$355 Million is the total value of ELLINGTON MANAGEMENT GROUP LLC's 676 reported holdings in Q3 2015. The portfolio turnover from Q2 2015 to Q3 2015 was 100.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ABEV | Exit | AMBEV SAsponsored adr | $0 | – | -10,200 | -100.0% | -0.02% | – |
| CZZ | Exit | COSAN LTD | $0 | – | -10,084 | -100.0% | -0.02% | – |
| IG | Exit | IGI LABS INC | $0 | – | -10,200 | -100.0% | -0.02% | – |
| ECYT | Exit | ENDOCYTE INC | $0 | – | -12,612 | -100.0% | -0.02% | – |
| OREX | Exit | OREXIGEN THERAPEUTICS INC | $0 | – | -15,200 | -100.0% | -0.02% | – |
| PXLW | Exit | PIXELWORKS INC | $0 | – | -13,800 | -100.0% | -0.02% | – |
| SAN | Exit | BANCO SANTANDER SAadr | $0 | – | -11,590 | -100.0% | -0.02% | – |
| MTSN | Exit | MATTSON TECHNOLOGY INC | $0 | – | -23,800 | -100.0% | -0.02% | – |
| RST | Exit | ROSETTA STONE INC | $0 | – | -10,800 | -100.0% | -0.02% | – |
| VSTM | Exit | VERASTEM INC | $0 | – | -12,034 | -100.0% | -0.02% | – |
| JGWEQ | Exit | J G WENTWORTH COcl a | $0 | – | -10,291 | -100.0% | -0.02% | – |
| CHGG | Exit | CHEGG INC | $0 | – | -12,578 | -100.0% | -0.02% | – |
| COWN | Exit | COWEN GROUP INC NEWcl a | $0 | – | -15,500 | -100.0% | -0.02% | – |
| CVEO | Exit | CIVEO CORP | $0 | – | -33,900 | -100.0% | -0.02% | – |
| BINDQ | Exit | BIND THERAPEUTICS INC | $0 | – | -18,638 | -100.0% | -0.02% | – |
| ZIXI | Exit | ZIX CORP | $0 | – | -20,494 | -100.0% | -0.03% | – |
| CLDPQ | Exit | CLOUD PEAK ENERGY INC | $0 | – | -23,708 | -100.0% | -0.03% | – |
| GCA | Exit | GLOBAL CASH ACCESS HLDGS INC | $0 | – | -14,400 | -100.0% | -0.03% | – |
| MN | Exit | MANNING & NAPIER INCcl a | $0 | – | -11,709 | -100.0% | -0.03% | – |
| CIA | Exit | CITIZENS INCcl a | $0 | – | -16,016 | -100.0% | -0.03% | – |
| SPWH | Exit | SPORTSMANS WHSE HLDGS INC | $0 | – | -10,506 | -100.0% | -0.03% | – |
| SMRTQ | Exit | STEIN MART INC | $0 | – | -11,767 | -100.0% | -0.03% | – |
| LXRX | Exit | LEXICON PHARMACEUTICALS INC | $0 | – | -15,000 | -100.0% | -0.03% | – |
| VNDA | Exit | VANDA PHARMACEUTICALS INC | $0 | – | -10,281 | -100.0% | -0.03% | – |
| CIG | Exit | COMPANHIA ENERGETICA DE MINAsp adr n-v pfd | $0 | – | -34,100 | -100.0% | -0.03% | – |
| VLY | Exit | VALLEY NATL BANCORP | $0 | – | -13,000 | -100.0% | -0.03% | – |
| SBS | Exit | COMPANHIA DE SANEAMENTO BASIsponsored adr | $0 | – | -27,300 | -100.0% | -0.03% | – |
| VG | Exit | VONAGE HLDGS CORP | $0 | – | -29,500 | -100.0% | -0.04% | – |
| PACB | Exit | PACIFIC BIOSCIENCES CALIF IN | $0 | – | -25,695 | -100.0% | -0.04% | – |
| RLGT | Exit | RADIANT LOGISTICS INC | $0 | – | -20,500 | -100.0% | -0.04% | – |
| IRDM | Exit | IRIDIUM COMMUNICATIONS INC | $0 | – | -16,500 | -100.0% | -0.04% | – |
| MBT | Exit | MOBILE TELESYSTEMS OJSCsponsored adr | $0 | – | -16,000 | -100.0% | -0.04% | – |
| AINV | Exit | APOLLO INVT CORP | $0 | – | -22,475 | -100.0% | -0.04% | – |
| PBPB | Exit | POTBELLY CORP | $0 | – | -13,194 | -100.0% | -0.04% | – |
| SNOW | Exit | INTRAWEST RESORTS HLDGS INC | $0 | – | -14,000 | -100.0% | -0.04% | – |
| INTEQ | Exit | INTELSAT S A | $0 | – | -16,550 | -100.0% | -0.04% | – |
| MUFG | Exit | MITSUBISHI UFJ FINL GROUP INsponsored adr | $0 | – | -23,900 | -100.0% | -0.04% | – |
| EXAR | Exit | EXAR CORP | $0 | – | -17,414 | -100.0% | -0.04% | – |
| GLFMQ | Exit | GULFMARK OFFSHORE INCcl a new | $0 | – | -14,769 | -100.0% | -0.04% | – |
| RIG | Exit | TRANSOCEAN LTD | $0 | – | -10,793 | -100.0% | -0.04% | – |
| BCRX | Exit | BIOCRYST PHARMACEUTICALS | $0 | – | -11,719 | -100.0% | -0.04% | – |
| GSM | Exit | GLOBE SPECIALTY METALS INC | $0 | – | -10,200 | -100.0% | -0.04% | – |
| PEIX | Exit | PACIFIC ETHANOL INC | $0 | – | -18,060 | -100.0% | -0.04% | – |
| AMH | Exit | AMERICAN HOMES 4 RENTcl a | $0 | – | -11,552 | -100.0% | -0.04% | – |
| BDSI | Exit | BIODELIVERY SCIENCES INTL IN | $0 | – | -22,997 | -100.0% | -0.04% | – |
| LAYN | Exit | LAYNE CHRISTENSEN CO | $0 | – | -20,995 | -100.0% | -0.05% | – |
| LC | Exit | LENDINGCLUB CORP | $0 | – | -12,789 | -100.0% | -0.05% | – |
