$71.8 Million is the total value of ELLINGTON MANAGEMENT GROUP LLC's 241 reported holdings in Q2 2016. The portfolio turnover from Q1 2016 to Q2 2016 was 116.2% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EFC | ELLINGTON FINANCIAL LLC | $16,764,000 | -1.7% | 978,613 | 0.0% | 23.34% | +219.2% | |
| SWHC | Sell | SMITH & WESSON HLDG CORP | $764,000 | -32.9% | 28,100 | -34.3% | 1.06% | +117.8% |
| STLD | Buy | STEEL DYNAMICS INC | $654,000 | +116.6% | 26,700 | +99.3% | 0.91% | +600.0% |
| JOY | Sell | JOY GLOBAL INC | $564,000 | -15.2% | 26,700 | -35.5% | 0.78% | +175.4% |
| HPQ | Sell | HP INC | $552,000 | -77.2% | 44,000 | -77.6% | 0.77% | -25.9% |
| EGL | New | ENGILITY HLDGS INC NEW | $515,000 | – | 24,400 | +100.0% | 0.72% | – |
| RCII | Buy | RENT A CTR INC NEW | $515,000 | +32.1% | 41,900 | +70.3% | 0.72% | +329.3% |
| QUAD | Sell | QUAD / GRAPHICS INC | $491,000 | +37.2% | 21,100 | -23.8% | 0.68% | +343.5% |
| FIT | Buy | FITBIT INCcl a | $486,000 | +154.5% | 39,800 | +215.9% | 0.68% | +725.6% |
| KOF | Sell | COCA COLA FEMSA S A B DE C Vspon adr rep l | $465,000 | -28.2% | 5,600 | -28.2% | 0.65% | +132.7% |
| AGX | New | ARGAN INC | $463,000 | – | 11,100 | +100.0% | 0.64% | – |
| TGI | New | TRIUMPH GROUP INC NEW | $451,000 | – | 12,700 | +100.0% | 0.63% | – |
| FINL | Buy | FINISH LINE INCcl a | $450,000 | +125.0% | 22,300 | +134.7% | 0.63% | +627.9% |
| TDC | New | TERADATA CORP DEL | $424,000 | – | 16,900 | +100.0% | 0.59% | – |
| COR | New | CORESITE RLTY CORP | $417,000 | – | 4,700 | +100.0% | 0.58% | – |
| NUE | New | NUCOR CORP | $415,000 | – | 8,400 | +100.0% | 0.58% | – |
| AMCX | New | AMC NETWORKS INCcl a | $381,000 | – | 6,300 | +100.0% | 0.53% | – |
| INTU | New | INTUIT | $379,000 | – | 3,400 | +100.0% | 0.53% | – |
| REGI | Buy | RENEWABLE ENERGY GROUP INC | $373,000 | +110.7% | 42,200 | +125.7% | 0.52% | +582.9% |
| ASPS | Sell | ALTISOURCE PORTFOLIO SOLNS S | $367,000 | -79.3% | 13,200 | -82.0% | 0.51% | -32.8% |
| NTGR | New | NETGEAR INC | $366,000 | – | 7,700 | +100.0% | 0.51% | – |
| TX | Sell | TERNIUM SAspon adr | $364,000 | -17.6% | 19,100 | -22.3% | 0.51% | +166.8% |
| SYMC | New | SYMANTEC CORP | $357,000 | – | 17,400 | +100.0% | 0.50% | – |
| BMA | Sell | BANCO MACRO SAspon adr b | $356,000 | -38.6% | 4,800 | -46.7% | 0.50% | +99.2% |
| WRLD | Sell | WORLD ACCEP CORP DEL | $351,000 | -39.1% | 7,700 | -49.3% | 0.49% | +98.0% |
| PDCO | New | PATTERSON COMPANIES INC | $350,000 | – | 7,300 | +100.0% | 0.49% | – |
| EPEGQ | New | EP ENERGY CORPcl a | $346,000 | – | 66,700 | +100.0% | 0.48% | – |
| PANW | Sell | PALO ALTO NETWORKS INC | $343,000 | -43.2% | 2,800 | -24.3% | 0.48% | +84.2% |
| WD | New | WALKER & DUNLOP INC | $342,000 | – | 15,000 | +100.0% | 0.48% | – |
| AU | New | ANGLOGOLD ASHANTI LTDsponsored adr | $341,000 | – | 18,900 | +100.0% | 0.48% | – |
| RDN | New | RADIAN GROUP INC | $340,000 | – | 32,600 | +100.0% | 0.47% | – |
| ICON | New | ICONIX BRAND GROUP INC | $335,000 | – | 49,500 | +100.0% | 0.47% | – |
| TBI | New | TRUEBLUE INC | $335,000 | – | 17,700 | +100.0% | 0.47% | – |
| MANH | Sell | MANHATTAN ASSOCS INC | $333,000 | -52.0% | 5,200 | -57.4% | 0.46% | +55.7% |
| EAT | Buy | BRINKER INTL INC | $328,000 | +5.1% | 7,200 | +5.9% | 0.46% | +241.0% |
| ENIA | Sell | ENERSIS AMERICAS SAsponsored adr | $327,000 | -79.1% | 38,100 | -66.1% | 0.46% | -32.1% |
| HA | Buy | HAWAIIAN HOLDINGS INC | $326,000 | +11.3% | 8,600 | +38.7% | 0.45% | +260.3% |
| PWR | New | QUANTA SVCS INC | $324,000 | – | 14,000 | +100.0% | 0.45% | – |
| NSP | Sell | INSPERITY INC | $324,000 | -73.7% | 4,200 | -82.4% | 0.45% | -14.6% |
| OII | Buy | OCEANEERING INTL INC | $322,000 | +4.2% | 10,800 | +16.1% | 0.45% | +236.8% |
| CBI | New | CHICAGO BRIDGE & IRON CO N V | $315,000 | – | 9,100 | +100.0% | 0.44% | – |
| UIS | Sell | UNISYS CORP | $315,000 | -66.2% | 43,300 | -64.3% | 0.44% | +9.5% |
| KORS | Sell | MICHAEL KORS HLDGS LTD | $312,000 | -64.4% | 6,300 | -59.1% | 0.43% | +15.4% |
| VMW | Sell | VMWARE INC | $309,000 | -67.4% | 5,400 | -70.2% | 0.43% | +5.9% |
| TCS | New | CONTAINER STORE GROUP INC | $309,000 | – | 57,700 | +100.0% | 0.43% | – |
| SSYS | Sell | STRATASYS LTD | $309,000 | -54.4% | 13,500 | -48.3% | 0.43% | +48.3% |
| GXP | New | GREAT PLAINS ENERGY INC | $307,000 | – | 10,100 | +100.0% | 0.43% | – |
| POST | New | POST HLDGS INC | $306,000 | – | 3,700 | +100.0% | 0.43% | – |
| DHI | New | D R HORTON INC | $305,000 | – | 9,700 | +100.0% | 0.42% | – |
| PLCE | Sell | CHILDRENS PL INC | $305,000 | -15.0% | 3,800 | -11.6% | 0.42% | +176.0% |
| GTLS | New | CHART INDS INC | $304,000 | – | 12,600 | +100.0% | 0.42% | – |
| ANTM | New | ANTHEM INC | $302,000 | – | 2,300 | +100.0% | 0.42% | – |
| UGI | New | UGI CORP NEW | $299,000 | – | 6,600 | +100.0% | 0.42% | – |
| COF | New | CAPITAL ONE FINL CORP | $298,000 | – | 4,700 | +100.0% | 0.42% | – |
| LOW | New | LOWES COS INC | $293,000 | – | 3,700 | +100.0% | 0.41% | – |
| WOR | New | WORTHINGTON INDS INC | $288,000 | – | 6,800 | +100.0% | 0.40% | – |
| SBNY | New | SIGNATURE BK NEW YORK N Y | $287,000 | – | 2,300 | +100.0% | 0.40% | – |
| YNDX | Buy | YANDEX N V | $286,000 | +81.0% | 13,100 | +27.2% | 0.40% | +485.3% |
| AWHHF | New | ALLIED WRLD ASSUR COM HLDG A | $285,000 | – | 8,100 | +100.0% | 0.40% | – |
| EL | New | LAUDER ESTEE COS INCcl a | $282,000 | – | 3,100 | +100.0% | 0.39% | – |
| MCK | New | MCKESSON CORP | $280,000 | – | 1,500 | +100.0% | 0.39% | – |
| MAR | Sell | MARRIOTT INTL INC NEWcl a | $279,000 | -60.0% | 4,200 | -57.1% | 0.39% | +29.8% |
| ISLE | New | ISLE OF CAPRI CASINOS INC | $278,000 | – | 15,200 | +100.0% | 0.39% | – |
| TLRDQ | New | TAILORED BRANDS INC | $277,000 | – | 21,900 | +100.0% | 0.39% | – |
| CCEP | New | COCA COLA EUROPEAN PARTNERS | $275,000 | – | 7,700 | +100.0% | 0.38% | – |
| AKS | New | AK STL HLDG CORP | $275,000 | – | 59,100 | +100.0% | 0.38% | – |
| GTS | Sell | TRIPLE-S MGMT CORPcl b | $274,000 | -29.4% | 11,200 | -28.2% | 0.38% | +129.5% |
| CAG | New | CONAGRA FOODS INC | $273,000 | – | 5,700 | +100.0% | 0.38% | – |
| FLY | New | FLY LEASING LTDsponsored adr | $273,000 | – | 27,500 | +100.0% | 0.38% | – |
| BCOR | New | BLUCORA INC | $269,000 | – | 26,000 | +100.0% | 0.37% | – |
| SWFT | Sell | SWIFT TRANSN COcl a | $267,000 | -39.0% | 17,300 | -26.4% | 0.37% | +97.9% |
| LKQ | New | LKQ CORP | $266,000 | – | 8,400 | +100.0% | 0.37% | – |
| INCY | Buy | INCYTE CORP | $264,000 | +17.3% | 3,300 | +6.5% | 0.37% | +282.3% |
| HIBB | New | HIBBETT SPORTS INC | $264,000 | – | 7,600 | +100.0% | 0.37% | – |
