$656 Million is the total value of ELLINGTON MANAGEMENT GROUP LLC's 519 reported holdings in Q4 2016. The portfolio turnover from Q3 2016 to Q4 2016 was 131.5% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EWZ | New | ISHAREScall | $65,310,000 | – | 1,958,900 | +100.0% | 9.96% | – |
| SPY | New | SPDR S&P 500 ETF TRput | $55,883,000 | – | 250,000 | +100.0% | 8.52% | – |
| CAT | New | CATERPILLAR INC DELcall | $33,386,000 | – | 360,000 | +100.0% | 5.09% | – |
| CAT | New | CATERPILLAR INC DELput | $33,386,000 | – | 360,000 | +100.0% | 5.09% | – |
| EEM | New | ISHARES TRput | $31,390,000 | – | 896,600 | +100.0% | 4.79% | – |
| HAL | New | HALLIBURTON COput | $27,045,000 | – | 500,000 | +100.0% | 4.12% | – |
| HAL | New | HALLIBURTON COcall | $27,045,000 | – | 500,000 | +100.0% | 4.12% | – |
| TLT | New | ISHARES TRput | $23,826,000 | – | 200,000 | +100.0% | 3.63% | – |
| SPY | New | SPDR S&P 500 ETF TRcall | $22,353,000 | – | 100,000 | +100.0% | 3.41% | – |
| CVX | New | CHEVRON CORP NEWput | $17,655,000 | – | 150,000 | +100.0% | 2.69% | – |
| CVX | New | CHEVRON CORP NEWcall | $17,655,000 | – | 150,000 | +100.0% | 2.69% | – |
| EFC | Buy | ELLINGTON FINANCIAL LLC | $16,211,000 | -0.6% | 1,044,492 | +6.7% | 2.47% | -45.0% |
| CAT | New | CATERPILLAR INC DEL | $7,558,000 | – | 81,494 | +100.0% | 1.15% | – |
| SPY | Buy | SPDR S&P 500 ETF TRtr unit | $7,231,000 | +12.5% | 32,348 | +8.8% | 1.10% | -37.7% |
| FXI | New | ISHARES TRput | $6,942,000 | – | 200,000 | +100.0% | 1.06% | – |
| HYG | New | ISHARES TRiboxx hi yd etf | $4,396,000 | – | 50,789 | +100.0% | 0.67% | – |
| HTZGQ | New | HERTZ GLOBAL HLDGS INCcall | $3,234,000 | – | 150,000 | +100.0% | 0.49% | – |
| FCEA | New | FOREST CITY RLTY TR INC | $2,053,000 | – | 98,500 | +100.0% | 0.31% | – |
| HAL | New | HALLIBURTON CO | $2,034,000 | – | 37,609 | +100.0% | 0.31% | – |
| FFIV | Buy | F5 NETWORKS INC | $1,838,000 | +32.8% | 12,700 | +14.4% | 0.28% | -26.5% |
| HLT | New | HILTON WORLDWIDE HLDGS INCwhen issued | $1,757,000 | – | 64,600 | +100.0% | 0.27% | – |
| SMG | Buy | SCOTTS MIRACLE GRO COcl a | $1,634,000 | +80.0% | 17,100 | +56.9% | 0.25% | -0.4% |
| CVX | New | CHEVRON CORP NEW | $1,624,000 | – | 13,800 | +100.0% | 0.25% | – |
| CX | Buy | CEMEX SAB DE CVspon adr new | $1,610,000 | +841.5% | 200,500 | +832.6% | 0.25% | +423.4% |
| ALL | New | ALLSTATE CORP | $1,534,000 | – | 20,700 | +100.0% | 0.23% | – |
| VALEP | Sell | VALE S Aadr repstg pfd | $1,453,000 | +28.9% | 210,900 | -11.9% | 0.22% | -28.4% |
| REG | New | REGENCY CTRS CORP | $1,427,000 | – | 20,700 | +100.0% | 0.22% | – |
| SNH | New | SENIOR HSG PPTYS TRsh ben int | $1,425,000 | – | 75,300 | +100.0% | 0.22% | – |
| COP | New | CONOCOPHILLIPS | $1,399,000 | – | 27,900 | +100.0% | 0.21% | – |
| BK | Buy | BANK NEW YORK MELLON CORP | $1,383,000 | +99.3% | 29,200 | +67.8% | 0.21% | +10.5% |
| CSGP | New | COSTAR GROUP INC | $1,376,000 | – | 7,300 | +100.0% | 0.21% | – |
| NRG | Sell | NRG ENERGY INC | $1,367,000 | -25.6% | 111,500 | -32.0% | 0.21% | -58.7% |
| FRT | New | FEDERAL REALTY INVT TRsh ben int new | $1,350,000 | – | 9,500 | +100.0% | 0.21% | – |
| ETFC | New | E TRADE FINANCIAL CORP | $1,317,000 | – | 38,000 | +100.0% | 0.20% | – |
| UN | New | UNILEVER N V | $1,302,000 | – | 31,700 | +100.0% | 0.20% | – |
| WCG | Buy | WELLCARE HEALTH PLANS INC | $1,302,000 | +282.9% | 9,500 | +227.6% | 0.20% | +111.7% |
| UL | New | UNILEVER PLCspon adr new | $1,294,000 | – | 31,800 | +100.0% | 0.20% | – |
| SYF | New | SYNCHRONY FINL | $1,280,000 | – | 35,300 | +100.0% | 0.20% | – |
| MNST | New | MONSTER BEVERAGE CORP NEW | $1,268,000 | – | 28,600 | +100.0% | 0.19% | – |
| NVO | Buy | NOVO-NORDISK A Sadr | $1,259,000 | +185.5% | 35,100 | +231.1% | 0.19% | +58.7% |
| BAP | Buy | CREDICORP LTD | $1,247,000 | +121.5% | 7,900 | +113.5% | 0.19% | +22.6% |
| TOL | New | TOLL BROTHERS INC | $1,237,000 | – | 39,900 | +100.0% | 0.19% | – |
| SYT | New | SYNGENTA AGsponsored adr | $1,225,000 | – | 15,500 | +100.0% | 0.19% | – |
| FNSR | Sell | FINISAR CORP | $1,214,000 | -16.5% | 40,100 | -17.8% | 0.18% | -53.9% |
| CAA | Sell | CALATLANTIC GROUP INC | $1,201,000 | -13.8% | 35,300 | -15.3% | 0.18% | -52.3% |
| APD | New | AIR PRODS & CHEMS INC | $1,194,000 | – | 8,300 | +100.0% | 0.18% | – |
| CBI | Buy | CHICAGO BRIDGE & IRON CO N V | $1,194,000 | +249.1% | 37,600 | +208.2% | 0.18% | +93.6% |
| SNPS | New | SYNOPSYS INC | $1,171,000 | – | 19,900 | +100.0% | 0.18% | – |
| RLGY | New | REALOGY HLDGS CORP | $1,145,000 | – | 44,500 | +100.0% | 0.18% | – |
| AIG | New | AMERICAN INTL GROUP INC | $1,143,000 | – | 17,500 | +100.0% | 0.17% | – |
| ALGN | New | ALIGN TECHNOLOGY INC | $1,125,000 | – | 11,700 | +100.0% | 0.17% | – |
| TRV | New | TRAVELERS COMPANIES INC | $1,126,000 | – | 9,200 | +100.0% | 0.17% | – |
| AME | New | AMETEK INC NEW | $1,123,000 | – | 23,100 | +100.0% | 0.17% | – |
| FLR | New | FLUOR CORP NEW | $1,108,000 | – | 21,100 | +100.0% | 0.17% | – |
| CRI | New | CARTER INC | $1,089,000 | – | 12,600 | +100.0% | 0.17% | – |
| DCI | Buy | DONALDSON INC | $1,086,000 | +93.9% | 25,800 | +72.0% | 0.17% | +7.8% |
| COMM | New | COMMSCOPE HLDG CO INC | $1,086,000 | – | 29,200 | +100.0% | 0.17% | – |
| ODFL | New | OLD DOMINION FGHT LINES INC | $1,064,000 | – | 12,400 | +100.0% | 0.16% | – |
| LULU | New | LULULEMON ATHLETICA INC | $1,053,000 | – | 16,200 | +100.0% | 0.16% | – |
| SPLS | New | STAPLES INC | $1,053,000 | – | 116,400 | +100.0% | 0.16% | – |
| OZRK | Buy | BANK OF THE OZARKS INC | $1,041,000 | +116.9% | 19,800 | +58.4% | 0.16% | +20.5% |
| BG | New | BUNGE LIMITED | $1,033,000 | – | 14,300 | +100.0% | 0.16% | – |
| NKE | Buy | NIKE INCcl b | $1,032,000 | +45.1% | 20,300 | +50.4% | 0.16% | -19.9% |
| DFS | New | DISCOVER FINL SVCS | $1,031,000 | – | 14,300 | +100.0% | 0.16% | – |
| UBS | New | UBS GROUP AG | $1,020,000 | – | 65,100 | +100.0% | 0.16% | – |
| COST | Buy | COSTCO WHSL CORP NEW | $1,025,000 | +76.7% | 6,400 | +68.4% | 0.16% | -2.5% |
| HTA | New | HEALTHCARE TR AMER INCcl a new | $1,013,000 | – | 34,800 | +100.0% | 0.16% | – |
| LEN | New | LENNAR CORPcl a | $1,013,000 | – | 23,600 | +100.0% | 0.16% | – |
| UNVR | New | UNIVAR INC | $1,013,000 | – | 35,700 | +100.0% | 0.16% | – |
| SBAC | Buy | SBA COMMUNICATIONS CORP | $1,012,000 | +1.4% | 9,800 | +10.1% | 0.15% | -44.0% |
| BMY | New | BRISTOL MYERS SQUIBB CO | $1,005,000 | – | 17,200 | +100.0% | 0.15% | – |
| MU | Buy | MICRON TECHNOLOGY INC | $997,000 | +388.7% | 45,500 | +295.7% | 0.15% | +171.4% |
| JCOM | New | J2 GLOBAL INC | $990,000 | – | 12,100 | +100.0% | 0.15% | – |
| WHR | New | WHIRLPOOL CORP | $963,000 | – | 5,300 | +100.0% | 0.15% | – |
| SPR | New | SPIRIT AEROSYSTEMS HLDGS INC | $963,000 | – | 16,500 | +100.0% | 0.15% | – |
| EGN | Sell | ENERGEN CORP | $946,000 | -0.6% | 16,400 | -0.6% | 0.14% | -45.0% |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $935,000 | – | 10,900 | +100.0% | 0.14% | – |
| AVB | New | AVALONBAY CMNTYS INC | $939,000 | – | 5,300 | +100.0% | 0.14% | – |
| MA | Buy | MASTERCARD INCORPORATEDcl a | $940,000 | +23.2% | 9,100 | +21.3% | 0.14% | -31.9% |
| AZN | New | ASTRAZENECA PLCsponsored adr | $934,000 | – | 34,200 | +100.0% | 0.14% | – |
| OSK | Buy | OSHKOSH CORP | $930,000 | +17.7% | 14,400 | +2.1% | 0.14% | -34.9% |
| ESS | New | ESSEX PPTY TR INC | $930,000 | – | 4,000 | +100.0% | 0.14% | – |
| HIG | Buy | HARTFORD FINL SVCS GROUP INC | $915,000 | +76.6% | 19,200 | +58.7% | 0.14% | -2.1% |
| FDS | New | FACTSET RESH SYS INC | $915,000 | – | 5,600 | +100.0% | 0.14% | – |
| EXP | New | EAGLE MATERIALS INC | $906,000 | – | 9,200 | +100.0% | 0.14% | – |
| DXCM | Buy | DEXCOM INC | $907,000 | +26.1% | 15,200 | +85.4% | 0.14% | -30.3% |
| CS | New | CREDIT SUISSE GROUPsponsored adr | $896,000 | – | 62,595 | +100.0% | 0.14% | – |
| LUK | Sell | LEUCADIA NATL CORP | $900,000 | -49.3% | 38,700 | -58.5% | 0.14% | -72.0% |
| LKQ | Sell | LKQ CORP | $898,000 | -36.4% | 29,300 | -26.4% | 0.14% | -64.8% |
| ALK | New | ALASKA AIR GROUP INC | $896,000 | – | 10,100 | +100.0% | 0.14% | – |
| STLD | New | STEEL DYNAMICS INC | $900,000 | – | 25,300 | +100.0% | 0.14% | – |
| HBI | New | HANESBRANDS INC | $887,000 | – | 41,100 | +100.0% | 0.14% | – |
| CTXS | New | CITRIX SYS INC | $884,000 | – | 9,900 | +100.0% | 0.14% | – |
| WAB | Sell | WABTEC CORP | $880,000 | -26.2% | 10,600 | -27.4% | 0.13% | -59.1% |
| MSFT | New | MICROSOFT CORP | $876,000 | – | 14,100 | +100.0% | 0.13% | – |
| STX | Buy | SEAGATE TECHNOLOGY PLC | $863,000 | +46.3% | 22,600 | +47.7% | 0.13% | -19.0% |
| DHI | Sell | D R HORTON INC | $866,000 | -42.1% | 31,700 | -36.0% | 0.13% | -68.0% |
| MKC | New | MCCORMICK & CO INC | $868,000 | – | 9,300 | +100.0% | 0.13% | – |
| DVN | New | DEVON ENERGY CORP NEW | $863,000 | – | 18,900 | +100.0% | 0.13% | – |
| VEEV | Buy | VEEVA SYS INC | $863,000 | +48.3% | 21,200 | +50.4% | 0.13% | -17.5% |
| FCX | New | FREEPORT-MCMORAN INCcl b | $859,000 | – | 65,100 | +100.0% | 0.13% | – |
| APLE | Sell | APPLE HOSPITALITY REIT INC | $849,000 | -1.2% | 42,500 | -8.4% | 0.13% | -45.6% |
| AMTD | New | TD AMERITRADE HLDG CORP | $846,000 | – | 19,400 | +100.0% | 0.13% | – |
| FLO | New | FLOWERS FOODS INC | $845,000 | – | 42,300 | +100.0% | 0.13% | – |
| SM | New | SM ENERGY CO | $845,000 | – | 24,500 | +100.0% | 0.13% | – |
| AWK | New | AMERICAN WTR WKS CO INC NEW | $847,000 | – | 11,700 | +100.0% | 0.13% | – |
| AVGO | New | BROADCOM LTD | $831,000 | – | 4,700 | +100.0% | 0.13% | – |
| EXC | Buy | EXELON CORP | $823,000 | +63.6% | 23,200 | +53.6% | 0.13% | -9.4% |
| JLL | New | JONES LANG LASALLE INC | $829,000 | – | 8,200 | +100.0% | 0.13% | – |
| UTHR | Sell | UNITED THERAPEUTICS CORP DEL | $818,000 | -6.4% | 5,700 | -23.0% | 0.12% | -48.1% |
| MLCO | Sell | MELCO CROWN ENTMT LTDadr | $812,000 | -19.8% | 51,100 | -18.8% | 0.12% | -55.6% |
| AKAM | New | AKAMAI TECHNOLOGIES INC | $813,000 | – | 12,200 | +100.0% | 0.12% | – |
| CE | New | CELANESE CORP DEL | $811,000 | – | 10,300 | +100.0% | 0.12% | – |
| WCC | New | WESCO INTL INC | $805,000 | – | 12,100 | +100.0% | 0.12% | – |
| ITUB | New | ITAU UNIBANCO HLDG SAspon adr rep pfd | $804,000 | – | 78,200 | +100.0% | 0.12% | – |
| SAIC | New | SCIENCE APPLICATNS INTL CP N | $806,000 | – | 9,500 | +100.0% | 0.12% | – |
