$585 Million is the total value of ELLINGTON MANAGEMENT GROUP LLC's 601 reported holdings in Q3 2017. The portfolio turnover from Q2 2017 to Q3 2017 was 129.5% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IWM | Sell | ISHARES TRput | $52,307,000 | -47.0% | 353,000 | -49.6% | 8.94% | -37.2% |
| IWM | New | ISHARES TRcall | $52,307,000 | – | 353,000 | +100.0% | 8.94% | – |
| SPY | New | SPDR S&P 500 ETF TRcall | $50,246,000 | – | 200,000 | +100.0% | 8.58% | – |
| HSBC | New | HSBC HLDGS PLCcall | $29,646,000 | – | 600,000 | +100.0% | 5.06% | – |
| QQQ | Sell | POWERSHARES QQQ TRUSTput | $26,181,000 | -87.1% | 180,000 | -87.8% | 4.47% | -84.7% |
| EEM | New | ISHARES TRput | $22,405,000 | – | 500,000 | +100.0% | 3.83% | – |
| EFC | ELLINGTON FINANCIAL LLC | $16,493,000 | -2.6% | 1,044,492 | 0.0% | 2.82% | +15.3% | |
| HTZGQ | Buy | HERTZ GLOBAL HLDGS INCcall | $7,826,000 | +140.9% | 350,000 | +23.9% | 1.34% | +185.1% |
| BCEI | Sell | BONANZA CREEK ENERGY INC | $5,661,000 | -52.1% | 171,592 | -54.0% | 0.97% | -43.3% |
| CJ | Sell | C&J ENERGY SVCS INC NEW | $5,060,000 | -43.7% | 168,847 | -35.6% | 0.86% | -33.3% |
| MU | Buy | MICRON TECHNOLOGY INC | $3,768,000 | +63.7% | 95,800 | +24.3% | 0.64% | +94.0% |
| SPY | Buy | SPDR S&P 500 ETF TRtr unit | $3,414,000 | +840.5% | 13,591 | +806.1% | 0.58% | +1021.2% |
| LOW | Buy | LOWES COS INC | $3,038,000 | +64.7% | 38,000 | +59.7% | 0.52% | +95.1% |
| ULTA | Buy | ULTA BEAUTY INC | $2,916,000 | +135.9% | 12,900 | +200.0% | 0.50% | +179.8% |
| KNX | New | KNIGHT SWIFT TRANSN HLDGS INcl a | $2,759,000 | – | 66,400 | +100.0% | 0.47% | – |
| SIX | New | SIX FLAGS ENTMT CORP NEW | $2,742,000 | – | 45,000 | +100.0% | 0.47% | – |
| HFC | New | HOLLYFRONTIER CORP | $2,680,000 | – | 74,500 | +100.0% | 0.46% | – |
| ORLY | Buy | O REILLY AUTOMOTIVE INC NEW | $2,606,000 | +205.5% | 12,100 | +210.3% | 0.44% | +261.8% |
| WSM | Buy | WILLIAMS SONOMA INC | $2,563,000 | +100.2% | 51,400 | +94.7% | 0.44% | +136.8% |
| THO | Buy | THOR INDS INC | $2,556,000 | +194.5% | 20,300 | +144.6% | 0.44% | +249.6% |
| HBI | Buy | HANESBRANDS INC | $2,496,000 | +50.1% | 101,300 | +41.1% | 0.43% | +77.5% |
| TROW | Buy | PRICE T ROWE GROUP INC | $2,466,000 | +74.0% | 27,200 | +42.4% | 0.42% | +106.4% |
| CASY | New | CASEYS GEN STORES INC | $2,419,000 | – | 22,100 | +100.0% | 0.41% | – |
| KORS | New | MICHAEL KORS HLDGS LTD | $2,311,000 | – | 48,300 | +100.0% | 0.40% | – |
| RIG | Sell | TRANSOCEAN LTD | $2,311,000 | +19.9% | 214,800 | -8.3% | 0.40% | +42.1% |
| CHK | New | CHESAPEAKE ENERGY CORPput | $2,290,000 | – | 532,600 | +100.0% | 0.39% | – |
| SPR | Buy | SPIRIT AEROSYSTEMS HLDGS INC | $2,246,000 | +335.3% | 28,900 | +224.7% | 0.38% | +418.9% |
| GME | Buy | GAMESTOP CORP NEWcl a | $2,134,000 | +16.3% | 103,300 | +21.7% | 0.36% | +37.7% |
| FIVE | Sell | FIVE BELOW INC | $2,020,000 | -1.9% | 36,800 | -11.8% | 0.34% | +16.2% |
| TLRDQ | Buy | TAILORED BRANDS INC | $1,998,000 | +929.9% | 138,400 | +695.4% | 0.34% | +1117.9% |
| UAL | Buy | UNITED CONTL HLDGS INC | $1,948,000 | +161.5% | 32,000 | +223.2% | 0.33% | +208.3% |
| AMAT | Buy | APPLIED MATLS INC | $1,948,000 | +376.3% | 37,400 | +277.8% | 0.33% | +464.4% |
| VLO | Sell | VALERO ENERGY CORP NEW | $1,839,000 | -1.9% | 23,900 | -14.0% | 0.31% | +15.9% |
| DISH | New | DISH NETWORK CORPcl a | $1,777,000 | – | 32,761 | +100.0% | 0.30% | – |
| PFSI | New | PENNYMAC FINL SVCS INCcl a | $1,768,000 | – | 99,300 | +100.0% | 0.30% | – |
| FINL | New | FINISH LINE INCcl a | $1,746,000 | – | 145,100 | +100.0% | 0.30% | – |
| NTRI | Sell | NUTRI SYS INC NEW | $1,683,000 | -34.9% | 30,100 | -39.4% | 0.29% | -22.8% |
| LEA | New | LEAR CORP | $1,644,000 | – | 9,500 | +100.0% | 0.28% | – |
| SIG | New | SIGNET JEWELERS LIMITED | $1,637,000 | – | 24,600 | +100.0% | 0.28% | – |
| DECK | New | DECKERS OUTDOOR CORP | $1,560,000 | – | 22,800 | +100.0% | 0.27% | – |
| KBH | Buy | KB HOME | $1,558,000 | +385.4% | 64,600 | +382.1% | 0.27% | +478.3% |
| ADBE | New | ADOBE SYS INC | $1,551,000 | – | 10,400 | +100.0% | 0.26% | – |
| GPRO | Buy | GOPRO INCcl a | $1,546,000 | +108.6% | 140,400 | +53.9% | 0.26% | +146.7% |
| PBF | New | PBF ENERGY INCcl a | $1,538,000 | – | 55,700 | +100.0% | 0.26% | – |
| 3106PS | Buy | DELPHI AUTOMOTIVE PLC | $1,496,000 | +216.3% | 15,200 | +181.5% | 0.26% | +276.5% |
| VMW | Sell | VMWARE INC | $1,485,000 | +1.7% | 13,600 | -18.6% | 0.25% | +20.4% |
| KR | New | KROGER CO | $1,414,000 | – | 70,500 | +100.0% | 0.24% | – |
| LSTR | New | LANDSTAR SYS INC | $1,415,000 | – | 14,200 | +100.0% | 0.24% | – |
| SHAK | Sell | SHAKE SHACK INCcl a | $1,339,000 | -19.5% | 40,300 | -15.5% | 0.23% | -4.6% |
| GPS | Buy | GAP INC DEL | $1,320,000 | +328.6% | 44,700 | +219.3% | 0.23% | +413.6% |
| PSX | New | PHILLIPS 66 | $1,319,000 | – | 14,400 | +100.0% | 0.22% | – |
| RDSA | New | ROYAL DUTCH SHELL PLCspons adr a | $1,309,000 | – | 21,600 | +100.0% | 0.22% | – |
| HDB | New | HDFC BANK LTD | $1,282,000 | – | 13,300 | +100.0% | 0.22% | – |
| FCX | Buy | FREEPORT-MCMORAN INCcl b | $1,278,000 | +154.6% | 91,000 | +117.7% | 0.22% | +202.8% |
| XOM | New | EXXON MOBIL CORP | $1,271,000 | – | 15,500 | +100.0% | 0.22% | – |
| DATA | New | TABLEAU SOFTWARE INCcl a | $1,273,000 | – | 17,000 | +100.0% | 0.22% | – |
| DSW | Sell | DSW INCcl a | $1,227,000 | -5.5% | 57,100 | -22.2% | 0.21% | +12.3% |
| TJX | New | TJX COS INC NEW | $1,224,000 | – | 16,600 | +100.0% | 0.21% | – |
| SLCA | Buy | U S SILICA HLDGS INC | $1,215,000 | +232.0% | 39,100 | +279.6% | 0.21% | +292.5% |
| SQM | Sell | SOCIEDAD QUIMICA MINERA DE Cspon adr ser b | $1,197,000 | -12.4% | 21,500 | -48.1% | 0.20% | +4.1% |
| EPR | New | EPR PPTYS | $1,165,000 | – | 16,700 | +100.0% | 0.20% | – |