| FOR | Sell | FORESTAR GROUP INC | $263,000 | -23.3% | 22,100 | -16.0% | 0.37% | +149.0% |
| PPG | Buy | PPG INDS INC | $260,000 | +1.6% | 2,500 | +8.7% | 0.36% | +229.1% |
| UEPS | New | NET 1 UEPS TECHNOLOGIES INC | $258,000 | – | 25,800 | +100.0% | 0.36% | – |
| TERP | New | TERRAFORM PWR INC | $257,000 | – | 23,600 | +100.0% | 0.36% | – |
| ATW | Sell | ATWOOD OCEANICS INC | $257,000 | -74.7% | 20,500 | -81.5% | 0.36% | -17.7% |
| WBMD | New | WEBMD HEALTH CORP | $256,000 | – | 4,400 | +100.0% | 0.36% | – |
| AET | New | AETNA INC NEW | $256,000 | – | 2,100 | +100.0% | 0.36% | – |
| SC | New | SANTANDER CONSUMER USA HDG I | $255,000 | – | 24,700 | +100.0% | 0.36% | – |
| NTRI | New | NUTRI SYS INC NEW | $254,000 | – | 10,000 | +100.0% | 0.35% | – |
| PLAY | Sell | DAVE & BUSTERS ENTMT INC | $253,000 | +14.5% | 5,400 | -5.3% | 0.35% | +270.5% |
| SFM | New | SPROUTS FMRS MKT INC | $252,000 | – | 11,000 | +100.0% | 0.35% | – |
| BIG | Sell | BIG LOTS INC | $251,000 | -87.9% | 5,000 | -89.1% | 0.35% | -60.7% |
| ALK | New | ALASKA AIR GROUP INC | $251,000 | – | 4,300 | +100.0% | 0.35% | – |
| PFG | New | PRINCIPAL FINL GROUP INC | $251,000 | – | 6,100 | +100.0% | 0.35% | – |
| RYAM | Sell | RAYONIER ADVANCED MATLS INC | $250,000 | -70.6% | 18,400 | -79.5% | 0.35% | -4.7% |
| WWD | New | WOODWARD INC | $248,000 | – | 4,300 | +100.0% | 0.34% | – |
| ERIE | New | ERIE INDTY COcl a | $248,000 | – | 2,500 | +100.0% | 0.34% | – |
| MO | New | ALTRIA GROUP INC | $248,000 | – | 3,600 | +100.0% | 0.34% | – |
| AAIC | New | ARLINGTON ASSET INVT CORPcl a new | $247,000 | – | 19,000 | +100.0% | 0.34% | – |
| KR | New | KROGER CO | $246,000 | – | 6,700 | +100.0% | 0.34% | – |
| SAFM | New | SANDERSON FARMS INC | $243,000 | – | 2,800 | +100.0% | 0.34% | – |
| CNP | New | CENTERPOINT ENERGY INC | $242,000 | – | 10,100 | +100.0% | 0.34% | – |
| NCMI | New | NATIONAL CINEMEDIA INC | $241,000 | – | 15,600 | +100.0% | 0.34% | – |
| EZPW | New | EZCORP INCcl a non vtg | $240,000 | – | 31,800 | +100.0% | 0.33% | – |
| SCSC | New | SCANSOURCE INC | $238,000 | – | 6,400 | +100.0% | 0.33% | – |
| CRCQQ | New | CALIFORNIA RES CORP | $238,000 | – | 19,500 | +100.0% | 0.33% | – |
| IGT | Sell | INTERNATIONAL GAME TECHNOLOG | $236,000 | -11.3% | 12,600 | -13.7% | 0.33% | +188.6% |
| CLB | Sell | CORE LABORATORIES N V | $235,000 | +4.4% | 1,900 | -5.0% | 0.33% | +240.6% |
| LLTC | New | LINEAR TECHNOLOGY CORP | $233,000 | – | 5,000 | +100.0% | 0.32% | – |
| MT | Buy | ARCELORMITTAL SA LUXEMBOURGny registry sh | $233,000 | +22.6% | 50,000 | +20.5% | 0.32% | +300.0% |
| CDNS | Buy | CADENCE DESIGN SYSTEM INC | $231,000 | +11.1% | 9,500 | +8.0% | 0.32% | +261.8% |
| MSA | New | MSA SAFETY INC | $231,000 | – | 4,400 | +100.0% | 0.32% | – |
| PTEN | Sell | PATTERSON UTI ENERGY INC | $230,000 | -16.4% | 10,800 | -30.8% | 0.32% | +171.2% |
| FBR | Sell | FIBRIA CELULOSE S A | $229,000 | -59.2% | 33,900 | -48.7% | 0.32% | +32.4% |
| THO | New | THOR INDS INC | $227,000 | – | 3,500 | +100.0% | 0.32% | – |
| ATNI | New | ATN INTL INC | $226,000 | – | 2,900 | +100.0% | 0.32% | – |
| BCOV | New | BRIGHTCOVE INC | $224,000 | – | 25,500 | +100.0% | 0.31% | – |
| SLG | New | SL GREEN RLTY CORP | $224,000 | – | 2,100 | +100.0% | 0.31% | – |
| UNTCQ | Sell | UNIT CORP | $224,000 | +40.9% | 14,400 | -20.4% | 0.31% | +358.8% |
| MCFT | New | MCBC HLDGS INC | $223,000 | – | 20,200 | +100.0% | 0.31% | – |
| MET | Sell | METLIFE INC | $223,000 | -71.9% | 5,600 | -69.1% | 0.31% | -9.1% |
| BWLD | Buy | BUFFALO WILD WINGS INC | $222,000 | +7.2% | 1,600 | +14.3% | 0.31% | +247.2% |
| PLUS | New | EPLUS INC | $221,000 | – | 2,700 | +100.0% | 0.31% | – |
| STT | Sell | STATE STR CORP | $221,000 | -62.2% | 4,100 | -59.0% | 0.31% | +22.7% |
| DW | New | DREW INDS INC | $221,000 | – | 2,600 | +100.0% | 0.31% | – |
| ATEN | Buy | A10 NETWORKS INC | $220,000 | +96.4% | 34,000 | +78.9% | 0.31% | +537.5% |
| PMC | New | PHARMERICA CORP | $219,000 | – | 8,900 | +100.0% | 0.30% | – |
| UVV | New | UNIVERSAL CORP VA | $219,000 | – | 3,800 | +100.0% | 0.30% | – |
| EBS | Buy | EMERGENT BIOSOLUTIONS INC | $217,000 | -6.9% | 7,700 | +20.3% | 0.30% | +202.0% |
| AAN | New | AARONS INC | $217,000 | – | 9,900 | +100.0% | 0.30% | – |
| ENVA | Buy | ENOVA INTL INC | $215,000 | +165.4% | 29,200 | +126.4% | 0.30% | +754.3% |
| TRV | New | TRAVELERS COMPANIES INC | $214,000 | – | 1,800 | +100.0% | 0.30% | – |
| ENS | New | ENERSYS | $214,000 | – | 3,600 | +100.0% | 0.30% | – |
| SWX | New | SOUTHWEST GAS CORP | $213,000 | – | 2,700 | +100.0% | 0.30% | – |
| MRC | Sell | MRC GLOBAL INC | $213,000 | -23.1% | 15,000 | -28.9% | 0.30% | +148.7% |
| ELNK | Sell | EARTHLINK HLDGS CORP | $212,000 | -66.0% | 33,200 | -69.8% | 0.30% | +10.5% |
| CEO | New | CNOOC LTDsponsored adr | $212,000 | – | 1,700 | +100.0% | 0.30% | – |
| BVN | New | COMPANIA DE MINAS BUENAVENTUsponsored adr | $212,000 | – | 17,700 | +100.0% | 0.30% | – |
| KEY | New | KEYCORP NEW | $211,000 | – | 19,100 | +100.0% | 0.29% | – |
| AAON | New | AAON INC | $209,000 | – | 7,600 | +100.0% | 0.29% | – |
| TBPH | New | THERAVANCE BIOPHARMA INC | $209,000 | – | 9,200 | +100.0% | 0.29% | – |
| NBR | Sell | NABORS INDUSTRIES LTD | $207,000 | -46.5% | 20,600 | -51.1% | 0.29% | +73.5% |
| STE | New | STERIS PLC | $206,000 | – | 3,000 | +100.0% | 0.29% | – |
| CONE | Sell | CYRUSONE INC | $206,000 | -22.3% | 3,700 | -36.2% | 0.29% | +151.8% |
| CPK | New | CHESAPEAKE UTILS CORP | $205,000 | – | 3,100 | +100.0% | 0.28% | – |
| HPP | New | HUDSON PAC PPTYS INC | $204,000 | – | 7,000 | +100.0% | 0.28% | – |
| CDW | New | CDW CORP | $204,000 | – | 5,100 | +100.0% | 0.28% | – |
| SYNA | New | SYNAPTICS INC | $204,000 | – | 3,800 | +100.0% | 0.28% | – |
| JWA | New | WILEY JOHN & SONS INCcl a | $204,000 | – | 3,900 | +100.0% | 0.28% | – |
| ITUB | New | ITAU UNIBANCO HLDG SAspon adr rep pfd | $203,000 | – | 21,500 | +100.0% | 0.28% | – |
| DHR | New | DANAHER CORP DEL | $202,000 | – | 2,000 | +100.0% | 0.28% | – |
| VEEV | New | VEEVA SYS INC | $201,000 | – | 5,900 | +100.0% | 0.28% | – |
| URBN | New | URBAN OUTFITTERS INC | $201,000 | – | 7,300 | +100.0% | 0.28% | – |
| EXPD | Sell | EXPEDITORS INTL WASH INC | $201,000 | -46.5% | 4,100 | -46.8% | 0.28% | +73.9% |
| WBC | Sell | WABCO HLDGS INC | $201,000 | -76.8% | 2,200 | -72.8% | 0.28% | -24.5% |
| LYV | New | LIVE NATION ENTERTAINMENT IN | $200,000 | – | 8,500 | +100.0% | 0.28% | – |
| FLT | New | FLEETCOR TECHNOLOGIES INC | $200,000 | – | 1,400 | +100.0% | 0.28% | – |