| QEP | New | QEP RES INC | $797,000 | – | 43,300 | +100.0% | 0.12% | – |
| SLM | Buy | SLM CORP | $803,000 | +517.7% | 72,900 | +319.0% | 0.12% | +238.9% |
| MNKKQ | Buy | MALLINCKRODT PUB LTD CO | $787,000 | +56.8% | 15,800 | +119.4% | 0.12% | -13.0% |
| NDSN | New | NORDSON CORP | $784,000 | – | 7,000 | +100.0% | 0.12% | – |
| SCHW | Buy | SCHWAB CHARLES CORP NEW | $785,000 | +38.9% | 19,900 | +11.2% | 0.12% | -23.1% |
| WMB | New | WILLIAMS COS INC DEL | $785,000 | – | 25,200 | +100.0% | 0.12% | – |
| THS | New | TREEHOUSE FOODS INC | $787,000 | – | 10,900 | +100.0% | 0.12% | – |
| GPORQ | New | GULFPORT ENERGY CORP | $781,000 | – | 36,100 | +100.0% | 0.12% | – |
| ALB | New | ALBEMARLE CORP | $783,000 | – | 9,100 | +100.0% | 0.12% | – |
| AET | New | AETNA INC NEW | $781,000 | – | 6,300 | +100.0% | 0.12% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $779,000 | – | 27,100 | +100.0% | 0.12% | – |
| NUAN | New | NUANCE COMMUNICATIONS INC | $770,000 | – | 51,700 | +100.0% | 0.12% | – |
| HST | New | HOST HOTELS & RESORTS INC | $765,000 | – | 40,600 | +100.0% | 0.12% | – |
| CBRL | New | CRACKER BARREL OLD CTRY STOR | $768,000 | – | 4,600 | +100.0% | 0.12% | – |
| BCR | Sell | BARD C R INC | $764,000 | -22.6% | 3,400 | -22.7% | 0.12% | -57.0% |
| KMB | New | KIMBERLY CLARK CORP | $753,000 | – | 6,600 | +100.0% | 0.12% | – |
| UHS | Sell | UNIVERSAL HLTH SVCS INCcl b | $755,000 | -32.6% | 7,100 | -22.0% | 0.12% | -62.8% |
| SBNY | Sell | SIGNATURE BK NEW YORK N Y | $751,000 | -12.0% | 5,000 | -30.6% | 0.12% | -51.1% |
| MHK | New | MOHAWK INDS INC | $739,000 | – | 3,700 | +100.0% | 0.11% | – |
| BAM | Sell | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $733,000 | -26.9% | 22,200 | -22.1% | 0.11% | -59.4% |
| HUN | Buy | HUNTSMAN CORP | $735,000 | +36.4% | 38,500 | +16.3% | 0.11% | -24.3% |
| ASH | New | ASHLAND GLOBAL HLDGS INC | $732,000 | – | 6,700 | +100.0% | 0.11% | – |
| EQR | Buy | EQUITY RESIDENTIALsh ben int | $727,000 | +135.3% | 11,300 | +135.4% | 0.11% | +30.6% |
| FMC | New | F M C CORP | $730,000 | – | 12,900 | +100.0% | 0.11% | – |
| FNB | New | FNB CORP PA | $726,000 | – | 45,300 | +100.0% | 0.11% | – |
| SKX | Buy | SKECHERS U S A INCcl a | $720,000 | +93.0% | 29,300 | +79.8% | 0.11% | +6.8% |
| MELI | Sell | MERCADOLIBRE INC | $718,000 | -56.4% | 4,600 | -48.3% | 0.11% | -75.7% |
| XEC | New | CIMAREX ENERGY CO | $720,000 | – | 5,300 | +100.0% | 0.11% | – |
| NDAQ | New | NASDAQ INC | $711,000 | – | 10,600 | +100.0% | 0.11% | – |
| SWX | New | SOUTHWEST GAS CORP | $705,000 | – | 9,200 | +100.0% | 0.11% | – |
| WFTIQ | New | WEATHERFORD INTL PLC | $708,000 | – | 141,900 | +100.0% | 0.11% | – |
| MCK | Buy | MCKESSON CORP | $702,000 | -8.5% | 5,000 | +8.7% | 0.11% | -49.3% |
| BBL | New | BHP BILLITON PLCsponsored adr | $698,000 | – | 22,200 | +100.0% | 0.11% | – |
| NOV | New | NATIONAL OILWELL VARCO INC | $696,000 | – | 18,600 | +100.0% | 0.11% | – |
| GPK | Buy | GRAPHIC PACKAGING HLDG CO | $693,000 | -1.1% | 55,500 | +10.8% | 0.11% | -45.1% |
| LBTYA | New | LIBERTY GLOBAL PLC | $691,000 | – | 22,600 | +100.0% | 0.10% | – |
| FOXA | New | TWENTY FIRST CENTY FOX INCcl a | $687,000 | – | 24,500 | +100.0% | 0.10% | – |
| PLD | New | PROLOGIS INC | $686,000 | – | 13,000 | +100.0% | 0.10% | – |
| ADBE | Buy | ADOBE SYS INC | $679,000 | +39.1% | 6,600 | +46.7% | 0.10% | -22.4% |
| VLO | Sell | VALERO ENERGY CORP NEW | $683,000 | -43.0% | 10,000 | -55.8% | 0.10% | -68.5% |
| MTZ | New | MASTEC INC | $677,000 | – | 17,700 | +100.0% | 0.10% | – |
| AIV | New | APARTMENT INVT & MGMT COcl a | $673,000 | – | 14,800 | +100.0% | 0.10% | – |
| WSM | New | WILLIAMS SONOMA INC | $673,000 | – | 13,900 | +100.0% | 0.10% | – |
| MCO | Buy | MOODYS CORP | $669,000 | +34.3% | 7,100 | +54.3% | 0.10% | -25.5% |
| KSU | New | KANSAS CITY SOUTHERN | $670,000 | – | 7,900 | +100.0% | 0.10% | – |
| CONE | New | CYRUSONE INC | $653,000 | – | 14,600 | +100.0% | 0.10% | – |
| ACM | New | AECOM | $654,000 | – | 18,000 | +100.0% | 0.10% | – |
| HSBC | New | HSBC HLDGS PLCspon adr new | $651,000 | – | 16,200 | +100.0% | 0.10% | – |
| VALE | VALE S Aadr | $648,000 | +38.5% | 85,100 | 0.0% | 0.10% | -23.3% | |
| PBRA | Sell | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $650,000 | -12.6% | 73,800 | -17.5% | 0.10% | -51.7% |
| CY | New | CYPRESS SEMICONDUCTOR CORP | $636,000 | – | 55,600 | +100.0% | 0.10% | – |
| ACGL | New | ARCH CAP GROUP LTDord | $639,000 | – | 7,400 | +100.0% | 0.10% | – |
| IPG | New | INTERPUBLIC GROUP COS INC | $634,000 | – | 27,100 | +100.0% | 0.10% | – |
| HUBB | New | HUBBELL INC | $630,000 | – | 5,400 | +100.0% | 0.10% | – |
| BIIB | New | BIOGEN INC | $624,000 | – | 2,200 | +100.0% | 0.10% | – |
| V | New | VISA INC | $624,000 | – | 8,000 | +100.0% | 0.10% | – |
| YUM | Buy | YUM BRANDS INC | $621,000 | -24.0% | 9,800 | +8.9% | 0.10% | -57.8% |
| AXTA | Buy | AXALTA COATING SYS LTD | $626,000 | +66.5% | 23,000 | +72.9% | 0.10% | -8.7% |
| JNPR | Sell | JUNIPER NETWORKS INC | $616,000 | 0.0% | 21,800 | -14.8% | 0.09% | -44.7% |
| BERY | New | BERRY PLASTICS GROUP INC | $619,000 | – | 12,700 | +100.0% | 0.09% | – |
| REGI | New | RENEWABLE ENERGY GROUP INC | $614,000 | – | 63,300 | +100.0% | 0.09% | – |
| CIEN | New | CIENA CORP | $608,000 | – | 24,900 | +100.0% | 0.09% | – |
| GSK | Buy | GLAXOSMITHKLINE PLCsponsored adr | $601,000 | +56.5% | 15,600 | +75.3% | 0.09% | -13.2% |
| CELG | Sell | CELGENE CORP | $602,000 | -20.1% | 5,200 | -27.8% | 0.09% | -55.6% |
| EVR | Sell | EVERCORE PARTNERS INCclass a | $598,000 | -4.8% | 8,700 | -28.7% | 0.09% | -47.4% |
| CBSH | New | COMMERCE BANCSHARES INC | $590,000 | – | 10,200 | +100.0% | 0.09% | – |
| VMW | Sell | VMWARE INC | $590,000 | -6.5% | 7,500 | -12.8% | 0.09% | -48.3% |
| ARW | New | ARROW ELECTRS INC | $585,000 | – | 8,200 | +100.0% | 0.09% | – |
| PZZA | New | PAPA JOHNS INTL INC | $582,000 | – | 6,800 | +100.0% | 0.09% | – |
| AMH | New | AMERICAN HOMES 4 RENTcl a | $579,000 | – | 27,600 | +100.0% | 0.09% | – |
| EME | New | EMCOR GROUP INC | $580,000 | – | 8,200 | +100.0% | 0.09% | – |
| TLRDQ | Sell | TAILORED BRANDS INC | $575,000 | -32.0% | 22,500 | -58.2% | 0.09% | -62.2% |
| WFM | New | WHOLE FOODS MKT INC | $572,000 | – | 18,600 | +100.0% | 0.09% | – |
| BC | Sell | BRUNSWICK CORP | $562,000 | -1.6% | 10,300 | -12.0% | 0.09% | -45.2% |
| EV | New | EATON VANCE CORP | $561,000 | – | 13,400 | +100.0% | 0.09% | – |
| ASML | Buy | ASML HOLDING N V | $561,000 | +38.5% | 5,000 | +35.1% | 0.09% | -23.2% |
| TSO | New | TESORO CORP | $560,000 | – | 6,400 | +100.0% | 0.08% | – |
| VAR | New | VARIAN MED SYS INC | $557,000 | – | 6,200 | +100.0% | 0.08% | – |
| MXIM | Sell | MAXIM INTEGRATED PRODS INC | $559,000 | -38.8% | 14,500 | -36.7% | 0.08% | -66.3% |
| PF | New | PINNACLE FOODS INC DEL | $556,000 | – | 10,400 | +100.0% | 0.08% | – |
| ACAD | New | ACADIA PHARMACEUTICALS INC | $554,000 | – | 19,200 | +100.0% | 0.08% | – |
| TDC | New | TERADATA CORP DEL | $549,000 | – | 20,200 | +100.0% | 0.08% | – |
| NEE | New | NEXTERA ENERGY INC | $550,000 | – | 4,600 | +100.0% | 0.08% | – |
| LRCX | New | LAM RESEARCH CORP | $550,000 | – | 5,200 | +100.0% | 0.08% | – |
| AXP | New | AMERICAN EXPRESS CO | $541,000 | – | 7,300 | +100.0% | 0.08% | – |
| GXP | New | GREAT PLAINS ENERGY INC | $547,000 | – | 20,000 | +100.0% | 0.08% | – |
| BA | New | BOEING CO | $545,000 | – | 3,500 | +100.0% | 0.08% | – |
| VER | New | VEREIT INC | $537,000 | – | 63,500 | +100.0% | 0.08% | – |
| MJN | New | MEAD JOHNSON NUTRITION CO | $531,000 | – | 7,500 | +100.0% | 0.08% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $528,000 | – | 3,300 | +100.0% | 0.08% | – |
| DGX | New | QUEST DIAGNOSTICS INC | $533,000 | – | 5,800 | +100.0% | 0.08% | – |
| MAS | Sell | MASCO CORP | $528,000 | -32.8% | 16,700 | -27.1% | 0.08% | -62.7% |
| CNX | New | CONSOL ENERGY INC | $534,000 | – | 29,300 | +100.0% | 0.08% | – |
| FOR | Sell | FORESTAR GROUP INC | $523,000 | -19.3% | 39,300 | -28.9% | 0.08% | -55.3% |
| JKHY | Sell | HENRY JACK & ASSOC INC | $524,000 | -4.4% | 5,900 | -7.8% | 0.08% | -47.0% |
| 3106PS | New | DELPHI AUTOMOTIVE PLC | $519,000 | – | 7,700 | +100.0% | 0.08% | – |
| DE | New | DEERE & CO | $515,000 | – | 5,000 | +100.0% | 0.08% | – |
| CAG | Sell | CONAGRA BRANDS INC | $518,000 | -84.9% | 13,100 | -82.0% | 0.08% | -91.6% |
| CR | New | CRANE CO | $519,000 | – | 7,200 | +100.0% | 0.08% | – |
| TSLA | New | TESLA MTRS INC | $513,000 | – | 2,400 | +100.0% | 0.08% | – |
| WYND | New | WYNDHAM WORLDWIDE CORP | $512,000 | – | 6,700 | +100.0% | 0.08% | – |
| SHW | New | SHERWIN WILLIAMS CO | $511,000 | – | 1,900 | +100.0% | 0.08% | – |
| SNI | New | SCRIPPS NETWORKS INTERACT IN | $514,000 | – | 7,200 | +100.0% | 0.08% | – |
| IGT | Sell | INTERNATIONAL GAME TECHNOLOG | $508,000 | -57.9% | 19,900 | -59.8% | 0.08% | -76.9% |
| EMN | Buy | EASTMAN CHEM CO | $496,000 | +24.3% | 6,600 | +11.9% | 0.08% | -30.9% |
| ATO | New | ATMOS ENERGY CORP | $497,000 | – | 6,700 | +100.0% | 0.08% | – |
| BURL | New | BURLINGTON STORES INC | $492,000 | – | 5,800 | +100.0% | 0.08% | – |
| AEE | New | AMEREN CORP | $488,000 | – | 9,300 | +100.0% | 0.07% | – |
| TSN | Buy | TYSON FOODS INCcl a | $487,000 | -13.0% | 7,900 | +5.3% | 0.07% | -51.9% |
| ENVA | Buy | ENOVA INTL INC | $488,000 | +63.8% | 38,900 | +26.3% | 0.07% | -9.8% |
| LFC | New | CHINA LIFE INS CO LTDspon adr rep h | $485,000 | – | 37,700 | +100.0% | 0.07% | – |
| AMT | Sell | AMERICAN TOWER CORP NEW | $476,000 | -31.1% | 4,500 | -26.2% | 0.07% | -61.6% |
| PEG | New | PUBLIC SVC ENTERPRISE GROUP | $478,000 | – | 10,900 | +100.0% | 0.07% | – |
| ATHN | New | ATHENAHEALTH INC | $463,000 | – | 4,400 | +100.0% | 0.07% | – |
| VR | Sell | VALIDUS HOLDINGS LTD | $468,000 | -51.4% | 8,500 | -56.0% | 0.07% | -73.2% |
| ABC | New | AMERISOURCEBERGEN CORP | $461,000 | – | 5,900 | +100.0% | 0.07% | – |
| ESRX | New | EXPRESS SCRIPTS HLDG CO | $454,000 | – | 6,600 | +100.0% | 0.07% | – |
| HPT | New | HOSPITALITY PPTYS TR | $451,000 | – | 14,200 | +100.0% | 0.07% | – |
| GILD | Sell | GILEAD SCIENCES INC | $451,000 | -22.9% | 6,300 | -14.9% | 0.07% | -57.1% |
| AMD | New | ADVANCED MICRO DEVICES INC | $451,000 | – | 39,800 | +100.0% | 0.07% | – |
| EFX | New | EQUIFAX INC | $449,000 | – | 3,800 | +100.0% | 0.07% | – |
