$2.93 Billion is the total value of ELLINGTON MANAGEMENT GROUP LLC's 653 reported holdings in Q1 2017. The portfolio turnover from Q4 2016 to Q1 2017 was 158.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| QQQ | New | POWERSHARES QQQ TRUSTcall | $2,250,460,000 | – | 1,700,000 | +100.0% | 76.75% | – |
| HYG | New | ISHARES TRput | $117,098,000 | – | 1,334,000 | +100.0% | 3.99% | – |
| HYG | New | ISHARES TRcall | $90,765,000 | – | 1,034,000 | +100.0% | 3.10% | – |
| SPY | Sell | SPDR S&P 500 ETF TRcall | $19,095,000 | -14.6% | 81,000 | -19.0% | 0.65% | -80.9% |
| SPY | Sell | SPDR S&P 500 ETF TRput | $19,095,000 | -65.8% | 81,000 | -67.6% | 0.65% | -92.4% |
| EFC | ELLINGTON FINANCIAL LLC | $16,534,000 | +2.0% | 1,044,492 | 0.0% | 0.56% | -77.2% | |
| CJ | New | C&J ENERGY SVCS INC NEW | $14,466,000 | – | 424,847 | +100.0% | 0.49% | – |
| XLF | New | SELECT SECTOR SPDR TRcall | $13,790,000 | – | 581,100 | +100.0% | 0.47% | – |
| CSX | New | CSX CORP | $9,047,000 | – | 194,357 | +100.0% | 0.31% | – |
| CSX | New | CSX CORPput | $8,845,000 | – | 190,000 | +100.0% | 0.30% | – |
| X | New | UNITED STATES STL CORP NEWput | $4,564,000 | – | 135,000 | +100.0% | 0.16% | – |
| HTZGQ | Buy | HERTZ GLOBAL HLDGS INCcall | $4,078,000 | +26.1% | 232,500 | +55.0% | 0.14% | -71.8% |
| HYG | Sell | ISHARES TRiboxx hi yd etf | $2,837,000 | -35.5% | 32,319 | -36.4% | 0.10% | -85.5% |
| FTR | New | FRONTIER COMMUNICATIONS CORP | $2,778,000 | – | 1,298,323 | +100.0% | 0.10% | – |
| FE | New | FIRSTENERGY CORP | $2,224,000 | – | 69,900 | +100.0% | 0.08% | – |
| FB | New | FACEBOOK INCcl a | $2,216,000 | – | 15,600 | +100.0% | 0.08% | – |
| LBTYA | Buy | LIBERTY GLOBAL PLC | $2,106,000 | +204.8% | 58,700 | +159.7% | 0.07% | -31.4% |
| New | WEATHERFORD INTL LTDnote 5.875% 7/0 | $1,815,000 | – | 273,000 | +100.0% | 0.06% | – | |
| TECD | New | TECH DATA CORP | $1,822,000 | – | 19,400 | +100.0% | 0.06% | – |
| KR | New | KROGER CO | $1,746,000 | – | 59,200 | +100.0% | 0.06% | – |
| JCPNQ | Buy | PENNEY J C INC | $1,692,000 | +425.5% | 274,600 | +607.7% | 0.06% | +18.4% |
| MOS | New | MOSAIC CO NEW | $1,684,000 | – | 57,700 | +100.0% | 0.06% | – |
| CBRE | New | CBRE GROUP INCcl a | $1,680,000 | – | 48,300 | +100.0% | 0.06% | – |
| OXY | New | OCCIDENTAL PETE CORP DEL | $1,628,000 | – | 25,700 | +100.0% | 0.06% | – |
| MOMO | New | MOMO INCadr | $1,639,000 | – | 48,100 | +100.0% | 0.06% | – |
| CC | New | CHEMOURS CO | $1,586,000 | – | 41,200 | +100.0% | 0.05% | – |
| LPX | New | LOUISIANA PAC CORP | $1,576,000 | – | 63,500 | +100.0% | 0.05% | – |
| FTNT | New | FORTINET INC | $1,526,000 | – | 39,800 | +100.0% | 0.05% | – |
| BURL | Buy | BURLINGTON STORES INC | $1,518,000 | +208.5% | 15,600 | +169.0% | 0.05% | -30.7% |
| DECK | New | DECKERS OUTDOOR CORP | $1,535,000 | – | 25,700 | +100.0% | 0.05% | – |
| AGU | New | AGRIUM INC | $1,491,000 | – | 15,600 | +100.0% | 0.05% | – |
| MRK | New | MERCK & CO INC | $1,493,000 | – | 23,500 | +100.0% | 0.05% | – |
| FIZZ | Buy | NATIONAL BEVERAGE CORP | $1,505,000 | +303.5% | 17,800 | +143.8% | 0.05% | -10.5% |
| NCR | New | NCR CORP NEW | $1,471,000 | – | 32,200 | +100.0% | 0.05% | – |
| COP | Buy | CONOCOPHILLIPS | $1,436,000 | +2.6% | 28,800 | +3.2% | 0.05% | -77.0% |
| UA | New | UNDER ARMOUR INCcl c | $1,442,000 | – | 78,800 | +100.0% | 0.05% | – |
| PEIX | Buy | PACIFIC ETHANOL INC | $1,439,000 | +373.4% | 210,000 | +556.2% | 0.05% | +6.5% |
| OPK | New | OPKO HEALTH INC | $1,410,000 | – | 176,200 | +100.0% | 0.05% | – |
| AMG | Buy | AFFILIATED MANAGERS GROUP | $1,393,000 | +431.7% | 8,500 | +372.2% | 0.05% | +20.0% |
| CX | Sell | CEMEX SAB DE CVspon adr new | $1,378,000 | -14.4% | 151,900 | -24.2% | 0.05% | -80.9% |
| CRUS | Buy | CIRRUS LOGIC INC | $1,378,000 | +263.6% | 22,700 | +238.8% | 0.05% | -19.0% |
| PKI | New | PERKINELMER INC | $1,376,000 | – | 23,700 | +100.0% | 0.05% | – |
| LEA | New | LEAR CORP | $1,359,000 | – | 9,600 | +100.0% | 0.05% | – |
| MSI | New | MOTOROLA SOLUTIONS INC | $1,319,000 | – | 15,300 | +100.0% | 0.04% | – |
| STI | New | SUNTRUST BKS INC | $1,305,000 | – | 23,600 | +100.0% | 0.04% | – |
| IWM | New | ISHARES TRrussell 2000 etf | $1,279,000 | – | 9,300 | +100.0% | 0.04% | – |
| DPS | New | DR PEPPER SNAPPLE GROUP INC | $1,302,000 | – | 13,300 | +100.0% | 0.04% | – |
| VALEP | Sell | VALE S Aadr repstg pfd | $1,299,000 | -10.6% | 144,700 | -31.4% | 0.04% | -80.2% |
| HST | Buy | HOST HOTELS & RESORTS INC | $1,289,000 | +68.5% | 69,100 | +70.2% | 0.04% | -62.4% |
| MASI | New | MASIMO CORP | $1,259,000 | – | 13,500 | +100.0% | 0.04% | – |
| DVN | Buy | DEVON ENERGY CORP NEW | $1,272,000 | +47.4% | 30,500 | +61.4% | 0.04% | -67.4% |
| BHP | New | BHP BILLITON LTDsponsored adr | $1,242,000 | – | 34,200 | +100.0% | 0.04% | – |
| COG | New | CABOT OIL & GAS CORP | $1,236,000 | – | 51,700 | +100.0% | 0.04% | – |
| PEP | New | PEPSICO INC | $1,230,000 | – | 11,000 | +100.0% | 0.04% | – |
| SLB | New | SCHLUMBERGER LTD | $1,218,000 | – | 15,600 | +100.0% | 0.04% | – |
| MT | Buy | ARCELORMITTAL SA LUXEMBOURGny registry sh | $1,244,000 | +1515.6% | 149,000 | +1305.7% | 0.04% | +250.0% |
| AES | New | AES CORP | $1,232,000 | – | 110,200 | +100.0% | 0.04% | – |
| PGR | Buy | PROGRESSIVE CORP OHIO | $1,199,000 | +174.4% | 30,600 | +148.8% | 0.04% | -38.8% |
| MGPI | New | MGP INGREDIENTS INC NEW | $1,204,000 | – | 22,200 | +100.0% | 0.04% | – |
| CGNX | New | COGNEX CORP | $1,209,000 | – | 14,400 | +100.0% | 0.04% | – |
| DIS | New | DISNEY WALT CO | $1,191,000 | – | 10,500 | +100.0% | 0.04% | – |
| UAA | New | UNDER ARMOUR INCcl a | $1,193,000 | – | 60,300 | +100.0% | 0.04% | – |
| KIM | New | KIMCO RLTY CORP | $1,193,000 | – | 54,000 | +100.0% | 0.04% | – |
| NKTR | New | NEKTAR THERAPEUTICS | $1,164,000 | – | 49,600 | +100.0% | 0.04% | – |
| EQIX | New | EQUINIX INC | $1,161,000 | – | 2,900 | +100.0% | 0.04% | – |
| IT | Buy | GARTNER INC | $1,155,000 | +185.9% | 10,700 | +167.5% | 0.04% | -37.1% |
| SRC | New | SPIRIT RLTY CAP INC NEW | $1,155,000 | – | 114,000 | +100.0% | 0.04% | – |
| NTES | New | NETEASE INCsponsored adr | $1,108,000 | – | 3,900 | +100.0% | 0.04% | – |
| DFT | Buy | DUPONT FABROS TECHNOLOGY INC | $1,126,000 | +185.1% | 22,700 | +152.2% | 0.04% | -36.7% |
| AGRO | Buy | ADECOAGRO S A | $1,115,000 | +951.9% | 97,300 | +853.9% | 0.04% | +137.5% |
| VRX | New | VALEANT PHARMACEUTICALS INTL | $1,116,000 | – | 101,200 | +100.0% | 0.04% | – |
| ANTM | Buy | ANTHEM INC | $1,108,000 | +165.7% | 6,700 | +131.0% | 0.04% | -40.6% |
| JLL | Buy | JONES LANG LASALLE INC | $1,126,000 | +35.8% | 10,100 | +23.2% | 0.04% | -69.8% |
| AMP | New | AMERIPRISE FINL INC | $1,115,000 | – | 8,600 | +100.0% | 0.04% | – |
| WTI | New | W & T OFFSHORE INC | $1,108,000 | – | 400,000 | +100.0% | 0.04% | – |
| CNX | Buy | CONSOL ENERGY INC | $1,082,000 | +102.6% | 64,500 | +120.1% | 0.04% | -54.3% |
| FCEA | Sell | FOREST CITY RLTY TR INC | $1,072,000 | -47.8% | 49,200 | -50.1% | 0.04% | -88.2% |
| TRI | New | THOMSON REUTERS CORP | $1,094,000 | – | 25,300 | +100.0% | 0.04% | – |
| MTN | New | VAIL RESORTS INC | $1,055,000 | – | 5,500 | +100.0% | 0.04% | – |
| TRGP | New | TARGA RES CORP | $1,048,000 | – | 17,500 | +100.0% | 0.04% | – |
| UN | Sell | UNILEVER N V | $1,053,000 | -19.1% | 21,200 | -33.1% | 0.04% | -81.9% |
| TGNA | New | TEGNA INC | $1,048,000 | – | 40,900 | +100.0% | 0.04% | – |
| IAC | New | IAC INTERACTIVECORP | $1,054,000 | – | 14,300 | +100.0% | 0.04% | – |
| CPT | New | CAMDEN PPTY TRsh ben int | $1,054,000 | – | 13,100 | +100.0% | 0.04% | – |
| IPGP | New | IPG PHOTONICS CORP | $1,026,000 | – | 8,500 | +100.0% | 0.04% | – |
| YPF | New | YPF SOCIEDAD ANONIMAspon adr cl d | $1,025,000 | – | 42,200 | +100.0% | 0.04% | – |
| TTC | New | TORO CO | $1,031,000 | – | 16,500 | +100.0% | 0.04% | – |
| RLGY | Sell | REALOGY HLDGS CORP | $1,031,000 | -10.0% | 34,600 | -22.2% | 0.04% | -80.0% |
| ASB | New | ASSOCIATED BANC CORP | $1,027,000 | – | 42,100 | +100.0% | 0.04% | – |
| NPO | Buy | ENPRO INDS INC | $1,025,000 | +407.4% | 14,400 | +380.0% | 0.04% | +12.9% |
| CNP | New | CENTERPOINT ENERGY INC | $1,020,000 | – | 37,000 | +100.0% | 0.04% | – |
| ERIC | New | ERICSSONadr b sek 10 | $1,025,000 | – | 154,300 | +100.0% | 0.04% | – |
| ATH | New | ATHENE HLDG LTDcl a | $995,000 | – | 19,900 | +100.0% | 0.03% | – |
| ZION | Buy | ZIONS BANCORPORATION | $991,000 | +123.7% | 23,600 | +129.1% | 0.03% | -50.0% |
| SYF | Sell | SYNCHRONY FINL | $1,005,000 | -21.5% | 29,300 | -17.0% | 0.03% | -82.6% |
| AER | New | AERCAP HOLDINGS NV | $998,000 | – | 21,700 | +100.0% | 0.03% | – |
| PH | New | PARKER HANNIFIN CORP | $1,010,000 | – | 6,300 | +100.0% | 0.03% | – |
| ALK | Buy | ALASKA AIR GROUP INC | $1,005,000 | +12.2% | 10,900 | +7.9% | 0.03% | -75.2% |
| LSI | New | LIFE STORAGE INC | $994,000 | – | 12,100 | +100.0% | 0.03% | – |
| SPB | Buy | SPECTRUM BRANDS HLDGS INC | $987,000 | +152.4% | 7,100 | +121.9% | 0.03% | -43.3% |
| APH | New | AMPHENOL CORP NEWcl a | $989,000 | – | 13,900 | +100.0% | 0.03% | – |
| HSY | New | HERSHEY CO | $972,000 | – | 8,900 | +100.0% | 0.03% | – |
| RRD | Buy | DONNELLEY R R & SONS CO | $969,000 | +407.3% | 80,000 | +583.8% | 0.03% | +13.8% |
| VOYA | New | VOYA FINL INC | $953,000 | – | 25,100 | +100.0% | 0.03% | – |
| VOD | New | VODAFONE GROUP PLC NEWsponsored adr | $957,000 | – | 36,200 | +100.0% | 0.03% | – |
| NFX | New | NEWFIELD EXPL CO | $982,000 | – | 26,600 | +100.0% | 0.03% | – |
| OSUR | Buy | ORASURE TECHNOLOGIES INC | $961,000 | +276.9% | 74,300 | +155.3% | 0.03% | -15.4% |
| CR | Buy | CRANE CO | $965,000 | +85.9% | 12,900 | +79.2% | 0.03% | -58.2% |
| MGM | New | MGM RESORTS INTERNATIONAL | $940,000 | – | 34,300 | +100.0% | 0.03% | – |
| CIT | New | CIT GROUP INC | $936,000 | – | 21,800 | +100.0% | 0.03% | – |
| GRMN | New | GARMIN LTD | $946,000 | – | 18,500 | +100.0% | 0.03% | – |
| MSA | New | MSA SAFETY INC | $947,000 | – | 13,400 | +100.0% | 0.03% | – |
| UBS | Sell | UBS GROUP AG | $919,000 | -9.9% | 57,600 | -11.5% | 0.03% | -80.1% |
| FRAN | New | FRANCESCAS HLDGS CORP | $916,000 | – | 59,700 | +100.0% | 0.03% | – |
| ON | New | ON SEMICONDUCTOR CORP | $908,000 | – | 58,600 | +100.0% | 0.03% | – |
| BTI | New | BRITISH AMERN TOB PLCsponsored adr | $909,000 | – | 13,700 | +100.0% | 0.03% | – |
| TMUS | New | T MOBILE US INC | $904,000 | – | 14,000 | +100.0% | 0.03% | – |
| VMC | New | VULCAN MATLS CO | $904,000 | – | 7,500 | +100.0% | 0.03% | – |
| RACE | Buy | FERRARI N V | $922,000 | +147.8% | 12,400 | +93.8% | 0.03% | -45.6% |