| RDSB | New | ROYAL DUTCH SHELL PLCspon adr b | $1,138,000 | – | 18,200 | +100.0% | 0.19% | – |
| FDS | New | FACTSET RESH SYS INC | $1,135,000 | – | 6,300 | +100.0% | 0.19% | – |
| BIG | New | BIG LOTS INC | $1,125,000 | – | 21,000 | +100.0% | 0.19% | – |
| PHG | New | KONINKLIJKE PHILIPS N Vny reg sh new | $1,108,000 | – | 26,900 | +100.0% | 0.19% | – |
| WBC | Buy | WABCO HLDGS INC | $1,095,000 | +90.8% | 7,400 | +64.4% | 0.19% | +125.3% |
| EMN | New | EASTMAN CHEM CO | $1,086,000 | – | 12,000 | +100.0% | 0.19% | – |
| UFPI | New | UNIVERSAL FST PRODS INC | $1,080,000 | – | 11,000 | +100.0% | 0.18% | – |
| ESNT | New | ESSENT GROUP LTD | $1,073,000 | – | 26,500 | +100.0% | 0.18% | – |
| ASH | New | ASHLAND GLOBAL HLDGS INC | $1,046,000 | – | 16,000 | +100.0% | 0.18% | – |
| LUK | New | LEUCADIA NATL CORP | $1,015,000 | – | 40,200 | +100.0% | 0.17% | – |
| NRG | Sell | NRG ENERGY INC | $991,000 | +34.6% | 38,720 | -9.4% | 0.17% | +59.4% |
| ERJ | New | EMBRAER S A | $952,000 | – | 42,100 | +100.0% | 0.16% | – |
| MNKKQ | New | MALLINCKRODT PUB LTD CO | $949,000 | – | 25,400 | +100.0% | 0.16% | – |
| FAF | New | FIRST AMERN FINL CORP | $944,000 | – | 18,900 | +100.0% | 0.16% | – |
| ESV | New | ENSCO PLC | $940,000 | – | 157,400 | +100.0% | 0.16% | – |
| WDC | New | WESTERN DIGITAL CORP | $933,000 | – | 10,800 | +100.0% | 0.16% | – |
| CLR | New | CONTINENTAL RESOURCES INC | $931,000 | – | 24,100 | +100.0% | 0.16% | – |
| COH | Buy | COACH INC | $930,000 | +201.9% | 23,100 | +255.4% | 0.16% | +261.4% |
| HOV | New | HOVNANIAN ENTERPRISES INCcl a | $933,000 | – | 483,467 | +100.0% | 0.16% | – |
| BCC | New | BOISE CASCADE CO DEL | $918,000 | – | 26,300 | +100.0% | 0.16% | – |
| ZGNX | New | ZOGENIX INC | $894,000 | – | 25,500 | +100.0% | 0.15% | – |
| QSR | Sell | RESTAURANT BRANDS INTL INC | $894,000 | -21.0% | 14,000 | -22.7% | 0.15% | -6.1% |
| ORCL | Sell | ORACLE CORP | $890,000 | -7.6% | 18,400 | -4.2% | 0.15% | +9.4% |
| ETSY | New | ETSY INC | $885,000 | – | 52,400 | +100.0% | 0.15% | – |
| WING | Buy | WINGSTOP INC | $878,000 | +105.6% | 26,400 | +91.0% | 0.15% | +141.9% |
| APH | New | AMPHENOL CORP NEWcl a | $872,000 | – | 10,300 | +100.0% | 0.15% | – |
| CELG | New | CELGENE CORP | $846,000 | – | 5,800 | +100.0% | 0.14% | – |
| POST | Buy | POST HLDGS INC | $847,000 | +78.7% | 9,600 | +57.4% | 0.14% | +113.2% |
| DKS | Sell | DICKS SPORTING GOODS INC | $851,000 | -58.4% | 31,500 | -38.7% | 0.14% | -50.8% |
| CARS | New | CARS COM INC | $849,000 | – | 31,900 | +100.0% | 0.14% | – |
| ACN | New | ACCENTURE PLC IRELAND | $851,000 | – | 6,300 | +100.0% | 0.14% | – |
| SCHN | Sell | SCHNITZER STL INDScl a | $842,000 | +6.4% | 29,900 | -4.8% | 0.14% | +26.3% |
| ON | New | ON SEMICONDUCTOR CORP | $837,000 | – | 45,300 | +100.0% | 0.14% | – |
| HSC | Buy | HARSCO CORP | $832,000 | +66.7% | 39,800 | +28.4% | 0.14% | +97.2% |
| CERN | New | CERNER CORP | $834,000 | – | 11,700 | +100.0% | 0.14% | – |
| GG | New | GOLDCORP INC NEW | $814,000 | – | 62,800 | +100.0% | 0.14% | – |
| HIMX | Buy | HIMAX TECHNOLOGIES INCsponsored adr | $803,000 | +119.4% | 73,500 | +64.8% | 0.14% | +158.5% |
| EXPD | Buy | EXPEDITORS INTL WASH INC | $796,000 | +18.5% | 13,300 | +11.8% | 0.14% | +40.2% |
| CRM | Buy | SALESFORCE COM INC | $794,000 | +19.0% | 8,500 | +10.4% | 0.14% | +41.7% |
| BWXT | New | BWX TECHNOLOGIES INC | $790,000 | – | 14,100 | +100.0% | 0.14% | – |
| JBHT | New | HUNT J B TRANS SVCS INC | $789,000 | – | 7,100 | +100.0% | 0.14% | – |
| LVS | New | LAS VEGAS SANDS CORP | $776,000 | – | 12,100 | +100.0% | 0.13% | – |
| ACLS | New | AXCELIS TECHNOLOGIES INC | $779,000 | – | 28,500 | +100.0% | 0.13% | – |
| SERV | New | SERVICEMASTER GLOBAL HLDGS I | $766,000 | – | 16,400 | +100.0% | 0.13% | – |
| TECD | Buy | TECH DATA CORP | $764,000 | -6.6% | 8,600 | +6.2% | 0.13% | +11.0% |
| AEO | Sell | AMERICAN EAGLE OUTFITTERS NE | $765,000 | -63.7% | 53,500 | -69.4% | 0.13% | -56.9% |
| PBRA | Buy | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $753,000 | +31.2% | 78,000 | +1.4% | 0.13% | +55.4% |
| MPC | Buy | MARATHON PETE CORP | $757,000 | +154.0% | 13,500 | +136.8% | 0.13% | +200.0% |
| MCO | New | MOODYS CORP | $752,000 | – | 5,400 | +100.0% | 0.13% | – |
| EIX | New | EDISON INTL | $749,000 | – | 9,700 | +100.0% | 0.13% | – |
| BB | Buy | BLACKBERRY LTD | $747,000 | +25.1% | 66,800 | +11.7% | 0.13% | +48.8% |
| BGGSQ | Buy | BRIGGS & STRATTON CORP | $743,000 | +210.9% | 31,600 | +219.2% | 0.13% | +273.5% |
| VOYA | New | VOYA FINL INC | $746,000 | – | 18,700 | +100.0% | 0.13% | – |
| KEY | New | KEYCORP NEW | $742,000 | – | 39,400 | +100.0% | 0.13% | – |
| LRCX | Sell | LAM RESEARCH CORP | $740,000 | +16.4% | 4,000 | -11.1% | 0.13% | +37.0% |
| VALEP | Sell | VALE S Aadr repstg pfd | $740,000 | -0.5% | 79,100 | -13.4% | 0.13% | +17.8% |
| CSRA | New | CSRA INC | $736,000 | – | 22,800 | +100.0% | 0.13% | – |
| CMI | New | CUMMINS INC | $723,000 | – | 4,300 | +100.0% | 0.12% | – |
| DDS | New | DILLARDS INCcl a | $706,000 | – | 12,600 | +100.0% | 0.12% | – |
| RJF | Buy | RAYMOND JAMES FINANCIAL INC | $708,000 | +66.6% | 8,400 | +58.5% | 0.12% | +98.4% |
| HURN | New | HURON CONSULTING GROUP INC | $703,000 | – | 20,500 | +100.0% | 0.12% | – |
| WUBA | New | 58 COM INCspon adr rep a | $688,000 | – | 10,900 | +100.0% | 0.12% | – |
| EVR | Buy | EVERCORE INCclass a | $690,000 | +196.1% | 8,600 | +160.6% | 0.12% | +247.1% |
| LEG | New | LEGGETT & PLATT INC | $683,000 | – | 14,300 | +100.0% | 0.12% | – |
| IPGP | Sell | IPG PHOTONICS CORP | $685,000 | +9.8% | 3,700 | -14.0% | 0.12% | +30.0% |
| GWW | New | GRAINGER W W INC | $683,000 | – | 3,800 | +100.0% | 0.12% | – |
| SEIC | Sell | SEI INVESTMENTS CO | $678,000 | -47.5% | 11,100 | -53.8% | 0.12% | -37.6% |