| VNO | New | VORNADO RLTY TRsh ben int | $449,000 | – | 4,300 | +100.0% | 0.07% | – |
| ANDE | Buy | ANDERSONS INC | $443,000 | +90.9% | 9,900 | +54.7% | 0.07% | +6.2% |
| ZION | New | ZIONS BANCORPORATION | $443,000 | – | 10,300 | +100.0% | 0.07% | – |
| CTRP | New | CTRIP COM INTL LTD | $436,000 | – | 10,900 | +100.0% | 0.07% | – |
| CXW | New | CORECIVIC INC | $440,000 | – | 18,000 | +100.0% | 0.07% | – |
| TER | Buy | TERADYNE INC | $439,000 | +21.9% | 17,300 | +3.6% | 0.07% | -32.3% |
| PGR | Sell | PROGRESSIVE CORP OHIO | $437,000 | -62.7% | 12,300 | -66.9% | 0.07% | -79.3% |
| MTG | New | MGIC INVT CORP WIS | $433,000 | – | 42,500 | +100.0% | 0.07% | – |
| SNV | New | SYNOVUS FINL CORP | $435,000 | – | 10,600 | +100.0% | 0.07% | – |
| KMX | New | CARMAX INC | $431,000 | – | 6,700 | +100.0% | 0.07% | – |
| XLNX | Sell | XILINX INC | $429,000 | -38.4% | 7,100 | -44.5% | 0.06% | -66.1% |
| LANC | Buy | LANCASTER COLONY CORP | $424,000 | +100.9% | 3,000 | +87.5% | 0.06% | +12.1% |
| URBN | Buy | URBAN OUTFITTERS INC | $424,000 | +6.8% | 14,900 | +29.6% | 0.06% | -40.4% |
| ANTM | New | ANTHEM INC | $417,000 | – | 2,900 | +100.0% | 0.06% | – |
| GPS | Sell | GAP INC DEL | $417,000 | -64.0% | 18,600 | -64.3% | 0.06% | -79.9% |
| BAK | Buy | BRASKEM S Asp adr pfd a | $411,000 | +57.5% | 19,400 | +14.1% | 0.06% | -12.5% |
| BAH | New | BOOZ ALLEN HAMILTON HLDG CORcl a | $415,000 | – | 11,500 | +100.0% | 0.06% | – |
| STZ | New | CONSTELLATION BRANDS INCcl a | $414,000 | – | 2,700 | +100.0% | 0.06% | – |
| UIS | Sell | UNISYS CORP | $414,000 | -26.3% | 27,700 | -52.0% | 0.06% | -59.4% |
| XRAY | New | DENTSPLY SIRONA INC | $416,000 | – | 7,200 | +100.0% | 0.06% | – |
| SWK | New | STANLEY BLACK & DECKER INC | $413,000 | – | 3,600 | +100.0% | 0.06% | – |
| IT | Sell | GARTNER INC | $404,000 | -4.9% | 4,000 | -16.7% | 0.06% | -47.0% |
| ADSK | New | AUTODESK INC | $400,000 | – | 5,400 | +100.0% | 0.06% | – |
| KOF | New | COCA COLA FEMSA S A B DE C Vspon adr rep l | $400,000 | – | 6,300 | +100.0% | 0.06% | – |
| NANO | New | NANOMETRICS INC | $401,000 | – | 16,000 | +100.0% | 0.06% | – |
| FAST | New | FASTENAL CO | $399,000 | – | 8,500 | +100.0% | 0.06% | – |
| NMIH | Sell | NMI HLDGS INCcl a | $397,000 | +7.3% | 37,300 | -23.3% | 0.06% | -40.2% |
| NUS | Sell | NU SKIN ENTERPRISES INCcl a | $397,000 | -36.8% | 8,300 | -14.4% | 0.06% | -64.7% |
| SPB | Sell | SPECTRUM BRANDS HLDGS INC | $391,000 | -43.2% | 3,200 | -36.0% | 0.06% | -68.4% |
| CUZ | New | COUSINS PPTYS INC | $393,000 | – | 46,200 | +100.0% | 0.06% | – |
| DFT | New | DUPONT FABROS TECHNOLOGY INC | $395,000 | – | 9,000 | +100.0% | 0.06% | – |
| AKAOQ | New | ACHAOGEN INC | $391,000 | – | 30,000 | +100.0% | 0.06% | – |
| XEL | New | XCEL ENERGY INC | $395,000 | – | 9,700 | +100.0% | 0.06% | – |
| TROW | New | PRICE T ROWE GROUP INC | $391,000 | – | 5,200 | +100.0% | 0.06% | – |
| FDX | Sell | FEDEX CORP | $391,000 | -36.0% | 2,100 | -40.0% | 0.06% | -64.3% |
| ELS | New | EQUITY LIFESTYLE PPTYS INC | $389,000 | – | 5,400 | +100.0% | 0.06% | – |
| JONE | New | JONES ENERGY INC | $384,000 | – | 76,800 | +100.0% | 0.06% | – |
| ESND | New | ESSENDANT INC | $387,000 | – | 18,500 | +100.0% | 0.06% | – |
| TFX | New | TELEFLEX INC | $387,000 | – | 2,400 | +100.0% | 0.06% | – |
| SAFM | Sell | SANDERSON FARMS INC | $386,000 | -63.6% | 4,100 | -62.7% | 0.06% | -79.8% |
| CRUS | Buy | CIRRUS LOGIC INC | $379,000 | +17.0% | 6,700 | +9.8% | 0.06% | -34.8% |
| AGX | Sell | ARGAN INC | $381,000 | -40.9% | 5,400 | -50.5% | 0.06% | -67.4% |
| BDX | New | BECTON DICKINSON & CO | $381,000 | – | 2,300 | +100.0% | 0.06% | – |
| CZZ | Buy | COSAN LTD | $378,000 | +315.4% | 50,300 | +296.1% | 0.06% | +132.0% |
| TXMD | New | THERAPEUTICSMD INC | $382,000 | – | 66,200 | +100.0% | 0.06% | – |
| HXL | New | HEXCEL CORP NEW | $376,000 | – | 7,300 | +100.0% | 0.06% | – |
| TSCO | New | TRACTOR SUPPLY CO | $371,000 | – | 4,900 | +100.0% | 0.06% | – |
| FIZZ | New | NATIONAL BEVERAGE CORP | $373,000 | – | 7,300 | +100.0% | 0.06% | – |
| DAL | New | DELTA AIR LINES INC DEL | $374,000 | – | 7,600 | +100.0% | 0.06% | – |
| RACE | New | FERRARI N V | $372,000 | – | 6,400 | +100.0% | 0.06% | – |
| AAL | New | AMERICAN AIRLS GROUP INC | $374,000 | – | 8,000 | +100.0% | 0.06% | – |
| ASTE | New | ASTEC INDS INC | $364,000 | – | 5,400 | +100.0% | 0.06% | – |
| DLTR | New | DOLLAR TREE INC | $370,000 | – | 4,800 | +100.0% | 0.06% | – |
| CA | New | CA INC | $365,000 | – | 11,500 | +100.0% | 0.06% | – |
| CCEP | New | COCA COLA EUROPEAN PARTNERS | $361,000 | – | 11,500 | +100.0% | 0.06% | – |
| NYLD | New | NRG YIELD INCcl c | $362,000 | – | 22,900 | +100.0% | 0.06% | – |
| SEIC | Buy | SEI INVESTMENTS CO | $360,000 | +19.6% | 7,300 | +10.6% | 0.06% | -33.7% |
| RHI | New | ROBERT HALF INTL INC | $351,000 | – | 7,200 | +100.0% | 0.05% | – |
| PTLA | New | PORTOLA PHARMACEUTICALS INC | $357,000 | – | 15,900 | +100.0% | 0.05% | – |
| ZBRA | New | ZEBRA TECHNOLOGIES CORPcl a | $352,000 | – | 4,100 | +100.0% | 0.05% | – |
| SCCO | New | SOUTHERN COPPER CORP | $339,000 | – | 10,600 | +100.0% | 0.05% | – |
| NTRI | Sell | NUTRI SYS INC NEW | $343,000 | -54.3% | 9,900 | -60.9% | 0.05% | -74.9% |
| GPC | New | GENUINE PARTS CO | $344,000 | – | 3,600 | +100.0% | 0.05% | – |
| HSC | Sell | HARSCO CORP | $339,000 | +28.9% | 24,900 | -6.0% | 0.05% | -27.8% |
| JRVR | New | JAMES RIV GROUP LTD | $341,000 | – | 8,200 | +100.0% | 0.05% | – |
| SQ | New | SQUARE INCcl a | $333,000 | – | 24,400 | +100.0% | 0.05% | – |
| SIMO | Buy | SILICON MOTION TECHNOLOGY COsponsored adr | $336,000 | +44.2% | 7,900 | +75.6% | 0.05% | -20.3% |
| OTEX | New | OPEN TEXT CORP | $328,000 | – | 5,300 | +100.0% | 0.05% | – |
| PIR | New | PIER 1 IMPORTS INC | $326,000 | – | 38,200 | +100.0% | 0.05% | – |
| KEP | New | KOREA ELECTRIC PWRsponsored adr | $325,000 | – | 17,600 | +100.0% | 0.05% | – |
| MOH | New | MOLINA HEALTHCARE INC | $326,000 | – | 6,000 | +100.0% | 0.05% | – |
| ENIA | Sell | ENEL AMERICAS S Asponsored adr | $329,000 | -49.1% | 40,100 | -49.2% | 0.05% | -71.9% |
| ERIE | Sell | ERIE INDTY COcl a | $326,000 | -44.9% | 2,900 | -50.0% | 0.05% | -69.3% |
| HLI | New | HOULIHAN LOKEY INCcl a | $330,000 | – | 10,600 | +100.0% | 0.05% | – |
| JCPNQ | New | PENNEY J C INC | $322,000 | – | 38,800 | +100.0% | 0.05% | – |
| CSTM | Buy | CONSTELLIUM NVcl a | $313,000 | +150.4% | 53,100 | +205.2% | 0.05% | +41.2% |
| SWHC | Sell | SMITH & WESSON HLDG CORP | $314,000 | -55.8% | 14,900 | -44.2% | 0.05% | -75.5% |
| RNG | New | RINGCENTRAL INCcl a | $315,000 | – | 15,300 | +100.0% | 0.05% | – |
| CONN | New | CONNS INC | $311,000 | – | 24,600 | +100.0% | 0.05% | – |
| INST | New | INSTRUCTURE INC | $311,000 | – | 15,900 | +100.0% | 0.05% | – |
| CHU | Buy | CHINA UNICOM (HONG KONG) LTDsponsored adr | $306,000 | +44.3% | 26,500 | +52.3% | 0.05% | -19.0% |
| LXFT | Buy | LUXOFT HLDG INC | $309,000 | +53.7% | 5,500 | +44.7% | 0.05% | -14.5% |
| CENT | Sell | CENTRAL GARDEN & PET CO | $311,000 | -27.0% | 9,400 | -42.7% | 0.05% | -59.8% |
| ASR | New | GRUPO AEROPORTUARIO DEL SUREspon adr ser b | $302,000 | – | 2,100 | +100.0% | 0.05% | – |
| NTNX | New | NUTANIX INCcl a | $300,000 | – | 11,300 | +100.0% | 0.05% | – |
| PEIX | New | PACIFIC ETHANOL INC | $304,000 | – | 32,000 | +100.0% | 0.05% | – |
| DPZ | Sell | DOMINOS PIZZA INC | $303,000 | -58.4% | 1,900 | -60.4% | 0.05% | -77.1% |
| NTB | New | BANK OF NT BUTTERFIELD&SON L | $299,000 | – | 9,500 | +100.0% | 0.05% | – |
| CAL | New | CALERES INC | $299,000 | – | 9,100 | +100.0% | 0.05% | – |
| RICK | New | RCI HOSPITALITY HLDGS INC | $304,000 | – | 17,800 | +100.0% | 0.05% | – |
| PUK | New | PRUDENTIAL PLCadr | $294,000 | – | 7,400 | +100.0% | 0.04% | – |
| HDSN | New | HUDSON TECHNOLOGIES INC | $296,000 | – | 36,900 | +100.0% | 0.04% | – |
| EXPD | New | EXPEDITORS INTL WASH INC | $297,000 | – | 5,600 | +100.0% | 0.04% | – |
| GME | New | GAMESTOP CORP NEWcl a | $296,000 | – | 11,700 | +100.0% | 0.04% | – |
| BUFF | Sell | BLUE BUFFALO PET PRODS INC | $296,000 | -71.0% | 12,300 | -71.3% | 0.04% | -84.0% |
| BNFT | Buy | BENEFITFOCUS INC | $294,000 | -10.1% | 9,900 | +20.7% | 0.04% | -50.0% |
| SIVB | New | SVB FINL GROUP | $292,000 | – | 1,700 | +100.0% | 0.04% | – |
| CRCQQ | New | CALIFORNIA RES CORP | $294,000 | – | 13,800 | +100.0% | 0.04% | – |
| BCPC | Sell | BALCHEM CORP | $294,000 | -59.7% | 3,500 | -62.8% | 0.04% | -77.6% |
| MBI | New | MBIA INC | $291,000 | – | 27,200 | +100.0% | 0.04% | – |
| SNR | New | NEW SR INVT GROUP INC | $288,000 | – | 29,400 | +100.0% | 0.04% | – |
| CNO | New | CNO FINL GROUP INC | $291,000 | – | 15,200 | +100.0% | 0.04% | – |
| ITG | New | INVESTMENT TECHNOLOGY GRP NE | $288,000 | – | 14,600 | +100.0% | 0.04% | – |
| SWM | New | SCHWEITZER-MAUDUIT INTL INC | $287,000 | – | 6,300 | +100.0% | 0.04% | – |
| KOS | New | KOSMOS ENERGY LTD | $290,000 | – | 41,300 | +100.0% | 0.04% | – |
| TLYS | Sell | TILLYS INCcl a | $288,000 | +28.0% | 21,800 | -9.2% | 0.04% | -29.0% |
| UNM | New | UNUM GROUP | $286,000 | – | 6,500 | +100.0% | 0.04% | – |
| GTN | New | GRAY TELEVISION INC | $281,000 | – | 25,900 | +100.0% | 0.04% | – |
| NEWR | New | NEW RELIC INC | $285,000 | – | 10,100 | +100.0% | 0.04% | – |
| CSAL | New | COMMUNICATIONS SALES&LEAS IN | $282,000 | – | 11,100 | +100.0% | 0.04% | – |
| TCF | New | TCF FINL CORP | $282,000 | – | 14,400 | +100.0% | 0.04% | – |
| AVHOQ | New | AVIANCA HLDGS SAspon adr rep pfd | $285,000 | – | 29,600 | +100.0% | 0.04% | – |
| DSW | New | DSW INCcl a | $281,000 | – | 12,400 | +100.0% | 0.04% | – |
| VIAV | Sell | VIAVI SOLUTIONS INC | $282,000 | -33.0% | 34,500 | -39.5% | 0.04% | -62.9% |
| IR | New | INGERSOLL-RAND PLC | $278,000 | – | 3,700 | +100.0% | 0.04% | – |
| TEAM | New | ATLASSIAN CORP PLCcl a | $275,000 | – | 11,400 | +100.0% | 0.04% | – |
| ITCI | New | INTRA CELLULAR THERAPIES INC | $275,000 | – | 18,200 | +100.0% | 0.04% | – |
| Q | New | QUINTILES IMS HOLDINGS INC | $274,000 | – | 3,600 | +100.0% | 0.04% | – |
| ROLL | New | RBC BEARINGS INC | $278,000 | – | 3,000 | +100.0% | 0.04% | – |
| SEAS | New | SEAWORLD ENTMT INC | $269,000 | – | 14,200 | +100.0% | 0.04% | – |
| TRCO | Sell | TRIBUNE MEDIA COcl a | $266,000 | -59.5% | 7,600 | -57.8% | 0.04% | -77.3% |
| BID | Sell | SOTHEBYS | $267,000 | -34.4% | 6,700 | -37.4% | 0.04% | -63.4% |