| AVID | Exit | AVID TECHNOLOGY INC | $0 | – | -14,300 | -100.0% | -0.05% | – |
| PETX | Exit | ARATANA THERAPEUTICS INC | $0 | – | -12,700 | -100.0% | -0.05% | – |
| TNAV | Exit | TELENAV INC | $0 | – | -25,073 | -100.0% | -0.05% | – |
| RPT | Exit | RAMCO-GERSHENSON PPTYS TR | $0 | – | -12,408 | -100.0% | -0.05% | – |
| PRAA | Exit | PRA GROUP INC | $0 | – | -3,205 | -100.0% | -0.05% | – |
| ZPIN | Exit | ZHAOPIN LTDsponsored adr | $0 | – | -13,400 | -100.0% | -0.05% | – |
| FMI | Exit | FOUNDATION MEDICINE INC | $0 | – | -5,998 | -100.0% | -0.05% | – |
| WPP | Exit | WPP PLC NEWadr | $0 | – | -1,800 | -100.0% | -0.05% | – |
| EVC | Exit | ENTRAVISION COMMUNICATIONS Ccl a | $0 | – | -24,971 | -100.0% | -0.05% | – |
| DRI | Exit | DARDEN RESTAURANTS INC | $0 | – | -2,900 | -100.0% | -0.05% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -2,000 | -100.0% | -0.05% | – |
| UTHR | Exit | UNITED THERAPEUTICS CORP DEL | $0 | – | -1,200 | -100.0% | -0.05% | – |
| ICE | Exit | INTERCONTINENTAL EXCHANGE IN | $0 | – | -932 | -100.0% | -0.05% | – |
| PBY | Exit | PEP BOYS MANNY MOE & JACK | $0 | – | -16,900 | -100.0% | -0.05% | – |
| MOBI | Exit | SKY-MOBI LTDsponsored ads | $0 | – | -41,100 | -100.0% | -0.05% | – |
| STOR | Exit | STORE CAP CORP | $0 | – | -10,477 | -100.0% | -0.05% | – |
| AMP | Exit | AMERIPRISE FINL INC | $0 | – | -1,700 | -100.0% | -0.05% | – |
| SIMO | Exit | SILICON MOTION TECHNOLOGY COsponsored adr | $0 | – | -6,100 | -100.0% | -0.05% | – |
| SCVL | Exit | SHOE CARNIVAL INC | $0 | – | -7,434 | -100.0% | -0.05% | – |
| ABAX | Exit | ABAXIS INC | $0 | – | -4,200 | -100.0% | -0.05% | – |
| KEX | Exit | KIRBY CORP | $0 | – | -2,800 | -100.0% | -0.05% | – |
| OI | Exit | OWENS ILL INC | $0 | – | -9,400 | -100.0% | -0.05% | – |
| PRAH | Exit | PRA HEALTH SCIENCES INC | $0 | – | -6,000 | -100.0% | -0.05% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -1,681 | -100.0% | -0.05% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -3,600 | -100.0% | -0.05% | – |
| QCRH | Exit | QCR HOLDINGS INC | $0 | – | -10,000 | -100.0% | -0.05% | – |
| FICO | Exit | FAIR ISAAC CORP | $0 | – | -2,400 | -100.0% | -0.05% | – |
| PACW | Exit | PACWEST BANCORP DEL | $0 | – | -4,700 | -100.0% | -0.05% | – |
| THS | Exit | TREEHOUSE FOODS INC | $0 | – | -2,700 | -100.0% | -0.05% | – |
| CONN | Exit | CONNS INC | $0 | – | -5,591 | -100.0% | -0.05% | – |
| AERI | Exit | AERIE PHARMACEUTICALS INC | $0 | – | -12,400 | -100.0% | -0.05% | – |
| BWA | Exit | BORGWARNER INC | $0 | – | -3,900 | -100.0% | -0.05% | – |
| EFII | Exit | ELECTRONICS FOR IMAGING INC | $0 | – | -5,100 | -100.0% | -0.05% | – |
| CHDN | Exit | CHURCHILL DOWNS INC | $0 | – | -1,800 | -100.0% | -0.06% | – |
| PATK | Exit | PATRICK INDS INC | $0 | – | -5,900 | -100.0% | -0.06% | – |
| IILG | Exit | INTERVAL LEISURE GROUP INC | $0 | – | -9,834 | -100.0% | -0.06% | – |
| VWR | Exit | VWR CORP | $0 | – | -8,556 | -100.0% | -0.06% | – |
| AMWD | Exit | AMERICAN WOODMARK CORP | $0 | – | -4,205 | -100.0% | -0.06% | – |
| ROLL | Exit | RBC BEARINGS INC | $0 | – | -3,200 | -100.0% | -0.06% | – |
| BOBE | Exit | BOB EVANS FARMS INC | $0 | – | -4,500 | -100.0% | -0.06% | – |
| CHK | Exit | CHESAPEAKE ENERGY CORP | $0 | – | -20,500 | -100.0% | -0.06% | – |
| BOOT | Exit | BOOT BARN HLDGS INC | $0 | – | -7,111 | -100.0% | -0.06% | – |
| AES | Exit | AES CORP | $0 | – | -17,475 | -100.0% | -0.06% | – |
| CBSH | Exit | COMMERCE BANCSHARES INC | $0 | – | -4,997 | -100.0% | -0.06% | – |
| ZU | Exit | ZULILY INCcl a | $0 | – | -17,783 | -100.0% | -0.06% | – |
| JIVE | Exit | JIVE SOFTWARE INC | $0 | – | -44,526 | -100.0% | -0.06% | – |
| RJF | Exit | RAYMOND JAMES FINANCIAL INC | $0 | – | -3,900 | -100.0% | -0.06% | – |
| WAGE | Exit | WAGEWORKS INC | $0 | – | -5,770 | -100.0% | -0.06% | – |
| TKR | Exit | TIMKEN CO | $0 | – | -6,400 | -100.0% | -0.06% | – |
| SMFG | Exit | SUMITOMO MITSUI FINL GROUP Isponsored adr | $0 | – | -26,500 | -100.0% | -0.06% | – |
| NQ | Exit | NQ MOBILE INCadr repstg cl a | $0 | – | -45,200 | -100.0% | -0.06% | – |
| OMCL | Exit | OMNICELL INC | $0 | – | -6,300 | -100.0% | -0.06% | – |