| BCR | Buy | BARD C R INC | $920,000 | +20.4% | 3,700 | +8.8% | 0.03% | -73.5% |
| HALO | New | HALOZYME THERAPEUTICS INC | $886,000 | – | 68,400 | +100.0% | 0.03% | – |
| CCK | New | CROWN HOLDINGS INC | $868,000 | – | 16,400 | +100.0% | 0.03% | – |
| SRE | New | SEMPRA ENERGY | $884,000 | – | 8,000 | +100.0% | 0.03% | – |
| IR | Buy | INGERSOLL-RAND PLC | $886,000 | +218.7% | 10,900 | +194.6% | 0.03% | -28.6% |
| LYB | Sell | LYONDELLBASELL INDUSTRIES N | $866,000 | -7.4% | 9,500 | -12.8% | 0.03% | -79.0% |
| UL | Sell | UNILEVER PLCspon adr new | $873,000 | -32.5% | 17,700 | -44.3% | 0.03% | -84.8% |
| IRDM | New | IRIDIUM COMMUNICATIONS INC | $886,000 | – | 91,800 | +100.0% | 0.03% | – |
| RYN | New | RAYONIER INC | $879,000 | – | 31,000 | +100.0% | 0.03% | – |
| ADI | New | ANALOG DEVICES INC | $836,000 | – | 10,200 | +100.0% | 0.03% | – |
| OC | New | OWENS CORNING NEW | $853,000 | – | 13,900 | +100.0% | 0.03% | – |
| LPT | New | LIBERTY PPTY TRsh ben int | $837,000 | – | 21,700 | +100.0% | 0.03% | – |
| TRTN | New | TRITON INTL LTDcl a | $843,000 | – | 32,700 | +100.0% | 0.03% | – |
| CME | New | CME GROUP INC | $843,000 | – | 7,100 | +100.0% | 0.03% | – |
| CDNS | New | CADENCE DESIGN SYSTEM INC | $860,000 | – | 27,400 | +100.0% | 0.03% | – |
| HPQ | New | HP INC | $840,000 | – | 47,000 | +100.0% | 0.03% | – |
| PBH | New | PRESTIGE BRANDS HLDGS INC | $850,000 | – | 15,300 | +100.0% | 0.03% | – |
| ADBE | Sell | ADOBE SYS INC | $846,000 | +24.6% | 6,500 | -1.5% | 0.03% | -72.1% |
| WRD | New | WILDHORSE RESOURCE DEV CORP | $843,000 | – | 67,800 | +100.0% | 0.03% | – |
| CCI | New | CROWN CASTLE INTL CORP NEW | $859,000 | – | 9,100 | +100.0% | 0.03% | – |
| HLI | Buy | HOULIHAN LOKEY INCcl a | $841,000 | +154.8% | 24,400 | +130.2% | 0.03% | -42.0% |
| DVMT | New | DELL TECHNOLOGIES INC | $852,000 | – | 13,300 | +100.0% | 0.03% | – |
| TSS | New | TOTAL SYS SVCS INC | $834,000 | – | 15,600 | +100.0% | 0.03% | – |
| MNKKQ | Buy | MALLINCKRODT PUB LTD CO | $816,000 | +3.7% | 18,300 | +15.8% | 0.03% | -76.7% |
| KFY | New | KORN FERRY INTL | $834,000 | – | 26,500 | +100.0% | 0.03% | – |
| PLD | Buy | PROLOGIS INC | $815,000 | +18.8% | 15,700 | +20.8% | 0.03% | -73.3% |
| ANF | New | ABERCROMBIE & FITCH COcl a | $812,000 | – | 68,100 | +100.0% | 0.03% | – |
| LII | New | LENNOX INTL INC | $820,000 | – | 4,900 | +100.0% | 0.03% | – |
| AA | New | ALCOA CORP | $812,000 | – | 23,600 | +100.0% | 0.03% | – |
| NRG | Sell | NRG ENERGY INC | $813,000 | -40.5% | 43,500 | -61.0% | 0.03% | -86.6% |
| ARE | New | ALEXANDRIA REAL ESTATE EQ IN | $807,000 | – | 7,300 | +100.0% | 0.03% | – |
| JWN | New | NORDSTROM INC | $834,000 | – | 17,900 | +100.0% | 0.03% | – |
| ENVA | Buy | ENOVA INTL INC | $818,000 | +67.6% | 55,100 | +41.6% | 0.03% | -62.2% |
| CBD | New | COMPANHIA BRASILEIRA DE DISTspn adr pfd cl a | $814,000 | – | 42,400 | +100.0% | 0.03% | – |
| VIAB | New | VIACOM INC NEWcl b | $788,000 | – | 16,900 | +100.0% | 0.03% | – |
| WMB | Buy | WILLIAMS COS INC DEL | $796,000 | +1.4% | 26,900 | +6.7% | 0.03% | -77.5% |
| NUE | New | NUCOR CORP | $788,000 | – | 13,200 | +100.0% | 0.03% | – |
| RL | New | RALPH LAUREN CORPcl a | $784,000 | – | 9,600 | +100.0% | 0.03% | – |
| CLF | Buy | CLIFFS NAT RES INC | $788,000 | +458.9% | 96,000 | +471.4% | 0.03% | +22.7% |
| GXP | Buy | GREAT PLAINS ENERGY INC | $806,000 | +47.3% | 27,600 | +38.0% | 0.03% | -67.5% |
| WSM | Buy | WILLIAMS SONOMA INC | $783,000 | +16.3% | 14,600 | +5.0% | 0.03% | -73.8% |
| DLX | New | DELUXE CORP | $801,000 | – | 11,100 | +100.0% | 0.03% | – |
| BEN | New | FRANKLIN RES INC | $767,000 | – | 18,200 | +100.0% | 0.03% | – |
| MC | New | MOELIS & COcl a | $766,000 | – | 19,900 | +100.0% | 0.03% | – |
| G | New | GENPACT LIMITED | $768,000 | – | 31,000 | +100.0% | 0.03% | – |
| ORCL | New | ORACLE CORP | $754,000 | – | 16,900 | +100.0% | 0.03% | – |
| RIO | New | RIO TINTO PLCsponsored adr | $773,000 | – | 19,000 | +100.0% | 0.03% | – |
| STLD | Sell | STEEL DYNAMICS INC | $765,000 | -15.0% | 22,000 | -13.0% | 0.03% | -81.0% |
| HSC | Buy | HARSCO CORP | $755,000 | +122.7% | 59,200 | +137.8% | 0.03% | -50.0% |
| HBAN | Buy | HUNTINGTON BANCSHARES INC | $761,000 | +387.8% | 56,800 | +381.4% | 0.03% | +8.3% |
| ADP | New | AUTOMATIC DATA PROCESSING IN | $768,000 | – | 7,500 | +100.0% | 0.03% | – |
| TMHC | Buy | TAYLOR MORRISON HOME CORPcl a | $757,000 | +288.2% | 35,500 | +251.5% | 0.03% | -13.3% |
| MAN | New | MANPOWERGROUP INC | $749,000 | – | 7,300 | +100.0% | 0.03% | – |
| TSM | Sell | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $752,000 | -3.5% | 22,900 | -15.5% | 0.03% | -78.2% |
| IDCC | New | INTERDIGITAL INC | $751,000 | – | 8,700 | +100.0% | 0.03% | – |
| MD | New | MEDNAX INC | $770,000 | – | 11,100 | +100.0% | 0.03% | – |
| FITB | New | FIFTH THIRD BANCORP | $765,000 | – | 30,100 | +100.0% | 0.03% | – |
| TSCO | Buy | TRACTOR SUPPLY CO | $752,000 | +102.7% | 10,900 | +122.4% | 0.03% | -54.4% |
| GGAL | New | GRUPO FINANCIERO GALICIA S Asp adr 10 sh b | $746,000 | – | 19,700 | +100.0% | 0.02% | – |
| OKE | New | ONEOK INC NEW | $721,000 | – | 13,000 | +100.0% | 0.02% | – |
| MIDD | New | MIDDLEBY CORP | $737,000 | – | 5,400 | +100.0% | 0.02% | – |
| QRTEA | New | LIBERTY INTERACTIVE CORP | $727,000 | – | 36,300 | +100.0% | 0.02% | – |
| BA | Buy | BOEING CO | $743,000 | +36.3% | 4,200 | +20.0% | 0.02% | -69.9% |
| IPG | Buy | INTERPUBLIC GROUP COS INC | $737,000 | +16.2% | 30,000 | +10.7% | 0.02% | -74.2% |
| SPG | New | SIMON PPTY GROUP INC NEW | $740,000 | – | 4,300 | +100.0% | 0.02% | – |
| CSC | New | COMPUTER SCIENCES CORP | $738,000 | – | 10,700 | +100.0% | 0.02% | – |
| HUN | Sell | HUNTSMAN CORP | $736,000 | +0.1% | 30,000 | -22.1% | 0.02% | -77.7% |
| POLY | New | PLANTRONICS INC NEW | $720,000 | – | 13,300 | +100.0% | 0.02% | – |
| XOM | New | EXXON MOBIL CORP | $722,000 | – | 8,800 | +100.0% | 0.02% | – |
| AAPL | New | APPLE INC | $718,000 | – | 5,000 | +100.0% | 0.02% | – |
| COH | New | COACH INC | $715,000 | – | 17,300 | +100.0% | 0.02% | – |
| GHL | New | GREENHILL & CO INC | $697,000 | – | 23,800 | +100.0% | 0.02% | – |
| PCG | New | PG&E CORP | $717,000 | – | 10,800 | +100.0% | 0.02% | – |
| GLPI | New | GAMING & LEISURE PPTYS INC | $692,000 | – | 20,700 | +100.0% | 0.02% | – |
| CNS | New | COHEN & STEERS INC | $695,000 | – | 17,400 | +100.0% | 0.02% | – |
| RJF | Buy | RAYMOND JAMES FINANCIAL INC | $702,000 | +174.2% | 9,200 | +148.6% | 0.02% | -38.5% |
| CDEV | New | CENTENNIAL RESOURCE DEV INCcl a | $692,000 | – | 37,974 | +100.0% | 0.02% | – |
| ORLY | New | O REILLY AUTOMOTIVE INC NEW | $702,000 | – | 2,600 | +100.0% | 0.02% | – |
| TIVO | Buy | TIVO CORP | $714,000 | +226.0% | 38,100 | +262.9% | 0.02% | -27.3% |
| DGX | Buy | QUEST DIAGNOSTICS INC | $717,000 | +34.5% | 7,300 | +25.9% | 0.02% | -70.4% |
| PVH | New | PVH CORP | $704,000 | – | 6,800 | +100.0% | 0.02% | – |
| MMSI | New | MERIT MED SYS INC | $702,000 | – | 24,300 | +100.0% | 0.02% | – |
| AMT | Buy | AMERICAN TOWER CORP NEW | $681,000 | +43.1% | 5,600 | +24.4% | 0.02% | -68.5% |
| VGR | New | VECTOR GROUP LTD | $678,000 | – | 32,600 | +100.0% | 0.02% | – |
| URI | New | UNITED RENTALS INC | $663,000 | – | 5,300 | +100.0% | 0.02% | – |
| FCFS | New | FIRSTCASH INC | $688,000 | – | 14,000 | +100.0% | 0.02% | – |
| COUP | New | COUPA SOFTWARE INC | $681,000 | – | 26,800 | +100.0% | 0.02% | – |
| SEIC | Buy | SEI INVESTMENTS CO | $686,000 | +90.6% | 13,600 | +86.3% | 0.02% | -58.2% |
| AJRD | New | AEROJET ROCKETDYNE HLDGS INC | $660,000 | – | 30,400 | +100.0% | 0.02% | – |
| PLCE | New | CHILDRENS PL INC | $672,000 | – | 5,600 | +100.0% | 0.02% | – |
| NTAP | New | NETAPP INC | $678,000 | – | 16,200 | +100.0% | 0.02% | – |
| CARB | Buy | CARBONITE INC | $678,000 | +296.5% | 33,400 | +221.2% | 0.02% | -11.5% |
| JD | New | JD COM INCspon adr cl a | $675,000 | – | 21,700 | +100.0% | 0.02% | – |
| BLDR | New | BUILDERS FIRSTSOURCE INC | $666,000 | – | 44,700 | +100.0% | 0.02% | – |
| LUK | Sell | LEUCADIA NATL CORP | $689,000 | -23.4% | 26,500 | -31.5% | 0.02% | -83.2% |
| BGCP | Buy | BGC PARTNERS INCcl a | $667,000 | +222.2% | 58,700 | +190.6% | 0.02% | -28.1% |
| TCO | New | TAUBMAN CTRS INC | $680,000 | – | 10,300 | +100.0% | 0.02% | – |
| BGC | New | GENERAL CABLE CORP DEL NEW | $687,000 | – | 38,300 | +100.0% | 0.02% | – |
| MAA | New | MID AMER APT CMNTYS INC | $682,000 | – | 6,700 | +100.0% | 0.02% | – |
| ALLE | New | ALLEGION PUB LTD CO | $681,000 | – | 9,000 | +100.0% | 0.02% | – |
| AHP | Buy | ASHFORD HOSPITALITY PRIME IN | $647,000 | +202.3% | 61,000 | +288.5% | 0.02% | -33.3% |
| WBC | New | WABCO HLDGS INC | $646,000 | – | 5,500 | +100.0% | 0.02% | – |
| ANSS | New | ANSYS INC | $631,000 | – | 5,900 | +100.0% | 0.02% | – |
| BWXT | Buy | BWX TECHNOLOGIES INC | $647,000 | +214.1% | 13,600 | +161.5% | 0.02% | -29.0% |
| BIG | New | BIG LOTS INC | $647,000 | – | 13,300 | +100.0% | 0.02% | – |
| CRI | Sell | CARTER INC | $647,000 | -40.6% | 7,200 | -42.9% | 0.02% | -86.7% |
| CDR | New | CEDAR REALTY TRUST INC | $633,000 | – | 126,000 | +100.0% | 0.02% | – |
| SFR | New | COLONY STARWOOD HOMES | $645,000 | – | 19,000 | +100.0% | 0.02% | – |
| TEL | New | TE CONNECTIVITY LTD | $656,000 | – | 8,800 | +100.0% | 0.02% | – |
| EZPW | New | EZCORP INCcl a non vtg | $643,000 | – | 78,900 | +100.0% | 0.02% | – |
| FDS | Sell | FACTSET RESH SYS INC | $643,000 | -29.7% | 3,900 | -30.4% | 0.02% | -84.3% |
| TSN | Buy | TYSON FOODS INCcl a | $636,000 | +30.6% | 10,300 | +30.4% | 0.02% | -70.3% |
| FCX | Sell | FREEPORT-MCMORAN INCcl b | $655,000 | -23.7% | 49,000 | -24.7% | 0.02% | -83.2% |
| GMS | New | GMS INC | $655,000 | – | 18,683 | +100.0% | 0.02% | – |
| PSA | New | PUBLIC STORAGE | $657,000 | – | 3,000 | +100.0% | 0.02% | – |
| GGG | New | GRACO INC | $650,000 | – | 6,900 | +100.0% | 0.02% | – |
| HCA | New | HCA HOLDINGS INC | $641,000 | – | 7,200 | +100.0% | 0.02% | – |
| AET | Sell | AETNA INC NEW | $638,000 | -18.3% | 5,000 | -20.6% | 0.02% | -81.5% |
| NSIT | New | INSIGHT ENTERPRISES INC | $637,000 | – | 15,500 | +100.0% | 0.02% | – |
| IPHS | New | INNOPHOS HOLDINGS INC | $642,000 | – | 11,900 | +100.0% | 0.02% | – |
| PBRA | Sell | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $659,000 | +1.4% | 71,500 | -3.1% | 0.02% | -77.8% |
| IVAC | New | INTEVAC INC | $654,000 | – | 52,300 | +100.0% | 0.02% | – |
| 3106PS | Buy | DELPHI AUTOMOTIVE PLC | $652,000 | +25.6% | 8,100 | +5.2% | 0.02% | -72.2% |