| VLRS | New | CONTROLADORA VUELA CIA DE AVspon adr rp 10 | $268,000 | – | 17,800 | +100.0% | 0.04% | – |
| IMMR | New | IMMERSION CORP | $263,000 | – | 24,700 | +100.0% | 0.04% | – |
| AMG | New | AFFILIATED MANAGERS GROUP | $262,000 | – | 1,800 | +100.0% | 0.04% | – |
| BRFS | New | BRF SAsponsored adr | $264,000 | – | 17,900 | +100.0% | 0.04% | – |
| SNP | New | CHINA PETE & CHEM CORP | $263,000 | – | 3,700 | +100.0% | 0.04% | – |
| HOFT | New | HOOKER FURNITURE CORP | $262,000 | – | 6,900 | +100.0% | 0.04% | – |
| MPWR | Sell | MONOLITHIC PWR SYS INC | $262,000 | -57.7% | 3,200 | -58.4% | 0.04% | -76.6% |
| TTEC | New | TELETECH HOLDINGS INC | $262,000 | – | 8,600 | +100.0% | 0.04% | – |
| VIPS | New | VIPSHOP HLDGS LTDsponsored adr | $263,000 | – | 23,900 | +100.0% | 0.04% | – |
| ORBK | New | ORBOTECH LTDord | $257,000 | – | 7,700 | +100.0% | 0.04% | – |
| RTEC | Sell | RUDOLPH TECHNOLOGIES INC | $257,000 | -29.0% | 11,000 | -46.1% | 0.04% | -61.0% |
| OSUR | Buy | ORASURE TECHNOLOGIES INC | $255,000 | +145.2% | 29,100 | +123.8% | 0.04% | +34.5% |
| SBS | Buy | COMPANHIA DE SANEAMENTO BASIsponsored adr | $258,000 | +42.5% | 29,700 | +51.5% | 0.04% | -22.0% |
| RJF | Sell | RAYMOND JAMES FINANCIAL INC | $256,000 | -34.4% | 3,700 | -44.8% | 0.04% | -63.6% |
| VVC | New | VECTREN CORP | $250,000 | – | 4,800 | +100.0% | 0.04% | – |
| VSH | New | VISHAY INTERTECHNOLOGY INC | $249,000 | – | 15,400 | +100.0% | 0.04% | – |
| TWNK | New | HOSTESS BRANDS INCcl a | $251,000 | – | 19,300 | +100.0% | 0.04% | – |
| MANH | Buy | MANHATTAN ASSOCS INC | $249,000 | +20.3% | 4,700 | +30.6% | 0.04% | -33.3% |
| MUFG | Sell | MITSUBISHI UFJ FINL GROUP INsponsored adr | $251,000 | -5.3% | 40,700 | -22.5% | 0.04% | -47.9% |
| OUT | New | OUTFRONT MEDIA INC | $249,000 | – | 10,000 | +100.0% | 0.04% | – |
| CMD | New | CANTEL MEDICAL CORP | $244,000 | – | 3,100 | +100.0% | 0.04% | – |
| REI | New | RING ENERGY INC | $244,000 | – | 18,800 | +100.0% | 0.04% | – |
| IMPV | New | IMPERVA INC | $242,000 | – | 6,300 | +100.0% | 0.04% | – |
| RRGB | New | RED ROBIN GOURMET BURGERS IN | $243,000 | – | 4,300 | +100.0% | 0.04% | – |
| NICE | Sell | NICE LTDsponsored adr | $241,000 | -70.5% | 3,500 | -71.3% | 0.04% | -83.6% |
| TNP | New | TSAKOS ENERGY NAVIGATION LTD | $238,000 | – | 50,800 | +100.0% | 0.04% | – |
| OMF | New | ONEMAIN HLDGS INC | $235,000 | – | 10,600 | +100.0% | 0.04% | – |
| DK | New | DELEK US HLDGS INC | $233,000 | – | 9,700 | +100.0% | 0.04% | – |
| DST | New | DST SYS INC DEL | $236,000 | – | 2,200 | +100.0% | 0.04% | – |
| PLAY | Sell | DAVE & BUSTERS ENTMT INC | $236,000 | +9.8% | 4,200 | -23.6% | 0.04% | -39.0% |
| IDXX | Sell | IDEXX LABS INC | $235,000 | -43.6% | 2,000 | -45.9% | 0.04% | -68.7% |
| ITW | New | ILLINOIS TOOL WKS INC | $233,000 | – | 1,900 | +100.0% | 0.04% | – |
| NYLDA | Buy | NRG YIELD INCcl a new | $233,000 | 0.0% | 15,200 | +6.3% | 0.04% | -43.8% |
| KHC | New | KRAFT HEINZ CO | $236,000 | – | 2,700 | +100.0% | 0.04% | – |
| MRC | Sell | MRC GLOBAL INC | $235,000 | -52.1% | 11,600 | -61.2% | 0.04% | -73.3% |
| GRA | New | GRACE W R & CO DEL NEW | $237,000 | – | 3,500 | +100.0% | 0.04% | – |
| GATX | New | GATX CORP | $228,000 | – | 3,700 | +100.0% | 0.04% | – |
| RGC | New | REGAL ENTMT GROUPcl a | $231,000 | – | 11,200 | +100.0% | 0.04% | – |
| FANG | New | DIAMONDBACK ENERGY INC | $232,000 | – | 2,300 | +100.0% | 0.04% | – |
| TCBI | New | TEXAS CAPITAL BANCSHARES INC | $227,000 | – | 2,900 | +100.0% | 0.04% | – |
| SSNI | Buy | SILVER SPRING NETWORKS INC | $228,000 | +20.6% | 17,100 | +28.6% | 0.04% | -32.7% |
| WPP | New | WPP PLC NEWadr | $232,000 | – | 2,100 | +100.0% | 0.04% | – |
| HTHT | New | CHINA LODGING GROUP LTDsponsored adr | $223,000 | – | 4,300 | +100.0% | 0.03% | – |
| XPO | New | XPO LOGISTICS INC | $224,000 | – | 5,200 | +100.0% | 0.03% | – |
| JBSS | Sell | SANFILIPPO JOHN B & SON INC | $225,000 | -68.4% | 3,200 | -77.0% | 0.03% | -82.7% |
| SHLM | New | SCHULMAN A INC | $221,000 | – | 6,600 | +100.0% | 0.03% | – |
| NWPX | New | NORTHWEST PIPE CO | $224,000 | – | 13,000 | +100.0% | 0.03% | – |
| WLBAQ | New | WESTMORELAND COAL CO | $223,000 | – | 12,600 | +100.0% | 0.03% | – |
| HAWK | New | BLACKHAWK NETWORK HLDGS INC | $226,000 | – | 6,000 | +100.0% | 0.03% | – |
| MSCI | Sell | MSCI INC | $221,000 | -77.5% | 2,800 | -76.1% | 0.03% | -87.5% |
| CPRT | Sell | COPART INC | $222,000 | -86.8% | 4,000 | -87.2% | 0.03% | -92.6% |
| ACCO | New | ACCO BRANDS CORP | $223,000 | – | 17,100 | +100.0% | 0.03% | – |
| BGFV | New | BIG 5 SPORTING GOODS CORP | $226,000 | – | 13,000 | +100.0% | 0.03% | – |
| ICFI | New | ICF INTL INC | $221,000 | – | 4,000 | +100.0% | 0.03% | – |
| ERJ | New | EMBRAER S A | $223,000 | – | 11,600 | +100.0% | 0.03% | – |
| FLIC | New | FIRST LONG IS CORP | $220,000 | – | 7,700 | +100.0% | 0.03% | – |
| BTTGY | New | BT GROUP PLCadr | $216,000 | – | 9,400 | +100.0% | 0.03% | – |
| AHP | New | ASHFORD HOSPITALITY PRIME IN | $214,000 | – | 15,700 | +100.0% | 0.03% | – |
| TIVO | New | TIVO CORP | $219,000 | – | 10,500 | +100.0% | 0.03% | – |
| EGHT | New | 8X8 INC NEW | $219,000 | – | 15,300 | +100.0% | 0.03% | – |
| AXL | Sell | AMERICAN AXLE & MFG HLDGS IN | $212,000 | -31.2% | 11,000 | -38.5% | 0.03% | -62.4% |
| BGCP | New | BGC PARTNERS INCcl a | $207,000 | – | 20,200 | +100.0% | 0.03% | – |
| BDC | New | BELDEN INC | $209,000 | – | 2,800 | +100.0% | 0.03% | – |
| SWFT | New | SWIFT TRANSN COcl a | $212,000 | – | 8,700 | +100.0% | 0.03% | – |
| DAKT | New | DAKTRONICS INC | $211,000 | – | 19,700 | +100.0% | 0.03% | – |
| HOLI | Buy | HOLLYSYS AUTOMATION TECHNOLO | $209,000 | -7.5% | 11,400 | +11.8% | 0.03% | -48.4% |
| WLDN | New | WILLDAN GROUP INC | $212,000 | – | 9,400 | +100.0% | 0.03% | – |
| STKL | New | SUNOPTA INC | $213,000 | – | 30,200 | +100.0% | 0.03% | – |
| RM | New | REGIONAL MGMT CORP | $213,000 | – | 8,100 | +100.0% | 0.03% | – |
| CLLS | New | CELLECTIS S Asponsored ads | $210,000 | – | 12,400 | +100.0% | 0.03% | – |
| WEB | New | WEB COM GROUP INC | $201,000 | – | 9,500 | +100.0% | 0.03% | – |
| INTC | New | INTEL CORP | $203,000 | – | 5,600 | +100.0% | 0.03% | – |
| SQM | New | SOCIEDAD QUIMICA MINERA DE Cspon adr ser b | $206,000 | – | 7,200 | +100.0% | 0.03% | – |
| RATE | New | BANKRATE INC DEL | $204,000 | – | 18,500 | +100.0% | 0.03% | – |
| CLSD | New | CLEARSIDE BIOMEDICAL INC | $203,000 | – | 22,700 | +100.0% | 0.03% | – |
| NPO | New | ENPRO INDS INC | $202,000 | – | 3,000 | +100.0% | 0.03% | – |
| ADUS | New | ADDUS HOMECARE CORP | $200,000 | – | 5,700 | +100.0% | 0.03% | – |
| BOBE | New | BOB EVANS FARMS INC | $202,000 | – | 3,800 | +100.0% | 0.03% | – |
| FISI | New | FINANCIAL INSTNS INC | $202,000 | – | 5,900 | +100.0% | 0.03% | – |
| TITN | New | TITAN MACHY INC | $200,000 | – | 13,700 | +100.0% | 0.03% | – |
| POWI | New | POWER INTEGRATIONS INC | $204,000 | – | 3,000 | +100.0% | 0.03% | – |
| BWXT | Sell | BWX TECHNOLOGIES INC | $206,000 | +1.5% | 5,200 | -1.9% | 0.03% | -44.6% |
| BOJA | Buy | BOJANGLES INC | $201,000 | +17.5% | 10,800 | +0.9% | 0.03% | -34.0% |
| MSGN | Sell | MSG NETWORK INCcl a | $200,000 | -44.0% | 9,300 | -51.6% | 0.03% | -68.4% |
| UIHC | New | UNITED INS HLDGS CORP | $195,000 | – | 12,900 | +100.0% | 0.03% | – |
| SBGL | New | SIBANYE GOLD LTDsponsored adr | $197,000 | – | 27,900 | +100.0% | 0.03% | – |
| TMHC | Sell | TAYLOR MORRISON HOME CORPcl a | $195,000 | -15.6% | 10,100 | -22.9% | 0.03% | -53.1% |
| PAAS | Buy | PAN AMERICAN SILVER CORP | $199,000 | +5.3% | 13,200 | +23.4% | 0.03% | -42.3% |
| TTMI | Sell | TTM TECHNOLOGIES INC | $194,000 | -59.6% | 14,200 | -66.1% | 0.03% | -77.3% |
| JUNO | New | JUNO THERAPEUTICS INC | $198,000 | – | 10,500 | +100.0% | 0.03% | – |
| RRD | New | DONNELLEY R R & SONS CO | $191,000 | – | 11,700 | +100.0% | 0.03% | – |
| AGNC | New | AGNC INVT CORP | $190,000 | – | 10,500 | +100.0% | 0.03% | – |
| TACO | New | DEL TACO RESTAURANTS INC | $193,000 | – | 13,700 | +100.0% | 0.03% | – |
| CPN | New | CALPINE CORP | $186,000 | – | 16,300 | +100.0% | 0.03% | – |
| RUBI | Sell | RUBICON PROJ INC | $181,000 | -68.2% | 24,400 | -64.6% | 0.03% | -82.2% |
| MEET | Sell | MEETME INC | $181,000 | -24.9% | 36,800 | -5.4% | 0.03% | -57.6% |
| BCOV | Buy | BRIGHTCOVE INC | $184,000 | -8.9% | 22,800 | +47.1% | 0.03% | -50.0% |
| RIG | New | TRANSOCEAN LTD | $180,000 | – | 12,200 | +100.0% | 0.03% | – |
| MITL | Sell | MITEL NETWORKS CORP | $180,000 | -26.8% | 26,500 | -20.7% | 0.03% | -60.3% |
| QUOT | New | QUOTIENT TECHNOLOGY INC | $180,000 | – | 16,700 | +100.0% | 0.03% | – |
| PRTK | New | PARATEK PHARMACEUTICALS INC | $179,000 | – | 11,600 | +100.0% | 0.03% | – |
| OCUL | Buy | OCULAR THERAPEUTIX INC | $177,000 | +52.6% | 21,200 | +25.4% | 0.03% | -15.6% |
| RPAI | New | RETAIL PPTYS AMER INCcl a | $179,000 | – | 11,700 | +100.0% | 0.03% | – |
| CARB | New | CARBONITE INC | $171,000 | – | 10,400 | +100.0% | 0.03% | – |
| AU | New | ANGLOGOLD ASHANTI LTDsponsored adr | $170,000 | – | 16,200 | +100.0% | 0.03% | – |
| NYCB | New | NEW YORK CMNTY BANCORP INC | $164,000 | – | 10,300 | +100.0% | 0.02% | – |
| IBN | New | ICICI BK LTDadr | $167,000 | – | 22,300 | +100.0% | 0.02% | – |
| YRCW | Sell | YRC WORLDWIDE INC | $165,000 | -78.3% | 12,400 | -79.9% | 0.02% | -88.0% |
| SUPV | New | GRUPO SUPERVIELLE S Asponsored adr | $155,000 | – | 11,800 | +100.0% | 0.02% | – |
| HBAN | New | HUNTINGTON BANCSHARES INC | $156,000 | – | 11,800 | +100.0% | 0.02% | – |
| KRO | New | KRONOS WORLDWIDE INC | $155,000 | – | 13,000 | +100.0% | 0.02% | – |
| QSII | New | QUALITY SYS INC | $158,000 | – | 12,000 | +100.0% | 0.02% | – |
| THC | New | TENET HEALTHCARE CORP | $148,000 | – | 10,000 | +100.0% | 0.02% | – |
| CNAT | New | CONATUS PHARMACEUTICALS INC | $154,000 | – | 29,300 | +100.0% | 0.02% | – |
| STAR | Sell | ISTAR INC | $152,000 | -70.3% | 12,300 | -74.2% | 0.02% | -83.7% |
| RDWR | New | RADWARE LTDord | $152,000 | – | 10,400 | +100.0% | 0.02% | – |
| SWN | New | SOUTHWESTERN ENERGY CO | $145,000 | – | 13,400 | +100.0% | 0.02% | – |
| CLF | Sell | CLIFFS NAT RES INC | $141,000 | -28.1% | 16,800 | -49.9% | 0.02% | -59.3% |
| AINV | New | APOLLO INVT CORP | $147,000 | – | 25,100 | +100.0% | 0.02% | – |
| CZR | Sell | CAESARS ENTMT CORP | $144,000 | -20.0% | 16,900 | -30.2% | 0.02% | -56.0% |