| KRNY | Exit | KEARNY FINL CORP MD | $0 | – | -21,300 | -100.0% | -0.06% | – |
| PAC | Exit | GPO AEROPORTUARIO DEL PAC SAspon adr b | $0 | – | -3,500 | -100.0% | -0.06% | – |
| NUAN | Exit | NUANCE COMMUNICATIONS INC | $0 | – | -13,800 | -100.0% | -0.06% | – |
| BANC | Exit | BANC CALIF INC | $0 | – | -17,694 | -100.0% | -0.06% | – |
| SPB | Exit | SPECTRUM BRANDS HLDGS INC | $0 | – | -2,400 | -100.0% | -0.06% | – |
| HOLX | Exit | HOLOGIC INC | $0 | – | -6,400 | -100.0% | -0.06% | – |
| CAT | Exit | CATERPILLAR INC DEL | $0 | – | -2,896 | -100.0% | -0.06% | – |
| GOLD | Exit | RANDGOLD RES LTDadr | $0 | – | -3,700 | -100.0% | -0.06% | – |
| AGRO | Exit | ADECOAGRO S A | $0 | – | -26,992 | -100.0% | -0.06% | – |
| ADTN | Exit | ADTRAN INC | $0 | – | -15,390 | -100.0% | -0.06% | – |
| ALSN | Exit | ALLISON TRANSMISSION HLDGS I | $0 | – | -8,500 | -100.0% | -0.06% | – |
| KING | Exit | KING DIGITAL ENTMT PLC | $0 | – | -17,700 | -100.0% | -0.06% | – |
| RGLD | Exit | ROYAL GOLD INC | $0 | – | -4,100 | -100.0% | -0.06% | – |
| DNOW | Exit | NOW INC | $0 | – | -12,700 | -100.0% | -0.06% | – |
| CI | Exit | CIGNA CORPORATION | $0 | – | -1,595 | -100.0% | -0.06% | – |
| TNET | Exit | TRINET GROUP INC | $0 | – | -10,192 | -100.0% | -0.06% | – |
| AMSG | Exit | AMSURG CORP | $0 | – | -3,700 | -100.0% | -0.06% | – |
| LABL | Exit | MULTI COLOR CORP | $0 | – | -4,000 | -100.0% | -0.06% | – |
| LYG | Exit | LLOYDS BANKING GROUP PLCsponsored adr | $0 | – | -47,400 | -100.0% | -0.06% | – |
| CORE | Exit | CORE MARK HOLDING CO INC | $0 | – | -4,358 | -100.0% | -0.06% | – |
| IVZ | Exit | INVESCO LTD | $0 | – | -7,000 | -100.0% | -0.06% | – |
| WAL | Exit | WESTERN ALLIANCE BANCORP | $0 | – | -7,800 | -100.0% | -0.06% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -3,517 | -100.0% | -0.06% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -4,792 | -100.0% | -0.06% | – |
| DLX | Exit | DELUXE CORP | $0 | – | -4,300 | -100.0% | -0.06% | – |
| PNRA | Exit | PANERA BREAD COcl a | $0 | – | -1,525 | -100.0% | -0.06% | – |
| WEB | Exit | WEB COM GROUP INC | $0 | – | -11,000 | -100.0% | -0.06% | – |
| BFB | Exit | BROWN FORMAN CORPcl b | $0 | – | -2,700 | -100.0% | -0.07% | – |
| HI | Exit | HILLENBRAND INC | $0 | – | -8,800 | -100.0% | -0.07% | – |
| CIB | Exit | BANCOLOMBIA S Aspon adr pref | $0 | – | -6,300 | -100.0% | -0.07% | – |
| TAL | Exit | TAL ED GROUP | $0 | – | -7,600 | -100.0% | -0.07% | – |
| RNG | Exit | RINGCENTRAL INCcl a | $0 | – | -14,588 | -100.0% | -0.07% | – |
| SHOS | Exit | SEARS HOMETOWN & OUTLET STOR | $0 | – | -28,501 | -100.0% | -0.07% | – |
| KFY | Exit | KORN FERRY INTL | $0 | – | -7,700 | -100.0% | -0.07% | – |
| JBT | Exit | JOHN BEAN TECHNOLOGIES CORP | $0 | – | -7,320 | -100.0% | -0.07% | – |
| AJG | Exit | GALLAGHER ARTHUR J & CO | $0 | – | -5,800 | -100.0% | -0.07% | – |
| BRCD | Exit | BROCADE COMMUNICATIONS SYS I | $0 | – | -22,974 | -100.0% | -0.07% | – |
| BXMT | Exit | BLACKSTONE MTG TR INC | $0 | – | -9,813 | -100.0% | -0.07% | – |
| HRTX | Exit | HERON THERAPEUTICS INC | $0 | – | -8,856 | -100.0% | -0.07% | – |
| CHFC | Exit | CHEMICAL FINL CORP | $0 | – | -8,306 | -100.0% | -0.07% | – |
| FBR | Exit | FIBRIA CELULOSE S A | $0 | – | -20,200 | -100.0% | -0.07% | – |
| AAT | Exit | AMERICAN ASSETS TR INC | $0 | – | -7,100 | -100.0% | -0.07% | – |
| MXL | Exit | MAXLINEAR INCcl a | $0 | – | -23,082 | -100.0% | -0.07% | – |
| STR | Exit | QUESTAR CORP | $0 | – | -13,300 | -100.0% | -0.07% | – |
| SPLK | Exit | SPLUNK INC | $0 | – | -4,000 | -100.0% | -0.07% | – |
| KCG | Exit | KCG HLDGS INCcl a | $0 | – | -22,616 | -100.0% | -0.07% | – |
| CONE | Exit | CYRUSONE INC | $0 | – | -9,427 | -100.0% | -0.07% | – |
| TSRO | Exit | TESARO INC | $0 | – | -4,714 | -100.0% | -0.07% | – |
| ORIG | Exit | OCEAN RIG UDW INC | $0 | – | -53,924 | -100.0% | -0.07% | – |
| LFC | Exit | CHINA LIFE INS CO LTDspon adr rep h | $0 | – | -12,800 | -100.0% | -0.07% | – |
| FCH | Exit | FELCOR LODGING TR INC | $0 | – | -28,550 | -100.0% | -0.07% | – |
| THOR | Exit | THORATEC CORP | $0 | – | -6,300 | -100.0% | -0.07% | – |