| AVP | New | AVON PRODS INC | $673,000 | – | 288,957 | +100.0% | 0.12% | – |
| YRCW | Buy | YRC WORLDWIDE INC | $673,000 | +475.2% | 48,800 | +364.8% | 0.12% | +576.5% |
| NFLX | Buy | NETFLIX INC | $671,000 | +24.7% | 3,700 | +2.8% | 0.12% | +47.4% |
| PBH | New | PRESTIGE BRANDS HLDGS INC | $676,000 | – | 13,500 | +100.0% | 0.12% | – |
| UIS | New | UNISYS CORP | $666,000 | – | 78,400 | +100.0% | 0.11% | – |
| CBD | Buy | COMPANHIA BRASILEIRA DE DISTspn adr pfd cl a | $667,000 | +143.4% | 28,200 | +101.4% | 0.11% | +185.0% |
| SM | Sell | SM ENERGY CO | $667,000 | -51.7% | 37,572 | -55.0% | 0.11% | -42.7% |
| CFG | New | CITIZENS FINL GROUP INC | $670,000 | – | 17,700 | +100.0% | 0.11% | – |
| ALEX | Buy | ALEXANDER & BALDWIN INC NEW | $663,000 | +139.4% | 14,300 | +113.4% | 0.11% | +182.5% |
| R | New | RYDER SYS INC | $659,000 | – | 7,800 | +100.0% | 0.11% | – |
| TRV | New | TRAVELERS COMPANIES INC | $662,000 | – | 5,400 | +100.0% | 0.11% | – |
| STOR | New | STORE CAP CORP | $662,000 | – | 26,600 | +100.0% | 0.11% | – |
| NVMI | Sell | NOVA MEASURING INSTRUMENTS L | $663,000 | -9.1% | 23,600 | -28.5% | 0.11% | +7.6% |
| PRAH | Sell | PRA HEALTH SCIENCES INC | $655,000 | -6.2% | 8,600 | -7.5% | 0.11% | +10.9% |
| WDAY | New | WORKDAY INCcl a | $653,000 | – | 6,200 | +100.0% | 0.11% | – |
| MCD | Sell | MCDONALDS CORP | $658,000 | -64.8% | 4,200 | -65.6% | 0.11% | -58.5% |
| MLCO | Sell | MELCO RESORT ENTERTAINMENT Ladr | $658,000 | -23.8% | 27,300 | -29.1% | 0.11% | -10.4% |
| NDSN | New | NORDSON CORP | $652,000 | – | 5,500 | +100.0% | 0.11% | – |
| RLGY | Buy | REALOGY HLDGS CORP | $639,000 | +149.6% | 19,400 | +145.6% | 0.11% | +194.6% |
| TCBI | Sell | TEXAS CAPITAL BANCSHARES INC | $635,000 | -27.4% | 7,400 | -34.5% | 0.11% | -14.3% |
| HBAN | Sell | HUNTINGTON BANCSHARES INC | $628,000 | -8.6% | 45,000 | -11.4% | 0.11% | +8.1% |
| SNX | Buy | SYNNEX CORP | $620,000 | +115.3% | 4,900 | +104.2% | 0.11% | +152.4% |
| SALT | Buy | SCORPIO BULKERS INC | $620,000 | +258.4% | 88,000 | +262.1% | 0.11% | +324.0% |
| GILD | Sell | GILEAD SCIENCES INC | $616,000 | -10.3% | 7,600 | -21.6% | 0.10% | +6.1% |
| BKH | New | BLACK HILLS CORP | $613,000 | – | 8,900 | +100.0% | 0.10% | – |
| THRM | New | GENTHERM INC | $617,000 | – | 16,600 | +100.0% | 0.10% | – |
| POR | New | PORTLAND GEN ELEC CO | $607,000 | – | 13,300 | +100.0% | 0.10% | – |
| AKS | Buy | AK STL HLDG CORP | $607,000 | +532.3% | 108,600 | +643.8% | 0.10% | +642.9% |
| AVGO | Sell | BROADCOM LTD | $606,000 | -35.0% | 2,500 | -37.5% | 0.10% | -22.4% |
| SHLM | Buy | SCHULMAN A INC | $604,000 | +19.4% | 17,700 | +12.0% | 0.10% | +41.1% |
| OZRK | New | BANK OF THE OZARKS | $605,000 | – | 12,600 | +100.0% | 0.10% | – |
| TWOU | New | 2U INC | $605,000 | – | 10,800 | +100.0% | 0.10% | – |
| NSC | Buy | NORFOLK SOUTHERN CORP | $595,000 | +171.7% | 4,500 | +150.0% | 0.10% | +218.8% |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $595,000 | – | 8,200 | +100.0% | 0.10% | – |
| CL | New | COLGATE PALMOLIVE CO | $597,000 | – | 8,200 | +100.0% | 0.10% | – |
| GRUB | Sell | GRUBHUB INC | $590,000 | +7.5% | 11,200 | -11.1% | 0.10% | +27.8% |
| STAR | New | ISTAR INC | $591,000 | – | 50,100 | +100.0% | 0.10% | – |
| WWW | New | WOLVERINE WORLD WIDE INC | $589,000 | – | 20,400 | +100.0% | 0.10% | – |
| CROX | Buy | CROCS INC | $589,000 | +73.2% | 60,700 | +37.6% | 0.10% | +106.1% |
| BXP | New | BOSTON PROPERTIES INC | $590,000 | – | 4,800 | +100.0% | 0.10% | – |
| LPX | Sell | LOUISIANA PAC CORP | $582,000 | +4.5% | 21,500 | -6.9% | 0.10% | +23.8% |
| BPI | Buy | BRIDGEPOINT ED INC | $581,000 | +117.6% | 60,500 | +234.3% | 0.10% | +153.8% |
| FB | New | FACEBOOK INCcl a | $581,000 | – | 3,400 | +100.0% | 0.10% | – |
| T | New | AT&T INC | $576,000 | – | 14,700 | +100.0% | 0.10% | – |
| BP | New | BP PLCsponsored adr | $576,000 | – | 15,000 | +100.0% | 0.10% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $573,000 | – | 16,900 | +100.0% | 0.10% | – |
| BDX | Buy | BECTON DICKINSON & CO | $568,000 | +32.4% | 2,900 | +31.8% | 0.10% | +56.5% |
| PRIM | Buy | PRIMORIS SVCS CORP | $565,000 | +31.1% | 19,200 | +11.0% | 0.10% | +56.5% |
| EPAC | New | ACTUANT CORPcl a new | $568,000 | – | 22,200 | +100.0% | 0.10% | – |
| MTB | New | M & T BK CORP | $564,000 | – | 3,500 | +100.0% | 0.10% | – |
| SNP | New | CHINA PETE & CHEM CORP | $561,000 | – | 7,400 | +100.0% | 0.10% | – |
| MOMO | New | MOMO INCadr | $564,000 | – | 18,000 | +100.0% | 0.10% | – |
| GOLD | New | BARRICK GOLD CORP | $563,000 | – | 35,000 | +100.0% | 0.10% | – |
| FMC | New | F M C CORP | $563,000 | – | 6,300 | +100.0% | 0.10% | – |
| DXCM | New | DEXCOM INC | $563,000 | – | 11,500 | +100.0% | 0.10% | – |
| ABMD | Buy | ABIOMED INC | $556,000 | +55.3% | 3,300 | +32.0% | 0.10% | +82.7% |
| PAYX | New | PAYCHEX INC | $552,000 | – | 9,200 | +100.0% | 0.09% | – |
| GM | New | GENERAL MTRS CO | $549,000 | – | 13,600 | +100.0% | 0.09% | – |
| EA | New | ELECTRONIC ARTS INC | $543,000 | – | 4,600 | +100.0% | 0.09% | – |
| CNC | Sell | CENTENE CORP DEL | $542,000 | -59.4% | 5,600 | -66.5% | 0.09% | -51.6% |
| TEO | New | TELECOM ARGENTINA S Aspon adr rep b | $537,000 | – | 17,400 | +100.0% | 0.09% | – |
| BHVN | New | BIOHAVEN PHARMACTL HLDG CO L | $538,000 | – | 14,400 | +100.0% | 0.09% | – |
| LPL | Buy | LG DISPLAY CO LTDspons adr rep | $537,000 | +89.1% | 40,000 | +126.0% | 0.09% | +124.4% |
| WST | New | WEST PHARMACEUTICAL SVSC INC | $539,000 | – | 5,600 | +100.0% | 0.09% | – |
| MC | New | MOELIS & COcl a | $530,000 | – | 12,300 | +100.0% | 0.09% | – |
| JILL | New | J JILL INC | $534,000 | – | 49,000 | +100.0% | 0.09% | – |
| DNKN | New | DUNKIN BRANDS GROUP INC | $531,000 | – | 10,000 | +100.0% | 0.09% | – |
| PBYI | New | PUMA BIOTECHNOLOGY INC | $527,000 | – | 4,400 | +100.0% | 0.09% | – |