| HTBK | New | HERITAGE COMMERCE CORP | $146,000 | – | 10,100 | +100.0% | 0.02% | – |
| WK | New | WORKIVA INC | $139,000 | – | 10,200 | +100.0% | 0.02% | – |
| TRVN | New | TREVENA INC | $138,000 | – | 23,400 | +100.0% | 0.02% | – |
| TGTX | New | TG THERAPEUTICS INC | $137,000 | – | 29,500 | +100.0% | 0.02% | – |
| BZUN | Sell | BAOZUN INCsponsored adr | $133,000 | -79.7% | 11,000 | -74.7% | 0.02% | -89.0% |
| ASX | Buy | ADVANCED SEMICONDUCTOR ENGRsponsored adr | $121,000 | +17.5% | 24,100 | +38.5% | 0.02% | -35.7% |
| SGYPQ | Buy | SYNERGY PHARMACEUTICALS DEL | $118,000 | +84.4% | 19,300 | +65.0% | 0.02% | 0.0% |
| EMKR | New | EMCORE CORP | $117,000 | – | 13,500 | +100.0% | 0.02% | – |
| BV | Sell | BAZAARVOICE INC | $120,000 | -78.1% | 24,700 | -73.4% | 0.02% | -88.1% |
| AKBA | Sell | AKEBIA THERAPEUTICS INC | $120,000 | -23.1% | 11,500 | -33.1% | 0.02% | -58.1% |
| HDP | New | HORTONWORKS INC | $112,000 | – | 13,500 | +100.0% | 0.02% | – |
| ODP | New | OFFICE DEPOT INC | $112,000 | – | 24,700 | +100.0% | 0.02% | – |
| PGNX | Sell | PROGENICS PHARMACEUTICALS IN | $112,000 | -73.6% | 13,000 | -80.7% | 0.02% | -85.5% |
| OCLR | Sell | OCLARO INC | $110,000 | -57.9% | 12,300 | -59.7% | 0.02% | -76.4% |
| ICON | New | ICONIX BRAND GROUP INC | $113,000 | – | 12,100 | +100.0% | 0.02% | – |
| NOMD | New | NOMAD HLDGS LTD | $111,000 | – | 11,600 | +100.0% | 0.02% | – |
| TWI | New | TITAN INTL INC ILL | $113,000 | – | 10,100 | +100.0% | 0.02% | – |
| BCRX | New | BIOCRYST PHARMACEUTICALS | $110,000 | – | 17,400 | +100.0% | 0.02% | – |
| AVP | Sell | AVON PRODS INC | $105,000 | -76.5% | 20,900 | -73.5% | 0.02% | -87.0% |
| JASO | New | JA SOLAR HOLDINGS CO LTDspon adr rep5ord | $102,000 | – | 21,500 | +100.0% | 0.02% | – |
| SMFG | Sell | SUMITOMO MITSUI FINL GROUP Isponsored adr | $108,000 | -36.1% | 14,200 | -43.2% | 0.02% | -66.0% |
| AGRO | New | ADECOAGRO S A | $106,000 | – | 10,200 | +100.0% | 0.02% | – |
| MCRB | New | SERES THERAPEUTICS INC | $107,000 | – | 10,800 | +100.0% | 0.02% | – |
| EXTR | Sell | EXTREME NETWORKS INC | $97,000 | -35.8% | 19,200 | -43.0% | 0.02% | -64.3% |
| BBD | Sell | BANCO BRADESCO S Asp adr pfd new | $101,000 | -52.8% | 11,600 | -50.8% | 0.02% | -74.6% |
| HLIT | New | HARMONIC INC | $99,000 | – | 19,700 | +100.0% | 0.02% | – |
| DX | New | DYNEX CAP INC | $97,000 | – | 14,200 | +100.0% | 0.02% | – |
| ARCO | Buy | ARCOS DORADOS HOLDINGS INC | $95,000 | +9.2% | 17,500 | +6.1% | 0.01% | -41.7% |
| EPEGQ | Sell | EP ENERGY CORPcl a | $92,000 | -27.0% | 14,000 | -51.4% | 0.01% | -60.0% |
| FCH | Sell | FELCOR LODGING TR INC | $83,000 | -84.6% | 10,300 | -87.7% | 0.01% | -91.2% |
| PESXQ | New | PIONEER ENERGY SVCS CORP | $84,000 | – | 12,300 | +100.0% | 0.01% | – |
| BSMX | New | GRUPO FINANCIERO SANTANDER M | $86,000 | – | 12,000 | +100.0% | 0.01% | – |
| AHT | Sell | ASHFORD HOSPITALITY TR INC | $84,000 | -78.5% | 10,800 | -83.7% | 0.01% | -88.0% |
| MT | Sell | ARCELORMITTAL SA LUXEMBOURGny registry sh | $77,000 | -94.3% | 10,600 | -95.3% | 0.01% | -96.8% |
| MITK | New | MITEK SYS INC | $79,000 | – | 12,900 | +100.0% | 0.01% | – |
| CFMS | New | CONFORMIS INC | $81,000 | – | 10,000 | +100.0% | 0.01% | – |
| AEG | New | AEGON N Vny registry sh | $80,000 | – | 14,400 | +100.0% | 0.01% | – |
| KEM | New | KEMET CORP | $71,000 | – | 10,700 | +100.0% | 0.01% | – |
| MDR | New | MCDERMOTT INTL INC | $74,000 | – | 10,000 | +100.0% | 0.01% | – |
| ZAGG | New | ZAGG INC | $74,000 | – | 10,400 | +100.0% | 0.01% | – |
| FTR | Exit | FRONTIER COMMUNICATIONS CORP | $0 | – | -16,300 | -100.0% | -0.02% | – |
| CBB | Exit | CINCINNATI BELL INC NEW | $0 | – | -16,700 | -100.0% | -0.02% | – |
| VIP | Exit | VIMPELCOM LTDsponsored adr | $0 | – | -20,500 | -100.0% | -0.02% | – |
| SGMO | Exit | SANGAMO BIOSCIENCES INC | $0 | – | -17,000 | -100.0% | -0.02% | – |
| EVDY | Exit | EVERYDAY HEALTH INC | $0 | – | -11,500 | -100.0% | -0.02% | – |
| LPSN | Exit | LIVEPERSON INC | $0 | – | -10,700 | -100.0% | -0.02% | – |
| CYTK | Exit | CYTOKINETICS INC | $0 | – | -10,000 | -100.0% | -0.02% | – |
| SNECQ | Exit | SANCHEZ ENERGY CORP | $0 | – | -10,600 | -100.0% | -0.03% | – |
| LBIO | Exit | LION BIOTECHNOLOGIES INC | $0 | – | -12,400 | -100.0% | -0.03% | – |
| KTOS | Exit | KRATOS DEFENSE & SEC SOLUTIO | $0 | – | -15,000 | -100.0% | -0.03% | – |
| DHX | Exit | DHI GROUP INC | $0 | – | -13,400 | -100.0% | -0.03% | – |
| CYS | Exit | CYS INVTS INC | $0 | – | -12,000 | -100.0% | -0.03% | – |
| TGH | Exit | TEXTAINER GROUP HOLDINGS LTD | $0 | – | -14,600 | -100.0% | -0.03% | – |
| QURE | Exit | UNIQURE NV | $0 | – | -14,100 | -100.0% | -0.03% | – |
| VG | Exit | VONAGE HLDGS CORP | $0 | – | -16,300 | -100.0% | -0.03% | – |
| FNBCQ | Exit | FIRST NBC BK HLDG CO | $0 | – | -11,400 | -100.0% | -0.03% | – |
| GRPN | Exit | GROUPON INC | $0 | – | -21,000 | -100.0% | -0.03% | – |
| IRDM | Exit | IRIDIUM COMMUNICATIONS INC | $0 | – | -13,700 | -100.0% | -0.03% | – |
| ZGNX | Exit | ZOGENIX INC | $0 | – | -10,100 | -100.0% | -0.03% | – |
| OMN | Exit | OMNOVA SOLUTIONS INC | $0 | – | -14,000 | -100.0% | -0.03% | – |
| OVAS | Exit | OVASCIENCE INC | $0 | – | -17,400 | -100.0% | -0.03% | – |
| ARLZ | Exit | ARALEZ PHARMACEUTICALS INC | $0 | – | -25,500 | -100.0% | -0.03% | – |
| BBVA | Exit | BANCO BILBAO VIZCAYA ARGENTAsponsored adr | $0 | – | -21,500 | -100.0% | -0.04% | – |
| PAH | Exit | PLATFORM SPECIALTY PRODS COR | $0 | – | -15,900 | -100.0% | -0.04% | – |
| PGTI | Exit | PGT INC | $0 | – | -12,300 | -100.0% | -0.04% | – |
| CECO | Exit | CAREER EDUCATION CORP | $0 | – | -19,100 | -100.0% | -0.04% | – |
| INN | Exit | SUMMIT HOTEL PPTYS | $0 | – | -10,300 | -100.0% | -0.04% | – |
| ETSY | Exit | ETSY INC | $0 | – | -10,000 | -100.0% | -0.04% | – |
| TAST | Exit | CARROLS RESTAURANT GROUP INC | $0 | – | -10,700 | -100.0% | -0.04% | – |
| NAME | Exit | RIGHTSIDE GROUP LTD | $0 | – | -15,756 | -100.0% | -0.04% | – |
| BRCD | Exit | BROCADE COMMUNICATIONS SYS I | $0 | – | -15,400 | -100.0% | -0.04% | – |
| INVA | Exit | INNOVIVA INC | $0 | – | -12,900 | -100.0% | -0.04% | – |
| HABT | Exit | HABIT RESTAURANTS INC | $0 | – | -10,100 | -100.0% | -0.04% | – |
| EDIT | Exit | EDITAS MEDICINE INC | $0 | – | -10,757 | -100.0% | -0.04% | – |
| AQXP | Exit | AQUINOX PHARMACEUTICALS INC | $0 | – | -10,800 | -100.0% | -0.04% | – |
| GES | Exit | GUESS INC | $0 | – | -10,400 | -100.0% | -0.04% | – |
| BBG | Exit | BARRETT BILL CORP | $0 | – | -27,100 | -100.0% | -0.04% | – |
| MBT | Exit | MOBILE TELESYSTEMS PJSCsponsored adr | $0 | – | -20,300 | -100.0% | -0.04% | – |
| MHLD | Exit | MAIDEN HOLDINGS LTD | $0 | – | -12,300 | -100.0% | -0.04% | – |
| ANH | Exit | ANWORTH MORTGAGE ASSET CP | $0 | – | -32,500 | -100.0% | -0.04% | – |
| BRKS | Exit | BROOKS AUTOMATION INC | $0 | – | -12,000 | -100.0% | -0.04% | – |
| CORT | Exit | CORCEPT THERAPEUTICS INC | $0 | – | -25,800 | -100.0% | -0.05% | – |
| ARRY | Exit | ARRAY BIOPHARMA INC | $0 | – | -25,000 | -100.0% | -0.05% | – |
| FOMX | Exit | FOAMIX PHARMACEUTICALS LTD | $0 | – | -18,300 | -100.0% | -0.05% | – |
| DAR | Exit | DARLING INGREDIENTS INC | $0 | – | -12,900 | -100.0% | -0.05% | – |
| EIGI | Exit | ENDURANCE INTL GROUP HLDGS I | $0 | – | -19,800 | -100.0% | -0.05% | – |
| BW | Exit | BABCOCK & WILCOX ENTERPRIS I | $0 | – | -10,600 | -100.0% | -0.05% | – |
| JNS | Exit | JANUS CAP GROUP INC | $0 | – | -12,800 | -100.0% | -0.05% | – |
| KBH | Exit | KB HOME | $0 | – | -11,300 | -100.0% | -0.05% | – |
| OSG | Exit | OVERSEAS SHIPHOLDING GROUP Icl a new | $0 | – | -17,300 | -100.0% | -0.05% | – |
| PETX | Exit | ARATANA THERAPEUTICS INC | $0 | – | -19,300 | -100.0% | -0.05% | – |
| FLML | Exit | FLAMEL TECHNOLOGIES SAsponsored adr | $0 | – | -14,800 | -100.0% | -0.05% | – |
| LTMAQ | Exit | LATAM AIRLS GROUP S Asponsored adr | $0 | – | -23,100 | -100.0% | -0.05% | – |
| AXGT | Exit | AXOVANT SCIENCES LTD | $0 | – | -13,400 | -100.0% | -0.05% | – |
| ALJ | Exit | ALON USA ENERGY INC | $0 | – | -24,000 | -100.0% | -0.05% | – |
| TSEM | Exit | TOWER SEMICONDUCTOR LTD | $0 | – | -12,800 | -100.0% | -0.05% | – |
| LPI | Exit | LAREDO PETROLEUM INC | $0 | – | -15,400 | -100.0% | -0.06% | – |
| GNW | Exit | GENWORTH FINL INC | $0 | – | -39,900 | -100.0% | -0.06% | – |
| NTGR | Exit | NETGEAR INC | $0 | – | -3,300 | -100.0% | -0.06% | – |
| FULT | Exit | FULTON FINL CORP PA | $0 | – | -13,700 | -100.0% | -0.06% | – |
| WSFS | Exit | WSFS FINL CORP | $0 | – | -5,500 | -100.0% | -0.06% | – |
| GNCA | Exit | GENOCEA BIOSCIENCES INC | $0 | – | -39,037 | -100.0% | -0.06% | – |
| LGND | Exit | LIGAND PHARMACEUTICALS INC | $0 | – | -2,000 | -100.0% | -0.06% | – |
| ADXS | Exit | ADVAXIS INC | $0 | – | -18,900 | -100.0% | -0.06% | – |
| OMAB | Exit | GRUPO AEROPORTUARIO CTR NORTspon adr | $0 | – | -4,300 | -100.0% | -0.06% | – |
| CTAS | Exit | CINTAS CORP | $0 | – | -1,800 | -100.0% | -0.06% | – |
| STRA | Exit | STRAYER ED INC | $0 | – | -4,400 | -100.0% | -0.06% | – |
| WDFC | Exit | WD-40 CO | $0 | – | -1,800 | -100.0% | -0.06% | – |
| HCSG | Exit | HEALTHCARE SVCS GRP INC | $0 | – | -5,100 | -100.0% | -0.06% | – |
| AOSL | Exit | ALPHA & OMEGA SEMICONDUCTOR | $0 | – | -9,400 | -100.0% | -0.06% | – |
| NCI | Exit | NAVIGANT CONSULTING INC | $0 | – | -10,200 | -100.0% | -0.06% | – |
| NTRA | Exit | NATERA INC | $0 | – | -18,500 | -100.0% | -0.06% | – |
| CUB | Exit | CUBIC CORP | $0 | – | -4,500 | -100.0% | -0.06% | – |
| TPRE | Exit | THIRD PT REINS LTD | $0 | – | -17,600 | -100.0% | -0.06% | – |
| TILE | Exit | INTERFACE INC | $0 | – | -12,500 | -100.0% | -0.06% | – |
| VCRA | Exit | VOCERA COMMUNICATIONS INC | $0 | – | -12,400 | -100.0% | -0.06% | – |
| BZH | Exit | BEAZER HOMES USA INC | $0 | – | -18,300 | -100.0% | -0.06% | – |
| CECE | Exit | CECO ENVIRONMENTAL CORP | $0 | – | -18,900 | -100.0% | -0.06% | – |
| CHGG | Exit | CHEGG INC | $0 | – | -30,300 | -100.0% | -0.06% | – |
| TEX | Exit | TEREX CORP NEW | $0 | – | -8,400 | -100.0% | -0.06% | – |
| WMC | Exit | WESTERN ASSET MTG CAP CORP | $0 | – | -20,500 | -100.0% | -0.06% | – |
| CLB | Exit | CORE LABORATORIES N V | $0 | – | -1,900 | -100.0% | -0.06% | – |
| IL | Exit | INTRALINKS HLDGS INC | $0 | – | -21,300 | -100.0% | -0.06% | – |
| IONS | Exit | IONIS PHARMACEUTICALS INC | $0 | – | -5,900 | -100.0% | -0.06% | – |