| VVC | Exit | VECTREN CORP | $0 | – | -7,315 | -100.0% | -0.07% | – |
| SBY | Exit | SILVER BAY RLTY TR CORP | $0 | – | -17,304 | -100.0% | -0.07% | – |
| DIN | Exit | DINEEQUITY INC | $0 | – | -2,900 | -100.0% | -0.07% | – |
| CBI | Exit | CHICAGO BRIDGE & IRON CO N V | $0 | – | -5,700 | -100.0% | -0.07% | – |
| EBIX | Exit | EBIX INC | $0 | – | -8,825 | -100.0% | -0.07% | – |
| NUVA | Exit | NUVASIVE INC | $0 | – | -6,096 | -100.0% | -0.07% | – |
| PCRX | Exit | PACIRA PHARMACEUTICALS INC | $0 | – | -4,095 | -100.0% | -0.07% | – |
| MBBYF | Exit | MOBILEYE N V AMSTELVEEN | $0 | – | -5,500 | -100.0% | -0.07% | – |
| MDC | Exit | M D C HLDGS INC | $0 | – | -9,884 | -100.0% | -0.07% | – |
| HABT | Exit | HABIT RESTAURANTS INC | $0 | – | -9,404 | -100.0% | -0.07% | – |
| LGND | Exit | LIGAND PHARMACEUTICALS INC | $0 | – | -2,900 | -100.0% | -0.07% | – |
| TTWO | Exit | TAKE-TWO INTERACTIVE SOFTWAR | $0 | – | -10,800 | -100.0% | -0.07% | – |
| RSE | Exit | ROUSE PPTYS INC | $0 | – | -18,300 | -100.0% | -0.07% | – |
| PHI | Exit | PHILIPPINE LONG DISTANCE TELsponsored adr | $0 | – | -4,800 | -100.0% | -0.07% | – |
| UHS | Exit | UNIVERSAL HLTH SVCS INCcl b | $0 | – | -2,091 | -100.0% | -0.07% | – |
| IPI | Exit | INTREPID POTASH INC | $0 | – | -25,100 | -100.0% | -0.07% | – |
| REGI | Exit | RENEWABLE ENERGY GROUP INC | $0 | – | -26,328 | -100.0% | -0.07% | – |
| CMG | Exit | CHIPOTLE MEXICAN GRILL INC | $0 | – | -500 | -100.0% | -0.07% | – |
| TGI | Exit | TRIUMPH GROUP INC NEW | $0 | – | -4,603 | -100.0% | -0.07% | – |
| MDVN | Exit | MEDIVATION INC | $0 | – | -2,648 | -100.0% | -0.07% | – |
| BUD | Exit | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $0 | – | -2,500 | -100.0% | -0.07% | – |
| INCY | Exit | INCYTE CORP | $0 | – | -2,900 | -100.0% | -0.07% | – |
| ALLE | Exit | ALLEGION PUB LTD CO | $0 | – | -5,002 | -100.0% | -0.07% | – |
| JOBS | Exit | 51JOB INC | $0 | – | -9,100 | -100.0% | -0.07% | – |
| GGAL | Exit | GRUPO FINANCIERO GALICIA S Asp adr 10 sh b | $0 | – | -16,300 | -100.0% | -0.08% | – |
| BRKL | Exit | BROOKLINE BANCORP INC DEL | $0 | – | -27,007 | -100.0% | -0.08% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -2,400 | -100.0% | -0.08% | – |
| ATVI | Exit | ACTIVISION BLIZZARD INC | $0 | – | -12,648 | -100.0% | -0.08% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -4,300 | -100.0% | -0.08% | – |
| IIVI | Exit | II VI INC | $0 | – | -16,198 | -100.0% | -0.08% | – |
| CLC | Exit | CLARCOR INC | $0 | – | -4,945 | -100.0% | -0.08% | – |
| MATX | Exit | MATSON INC | $0 | – | -7,400 | -100.0% | -0.08% | – |
| ZAYO | Exit | ZAYO GROUP HLDGS INC | $0 | – | -12,100 | -100.0% | -0.08% | – |
| REX | Exit | REX AMERICAN RESOURCES CORP | $0 | – | -4,900 | -100.0% | -0.08% | – |
| AXTA | Exit | AXALTA COATING SYS LTD | $0 | – | -9,400 | -100.0% | -0.08% | – |
| CDE | Exit | COEUR MNG INC | $0 | – | -54,283 | -100.0% | -0.08% | – |
| PTX | Exit | PERNIX THERAPEUTICS HLDGS IN | $0 | – | -53,112 | -100.0% | -0.08% | – |
| CYOU | Exit | CHANGYOU COM LTDads rep cl a | $0 | – | -10,700 | -100.0% | -0.08% | – |
| CHKE | Exit | CHEROKEE INC DEL NEW | $0 | – | -11,400 | -100.0% | -0.08% | – |
| BHLB | Exit | BERKSHIRE HILLS BANCORP INC | $0 | – | -11,200 | -100.0% | -0.08% | – |
| VRTX | Exit | VERTEX PHARMACEUTICALS INC | $0 | – | -2,600 | -100.0% | -0.08% | – |
| ARIA | Exit | ARIAD PHARMACEUTICALS INC | $0 | – | -38,700 | -100.0% | -0.08% | – |
| SCLN | Exit | SCICLONE PHARMACEUTICALS INC | $0 | – | -33,065 | -100.0% | -0.08% | – |
| TROW | Exit | PRICE T ROWE GROUP INC | $0 | – | -4,230 | -100.0% | -0.08% | – |
| MAC | Exit | MACERICH CO | $0 | – | -4,400 | -100.0% | -0.08% | – |
| OB | Exit | ONEBEACON INSURANCE GROUP LTcl a | $0 | – | -22,700 | -100.0% | -0.08% | – |
| CAR | Exit | AVIS BUDGET GROUP | $0 | – | -7,500 | -100.0% | -0.08% | – |
| ADSK | Exit | AUTODESK INC | $0 | – | -6,600 | -100.0% | -0.08% | – |
| NWE | Exit | NORTHWESTERN CORP | $0 | – | -6,814 | -100.0% | -0.08% | – |
| MTDR | Exit | MATADOR RES CO | $0 | – | -13,400 | -100.0% | -0.08% | – |