| EPC | Sell | EDGEWELL PERS CARE CO | $524,000 | -42.2% | 7,200 | -39.6% | 0.09% | -31.3% |
| SGY | Sell | STONE ENERGY CORP | $526,000 | +48.2% | 18,100 | -6.2% | 0.09% | +76.5% |
| CMTL | Sell | COMTECH TELECOMMUNICATIONS C | $526,000 | +6.7% | 25,600 | -1.5% | 0.09% | +26.8% |
| WLTW | New | WILLIS TOWERS WATSON PUB LTD | $524,000 | – | 3,400 | +100.0% | 0.09% | – |
| MO | New | ALTRIA GROUP INC | $520,000 | – | 8,200 | +100.0% | 0.09% | – |
| GGG | Buy | GRACO INC | $519,000 | +25.1% | 4,200 | +10.5% | 0.09% | +48.3% |
| CRI | New | CARTER INC | $523,000 | – | 5,300 | +100.0% | 0.09% | – |
| CVX | New | CHEVRON CORP NEW | $517,000 | – | 4,400 | +100.0% | 0.09% | – |
| TXRH | Sell | TEXAS ROADHOUSE INC | $516,000 | -34.7% | 10,500 | -32.3% | 0.09% | -22.8% |
| OXM | Sell | OXFORD INDS INC | $515,000 | -41.9% | 8,100 | -43.0% | 0.09% | -31.2% |
| BAP | New | CREDICORP LTD | $513,000 | – | 2,500 | +100.0% | 0.09% | – |
| MKSI | New | MKS INSTRUMENT INC | $510,000 | – | 5,400 | +100.0% | 0.09% | – |
| TRU | New | TRANSUNION | $510,000 | – | 10,800 | +100.0% | 0.09% | – |
| NTAP | New | NETAPP INC | $512,000 | – | 11,700 | +100.0% | 0.09% | – |
| AU | Buy | ANGLOGOLD ASHANTI LTDsponsored adr | $508,000 | +179.1% | 54,700 | +192.5% | 0.09% | +234.6% |
| GOLF | New | ACUSHNET HOLDINGS CORP | $504,000 | – | 28,400 | +100.0% | 0.09% | – |
| WYNN | Sell | WYNN RESORTS LTD | $506,000 | -12.3% | 3,400 | -20.9% | 0.09% | +3.6% |
| CHSP | New | CHESAPEAKE LODGING TRsh ben int | $502,000 | – | 18,600 | +100.0% | 0.09% | – |
| DTE | Sell | DTE ENERGY CO | $505,000 | -13.2% | 4,700 | -14.5% | 0.09% | +2.4% |
| LE | New | LANDS END INC NEW | $494,000 | – | 37,400 | +100.0% | 0.08% | – |
| FMSA | Buy | FAIRMOUNT SANTROL HLDGS INC | $489,000 | +203.7% | 102,300 | +147.1% | 0.08% | +265.2% |
| TTD | New | THE TRADE DESK INC | $486,000 | – | 7,900 | +100.0% | 0.08% | – |
| NXST | New | NEXSTAR MEDIA GROUP INCcl a | $484,000 | – | 7,768 | +100.0% | 0.08% | – |
| AXL | Sell | AMERICAN AXLE & MFG HLDGS IN | $484,000 | -60.8% | 27,527 | -65.2% | 0.08% | -53.4% |
| NNN | New | NATIONAL RETAIL PPTYS INC | $487,000 | – | 11,700 | +100.0% | 0.08% | – |
| PAM | New | PAMPA ENERGIA S Aspons adr lvl i | $488,000 | – | 7,500 | +100.0% | 0.08% | – |
| WAGE | New | WAGEWORKS INC | $486,000 | – | 8,000 | +100.0% | 0.08% | – |
| TEX | Buy | TEREX CORP NEW | $486,000 | +96.0% | 10,800 | +63.6% | 0.08% | +130.6% |
| ICLR | Sell | ICON PLC | $478,000 | -67.0% | 4,200 | -71.6% | 0.08% | -60.8% |
| PEB | New | PEBBLEBROOK HOTEL TR | $481,000 | – | 13,300 | +100.0% | 0.08% | – |
| HIG | New | HARTFORD FINL SVCS GROUP INC | $482,000 | – | 8,700 | +100.0% | 0.08% | – |
| TSN | Sell | TYSON FOODS INCcl a | $472,000 | +0.4% | 6,700 | -10.7% | 0.08% | +19.1% |
| SHPG | New | SHIRE PLCsponsored adr | $475,000 | – | 3,100 | +100.0% | 0.08% | – |
| CWST | Buy | CASELLA WASTE SYS INCcl a | $474,000 | +153.5% | 25,200 | +121.1% | 0.08% | +200.0% |
| ZAGG | New | ZAGG INC | $473,000 | – | 30,000 | +100.0% | 0.08% | – |
| CCEP | New | COCA COLA EUROPEAN PARTNERS | $474,000 | – | 11,400 | +100.0% | 0.08% | – |
| SYNT | New | SYNTEL INC | $466,000 | – | 23,700 | +100.0% | 0.08% | – |
| UNH | Buy | UNITEDHEALTH GROUP INC | $470,000 | +15.2% | 2,400 | +9.1% | 0.08% | +35.6% |
| RES | Sell | RPC INC | $466,000 | +14.8% | 18,800 | -6.5% | 0.08% | +35.6% |
| HLS | New | HEALTHSOUTH CORP | $468,000 | – | 10,100 | +100.0% | 0.08% | – |
| KT | New | KT CORPsponsored adr | $465,000 | – | 33,500 | +100.0% | 0.08% | – |
| SP | Sell | SP PLUS CORP | $454,000 | +15.2% | 11,500 | -10.9% | 0.08% | +36.8% |
| NEM | New | NEWMONT MINING CORP | $454,000 | – | 12,100 | +100.0% | 0.08% | – |
| GNTX | New | GENTEX CORP | $455,000 | – | 23,000 | +100.0% | 0.08% | – |
| PIR | New | PIER 1 IMPORTS INC | $453,000 | – | 108,200 | +100.0% | 0.08% | – |
| HRB | Sell | BLOCK H & R INC | $450,000 | -82.6% | 17,000 | -79.6% | 0.08% | -79.3% |
| MXIM | New | MAXIM INTEGRATED PRODS INC | $448,000 | – | 9,400 | +100.0% | 0.08% | – |
| WLK | New | WESTLAKE CHEM CORP | $449,000 | – | 5,400 | +100.0% | 0.08% | – |
| OFC | Buy | CORPORATE OFFICE PPTYS TRsh ben int | $453,000 | +92.8% | 13,800 | +106.0% | 0.08% | +126.5% |
| NBL | New | NOBLE ENERGY INC | $451,000 | – | 15,900 | +100.0% | 0.08% | – |
| USFD | Sell | US FOODS HLDG CORP | $451,000 | -21.4% | 16,900 | -19.9% | 0.08% | -7.2% |
| IGT | New | INTERNATIONAL GAME TECHNOLOG | $452,000 | – | 18,400 | +100.0% | 0.08% | – |
| NDAQ | Sell | NASDAQ INC | $450,000 | -16.0% | 5,800 | -22.7% | 0.08% | 0.0% |
| CONN | New | CONNS INC | $445,000 | – | 15,800 | +100.0% | 0.08% | – |
| ATKR | New | ATKORE INTL GROUP INC | $443,000 | – | 22,700 | +100.0% | 0.08% | – |
| JD | New | JD COM INCspon adr cl a | $447,000 | – | 11,700 | +100.0% | 0.08% | – |
| TOL | Sell | TOLL BROTHERS INC | $444,000 | -10.1% | 10,700 | -14.4% | 0.08% | +7.0% |
| UNFI | Sell | UNITED NAT FOODS INC | $445,000 | -41.7% | 10,700 | -48.6% | 0.08% | -30.9% |
| AIT | New | APPLIED INDL TECHNOLOGIES IN | $441,000 | – | 6,700 | +100.0% | 0.08% | – |
| MAA | New | MID AMER APT CMNTYS INC | $438,000 | – | 4,100 | +100.0% | 0.08% | – |
| LVNTA | New | LIBERTY INTERACTIVE CORP | $437,000 | – | 7,600 | +100.0% | 0.08% | – |
| WEN | Buy | WENDYS CO | $439,000 | +105.1% | 28,300 | +105.1% | 0.08% | +141.9% |
| PBR | Sell | PETROLEO BRASILEIRO SA PETROsponsored adr | $441,000 | +3.3% | 43,900 | -17.9% | 0.08% | +21.0% |
| SON | New | SONOCO PRODS CO | $434,000 | – | 8,600 | +100.0% | 0.07% | – |
| LFUS | New | LITTELFUSE INC | $431,000 | – | 2,200 | +100.0% | 0.07% | – |
| TACO | Sell | DEL TACO RESTAURANTS INC | $430,000 | -27.2% | 28,000 | -34.9% | 0.07% | -14.1% |
| PARR | New | PAR PACIFIC HOLDINGS INC | $426,000 | – | 20,500 | +100.0% | 0.07% | – |