| ZTO | New | ZTO EXPRESS CAYMAN INCsponsored adr | $640,000 | – | 48,900 | +100.0% | 0.02% | – |
| MLM | New | MARTIN MARIETTA MATLS INC | $655,000 | – | 3,000 | +100.0% | 0.02% | – |
| WFC | New | WELLS FARGO & CO NEW | $629,000 | – | 11,300 | +100.0% | 0.02% | – |
| HDB | New | HDFC BANK LTD | $624,000 | – | 8,300 | +100.0% | 0.02% | – |
| APC | New | ANADARKO PETE CORP | $620,000 | – | 10,000 | +100.0% | 0.02% | – |
| MHK | Sell | MOHAWK INDS INC | $620,000 | -16.1% | 2,700 | -27.0% | 0.02% | -81.4% |
| SWK | Buy | STANLEY BLACK & DECKER INC | $624,000 | +51.1% | 4,700 | +30.6% | 0.02% | -66.7% |
| OLED | New | UNIVERSAL DISPLAY CORP | $603,000 | – | 7,000 | +100.0% | 0.02% | – |
| PFS | New | PROVIDENT FINL SVCS INC | $607,000 | – | 23,500 | +100.0% | 0.02% | – |
| CSCO | New | CISCO SYS INC | $608,000 | – | 18,000 | +100.0% | 0.02% | – |
| BIIB | BIOGEN INC | $602,000 | -3.5% | 2,200 | 0.0% | 0.02% | -77.9% | |
| ALXN | New | ALEXION PHARMACEUTICALS INC | $630,000 | – | 5,200 | +100.0% | 0.02% | – |
| SNPS | Sell | SYNOPSYS INC | $628,000 | -46.4% | 8,700 | -56.3% | 0.02% | -88.3% |
| ATVI | New | ACTIVISION BLIZZARD INC | $608,000 | – | 12,200 | +100.0% | 0.02% | – |
| BCOR | New | BLUCORA INC | $607,000 | – | 35,100 | +100.0% | 0.02% | – |
| XPO | Buy | XPO LOGISTICS INC | $623,000 | +178.1% | 13,000 | +150.0% | 0.02% | -38.2% |
| PSTG | New | PURE STORAGE INCcl a | $608,000 | – | 61,808 | +100.0% | 0.02% | – |
| HRC | New | HILL ROM HLDGS INC | $600,000 | – | 8,500 | +100.0% | 0.02% | – |
| PWR | New | QUANTA SVCS INC | $575,000 | – | 15,500 | +100.0% | 0.02% | – |
| SHLM | Buy | SCHULMAN A INC | $579,000 | +162.0% | 18,400 | +178.8% | 0.02% | -41.2% |
| CRAY | New | CRAY INC | $600,000 | – | 27,400 | +100.0% | 0.02% | – |
| CDK | New | CDK GLOBAL INC | $572,000 | – | 8,800 | +100.0% | 0.02% | – |
| UHS | Sell | UNIVERSAL HLTH SVCS INCcl b | $597,000 | -20.9% | 4,800 | -32.4% | 0.02% | -82.6% |
| GPS | Buy | GAP INC DEL | $598,000 | +43.4% | 24,600 | +32.3% | 0.02% | -68.8% |
| AGX | Buy | ARGAN INC | $595,000 | +56.2% | 9,000 | +66.7% | 0.02% | -65.5% |
| LADR | New | LADDER CAP CORPcl a | $580,000 | – | 40,200 | +100.0% | 0.02% | – |
| HAS | New | HASBRO INC | $589,000 | – | 5,900 | +100.0% | 0.02% | – |
| DDS | New | DILLARDS INCcl a | $601,000 | – | 11,500 | +100.0% | 0.02% | – |
| EL | New | LAUDER ESTEE COS INCcl a | $594,000 | – | 7,000 | +100.0% | 0.02% | – |
| STKL | Buy | SUNOPTA INC | $600,000 | +181.7% | 86,300 | +185.8% | 0.02% | -37.5% |
| SBS | Buy | COMPANHIA DE SANEAMENTO BASIsponsored adr | $564,000 | +118.6% | 54,200 | +82.5% | 0.02% | -51.3% |
| BR | New | BROADRIDGE FINL SOLUTIONS IN | $557,000 | – | 8,200 | +100.0% | 0.02% | – |
| JNJ | New | JOHNSON & JOHNSON | $560,000 | – | 4,500 | +100.0% | 0.02% | – |
| CTRE | New | CARETRUST REIT INC | $552,000 | – | 32,800 | +100.0% | 0.02% | – |
| EQR | Sell | EQUITY RESIDENTIALsh ben int | $566,000 | -22.1% | 9,100 | -19.5% | 0.02% | -82.9% |
| TAL | New | TAL ED GROUP | $544,000 | – | 5,100 | +100.0% | 0.02% | – |
| VAR | VARIAN MED SYS INC | $565,000 | +1.4% | 6,200 | 0.0% | 0.02% | -77.6% | |
| TTWO | New | TAKE-TWO INTERACTIVE SOFTWAR | $551,000 | – | 9,300 | +100.0% | 0.02% | – |
| HLT | Sell | HILTON WORLDWIDE HLDGS INC | $555,000 | -68.4% | 9,500 | -85.3% | 0.02% | -92.9% |
| MX | New | MAGNACHIP SEMICONDUCTOR CORP | $554,000 | – | 58,000 | +100.0% | 0.02% | – |
| BBVA | New | BANCO BILBAO VIZCAYA ARGENTAsponsored adr | $559,000 | – | 73,400 | +100.0% | 0.02% | – |
| INFO | New | IHS MARKIT LTD | $566,000 | – | 13,500 | +100.0% | 0.02% | – |
| SNH | Sell | SENIOR HSG PPTYS TRsh ben int | $555,000 | -61.1% | 27,400 | -63.6% | 0.02% | -91.2% |
| APD | Sell | AIR PRODS & CHEMS INC | $568,000 | -52.4% | 4,200 | -49.4% | 0.02% | -89.6% |
| NLS | New | NAUTILUS INC | $531,000 | – | 29,100 | +100.0% | 0.02% | – |
| COL | New | ROCKWELL COLLINS INC | $525,000 | – | 5,400 | +100.0% | 0.02% | – |
| RTN | New | RAYTHEON CO | $534,000 | – | 3,500 | +100.0% | 0.02% | – |
| BUD | New | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $538,000 | – | 4,900 | +100.0% | 0.02% | – |
| RE | New | EVEREST RE GROUP LTD | $538,000 | – | 2,300 | +100.0% | 0.02% | – |
| UIS | Buy | UNISYS CORP | $520,000 | +25.6% | 37,300 | +34.7% | 0.02% | -71.4% |
| VRTX | New | VERTEX PHARMACEUTICALS INC | $525,000 | – | 4,800 | +100.0% | 0.02% | – |
| SEE | New | SEALED AIR CORP NEW | $532,000 | – | 12,200 | +100.0% | 0.02% | – |
| ABMD | New | ABIOMED INC | $538,000 | – | 4,300 | +100.0% | 0.02% | – |
| RWT | New | REDWOOD TR INC | $488,000 | – | 29,400 | +100.0% | 0.02% | – |
| PRSC | New | PROVIDENCE SVC CORP | $493,000 | – | 11,100 | +100.0% | 0.02% | – |
| REGI | Sell | RENEWABLE ENERGY GROUP INC | $493,000 | -19.7% | 47,200 | -25.4% | 0.02% | -81.9% |
| SUPV | Buy | GRUPO SUPERVIELLE S Asponsored adr | $505,000 | +225.8% | 29,700 | +151.7% | 0.02% | -29.2% |
| EOG | New | EOG RES INC | $498,000 | – | 5,100 | +100.0% | 0.02% | – |
| ELF | New | E L F BEAUTY INC | $490,000 | – | 17,000 | +100.0% | 0.02% | – |
| XRAY | Buy | DENTSPLY SIRONA INC | $493,000 | +18.5% | 7,900 | +9.7% | 0.02% | -73.0% |
| PSX | New | PHILLIPS 66 | $507,000 | – | 6,400 | +100.0% | 0.02% | – |
| UVV | New | UNIVERSAL CORP VA | $495,000 | – | 7,000 | +100.0% | 0.02% | – |
| NSP | New | INSPERITY INC | $505,000 | – | 5,700 | +100.0% | 0.02% | – |
| COMM | Sell | COMMSCOPE HLDG CO INC | $484,000 | -55.4% | 11,600 | -60.3% | 0.02% | -89.8% |
| LUMN | New | CENTURYLINK INC | $504,000 | – | 21,400 | +100.0% | 0.02% | – |
| EDU | New | NEW ORIENTAL ED & TECH GRP Ispon adr | $489,000 | – | 8,100 | +100.0% | 0.02% | – |
| CGIPQ | New | CELADON GROUP INC | $489,000 | – | 74,600 | +100.0% | 0.02% | – |
| ITG | Buy | INVESTMENT TECHNOLOGY GRP NE | $496,000 | +72.2% | 24,500 | +67.8% | 0.02% | -61.4% |
| CSII | New | CARDIOVASCULAR SYS INC DEL | $495,000 | – | 17,500 | +100.0% | 0.02% | – |
| SBUX | New | STARBUCKS CORP | $508,000 | – | 8,700 | +100.0% | 0.02% | – |
| KALU | New | KAISER ALUMINUM CORP | $511,000 | – | 6,400 | +100.0% | 0.02% | – |
| PJT | New | PJT PARTNERS INC | $491,000 | – | 14,000 | +100.0% | 0.02% | – |
| BWA | New | BORGWARNER INC | $493,000 | – | 11,800 | +100.0% | 0.02% | – |
| SRI | New | STONERIDGE INC | $488,000 | – | 26,900 | +100.0% | 0.02% | – |
| NBIX | New | NEUROCRINE BIOSCIENCES INC | $502,000 | – | 11,600 | +100.0% | 0.02% | – |
| FCAU | New | FIAT CHRYSLER AUTOMOBILES N | $501,000 | – | 45,800 | +100.0% | 0.02% | – |
| OSK | Sell | OSHKOSH CORP | $487,000 | -47.6% | 7,100 | -50.7% | 0.02% | -88.0% |
| MTCH | New | MATCH GROUP INC | $496,000 | – | 30,400 | +100.0% | 0.02% | – |
| ALRM | New | ALARM COM HLDGS INC | $510,000 | – | 16,600 | +100.0% | 0.02% | – |
| ALB | Sell | ALBEMARLE CORP | $497,000 | -36.5% | 4,700 | -48.4% | 0.02% | -85.7% |
| RPT | New | RAMCO-GERSHENSON PPTYS TR | $494,000 | – | 35,200 | +100.0% | 0.02% | – |
| SMTC | New | SEMTECH CORP | $460,000 | – | 13,600 | +100.0% | 0.02% | – |
| STC | New | STEWART INFORMATION SVCS COR | $468,000 | – | 10,600 | +100.0% | 0.02% | – |
| LAMR | New | LAMAR ADVERTISING CO NEWcl a | $471,000 | – | 6,300 | +100.0% | 0.02% | – |
| X | New | UNITED STATES STL CORP NEW | $463,000 | – | 13,700 | +100.0% | 0.02% | – |
| ILMN | New | ILLUMINA INC | $478,000 | – | 2,800 | +100.0% | 0.02% | – |
| COTV | New | COTIVITI HLDGS INC | $470,000 | – | 11,300 | +100.0% | 0.02% | – |
| BDC | Buy | BELDEN INC | $477,000 | +128.2% | 6,900 | +146.4% | 0.02% | -50.0% |
| MSGS | New | MADISON SQUARE GARDEN CO NEWcl a | $459,000 | – | 2,300 | +100.0% | 0.02% | – |
| OA | New | ORBITAL ATK INC | $470,000 | – | 4,800 | +100.0% | 0.02% | – |
| ALG | New | ALAMO GROUP INC | $472,000 | – | 6,200 | +100.0% | 0.02% | – |
| ECPG | New | ENCORE CAP GROUP INC | $465,000 | – | 15,100 | +100.0% | 0.02% | – |
| MPW | New | MEDICAL PPTYS TRUST INC | $465,000 | – | 36,100 | +100.0% | 0.02% | – |
| VIAV | Buy | VIAVI SOLUTIONS INC | $470,000 | +66.7% | 43,800 | +27.0% | 0.02% | -62.8% |
| FTV | New | FORTIVE CORP | $470,000 | – | 7,800 | +100.0% | 0.02% | – |
| CAT | Sell | CATERPILLAR INC DEL | $473,000 | -93.7% | 5,100 | -93.7% | 0.02% | -98.6% |
| JBL | New | JABIL CIRCUIT INC | $477,000 | – | 16,500 | +100.0% | 0.02% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $469,000 | – | 3,900 | +100.0% | 0.02% | – |
| FNGN | New | FINANCIAL ENGINES INC | $479,000 | – | 11,000 | +100.0% | 0.02% | – |
| LMT | New | LOCKHEED MARTIN CORP | $428,000 | – | 1,600 | +100.0% | 0.02% | – |
| ASH | Sell | ASHLAND GLOBAL HLDGS INC | $433,000 | -40.8% | 3,500 | -47.8% | 0.02% | -86.6% |
| HKRSQ | New | HALCON RES CORP | $429,000 | – | 55,700 | +100.0% | 0.02% | – |
| ALSN | New | ALLISON TRANSMISSION HLDGS I | $444,000 | – | 12,300 | +100.0% | 0.02% | – |
| OI | New | OWENS ILL INC | $444,000 | – | 21,800 | +100.0% | 0.02% | – |
| IPAR | New | INTER PARFUMS INC | $428,000 | – | 11,700 | +100.0% | 0.02% | – |
| CMA | New | COMERICA INC | $453,000 | – | 6,600 | +100.0% | 0.02% | – |
| LPI | New | LAREDO PETROLEUM INC | $450,000 | – | 30,800 | +100.0% | 0.02% | – |
| NMIH | Buy | NMI HLDGS INCcl a | $450,000 | +13.4% | 39,500 | +5.9% | 0.02% | -75.4% |
| RUSHA | New | RUSH ENTERPRISES INCcl a | $447,000 | – | 13,500 | +100.0% | 0.02% | – |
| BKD | New | BROOKDALE SR LIVING INC | $454,000 | – | 33,800 | +100.0% | 0.02% | – |
| PCMI | New | PCM INC | $454,000 | – | 16,200 | +100.0% | 0.02% | – |
| BSMX | Buy | GRUPO FINANCIERO SANTANDER M | $435,000 | +405.8% | 48,200 | +301.7% | 0.02% | +15.4% |
| SIX | New | SIX FLAGS ENTMT CORP NEW | $428,000 | – | 7,200 | +100.0% | 0.02% | – |
| WSFS | New | WSFS FINL CORP | $432,000 | – | 9,400 | +100.0% | 0.02% | – |
| GTTN | New | GTT COMMUNICATIONS INC | $429,000 | – | 17,600 | +100.0% | 0.02% | – |
| BKS | New | BARNES & NOBLE INC | $438,000 | – | 47,400 | +100.0% | 0.02% | – |
| SAFM | Buy | SANDERSON FARMS INC | $436,000 | +13.0% | 4,200 | +2.4% | 0.02% | -74.6% |
| AOS | New | SMITH A O | $440,000 | – | 8,600 | +100.0% | 0.02% | – |
| HOLX | New | HOLOGIC INC | $443,000 | – | 10,400 | +100.0% | 0.02% | – |
| TTMI | Buy | TTM TECHNOLOGIES INC | $426,000 | +119.6% | 26,400 | +85.9% | 0.02% | -50.0% |
| DVA | New | DAVITA INC | $428,000 | – | 6,300 | +100.0% | 0.02% | – |
| FOR | Sell | FORESTAR GROUP INC | $452,000 | -13.6% | 33,100 | -15.8% | 0.02% | -81.2% |
| YNDX | New | YANDEX N V | $452,000 | – | 20,600 | +100.0% | 0.02% | – |
| SQM | Buy | SOCIEDAD QUIMICA MINERA DE Cspon adr ser b | $447,000 | +117.0% | 13,000 | +80.6% | 0.02% | -51.6% |