| PRU | New | PRUDENTIAL FINL INC | $200,000 | – | 2,800 | +100.0% | 0.28% | – |
| DYN | New | DYNEGY INC NEW DEL | $200,000 | – | 11,600 | +100.0% | 0.28% | – |
| MRTN | New | MARTEN TRANS LTD | $198,000 | – | 10,000 | +100.0% | 0.28% | – |
| CCC | New | CALGON CARBON CORP | $193,000 | – | 14,700 | +100.0% | 0.27% | – |
| DDD | Sell | 3-D SYS CORP DEL | $192,000 | -38.5% | 14,000 | -30.7% | 0.27% | +99.3% |
| FRP | Sell | FAIRPOINT COMMUNICATIONS INC | $189,000 | -59.2% | 12,900 | -58.5% | 0.26% | +32.2% |
| AROC | Sell | ARCHROCK INC | $187,000 | -77.1% | 19,900 | -80.5% | 0.26% | -25.9% |
| FIVN | FIVE9 INC | $187,000 | +33.6% | 15,700 | 0.0% | 0.26% | +333.3% | |
| HBAN | New | HUNTINGTON BANCSHARES INC | $186,000 | – | 20,800 | +100.0% | 0.26% | – |
| AHH | Sell | ARMADA HOFFLER PPTYS INC | $185,000 | -2.1% | 13,500 | -19.6% | 0.26% | +218.5% |
| OSG | New | OVERSEAS SHIPHOLDING GROUP Icl a new | $184,000 | – | 16,700 | +100.0% | 0.26% | – |
| BOFI | Sell | BOFI HLDG INC | $182,000 | -27.8% | 10,300 | -12.7% | 0.25% | +134.3% |
| NXEO | New | NEXEO SOLUTIONS INC | $180,000 | – | 20,000 | +100.0% | 0.25% | – |
| BBD | New | BANCO BRADESCO S Asp adr pfd new | $180,000 | – | 23,100 | +100.0% | 0.25% | – |
| SBY | New | SILVER BAY RLTY TR CORP | $179,000 | – | 10,500 | +100.0% | 0.25% | – |
| AMBC | New | AMBAC FINL GROUP INC | $179,000 | – | 10,900 | +100.0% | 0.25% | – |
| EXEL | New | EXELIXIS INC | $176,000 | – | 22,500 | +100.0% | 0.24% | – |
| DANG | New | E-COMMERCE CHINA DANGDANG IN | $176,000 | – | 29,100 | +100.0% | 0.24% | – |
| HL | New | HECLA MNG CO | $176,000 | – | 34,500 | +100.0% | 0.24% | – |
| ACTG | New | ACACIA RESH CORP | $174,000 | – | 39,631 | +100.0% | 0.24% | – |
| MITL | New | MITEL NETWORKS CORP | $171,000 | – | 27,200 | +100.0% | 0.24% | – |
| CEMP | New | CEMPRA INC | $170,000 | – | 10,300 | +100.0% | 0.24% | – |
| MBI | Sell | MBIA INC | $168,000 | -47.0% | 24,600 | -31.3% | 0.23% | +72.1% |
| NSAM | New | NORTHSTAR ASSET MGMT GROUP I | $168,000 | – | 16,500 | +100.0% | 0.23% | – |
| LXRX | Sell | LEXICON PHARMACEUTICALS INC | $168,000 | -48.5% | 11,700 | -57.1% | 0.23% | +67.1% |
| LPSN | New | LIVEPERSON INC | $165,000 | – | 26,100 | +100.0% | 0.23% | – |
| OFG | Sell | OFG BANCORP | $164,000 | -76.3% | 19,800 | -80.0% | 0.23% | -23.2% |
| KCG | New | KCG HLDGS INCcl a | $162,000 | – | 12,200 | +100.0% | 0.23% | – |
| GPK | Sell | GRAPHIC PACKAGING HLDG CO | $161,000 | -18.7% | 12,800 | -16.9% | 0.22% | +163.5% |
| TPRE | New | THIRD PT REINS LTD | $161,000 | – | 13,700 | +100.0% | 0.22% | – |
| DAKT | New | DAKTRONICS INC | $158,000 | – | 25,300 | +100.0% | 0.22% | – |
| FCH | New | FELCOR LODGING TR INC | $156,000 | – | 25,100 | +100.0% | 0.22% | – |
| MTG | Buy | MGIC INVT CORP WIS | $154,000 | +1.3% | 25,900 | +30.8% | 0.21% | +229.2% |
| EXTN | New | EXTERRAN CORP | $153,000 | – | 11,900 | +100.0% | 0.21% | – |
| AMCC | Buy | APPLIED MICRO CIRCUITS CORP | $153,000 | +66.3% | 23,900 | +68.3% | 0.21% | +446.2% |
| SBS | Sell | COMPANHIA DE SANEAMENTO BASIsponsored adr | $152,000 | -66.9% | 17,000 | -75.5% | 0.21% | +7.6% |
| ING | New | ING GROEP N Vsponsored adr | $152,000 | – | 14,700 | +100.0% | 0.21% | – |
| TESO | New | TESCO CORP | $149,000 | – | 22,200 | +100.0% | 0.21% | – |
| RWT | New | REDWOOD TR INC | $148,000 | – | 10,700 | +100.0% | 0.21% | – |
| MEET | New | MEETME INC | $143,000 | – | 26,800 | +100.0% | 0.20% | – |
| WPG | New | WP GLIMCHER IN | $143,000 | – | 12,800 | +100.0% | 0.20% | – |
| TMST | Sell | TIMKENSTEEL CORP | $143,000 | -0.7% | 14,900 | -5.7% | 0.20% | +221.0% |
| CLF | New | CLIFFS NAT RES INC | $142,000 | – | 25,000 | +100.0% | 0.20% | – |
| TNP | Sell | TSAKOS ENERGY NAVIGATION LTD | $141,000 | -30.9% | 30,000 | -9.1% | 0.20% | +125.3% |
| EXAR | New | EXAR CORP | $137,000 | – | 17,000 | +100.0% | 0.19% | – |
| AHT | New | ASHFORD HOSPITALITY TR INC | $137,000 | – | 25,600 | +100.0% | 0.19% | – |
| AXGT | Sell | AXOVANT SCIENCES LTD | $135,000 | -25.4% | 10,500 | -33.5% | 0.19% | +141.0% |
| AMSC | New | AMERICAN SUPERCONDUCTOR CORP | $128,000 | – | 15,200 | +100.0% | 0.18% | – |
| MBT | New | MOBILE TELESYSTEMS PJSCsponsored adr | $128,000 | – | 15,400 | +100.0% | 0.18% | – |
| AMBR | New | AMBER RD INC | $127,000 | – | 16,500 | +100.0% | 0.18% | – |
| WIN | New | WINDSTREAM HLDGS INC | $124,000 | – | 13,400 | +100.0% | 0.17% | – |
| HSC | New | HARSCO CORP | $122,000 | – | 18,300 | +100.0% | 0.17% | – |
| GSM | New | FERROGLOBE PLC | $120,000 | – | 13,900 | +100.0% | 0.17% | – |
| ON | New | ON SEMICONDUCTOR CORP | $120,000 | – | 13,600 | +100.0% | 0.17% | – |
| CORT | New | CORCEPT THERAPEUTICS INC | $118,000 | – | 21,700 | +100.0% | 0.16% | – |
| IRDM | New | IRIDIUM COMMUNICATIONS INC | $116,000 | – | 13,100 | +100.0% | 0.16% | – |
| FOLD | New | AMICUS THERAPEUTICS INC | $115,000 | – | 21,000 | +100.0% | 0.16% | – |
| CARB | New | CARBONITE INC | $113,000 | – | 11,600 | +100.0% | 0.16% | – |
| CNHI | New | CNH INDL N V | $109,000 | – | 15,200 | +100.0% | 0.15% | – |
| KPTI | New | KARYOPHARM THERAPEUTICS INC | $109,000 | – | 16,200 | +100.0% | 0.15% | – |
| PSTB | New | PARK STERLING CORP | $108,000 | – | 15,200 | +100.0% | 0.15% | – |
| DHX | New | DHI GROUP INC | $107,000 | – | 17,200 | +100.0% | 0.15% | – |
| SGI | New | SILICON GRAPHICS INTL CORP | $107,000 | – | 21,200 | +100.0% | 0.15% | – |
| SYRG | Sell | SYNERGY RES CORP | $104,000 | -46.1% | 15,600 | -37.1% | 0.14% | +74.7% |
| WEN | Sell | WENDYS CO | $104,000 | -59.5% | 10,800 | -54.2% | 0.14% | +31.8% |
| BBG | New | BARRETT BILL CORP | $103,000 | – | 16,100 | +100.0% | 0.14% | – |
| VG | Sell | VONAGE HLDGS CORP | $101,000 | -57.7% | 16,600 | -68.3% | 0.14% | +38.2% |
| MDR | New | MCDERMOTT INTL INC | $89,000 | – | 18,100 | +100.0% | 0.12% | – |
| IL | Sell | INTRALINKS HLDGS INC | $88,000 | -56.7% | 13,600 | -47.1% | 0.12% | +40.2% |
| SGMO | Sell | SANGAMO BIOSCIENCES INC | $87,000 | -63.0% | 15,100 | -61.2% | 0.12% | +19.8% |
| TGTX | Sell | TG THERAPEUTICS INC | $87,000 | -47.3% | 14,300 | -26.3% | 0.12% | +70.4% |
| SMRTQ | New | STEIN MART INC | $87,000 | – | 11,300 | +100.0% | 0.12% | – |
| DWSN | New | DAWSON GEOPHYSICAL CO NEW | $85,000 | – | 10,400 | +100.0% | 0.12% | – |
| SNECQ | New | SANCHEZ ENERGY CORP | $80,000 | – | 11,400 | +100.0% | 0.11% | – |
| NOG | New | NORTHERN OIL & GAS INC NEV | $79,000 | – | 17,000 | +100.0% | 0.11% | – |
| RFP | New | RESOLUTE FST PRODS INC | $76,000 | – | 14,447 | +100.0% | 0.11% | – |
| PIR | Sell | PIER 1 IMPORTS INC | $76,000 | -30.9% | 14,700 | -6.4% | 0.11% | +125.5% |