| ECA | New | ENCANA CORP | $426,000 | – | 36,200 | +100.0% | 0.07% | – |
| VAR | New | VARIAN MED SYS INC | $430,000 | – | 4,300 | +100.0% | 0.07% | – |
| NGHC | Buy | NATIONAL GEN HLDGS CORP | $430,000 | +65.4% | 22,500 | +82.9% | 0.07% | +92.1% |
| ARRS | Sell | ARRIS INTL INC | $427,000 | -62.8% | 15,000 | -63.4% | 0.07% | -56.0% |
| ZOES | Sell | ZOES KITCHEN INC | $428,000 | -21.0% | 33,900 | -25.5% | 0.07% | -6.4% |
| MBT | Sell | MOBILE TELESYSTEMS PJSCsponsored adr | $428,000 | -62.0% | 41,000 | -69.5% | 0.07% | -54.9% |
| CTLT | New | CATALENT INC | $419,000 | – | 10,500 | +100.0% | 0.07% | – |
| OSK | New | OSHKOSH CORP | $421,000 | – | 5,100 | +100.0% | 0.07% | – |
| OAKS | Buy | FIVE OAKS INVT CORP | $420,000 | +42.9% | 94,117 | +56.3% | 0.07% | +71.4% |
| AGCO | New | AGCO CORP | $420,000 | – | 5,700 | +100.0% | 0.07% | – |
| NWSA | Buy | NEWS CORP NEWcl a | $414,000 | +174.2% | 31,229 | +183.9% | 0.07% | +222.7% |
| SINA | New | SINA CORPord | $413,000 | – | 3,600 | +100.0% | 0.07% | – |
| SSNC | New | SS&C TECHNOLOGIES HLDGS INC | $418,000 | – | 10,400 | +100.0% | 0.07% | – |
| PYPL | New | PAYPAL HLDGS INC | $410,000 | – | 6,400 | +100.0% | 0.07% | – |
| COP | New | CONOCOPHILLIPS | $410,000 | – | 8,200 | +100.0% | 0.07% | – |
| BPOP | Sell | POPULAR INC | $410,000 | -29.8% | 11,400 | -18.6% | 0.07% | -16.7% |
| MITL | Sell | MITEL NETWORKS CORP | $406,000 | -45.5% | 48,400 | -52.2% | 0.07% | -36.1% |
| PNR | New | PENTAIR PLC | $401,000 | – | 5,900 | +100.0% | 0.07% | – |
| CGIPQ | New | CELADON GROUP INC | $405,000 | – | 60,000 | +100.0% | 0.07% | – |
| PAY | New | VERIFONE SYS INC | $406,000 | – | 20,000 | +100.0% | 0.07% | – |
| IPG | New | INTERPUBLIC GROUP COS INC | $397,000 | – | 19,100 | +100.0% | 0.07% | – |
| BIDU | New | BAIDU INCspon adr rep a | $396,000 | – | 1,600 | +100.0% | 0.07% | – |
| MTCH | Sell | MATCH GROUP INC | $397,000 | -5.7% | 17,100 | -29.3% | 0.07% | +11.5% |
| AMT | New | AMERICAN TOWER CORP NEW | $396,000 | – | 2,900 | +100.0% | 0.07% | – |
| MMI | New | MARCUS & MILLICHAP INC | $399,000 | – | 14,800 | +100.0% | 0.07% | – |
| BLD | New | TOPBUILD CORP | $398,000 | – | 6,100 | +100.0% | 0.07% | – |
| COWN | New | COWEN INCcl a new | $392,000 | – | 22,000 | +100.0% | 0.07% | – |
| ACM | New | AECOM | $390,000 | – | 10,600 | +100.0% | 0.07% | – |
| PENN | New | PENN NATL GAMING INC | $391,000 | – | 16,700 | +100.0% | 0.07% | – |
| CENTA | New | CENTRAL GARDEN & PET COcl a non-vtg | $394,000 | – | 10,600 | +100.0% | 0.07% | – |
| HUM | Sell | HUMANA INC | $390,000 | -73.0% | 1,600 | -73.3% | 0.07% | -67.8% |
| EZPW | Buy | EZCORP INCcl a non vtg | $390,000 | +54.2% | 41,100 | +25.3% | 0.07% | +81.1% |
| INTU | Sell | INTUIT | $384,000 | -43.3% | 2,700 | -47.1% | 0.07% | -32.7% |
| LYB | Sell | LYONDELLBASELL INDUSTRIES N | $386,000 | -63.4% | 3,900 | -68.8% | 0.07% | -56.6% |
| RYAM | New | RAYONIER ADVANCED MATLS INC | $385,000 | – | 28,100 | +100.0% | 0.07% | – |
| IRT | Sell | INDEPENDENCE RLTY TR INC | $385,000 | -20.3% | 37,900 | -22.5% | 0.07% | -5.7% |
| ESND | Sell | ESSENDANT INC | $389,000 | -29.3% | 29,500 | -20.5% | 0.07% | -16.5% |
| SODA | Buy | SODASTREAM INTERNATIONAL LTD | $385,000 | +89.7% | 5,800 | +52.6% | 0.07% | +127.6% |
| MUR | Sell | MURPHY OIL CORP | $385,000 | -31.7% | 14,500 | -34.1% | 0.07% | -18.5% |
| NLNK | New | NEWLINK GENETICS CORP | $383,000 | – | 37,600 | +100.0% | 0.06% | – |
| EVHC | New | ENVISION HEALTHCARE CORP | $382,000 | – | 8,500 | +100.0% | 0.06% | – |
| DB | New | DEUTSCHE BANK AGnamen akt | $380,000 | – | 22,000 | +100.0% | 0.06% | – |
| ETFC | New | E TRADE FINANCIAL CORP | $379,000 | – | 8,700 | +100.0% | 0.06% | – |
| MUFG | Buy | MITSUBISHI UFJ FINL GROUP INsponsored adr | $381,000 | +78.0% | 59,100 | +86.4% | 0.06% | +109.7% |
| MNST | New | MONSTER BEVERAGE CORP NEW | $376,000 | – | 6,800 | +100.0% | 0.06% | – |
| MDCA | New | MDC PARTNERS INCcl a sub vtg | $372,000 | – | 33,800 | +100.0% | 0.06% | – |
| NR | New | NEWPARK RES INC | $372,000 | – | 37,200 | +100.0% | 0.06% | – |
| HAE | New | HAEMONETICS CORP | $372,000 | – | 8,300 | +100.0% | 0.06% | – |
| CENT | New | CENTRAL GARDEN & PET CO | $369,000 | – | 9,500 | +100.0% | 0.06% | – |
| LL | New | LUMBER LIQUIDATORS HLDGS INC | $370,000 | – | 9,500 | +100.0% | 0.06% | – |
| EVRI | Sell | EVERI HLDGS INC | $367,000 | -9.4% | 48,300 | -13.1% | 0.06% | +8.6% |
| TYL | New | TYLER TECHNOLOGIES INC | $366,000 | – | 2,100 | +100.0% | 0.06% | – |
| CMA | Sell | COMERICA INC | $366,000 | -75.1% | 4,800 | -76.1% | 0.06% | -70.3% |
| RHT | Sell | RED HAT INC | $366,000 | -38.4% | 3,300 | -46.8% | 0.06% | -26.7% |
| CNX | Buy | CONSOL ENERGY INC | $366,000 | +61.9% | 21,600 | +43.0% | 0.06% | +90.9% |
| VERI | New | VERITONE INC | $368,000 | – | 8,100 | +100.0% | 0.06% | – |
| RGC | New | REGAL ENTMT GROUPcl a | $368,000 | – | 23,000 | +100.0% | 0.06% | – |
| YUM | New | YUM BRANDS INC | $361,000 | – | 4,900 | +100.0% | 0.06% | – |
| ITG | New | INVESTMENT TECHNOLOGY GRP NE | $361,000 | – | 16,300 | +100.0% | 0.06% | – |
| KEYW | Buy | KEYW HLDG CORP | $365,000 | +103.9% | 48,011 | +151.4% | 0.06% | +138.5% |
| SNPS | New | SYNOPSYS INC | $362,000 | – | 4,500 | +100.0% | 0.06% | – |
| SMG | New | SCOTTS MIRACLE GRO COcl a | $360,000 | – | 3,700 | +100.0% | 0.06% | – |
| M | Sell | MACYS INC | $362,000 | -23.9% | 16,600 | -19.0% | 0.06% | -10.1% |
| HIIQ | New | HEALTH INS INNOVATIONS INC | $363,000 | – | 25,000 | +100.0% | 0.06% | – |
| COST | Sell | COSTCO WHSL CORP NEW | $361,000 | -63.0% | 2,200 | -63.9% | 0.06% | -56.0% |
| EBAY | New | EBAY INC | $365,000 | – | 9,500 | +100.0% | 0.06% | – |
| TX | Sell | TERNIUM SAspon adr | $356,000 | -8.7% | 11,500 | -17.3% | 0.06% | +8.9% |