| CMS | New | CMS ENERGY CORP | $452,000 | – | 10,100 | +100.0% | 0.02% | – |
| MTRN | New | MATERION CORP | $429,000 | – | 12,800 | +100.0% | 0.02% | – |
| MKC | Sell | MCCORMICK & CO INC | $439,000 | -49.4% | 4,500 | -51.6% | 0.02% | -88.6% |
| DE | Sell | DEERE & CO | $446,000 | -13.4% | 4,100 | -18.0% | 0.02% | -81.0% |
| DISH | New | DISH NETWORK CORPcl a | $439,000 | – | 6,916 | +100.0% | 0.02% | – |
| BAX | New | BAXTER INTL INC | $399,000 | – | 7,700 | +100.0% | 0.01% | – |
| EPAM | New | EPAM SYS INC | $415,000 | – | 5,500 | +100.0% | 0.01% | – |
| EXEL | New | EXELIXIS INC | $399,000 | – | 18,400 | +100.0% | 0.01% | – |
| R | New | RYDER SYS INC | $407,000 | – | 5,400 | +100.0% | 0.01% | – |
| RTEC | Buy | RUDOLPH TECHNOLOGIES INC | $408,000 | +58.8% | 18,200 | +65.5% | 0.01% | -64.1% |
| WTFC | New | WINTRUST FINL CORP | $422,000 | – | 6,100 | +100.0% | 0.01% | – |
| ERIE | Buy | ERIE INDTY COcl a | $417,000 | +27.9% | 3,400 | +17.2% | 0.01% | -72.0% |
| ABT | New | ABBOTT LABS | $400,000 | – | 9,000 | +100.0% | 0.01% | – |
| CECE | New | CECO ENVIRONMENTAL CORP | $405,000 | – | 38,500 | +100.0% | 0.01% | – |
| EPAY | New | BOTTOMLINE TECH DEL INC | $416,000 | – | 17,600 | +100.0% | 0.01% | – |
| TV | New | GRUPO TELEVISA SAspon adr rep ord | $397,000 | – | 15,300 | +100.0% | 0.01% | – |
| NGHC | New | NATIONAL GEN HLDGS CORP | $402,000 | – | 16,900 | +100.0% | 0.01% | – |
| ASTE | Buy | ASTEC INDS INC | $412,000 | +13.2% | 6,700 | +24.1% | 0.01% | -75.0% |
| AMKR | New | AMKOR TECHNOLOGY INC | $396,000 | – | 34,200 | +100.0% | 0.01% | – |
| TOWR | New | TOWER INTL INC | $388,000 | – | 14,300 | +100.0% | 0.01% | – |
| AVY | New | AVERY DENNISON CORP | $387,000 | – | 4,800 | +100.0% | 0.01% | – |
| CRL | New | CHARLES RIV LABS INTL INC | $378,000 | – | 4,200 | +100.0% | 0.01% | – |
| CMC | New | COMMERCIAL METALS CO | $371,000 | – | 19,400 | +100.0% | 0.01% | – |
| CSGP | Sell | COSTAR GROUP INC | $394,000 | -71.4% | 1,900 | -74.0% | 0.01% | -93.8% |
| ENIA | Sell | ENEL AMERICAS S Asponsored adr | $391,000 | +18.8% | 37,600 | -6.2% | 0.01% | -74.0% |
| ELS | Sell | EQUITY LIFESTYLE PPTYS INC | $378,000 | -2.8% | 4,900 | -9.3% | 0.01% | -78.0% |
| FHI | New | FEDERATED INVS INC PAcl b | $390,000 | – | 14,800 | +100.0% | 0.01% | – |
| HCKT | New | HACKETT GROUP INC | $376,000 | – | 19,300 | +100.0% | 0.01% | – |
| GLRE | New | GREENLIGHT CAPITAL RE LTDclass a | $371,000 | – | 16,800 | +100.0% | 0.01% | – |
| INCY | New | INCYTE CORP | $374,000 | – | 2,800 | +100.0% | 0.01% | – |
| FLEX | New | FLEX LTDord | $393,000 | – | 23,400 | +100.0% | 0.01% | – |
| LLY | New | LILLY ELI & CO | $370,000 | – | 4,400 | +100.0% | 0.01% | – |
| AXTA | Sell | AXALTA COATING SYS LTD | $386,000 | -38.3% | 12,000 | -47.8% | 0.01% | -86.3% |
| QUOT | Buy | QUOTIENT TECHNOLOGY INC | $381,000 | +111.7% | 39,900 | +138.9% | 0.01% | -51.9% |
| RS | New | RELIANCE STEEL & ALUMINUM CO | $392,000 | – | 4,900 | +100.0% | 0.01% | – |
| SBNY | Sell | SIGNATURE BK NEW YORK N Y | $386,000 | -48.6% | 2,600 | -48.0% | 0.01% | -88.7% |
| WST | New | WEST PHARMACEUTICAL SVSC INC | $375,000 | – | 4,600 | +100.0% | 0.01% | – |
| HF | New | HFF INCcl a | $351,000 | – | 12,700 | +100.0% | 0.01% | – |
| RVNC | New | REVANCE THERAPEUTICS INC | $341,000 | – | 16,400 | +100.0% | 0.01% | – |
| ESND | Buy | ESSENDANT INC | $356,000 | -8.0% | 23,500 | +27.0% | 0.01% | -79.7% |
| EXPE | New | EXPEDIA INC DEL | $341,000 | – | 2,700 | +100.0% | 0.01% | – |
| EXTR | Buy | EXTREME NETWORKS INC | $351,000 | +261.9% | 46,800 | +143.8% | 0.01% | -20.0% |
| UCTT | New | ULTRA CLEAN HLDGS INC | $349,000 | – | 20,700 | +100.0% | 0.01% | – |
| OTTR | New | OTTER TAIL CORP | $349,000 | – | 9,200 | +100.0% | 0.01% | – |
| MKTX | New | MARKETAXESS HLDGS INC | $356,000 | – | 1,900 | +100.0% | 0.01% | – |
| TEX | New | TEREX CORP NEW | $364,000 | – | 11,600 | +100.0% | 0.01% | – |
| AMBC | New | AMBAC FINL GROUP INC | $339,000 | – | 18,000 | +100.0% | 0.01% | – |
| C | New | CITIGROUP INC | $353,000 | – | 5,900 | +100.0% | 0.01% | – |
| KLAC | New | KLA-TENCOR CORP | $342,000 | – | 3,600 | +100.0% | 0.01% | – |
| COLM | New | COLUMBIA SPORTSWEAR CO | $353,000 | – | 6,000 | +100.0% | 0.01% | – |
| SHPG | New | SHIRE PLCsponsored adr | $366,000 | – | 2,100 | +100.0% | 0.01% | – |
| ACGL | Sell | ARCH CAP GROUP LTDord | $341,000 | -46.6% | 3,600 | -51.4% | 0.01% | -87.6% |
| ITGR | New | INTEGER HLDGS CORP | $346,000 | – | 8,600 | +100.0% | 0.01% | – |
| PRFT | New | PERFICIENT INC | $344,000 | – | 19,800 | +100.0% | 0.01% | – |
| CNSL | New | CONSOLIDATED COMM HLDGS INC | $365,000 | – | 15,600 | +100.0% | 0.01% | – |
| COO | New | COOPER COS INC | $360,000 | – | 1,800 | +100.0% | 0.01% | – |
| PNK | New | PINNACLE ENTMT INC NEW | $361,000 | – | 18,500 | +100.0% | 0.01% | – |
| NWS | New | NEWS CORP NEWcl b | $352,000 | – | 26,100 | +100.0% | 0.01% | – |
| PCH | New | POTLATCH CORP NEW | $347,000 | – | 7,600 | +100.0% | 0.01% | – |
| PRGS | New | PROGRESS SOFTWARE CORP | $360,000 | – | 12,400 | +100.0% | 0.01% | – |
| GCI | New | GANNETT CO INC | $347,000 | – | 41,400 | +100.0% | 0.01% | – |
| OCLR | Buy | OCLARO INC | $365,000 | +231.8% | 37,200 | +202.4% | 0.01% | -29.4% |
| REX | New | REX AMERICAN RESOURCES CORP | $308,000 | – | 3,400 | +100.0% | 0.01% | – |
| SLGN | New | SILGAN HOLDINGS INC | $332,000 | – | 5,600 | +100.0% | 0.01% | – |
| TIME | New | TIME INC NEW | $317,000 | – | 16,400 | +100.0% | 0.01% | – |
| ADXS | New | ADVAXIS INC | $317,000 | – | 38,800 | +100.0% | 0.01% | – |
| WLDN | Buy | WILLDAN GROUP INC | $332,000 | +56.6% | 10,300 | +9.6% | 0.01% | -65.6% |
| CMI | New | CUMMINS INC | $333,000 | – | 2,200 | +100.0% | 0.01% | – |
| WAAS | New | AQUAVENTURE HLDGS LTD | $319,000 | – | 18,700 | +100.0% | 0.01% | – |
| NCMI | New | NATIONAL CINEMEDIA INC | $323,000 | – | 25,600 | +100.0% | 0.01% | – |
| CNCE | New | CONCERT PHARMACEUTICALS INC | $324,000 | – | 19,000 | +100.0% | 0.01% | – |
| FNF | New | FIDELITY NATIONAL FINANCIAL | $312,000 | – | 8,000 | +100.0% | 0.01% | – |
| IIIN | New | INSTEEL INDUSTRIES INC | $322,000 | – | 8,900 | +100.0% | 0.01% | – |
| RYAM | New | RAYONIER ADVANCED MATLS INC | $327,000 | – | 24,300 | +100.0% | 0.01% | – |
| SNECQ | New | SANCHEZ ENERGY CORP | $314,000 | – | 32,900 | +100.0% | 0.01% | – |
| STX | Sell | SEAGATE TECHNOLOGY PLC | $308,000 | -64.3% | 6,700 | -70.4% | 0.01% | -91.7% |
| ZUMZ | New | ZUMIEZ INC | $320,000 | – | 17,500 | +100.0% | 0.01% | – |
| NTB | Buy | BANK OF NT BUTTERFIELD&SON L | $335,000 | +12.0% | 10,500 | +10.5% | 0.01% | -76.1% |
| AMGN | New | AMGEN INC | $328,000 | – | 2,000 | +100.0% | 0.01% | – |
| ANWWQ | New | AEGEAN MARINE PETROLEUM NETW | $328,000 | – | 27,200 | +100.0% | 0.01% | – |
| SBRA | New | SABRA HEALTH CARE REIT INC | $316,000 | – | 11,300 | +100.0% | 0.01% | – |
| CTB | New | COOPER TIRE & RUBR CO | $328,000 | – | 7,400 | +100.0% | 0.01% | – |
| BAP | Sell | CREDICORP LTD | $310,000 | -75.1% | 1,900 | -75.9% | 0.01% | -94.2% |
| AFSI | New | AMTRUST FINL SVCS INC | $318,000 | – | 17,200 | +100.0% | 0.01% | – |
| CFR | New | CULLEN FROST BANKERS INC | $311,000 | – | 3,500 | +100.0% | 0.01% | – |
| CAR | New | AVIS BUDGET GROUP | $315,000 | – | 10,650 | +100.0% | 0.01% | – |
| QTS | New | QTS RLTY TR INC | $312,000 | – | 6,400 | +100.0% | 0.01% | – |
| BRKS | New | BROOKS AUTOMATION INC | $318,000 | – | 14,200 | +100.0% | 0.01% | – |
| PGEM | New | PLY GEM HLDGS INC | $323,000 | – | 16,400 | +100.0% | 0.01% | – |
| PRAH | New | PRA HEALTH SCIENCES INC | $333,000 | – | 5,100 | +100.0% | 0.01% | – |
| DKS | New | DICKS SPORTING GOODS INC | $336,000 | – | 6,900 | +100.0% | 0.01% | – |
| XON | New | INTREXON CORP | $313,000 | – | 15,800 | +100.0% | 0.01% | – |
| EDIT | New | EDITAS MEDICINE INC | $304,000 | – | 13,600 | +100.0% | 0.01% | – |
| MITL | Buy | MITEL NETWORKS CORP | $280,000 | +55.6% | 40,400 | +52.5% | 0.01% | -63.0% |
| MTH | New | MERITAGE HOMES CORP | $302,000 | – | 8,200 | +100.0% | 0.01% | – |
| ICPT | New | INTERCEPT PHARMACEUTICALS IN | $294,000 | – | 2,600 | +100.0% | 0.01% | – |
| PLXS | New | PLEXUS CORP | $301,000 | – | 5,200 | +100.0% | 0.01% | – |
| NVGS | New | NAVIGATOR HOLDINGS LTD | $304,000 | – | 22,100 | +100.0% | 0.01% | – |
| ASIX | New | ADVANSIX INC | $298,000 | – | 10,900 | +100.0% | 0.01% | – |
| GILD | Sell | GILEAD SCIENCES INC | $306,000 | -32.2% | 4,500 | -28.6% | 0.01% | -85.5% |
| RES | New | RPC INC | $282,000 | – | 15,400 | +100.0% | 0.01% | – |
| DY | New | DYCOM INDS INC | $279,000 | – | 3,000 | +100.0% | 0.01% | – |
| DXPE | New | DXP ENTERPRISES INC NEW | $303,000 | – | 8,000 | +100.0% | 0.01% | – |
| CSTE | New | CAESARSTONE LTD | $290,000 | – | 8,000 | +100.0% | 0.01% | – |
| TRS | New | TRIMAS CORP | $307,000 | – | 14,800 | +100.0% | 0.01% | – |
| SNP | Sell | CHINA PETE & CHEM CORP | $293,000 | +11.4% | 3,600 | -2.7% | 0.01% | -75.0% |
| SPWR | New | SUNPOWER CORP | $281,000 | – | 46,100 | +100.0% | 0.01% | – |
| BOBE | Buy | BOB EVANS FARMS INC | $279,000 | +38.1% | 4,300 | +13.2% | 0.01% | -67.7% |
| STS | New | SUPREME INDS INCcl a | $296,000 | – | 14,600 | +100.0% | 0.01% | – |
| HAWK | Buy | BLACKHAWK NETWORK HLDGS INC | $284,000 | +25.7% | 7,000 | +16.7% | 0.01% | -70.6% |
| OZRK | Sell | BANK OF THE OZARKS INC | $296,000 | -71.6% | 5,700 | -71.2% | 0.01% | -93.7% |
| TPH | New | TRI POINTE GROUP INC | $297,000 | – | 23,700 | +100.0% | 0.01% | – |
| AVID | New | AVID TECHNOLOGY INC | $287,000 | – | 61,600 | +100.0% | 0.01% | – |
| AVHOQ | Buy | AVIANCA HLDGS SAspon adr rep pfd | $306,000 | +7.4% | 39,662 | +34.0% | 0.01% | -76.7% |
| TXMD | Sell | THERAPEUTICSMD INC | $300,000 | -21.5% | 41,700 | -37.0% | 0.01% | -82.8% |
| UNTCQ | New | UNIT CORP | $300,000 | – | 12,400 | +100.0% | 0.01% | – |
| SYNA | New | SYNAPTICS INC | $257,000 | – | 5,200 | +100.0% | 0.01% | – |
| QUAD | New | QUAD / GRAPHICS INC | $262,000 | – | 10,400 | +100.0% | 0.01% | – |
| CHU | Sell | CHINA UNICOM (HONG KONG) LTDsponsored adr | $260,000 | -15.0% | 19,300 | -27.2% | 0.01% | -80.9% |
| IDXX | Sell | IDEXX LABS INC | $263,000 | +11.9% | 1,700 | -15.0% | 0.01% | -75.0% |
| BLD | New | TOPBUILD CORP | $254,000 | – | 5,400 | +100.0% | 0.01% | – |
| MYGN | New | MYRIAD GENETICS INC | $252,000 | – | 13,100 | +100.0% | 0.01% | – |
| ABBV | New | ABBVIE INC | $254,000 | – | 3,900 | +100.0% | 0.01% | – |
| IPCC | New | INFINITY PPTY & CAS CORP | $267,000 | – | 2,800 | +100.0% | 0.01% | – |