| ZIOP | New | ZIOPHARM ONCOLOGY INC | $73,000 | – | 13,300 | +100.0% | 0.10% | – |
| CALX | New | CALIX INC | $73,000 | – | 10,500 | +100.0% | 0.10% | – |
| ARCO | New | ARCOS DORADOS HOLDINGS INC | $72,000 | – | 15,000 | +100.0% | 0.10% | – |
| RT | New | RUBY TUESDAY INC | $71,000 | – | 19,700 | +100.0% | 0.10% | – |
| RSYS | New | RADISYS CORP | $69,000 | – | 15,400 | +100.0% | 0.10% | – |
| SLM | Sell | SLM CORP | $67,000 | -96.2% | 10,800 | -96.1% | 0.09% | -87.7% |
| KGC | New | KINROSS GOLD CORP | $67,000 | – | 13,700 | +100.0% | 0.09% | – |
| GCAP | New | GAIN CAP HLDGS INC | $65,000 | – | 10,300 | +100.0% | 0.09% | – |
| NR | New | NEWPARK RES INC | $63,000 | – | 10,900 | +100.0% | 0.09% | – |
| ANH | Sell | ANWORTH MORTGAGE ASSET CP | $63,000 | -57.1% | 13,500 | -57.3% | 0.09% | +39.7% |
| CBB | New | CINCINNATI BELL INC NEW | $54,000 | – | 11,900 | +100.0% | 0.08% | – |
| OCUL | New | OCULAR THERAPEUTIX INC | $54,000 | – | 11,000 | +100.0% | 0.08% | – |
| PESXQ | New | PIONEER ENERGY SVCS CORP | $53,000 | – | 11,600 | +100.0% | 0.07% | – |
| NMIH | Exit | NMI HLDGS INCcl a | $0 | – | -15,000 | -100.0% | -0.03% | – |
| CARA | Exit | CARA THERAPEUTICS INC | $0 | – | -13,700 | -100.0% | -0.04% | – |
| MTW | Exit | MANITOWOC INC | $0 | – | -19,600 | -100.0% | -0.04% | – |
| RGLS | Exit | REGULUS THERAPEUTICS INC | $0 | – | -12,700 | -100.0% | -0.04% | – |
| ASC | Exit | ARDMORE SHIPPING CORP | $0 | – | -10,400 | -100.0% | -0.04% | – |
| TUESQ | Exit | TUESDAY MORNING CORP | $0 | – | -11,600 | -100.0% | -0.04% | – |
| MUFG | Exit | MITSUBISHI UFJ FINL GROUP INsponsored adr | $0 | – | -21,400 | -100.0% | -0.04% | – |
| CC | Exit | CHEMOURS CO | $0 | – | -14,700 | -100.0% | -0.04% | – |
| TTMI | Exit | TTM TECHNOLOGIES INC | $0 | – | -15,600 | -100.0% | -0.04% | – |
| CMRE | Exit | COSTAMARE INC | $0 | – | -12,200 | -100.0% | -0.05% | – |
| TROX | Exit | TRONOX LTD | $0 | – | -17,400 | -100.0% | -0.05% | – |
| BSMX | Exit | GRUPO FINANCIERO SANTANDER M | $0 | – | -12,600 | -100.0% | -0.05% | – |
| EMKR | Exit | EMCORE CORP | $0 | – | -22,851 | -100.0% | -0.05% | – |
| AAVL | Exit | AVALANCHE BIOTECHNOLOGIES IN | $0 | – | -22,400 | -100.0% | -0.05% | – |
| BLCM | Exit | BELLICUM PHARMACEUTICALS INC | $0 | – | -12,800 | -100.0% | -0.05% | – |
| NVAX | Exit | NOVAVAX INC | $0 | – | -23,600 | -100.0% | -0.05% | – |
| EXAS | Exit | EXACT SCIENCES CORP | $0 | – | -18,000 | -100.0% | -0.05% | – |
| VIV | Exit | TELEFONICA BRASIL SAsponsored adr | $0 | – | -10,000 | -100.0% | -0.05% | – |
| STNG | Exit | SCORPIO TANKERS INC | $0 | – | -21,800 | -100.0% | -0.05% | – |
| GOLD | Exit | BARRICK GOLD CORP | $0 | – | -10,200 | -100.0% | -0.06% | – |
| BGCP | Exit | BGC PARTNERS INCcl a | $0 | – | -15,800 | -100.0% | -0.06% | – |
| HALO | Exit | HALOZYME THERAPEUTICS INC | $0 | – | -15,000 | -100.0% | -0.06% | – |
| GRPN | Exit | GROUPON INC | $0 | – | -36,400 | -100.0% | -0.06% | – |
| NYLDA | Exit | NRG YIELD INCcl a new | $0 | – | -10,600 | -100.0% | -0.06% | – |
| TSU | Exit | TIM PARTICIPACOES S Asponsored adr | $0 | – | -13,000 | -100.0% | -0.06% | – |
| NWBI | Exit | NORTHWEST BANCSHARES INC MD | $0 | – | -10,900 | -100.0% | -0.06% | – |
| SNC | Exit | STATE NATL COS INC | $0 | – | -11,900 | -100.0% | -0.06% | – |
| PAAS | Exit | PAN AMERICAN SILVER CORP | $0 | – | -14,000 | -100.0% | -0.06% | – |
| SSINQ | Exit | STAGE STORES INC | $0 | – | -19,364 | -100.0% | -0.07% | – |
| FREDQ | Exit | FREDS INCcl a | $0 | – | -10,736 | -100.0% | -0.07% | – |
| SGMS | Exit | SCIENTIFIC GAMES CORPcl a | $0 | – | -17,400 | -100.0% | -0.07% | – |
| OCLR | Exit | OCLARO INC | $0 | – | -30,100 | -100.0% | -0.07% | – |
| TNET | Exit | TRINET GROUP INC | $0 | – | -11,400 | -100.0% | -0.07% | – |
| VTAE | Exit | VITAE PHARMACEUTICALS INC | $0 | – | -24,900 | -100.0% | -0.07% | – |
| CSTM | Exit | CONSTELLIUM NVcl a | $0 | – | -31,800 | -100.0% | -0.07% | – |
| FRPT | Exit | FRESHPET INC | $0 | – | -22,900 | -100.0% | -0.07% | – |
| CPN | Exit | CALPINE CORP | $0 | – | -11,000 | -100.0% | -0.07% | – |
| ESV | Exit | ENSCO PLC | $0 | – | -16,300 | -100.0% | -0.07% | – |
| FLDM | Exit | FLUIDIGM CORP DEL | $0 | – | -21,200 | -100.0% | -0.07% | – |
| SRI | Exit | STONERIDGE INC | $0 | – | -11,900 | -100.0% | -0.07% | – |
| CZZ | Exit | COSAN LTD | $0 | – | -35,200 | -100.0% | -0.07% | – |
| TSL | Exit | TRINA SOLAR LIMITEDspon adr | $0 | – | -17,300 | -100.0% | -0.07% | – |
| ISIL | Exit | INTERSIL CORPcl a | $0 | – | -12,900 | -100.0% | -0.07% | – |
| Exit | TARENA INTL INCadr | $0 | – | -16,300 | -100.0% | -0.08% | – | |
| LBIO | Exit | LION BIOTECHNOLOGIES INC | $0 | – | -34,600 | -100.0% | -0.08% | – |
| RICE | Exit | RICE ENERGY INC | $0 | – | -12,500 | -100.0% | -0.08% | – |
| OTIC | Exit | OTONOMY INC | $0 | – | -11,700 | -100.0% | -0.08% | – |
| PGEM | Exit | PLY GEM HLDGS INC | $0 | – | -12,600 | -100.0% | -0.08% | – |
| WFTIQ | Exit | WEATHERFORD INTL PLC | $0 | – | -22,900 | -100.0% | -0.08% | – |
| CDE | Exit | COEUR MNG INC | $0 | – | -31,900 | -100.0% | -0.08% | – |
| RLYP | Exit | RELYPSA INC | $0 | – | -13,500 | -100.0% | -0.08% | – |
| SAAS | Exit | INCONTACT INC | $0 | – | -20,500 | -100.0% | -0.08% | – |
| VRNS | Exit | VARONIS SYS INC | $0 | – | -10,100 | -100.0% | -0.08% | – |
| PGRE | Exit | PARAMOUNT GROUP INC | $0 | – | -11,900 | -100.0% | -0.08% | – |
| KBH | Exit | KB HOME | $0 | – | -13,300 | -100.0% | -0.08% | – |
| MOD | Exit | MODINE MFG CO | $0 | – | -17,700 | -100.0% | -0.08% | – |
| AGRO | Exit | ADECOAGRO S A | $0 | – | -16,900 | -100.0% | -0.08% | – |
| NLY | Exit | ANNALY CAP MGMT INC | $0 | – | -19,500 | -100.0% | -0.09% | – |
| SPLS | Exit | STAPLES INC | $0 | – | -18,200 | -100.0% | -0.09% | – |
| IVZ | Exit | INVESCO LTD | $0 | – | -6,600 | -100.0% | -0.09% | – |
| CLR | Exit | CONTINENTAL RESOURCES INC | $0 | – | -6,700 | -100.0% | -0.09% | – |
| CASY | Exit | CASEYS GEN STORES INC | $0 | – | -1,800 | -100.0% | -0.09% | – |
| ANET | Exit | ARISTA NETWORKS INC | $0 | – | -3,200 | -100.0% | -0.09% | – |
| RPAI | Exit | RETAIL PPTYS AMER INCcl a | $0 | – | -12,800 | -100.0% | -0.09% | – |
| COHR | Exit | COHERENT INC | $0 | – | -2,200 | -100.0% | -0.09% | – |
| GNTX | Exit | GENTEX CORP | $0 | – | -12,900 | -100.0% | -0.09% | – |
| HLF | Exit | HERBALIFE LTD | $0 | – | -3,300 | -100.0% | -0.09% | – |
| LGND | Exit | LIGAND PHARMACEUTICALS INC | $0 | – | -1,900 | -100.0% | -0.09% | – |
| RNR | Exit | RENAISSANCERE HOLDINGS LTD | $0 | – | -1,700 | -100.0% | -0.09% | – |
| AHL | Exit | ASPEN INSURANCE HOLDINGS LTD | $0 | – | -4,300 | -100.0% | -0.09% | – |