| WETF | Exit | WISDOMTREE INVTS INC | $0 | – | -21,500 | -100.0% | -0.06% | – |
| WB | Exit | WEIBO CORPsponsored adr | $0 | – | -4,450 | -100.0% | -0.06% | – |
| SFS | Exit | SMART & FINAL STORES INC | $0 | – | -17,300 | -100.0% | -0.06% | – |
| LKFN | Exit | LAKELAND FINL CORP | $0 | – | -6,300 | -100.0% | -0.06% | – |
| BRSS | Exit | GLOBAL BRASS & COPPR HLDGS I | $0 | – | -7,800 | -100.0% | -0.06% | – |
| NPTN | Exit | NEOPHOTONICS CORP | $0 | – | -13,800 | -100.0% | -0.06% | – |
| CENTA | Exit | CENTRAL GARDEN & PET COcl a non-vtg | $0 | – | -9,100 | -100.0% | -0.06% | – |
| VRTV | Exit | VERITIV CORP | $0 | – | -4,500 | -100.0% | -0.06% | – |
| KATE | Exit | KATE SPADE & CO | $0 | – | -13,100 | -100.0% | -0.06% | – |
| STL | Exit | STERLING BANCORP DEL | $0 | – | -13,000 | -100.0% | -0.06% | – |
| NWSA | Exit | NEWS CORP NEWcl a | $0 | – | -16,400 | -100.0% | -0.06% | – |
| HL | Exit | HECLA MNG CO | $0 | – | -39,900 | -100.0% | -0.06% | – |
| DDS | Exit | DILLARDS INCcl a | $0 | – | -3,600 | -100.0% | -0.06% | – |
| HCKT | Exit | HACKETT GROUP INC | $0 | – | -13,900 | -100.0% | -0.06% | – |
| PBYI | Exit | PUMA BIOTECHNOLOGY INC | $0 | – | -3,400 | -100.0% | -0.06% | – |
| ACRS | Exit | ACLARIS THERAPEUTICS INC | $0 | – | -9,117 | -100.0% | -0.06% | – |
| BSAC | Exit | BANCO SANTANDER CHILE NEW | $0 | – | -11,200 | -100.0% | -0.06% | – |
| FLXS | Exit | FLEXSTEEL INDS INC | $0 | – | -4,500 | -100.0% | -0.06% | – |
| MCY | Exit | MERCURY GENL CORP NEW | $0 | – | -4,300 | -100.0% | -0.06% | – |
| HUBS | Exit | HUBSPOT INC | $0 | – | -4,100 | -100.0% | -0.06% | – |
| CSFL | Exit | CENTERSTATE BANKS INC | $0 | – | -13,400 | -100.0% | -0.07% | – |
| GOOD | Exit | GLADSTONE COML CORP | $0 | – | -12,900 | -100.0% | -0.07% | – |
| CHS | Exit | CHICOS FAS INC | $0 | – | -20,100 | -100.0% | -0.07% | – |
| TRIP | Exit | TRIPADVISOR INC | $0 | – | -3,800 | -100.0% | -0.07% | – |
| ATW | Exit | ATWOOD OCEANICS INC | $0 | – | -27,700 | -100.0% | -0.07% | – |
| UTEK | Exit | ULTRATECH INC | $0 | – | -10,600 | -100.0% | -0.07% | – |
| SYY | Exit | SYSCO CORP | $0 | – | -5,000 | -100.0% | -0.07% | – |
| XOXO | Exit | XO GROUP INC | $0 | – | -12,500 | -100.0% | -0.07% | – |
| MNRO | Exit | MONRO MUFFLER BRAKE INC | $0 | – | -4,000 | -100.0% | -0.07% | – |
| WBMD | Exit | WEBMD HEALTH CORP | $0 | – | -4,900 | -100.0% | -0.07% | – |
| EGP | Exit | EASTGROUP PPTY INC | $0 | – | -3,300 | -100.0% | -0.07% | – |
| BMA | Exit | BANCO MACRO SAspon adr b | $0 | – | -3,100 | -100.0% | -0.07% | – |
| AVX | Exit | AVX CORP NEW | $0 | – | -17,800 | -100.0% | -0.07% | – |
| VSAT | Exit | VIASAT INC | $0 | – | -3,300 | -100.0% | -0.07% | – |
| GTTN | Exit | GTT COMMUNICATIONS INC | $0 | – | -10,500 | -100.0% | -0.07% | – |
| ASNA | Exit | ASCENA RETAIL GROUP INC | $0 | – | -44,000 | -100.0% | -0.07% | – |
| ECPG | Exit | ENCORE CAP GROUP INC | $0 | – | -11,000 | -100.0% | -0.07% | – |
| CLI | Exit | MACK CALI RLTY CORP | $0 | – | -9,100 | -100.0% | -0.07% | – |
| BREW | Exit | CRAFT BREW ALLIANCE INC | $0 | – | -13,300 | -100.0% | -0.07% | – |
| ATEC | Exit | ALPHATEC HOLDINGS INC | $0 | – | -26,900 | -100.0% | -0.07% | – |
| RBS | Exit | ROYAL BK SCOTLAND GROUP PLCspons adr 2 ord | $0 | – | -55,300 | -100.0% | -0.07% | – |
| WDAY | Exit | WORKDAY INCcl a | $0 | – | -2,800 | -100.0% | -0.07% | – |
| FUL | Exit | FULLER H B CO | $0 | – | -5,500 | -100.0% | -0.07% | – |
| AGO | Exit | ASSURED GUARANTY LTD | $0 | – | -9,400 | -100.0% | -0.07% | – |
| CCRN | Exit | CROSS CTRY HEALTHCARE INC | $0 | – | -22,300 | -100.0% | -0.07% | – |
| NVRO | Exit | NEVRO CORP | $0 | – | -2,500 | -100.0% | -0.07% | – |
| MIME | Exit | MIMECAST LTD | $0 | – | -13,600 | -100.0% | -0.07% | – |
| PCMI | Exit | PCM INC | $0 | – | -12,300 | -100.0% | -0.07% | – |
| EGL | Exit | ENGILITY HLDGS INC NEW | $0 | – | -8,400 | -100.0% | -0.07% | – |
| ALGT | Exit | ALLEGIANT TRAVEL CO | $0 | – | -2,000 | -100.0% | -0.07% | – |
| AAON | Exit | AAON INC | $0 | – | -9,200 | -100.0% | -0.07% | – |
| FDP | Exit | FRESH DEL MONTE PRODUCE INCord | $0 | – | -4,400 | -100.0% | -0.07% | – |
| CRTO | Exit | CRITEO S Aspons ads | $0 | – | -7,700 | -100.0% | -0.07% | – |
| MTOR | Exit | MERITOR INC | $0 | – | -24,300 | -100.0% | -0.07% | – |
| APH | Exit | AMPHENOL CORP NEWcl a | $0 | – | -4,200 | -100.0% | -0.08% | – |
| ABM | Exit | ABM INDS INC | $0 | – | -6,900 | -100.0% | -0.08% | – |
| TKR | Exit | TIMKEN CO | $0 | – | -7,800 | -100.0% | -0.08% | – |
| SEDG | Exit | SOLAREDGE TECHNOLOGIES INC | $0 | – | -16,100 | -100.0% | -0.08% | – |
| SPSC | Exit | SPS COMM INC | $0 | – | -3,800 | -100.0% | -0.08% | – |
| ISRG | Exit | INTUITIVE SURGICAL INC | $0 | – | -400 | -100.0% | -0.08% | – |
| DPLO | Exit | DIPLOMAT PHARMACY INC | $0 | – | -10,300 | -100.0% | -0.08% | – |
| COR | Exit | CORESITE RLTY CORP | $0 | – | -4,000 | -100.0% | -0.08% | – |
| GSM | Exit | FERROGLOBE PLC | $0 | – | -33,000 | -100.0% | -0.08% | – |
| FMS | Exit | FRESENIUS MED CARE AG&CO KGAsponsored adr | $0 | – | -6,800 | -100.0% | -0.08% | – |
| VFC | Exit | V F CORP | $0 | – | -5,300 | -100.0% | -0.08% | – |
| CPK | Exit | CHESAPEAKE UTILS CORP | $0 | – | -4,900 | -100.0% | -0.08% | – |
| PACW | Exit | PACWEST BANCORP DEL | $0 | – | -7,000 | -100.0% | -0.08% | – |
| ACHN | Exit | ACHILLION PHARMACEUTICALS IN | $0 | – | -37,000 | -100.0% | -0.08% | – |
| EXAR | Exit | EXAR CORP | $0 | – | -32,900 | -100.0% | -0.08% | – |
| K | Exit | KELLOGG CO | $0 | – | -4,000 | -100.0% | -0.08% | – |
| CMA | Exit | COMERICA INC | $0 | – | -6,600 | -100.0% | -0.09% | – |
| CXW | Exit | CORRECTIONS CORP AMER NEW | $0 | – | -22,600 | -100.0% | -0.09% | – |
| SMTC | Exit | SEMTECH CORP | $0 | – | -11,400 | -100.0% | -0.09% | – |
| RRR | Exit | RED ROCK RESORTS INCcl a | $0 | – | -13,400 | -100.0% | -0.09% | – |
| CDE | Exit | COEUR MNG INC | $0 | – | -26,800 | -100.0% | -0.09% | – |
| RYAAY | Exit | RYANAIR HLDGS PLCsponsored adr ne | $0 | – | -4,200 | -100.0% | -0.09% | – |
| PLAB | Exit | PHOTRONICS INC | $0 | – | -30,900 | -100.0% | -0.09% | – |
| FLOW | Exit | SPX FLOW INC | $0 | – | -10,300 | -100.0% | -0.09% | – |
| WOR | Exit | WORTHINGTON INDS INC | $0 | – | -6,700 | -100.0% | -0.09% | – |
| TRU | Exit | TRANSUNION | $0 | – | -9,400 | -100.0% | -0.09% | – |
| SPA | Exit | SPARTON CORP | $0 | – | -12,500 | -100.0% | -0.09% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -4,500 | -100.0% | -0.09% | – |
| BRC | Exit | BRADY CORPcl a | $0 | – | -9,400 | -100.0% | -0.09% | – |
| ITRI | Exit | ITRON INC | $0 | – | -5,900 | -100.0% | -0.09% | – |
| CYBE | Exit | CYBEROPTICS CORP | $0 | – | -13,600 | -100.0% | -0.09% | – |
| ATEN | Exit | A10 NETWORKS INC | $0 | – | -31,300 | -100.0% | -0.09% | – |
| WRE | Exit | WASHINGTON REAL ESTATE INVTsh ben int | $0 | – | -10,700 | -100.0% | -0.09% | – |
| NGHC | Exit | NATIONAL GEN HLDGS CORP | $0 | – | -15,000 | -100.0% | -0.09% | – |
| FBP | Exit | FIRST BANCORP P R | $0 | – | -65,000 | -100.0% | -0.09% | – |
| NCLH | Exit | NORWEGIAN CRUISE LINE HLDGS | $0 | – | -8,900 | -100.0% | -0.09% | – |
| OLLI | Exit | OLLIES BARGAIN OUTLT HLDGS I | $0 | – | -13,000 | -100.0% | -0.09% | – |
| MCFT | Exit | MCBC HLDGS INC | $0 | – | -29,900 | -100.0% | -0.09% | – |
| IRM | Exit | IRON MTN INC NEW | $0 | – | -9,200 | -100.0% | -0.10% | – |
| BOFI | Exit | BOFI HLDG INC | $0 | – | -15,400 | -100.0% | -0.10% | – |
| NWS | Exit | NEWS CORP NEWcl b | $0 | – | -24,400 | -100.0% | -0.10% | – |
| TX | Exit | TERNIUM SAspon adr | $0 | – | -17,800 | -100.0% | -0.10% | – |
| RTRX | Exit | RETROPHIN INC | $0 | – | -15,500 | -100.0% | -0.10% | – |
| P | Exit | PANDORA MEDIA INC | $0 | – | -24,600 | -100.0% | -0.10% | – |
| CERN | Exit | CERNER CORP | $0 | – | -5,700 | -100.0% | -0.10% | – |
| CPL | Exit | CPFL ENERGIA S Asponsored adr | $0 | – | -23,700 | -100.0% | -0.10% | – |
| HA | Exit | HAWAIIAN HOLDINGS INC | $0 | – | -7,300 | -100.0% | -0.10% | – |
| ADI | Exit | ANALOG DEVICES INC | $0 | – | -5,500 | -100.0% | -0.10% | – |
| EOCCY | Exit | EMPRESA NACIONAL DE ELCTRCIDsponsored adr | $0 | – | -18,100 | -100.0% | -0.10% | – |
| BBAR | Exit | BBVA BANCO FRANCES S Asponsored adr | $0 | – | -18,200 | -100.0% | -0.10% | – |
| ADRO | Exit | ADURO BIOTECH INC | $0 | – | -29,284 | -100.0% | -0.10% | – |
| CEVA | Exit | CEVA INC | $0 | – | -10,400 | -100.0% | -0.10% | – |
| AKS | Exit | AK STL HLDG CORP | $0 | – | -76,400 | -100.0% | -0.10% | – |
| PSTG | Exit | PURE STORAGE INCcl a | $0 | – | -27,400 | -100.0% | -0.10% | – |
| WBC | Exit | WABCO HLDGS INC | $0 | – | -3,300 | -100.0% | -0.10% | – |
| UVE | Exit | UNIVERSAL INS HLDGS INC | $0 | – | -14,900 | -100.0% | -0.10% | – |
| JBL | Exit | JABIL CIRCUIT INC | $0 | – | -17,200 | -100.0% | -0.10% | – |
| RPM | Exit | RPM INTL INC | $0 | – | -7,000 | -100.0% | -0.10% | – |
| LPX | Exit | LOUISIANA PAC CORP | $0 | – | -20,000 | -100.0% | -0.10% | – |
| CMC | Exit | COMMERCIAL METALS CO | $0 | – | -23,400 | -100.0% | -0.10% | – |
| GCO | Exit | GENESCO INC | $0 | – | -7,023 | -100.0% | -0.10% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -4,400 | -100.0% | -0.10% | – |
| WELL | Exit | WELLTOWER INC | $0 | – | -5,100 | -100.0% | -0.10% | – |
| DRI | Exit | DARDEN RESTAURANTS INC | $0 | – | -6,300 | -100.0% | -0.11% | – |
| OME | Exit | OMEGA PROTEIN CORP | $0 | – | -16,600 | -100.0% | -0.11% | – |
| EXR | Exit | EXTRA SPACE STORAGE INC | $0 | – | -4,900 | -100.0% | -0.11% | – |
| RHT | Exit | RED HAT INC | $0 | – | -4,800 | -100.0% | -0.11% | – |
| DDD | Exit | 3-D SYS CORP DEL | $0 | – | -21,800 | -100.0% | -0.11% | – |
| RGLD | Exit | ROYAL GOLD INC | $0 | – | -5,100 | -100.0% | -0.11% | – |
| PRFT | Exit | PERFICIENT INC | $0 | – | -19,700 | -100.0% | -0.11% | – |
| NHI | Exit | NATIONAL HEALTH INVS INC | $0 | – | -5,100 | -100.0% | -0.11% | – |
| DV | Exit | DEVRY ED GROUP INC | $0 | – | -17,300 | -100.0% | -0.11% | – |
| PTEN | Exit | PATTERSON UTI ENERGY INC | $0 | – | -18,000 | -100.0% | -0.11% | – |
| MX | Exit | MAGNACHIP SEMICONDUCTOR CORP | $0 | – | -48,500 | -100.0% | -0.11% | – |
| DRE | Exit | DUKE REALTY CORP | $0 | – | -14,900 | -100.0% | -0.11% | – |
| NFG | Exit | NATIONAL FUEL GAS CO N J | $0 | – | -7,500 | -100.0% | -0.11% | – |
| ADS | Exit | ALLIANCE DATA SYSTEMS CORP | $0 | – | -1,900 | -100.0% | -0.11% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -4,500 | -100.0% | -0.11% | – |