| IMH | New | IMPAC MTG HLDGS INC | $359,000 | – | 27,500 | +100.0% | 0.06% | – |
| ATEN | Buy | A10 NETWORKS INC | $355,000 | +317.6% | 47,000 | +365.3% | 0.06% | +408.3% |
| CPRT | New | COPART INC | $357,000 | – | 10,400 | +100.0% | 0.06% | – |
| KBR | New | KBR INC | $349,000 | – | 19,500 | +100.0% | 0.06% | – |
| CHL | New | CHINA MOBILE LIMITEDsponsored adr | $354,000 | – | 7,000 | +100.0% | 0.06% | – |
| RTEC | Sell | RUDOLPH TECHNOLOGIES INC | $350,000 | -42.8% | 13,300 | -50.4% | 0.06% | -31.8% |
| ENVA | Sell | ENOVA INTL INC | $343,000 | -25.4% | 25,500 | -17.7% | 0.06% | -10.6% |
| PAH | New | PLATFORM SPECIALTY PRODS COR | $345,000 | – | 30,900 | +100.0% | 0.06% | – |
| NWS | Buy | NEWS CORP NEWcl b | $347,000 | +23.0% | 25,400 | +27.6% | 0.06% | +43.9% |
| SAFM | New | SANDERSON FARMS INC | $339,000 | – | 2,100 | +100.0% | 0.06% | – |
| CF | New | CF INDS HLDGS INC | $338,000 | – | 9,600 | +100.0% | 0.06% | – |
| FFIV | Sell | F5 NETWORKS INC | $338,000 | -46.8% | 2,800 | -44.0% | 0.06% | -37.0% |
| SFS | New | SMART & FINAL STORES INC | $339,000 | – | 43,200 | +100.0% | 0.06% | – |
| DLTR | New | DOLLAR TREE INC | $339,000 | – | 3,900 | +100.0% | 0.06% | – |
| CUK | New | CARNIVAL PLCadr | $342,000 | – | 5,300 | +100.0% | 0.06% | – |
| COG | Sell | CABOT OIL & GAS CORP | $340,000 | -83.3% | 12,700 | -84.3% | 0.06% | -80.3% |
| PSB | New | PS BUSINESS PKS INC CALIF | $334,000 | – | 2,500 | +100.0% | 0.06% | – |
| CLB | Sell | CORE LABORATORIES N V | $336,000 | -24.7% | 3,400 | -22.7% | 0.06% | -10.9% |
| JKHY | New | HENRY JACK & ASSOC INC | $329,000 | – | 3,200 | +100.0% | 0.06% | – |
| CHUBA | New | COMMERCEHUB INC | $325,000 | – | 14,400 | +100.0% | 0.06% | – |
| BA | New | BOEING CO | $330,000 | – | 1,300 | +100.0% | 0.06% | – |
| LXP | New | LEXINGTON REALTY TRUST | $329,000 | – | 32,166 | +100.0% | 0.06% | – |
| FCEA | Sell | FOREST CITY RLTY TR INC | $329,000 | -55.5% | 12,900 | -57.8% | 0.06% | -47.7% |
| TEVA | New | TEVA PHARMACEUTICAL INDS LTDsponsored adr | $327,000 | – | 18,600 | +100.0% | 0.06% | – |
| ATH | Sell | ATHENE HLDG LTDcl a | $328,000 | +0.3% | 6,100 | -7.6% | 0.06% | +19.1% |
| FRAC | New | KEANE GROUP INC | $325,000 | – | 19,500 | +100.0% | 0.06% | – |
| USNA | New | USANA HEALTH SCIENCES INC | $329,000 | – | 5,700 | +100.0% | 0.06% | – |
| CYRX | New | CRYOPORT INC | $324,000 | – | 32,900 | +100.0% | 0.06% | – |
| HA | Buy | HAWAIIAN HOLDINGS INC | $323,000 | +12.9% | 8,600 | +41.0% | 0.06% | +34.1% |
| AZPN | New | ASPEN TECHNOLOGY INC | $320,000 | – | 5,100 | +100.0% | 0.06% | – |
| FLO | Buy | FLOWERS FOODS INC | $322,000 | +10.7% | 17,100 | +1.8% | 0.06% | +31.0% |
| CCRN | Buy | CROSS CTRY HEALTHCARE INC | $319,000 | +25.6% | 22,400 | +13.7% | 0.05% | +45.9% |
| LMNX | New | LUMINEX CORP DEL | $317,000 | – | 15,600 | +100.0% | 0.05% | – |
| RPAI | New | RETAIL PPTYS AMER INCcl a | $315,000 | – | 24,000 | +100.0% | 0.05% | – |
| EOG | Sell | EOG RES INC | $319,000 | -29.6% | 3,300 | -34.0% | 0.05% | -16.9% |
| ESRX | New | EXPRESS SCRIPTS HLDG CO | $317,000 | – | 5,000 | +100.0% | 0.05% | – |
| COR | New | CORESITE RLTY CORP | $313,000 | – | 2,800 | +100.0% | 0.05% | – |
| ATVI | Sell | ACTIVISION BLIZZARD INC | $310,000 | -60.4% | 4,800 | -64.7% | 0.05% | -53.1% |
| MHLD | Buy | MAIDEN HOLDINGS LTD | $313,000 | -16.5% | 39,400 | +16.6% | 0.05% | -1.9% |
| HCCI | New | HERITAGE CRYSTAL CLEAN INC | $311,000 | – | 14,300 | +100.0% | 0.05% | – |
| CHUBK | Buy | COMMERCEHUB INC | $312,000 | +25.8% | 14,600 | +2.8% | 0.05% | +47.2% |
| ATI | New | ALLEGHENY TECHNOLOGIES INC | $304,000 | – | 12,700 | +100.0% | 0.05% | – |
| PLUS | New | EPLUS INC | $305,000 | – | 3,300 | +100.0% | 0.05% | – |
| SYMC | New | SYMANTEC CORP | $302,000 | – | 9,200 | +100.0% | 0.05% | – |
| SHO | New | SUNSTONE HOTEL INVS INC NEW | $302,000 | – | 18,800 | +100.0% | 0.05% | – |
| ANDE | New | ANDERSONS INC | $305,000 | – | 8,900 | +100.0% | 0.05% | – |
| INSM | New | INSMED INC | $300,000 | – | 9,600 | +100.0% | 0.05% | – |
| TEL | New | TE CONNECTIVITY LTD | $299,000 | – | 3,600 | +100.0% | 0.05% | – |
| JOUT | New | JOHNSON OUTDOORS INCcl a | $300,000 | – | 4,100 | +100.0% | 0.05% | – |
| FWONK | New | LIBERTY MEDIA CORP DELAWARE | $301,000 | – | 7,900 | +100.0% | 0.05% | – |
| BOFI | New | BOFI HLDG INC | $296,000 | – | 10,400 | +100.0% | 0.05% | – |
| GNRC | New | GENERAC HLDGS INC | $299,000 | – | 6,500 | +100.0% | 0.05% | – |
| LXRX | New | LEXICON PHARMACEUTICALS INC | $296,000 | – | 24,100 | +100.0% | 0.05% | – |
| JOE | New | ST JOE CO | $296,000 | – | 15,700 | +100.0% | 0.05% | – |
| VALE | New | VALE S Aadr | $298,000 | – | 29,600 | +100.0% | 0.05% | – |
| SYX | New | SYSTEMAX INC | $293,000 | – | 11,100 | +100.0% | 0.05% | – |
| HAL | Sell | HALLIBURTON CO | $290,000 | -67.0% | 6,300 | -69.4% | 0.05% | -60.6% |
| GATX | New | GATX CORP | $295,000 | – | 4,800 | +100.0% | 0.05% | – |
| ARCB | New | ARCBEST CORP | $291,000 | – | 8,700 | +100.0% | 0.05% | – |
| DYN | New | DYNEGY INC NEW DEL | $291,000 | – | 29,700 | +100.0% | 0.05% | – |
| DRE | New | DUKE REALTY CORP | $291,000 | – | 10,100 | +100.0% | 0.05% | – |
| PDM | New | PIEDMONT OFFICE REALTY TR IN | $294,000 | – | 14,600 | +100.0% | 0.05% | – |
| HTLD | New | HEARTLAND EXPRESS INC | $293,000 | – | 11,700 | +100.0% | 0.05% | – |
| PG | New | PROCTER AND GAMBLE CO | $291,000 | – | 3,200 | +100.0% | 0.05% | – |
| CS | New | CREDIT SUISSE GROUPsponsored adr | $291,000 | – | 18,400 | +100.0% | 0.05% | – |
| THS | Sell | TREEHOUSE FOODS INC | $291,000 | -44.4% | 4,300 | -32.8% | 0.05% | -33.3% |
| BANC | New | BANC OF CALIFORNIA INC | $295,000 | – | 14,200 | +100.0% | 0.05% | – |
| TIER | New | TIER REIT INC | $293,000 | – | 15,200 | +100.0% | 0.05% | – |