| BAH | Exit | BOOZ ALLEN HAMILTON HLDG CORcl a | $0 | – | -6,800 | -100.0% | -0.09% | – |
| VRA | Exit | VERA BRADLEY INC | $0 | – | -10,200 | -100.0% | -0.09% | – |
| THG | Exit | HANOVER INS GROUP INC | $0 | – | -2,300 | -100.0% | -0.09% | – |
| DWRE | Exit | DEMANDWARE INC | $0 | – | -5,300 | -100.0% | -0.09% | – |
| IPG | Exit | INTERPUBLIC GROUP COS INC | $0 | – | -9,000 | -100.0% | -0.09% | – |
| TOWN | Exit | TOWNEBANK PORTSMOUTH VA | $0 | – | -10,800 | -100.0% | -0.09% | – |
| ASH | Exit | ASHLAND INC NEW | $0 | – | -1,900 | -100.0% | -0.09% | – |
| AMPH | Exit | AMPHASTAR PHARMACEUTICALS IN | $0 | – | -17,500 | -100.0% | -0.09% | – |
| CBRE | Exit | CBRE GROUP INCcl a | $0 | – | -7,300 | -100.0% | -0.09% | – |
| SHEN | Exit | SHENANDOAH TELECOMMUNICATION | $0 | – | -7,900 | -100.0% | -0.09% | – |
| JCOM | Exit | J2 GLOBAL INC | $0 | – | -3,400 | -100.0% | -0.09% | – |
| AVY | Exit | AVERY DENNISON CORP | $0 | – | -2,900 | -100.0% | -0.09% | – |
| ILMN | Exit | ILLUMINA INC | $0 | – | -1,300 | -100.0% | -0.09% | – |
| TEO | Exit | TELECOM ARGENTINA S Aspon adr rep b | $0 | – | -11,900 | -100.0% | -0.09% | – |
| SCHW | Exit | SCHWAB CHARLES CORP NEW | $0 | – | -7,600 | -100.0% | -0.09% | – |
| TKC | Exit | TURKCELL ILETISIM HIZMETLERIspon adr new | $0 | – | -20,500 | -100.0% | -0.09% | – |
| AGIO | Exit | AGIOS PHARMACEUTICALS INC | $0 | – | -5,300 | -100.0% | -0.09% | – |
| ADC | Exit | AGREE REALTY CORP | $0 | – | -5,600 | -100.0% | -0.09% | – |
| TDW | Exit | TIDEWATER INC | $0 | – | -31,400 | -100.0% | -0.09% | – |
| CHU | Exit | CHINA UNICOM (HONG KONG) LTDsponsored adr | $0 | – | -16,300 | -100.0% | -0.09% | – |
| LVNTA | Exit | LIBERTY INTERACTIVE CORP | $0 | – | -5,500 | -100.0% | -0.09% | – |
| UBSH | Exit | UNION BANKSHARES CORP NEW | $0 | – | -8,700 | -100.0% | -0.09% | – |
| HOLI | Exit | HOLLYSYS AUTOMATION TECHNOLO | $0 | – | -10,200 | -100.0% | -0.09% | – |
| BOOT | Exit | BOOT BARN HLDGS INC | $0 | – | -23,000 | -100.0% | -0.09% | – |
| EGP | Exit | EASTGROUP PPTY INC | $0 | – | -3,600 | -100.0% | -0.09% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -5,400 | -100.0% | -0.09% | – |
| FTNT | Exit | FORTINET INC | $0 | – | -7,100 | -100.0% | -0.09% | – |
| NSA | Exit | NATIONAL STORAGE AFFILIATES | $0 | – | -10,300 | -100.0% | -0.09% | – |
| EWBC | Exit | EAST WEST BANCORP INC | $0 | – | -6,700 | -100.0% | -0.09% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -10,300 | -100.0% | -0.09% | – |
| CE | Exit | CELANESE CORP DEL | $0 | – | -3,300 | -100.0% | -0.09% | – |
| NWL | Exit | NEWELL RUBBERMAID INC | $0 | – | -4,900 | -100.0% | -0.09% | – |
| PRXL | Exit | PAREXEL INTL CORP | $0 | – | -3,500 | -100.0% | -0.09% | – |
| TAST | Exit | CARROLS RESTAURANT GROUP INC | $0 | – | -15,200 | -100.0% | -0.09% | – |
| DLX | Exit | DELUXE CORP | $0 | – | -3,500 | -100.0% | -0.09% | – |
| CTXS | Exit | CITRIX SYS INC | $0 | – | -2,800 | -100.0% | -0.09% | – |
| HES | Exit | HESS CORP | $0 | – | -4,200 | -100.0% | -0.10% | – |
| Z | Exit | ZILLOW GROUP INCcl c cap stk | $0 | – | -9,300 | -100.0% | -0.10% | – |
| TRVN | Exit | TREVENA INC | $0 | – | -26,700 | -100.0% | -0.10% | – |
| NVDA | Exit | NVIDIA CORP | $0 | – | -6,200 | -100.0% | -0.10% | – |
| TXT | Exit | TEXTRON INC | $0 | – | -6,100 | -100.0% | -0.10% | – |
| HSY | Exit | HERSHEY CO | $0 | – | -2,400 | -100.0% | -0.10% | – |
| ARAY | Exit | ACCURAY INC | $0 | – | -38,800 | -100.0% | -0.10% | – |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -2,600 | -100.0% | -0.10% | – |
| PHG | Exit | KONINKLIJKE PHILIPS N Vny reg sh new | $0 | – | -7,800 | -100.0% | -0.10% | – |
| TRU | Exit | TRANSUNION | $0 | – | -8,100 | -100.0% | -0.10% | – |
| WIFI | Exit | BOINGO WIRELESS INC | $0 | – | -29,000 | -100.0% | -0.10% | – |
| ST | Exit | SENSATA TECHNOLOGIES HLDG NV | $0 | – | -5,800 | -100.0% | -0.10% | – |
| RHP | Exit | RYMAN HOSPITALITY PPTYS INC | $0 | – | -4,400 | -100.0% | -0.10% | – |
| WEB | Exit | WEB COM GROUP INC | $0 | – | -11,400 | -100.0% | -0.10% | – |
| SCAI | Exit | SURGICAL CARE AFFILIATES INC | $0 | – | -4,900 | -100.0% | -0.10% | – |
| GNRC | Exit | GENERAC HLDGS INC | $0 | – | -6,100 | -100.0% | -0.10% | – |
| KOP | Exit | KOPPERS HOLDINGS INC | $0 | – | -10,100 | -100.0% | -0.10% | – |
| VR | Exit | VALIDUS HOLDINGS LTD | $0 | – | -4,800 | -100.0% | -0.10% | – |
| MERC | Exit | MERCER INTL INC | $0 | – | -23,900 | -100.0% | -0.10% | – |
| FNGN | Exit | FINANCIAL ENGINES INC | $0 | – | -7,200 | -100.0% | -0.10% | – |
| KW | Exit | KENNEDY-WILSON HLDGS INC | $0 | – | -10,300 | -100.0% | -0.10% | – |
| MON | Exit | MONSANTO CO NEW | $0 | – | -2,600 | -100.0% | -0.10% | – |
| KN | Exit | KNOWLES CORP | $0 | – | -17,400 | -100.0% | -0.10% | – |
| HELE | Exit | HELEN OF TROY CORP LTD | $0 | – | -2,200 | -100.0% | -0.10% | – |
| MORE | Exit | MONOGRAM RESIDENTIAL TR INC | $0 | – | -23,400 | -100.0% | -0.10% | – |
| RRGB | Exit | RED ROBIN GOURMET BURGERS IN | $0 | – | -3,600 | -100.0% | -0.10% | – |
| BW | Exit | BABCOCK & WILCOX ENTERPRIS I | $0 | – | -10,800 | -100.0% | -0.10% | – |
| FNSR | Exit | FINISAR CORP | $0 | – | -12,700 | -100.0% | -0.10% | – |
| HCA | Exit | HCA HOLDINGS INC | $0 | – | -3,000 | -100.0% | -0.10% | – |
| ADBE | Exit | ADOBE SYS INC | $0 | – | -2,500 | -100.0% | -0.10% | – |
| OASPQ | Exit | OASIS PETE INC NEW | $0 | – | -32,300 | -100.0% | -0.10% | – |
| IDTI | Exit | INTEGRATED DEVICE TECHNOLOGY | $0 | – | -11,500 | -100.0% | -0.10% | – |
| INGR | Exit | INGREDION INC | $0 | – | -2,200 | -100.0% | -0.10% | – |
| MX | Exit | MAGNACHIP SEMICONDUCTOR CORP | $0 | – | -44,000 | -100.0% | -0.10% | – |
| NUVA | Exit | NUVASIVE INC | $0 | – | -4,900 | -100.0% | -0.10% | – |
| PRTA | Exit | PROTHENA CORP PLC | $0 | – | -5,800 | -100.0% | -0.10% | – |
| ATO | Exit | ATMOS ENERGY CORP | $0 | – | -3,200 | -100.0% | -0.10% | – |
| VNDA | Exit | VANDA PHARMACEUTICALS INC | $0 | – | -28,400 | -100.0% | -0.10% | – |
| AMTD | Exit | TD AMERITRADE HLDG CORP | $0 | – | -7,600 | -100.0% | -0.10% | – |
| NSM | Exit | NATIONSTAR MTG HLDGS INC | $0 | – | -24,200 | -100.0% | -0.10% | – |
| MGM | Exit | MGM RESORTS INTERNATIONAL | $0 | – | -11,200 | -100.0% | -0.10% | – |
| IMPV | Exit | IMPERVA INC | $0 | – | -4,800 | -100.0% | -0.10% | – |
| CHFC | Exit | CHEMICAL FINL CORP | $0 | – | -6,900 | -100.0% | -0.10% | – |
| RIO | Exit | RIO TINTO PLCsponsored adr | $0 | – | -8,700 | -100.0% | -0.10% | – |
| MAA | Exit | MID-AMER APT CMNTYS INC | $0 | – | -2,400 | -100.0% | -0.10% | – |
