WPX	Exit	WPX ENERGY INC	$0	–	-245,300	-100.0%	-0.56%	–
CNC	Exit	CENTENE CORP DEL	$0	–	-39,200	-100.0%	-0.57%	–
FSLR	Exit	FIRST SOLAR INC	$0	–	-46,400	-100.0%	-0.57%	–
GPK	Exit	GRAPHIC PACKAGING HLDG CO	$0	–	-204,200	-100.0%	-0.62%	–
ITUB	Exit	ITAU UNIBANCO HLDG SAspon adr rep pfd	$0	–	-286,400	-100.0%	-0.66%	–
EXP	Exit	EAGLE MATERIALS INC	$0	–	-39,800	-100.0%	-0.69%	–
JLL	Exit	JONES LANG LASALLE INC	$0	–	-21,355	-100.0%	-0.75%	–

Original filings

The following EDGAR filing(s) were analyzed to create this report:

View 13F-HR filed 2015-08-14

Signatures

The EDGAR filing(s) were signed by:

David Rice — Chief Compliance Officer

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)

ELLINGTON MANAGEMENT GROUP LLC Q2 2015 significant holdings filed using form 13D/G when ownership exceeds 5% of a company's total stock issue.
	Filed	Shares	Percentage
SPSS INC^{Sold 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

View complete filings history.

Compare quarters

Export ELLINGTON MANAGEMENT GROUP LLC's holdings