| TLRDQ | Sell | TAILORED BRANDS INC | $263,000 | -54.3% | 17,600 | -21.8% | 0.01% | -89.8% |
| SPLS | Sell | STAPLES INC | $262,000 | -75.1% | 29,900 | -74.3% | 0.01% | -94.4% |
| OLLI | New | OLLIES BARGAIN OUTLT HLDGS I | $265,000 | – | 7,900 | +100.0% | 0.01% | – |
| ADNT | New | ADIENT PLC | $269,000 | – | 3,700 | +100.0% | 0.01% | – |
| KOS | Sell | KOSMOS ENERGY LTD | $253,000 | -12.8% | 38,000 | -8.0% | 0.01% | -79.5% |
| AWI | New | ARMSTRONG WORLD INDS INC NEW | $258,000 | – | 5,600 | +100.0% | 0.01% | – |
| PEI | New | PENNSYLVANIA RL ESTATE INVTsh ben int | $259,000 | – | 17,100 | +100.0% | 0.01% | – |
| FMSA | New | FAIRMOUNT SANTROL HLDGS INC | $251,000 | – | 34,300 | +100.0% | 0.01% | – |
| EVRI | New | EVERI HLDGS INC | $265,000 | – | 55,300 | +100.0% | 0.01% | – |
| ALGN | Sell | ALIGN TECHNOLOGY INC | $252,000 | -77.6% | 2,200 | -81.2% | 0.01% | -94.8% |
| IFF | New | INTERNATIONAL FLAVORS&FRAGRA | $278,000 | – | 2,100 | +100.0% | 0.01% | – |
| PLUS | New | EPLUS INC | $257,000 | – | 1,900 | +100.0% | 0.01% | – |
| BOOT | New | BOOT BARN HLDGS INC | $273,000 | – | 27,600 | +100.0% | 0.01% | – |
| TWO | New | TWO HBRS INVT CORP | $257,000 | – | 26,800 | +100.0% | 0.01% | – |
| FIVE | New | FIVE BELOW INC | $256,000 | – | 5,900 | +100.0% | 0.01% | – |
| WIFI | New | BOINGO WIRELESS INC | $278,000 | – | 21,400 | +100.0% | 0.01% | – |
| LPLA | New | LPL FINL HLDGS INC | $273,000 | – | 6,845 | +100.0% | 0.01% | – |
| SILC | New | SILICOM LTDord | $278,000 | – | 5,600 | +100.0% | 0.01% | – |
| DFODQ | New | DEAN FOODS CO NEW | $277,000 | – | 14,100 | +100.0% | 0.01% | – |
| NWL | New | NEWELL BRANDS INC | $278,000 | – | 5,900 | +100.0% | 0.01% | – |
| KN | New | KNOWLES CORP | $256,000 | – | 13,500 | +100.0% | 0.01% | – |
| MEET | Buy | MEETME INC | $225,000 | +24.3% | 38,200 | +3.8% | 0.01% | -71.4% |
| CIB | New | BANCOLOMBIA S Aspon adr pref | $243,000 | – | 6,100 | +100.0% | 0.01% | – |
| BBL | Sell | BHP BILLITON PLCsponsored adr | $237,000 | -66.0% | 7,600 | -65.8% | 0.01% | -92.5% |
| KRG | New | KITE RLTY GROUP TR | $239,000 | – | 11,100 | +100.0% | 0.01% | – |
| ATRA | New | ATARA BIOTHERAPEUTICS INC | $220,000 | – | 10,700 | +100.0% | 0.01% | – |
| RAVN | New | RAVEN INDS INC | $221,000 | – | 7,600 | +100.0% | 0.01% | – |
| FFBC | New | FIRST FINL BANCORP OH | $242,000 | – | 8,800 | +100.0% | 0.01% | – |
| TVTY | New | TIVITY HEALTH INC | $233,000 | – | 8,000 | +100.0% | 0.01% | – |
| RTRX | New | RETROPHIN INC | $225,000 | – | 12,200 | +100.0% | 0.01% | – |
| ENS | New | ENERSYS | $237,000 | – | 3,000 | +100.0% | 0.01% | – |
| EA | New | ELECTRONIC ARTS INC | $224,000 | – | 2,500 | +100.0% | 0.01% | – |
| EDR | New | EDUCATION RLTY TR INC | $233,000 | – | 5,700 | +100.0% | 0.01% | – |
| LBTYK | New | LIBERTY GLOBAL PLC | $249,000 | – | 7,100 | +100.0% | 0.01% | – |
| DEA | New | EASTERLY GOVT PPTYS INC | $220,000 | – | 11,100 | +100.0% | 0.01% | – |
| ARCH | New | ARCH COAL INCcl a | $248,000 | – | 3,600 | +100.0% | 0.01% | – |
| MAS | Sell | MASCO CORP | $231,000 | -56.2% | 6,800 | -59.3% | 0.01% | -90.1% |
| GNRC | New | GENERAC HLDGS INC | $224,000 | – | 6,000 | +100.0% | 0.01% | – |
| GVA | New | GRANITE CONSTR INC | $226,000 | – | 4,500 | +100.0% | 0.01% | – |
| VC | New | VISTEON CORP | $225,000 | – | 2,300 | +100.0% | 0.01% | – |
| CUBI | New | CUSTOMERS BANCORP INC | $227,000 | – | 7,200 | +100.0% | 0.01% | – |
| SSL | New | SASOL LTDsponsored adr | $238,000 | – | 8,100 | +100.0% | 0.01% | – |
| GDOT | New | GREEN DOT CORPcl a | $247,000 | – | 7,400 | +100.0% | 0.01% | – |
| CS | Sell | CREDIT SUISSE GROUPsponsored adr | $220,000 | -75.4% | 14,800 | -76.4% | 0.01% | -94.2% |
| HPT | Sell | HOSPITALITY PPTYS TR | $221,000 | -51.0% | 7,000 | -50.7% | 0.01% | -88.4% |
| CPS | New | COOPER STD HLDGS INC | $222,000 | – | 2,000 | +100.0% | 0.01% | – |
| PODD | New | INSULET CORP | $237,000 | – | 5,500 | +100.0% | 0.01% | – |
| JWA | New | WILEY JOHN & SONS INCcl a | $237,000 | – | 4,400 | +100.0% | 0.01% | – |
| VSH | Sell | VISHAY INTERTECHNOLOGY INC | $242,000 | -2.8% | 14,700 | -4.5% | 0.01% | -78.9% |
| ITCI | Sell | INTRA CELLULAR THERAPIES INC | $244,000 | -11.3% | 15,000 | -17.6% | 0.01% | -81.0% |
| SIMO | Sell | SILICON MOTION TECHNOLOGY COsponsored adr | $238,000 | -29.2% | 5,100 | -35.4% | 0.01% | -84.3% |
| FIX | New | COMFORT SYS USA INC | $231,000 | – | 6,300 | +100.0% | 0.01% | – |
| PAM | New | PAMPA ENERGIA S Aspons adr lvl i | $233,000 | – | 4,300 | +100.0% | 0.01% | – |
| KT | New | KT CORPsponsored adr | $231,000 | – | 13,700 | +100.0% | 0.01% | – |
| VRTV | New | VERITIV CORP | $249,000 | – | 4,800 | +100.0% | 0.01% | – |
| CALA | New | CALITHERA BIOSCIENCES INC | $241,000 | – | 20,900 | +100.0% | 0.01% | – |
| CCMP | New | CABOT MICROELECTRONICS CORP | $237,000 | – | 3,100 | +100.0% | 0.01% | – |
| CBT | New | CABOT CORP | $246,000 | – | 4,100 | +100.0% | 0.01% | – |
| KATE | New | KATE SPADE & CO | $221,000 | – | 9,500 | +100.0% | 0.01% | – |
| BRC | New | BRADY CORPcl a | $232,000 | – | 6,000 | +100.0% | 0.01% | – |
| BOX | New | BOX INCcl a | $235,000 | – | 14,400 | +100.0% | 0.01% | – |
| NLNK | New | NEWLINK GENETICS CORP | $222,000 | – | 9,200 | +100.0% | 0.01% | – |
| BLMN | New | BLOOMIN BRANDS INC | $225,000 | – | 11,400 | +100.0% | 0.01% | – |
| ESV | New | ENSCO PLC | $239,000 | – | 26,700 | +100.0% | 0.01% | – |
| BBAR | New | BBVA BANCO FRANCES S Asponsored adr | $241,000 | – | 13,100 | +100.0% | 0.01% | – |
| GTN | Sell | GRAY TELEVISION INC | $213,000 | -24.2% | 14,700 | -43.2% | 0.01% | -83.7% |
| AXTI | New | AXT INC | $198,000 | – | 34,100 | +100.0% | 0.01% | – |
| AAAP | New | ADVANCED ACCELERATOR APPLICsponsored ads | $215,000 | – | 5,400 | +100.0% | 0.01% | – |
| ANGO | New | ANGIODYNAMICS INC | $210,000 | – | 12,100 | +100.0% | 0.01% | – |
| ARCB | New | ARCBEST CORP | $216,000 | – | 8,300 | +100.0% | 0.01% | – |
| BMCH | New | BMC STK HLDGS INC | $215,000 | – | 9,500 | +100.0% | 0.01% | – |
| BSAC | New | BANCO SANTANDER CHILE NEW | $211,000 | – | 8,400 | +100.0% | 0.01% | – |
| BKU | New | BANKUNITED INC | $213,000 | – | 5,700 | +100.0% | 0.01% | – |
| CRZO | New | CARRIZO OIL & GAS INC | $218,000 | – | 7,600 | +100.0% | 0.01% | – |
| CMP | New | COMPASS MINERALS INTL INC | $204,000 | – | 3,000 | +100.0% | 0.01% | – |
| FOXF | New | FOX FACTORY HLDG CORP | $204,000 | – | 7,100 | +100.0% | 0.01% | – |
| AGNC | Buy | AGNC INVT CORP | $211,000 | +11.1% | 10,600 | +1.0% | 0.01% | -75.9% |
| OMAB | New | GRUPO AEROPORTUARIO CTR NORTspon adr | $203,000 | – | 4,700 | +100.0% | 0.01% | – |
| ASR | Sell | GRUPO AEROPORTUARIO DEL SUREspon adr ser b | $208,000 | -31.1% | 1,200 | -42.9% | 0.01% | -84.8% |
| IBKC | New | IBERIABANK CORP | $206,000 | – | 2,600 | +100.0% | 0.01% | – |
| IMPV | Sell | IMPERVA INC | $201,000 | -16.9% | 4,900 | -22.2% | 0.01% | -81.1% |
| LPL | New | LG DISPLAY CO LTDspons adr rep | $211,000 | – | 15,500 | +100.0% | 0.01% | – |
| LRCX | Sell | LAM RESEARCH CORP | $218,000 | -60.4% | 1,700 | -67.3% | 0.01% | -91.7% |
| LSXMA | New | LIBERTY MEDIA CORP DELAWARE | $206,000 | – | 5,300 | +100.0% | 0.01% | – |
| MAR | New | MARRIOTT INTL INC NEWcl a | $207,000 | – | 2,200 | +100.0% | 0.01% | – |
| MTDR | New | MATADOR RES CO | $214,000 | – | 9,000 | +100.0% | 0.01% | – |
| MDP | New | MEREDITH CORP | $207,000 | – | 3,200 | +100.0% | 0.01% | – |
| MSFT | Sell | MICROSOFT CORP | $217,000 | -75.2% | 3,300 | -76.6% | 0.01% | -94.8% |
| NSM | New | NATIONSTAR MTG HLDGS INC | $197,000 | – | 12,500 | +100.0% | 0.01% | – |
| NNI | New | NELNET INCcl a | $206,000 | – | 4,700 | +100.0% | 0.01% | – |
| QIWI | New | QIWI PLCspon adr rep b | $213,000 | – | 12,400 | +100.0% | 0.01% | – |
| SGEN | New | SEATTLE GENETICS INC | $214,000 | – | 3,400 | +100.0% | 0.01% | – |
| SITE | New | SITEONE LANDSCAPE SUPPLY INC | $208,000 | – | 4,300 | +100.0% | 0.01% | – |
| STL | New | STERLING BANCORP DEL | $206,000 | – | 8,700 | +100.0% | 0.01% | – |
| SNCR | New | SYNCHRONOSS TECHNOLOGIES INC | $217,000 | – | 8,900 | +100.0% | 0.01% | – |
| TX | New | TERNIUM SAspon adr | $217,000 | – | 8,300 | +100.0% | 0.01% | – |
| TXRH | New | TEXAS ROADHOUSE INC | $209,000 | – | 4,700 | +100.0% | 0.01% | – |
| TIER | New | TIER REIT INC | $200,000 | – | 11,500 | +100.0% | 0.01% | – |
| TLYS | Buy | TILLYS INCcl a | $198,000 | -31.2% | 21,900 | +0.5% | 0.01% | -84.1% |
| TRVG | New | TRIVAGO N V | $194,000 | – | 14,900 | +100.0% | 0.01% | – |
| VRNS | New | VARONIS SYS INC | $219,000 | – | 6,900 | +100.0% | 0.01% | – |
| VMW | Sell | VMWARE INC | $212,000 | -64.1% | 2,300 | -69.3% | 0.01% | -92.2% |
| WD | New | WALKER & DUNLOP INC | $208,000 | – | 5,000 | +100.0% | 0.01% | – |
| YRCW | Buy | YRC WORLDWIDE INC | $204,000 | +23.6% | 18,500 | +49.2% | 0.01% | -72.0% |
| AOSL | New | ALPHA & OMEGA SEMICONDUCTOR | $206,000 | – | 12,000 | +100.0% | 0.01% | – |
| NVCR | New | NOVOCURE LTD | $214,000 | – | 26,400 | +100.0% | 0.01% | – |
| RDWR | Buy | RADWARE LTDord | $196,000 | +28.9% | 12,100 | +16.3% | 0.01% | -69.6% |
| TWNK | Sell | HOSTESS BRANDS INCcl a | $163,000 | -35.1% | 10,300 | -46.6% | 0.01% | -84.2% |
| FTK | New | FLOTEK INDS INC DEL | $162,000 | – | 12,700 | +100.0% | 0.01% | – |
| MHLD | New | MAIDEN HOLDINGS LTD | $162,000 | – | 11,600 | +100.0% | 0.01% | – |
| PARR | New | PAR PACIFIC HOLDINGS INC | $188,000 | – | 11,400 | +100.0% | 0.01% | – |
| PHH | New | PHH CORP | $185,000 | – | 14,500 | +100.0% | 0.01% | – |
| BNCL | New | BENEFICIAL BANCORP INC | $162,000 | – | 10,100 | +100.0% | 0.01% | – |
| ATSG | New | AIR TRANSPORT SERVICES GRP I | $186,000 | – | 11,600 | +100.0% | 0.01% | – |
| SPPI | New | SPECTRUM PHARMACEUTICALS INC | $185,000 | – | 28,500 | +100.0% | 0.01% | – |
| OCN | New | OCWEN FINL CORP | $190,000 | – | 34,700 | +100.0% | 0.01% | – |
| CBLAQ | New | CBL & ASSOC PPTYS INC | $173,000 | – | 18,100 | +100.0% | 0.01% | – |
| DAR | New | DARLING INGREDIENTS INC | $176,000 | – | 12,100 | +100.0% | 0.01% | – |
| RATE | Sell | BANKRATE INC DEL | $163,000 | -20.1% | 16,900 | -8.6% | 0.01% | -80.6% |
| PXLW | New | PIXELWORKS INC | $185,000 | – | 39,669 | +100.0% | 0.01% | – |
| XENT | New | INTERSECT ENT INC | $177,000 | – | 10,300 | +100.0% | 0.01% | – |
| GOGL | New | GOLDEN OCEAN GROUP LTD | $178,000 | – | 23,300 | +100.0% | 0.01% | – |
| EPZM | New | EPIZYME INC | $180,000 | – | 10,500 | +100.0% | 0.01% | – |
| HRTX | New | HERON THERAPEUTICS INC | $156,000 | – | 10,400 | +100.0% | 0.01% | – |
| MBI | Sell | MBIA INC | $150,000 | -48.5% | 17,700 | -34.9% | 0.01% | -88.6% |