| GTTN | Exit | GTT COMMUNICATIONS INC | $0 | – | -14,800 | -100.0% | -0.10% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -5,500 | -100.0% | -0.10% | – |
| PCTY | Exit | PAYLOCITY HLDG CORP | $0 | – | -7,500 | -100.0% | -0.10% | – |
| RCL | Exit | ROYAL CARIBBEAN CRUISES LTD | $0 | – | -3,000 | -100.0% | -0.10% | – |
| STAR | Exit | ISTAR INC | $0 | – | -25,700 | -100.0% | -0.11% | – |
| KKD | Exit | KRISPY KREME DOUGHNUTS INC | $0 | – | -15,900 | -100.0% | -0.11% | – |
| BIDU | Exit | BAIDU INCspon adr rep a | $0 | – | -1,300 | -100.0% | -0.11% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -5,100 | -100.0% | -0.11% | – |
| JASO | Exit | JA SOLAR HOLDINGS CO LTDspon adr rep5ord | $0 | – | -28,700 | -100.0% | -0.11% | – |
| FTDCQ | Exit | FTD COS INC | $0 | – | -9,400 | -100.0% | -0.11% | – |
| AME | Exit | AMETEK INC NEW | $0 | – | -5,000 | -100.0% | -0.11% | – |
| FN | Exit | FABRINET | $0 | – | -7,800 | -100.0% | -0.11% | – |
| RH | Exit | RESTORATION HARDWARE HLDGS I | $0 | – | -6,000 | -100.0% | -0.11% | – |
| WAL | Exit | WESTERN ALLIANCE BANCORP | $0 | – | -7,600 | -100.0% | -0.11% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -15,400 | -100.0% | -0.11% | – |
| LFC | Exit | CHINA LIFE INS CO LTDspon adr rep h | $0 | – | -20,800 | -100.0% | -0.11% | – |
| FIVE | Exit | FIVE BELOW INC | $0 | – | -6,200 | -100.0% | -0.11% | – |
| AINV | Exit | APOLLO INVT CORP | $0 | – | -46,600 | -100.0% | -0.11% | – |
| FL | Exit | FOOT LOCKER INC | $0 | – | -4,000 | -100.0% | -0.11% | – |
| PPL | Exit | PPL CORP | $0 | – | -6,800 | -100.0% | -0.11% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -6,400 | -100.0% | -0.11% | – |
| CSGS | Exit | CSG SYS INTL INC | $0 | – | -5,800 | -100.0% | -0.11% | – |
| LEG | Exit | LEGGETT & PLATT INC | $0 | – | -5,400 | -100.0% | -0.11% | – |
| DHT | Exit | DHT HOLDINGS INC | $0 | – | -45,400 | -100.0% | -0.11% | – |
| BETR | Exit | AMPLIFY SNACK BRANDS | $0 | – | -18,300 | -100.0% | -0.11% | – |
| STRZA | Exit | STARZ | $0 | – | -10,000 | -100.0% | -0.11% | – |
| PACB | Exit | PACIFIC BIOSCIENCES CALIF IN | $0 | – | -31,100 | -100.0% | -0.11% | – |
| STMP | Exit | STAMPS COM INC | $0 | – | -2,500 | -100.0% | -0.11% | – |
| EXP | Exit | EAGLE MATERIALS INC | $0 | – | -3,800 | -100.0% | -0.11% | – |
| CNL | Exit | CLECO CORP NEW | $0 | – | -4,800 | -100.0% | -0.11% | – |
| ERI | Exit | ELDORADO RESORTS INC | $0 | – | -23,300 | -100.0% | -0.12% | – |
| AIN | Exit | ALBANY INTL CORPcl a | $0 | – | -7,300 | -100.0% | -0.12% | – |
| JBSS | Exit | SANFILIPPO JOHN B & SON INC | $0 | – | -4,000 | -100.0% | -0.12% | – |
| SRC | Exit | SPIRIT RLTY CAP INC NEW | $0 | – | -24,600 | -100.0% | -0.12% | – |
| AIV | Exit | APARTMENT INVT & MGMT COcl a | $0 | – | -6,700 | -100.0% | -0.12% | – |
| CBS | Exit | CBS CORP NEWcl b | $0 | – | -5,100 | -100.0% | -0.12% | – |
| SEAS | Exit | SEAWORLD ENTMT INC | $0 | – | -13,500 | -100.0% | -0.12% | – |
| TSEM | Exit | TOWER SEMICONDUCTOR LTD | $0 | – | -23,500 | -100.0% | -0.12% | – |
| IDCC | Exit | INTERDIGITAL INC | $0 | – | -5,100 | -100.0% | -0.12% | – |
| MAN | Exit | MANPOWERGROUP INC | $0 | – | -3,500 | -100.0% | -0.12% | – |
| RS | Exit | RELIANCE STEEL & ALUMINUM CO | $0 | – | -4,100 | -100.0% | -0.12% | – |
| ACM | Exit | AECOM | $0 | – | -9,300 | -100.0% | -0.12% | – |
| AGM | Exit | FEDERAL AGRIC MTG CORPcl c | $0 | – | -7,600 | -100.0% | -0.12% | – |
| BTTGY | Exit | BT GROUP PLCadr | $0 | – | -9,000 | -100.0% | -0.12% | – |
| OSUR | Exit | ORASURE TECHNOLOGIES INC | $0 | – | -40,400 | -100.0% | -0.12% | – |
| M | Exit | MACYS INC | $0 | – | -6,600 | -100.0% | -0.12% | – |
| RGC | Exit | REGAL ENTMT GROUPcl a | $0 | – | -13,900 | -100.0% | -0.13% | – |
| SJI | Exit | SOUTH JERSEY INDS INC | $0 | – | -10,300 | -100.0% | -0.13% | – |
| INSM | Exit | INSMED INC | $0 | – | -23,100 | -100.0% | -0.13% | – |
| SIVB | Exit | SVB FINL GROUP | $0 | – | -2,900 | -100.0% | -0.13% | – |
| LNKD | Exit | LINKEDIN CORP | $0 | – | -2,600 | -100.0% | -0.13% | – |
| ALSN | Exit | ALLISON TRANSMISSION HLDGS I | $0 | – | -11,100 | -100.0% | -0.13% | – |
| CX | Exit | CEMEX SAB DE CVspon adr new | $0 | – | -41,100 | -100.0% | -0.13% | – |
| OLED | Exit | UNIVERSAL DISPLAY CORP | $0 | – | -5,500 | -100.0% | -0.13% | – |
| USNA | Exit | USANA HEALTH SCIENCES INC | $0 | – | -2,500 | -100.0% | -0.13% | – |
| BYD | Exit | BOYD GAMING CORP | $0 | – | -14,900 | -100.0% | -0.13% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -4,300 | -100.0% | -0.13% | – |
| AVD | Exit | AMERICAN VANGUARD CORP | $0 | – | -19,700 | -100.0% | -0.13% | – |
| ABMD | Exit | ABIOMED INC | $0 | – | -3,300 | -100.0% | -0.13% | – |
| NEU | Exit | NEWMARKET CORP | $0 | – | -800 | -100.0% | -0.14% | – |
| APD | Exit | AIR PRODS & CHEMS INC | $0 | – | -2,200 | -100.0% | -0.14% | – |
| BBOX | Exit | BLACK BOX CORP DEL | $0 | – | -23,500 | -100.0% | -0.14% | – |
| ORI | Exit | OLD REP INTL CORP | $0 | – | -17,300 | -100.0% | -0.14% | – |
| BPI | Exit | BRIDGEPOINT ED INC | $0 | – | -31,700 | -100.0% | -0.14% | – |
| ALGN | Exit | ALIGN TECHNOLOGY INC | $0 | – | -4,400 | -100.0% | -0.14% | – |
| IIIN | Exit | INSTEEL INDUSTRIES INC | $0 | – | -10,500 | -100.0% | -0.14% | – |
| MSEX | Exit | MIDDLESEX WATER CO | $0 | – | -10,400 | -100.0% | -0.14% | – |
| SYKE | Exit | SYKES ENTERPRISES INC | $0 | – | -10,700 | -100.0% | -0.14% | – |
| NEBLQ | Exit | NOBLE CORP PLC | $0 | – | -31,600 | -100.0% | -0.14% | – |
| SUP | Exit | SUPERIOR INDS INTL INC | $0 | – | -14,800 | -100.0% | -0.14% | – |
| MLNX | Exit | MELLANOX TECHNOLOGIES LTD | $0 | – | -6,100 | -100.0% | -0.14% | – |
| XXIA | Exit | IXIA | $0 | – | -26,700 | -100.0% | -0.14% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -3,400 | -100.0% | -0.14% | – |
| LSTR | Exit | LANDSTAR SYS INC | $0 | – | -5,200 | -100.0% | -0.14% | – |
| HTHT | Exit | CHINA LODGING GROUP LTDsponsored adr | $0 | – | -8,800 | -100.0% | -0.14% | – |
| HLX | Exit | HELIX ENERGY SOLUTIONS GRP I | $0 | – | -60,300 | -100.0% | -0.14% | – |
| FFIV | Exit | F5 NETWORKS INC | $0 | – | -3,200 | -100.0% | -0.14% | – |
| SAIC | Exit | SCIENCE APPLICATNS INTL CP N | $0 | – | -6,400 | -100.0% | -0.15% | – |
| FTI | Exit | FMC TECHNOLOGIES INC | $0 | – | -12,500 | -100.0% | -0.15% | – |
| FPRX | Exit | FIVE PRIME THERAPEUTICS INC | $0 | – | -8,500 | -100.0% | -0.15% | – |
| CPE | Exit | CALLON PETE CO DEL | $0 | – | -39,100 | -100.0% | -0.15% | – |
| EA | Exit | ELECTRONIC ARTS INC | $0 | – | -5,200 | -100.0% | -0.15% | – |
| LJPC | Exit | LA JOLLA PHARMACEUTICAL CO | $0 | – | -16,500 | -100.0% | -0.15% | – |