| CIEN | New | CIENA CORP | $294,000 | – | 13,400 | +100.0% | 0.05% | – |
| BR | Buy | BROADRIDGE FINL SOLUTIONS IN | $291,000 | +37.3% | 3,600 | +28.6% | 0.05% | +61.3% |
| TGT | New | TARGET CORP | $295,000 | – | 5,000 | +100.0% | 0.05% | – |
| PEG | Sell | PUBLIC SVC ENTERPRISE GROUP | $287,000 | -67.5% | 6,200 | -69.8% | 0.05% | -61.4% |
| SWKS | New | SKYWORKS SOLUTIONS INC | $285,000 | – | 2,800 | +100.0% | 0.05% | – |
| VRTX | Sell | VERTEX PHARMACEUTICALS INC | $289,000 | -62.0% | 1,900 | -67.8% | 0.05% | -55.5% |
| MMS | New | MAXIMUS INC | $284,000 | – | 4,400 | +100.0% | 0.05% | – |
| HP | New | HELMERICH & PAYNE INC | $287,000 | – | 5,500 | +100.0% | 0.05% | – |
| MBI | New | MBIA INC | $289,000 | – | 33,200 | +100.0% | 0.05% | – |
| UCTT | Sell | ULTRA CLEAN HLDGS INC | $282,000 | -29.7% | 9,200 | -57.0% | 0.05% | -17.2% |
| ZBRA | New | ZEBRA TECHNOLOGIES CORPcl a | $282,000 | – | 2,600 | +100.0% | 0.05% | – |
| CMPR | New | CIMPRESS N V | $283,000 | – | 2,900 | +100.0% | 0.05% | – |
| INCY | New | INCYTE CORP | $280,000 | – | 2,400 | +100.0% | 0.05% | – |
| PNM | New | PNM RES INC | $282,000 | – | 7,000 | +100.0% | 0.05% | – |
| TKC | New | TURKCELL ILETISIM HIZMETLERIspon adr new | $280,000 | – | 31,700 | +100.0% | 0.05% | – |
| WPG | New | WASHINGTON PRIME GROUP NEW | $282,000 | – | 33,800 | +100.0% | 0.05% | – |
| RLJ | New | RLJ LODGING TR | $277,000 | – | 12,600 | +100.0% | 0.05% | – |
| HLT | Sell | HILTON WORLDWIDE HLDGS INC | $278,000 | -61.9% | 4,000 | -66.1% | 0.05% | -55.2% |
| OKTA | New | OKTA INCcl a | $276,000 | – | 9,800 | +100.0% | 0.05% | – |
| LKQ | New | LKQ CORP | $274,000 | – | 7,600 | +100.0% | 0.05% | – |
| VSH | Sell | VISHAY INTERTECHNOLOGY INC | $276,000 | -30.1% | 14,700 | -38.2% | 0.05% | -17.5% |
| FTV | New | FORTIVE CORP | $276,000 | – | 3,900 | +100.0% | 0.05% | – |
| RDN | New | RADIAN GROUP INC | $278,000 | – | 14,900 | +100.0% | 0.05% | – |
| GPC | New | GENUINE PARTS CO | $277,000 | – | 2,900 | +100.0% | 0.05% | – |
| ERII | New | ENERGY RECOVERY INC | $273,000 | – | 34,500 | +100.0% | 0.05% | – |
| TSCO | New | TRACTOR SUPPLY CO | $272,000 | – | 4,300 | +100.0% | 0.05% | – |
| NEWR | New | NEW RELIC INC | $269,000 | – | 5,400 | +100.0% | 0.05% | – |
| AEGN | New | AEGION CORP | $272,000 | – | 11,700 | +100.0% | 0.05% | – |
| CEO | New | CNOOC LTDsponsored adr | $272,000 | – | 2,100 | +100.0% | 0.05% | – |
| PUMP | New | PROPETRO HLDG CORP | $271,000 | – | 18,900 | +100.0% | 0.05% | – |
| PRGS | New | PROGRESS SOFTWARE CORP | $267,000 | – | 7,000 | +100.0% | 0.05% | – |
| EBIX | New | EBIX INC | $268,000 | – | 4,100 | +100.0% | 0.05% | – |
| CBS | New | CBS CORP NEWcl b | $267,000 | – | 4,600 | +100.0% | 0.05% | – |
| DNOW | New | NOW INC | $261,000 | – | 18,900 | +100.0% | 0.04% | – |
| SOI | New | SOLARIS OILFIELD INFRSTR INC | $261,000 | – | 15,000 | +100.0% | 0.04% | – |
| CUZ | New | COUSINS PPTYS INC | $262,000 | – | 28,000 | +100.0% | 0.04% | – |
| TRN | New | TRINITY INDS INC | $262,000 | – | 8,200 | +100.0% | 0.04% | – |
| ARR | New | ARMOUR RESIDENTIAL REIT INC | $266,000 | – | 9,900 | +100.0% | 0.04% | – |
| MRNS | New | MARINUS PHARMACEUTICALS INC | $265,000 | – | 45,100 | +100.0% | 0.04% | – |
| SBH | New | SALLY BEAUTY HLDGS INC | $262,000 | – | 13,400 | +100.0% | 0.04% | – |
| AVD | New | AMERICAN VANGUARD CORP | $263,000 | – | 11,500 | +100.0% | 0.04% | – |
| MWA | New | MUELLER WTR PRODS INC | $259,000 | – | 20,200 | +100.0% | 0.04% | – |
| DY | New | DYCOM INDS INC | $258,000 | – | 3,000 | +100.0% | 0.04% | – |
| CRMT | New | AMERICAS CAR MART INC | $255,000 | – | 6,200 | +100.0% | 0.04% | – |
| POOL | New | POOL CORPORATION | $260,000 | – | 2,400 | +100.0% | 0.04% | – |
| SEE | New | SEALED AIR CORP NEW | $256,000 | – | 6,000 | +100.0% | 0.04% | – |
| TUP | New | TUPPERWARE BRANDS CORP | $260,000 | – | 4,200 | +100.0% | 0.04% | – |
| ENTA | New | ENANTA PHARMACEUTICALS INC | $257,000 | – | 5,500 | +100.0% | 0.04% | – |
| CRS | New | CARPENTER TECHNOLOGY CORP | $259,000 | – | 5,400 | +100.0% | 0.04% | – |
| ASMB | New | ASSEMBLY BIOSCIENCES INC | $258,000 | – | 7,400 | +100.0% | 0.04% | – |
| PB | New | PROSPERITY BANCSHARES INC | $256,000 | – | 3,900 | +100.0% | 0.04% | – |
| DSKE | Buy | DASEKE INC | $254,000 | +18.7% | 19,500 | +1.6% | 0.04% | +38.7% |
| PUK | New | PRUDENTIAL PLCadr | $254,000 | – | 5,300 | +100.0% | 0.04% | – |
| BLL | New | BALL CORP | $252,000 | – | 6,100 | +100.0% | 0.04% | – |
| ATHM | New | AUTOHOME INCsp adr rp cl a | $252,000 | – | 4,200 | +100.0% | 0.04% | – |
| PPC | New | PILGRIMS PRIDE CORP NEW | $250,000 | – | 8,800 | +100.0% | 0.04% | – |
| MITK | Buy | MITEK SYS INC | $250,000 | +171.7% | 26,300 | +141.3% | 0.04% | +230.8% |
| EQR | Sell | EQUITY RESIDENTIALsh ben int | $251,000 | -70.7% | 3,800 | -70.8% | 0.04% | -65.3% |
| FNF | New | FIDELITY NATIONAL FINANCIAL | $252,000 | – | 5,300 | +100.0% | 0.04% | – |
| VEEV | Buy | VEEVA SYS INC | $248,000 | -6.1% | 4,400 | +2.3% | 0.04% | +10.5% |
| PCH | Sell | POTLATCH CORP NEW | $245,000 | -60.3% | 4,800 | -64.4% | 0.04% | -52.8% |
| AHH | New | ARMADA HOFFLER PPTYS INC | $246,000 | – | 17,800 | +100.0% | 0.04% | – |
| ACGL | New | ARCH CAP GROUP LTDord | $246,000 | – | 2,500 | +100.0% | 0.04% | – |
| PEP | New | PEPSICO INC | $245,000 | – | 2,200 | +100.0% | 0.04% | – |
| PAG | New | PENSKE AUTOMOTIVE GRP INC | $243,000 | – | 5,100 | +100.0% | 0.04% | – |
| BOX | Sell | BOX INCcl a | $247,000 | -27.6% | 12,800 | -31.6% | 0.04% | -14.3% |
| WLH | New | LYON WILLIAM HOMEScl a new | $246,000 | – | 10,700 | +100.0% | 0.04% | – |
| IRDM | New | IRIDIUM COMMUNICATIONS INC | $243,000 | – | 23,600 | +100.0% | 0.04% | – |
| MDGL | New | MADRIGAL PHARMACEUTICALS INC | $247,000 | – | 5,500 | +100.0% | 0.04% | – |