| NSIT | Exit | INSIGHT ENTERPRISES INC | $0 | – | -12,600 | -100.0% | -0.11% | – |
| PIPR | Exit | PIPER JAFFRAY COS | $0 | – | -8,500 | -100.0% | -0.11% | – |
| SIGM | Exit | SIGMA DESIGNS INC | $0 | – | -52,945 | -100.0% | -0.11% | – |
| SBRA | Exit | SABRA HEALTH CARE REIT INC | $0 | – | -16,400 | -100.0% | -0.11% | – |
| TV | Exit | GRUPO TELEVISA SAspon adr rep ord | $0 | – | -16,200 | -100.0% | -0.12% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -10,300 | -100.0% | -0.12% | – |
| SSYS | Exit | STRATASYS LTD | $0 | – | -17,400 | -100.0% | -0.12% | – |
| RYAM | Exit | RAYONIER ADVANCED MATLS INC | $0 | – | -31,400 | -100.0% | -0.12% | – |
| MTD | Exit | METTLER TOLEDO INTERNATIONAL | $0 | – | -1,000 | -100.0% | -0.12% | – |
| RDC | Exit | ROWAN COMPANIES PLC | $0 | – | -27,700 | -100.0% | -0.12% | – |
| TIER | Exit | TIER REIT INC | $0 | – | -27,600 | -100.0% | -0.12% | – |
| TSE | Exit | TRINSEO S A | $0 | – | -7,600 | -100.0% | -0.12% | – |
| WY | Exit | WEYERHAEUSER CO | $0 | – | -13,400 | -100.0% | -0.12% | – |
| SPWH | Exit | SPORTSMANS WHSE HLDGS INC | $0 | – | -40,600 | -100.0% | -0.12% | – |
| JACK | Exit | JACK IN THE BOX INC | $0 | – | -4,500 | -100.0% | -0.12% | – |
| SRG | Exit | SERITAGE GROWTH PPTYScl a | $0 | – | -8,500 | -100.0% | -0.12% | – |
| TEVA | Exit | TEVA PHARMACEUTICAL INDS LTDadr | $0 | – | -9,400 | -100.0% | -0.12% | – |
| AES | Exit | AES CORP | $0 | – | -33,600 | -100.0% | -0.12% | – |
| EL | Exit | LAUDER ESTEE COS INCcl a | $0 | – | -4,900 | -100.0% | -0.12% | – |
| IQNT | Exit | INTELIQUENT INC | $0 | – | -27,000 | -100.0% | -0.12% | – |
| PFGC | Exit | PERFORMANCE FOOD GROUP CO | $0 | – | -17,600 | -100.0% | -0.12% | – |
| JAZZ | Exit | JAZZ PHARMACEUTICALS PLC | $0 | – | -3,600 | -100.0% | -0.12% | – |
| HLF | Exit | HERBALIFE LTD | $0 | – | -7,000 | -100.0% | -0.12% | – |
| BGC | Exit | GENERAL CABLE CORP DEL NEW | $0 | – | -29,400 | -100.0% | -0.12% | – |
| CLCD | Exit | COLUCID PHARMACEUTICALS INC | $0 | – | -11,500 | -100.0% | -0.12% | – |
| MED | Exit | MEDIFAST INC | $0 | – | -11,700 | -100.0% | -0.12% | – |
| GPRE | Exit | GREEN PLAINS INC | $0 | – | -16,900 | -100.0% | -0.12% | – |
| ALOG | Exit | ANALOGIC CORP | $0 | – | -5,000 | -100.0% | -0.12% | – |
| CUK | Exit | CARNIVAL PLCadr | $0 | – | -9,100 | -100.0% | -0.12% | – |
| MYRG | Exit | MYR GROUP INC DEL | $0 | – | -14,800 | -100.0% | -0.12% | – |
| DW | Exit | DREW INDS INC | $0 | – | -4,600 | -100.0% | -0.12% | – |
| ZOES | Exit | ZOES KITCHEN INC | $0 | – | -20,300 | -100.0% | -0.12% | – |
| TGT | Exit | TARGET CORP | $0 | – | -6,600 | -100.0% | -0.12% | – |
| DCT | Exit | DCT INDUSTRIAL TRUST INC | $0 | – | -9,400 | -100.0% | -0.13% | – |
| SNA | Exit | SNAP ON INC | $0 | – | -3,000 | -100.0% | -0.13% | – |
| HELE | Exit | HELEN OF TROY CORP LTD | $0 | – | -5,300 | -100.0% | -0.13% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -7,300 | -100.0% | -0.13% | – |
| TAL | Exit | TAL ED GROUP | $0 | – | -6,500 | -100.0% | -0.13% | – |
| ORA | Exit | ORMAT TECHNOLOGIES INC | $0 | – | -9,600 | -100.0% | -0.13% | – |
| NXRT | Exit | NEXPOINT RESIDENTIAL TR INC | $0 | – | -23,800 | -100.0% | -0.13% | – |
| FIS | Exit | FIDELITY NATL INFORMATION SV | $0 | – | -6,100 | -100.0% | -0.13% | – |
| LBTYK | Exit | LIBERTY GLOBAL PLC | $0 | – | -14,300 | -100.0% | -0.13% | – |
| LNTH | Exit | LANTHEUS HLDGS INC | $0 | – | -57,500 | -100.0% | -0.13% | – |
| STWD | Exit | STARWOOD PPTY TR INC | $0 | – | -21,300 | -100.0% | -0.13% | – |
| B | Exit | BARNES GROUP INC | $0 | – | -11,800 | -100.0% | -0.13% | – |
| EZPW | Exit | EZCORP INCcl a non vtg | $0 | – | -43,300 | -100.0% | -0.13% | – |
| HCA | Exit | HCA HOLDINGS INC | $0 | – | -6,400 | -100.0% | -0.13% | – |
| GGAL | Exit | GRUPO FINANCIERO GALICIA S Asp adr 10 sh b | $0 | – | -15,500 | -100.0% | -0.13% | – |
| CSL | Exit | CARLISLE COS INC | $0 | – | -4,700 | -100.0% | -0.13% | – |
| MASI | Exit | MASIMO CORP | $0 | – | -8,200 | -100.0% | -0.13% | – |
| CAVM | Exit | CAVIUM INC | $0 | – | -8,400 | -100.0% | -0.14% | – |
| FE | Exit | FIRSTENERGY CORP | $0 | – | -14,800 | -100.0% | -0.14% | – |
| KND | Exit | KINDRED HEALTHCARE INC | $0 | – | -48,000 | -100.0% | -0.14% | – |
| INGR | Exit | INGREDION INC | $0 | – | -3,700 | -100.0% | -0.14% | – |
| FIVN | Exit | FIVE9 INC | $0 | – | -31,600 | -100.0% | -0.14% | – |
| TTM | Exit | TATA MTRS LTDsponsored adr | $0 | – | -12,300 | -100.0% | -0.14% | – |
| PAYX | Exit | PAYCHEX INC | $0 | – | -8,600 | -100.0% | -0.14% | – |
| HES | Exit | HESS CORP | $0 | – | -9,400 | -100.0% | -0.14% | – |
| HZN | Exit | HORIZON GLOBAL CORP | $0 | – | -25,500 | -100.0% | -0.14% | – |
| YNDX | Exit | YANDEX N V | $0 | – | -24,100 | -100.0% | -0.14% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -8,700 | -100.0% | -0.14% | – |
| ARAY | Exit | ACCURAY INC | $0 | – | -80,500 | -100.0% | -0.14% | – |
| M | Exit | MACYS INC | $0 | – | -13,800 | -100.0% | -0.14% | – |
| GEO | Exit | GEO GROUP INC NEW | $0 | – | -21,700 | -100.0% | -0.14% | – |
| PEB | Exit | PEBBLEBROOK HOTEL TR | $0 | – | -19,400 | -100.0% | -0.14% | – |
| ABB | Exit | ABB LTDsponsored adr | $0 | – | -22,900 | -100.0% | -0.14% | – |
| EPAC | Exit | ACTUANT CORPcl a new | $0 | – | -22,300 | -100.0% | -0.14% | – |
| ACTG | Exit | ACACIA RESH CORP | $0 | – | -79,600 | -100.0% | -0.14% | – |
| ABEV | Exit | AMBEV SAsponsored adr | $0 | – | -85,300 | -100.0% | -0.14% | – |
| SC | Exit | SANTANDER CONSUMER USA HDG I | $0 | – | -42,900 | -100.0% | -0.14% | – |
| CNP | Exit | CENTERPOINT ENERGY INC | $0 | – | -22,700 | -100.0% | -0.14% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -4,100 | -100.0% | -0.14% | – |
| WIX | Exit | WIX COM LTD | $0 | – | -12,080 | -100.0% | -0.14% | – |
| MTN | Exit | VAIL RESORTS INC | $0 | – | -3,400 | -100.0% | -0.15% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -8,100 | -100.0% | -0.15% | – |
| STT | Exit | STATE STR CORP | $0 | – | -7,700 | -100.0% | -0.15% | – |
| ELY | Exit | CALLAWAY GOLF CO | $0 | – | -46,400 | -100.0% | -0.15% | – |
| MOMO | Exit | MOMO INCadr | $0 | – | -24,100 | -100.0% | -0.15% | – |
| RNR | Exit | RENAISSANCERE HOLDINGS LTD | $0 | – | -4,500 | -100.0% | -0.15% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -7,100 | -100.0% | -0.15% | – |
| WEC | Exit | WEC ENERGY GROUP INC | $0 | – | -9,100 | -100.0% | -0.15% | – |
| KMPR | Exit | KEMPER CORP DEL | $0 | – | -13,900 | -100.0% | -0.15% | – |
| TREX | Exit | TREX CO INC | $0 | – | -9,400 | -100.0% | -0.15% | – |
| ROG | Exit | ROGERS CORP | $0 | – | -9,000 | -100.0% | -0.15% | – |
| CHKP | Exit | CHECK POINT SOFTWARE TECH LTord | $0 | – | -7,100 | -100.0% | -0.15% | – |
| IDCC | Exit | INTERDIGITAL INC | $0 | – | -7,000 | -100.0% | -0.15% | – |
| BLUE | Exit | BLUEBIRD BIO INC | $0 | – | -8,400 | -100.0% | -0.16% | – |
| FSLR | Exit | FIRST SOLAR INC | $0 | – | -14,400 | -100.0% | -0.16% | – |
| PCG | Exit | PG&E CORP | $0 | – | -9,300 | -100.0% | -0.16% | – |
| DY | Exit | DYCOM INDS INC | $0 | – | -7,000 | -100.0% | -0.16% | – |
| EQIX | Exit | EQUINIX INC | $0 | – | -1,600 | -100.0% | -0.16% | – |
| BBBY | Exit | BED BATH & BEYOND INC | $0 | – | -13,500 | -100.0% | -0.16% | – |
| LVLT | Exit | LEVEL 3 COMMUNICATIONS INC | $0 | – | -12,500 | -100.0% | -0.16% | – |
| AOS | Exit | SMITH A O | $0 | – | -5,900 | -100.0% | -0.16% | – |
| PNRA | Exit | PANERA BREAD COcl a | $0 | – | -3,000 | -100.0% | -0.16% | – |
| AVY | Exit | AVERY DENNISON CORP | $0 | – | -7,500 | -100.0% | -0.16% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCspons adr a | $0 | – | -11,800 | -100.0% | -0.16% | – |
| SAP | Exit | SAP SEspon adr | $0 | – | -6,500 | -100.0% | -0.16% | – |
| AGN | Exit | ALLERGAN PLC | $0 | – | -2,600 | -100.0% | -0.16% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -19,900 | -100.0% | -0.16% | – |
| FR | Exit | FIRST INDUSTRIAL REALTY TRUS | $0 | – | -21,400 | -100.0% | -0.17% | – |
| HRS | Exit | HARRIS CORP DEL | $0 | – | -6,600 | -100.0% | -0.17% | – |
| HDB | Exit | HDFC BANK LTD | $0 | – | -8,500 | -100.0% | -0.17% | – |
| FHI | Exit | FEDERATED INVS INC PAcl b | $0 | – | -20,600 | -100.0% | -0.17% | – |
| SRC | Exit | SPIRIT RLTY CAP INC NEW | $0 | – | -46,200 | -100.0% | -0.17% | – |
| QUAD | Exit | QUAD / GRAPHICS INC | $0 | – | -23,100 | -100.0% | -0.17% | – |
| HF | Exit | HFF INCcl a | $0 | – | -22,400 | -100.0% | -0.17% | – |
| TRGP | Exit | TARGA RES CORP | $0 | – | -12,600 | -100.0% | -0.17% | – |
| GTLS | Exit | CHART INDS INC | $0 | – | -19,000 | -100.0% | -0.17% | – |
| LBRDK | Exit | LIBERTY BROADBAND CORP | $0 | – | -8,800 | -100.0% | -0.17% | – |
| DPS | Exit | DR PEPPER SNAPPLE GROUP INC | $0 | – | -6,900 | -100.0% | -0.17% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -3,800 | -100.0% | -0.18% | – |
| MDU | Exit | MDU RES GROUP INC | $0 | – | -25,000 | -100.0% | -0.18% | – |
| EXEL | Exit | EXELIXIS INC | $0 | – | -50,000 | -100.0% | -0.18% | – |
| ANIP | Exit | ANI PHARMACEUTICALS INC | $0 | – | -9,800 | -100.0% | -0.18% | – |
| CROX | Exit | CROCS INC | $0 | – | -78,300 | -100.0% | -0.18% | – |
| SAVE | Exit | SPIRIT AIRLS INC | $0 | – | -15,400 | -100.0% | -0.18% | – |
| ESV | Exit | ENSCO PLC | $0 | – | -76,800 | -100.0% | -0.18% | – |
| UAA | Exit | UNDER ARMOUR INCcl a | $0 | – | -16,900 | -100.0% | -0.18% | – |
| AAN | Exit | AARONS INC | $0 | – | -25,700 | -100.0% | -0.18% | – |
| KT | Exit | KT CORPsponsored adr | $0 | – | -40,800 | -100.0% | -0.18% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -5,700 | -100.0% | -0.18% | – |
| HZO | Exit | MARINEMAX INC | $0 | – | -31,300 | -100.0% | -0.18% | – |
| TDG | Exit | TRANSDIGM GROUP INC | $0 | – | -2,300 | -100.0% | -0.18% | – |
| OASPQ | Exit | OASIS PETE INC NEW | $0 | – | -58,000 | -100.0% | -0.18% | – |
| OPK | Exit | OPKO HEALTH INC | $0 | – | -63,000 | -100.0% | -0.18% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -6,600 | -100.0% | -0.18% | – |
| STNG | Exit | SCORPIO TANKERS INC | $0 | – | -145,300 | -100.0% | -0.18% | – |
| FAF | Exit | FIRST AMERN FINL CORP | $0 | – | -17,100 | -100.0% | -0.18% | – |
| DISH | Exit | DISH NETWORK CORPcl a | $0 | – | -12,400 | -100.0% | -0.19% | – |
| LLL | Exit | L-3 COMMUNICATIONS HLDGS INC | $0 | – | -4,500 | -100.0% | -0.19% | – |