| STAR | Buy | ISTAR INC | $152,000 | 0.0% | 12,900 | +4.9% | 0.01% | -78.3% |
| DYN | New | DYNEGY INC NEW DEL | $154,000 | – | 19,600 | +100.0% | 0.01% | – |
| FBP | New | FIRST BANCORP P R | $144,000 | – | 25,400 | +100.0% | 0.01% | – |
| EXPR | New | EXPRESS INC | $136,000 | – | 14,900 | +100.0% | 0.01% | – |
| TLGT | New | TELIGENT INC NEW | $142,000 | – | 18,200 | +100.0% | 0.01% | – |
| PLAB | New | PHOTRONICS INC | $151,000 | – | 14,100 | +100.0% | 0.01% | – |
| AIRG | New | AIRGAIN INC | $158,000 | – | 10,400 | +100.0% | 0.01% | – |
| SCMP | New | SUCAMPO PHARMACEUTICALS INCcl a | $136,000 | – | 12,400 | +100.0% | 0.01% | – |
| CNAT | Sell | CONATUS PHARMACEUTICALS INC | $148,000 | -3.9% | 25,600 | -12.6% | 0.01% | -78.3% |
| ERII | New | ENERGY RECOVERY INC | $156,000 | – | 18,700 | +100.0% | 0.01% | – |
| MTG | Sell | MGIC INVT CORP WIS | $155,000 | -64.2% | 15,300 | -64.0% | 0.01% | -92.4% |
| SHOR | New | SHORETEL INC | $138,000 | – | 22,500 | +100.0% | 0.01% | – |
| NPTN | New | NEOPHOTONICS CORP | $111,000 | – | 12,300 | +100.0% | 0.00% | – |
| MCRB | Sell | SERES THERAPEUTICS INC | $119,000 | +11.2% | 10,600 | -1.9% | 0.00% | -75.0% |
| OOMA | New | OOMA INC | $127,000 | – | 12,800 | +100.0% | 0.00% | – |
| ODP | Buy | OFFICE DEPOT INC | $121,000 | +8.0% | 25,900 | +4.9% | 0.00% | -76.5% |
| OCUL | Sell | OCULAR THERAPEUTIX INC | $113,000 | -36.2% | 12,200 | -42.5% | 0.00% | -85.2% |
| SBGL | Sell | SIBANYE GOLD LTDsponsored adr | $124,000 | -37.1% | 14,100 | -49.5% | 0.00% | -86.7% |
| KND | New | KINDRED HEALTHCARE INC | $123,000 | – | 14,700 | +100.0% | 0.00% | – |
| ESGC | New | EROS INTL PLC | $115,000 | – | 11,200 | +100.0% | 0.00% | – |
| DSKE | New | DASEKE INC | $103,000 | – | 10,200 | +100.0% | 0.00% | – |
| FOMX | New | FOAMIX PHARMACEUTICALS LTD | $122,000 | – | 24,700 | +100.0% | 0.00% | – |
| CDE | New | COEUR MNG INC | $119,000 | – | 14,700 | +100.0% | 0.00% | – |
| AVP | Buy | AVON PRODS INC | $114,000 | +8.6% | 25,900 | +23.9% | 0.00% | -75.0% |
| ATEN | New | A10 NETWORKS INC | $107,000 | – | 11,700 | +100.0% | 0.00% | – |
| SPWH | New | SPORTSMANS WHSE HLDGS INC | $103,000 | – | 21,500 | +100.0% | 0.00% | – |
| BW | New | BABCOCK & WILCOX ENTERPRIS I | $94,000 | – | 10,100 | +100.0% | 0.00% | – |
| GRPN | New | GROUPON INC | $83,000 | – | 21,000 | +100.0% | 0.00% | – |
| MDR | Buy | MCDERMOTT INTL INC | $75,000 | +1.4% | 11,100 | +11.0% | 0.00% | -72.7% |
| HIMX | New | HIMAX TECHNOLOGIES INCsponsored adr | $102,000 | – | 11,200 | +100.0% | 0.00% | – |
| NR | New | NEWPARK RES INC | $90,000 | – | 11,100 | +100.0% | 0.00% | – |
| OSG | New | OVERSEAS SHIPHOLDING GROUP Icl a new | $95,000 | – | 24,500 | +100.0% | 0.00% | – |
| RLGT | New | RADIANT LOGISTICS INC | $86,000 | – | 17,100 | +100.0% | 0.00% | – |
| MOBL | New | MOBILEIRON INC | $52,000 | – | 11,900 | +100.0% | 0.00% | – |
| TUESQ | New | TUESDAY MORNING CORP | $59,000 | – | 15,700 | +100.0% | 0.00% | – |
| SGMO | New | SANGAMO THERAPEUTICS INC | $71,000 | – | 13,700 | +100.0% | 0.00% | – |
| SGYPQ | Sell | SYNERGY PHARMACEUTICALS DEL | $52,000 | -55.9% | 11,100 | -42.5% | 0.00% | -88.9% |
| IRET | New | INVESTORS REAL ESTATE TRsh ben int | $65,000 | – | 10,900 | +100.0% | 0.00% | – |
| KEM | Exit | KEMET CORP | $0 | – | -10,700 | -100.0% | -0.01% | – |
| ZAGG | Exit | ZAGG INC | $0 | – | -10,400 | -100.0% | -0.01% | – |
| CFMS | Exit | CONFORMIS INC | $0 | – | -10,000 | -100.0% | -0.01% | – |
| MITK | Exit | MITEK SYS INC | $0 | – | -12,900 | -100.0% | -0.01% | – |
| AEG | Exit | AEGON N Vny registry sh | $0 | – | -14,400 | -100.0% | -0.01% | – |
| PESXQ | Exit | PIONEER ENERGY SVCS CORP | $0 | – | -12,300 | -100.0% | -0.01% | – |
| FCH | Exit | FELCOR LODGING TR INC | $0 | – | -10,300 | -100.0% | -0.01% | – |
| AHT | Exit | ASHFORD HOSPITALITY TR INC | $0 | – | -10,800 | -100.0% | -0.01% | – |
| ARCO | Exit | ARCOS DORADOS HOLDINGS INC | $0 | – | -17,500 | -100.0% | -0.01% | – |
| EPEGQ | Exit | EP ENERGY CORPcl a | $0 | – | -14,000 | -100.0% | -0.01% | – |
| HLIT | Exit | HARMONIC INC | $0 | – | -19,700 | -100.0% | -0.02% | – |
| DX | Exit | DYNEX CAP INC | $0 | – | -14,200 | -100.0% | -0.02% | – |
| BBD | Exit | BANCO BRADESCO S Asp adr pfd new | $0 | – | -11,600 | -100.0% | -0.02% | – |
| JASO | Exit | JA SOLAR HOLDINGS CO LTDspon adr rep5ord | $0 | – | -21,500 | -100.0% | -0.02% | – |
| SMFG | Exit | SUMITOMO MITSUI FINL GROUP Isponsored adr | $0 | – | -14,200 | -100.0% | -0.02% | – |
| TWI | Exit | TITAN INTL INC ILL | $0 | – | -10,100 | -100.0% | -0.02% | – |
| PGNX | Exit | PROGENICS PHARMACEUTICALS IN | $0 | – | -13,000 | -100.0% | -0.02% | – |
| ICON | Exit | ICONIX BRAND GROUP INC | $0 | – | -12,100 | -100.0% | -0.02% | – |
| NOMD | Exit | NOMAD HLDGS LTD | $0 | – | -11,600 | -100.0% | -0.02% | – |
| BCRX | Exit | BIOCRYST PHARMACEUTICALS | $0 | – | -17,400 | -100.0% | -0.02% | – |
| HDP | Exit | HORTONWORKS INC | $0 | – | -13,500 | -100.0% | -0.02% | – |
| ASX | Exit | ADVANCED SEMICONDUCTOR ENGRsponsored adr | $0 | – | -24,100 | -100.0% | -0.02% | – |
| BV | Exit | BAZAARVOICE INC | $0 | – | -24,700 | -100.0% | -0.02% | – |
| EMKR | Exit | EMCORE CORP | $0 | – | -13,500 | -100.0% | -0.02% | – |
| AKBA | Exit | AKEBIA THERAPEUTICS INC | $0 | – | -11,500 | -100.0% | -0.02% | – |
| BZUN | Exit | BAOZUN INCsponsored adr | $0 | – | -11,000 | -100.0% | -0.02% | – |
| TGTX | Exit | TG THERAPEUTICS INC | $0 | – | -29,500 | -100.0% | -0.02% | – |
| TRVN | Exit | TREVENA INC | $0 | – | -23,400 | -100.0% | -0.02% | – |
| WK | Exit | WORKIVA INC | $0 | – | -10,200 | -100.0% | -0.02% | – |
| CZR | Exit | CAESARS ENTMT CORP | $0 | – | -16,900 | -100.0% | -0.02% | – |
| AINV | Exit | APOLLO INVT CORP | $0 | – | -25,100 | -100.0% | -0.02% | – |
| HTBK | Exit | HERITAGE COMMERCE CORP | $0 | – | -10,100 | -100.0% | -0.02% | – |
| SWN | Exit | SOUTHWESTERN ENERGY CO | $0 | – | -13,400 | -100.0% | -0.02% | – |
| THC | Exit | TENET HEALTHCARE CORP | $0 | – | -10,000 | -100.0% | -0.02% | – |
| QSII | Exit | QUALITY SYS INC | $0 | – | -12,000 | -100.0% | -0.02% | – |
| KRO | Exit | KRONOS WORLDWIDE INC | $0 | – | -13,000 | -100.0% | -0.02% | – |
| NYCB | Exit | NEW YORK CMNTY BANCORP INC | $0 | – | -10,300 | -100.0% | -0.02% | – |
| IBN | Exit | ICICI BK LTDadr | $0 | – | -22,300 | -100.0% | -0.02% | – |
| AU | Exit | ANGLOGOLD ASHANTI LTDsponsored adr | $0 | – | -16,200 | -100.0% | -0.03% | – |
| PRTK | Exit | PARATEK PHARMACEUTICALS INC | $0 | – | -11,600 | -100.0% | -0.03% | – |
| RIG | Exit | TRANSOCEAN LTD | $0 | – | -12,200 | -100.0% | -0.03% | – |
| RPAI | Exit | RETAIL PPTYS AMER INCcl a | $0 | – | -11,700 | -100.0% | -0.03% | – |
| BCOV | Exit | BRIGHTCOVE INC | $0 | – | -22,800 | -100.0% | -0.03% | – |
| RUBI | Exit | RUBICON PROJ INC | $0 | – | -24,400 | -100.0% | -0.03% | – |
| CPN | Exit | CALPINE CORP | $0 | – | -16,300 | -100.0% | -0.03% | – |
| TACO | Exit | DEL TACO RESTAURANTS INC | $0 | – | -13,700 | -100.0% | -0.03% | – |
| PAAS | Exit | PAN AMERICAN SILVER CORP | $0 | – | -13,200 | -100.0% | -0.03% | – |
| JUNO | Exit | JUNO THERAPEUTICS INC | $0 | – | -10,500 | -100.0% | -0.03% | – |
| UIHC | Exit | UNITED INS HLDGS CORP | $0 | – | -12,900 | -100.0% | -0.03% | – |
| INTC | Exit | INTEL CORP | $0 | – | -5,600 | -100.0% | -0.03% | – |
| FISI | Exit | FINANCIAL INSTNS INC | $0 | – | -5,900 | -100.0% | -0.03% | – |
| TITN | Exit | TITAN MACHY INC | $0 | – | -13,700 | -100.0% | -0.03% | – |
| WEB | Exit | WEB COM GROUP INC | $0 | – | -9,500 | -100.0% | -0.03% | – |
| BOJA | Exit | BOJANGLES INC | $0 | – | -10,800 | -100.0% | -0.03% | – |
| ADUS | Exit | ADDUS HOMECARE CORP | $0 | – | -5,700 | -100.0% | -0.03% | – |
| MSGN | Exit | MSG NETWORK INCcl a | $0 | – | -9,300 | -100.0% | -0.03% | – |
| CLSD | Exit | CLEARSIDE BIOMEDICAL INC | $0 | – | -22,700 | -100.0% | -0.03% | – |
| POWI | Exit | POWER INTEGRATIONS INC | $0 | – | -3,000 | -100.0% | -0.03% | – |
| AXL | Exit | AMERICAN AXLE & MFG HLDGS IN | $0 | – | -11,000 | -100.0% | -0.03% | – |
| SWFT | Exit | SWIFT TRANSN COcl a | $0 | – | -8,700 | -100.0% | -0.03% | – |
| DAKT | Exit | DAKTRONICS INC | $0 | – | -19,700 | -100.0% | -0.03% | – |
| CLLS | Exit | CELLECTIS S Asponsored ads | $0 | – | -12,400 | -100.0% | -0.03% | – |
| RM | Exit | REGIONAL MGMT CORP | $0 | – | -8,100 | -100.0% | -0.03% | – |
| HOLI | Exit | HOLLYSYS AUTOMATION TECHNOLO | $0 | – | -11,400 | -100.0% | -0.03% | – |
| EGHT | Exit | 8X8 INC NEW | $0 | – | -15,300 | -100.0% | -0.03% | – |
| BTTGY | Exit | BT GROUP PLCadr | $0 | – | -9,400 | -100.0% | -0.03% | – |
| ICFI | Exit | ICF INTL INC | $0 | – | -4,000 | -100.0% | -0.03% | – |
| BGFV | Exit | BIG 5 SPORTING GOODS CORP | $0 | – | -13,000 | -100.0% | -0.03% | – |
| HTHT | Exit | CHINA LODGING GROUP LTDsponsored adr | $0 | – | -4,300 | -100.0% | -0.03% | – |
| NWPX | Exit | NORTHWEST PIPE CO | $0 | – | -13,000 | -100.0% | -0.03% | – |
| JBSS | Exit | SANFILIPPO JOHN B & SON INC | $0 | – | -3,200 | -100.0% | -0.03% | – |
| ACCO | Exit | ACCO BRANDS CORP | $0 | – | -17,100 | -100.0% | -0.03% | – |
| FLIC | Exit | FIRST LONG IS CORP | $0 | – | -7,700 | -100.0% | -0.03% | – |
| ERJ | Exit | EMBRAER S A | $0 | – | -11,600 | -100.0% | -0.03% | – |
| WLBAQ | Exit | WESTMORELAND COAL CO | $0 | – | -12,600 | -100.0% | -0.03% | – |
| CPRT | Exit | COPART INC | $0 | – | -4,000 | -100.0% | -0.03% | – |
| MSCI | Exit | MSCI INC | $0 | – | -2,800 | -100.0% | -0.03% | – |
| RGC | Exit | REGAL ENTMT GROUPcl a | $0 | – | -11,200 | -100.0% | -0.04% | – |
| TCBI | Exit | TEXAS CAPITAL BANCSHARES INC | $0 | – | -2,900 | -100.0% | -0.04% | – |
| WPP | Exit | WPP PLC NEWadr | $0 | – | -2,100 | -100.0% | -0.04% | – |
| GATX | Exit | GATX CORP | $0 | – | -3,700 | -100.0% | -0.04% | – |
| SSNI | Exit | SILVER SPRING NETWORKS INC | $0 | – | -17,100 | -100.0% | -0.04% | – |
| FANG | Exit | DIAMONDBACK ENERGY INC | $0 | – | -2,300 | -100.0% | -0.04% | – |
| DK | Exit | DELEK US HLDGS INC | $0 | – | -9,700 | -100.0% | -0.04% | – |
| NYLDA | Exit | NRG YIELD INCcl a new | $0 | – | -15,200 | -100.0% | -0.04% | – |
| TNP | Exit | TSAKOS ENERGY NAVIGATION LTD | $0 | – | -50,800 | -100.0% | -0.04% | – |
| DST | Exit | DST SYS INC DEL | $0 | – | -2,200 | -100.0% | -0.04% | – |
| KHC | Exit | KRAFT HEINZ CO | $0 | – | -2,700 | -100.0% | -0.04% | – |
| ITW | Exit | ILLINOIS TOOL WKS INC | $0 | – | -1,900 | -100.0% | -0.04% | – |
| OMF | Exit | ONEMAIN HLDGS INC | $0 | – | -10,600 | -100.0% | -0.04% | – |