| OEC | Exit | ORION ENGINEERED CARBONS S A | $0 | – | -18,172 | -100.0% | -0.08% | – |
| NAVI | Exit | NAVIENT CORP | $0 | – | -18,400 | -100.0% | -0.08% | – |
| CLNE | Exit | CLEAN ENERGY FUELS CORP | $0 | – | -61,082 | -100.0% | -0.08% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCspons adr a | $0 | – | -6,000 | -100.0% | -0.08% | – |
| CMRX | Exit | CHIMERIX INC | $0 | – | -7,495 | -100.0% | -0.08% | – |
| PIR | Exit | PIER 1 IMPORTS INC | $0 | – | -27,600 | -100.0% | -0.08% | – |
| BIG | Exit | BIG LOTS INC | $0 | – | -7,700 | -100.0% | -0.08% | – |
| JKS | Exit | JINKOSOLAR HLDG CO LTDsponsored adr | $0 | – | -11,900 | -100.0% | -0.09% | – |
| GMCR | Exit | KEURIG GREEN MTN INC | $0 | – | -4,592 | -100.0% | -0.09% | – |
| SINA | Exit | SINA CORPord | $0 | – | -6,600 | -100.0% | -0.09% | – |
| BLUE | Exit | BLUEBIRD BIO INC | $0 | – | -2,100 | -100.0% | -0.09% | – |
| ACC | Exit | AMERICAN CAMPUS CMNTYS INC | $0 | – | -9,400 | -100.0% | -0.09% | – |
| SEIC | Exit | SEI INVESTMENTS CO | $0 | – | -7,290 | -100.0% | -0.09% | – |
| BCOR | Exit | BLUCORA INC | $0 | – | -22,500 | -100.0% | -0.09% | – |
| OLED | Exit | UNIVERSAL DISPLAY CORP | $0 | – | -7,000 | -100.0% | -0.09% | – |
| GTTN | Exit | GTT COMMUNICATIONS INC | $0 | – | -15,282 | -100.0% | -0.09% | – |
| ENDP | Exit | ENDO INTL PLC | $0 | – | -4,694 | -100.0% | -0.09% | – |
| SNX | Exit | SYNNEX CORP | $0 | – | -5,096 | -100.0% | -0.09% | – |
| HOFT | Exit | HOOKER FURNITURE CORP | $0 | – | -15,029 | -100.0% | -0.09% | – |
| RUBI | Exit | RUBICON PROJ INC | $0 | – | -25,191 | -100.0% | -0.09% | – |
| MYRG | Exit | MYR GROUP INC DEL | $0 | – | -12,101 | -100.0% | -0.09% | – |
| EBF | Exit | ENNIS INC | $0 | – | -20,275 | -100.0% | -0.09% | – |
| PDVW | Exit | PACIFIC DATAVISION INC | $0 | – | -8,982 | -100.0% | -0.09% | – |
| OPK | Exit | OPKO HEALTH INC | $0 | – | -23,483 | -100.0% | -0.09% | – |
| NTRS | Exit | NORTHERN TR CORP | $0 | – | -4,900 | -100.0% | -0.09% | – |
| HTH | Exit | HILLTOP HOLDINGS INC | $0 | – | -15,862 | -100.0% | -0.09% | – |
| JCI | Exit | JOHNSON CTLS INC | $0 | – | -7,700 | -100.0% | -0.09% | – |
| JWA | Exit | WILEY JOHN & SONS INCcl a | $0 | – | -7,058 | -100.0% | -0.09% | – |
| CTRN | Exit | CITI TRENDS INC | $0 | – | -15,888 | -100.0% | -0.09% | – |
| AME | Exit | AMETEK INC NEW | $0 | – | -7,101 | -100.0% | -0.10% | – |
| INN | Exit | SUMMIT HOTEL PPTYS | $0 | – | -29,794 | -100.0% | -0.10% | – |
| LGF | Exit | LIONS GATE ENTMNT CORP | $0 | – | -10,500 | -100.0% | -0.10% | – |
| AIV | Exit | APARTMENT INVT & MGMT COcl a | $0 | – | -10,600 | -100.0% | -0.10% | – |
| NJR | Exit | NEW JERSEY RES | $0 | – | -14,300 | -100.0% | -0.10% | – |
| CAMP | Exit | CALAMP CORP | $0 | – | -21,800 | -100.0% | -0.10% | – |
| SHO | Exit | SUNSTONE HOTEL INVS INC NEW | $0 | – | -26,601 | -100.0% | -0.10% | – |
| SLM | Exit | SLM CORP | $0 | – | -40,700 | -100.0% | -0.10% | – |
| ALDR | Exit | ALDER BIOPHARMACEUTICALS INC | $0 | – | -7,610 | -100.0% | -0.10% | – |
| POZN | Exit | POZEN INC | $0 | – | -39,196 | -100.0% | -0.10% | – |
| ENPH | Exit | ENPHASE ENERGY INC | $0 | – | -53,549 | -100.0% | -0.10% | – |
| VAC | Exit | MARRIOTT VACATIONS WRLDWDE C | $0 | – | -4,500 | -100.0% | -0.10% | – |
| MRKT | Exit | MARKIT LTD | $0 | – | -16,100 | -100.0% | -0.10% | – |
| PCAR | Exit | PACCAR INC | $0 | – | -6,514 | -100.0% | -0.10% | – |
| RELYQ | Exit | REAL IND INC | $0 | – | -36,900 | -100.0% | -0.10% | – |
| VRX | Exit | VALEANT PHARMACEUTICALS INTL | $0 | – | -1,900 | -100.0% | -0.10% | – |
| RXDX | Exit | IGNYTA INC | $0 | – | -28,000 | -100.0% | -0.10% | – |
| USM | Exit | UNITED STATES CELLULAR CORP | $0 | – | -11,300 | -100.0% | -0.10% | – |
| COR | Exit | CORESITE RLTY CORP | $0 | – | -9,410 | -100.0% | -0.10% | – |
| IMGN | Exit | IMMUNOGEN INC | $0 | – | -29,743 | -100.0% | -0.10% | – |
| CBT | Exit | CABOT CORP | $0 | – | -11,610 | -100.0% | -0.11% | – |
| AR | Exit | ANTERO RES CORP | $0 | – | -12,700 | -100.0% | -0.11% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -3,600 | -100.0% | -0.11% | – |