| Exit | HORIZON PHARMA INCnote 5.000%11/1 | $0 | – | -21,100 | -100.0% | -0.15% | – | |
| STWD | Exit | STARWOOD PPTY TR INC | $0 | – | -18,800 | -100.0% | -0.15% | – |
| STZ | Exit | CONSTELLATION BRANDS INCcl a | $0 | – | -2,400 | -100.0% | -0.16% | – |
| FCEA | Exit | FOREST CITY RLTY TR INC | $0 | – | -17,200 | -100.0% | -0.16% | – |
| QEP | Exit | QEP RES INC | $0 | – | -25,900 | -100.0% | -0.16% | – |
| MC | Exit | MOELIS & COcl a | $0 | – | -13,000 | -100.0% | -0.16% | – |
| AMN | Exit | AMN HEALTHCARE SERVICES INC | $0 | – | -10,900 | -100.0% | -0.16% | – |
| DY | Exit | DYCOM INDS INC | $0 | – | -5,700 | -100.0% | -0.16% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -3,200 | -100.0% | -0.16% | – |
| WIX | Exit | WIX COM LTD | $0 | – | -18,200 | -100.0% | -0.16% | – |
| VCEL | Exit | VERICEL CORP | $0 | – | -63,500 | -100.0% | -0.16% | – |
| HNI | Exit | HNI CORP | $0 | – | -9,500 | -100.0% | -0.16% | – |
| AOS | Exit | SMITH A O | $0 | – | -4,900 | -100.0% | -0.16% | – |
| PEGA | Exit | PEGASYSTEMS INC | $0 | – | -14,900 | -100.0% | -0.16% | – |
| PTR | Exit | PETROCHINA CO LTDsponsored adr | $0 | – | -5,800 | -100.0% | -0.16% | – |
| Exit | OM ASSET MGMT PLC | $0 | – | -28,900 | -100.0% | -0.17% | – | |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -34,700 | -100.0% | -0.17% | – |
| SNP | Exit | CHINA PETE & CHEM CORP | $0 | – | -6,000 | -100.0% | -0.17% | – |
| MSTR | Exit | MICROSTRATEGY INCcl a new | $0 | – | -2,200 | -100.0% | -0.17% | – |
| DFODQ | Exit | DEAN FOODS CO NEW | $0 | – | -22,800 | -100.0% | -0.17% | – |
| HF | Exit | HFF INCcl a | $0 | – | -14,300 | -100.0% | -0.17% | – |
| VER | Exit | VEREIT INC | $0 | – | -44,300 | -100.0% | -0.17% | – |
| CRUS | Exit | CIRRUS LOGIC INC | $0 | – | -10,900 | -100.0% | -0.17% | – |
| SUI | Exit | SUN CMNTYS INC | $0 | – | -5,600 | -100.0% | -0.17% | – |
| AEO | Exit | AMERICAN EAGLE OUTFITTERS NE | $0 | – | -24,100 | -100.0% | -0.17% | – |
| DAR | Exit | DARLING INGREDIENTS INC | $0 | – | -30,500 | -100.0% | -0.17% | – |
| KODK | Exit | EASTMAN KODAK CO | $0 | – | -37,400 | -100.0% | -0.17% | – |
| TSE | Exit | TRINSEO S A | $0 | – | -11,000 | -100.0% | -0.17% | – |
| KIRK | Exit | KIRKLANDS INC | $0 | – | -23,200 | -100.0% | -0.17% | – |
| EVH | Exit | EVOLENT HEALTH INCcl a | $0 | – | -38,600 | -100.0% | -0.18% | – |
| LEA | Exit | LEAR CORP | $0 | – | -3,700 | -100.0% | -0.18% | – |
| JLL | Exit | JONES LANG LASALLE INC | $0 | – | -3,500 | -100.0% | -0.18% | – |
| PRAH | Exit | PRA HEALTH SCIENCES INC | $0 | – | -9,600 | -100.0% | -0.18% | – |
| KTOS | Exit | KRATOS DEFENSE & SEC SOLUTIO | $0 | – | -84,100 | -100.0% | -0.18% | – |
| QIWI | Exit | QIWI PLCspon adr rep b | $0 | – | -28,700 | -100.0% | -0.18% | – |
| NQ | Exit | NQ MOBILE INCadr repstg cl a | $0 | – | -91,700 | -100.0% | -0.18% | – |
| NILE | Exit | BLUE NILE INC | $0 | – | -16,400 | -100.0% | -0.18% | – |
| UBS | Exit | UBS GROUP AG | $0 | – | -26,600 | -100.0% | -0.18% | – |
| KT | Exit | KT CORPsponsored adr | $0 | – | -32,400 | -100.0% | -0.19% | – |
| AAPL | Exit | APPLE INC | $0 | – | -4,000 | -100.0% | -0.19% | – |
| SSS | Exit | SOVRAN SELF STORAGE INC | $0 | – | -3,700 | -100.0% | -0.19% | – |
| BLOX | Exit | INFOBLOX INC | $0 | – | -25,800 | -100.0% | -0.19% | – |
| BRKR | Exit | BRUKER CORP | $0 | – | -15,700 | -100.0% | -0.19% | – |
| BPOP | Exit | POPULAR INC | $0 | – | -15,500 | -100.0% | -0.19% | – |
| WNC | Exit | WABASH NATL CORP | $0 | – | -33,600 | -100.0% | -0.19% | – |
| ROG | Exit | ROGERS CORP | $0 | – | -7,400 | -100.0% | -0.19% | – |
| GDDY | Exit | GODADDY INCcl a | $0 | – | -13,700 | -100.0% | -0.19% | – |
| HCKT | Exit | HACKETT GROUP INC | $0 | – | -29,600 | -100.0% | -0.19% | – |
| LPL | Exit | LG DISPLAY CO LTDspons adr rep | $0 | – | -39,500 | -100.0% | -0.19% | – |
| TJX | Exit | TJX COS INC NEW | $0 | – | -5,800 | -100.0% | -0.20% | – |
| NUAN | Exit | NUANCE COMMUNICATIONS INC | $0 | – | -24,400 | -100.0% | -0.20% | – |
| LC | Exit | LENDINGCLUB CORP | $0 | – | -55,900 | -100.0% | -0.20% | – |
| AIR | Exit | AAR CORP | $0 | – | -20,000 | -100.0% | -0.20% | – |
| BAK | Exit | BRASKEM S Asp adr pfd a | $0 | – | -36,500 | -100.0% | -0.20% | – |
| YRCW | Exit | YRC WORLDWIDE INC | $0 | – | -50,800 | -100.0% | -0.20% | – |
| XLNX | Exit | XILINX INC | $0 | – | -10,000 | -100.0% | -0.20% | – |
| FLWS | Exit | 1 800 FLOWERS COMcl a | $0 | – | -61,600 | -100.0% | -0.21% | – |
| MDCA | Exit | MDC PARTNERS INCcl a sub vtg | $0 | – | -20,900 | -100.0% | -0.21% | – |
| KND | Exit | KINDRED HEALTHCARE INC | $0 | – | -41,200 | -100.0% | -0.22% | – |
| AMED | Exit | AMEDISYS INC | $0 | – | -10,600 | -100.0% | -0.22% | – |
| SLCA | Exit | U S SILICA HLDGS INC | $0 | – | -22,700 | -100.0% | -0.22% | – |
| KFRC | Exit | KFORCE INC | $0 | – | -26,600 | -100.0% | -0.22% | – |
| PIPR | Exit | PIPER JAFFRAY COS | $0 | – | -10,500 | -100.0% | -0.22% | – |
| ELY | Exit | CALLAWAY GOLF CO | $0 | – | -57,300 | -100.0% | -0.22% | – |
| SXC | Exit | SUNCOKE ENERGY INC | $0 | – | -81,400 | -100.0% | -0.23% | – |
| EIX | Exit | EDISON INTL | $0 | – | -7,500 | -100.0% | -0.23% | – |
| MSGN | Exit | MSG NETWORK INCcl a | $0 | – | -31,800 | -100.0% | -0.24% | – |
| GIII | Exit | G-III APPAREL GROUP LTD | $0 | – | -11,300 | -100.0% | -0.24% | – |
| RHI | Exit | ROBERT HALF INTL INC | $0 | – | -12,000 | -100.0% | -0.24% | – |
| ORLY | Exit | O REILLY AUTOMOTIVE INC NEW | $0 | – | -2,100 | -100.0% | -0.25% | – |
| SFL | Exit | SHIP FINANCE INTERNATIONAL L | $0 | – | -41,700 | -100.0% | -0.25% | – |
| PBF | Exit | PBF ENERGY INCcl a | $0 | – | -17,600 | -100.0% | -0.25% | – |
| GME | Exit | GAMESTOP CORP NEWcl a | $0 | – | -18,600 | -100.0% | -0.25% | – |
| IVC | Exit | INVACARE CORP | $0 | – | -44,800 | -100.0% | -0.25% | – |
| DOFSQ | Exit | DIAMOND OFFSHORE DRILLING IN | $0 | – | -27,500 | -100.0% | -0.26% | – |
| ANF | Exit | ABERCROMBIE & FITCH COcl a | $0 | – | -19,100 | -100.0% | -0.26% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -8,800 | -100.0% | -0.26% | – |
| ELP | Exit | COMPANHIA PARANAENSE ENERG Cspon adr pfd | $0 | – | -76,400 | -100.0% | -0.26% | – |
| SLGN | Exit | SILGAN HOLDINGS INC | $0 | – | -11,400 | -100.0% | -0.26% | – |
| KEP | Exit | KOREA ELECTRIC PWRsponsored adr | $0 | – | -23,900 | -100.0% | -0.26% | – |
| ACCO | Exit | ACCO BRANDS CORP | $0 | – | -69,000 | -100.0% | -0.27% | – |
| SSNI | Exit | SILVER SPRING NETWORKS INC | $0 | – | -42,200 | -100.0% | -0.27% | – |
| CPL | Exit | CPFL ENERGIA S Asponsored adr | $0 | – | -57,600 | -100.0% | -0.27% | – |