| MRC | Exit | MRC GLOBAL INC | $0 | – | -11,600 | -100.0% | -0.04% | – |
| PLAY | Exit | DAVE & BUSTERS ENTMT INC | $0 | – | -4,200 | -100.0% | -0.04% | – |
| GRA | Exit | GRACE W R & CO DEL NEW | $0 | – | -3,500 | -100.0% | -0.04% | – |
| NICE | Exit | NICE LTDsponsored adr | $0 | – | -3,500 | -100.0% | -0.04% | – |
| RRGB | Exit | RED ROBIN GOURMET BURGERS IN | $0 | – | -4,300 | -100.0% | -0.04% | – |
| REI | Exit | RING ENERGY INC | $0 | – | -18,800 | -100.0% | -0.04% | – |
| CMD | Exit | CANTEL MEDICAL CORP | $0 | – | -3,100 | -100.0% | -0.04% | – |
| MANH | Exit | MANHATTAN ASSOCS INC | $0 | – | -4,700 | -100.0% | -0.04% | – |
| MUFG | Exit | MITSUBISHI UFJ FINL GROUP INsponsored adr | $0 | – | -40,700 | -100.0% | -0.04% | – |
| OUT | Exit | OUTFRONT MEDIA INC | $0 | – | -10,000 | -100.0% | -0.04% | – |
| VVC | Exit | VECTREN CORP | $0 | – | -4,800 | -100.0% | -0.04% | – |
| ORBK | Exit | ORBOTECH LTDord | $0 | – | -7,700 | -100.0% | -0.04% | – |
| HOFT | Exit | HOOKER FURNITURE CORP | $0 | – | -6,900 | -100.0% | -0.04% | – |
| TTEC | Exit | TELETECH HOLDINGS INC | $0 | – | -8,600 | -100.0% | -0.04% | – |
| BRFS | Exit | BRF SAsponsored adr | $0 | – | -17,900 | -100.0% | -0.04% | – |
| MPWR | Exit | MONOLITHIC PWR SYS INC | $0 | – | -3,200 | -100.0% | -0.04% | – |
| VIPS | Exit | VIPSHOP HLDGS LTDsponsored adr | $0 | – | -23,900 | -100.0% | -0.04% | – |
| IMMR | Exit | IMMERSION CORP | $0 | – | -24,700 | -100.0% | -0.04% | – |
| VLRS | Exit | CONTROLADORA VUELA CIA DE AVspon adr rp 10 | $0 | – | -17,800 | -100.0% | -0.04% | – |
| BID | Exit | SOTHEBYS | $0 | – | -6,700 | -100.0% | -0.04% | – |
| TRCO | Exit | TRIBUNE MEDIA COcl a | $0 | – | -7,600 | -100.0% | -0.04% | – |
| SEAS | Exit | SEAWORLD ENTMT INC | $0 | – | -14,200 | -100.0% | -0.04% | – |
| Q | Exit | QUINTILES IMS HOLDINGS INC | $0 | – | -3,600 | -100.0% | -0.04% | – |
| TEAM | Exit | ATLASSIAN CORP PLCcl a | $0 | – | -11,400 | -100.0% | -0.04% | – |
| ROLL | Exit | RBC BEARINGS INC | $0 | – | -3,000 | -100.0% | -0.04% | – |
| DSW | Exit | DSW INCcl a | $0 | – | -12,400 | -100.0% | -0.04% | – |
| NEWR | Exit | NEW RELIC INC | $0 | – | -10,100 | -100.0% | -0.04% | – |
| TCF | Exit | TCF FINL CORP | $0 | – | -14,400 | -100.0% | -0.04% | – |
| CSAL | Exit | COMMUNICATIONS SALES&LEAS IN | $0 | – | -11,100 | -100.0% | -0.04% | – |
| SWM | Exit | SCHWEITZER-MAUDUIT INTL INC | $0 | – | -6,300 | -100.0% | -0.04% | – |
| UNM | Exit | UNUM GROUP | $0 | – | -6,500 | -100.0% | -0.04% | – |
| SNR | Exit | NEW SR INVT GROUP INC | $0 | – | -29,400 | -100.0% | -0.04% | – |
| CNO | Exit | CNO FINL GROUP INC | $0 | – | -15,200 | -100.0% | -0.04% | – |
| BNFT | Exit | BENEFITFOCUS INC | $0 | – | -9,900 | -100.0% | -0.04% | – |
| SIVB | Exit | SVB FINL GROUP | $0 | – | -1,700 | -100.0% | -0.04% | – |
| HDSN | Exit | HUDSON TECHNOLOGIES INC | $0 | – | -36,900 | -100.0% | -0.04% | – |
| BUFF | Exit | BLUE BUFFALO PET PRODS INC | $0 | – | -12,300 | -100.0% | -0.04% | – |
| EXPD | Exit | EXPEDITORS INTL WASH INC | $0 | – | -5,600 | -100.0% | -0.04% | – |
| GME | Exit | GAMESTOP CORP NEWcl a | $0 | – | -11,700 | -100.0% | -0.04% | – |
| PUK | Exit | PRUDENTIAL PLCadr | $0 | – | -7,400 | -100.0% | -0.04% | – |
| BCPC | Exit | BALCHEM CORP | $0 | – | -3,500 | -100.0% | -0.04% | – |
| CRCQQ | Exit | CALIFORNIA RES CORP | $0 | – | -13,800 | -100.0% | -0.04% | – |
| NTNX | Exit | NUTANIX INCcl a | $0 | – | -11,300 | -100.0% | -0.05% | – |
| DPZ | Exit | DOMINOS PIZZA INC | $0 | – | -1,900 | -100.0% | -0.05% | – |
| CAL | Exit | CALERES INC | $0 | – | -9,100 | -100.0% | -0.05% | – |
| RICK | Exit | RCI HOSPITALITY HLDGS INC | $0 | – | -17,800 | -100.0% | -0.05% | – |
| INST | Exit | INSTRUCTURE INC | $0 | – | -15,900 | -100.0% | -0.05% | – |
| LXFT | Exit | LUXOFT HLDG INC | $0 | – | -5,500 | -100.0% | -0.05% | – |
| CONN | Exit | CONNS INC | $0 | – | -24,600 | -100.0% | -0.05% | – |
| CENT | Exit | CENTRAL GARDEN & PET CO | $0 | – | -9,400 | -100.0% | -0.05% | – |
| CSTM | Exit | CONSTELLIUM NVcl a | $0 | – | -53,100 | -100.0% | -0.05% | – |
| RNG | Exit | RINGCENTRAL INCcl a | $0 | – | -15,300 | -100.0% | -0.05% | – |
| SWHC | Exit | SMITH & WESSON HLDG CORP | $0 | – | -14,900 | -100.0% | -0.05% | – |
| PIR | Exit | PIER 1 IMPORTS INC | $0 | – | -38,200 | -100.0% | -0.05% | – |
| KEP | Exit | KOREA ELECTRIC PWRsponsored adr | $0 | – | -17,600 | -100.0% | -0.05% | – |
| MOH | Exit | MOLINA HEALTHCARE INC | $0 | – | -6,000 | -100.0% | -0.05% | – |
| OTEX | Exit | OPEN TEXT CORP | $0 | – | -5,300 | -100.0% | -0.05% | – |
| SQ | Exit | SQUARE INCcl a | $0 | – | -24,400 | -100.0% | -0.05% | – |
| JRVR | Exit | JAMES RIV GROUP LTD | $0 | – | -8,200 | -100.0% | -0.05% | – |
| NTRI | Exit | NUTRI SYS INC NEW | $0 | – | -9,900 | -100.0% | -0.05% | – |
| GPC | Exit | GENUINE PARTS CO | $0 | – | -3,600 | -100.0% | -0.05% | – |
| SCCO | Exit | SOUTHERN COPPER CORP | $0 | – | -10,600 | -100.0% | -0.05% | – |
| ZBRA | Exit | ZEBRA TECHNOLOGIES CORPcl a | $0 | – | -4,100 | -100.0% | -0.05% | – |
| PTLA | Exit | PORTOLA PHARMACEUTICALS INC | $0 | – | -15,900 | -100.0% | -0.05% | – |
| RHI | Exit | ROBERT HALF INTL INC | $0 | – | -7,200 | -100.0% | -0.05% | – |
| NYLD | Exit | NRG YIELD INCcl c | $0 | – | -22,900 | -100.0% | -0.06% | – |
| CCEP | Exit | COCA COLA EUROPEAN PARTNERS | $0 | – | -11,500 | -100.0% | -0.06% | – |
| CA | Exit | CA INC | $0 | – | -11,500 | -100.0% | -0.06% | – |
| DLTR | Exit | DOLLAR TREE INC | $0 | – | -4,800 | -100.0% | -0.06% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -7,600 | -100.0% | -0.06% | – |
| HXL | Exit | HEXCEL CORP NEW | $0 | – | -7,300 | -100.0% | -0.06% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INC | $0 | – | -8,000 | -100.0% | -0.06% | – |
| BDX | Exit | BECTON DICKINSON & CO | $0 | – | -2,300 | -100.0% | -0.06% | – |
| CZZ | Exit | COSAN LTD | $0 | – | -50,300 | -100.0% | -0.06% | – |
| TFX | Exit | TELEFLEX INC | $0 | – | -2,400 | -100.0% | -0.06% | – |
| JONE | Exit | JONES ENERGY INC | $0 | – | -76,800 | -100.0% | -0.06% | – |
| CUZ | Exit | COUSINS PPTYS INC | $0 | – | -46,200 | -100.0% | -0.06% | – |
| AKAOQ | Exit | ACHAOGEN INC | $0 | – | -30,000 | -100.0% | -0.06% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -2,100 | -100.0% | -0.06% | – |
| XEL | Exit | XCEL ENERGY INC | $0 | – | -9,700 | -100.0% | -0.06% | – |
| TROW | Exit | PRICE T ROWE GROUP INC | $0 | – | -5,200 | -100.0% | -0.06% | – |
| ADSK | Exit | AUTODESK INC | $0 | – | -5,400 | -100.0% | -0.06% | – |
| KOF | Exit | COCA COLA FEMSA S A B DE C Vspon adr rep l | $0 | – | -6,300 | -100.0% | -0.06% | – |
| NANO | Exit | NANOMETRICS INC | $0 | – | -16,000 | -100.0% | -0.06% | – |
| NUS | Exit | NU SKIN ENTERPRISES INCcl a | $0 | – | -8,300 | -100.0% | -0.06% | – |
| FAST | Exit | FASTENAL CO | $0 | – | -8,500 | -100.0% | -0.06% | – |
| BAK | Exit | BRASKEM S Asp adr pfd a | $0 | – | -19,400 | -100.0% | -0.06% | – |
| STZ | Exit | CONSTELLATION BRANDS INCcl a | $0 | – | -2,700 | -100.0% | -0.06% | – |
| BAH | Exit | BOOZ ALLEN HAMILTON HLDG CORcl a | $0 | – | -11,500 | -100.0% | -0.06% | – |
| URBN | Exit | URBAN OUTFITTERS INC | $0 | – | -14,900 | -100.0% | -0.06% | – |
| LANC | Exit | LANCASTER COLONY CORP | $0 | – | -3,000 | -100.0% | -0.06% | – |
| XLNX | Exit | XILINX INC | $0 | – | -7,100 | -100.0% | -0.06% | – |
| KMX | Exit | CARMAX INC | $0 | – | -6,700 | -100.0% | -0.07% | – |
| SNV | Exit | SYNOVUS FINL CORP | $0 | – | -10,600 | -100.0% | -0.07% | – |
| TER | Exit | TERADYNE INC | $0 | – | -17,300 | -100.0% | -0.07% | – |
| CTRP | Exit | CTRIP COM INTL LTD | $0 | – | -10,900 | -100.0% | -0.07% | – |
| CXW | Exit | CORECIVIC INC | $0 | – | -18,000 | -100.0% | -0.07% | – |
| VNO | Exit | VORNADO RLTY TRsh ben int | $0 | – | -4,300 | -100.0% | -0.07% | – |
| ANDE | Exit | ANDERSONS INC | $0 | – | -9,900 | -100.0% | -0.07% | – |
| EFX | Exit | EQUIFAX INC | $0 | – | -3,800 | -100.0% | -0.07% | – |
| AMD | Exit | ADVANCED MICRO DEVICES INC | $0 | – | -39,800 | -100.0% | -0.07% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -6,600 | -100.0% | -0.07% | – |
| ABC | Exit | AMERISOURCEBERGEN CORP | $0 | – | -5,900 | -100.0% | -0.07% | – |
| ATHN | Exit | ATHENAHEALTH INC | $0 | – | -4,400 | -100.0% | -0.07% | – |
| VR | Exit | VALIDUS HOLDINGS LTD | $0 | – | -8,500 | -100.0% | -0.07% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GROUP | $0 | – | -10,900 | -100.0% | -0.07% | – |
| AEE | Exit | AMEREN CORP | $0 | – | -9,300 | -100.0% | -0.07% | – |
| LFC | Exit | CHINA LIFE INS CO LTDspon adr rep h | $0 | – | -37,700 | -100.0% | -0.07% | – |
| ATO | Exit | ATMOS ENERGY CORP | $0 | – | -6,700 | -100.0% | -0.08% | – |
| EMN | Exit | EASTMAN CHEM CO | $0 | – | -6,600 | -100.0% | -0.08% | – |
| IGT | Exit | INTERNATIONAL GAME TECHNOLOG | $0 | – | -19,900 | -100.0% | -0.08% | – |
| SNI | Exit | SCRIPPS NETWORKS INTERACT IN | $0 | – | -7,200 | -100.0% | -0.08% | – |
| TSLA | Exit | TESLA MTRS INC | $0 | – | -2,400 | -100.0% | -0.08% | – |
| SHW | Exit | SHERWIN WILLIAMS CO | $0 | – | -1,900 | -100.0% | -0.08% | – |
| WYND | Exit | WYNDHAM WORLDWIDE CORP | $0 | – | -6,700 | -100.0% | -0.08% | – |
| CAG | Exit | CONAGRA BRANDS INC | $0 | – | -13,100 | -100.0% | -0.08% | – |
| JKHY | Exit | HENRY JACK & ASSOC INC | $0 | – | -5,900 | -100.0% | -0.08% | – |
| MJN | Exit | MEAD JOHNSON NUTRITION CO | $0 | – | -7,500 | -100.0% | -0.08% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -3,300 | -100.0% | -0.08% | – |
| VER | Exit | VEREIT INC | $0 | – | -63,500 | -100.0% | -0.08% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -7,300 | -100.0% | -0.08% | – |
| TDC | Exit | TERADATA CORP DEL | $0 | – | -20,200 | -100.0% | -0.08% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -4,600 | -100.0% | -0.08% | – |
| PF | Exit | PINNACLE FOODS INC DEL | $0 | – | -10,400 | -100.0% | -0.08% | – |
| MXIM | Exit | MAXIM INTEGRATED PRODS INC | $0 | – | -14,500 | -100.0% | -0.08% | – |
| TSO | Exit | TESORO CORP | $0 | – | -6,400 | -100.0% | -0.08% | – |
| ACAD | Exit | ACADIA PHARMACEUTICALS INC | $0 | – | -19,200 | -100.0% | -0.08% | – |
| ASML | Exit | ASML HOLDING N V | $0 | – | -5,000 | -100.0% | -0.09% | – |
| EV | Exit | EATON VANCE CORP | $0 | – | -13,400 | -100.0% | -0.09% | – |
| BC | Exit | BRUNSWICK CORP | $0 | – | -10,300 | -100.0% | -0.09% | – |
| WFM | Exit | WHOLE FOODS MKT INC | $0 | – | -18,600 | -100.0% | -0.09% | – |
| AMH | Exit | AMERICAN HOMES 4 RENTcl a | $0 | – | -27,600 | -100.0% | -0.09% | – |
| EME | Exit | EMCOR GROUP INC | $0 | – | -8,200 | -100.0% | -0.09% | – |