| NICE | Exit | NICE SYS LTDsponsored adr | $0 | – | -6,900 | -100.0% | -0.11% | – |
| DRH | Exit | DIAMONDROCK HOSPITALITY CO | $0 | – | -34,393 | -100.0% | -0.11% | – |
| PFPT | Exit | PROOFPOINT INC | $0 | – | -7,000 | -100.0% | -0.11% | – |
| XOOM | Exit | XOOM CORP | $0 | – | -21,110 | -100.0% | -0.11% | – |
| PDCO | Exit | PATTERSON COMPANIES INC | $0 | – | -9,200 | -100.0% | -0.11% | – |
| TDG | Exit | TRANSDIGM GROUP INC | $0 | – | -2,000 | -100.0% | -0.11% | – |
| ADMS | Exit | ADAMAS PHARMACEUTICALS INC | $0 | – | -17,200 | -100.0% | -0.11% | – |
| MRTN | Exit | MARTEN TRANS LTD | $0 | – | -20,800 | -100.0% | -0.11% | – |
| LNN | Exit | LINDSAY CORP | $0 | – | -5,100 | -100.0% | -0.11% | – |
| BBD | Exit | BANCO BRADESCO S Asp adr pfd new | $0 | – | -49,400 | -100.0% | -0.11% | – |
| FCEA | Exit | FOREST CITY ENTERPRISES INCcl a | $0 | – | -20,700 | -100.0% | -0.11% | – |
| SMCI | Exit | SUPER MICRO COMPUTER INC | $0 | – | -15,597 | -100.0% | -0.11% | – |
| NR | Exit | NEWPARK RES INC | $0 | – | -57,060 | -100.0% | -0.11% | – |
| ACM | Exit | AECOM | $0 | – | -14,000 | -100.0% | -0.11% | – |
| CHL | Exit | CHINA MOBILE LIMITEDsponsored adr | $0 | – | -7,300 | -100.0% | -0.11% | – |
| FORM | Exit | FORMFACTOR INC | $0 | – | -50,878 | -100.0% | -0.11% | – |
| NWSA | Exit | NEWS CORP NEWcl a | $0 | – | -32,000 | -100.0% | -0.11% | – |
| LNKD | Exit | LINKEDIN CORP | $0 | – | -2,300 | -100.0% | -0.12% | – |
| MT | Exit | ARCELORMITTAL SA LUXEMBOURGny registry sh | $0 | – | -49,000 | -100.0% | -0.12% | – |
| CAB | Exit | CABELAS INC | $0 | – | -9,500 | -100.0% | -0.12% | – |
| MKC | Exit | MCCORMICK & CO INC | $0 | – | -5,900 | -100.0% | -0.12% | – |
| LPG | Exit | DORIAN LPG LTD | $0 | – | -28,800 | -100.0% | -0.12% | – |
| MDRX | Exit | ALLSCRIPTS HEALTHCARE SOLUTN | $0 | – | -35,200 | -100.0% | -0.12% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -4,349 | -100.0% | -0.12% | – |
| NXTM | Exit | NXSTAGE MEDICAL INC | $0 | – | -33,976 | -100.0% | -0.12% | – |
| HILL | Exit | DOT HILL SYS CORP | $0 | – | -79,550 | -100.0% | -0.12% | – |
| RPXC | Exit | RPX CORP | $0 | – | -28,710 | -100.0% | -0.12% | – |
| PBI | Exit | PITNEY BOWES INC | $0 | – | -23,500 | -100.0% | -0.12% | – |
| MPAA | Exit | MOTORCAR PTS AMER INC | $0 | – | -16,483 | -100.0% | -0.12% | – |
| WU | Exit | WESTERN UN CO | $0 | – | -24,491 | -100.0% | -0.12% | – |
| PTCT | Exit | PTC THERAPEUTICS INC | $0 | – | -10,400 | -100.0% | -0.12% | – |
| RCII | Exit | RENT A CTR INC NEW | $0 | – | -17,800 | -100.0% | -0.12% | – |
| USNA | Exit | USANA HEALTH SCIENCES INC | $0 | – | -3,700 | -100.0% | -0.12% | – |
| JNPR | Exit | JUNIPER NETWORKS INC | $0 | – | -19,600 | -100.0% | -0.12% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -22,556 | -100.0% | -0.13% | – |
| T107PS | Exit | WRIGHT MED GROUP INC | $0 | – | -19,592 | -100.0% | -0.13% | – |
| SGYPQ | Exit | SYNERGY PHARMACEUTICALS DEL | $0 | – | -63,177 | -100.0% | -0.13% | – |
| SNDK | Exit | SANDISK CORP | $0 | – | -9,000 | -100.0% | -0.13% | – |
| IQNT | Exit | INTELIQUENT INC | $0 | – | -28,497 | -100.0% | -0.13% | – |
| JUNO | Exit | JUNO THERAPEUTICS INC | $0 | – | -9,897 | -100.0% | -0.13% | – |
| ISRG | Exit | INTUITIVE SURGICAL INC | $0 | – | -1,100 | -100.0% | -0.13% | – |
| NTLS | Exit | NTELOS HLDGS CORP | $0 | – | -115,393 | -100.0% | -0.13% | – |
| DPZ | Exit | DOMINOS PIZZA INC | $0 | – | -4,800 | -100.0% | -0.13% | – |
| FCS | Exit | FAIRCHILD SEMICONDUCTOR INTL | $0 | – | -31,300 | -100.0% | -0.13% | – |
| LPI | Exit | LAREDO PETROLEUM INC | $0 | – | -43,247 | -100.0% | -0.13% | – |
| IRM | Exit | IRON MTN INC NEW | $0 | – | -17,500 | -100.0% | -0.13% | – |
| HCI | Exit | HCI GROUP INC | $0 | – | -12,400 | -100.0% | -0.13% | – |
| TGTX | Exit | TG THERAPEUTICS INC | $0 | – | -33,200 | -100.0% | -0.14% | – |
| AON | Exit | AON PLC | $0 | – | -5,600 | -100.0% | -0.14% | – |
| PGR | Exit | PROGRESSIVE CORP OHIO | $0 | – | -20,100 | -100.0% | -0.14% | – |
| CMA | Exit | COMERICA INC | $0 | – | -10,900 | -100.0% | -0.14% | – |
| HUN | Exit | HUNTSMAN CORP | $0 | – | -25,331 | -100.0% | -0.14% | – |