| DB | Exit | DEUTSCHE BANK AGnamen akt | $0 | – | -52,100 | -100.0% | -0.19% | – |
| IAC | Exit | IAC INTERACTIVECORP | $0 | – | -11,000 | -100.0% | -0.19% | – |
| DKS | Exit | DICKS SPORTING GOODS INC | $0 | – | -12,100 | -100.0% | -0.19% | – |
| GHL | Exit | GREENHILL & CO INC | $0 | – | -29,600 | -100.0% | -0.19% | – |
| VRSN | Exit | VERISIGN INC | $0 | – | -9,000 | -100.0% | -0.19% | – |
| NVS | Exit | NOVARTIS A Gsponsored adr | $0 | – | -8,900 | -100.0% | -0.19% | – |
| UNP | Exit | UNION PAC CORP | $0 | – | -7,300 | -100.0% | -0.20% | – |
| CLC | Exit | CLARCOR INC | $0 | – | -11,000 | -100.0% | -0.20% | – |
| ELNK | Exit | EARTHLINK HLDGS CORP | $0 | – | -116,100 | -100.0% | -0.20% | – |
| HRI | Exit | HERC HLDGS INC | $0 | – | -21,401 | -100.0% | -0.20% | – |
| TSRA | Exit | TESSERA TECHNOLOGIES INC | $0 | – | -19,000 | -100.0% | -0.20% | – |
| QIWI | Exit | QIWI PLCspon adr rep b | $0 | – | -49,740 | -100.0% | -0.20% | – |
| CLR | Exit | CONTINENTAL RESOURCES INC | $0 | – | -14,100 | -100.0% | -0.20% | – |
| RSPP | Exit | RSP PERMIAN INC | $0 | – | -18,900 | -100.0% | -0.20% | – |
| TMUS | Exit | T MOBILE US INC | $0 | – | -15,800 | -100.0% | -0.20% | – |
| LAMR | Exit | LAMAR ADVERTISING CO NEWcl a | $0 | – | -11,300 | -100.0% | -0.20% | – |
| NTAP | Exit | NETAPP INC | $0 | – | -20,700 | -100.0% | -0.20% | – |
| MIC | Exit | MACQUARIE INFRASTRUCTURE COR | $0 | – | -9,000 | -100.0% | -0.21% | – |
| EXAS | Exit | EXACT SCIENCES CORP | $0 | – | -40,500 | -100.0% | -0.21% | – |
| FRAN | Exit | FRANCESCAS HLDGS CORP | $0 | – | -49,000 | -100.0% | -0.21% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -12,000 | -100.0% | -0.21% | – |
| AERI | Exit | AERIE PHARMACEUTICALS INC | $0 | – | -20,100 | -100.0% | -0.21% | – |
| NEBLQ | Exit | NOBLE CORP PLC | $0 | – | -120,200 | -100.0% | -0.21% | – |
| MTCH | Exit | MATCH GROUP INC | $0 | – | -43,300 | -100.0% | -0.21% | – |
| GOLD | Exit | RANDGOLD RES LTDadr | $0 | – | -7,700 | -100.0% | -0.21% | – |
| WEN | Exit | WENDYS CO | $0 | – | -71,300 | -100.0% | -0.21% | – |
| CVBF | Exit | CVB FINL CORP | $0 | – | -43,600 | -100.0% | -0.21% | – |
| QGEN | Exit | QIAGEN NV | $0 | – | -28,000 | -100.0% | -0.21% | – |
| ARR | Exit | ARMOUR RESIDENTIAL REIT INC | $0 | – | -34,200 | -100.0% | -0.21% | – |
| HALO | Exit | HALOZYME THERAPEUTICS INC | $0 | – | -64,300 | -100.0% | -0.21% | – |
| R | Exit | RYDER SYS INC | $0 | – | -11,800 | -100.0% | -0.21% | – |
| NAVI | Exit | NAVIENT CORP | $0 | – | -53,600 | -100.0% | -0.21% | – |
| CARA | Exit | CARA THERAPEUTICS INC | $0 | – | -93,400 | -100.0% | -0.22% | – |
| UNFI | Exit | UNITED NAT FOODS INC | $0 | – | -19,700 | -100.0% | -0.22% | – |
| IART | Exit | INTEGRA LIFESCIENCES HLDGS C | $0 | – | -9,600 | -100.0% | -0.22% | – |
| AFSI | Exit | AMTRUST FINL SVCS INC | $0 | – | -29,700 | -100.0% | -0.22% | – |
| PNM | Exit | PNM RES INC | $0 | – | -24,400 | -100.0% | -0.22% | – |
| USG | Exit | U S G CORP | $0 | – | -31,000 | -100.0% | -0.22% | – |
| AEM | Exit | AGNICO EAGLE MINES LTD | $0 | – | -14,800 | -100.0% | -0.22% | – |
| FISV | Exit | FISERV INC | $0 | – | -8,100 | -100.0% | -0.22% | – |
| PCAR | Exit | PACCAR INC | $0 | – | -13,800 | -100.0% | -0.22% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -10,100 | -100.0% | -0.22% | – |
| PLKI | Exit | POPEYES LA KITCHEN INC | $0 | – | -15,300 | -100.0% | -0.22% | – |
| MBBYF | Exit | MOBILEYE N V AMSTELVEEN | $0 | – | -19,100 | -100.0% | -0.22% | – |
| CME | Exit | CME GROUP INC | $0 | – | -7,800 | -100.0% | -0.22% | – |
| ECA | Exit | ENCANA CORP | $0 | – | -78,200 | -100.0% | -0.23% | – |
| TECH | Exit | BIO TECHNE CORP | $0 | – | -7,500 | -100.0% | -0.23% | – |
| CW | Exit | CURTISS WRIGHT CORP | $0 | – | -9,000 | -100.0% | -0.23% | – |
| Y | Exit | ALLEGHANY CORP DEL | $0 | – | -1,600 | -100.0% | -0.23% | – |
| APA | Exit | APACHE CORP | $0 | – | -13,200 | -100.0% | -0.23% | – |
| RCII | Exit | RENT A CTR INC NEW | $0 | – | -66,900 | -100.0% | -0.23% | – |
| PINC | Exit | PREMIER INCcl a | $0 | – | -26,300 | -100.0% | -0.23% | – |
| LII | Exit | LENNOX INTL INC | $0 | – | -5,400 | -100.0% | -0.23% | – |
| ELLI | Exit | ELLIE MAE INC | $0 | – | -8,100 | -100.0% | -0.24% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -10,500 | -100.0% | -0.24% | – |
| EVH | Exit | EVOLENT HEALTH INCcl a | $0 | – | -34,800 | -100.0% | -0.24% | – |
| SRPT | Exit | SAREPTA THERAPEUTICS INC | $0 | – | -14,100 | -100.0% | -0.24% | – |
| HMSY | Exit | HMS HLDGS CORP | $0 | – | -39,700 | -100.0% | -0.24% | – |
| GNTX | Exit | GENTEX CORP | $0 | – | -50,900 | -100.0% | -0.25% | – |
| AMBA | Exit | AMBARELLA INC | $0 | – | -12,600 | -100.0% | -0.26% | – |
| RIO | Exit | RIO TINTO PLCsponsored adr | $0 | – | -28,100 | -100.0% | -0.26% | – |
| ES | Exit | EVERSOURCE ENERGY | $0 | – | -17,700 | -100.0% | -0.26% | – |
| DEO | Exit | DIAGEO P L Cspon adr new | $0 | – | -8,300 | -100.0% | -0.26% | – |
| JWN | Exit | NORDSTROM INC | $0 | – | -18,600 | -100.0% | -0.27% | – |
| TRMB | Exit | TRIMBLE NAVIGATION LTD | $0 | – | -34,000 | -100.0% | -0.27% | – |
| EOG | Exit | EOG RES INC | $0 | – | -10,100 | -100.0% | -0.27% | – |
| PPL | Exit | PPL CORP | $0 | – | -28,500 | -100.0% | -0.27% | – |
| TECD | Exit | TECH DATA CORP | $0 | – | -11,700 | -100.0% | -0.27% | – |
| RAI | Exit | REYNOLDS AMERICAN INC | $0 | – | -21,000 | -100.0% | -0.27% | – |
| NMBL | Exit | NIMBLE STORAGE INC | $0 | – | -112,800 | -100.0% | -0.27% | – |
| AYI | Exit | ACUITY BRANDS INC | $0 | – | -3,800 | -100.0% | -0.28% | – |
| NTES | Exit | NETEASE INCsponsored adr | $0 | – | -4,200 | -100.0% | -0.28% | – |
| BOX | Exit | BOX INCcl a | $0 | – | -64,200 | -100.0% | -0.28% | – |
| HAR | Exit | HARMAN INTL INDS INC | $0 | – | -12,100 | -100.0% | -0.28% | – |
| INFO | Exit | IHS MARKIT LTD | $0 | – | -27,300 | -100.0% | -0.28% | – |
| ZTS | Exit | ZOETIS INCcl a | $0 | – | -20,200 | -100.0% | -0.29% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -8,300 | -100.0% | -0.29% | – |
| SNX | Exit | SYNNEX CORP | $0 | – | -9,600 | -100.0% | -0.30% | – |
| WOOF | Exit | VCA INC | $0 | – | -15,900 | -100.0% | -0.31% | – |
| SINA | Exit | SINA CORPord | $0 | – | -15,500 | -100.0% | -0.32% | – |
| BTI | Exit | BRITISH AMERN TOB PLCsponsored adr | $0 | – | -9,000 | -100.0% | -0.32% | – |
| COH | Exit | COACH INC | $0 | – | -31,600 | -100.0% | -0.32% | – |
| FCAU | Exit | FIAT CHRYSLER AUTOMOBILES N | $0 | – | -183,900 | -100.0% | -0.32% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -16,800 | -100.0% | -0.32% | – |
| PFG | Exit | PRINCIPAL FINL GROUP INC | $0 | – | -23,600 | -100.0% | -0.34% | – |
| INWK | Exit | INNERWORKINGS INC | $0 | – | -131,500 | -100.0% | -0.34% | – |
| BCS | Exit | BARCLAYS PLCadr | $0 | – | -145,700 | -100.0% | -0.35% | – |
| JCI | Exit | JOHNSON CTLS INTL PLC | $0 | – | -27,404 | -100.0% | -0.35% | – |
| AGCO | Exit | AGCO CORP | $0 | – | -26,000 | -100.0% | -0.35% | – |
| TIF | Exit | TIFFANY & CO NEW | $0 | – | -17,900 | -100.0% | -0.36% | – |
| FLT | Exit | FLEETCOR TECHNOLOGIES INC | $0 | – | -7,500 | -100.0% | -0.36% | – |
| THO | Exit | THOR INDS INC | $0 | – | -15,400 | -100.0% | -0.36% | – |
| LVS | Exit | LAS VEGAS SANDS CORP | $0 | – | -22,800 | -100.0% | -0.36% | – |
| ED | Exit | CONSOLIDATED EDISON INC | $0 | – | -17,500 | -100.0% | -0.36% | – |
| IFF | Exit | INTERNATIONAL FLAVORS&FRAGRA | $0 | – | -9,400 | -100.0% | -0.37% | – |
| NBR | Exit | NABORS INDUSTRIES LTD | $0 | – | -110,700 | -100.0% | -0.37% | – |
| CCK | Exit | CROWN HOLDINGS INC | $0 | – | -24,300 | -100.0% | -0.38% | – |
| ROST | Exit | ROSS STORES INC | $0 | – | -22,200 | -100.0% | -0.39% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -21,000 | -100.0% | -0.40% | – |
| MAR | Exit | MARRIOTT INTL INC NEWcl a | $0 | – | -21,400 | -100.0% | -0.40% | – |
| SUI | Exit | SUN CMNTYS INC | $0 | – | -18,600 | -100.0% | -0.40% | – |
| POOL | Exit | POOL CORPORATION | $0 | – | -15,500 | -100.0% | -0.40% | – |
| COG | Exit | CABOT OIL & GAS CORP | $0 | – | -57,300 | -100.0% | -0.41% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -36,100 | -100.0% | -0.41% | – |
| APC | Exit | ANADARKO PETE CORP | $0 | – | -23,400 | -100.0% | -0.41% | – |
| FINL | Exit | FINISH LINE INCcl a | $0 | – | -65,100 | -100.0% | -0.41% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -35,900 | -100.0% | -0.43% | – |
| UAL | Exit | UNITED CONTL HLDGS INC | $0 | – | -31,400 | -100.0% | -0.45% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -13,900 | -100.0% | -0.47% | – |
| MAT | Exit | MATTEL INC | $0 | – | -57,100 | -100.0% | -0.48% | – |
| HPQ | Exit | HP INC | $0 | – | -114,200 | -100.0% | -0.49% | – |
| SCG | Exit | SCANA CORP NEW | $0 | – | -24,600 | -100.0% | -0.49% | – |
| BHI | Exit | BAKER HUGHES INC | $0 | – | -35,400 | -100.0% | -0.49% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -97,600 | -100.0% | -0.55% | – |
| PVH | Exit | PVH CORP | $0 | – | -18,200 | -100.0% | -0.55% | – |
| TAP | Exit | MOLSON COORS BREWING COcl b | $0 | – | -18,400 | -100.0% | -0.56% | – |
| HSIC | Exit | SCHEIN HENRY INC | $0 | – | -12,400 | -100.0% | -0.56% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2017-02-14
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| MGIC INVT CORP WIS | 24 | Q1 2021 | 1.5% |
| ELLINGTON FINANCIAL LLC | 23 | Q4 2018 | 30.9% |
| GILEAD SCIENCES INC | 21 | Q3 2019 | 0.4% |
| PETROLEO BRASILEIRO SA PETRO | 20 | Q1 2020 | 0.4% |
| AMERICAN AXLE & MFG HLDGS IN | 19 | Q4 2020 | 2.0% |
| REALOGY HLDGS CORP | 19 | Q2 2021 | 0.6% |
| NRG ENERGY INC | 18 | Q1 2020 | 0.5% |
| VMWARE INC | 18 | Q2 2019 | 0.4% |
| UNISYS CORP | 18 | Q1 2020 | 0.5% |
| COMPANHIA DE SANEAMENTO BASI | 18 | Q4 2019 | 0.2% |
View ELLINGTON MANAGEMENT GROUP LLC's complete holdings history.
Latest significant ownerships (13-D/G)
| Filed | Shares | Percentage | |
|---|---|---|---|
| SPSS INCSold out | September 17, 2010 | 0 | 0.0% |
View ELLINGTON MANAGEMENT GROUP LLC's complete significant-ownership history.
Latest filings
| Type | Filed |
|---|---|
| 13F-NT | 2024-02-13 |
| SC 13G/A | 2024-01-17 |
| SC 13G/A | 2024-01-17 |
| SC 13G/A | 2024-01-17 |
| 13F-NT | 2023-11-13 |
| SC 13G | 2023-10-30 |
| 13F-NT | 2023-08-14 |
| 13F-NT | 2023-05-12 |
| SC 13G | 2023-03-31 |
| SC 13G | 2023-03-27 |
View ELLINGTON MANAGEMENT GROUP LLC's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.