| EOCCY | Exit | EMPRESA NACIONAL DE ELCTRCIDsponsored adr | $0 | – | -15,100 | -100.0% | -0.27% | – |
| WMC | Exit | WESTERN ASSET MTG CAP CORP | $0 | – | -63,700 | -100.0% | -0.27% | – |
| STRA | Exit | STRAYER ED INC | $0 | – | -13,200 | -100.0% | -0.28% | – |
| SATS | Exit | ECHOSTAR CORPcl a | $0 | – | -14,600 | -100.0% | -0.28% | – |
| VC | Exit | VISTEON CORP | $0 | – | -8,200 | -100.0% | -0.28% | – |
| TRN | Exit | TRINITY INDS INC | $0 | – | -36,400 | -100.0% | -0.29% | – |
| PLAB | Exit | PHOTRONICS INC | $0 | – | -65,200 | -100.0% | -0.29% | – |
| INGN | Exit | INOGEN INC | $0 | – | -15,300 | -100.0% | -0.30% | – |
| ITG | Exit | INVESTMENT TECHNOLOGY GRP NE | $0 | – | -31,200 | -100.0% | -0.30% | – |
| CAH | Exit | CARDINAL HEALTH INC | $0 | – | -8,500 | -100.0% | -0.30% | – |
| HCSG | Exit | HEALTHCARE SVCS GRP INC | $0 | – | -19,300 | -100.0% | -0.30% | – |
| MKTX | Exit | MARKETAXESS HLDGS INC | $0 | – | -5,700 | -100.0% | -0.30% | – |
| KBR | Exit | KBR INC | $0 | – | -46,700 | -100.0% | -0.31% | – |
| VIAV | Exit | VIAVI SOLUTIONS INC | $0 | – | -107,636 | -100.0% | -0.32% | – |
| PLOW | Exit | DOUGLAS DYNAMICS INC | $0 | – | -32,300 | -100.0% | -0.32% | – |
| GCO | Exit | GENESCO INC | $0 | – | -10,400 | -100.0% | -0.32% | – |
| BLD | Exit | TOPBUILD CORP | $0 | – | -25,400 | -100.0% | -0.32% | – |
| DWA | Exit | DREAMWORKS ANIMATION SKG INCcl a | $0 | – | -30,500 | -100.0% | -0.33% | – |
| SUM | Exit | SUMMIT MATLS INCcl a | $0 | – | -39,201 | -100.0% | -0.33% | – |
| TOWR | Exit | TOWER INTL INC | $0 | – | -28,400 | -100.0% | -0.33% | – |
| LDOS | Exit | LEIDOS HLDGS INC | $0 | – | -15,400 | -100.0% | -0.33% | – |
| WSM | Exit | WILLIAMS SONOMA INC | $0 | – | -14,200 | -100.0% | -0.33% | – |
| HAWK | Exit | BLACKHAWK NETWORK HLDGS INC | $0 | – | -23,000 | -100.0% | -0.34% | – |
| HYH | Exit | HALYARD HEALTH INC | $0 | – | -27,500 | -100.0% | -0.34% | – |
| MDU | Exit | MDU RES GROUP INC | $0 | – | -41,600 | -100.0% | -0.35% | – |
| CRAY | Exit | CRAY INC | $0 | – | -19,300 | -100.0% | -0.35% | – |
| DSW | Exit | DSW INCcl a | $0 | – | -29,500 | -100.0% | -0.35% | – |
| CNC | Exit | CENTENE CORP DEL | $0 | – | -13,400 | -100.0% | -0.35% | – |
| RNG | Exit | RINGCENTRAL INCcl a | $0 | – | -52,600 | -100.0% | -0.36% | – |
| JCPNQ | Exit | PENNEY J C INC | $0 | – | -75,400 | -100.0% | -0.36% | – |
| AXL | Exit | AMERICAN AXLE & MFG HLDGS IN | $0 | – | -54,600 | -100.0% | -0.36% | – |
| MAS | Exit | MASCO CORP | $0 | – | -26,800 | -100.0% | -0.36% | – |
| SPXC | Exit | SPX CORP | $0 | – | -57,000 | -100.0% | -0.37% | – |
| AGNC | Exit | AMERICAN CAPITAL AGENCY CORP | $0 | – | -47,900 | -100.0% | -0.38% | – |
| ARR | Exit | ARMOUR RESIDENTIAL REIT INC | $0 | – | -41,600 | -100.0% | -0.38% | – |
| MCO | Exit | MOODYS CORP | $0 | – | -9,400 | -100.0% | -0.39% | – |
| TIME | Exit | TIME INC NEW | $0 | – | -59,000 | -100.0% | -0.39% | – |
| MGLN | Exit | MAGELLAN HEALTH INC | $0 | – | -13,500 | -100.0% | -0.39% | – |
| TPH | Exit | TRI POINTE GROUP INC | $0 | – | -78,000 | -100.0% | -0.39% | – |
| PRTY | Exit | PARTY CITY HOLDCO INC | $0 | – | -61,600 | -100.0% | -0.40% | – |
| WCG | Exit | WELLCARE HEALTH PLANS INC | $0 | – | -10,200 | -100.0% | -0.41% | – |
| ERII | Exit | ENERGY RECOVERY INC | $0 | – | -91,700 | -100.0% | -0.41% | – |
| EURN | Exit | EURONAV NV ANTWERPEN | $0 | – | -93,800 | -100.0% | -0.41% | – |
| AZPN | Exit | ASPEN TECHNOLOGY INC | $0 | – | -26,700 | -100.0% | -0.41% | – |
| LOGI | Exit | LOGITECH INTL S A | $0 | – | -60,900 | -100.0% | -0.42% | – |
| UGP | Exit | ULTRAPAR PARTICIPACOES S A | $0 | – | -50,500 | -100.0% | -0.42% | – |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -4,900 | -100.0% | -0.43% | – |
| PRSC | Exit | PROVIDENCE SVC CORP | $0 | – | -20,200 | -100.0% | -0.44% | – |
| RUBI | Exit | RUBICON PROJ INC | $0 | – | -57,500 | -100.0% | -0.45% | – |
| LULU | Exit | LULULEMON ATHLETICA INC | $0 | – | -16,100 | -100.0% | -0.47% | – |
| CRTO | Exit | CRITEO S Aspons ads | $0 | – | -26,500 | -100.0% | -0.47% | – |
| TWO | Exit | TWO HBRS INVT CORP | $0 | – | -140,400 | -100.0% | -0.48% | – |
| CBD | Exit | COMPANHIA BRASILEIRA DE DISTspn adr pfd cl a | $0 | – | -80,100 | -100.0% | -0.48% | – |
| ARW | Exit | ARROW ELECTRS INC | $0 | – | -17,300 | -100.0% | -0.48% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -45,100 | -100.0% | -0.48% | – |
| ERIC | Exit | ERICSSONadr b sek 10 | $0 | – | -121,700 | -100.0% | -0.52% | – |
| BWXT | Exit | BWX TECHNOLOGIES INC | $0 | – | -36,800 | -100.0% | -0.53% | – |
| AEIS | Exit | ADVANCED ENERGY INDS | $0 | – | -35,700 | -100.0% | -0.53% | – |
| LB | Exit | L BRANDS INC | $0 | – | -14,600 | -100.0% | -0.55% | – |
| SHO | Exit | SUNSTONE HOTEL INVS INC NEW | $0 | – | -91,800 | -100.0% | -0.55% | – |
| PAM | Exit | PAMPA ENERGIA S Aspons adr lvl i | $0 | – | -67,600 | -100.0% | -0.62% | – |
| RDC | Exit | ROWAN COMPANIES PLC | $0 | – | -94,300 | -100.0% | -0.65% | – |
| DRI | Exit | DARDEN RESTAURANTS INC | $0 | – | -23,000 | -100.0% | -0.65% | – |
| EVR | Exit | EVERCORE PARTNERS INCclass a | $0 | – | -31,100 | -100.0% | -0.69% | – |
| CSC | Exit | COMPUTER SCIENCES CORP | $0 | – | -47,900 | -100.0% | -0.71% | – |
| DKS | Exit | DICKS SPORTING GOODS INC | $0 | – | -37,400 | -100.0% | -0.75% | – |
| WETF | Exit | WISDOMTREE INVTS INC | $0 | – | -155,000 | -100.0% | -0.76% | – |
| BKS | Exit | BARNES & NOBLE INC | $0 | – | -149,100 | -100.0% | -0.79% | – |
| RIG | Exit | TRANSOCEAN LTD | $0 | – | -202,100 | -100.0% | -0.79% | – |
| SFLY | Exit | SHUTTERFLY INC | $0 | – | -40,700 | -100.0% | -0.81% | – |
| LII | Exit | LENNOX INTL INC | $0 | – | -14,000 | -100.0% | -0.81% | – |
| TREX | Exit | TREX CO INC | $0 | – | -40,600 | -100.0% | -0.84% | – |
| NOK | Exit | NOKIA CORPsponsored adr | $0 | – | -354,300 | -100.0% | -0.90% | – |
| FRAN | Exit | FRANCESCAS HLDGS CORP | $0 | – | -110,300 | -100.0% | -0.91% | – |
| MIK | Exit | MICHAELS COS INC | $0 | – | -79,700 | -100.0% | -0.96% | – |
| DECK | Exit | DECKERS OUTDOOR CORP | $0 | – | -39,200 | -100.0% | -1.01% | – |
| EXPR | Exit | EXPRESS INC | $0 | – | -109,800 | -100.0% | -1.01% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2016-08-15
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 | 2024-02-13 |
| SC 13G/A | 2024-01-17 |
| SC 13G/A | 2024-01-17 |
| SC 13G/A | 2024-01-17 |
| 13F-NT | 2023-11-13 |
| SC 13G | 2023-10-30 |
| 13F-NT | 2023-08-14 |
| 13F-NT | 2023-05-12 |
| SC 13G | 2023-03-31 |
| SC 13G | 2023-03-27 |
View ELLINGTON MANAGEMENT GROUP LLC's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.