| OMI | Exit | OWENS & MINOR INC NEW | $0 | – | -16,600 | -100.0% | -0.14% | – |
| ALR | Exit | ALERE INC | $0 | – | -10,725 | -100.0% | -0.14% | – |
| SPXC | Exit | SPX CORP | $0 | – | -7,800 | -100.0% | -0.14% | – |
| THC | Exit | TENET HEALTHCARE CORP | $0 | – | -9,808 | -100.0% | -0.14% | – |
| CALA | Exit | CALITHERA BIOSCIENCES INC | $0 | – | -79,884 | -100.0% | -0.14% | – |
| HRC | Exit | HILL ROM HLDGS INC | $0 | – | -10,500 | -100.0% | -0.14% | – |
| HHC | Exit | HOWARD HUGHES CORP | $0 | – | -4,000 | -100.0% | -0.14% | – |
| QRTEA | Exit | LIBERTY INTERACTIVE CORP | $0 | – | -20,800 | -100.0% | -0.14% | – |
| AFFX | Exit | AFFYMETRIX INC | $0 | – | -53,605 | -100.0% | -0.14% | – |
| BEE | Exit | STRATEGIC HOTELS & RESORTS I | $0 | – | -48,458 | -100.0% | -0.14% | – |
| OCUL | Exit | OCULAR THERAPEUTIX INC | $0 | – | -28,068 | -100.0% | -0.14% | – |
| ENVA | Exit | ENOVA INTL INC | $0 | – | -31,695 | -100.0% | -0.14% | – |
| IXYS | Exit | IXYS CORP | $0 | – | -39,945 | -100.0% | -0.15% | – |
| RVNC | Exit | REVANCE THERAPEUTICS INC | $0 | – | -19,100 | -100.0% | -0.15% | – |
| EZPW | Exit | EZCORP INCcl a non vtg | $0 | – | -84,098 | -100.0% | -0.15% | – |
| CRI | Exit | CARTER INC | $0 | – | -5,900 | -100.0% | -0.15% | – |
| PLUS | Exit | EPLUS INC | $0 | – | -8,300 | -100.0% | -0.16% | – |
| SONY | Exit | SONY CORPadr new | $0 | – | -22,700 | -100.0% | -0.16% | – |
| CEB | Exit | CEB INC | $0 | – | -7,500 | -100.0% | -0.16% | – |
| KMI | Exit | KINDER MORGAN INC DEL | $0 | – | -17,203 | -100.0% | -0.16% | – |
| ATHN | Exit | ATHENAHEALTH INC | $0 | – | -5,802 | -100.0% | -0.16% | – |
| MSG | Exit | MADISON SQUARE GARDEN COcl a | $0 | – | -8,000 | -100.0% | -0.16% | – |
| TBI | Exit | TRUEBLUE INC | $0 | – | -22,398 | -100.0% | -0.16% | – |
| EA | Exit | ELECTRONIC ARTS INC | $0 | – | -10,199 | -100.0% | -0.17% | – |
| HCA | Exit | HCA HOLDINGS INC | $0 | – | -7,600 | -100.0% | -0.17% | – |
| AMBA | Exit | AMBARELLA INC | $0 | – | -6,700 | -100.0% | -0.17% | – |
| PVTB | Exit | PRIVATEBANCORP INC | $0 | – | -17,500 | -100.0% | -0.17% | – |
| MCO | Exit | MOODYS CORP | $0 | – | -6,496 | -100.0% | -0.17% | – |
| HPT | Exit | HOSPITALITY PPTYS TR | $0 | – | -24,400 | -100.0% | -0.17% | – |
| APAM | Exit | ARTISAN PARTNERS ASSET MGMTcl a | $0 | – | -15,520 | -100.0% | -0.18% | – |
| TDS | Exit | TELEPHONE & DATA SYS INC | $0 | – | -24,490 | -100.0% | -0.18% | – |
| KKD | Exit | KRISPY KREME DOUGHNUTS INC | $0 | – | -37,800 | -100.0% | -0.18% | – |
| SOHU | Exit | SOHU COM INC | $0 | – | -12,385 | -100.0% | -0.18% | – |
| PLXS | Exit | PLEXUS CORP | $0 | – | -16,800 | -100.0% | -0.18% | – |
| MGA | Exit | MAGNA INTL INC | $0 | – | -13,190 | -100.0% | -0.18% | – |
| QDEL | Exit | QUIDEL CORP | $0 | – | -32,189 | -100.0% | -0.18% | – |
| BCO | Exit | BRINKS CO | $0 | – | -25,122 | -100.0% | -0.18% | – |
| EGHT | Exit | 8X8 INC NEW | $0 | – | -83,038 | -100.0% | -0.18% | – |
| SYF | Exit | SYNCHRONY FINL | $0 | – | -22,900 | -100.0% | -0.18% | – |
| CSH | Exit | CASH AMER INTL INC | $0 | – | -28,804 | -100.0% | -0.18% | – |
| NUE | Exit | NUCOR CORP | $0 | – | -17,300 | -100.0% | -0.19% | – |
| IMPV | Exit | IMPERVA INC | $0 | – | -11,293 | -100.0% | -0.19% | – |
| ENSG | Exit | ENSIGN GROUP INC | $0 | – | -15,000 | -100.0% | -0.19% | – |
| IDCC | Exit | INTERDIGITAL INC | $0 | – | -13,484 | -100.0% | -0.19% | – |
| AVGO | Exit | AVAGO TECHNOLOGIES LTD | $0 | – | -6,200 | -100.0% | -0.20% | – |
| UGI | Exit | UGI CORP NEW | $0 | – | -24,092 | -100.0% | -0.20% | – |
| TPRE | Exit | THIRD PT REINS LTD | $0 | – | -57,200 | -100.0% | -0.21% | – |
| ZLTQ | Exit | ZELTIQ AESTHETICS INC | $0 | – | -28,617 | -100.0% | -0.21% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -9,800 | -100.0% | -0.21% | – |
| DLB | Exit | DOLBY LABORATORIES INC | $0 | – | -22,000 | -100.0% | -0.21% | – |
| GRPN | Exit | GROUPON INC | $0 | – | -173,573 | -100.0% | -0.21% | – |
| NDAQ | Exit | NASDAQ OMX GROUP INC | $0 | – | -18,200 | -100.0% | -0.22% | – |