| ARW | Exit | ARROW ELECTRS INC | $0 | – | -8,200 | -100.0% | -0.09% | – |
| PZZA | Exit | PAPA JOHNS INTL INC | $0 | – | -6,800 | -100.0% | -0.09% | – |
| CBSH | Exit | COMMERCE BANCSHARES INC | $0 | – | -10,200 | -100.0% | -0.09% | – |
| EVR | Exit | EVERCORE PARTNERS INCclass a | $0 | – | -8,700 | -100.0% | -0.09% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -15,600 | -100.0% | -0.09% | – |
| CELG | Exit | CELGENE CORP | $0 | – | -5,200 | -100.0% | -0.09% | – |
| CIEN | Exit | CIENA CORP | $0 | – | -24,900 | -100.0% | -0.09% | – |
| JNPR | Exit | JUNIPER NETWORKS INC | $0 | – | -21,800 | -100.0% | -0.09% | – |
| BERY | Exit | BERRY PLASTICS GROUP INC | $0 | – | -12,700 | -100.0% | -0.09% | – |
| YUM | Exit | YUM BRANDS INC | $0 | – | -9,800 | -100.0% | -0.10% | – |
| V | Exit | VISA INC | $0 | – | -8,000 | -100.0% | -0.10% | – |
| HUBB | Exit | HUBBELL INC | $0 | – | -5,400 | -100.0% | -0.10% | – |
| CY | Exit | CYPRESS SEMICONDUCTOR CORP | $0 | – | -55,600 | -100.0% | -0.10% | – |
| VALE | Exit | VALE S Aadr | $0 | – | -85,100 | -100.0% | -0.10% | – |
| HSBC | Exit | HSBC HLDGS PLCspon adr new | $0 | – | -16,200 | -100.0% | -0.10% | – |
| ACM | Exit | AECOM | $0 | – | -18,000 | -100.0% | -0.10% | – |
| CONE | Exit | CYRUSONE INC | $0 | – | -14,600 | -100.0% | -0.10% | – |
| KSU | Exit | KANSAS CITY SOUTHERN | $0 | – | -7,900 | -100.0% | -0.10% | – |
| MCO | Exit | MOODYS CORP | $0 | – | -7,100 | -100.0% | -0.10% | – |
| AIV | Exit | APARTMENT INVT & MGMT COcl a | $0 | – | -14,800 | -100.0% | -0.10% | – |
| MTZ | Exit | MASTEC INC | $0 | – | -17,700 | -100.0% | -0.10% | – |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -10,000 | -100.0% | -0.10% | – |
| FOXA | Exit | TWENTY FIRST CENTY FOX INCcl a | $0 | – | -24,500 | -100.0% | -0.10% | – |
| NOV | Exit | NATIONAL OILWELL VARCO INC | $0 | – | -18,600 | -100.0% | -0.11% | – |
| GPK | Exit | GRAPHIC PACKAGING HLDG CO | $0 | – | -55,500 | -100.0% | -0.11% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -5,000 | -100.0% | -0.11% | – |
| WFTIQ | Exit | WEATHERFORD INTL PLC | $0 | – | -141,900 | -100.0% | -0.11% | – |
| SWX | Exit | SOUTHWEST GAS CORP | $0 | – | -9,200 | -100.0% | -0.11% | – |
| NDAQ | Exit | NASDAQ INC | $0 | – | -10,600 | -100.0% | -0.11% | – |
| XEC | Exit | CIMAREX ENERGY CO | $0 | – | -5,300 | -100.0% | -0.11% | – |
| MELI | Exit | MERCADOLIBRE INC | $0 | – | -4,600 | -100.0% | -0.11% | – |
| SKX | Exit | SKECHERS U S A INCcl a | $0 | – | -29,300 | -100.0% | -0.11% | – |
| FNB | Exit | FNB CORP PA | $0 | – | -45,300 | -100.0% | -0.11% | – |
| FMC | Exit | F M C CORP | $0 | – | -12,900 | -100.0% | -0.11% | – |
| BAM | Exit | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $0 | – | -22,200 | -100.0% | -0.11% | – |
| KMB | Exit | KIMBERLY CLARK CORP | $0 | – | -6,600 | -100.0% | -0.12% | – |
| NUAN | Exit | NUANCE COMMUNICATIONS INC | $0 | – | -51,700 | -100.0% | -0.12% | – |
| CBRL | Exit | CRACKER BARREL OLD CTRY STOR | $0 | – | -4,600 | -100.0% | -0.12% | – |
| GPORQ | Exit | GULFPORT ENERGY CORP | $0 | – | -36,100 | -100.0% | -0.12% | – |
| NDSN | Exit | NORDSON CORP | $0 | – | -7,000 | -100.0% | -0.12% | – |
| THS | Exit | TREEHOUSE FOODS INC | $0 | – | -10,900 | -100.0% | -0.12% | – |
| SCHW | Exit | SCHWAB CHARLES CORP NEW | $0 | – | -19,900 | -100.0% | -0.12% | – |
| QEP | Exit | QEP RES INC | $0 | – | -43,300 | -100.0% | -0.12% | – |
| SLM | Exit | SLM CORP | $0 | – | -72,900 | -100.0% | -0.12% | – |
| SAIC | Exit | SCIENCE APPLICATNS INTL CP N | $0 | – | -9,500 | -100.0% | -0.12% | – |
| ITUB | Exit | ITAU UNIBANCO HLDG SAspon adr rep pfd | $0 | – | -78,200 | -100.0% | -0.12% | – |
| WCC | Exit | WESCO INTL INC | $0 | – | -12,100 | -100.0% | -0.12% | – |
| MLCO | Exit | MELCO CROWN ENTMT LTDadr | $0 | – | -51,100 | -100.0% | -0.12% | – |
| AKAM | Exit | AKAMAI TECHNOLOGIES INC | $0 | – | -12,200 | -100.0% | -0.12% | – |
| CE | Exit | CELANESE CORP DEL | $0 | – | -10,300 | -100.0% | -0.12% | – |
| UTHR | Exit | UNITED THERAPEUTICS CORP DEL | $0 | – | -5,700 | -100.0% | -0.12% | – |
| EXC | Exit | EXELON CORP | $0 | – | -23,200 | -100.0% | -0.13% | – |
| AVGO | Exit | BROADCOM LTD | $0 | – | -4,700 | -100.0% | -0.13% | – |
| APLE | Exit | APPLE HOSPITALITY REIT INC | $0 | – | -42,500 | -100.0% | -0.13% | – |
| AWK | Exit | AMERICAN WTR WKS CO INC NEW | $0 | – | -11,700 | -100.0% | -0.13% | – |
| SM | Exit | SM ENERGY CO | $0 | – | -24,500 | -100.0% | -0.13% | – |
| AMTD | Exit | TD AMERITRADE HLDG CORP | $0 | – | -19,400 | -100.0% | -0.13% | – |
| FLO | Exit | FLOWERS FOODS INC | $0 | – | -42,300 | -100.0% | -0.13% | – |
| VEEV | Exit | VEEVA SYS INC | $0 | – | -21,200 | -100.0% | -0.13% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -31,700 | -100.0% | -0.13% | – |
| WAB | Exit | WABTEC CORP | $0 | – | -10,600 | -100.0% | -0.13% | – |
| CTXS | Exit | CITRIX SYS INC | $0 | – | -9,900 | -100.0% | -0.14% | – |
| HBI | Exit | HANESBRANDS INC | $0 | – | -41,100 | -100.0% | -0.14% | – |
| LKQ | Exit | LKQ CORP | $0 | – | -29,300 | -100.0% | -0.14% | – |
| EXP | Exit | EAGLE MATERIALS INC | $0 | – | -9,200 | -100.0% | -0.14% | – |
| DXCM | Exit | DEXCOM INC | $0 | – | -15,200 | -100.0% | -0.14% | – |
| HIG | Exit | HARTFORD FINL SVCS GROUP INC | $0 | – | -19,200 | -100.0% | -0.14% | – |
| ESS | Exit | ESSEX PPTY TR INC | $0 | – | -4,000 | -100.0% | -0.14% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -34,200 | -100.0% | -0.14% | – |
| MA | Exit | MASTERCARD INCORPORATEDcl a | $0 | – | -9,100 | -100.0% | -0.14% | – |
| AVB | Exit | AVALONBAY CMNTYS INC | $0 | – | -5,300 | -100.0% | -0.14% | – |
| EGN | Exit | ENERGEN CORP | $0 | – | -16,400 | -100.0% | -0.14% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -5,300 | -100.0% | -0.15% | – |
| SPR | Exit | SPIRIT AEROSYSTEMS HLDGS INC | $0 | – | -16,500 | -100.0% | -0.15% | – |
| JCOM | Exit | J2 GLOBAL INC | $0 | – | -12,100 | -100.0% | -0.15% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -45,500 | -100.0% | -0.15% | – |
| BMY | Exit | BRISTOL MYERS SQUIBB CO | $0 | – | -17,200 | -100.0% | -0.15% | – |
| SBAC | Exit | SBA COMMUNICATIONS CORP | $0 | – | -9,800 | -100.0% | -0.15% | – |
| HTA | Exit | HEALTHCARE TR AMER INCcl a new | $0 | – | -34,800 | -100.0% | -0.16% | – |
| UNVR | Exit | UNIVAR INC | $0 | – | -35,700 | -100.0% | -0.16% | – |
| LEN | Exit | LENNAR CORPcl a | $0 | – | -23,600 | -100.0% | -0.16% | – |
| COST | Exit | COSTCO WHSL CORP NEW | $0 | – | -6,400 | -100.0% | -0.16% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -14,300 | -100.0% | -0.16% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -20,300 | -100.0% | -0.16% | – |
| BG | Exit | BUNGE LIMITED | $0 | – | -14,300 | -100.0% | -0.16% | – |
| LULU | Exit | LULULEMON ATHLETICA INC | $0 | – | -16,200 | -100.0% | -0.16% | – |
| ODFL | Exit | OLD DOMINION FGHT LINES INC | $0 | – | -12,400 | -100.0% | -0.16% | – |
| DCI | Exit | DONALDSON INC | $0 | – | -25,800 | -100.0% | -0.17% | – |
| FLR | Exit | FLUOR CORP NEW | $0 | – | -21,100 | -100.0% | -0.17% | – |
| AME | Exit | AMETEK INC NEW | $0 | – | -23,100 | -100.0% | -0.17% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -9,200 | -100.0% | -0.17% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -17,500 | -100.0% | -0.17% | – |
| CBI | Exit | CHICAGO BRIDGE & IRON CO N V | $0 | – | -37,600 | -100.0% | -0.18% | – |
| CAA | Exit | CALATLANTIC GROUP INC | $0 | – | -35,300 | -100.0% | -0.18% | – |
| FNSR | Exit | FINISAR CORP | $0 | – | -40,100 | -100.0% | -0.18% | – |
| SYT | Exit | SYNGENTA AGsponsored adr | $0 | – | -15,500 | -100.0% | -0.19% | – |
| TOL | Exit | TOLL BROTHERS INC | $0 | – | -39,900 | -100.0% | -0.19% | – |
| NVO | Exit | NOVO-NORDISK A Sadr | $0 | – | -35,100 | -100.0% | -0.19% | – |
| MNST | Exit | MONSTER BEVERAGE CORP NEW | $0 | – | -28,600 | -100.0% | -0.19% | – |
| WCG | Exit | WELLCARE HEALTH PLANS INC | $0 | – | -9,500 | -100.0% | -0.20% | – |
| ETFC | Exit | E TRADE FINANCIAL CORP | $0 | – | -38,000 | -100.0% | -0.20% | – |
| FRT | Exit | FEDERAL REALTY INVT TRsh ben int new | $0 | – | -9,500 | -100.0% | -0.21% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -29,200 | -100.0% | -0.21% | – |
| REG | Exit | REGENCY CTRS CORP | $0 | – | -20,700 | -100.0% | -0.22% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -20,700 | -100.0% | -0.23% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -13,800 | -100.0% | -0.25% | – |
| SMG | Exit | SCOTTS MIRACLE GRO COcl a | $0 | – | -17,100 | -100.0% | -0.25% | – |
| FFIV | Exit | F5 NETWORKS INC | $0 | – | -12,700 | -100.0% | -0.28% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -37,609 | -100.0% | -0.31% | – |
| FXI | Exit | ISHARES TRput | $0 | – | -200,000 | -100.0% | -1.06% | – |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -32,348 | -100.0% | -1.10% | – |
| CVX | Exit | CHEVRON CORP NEWcall | $0 | – | -150,000 | -100.0% | -2.69% | – |
| CVX | Exit | CHEVRON CORP NEWput | $0 | – | -150,000 | -100.0% | -2.69% | – |
| TLT | Exit | ISHARES TRput | $0 | – | -200,000 | -100.0% | -3.63% | – |
| HAL | Exit | HALLIBURTON COcall | $0 | – | -500,000 | -100.0% | -4.12% | – |
| HAL | Exit | HALLIBURTON COput | $0 | – | -500,000 | -100.0% | -4.12% | – |
| EEM | Exit | ISHARES TRput | $0 | – | -896,600 | -100.0% | -4.79% | – |
| CAT | Exit | CATERPILLAR INC DELput | $0 | – | -360,000 | -100.0% | -5.09% | – |
| CAT | Exit | CATERPILLAR INC DELcall | $0 | – | -360,000 | -100.0% | -5.09% | – |
| EWZ | Exit | ISHAREScall | $0 | – | -1,958,900 | -100.0% | -9.96% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2017-05-15
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| MGIC INVT CORP WIS | 24 | Q1 2021 | 1.5% |
| ELLINGTON FINANCIAL LLC | 23 | Q4 2018 | 30.9% |
| GILEAD SCIENCES INC | 21 | Q3 2019 | 0.4% |
| PETROLEO BRASILEIRO SA PETRO | 20 | Q1 2020 | 0.4% |
| AMERICAN AXLE & MFG HLDGS IN | 19 | Q4 2020 | 2.0% |
| REALOGY HLDGS CORP | 19 | Q2 2021 | 0.6% |
| NRG ENERGY INC | 18 | Q1 2020 | 0.5% |
| VMWARE INC | 18 | Q2 2019 | 0.4% |
| UNISYS CORP | 18 | Q1 2020 | 0.5% |
| COMPANHIA DE SANEAMENTO BASI | 18 | Q4 2019 | 0.2% |
View ELLINGTON MANAGEMENT GROUP LLC's complete holdings history.
Latest significant ownerships (13-D/G)
| Filed | Shares | Percentage | |
|---|---|---|---|
| SPSS INCSold out | September 17, 2010 | 0 | 0.0% |
View ELLINGTON MANAGEMENT GROUP LLC's complete significant-ownership history.
Latest filings
| Type | Filed |
|---|---|
| 13F-NT | 2024-02-13 |
| 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.