| TFM | Exit | FRESH MKT INC | $0 | – | -27,979 | -100.0% | -0.22% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -4,300 | -100.0% | -0.22% | – |
| XPO | Exit | XPO LOGISTICS INC | $0 | – | -19,900 | -100.0% | -0.22% | – |
| TWX | Exit | TIME WARNER INC | $0 | – | -10,400 | -100.0% | -0.22% | – |
| DB | Exit | DEUTSCHE BANK AGnamen akt | $0 | – | -30,088 | -100.0% | -0.22% | – |
| CRM | Exit | SALESFORCE COM INC | $0 | – | -13,699 | -100.0% | -0.23% | – |
| BITA | Exit | BITAUTO HLDGS LTDsponsored ads | $0 | – | -19,000 | -100.0% | -0.24% | – |
| DK | Exit | DELEK US HLDGS INC | $0 | – | -27,000 | -100.0% | -0.24% | – |
| TTMI | Exit | TTM TECHNOLOGIES INC | $0 | – | -99,482 | -100.0% | -0.24% | – |
| CMCSK | Exit | COMCAST CORP NEWcl a spl | $0 | – | -16,700 | -100.0% | -0.24% | – |
| SIAL | Exit | SIGMA ALDRICH CORP | $0 | – | -7,300 | -100.0% | -0.25% | – |
| WNR | Exit | WESTERN REFNG INC | $0 | – | -23,900 | -100.0% | -0.26% | – |
| HRTG | Exit | HERITAGE INS HLDGS INC | $0 | – | -45,401 | -100.0% | -0.26% | – |
| SBNY | Exit | SIGNATURE BK NEW YORK N Y | $0 | – | -7,200 | -100.0% | -0.26% | – |
| ATHM | Exit | AUTOHOME INCsp adr rp cl a | $0 | – | -21,200 | -100.0% | -0.26% | – |
| ATW | Exit | ATWOOD OCEANICS INC | $0 | – | -41,200 | -100.0% | -0.27% | – |
| AA | Exit | ALCOA INC | $0 | – | -99,500 | -100.0% | -0.27% | – |
| SHAK | Exit | SHAKE SHACK INCcl a | $0 | – | -18,447 | -100.0% | -0.27% | – |
| GPRO | Exit | GOPRO INCcl a | $0 | – | -21,700 | -100.0% | -0.28% | – |
| BDN | Exit | BRANDYWINE RLTY TRsh ben int new | $0 | – | -86,900 | -100.0% | -0.28% | – |
| HRB | Exit | BLOCK H & R INC | $0 | – | -40,236 | -100.0% | -0.29% | – |
| ASGN | Exit | ON ASSIGNMENT INC | $0 | – | -30,600 | -100.0% | -0.29% | – |
| PNR | Exit | PENTAIR PLC | $0 | – | -17,982 | -100.0% | -0.30% | – |
| NEM | Exit | NEWMONT MINING CORP | $0 | – | -53,600 | -100.0% | -0.31% | – |
| SEE | Exit | SEALED AIR CORP NEW | $0 | – | -25,600 | -100.0% | -0.32% | – |
| GNW | Exit | GENWORTH FINL INC | $0 | – | -182,100 | -100.0% | -0.34% | – |
| ASH | Exit | ASHLAND INC NEW | $0 | – | -11,400 | -100.0% | -0.34% | – |
| BAP | Exit | CREDICORP LTD | $0 | – | -10,310 | -100.0% | -0.35% | – |
| WSH | Exit | WILLIS GROUP HOLDINGS PUBLIC | $0 | – | -30,600 | -100.0% | -0.35% | – |
| BGC | Exit | GENERAL CABLE CORP DEL NEW | $0 | – | -74,000 | -100.0% | -0.36% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -22,800 | -100.0% | -0.36% | – |
| WRLD | Exit | WORLD ACCEP CORP DEL | $0 | – | -23,791 | -100.0% | -0.36% | – |
| KORS | Exit | MICHAEL KORS HLDGS LTD | $0 | – | -35,200 | -100.0% | -0.36% | – |
| GAS | Exit | AGL RES INC | $0 | – | -32,100 | -100.0% | -0.37% | – |
| GDOT | Exit | GREEN DOT CORPcl a | $0 | – | -78,299 | -100.0% | -0.37% | – |
| FOX | Exit | TWENTY FIRST CENTY FOX INCcl b | $0 | – | -46,600 | -100.0% | -0.37% | – |
| ROST | Exit | ROSS STORES INC | $0 | – | -31,600 | -100.0% | -0.38% | – |
| OUTR | Exit | OUTERWALL INC | $0 | – | -21,112 | -100.0% | -0.39% | – |
| GIMO | Exit | GIGAMON INC | $0 | – | -49,498 | -100.0% | -0.40% | – |
| LPNT | Exit | LIFEPOINT HEALTH INC | $0 | – | -18,800 | -100.0% | -0.40% | – |
| BG | Exit | BUNGE LIMITED | $0 | – | -19,000 | -100.0% | -0.41% | – |
| PBRA | Exit | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $0 | – | -208,600 | -100.0% | -0.42% | – |
| INTU | Exit | INTUIT | $0 | – | -18,800 | -100.0% | -0.46% | – |
| HBI | Exit | HANESBRANDS INC | $0 | – | -57,600 | -100.0% | -0.47% | – |
| HNT | Exit | HEALTH NET INC | $0 | – | -31,200 | -100.0% | -0.49% | – |
| CSIQ | Exit | CANADIAN SOLAR INC | $0 | – | -71,895 | -100.0% | -0.50% | – |
| AAN | Exit | AARONS INC | $0 | – | -56,800 | -100.0% | -0.50% | – |
| VRSK | Exit | VERISK ANALYTICS INC | $0 | – | -29,100 | -100.0% | -0.52% | – |
| CENX | Exit | CENTURY ALUM CO | $0 | – | -212,109 | -100.0% | -0.54% | – |
| UVV | Exit | UNIVERSAL CORP VA | $0 | – | -39,202 | -100.0% | -0.55% | – |
| LB | Exit | L BRANDS INC | $0 | – | -27,894 | -100.0% | -0.58% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR/A filed 2016-05-27
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.