| DCOM | New | DIME CMNTY BANCSHARES | $247,000 | – | 11,500 | +100.0% | 0.04% | – |
| JAG | New | JAGGED PEAK ENERGY INC | $239,000 | – | 17,500 | +100.0% | 0.04% | – |
| RPXC | Sell | RPX CORP | $238,000 | -45.7% | 17,900 | -43.0% | 0.04% | -34.9% |
| AKBA | New | AKEBIA THERAPEUTICS INC | $238,000 | – | 12,100 | +100.0% | 0.04% | – |
| EEFT | New | EURONET WORLDWIDE INC | $237,000 | – | 2,500 | +100.0% | 0.04% | – |
| GTY | New | GETTY RLTY CORP NEW | $232,000 | – | 8,100 | +100.0% | 0.04% | – |
| MSGN | Buy | MSG NETWORK INCcl a | $233,000 | -1.3% | 11,000 | +4.8% | 0.04% | +17.6% |
| CBAY | Buy | CYMABAY THERAPEUTICS INC | $236,000 | +140.8% | 29,300 | +71.3% | 0.04% | +185.7% |
| BVN | New | COMPANIA DE MINAS BUENAVENTUsponsored adr | $235,000 | – | 18,400 | +100.0% | 0.04% | – |
| ZTO | New | ZTO EXPRESS CAYMAN INCsponsored adr | $232,000 | – | 16,500 | +100.0% | 0.04% | – |
| TRUE | New | TRUECAR INC | $227,000 | – | 14,400 | +100.0% | 0.04% | – |
| SO | New | SOUTHERN CO | $226,000 | – | 4,600 | +100.0% | 0.04% | – |
| AIN | New | ALBANY INTL CORPcl a | $230,000 | – | 4,000 | +100.0% | 0.04% | – |
| TOWR | New | TOWER INTL INC | $228,000 | – | 8,400 | +100.0% | 0.04% | – |
| SYRS | New | SYROS PHARMACEUTICALS INC | $227,000 | – | 15,400 | +100.0% | 0.04% | – |
| ROCK | New | GIBRALTAR INDS INC | $227,000 | – | 7,300 | +100.0% | 0.04% | – |
| BUD | New | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $227,000 | – | 1,900 | +100.0% | 0.04% | – |
| FNHC | New | FEDERATED NATL HLDG CO | $231,000 | – | 14,800 | +100.0% | 0.04% | – |
| APD | Sell | AIR PRODS & CHEMS INC | $227,000 | -33.8% | 1,500 | -37.5% | 0.04% | -20.4% |
| FOXF | New | FOX FACTORY HLDG CORP | $220,000 | – | 5,100 | +100.0% | 0.04% | – |
| STT | New | STATE STR CORP | $220,000 | – | 2,300 | +100.0% | 0.04% | – |
| SPPI | New | SPECTRUM PHARMACEUTICALS INC | $221,000 | – | 15,700 | +100.0% | 0.04% | – |
| CENX | New | CENTURY ALUM CO | $224,000 | – | 13,500 | +100.0% | 0.04% | – |
| KLAC | New | KLA-TENCOR CORP | $223,000 | – | 2,100 | +100.0% | 0.04% | – |
| OXY | New | OCCIDENTAL PETE CORP DEL | $225,000 | – | 3,500 | +100.0% | 0.04% | – |
| NVO | New | NOVO-NORDISK A Sadr | $221,000 | – | 4,600 | +100.0% | 0.04% | – |
| ESIO | New | ELECTRO SCIENTIFIC INDS | $221,000 | – | 15,900 | +100.0% | 0.04% | – |
| AJRD | New | AEROJET ROCKETDYNE HLDGS INC | $221,000 | – | 6,300 | +100.0% | 0.04% | – |
| AGX | New | ARGAN INC | $222,000 | – | 3,300 | +100.0% | 0.04% | – |
| XHR | New | XENIA HOTELS & RESORTS INC | $223,000 | – | 10,600 | +100.0% | 0.04% | – |
| FMX | New | FOMENTO ECONOMICO MEXICANO Sspon adr units | $220,000 | – | 2,300 | +100.0% | 0.04% | – |
| F | New | FORD MTR CO DEL | $223,000 | – | 18,600 | +100.0% | 0.04% | – |
| ENTG | New | ENTEGRIS INC | $219,000 | – | 7,600 | +100.0% | 0.04% | – |
| MGLN | New | MAGELLAN HEALTH INC | $216,000 | – | 2,500 | +100.0% | 0.04% | – |
| WY | Sell | WEYERHAEUSER CO | $214,000 | -56.9% | 6,300 | -57.4% | 0.04% | -48.6% |
| ALDR | New | ALDER BIOPHARMACEUTICALS INC | $217,000 | – | 17,700 | +100.0% | 0.04% | – |
| CY | New | CYPRESS SEMICONDUCTOR CORP | $215,000 | – | 14,300 | +100.0% | 0.04% | – |
| ABEV | Buy | AMBEV SAsponsored adr | $219,000 | +28.8% | 33,300 | +7.8% | 0.04% | +48.0% |
| MBUU | New | MALIBU BOATS INC | $212,000 | – | 6,700 | +100.0% | 0.04% | – |
| TBBK | New | BANCORP INC DEL | $210,000 | – | 25,400 | +100.0% | 0.04% | – |
| SHLOQ | New | SHILOH INDS INC | $208,000 | – | 20,000 | +100.0% | 0.04% | – |
| WLDN | Sell | WILLDAN GROUP INC | $211,000 | -2.8% | 6,500 | -8.5% | 0.04% | +16.1% |
| LECO | New | LINCOLN ELEC HLDGS INC | $211,000 | – | 2,300 | +100.0% | 0.04% | – |
| RUSHA | New | RUSH ENTERPRISES INCcl a | $208,000 | – | 4,500 | +100.0% | 0.04% | – |
| ITCI | New | INTRA CELLULAR THERAPIES INC | $211,000 | – | 13,400 | +100.0% | 0.04% | – |
| KURA | New | KURA ONCOLOGY INC | $212,000 | – | 14,200 | +100.0% | 0.04% | – |
| CDNS | New | CADENCE DESIGN SYSTEM INC | $209,000 | – | 5,300 | +100.0% | 0.04% | – |
| HELE | New | HELEN OF TROY CORP LTD | $213,000 | – | 2,200 | +100.0% | 0.04% | – |
| AGRO | New | ADECOAGRO S A | $213,000 | – | 19,700 | +100.0% | 0.04% | – |
| OLED | New | UNIVERSAL DISPLAY CORP | $206,000 | – | 1,600 | +100.0% | 0.04% | – |
| SBGI | Sell | SINCLAIR BROADCAST GROUP INCcl a | $202,000 | -39.9% | 6,300 | -38.2% | 0.04% | -27.1% |
| AEIS | Sell | ADVANCED ENERGY INDS | $202,000 | -25.7% | 2,500 | -40.5% | 0.04% | -10.3% |
| CUB | New | CUBIC CORP | $204,000 | – | 4,000 | +100.0% | 0.04% | – |
| CUTR | Sell | CUTERA INC | $203,000 | -55.7% | 4,900 | -72.3% | 0.04% | -47.0% |
| IVZ | Sell | INVESCO LTD | $207,000 | -87.8% | 5,900 | -87.7% | 0.04% | -85.7% |
| NOV | Sell | NATIONAL OILWELL VARCO INC | $204,000 | -81.9% | 5,700 | -83.3% | 0.04% | -78.5% |
| LNTH | New | LANTHEUS HLDGS INC | $206,000 | – | 11,600 | +100.0% | 0.04% | – |
| PTEN | Sell | PATTERSON UTI ENERGY INC | $207,000 | -53.4% | 9,900 | -55.0% | 0.04% | -45.3% |
| ALSN | New | ALLISON TRANSMISSION HLDGS I | $203,000 | – | 5,400 | +100.0% | 0.04% | – |
| NOMD | Sell | NOMAD FOODS LTD | $204,000 | -27.7% | 14,000 | -30.0% | 0.04% | -14.6% |
| MOD | New | MODINE MFG CO | $206,000 | – | 10,700 | +100.0% | 0.04% | – |
| MGNX | New | MACROGENICS INC | $205,000 | – | 11,100 | +100.0% | 0.04% | – |
| TEF | New | TELEFONICA S Asponsored adr | $197,000 | – | 18,300 | +100.0% | 0.03% | – |
| REGI | Sell | RENEWABLE ENERGY GROUP INC | $197,000 | -53.2% | 16,200 | -50.2% | 0.03% | -44.3% |
| ARCH | Sell | ARCH COAL INCcl a | $201,000 | -81.0% | 2,800 | -81.9% | 0.03% | -77.8% |
| SRCI | New | SRC ENERGY INC | $196,000 | – | 20,300 | +100.0% | 0.03% | – |
| NMIH | New | NMI HLDGS INCcl a | $193,000 | – | 15,600 | +100.0% | 0.03% | – |
| SBGL | New | SIBANYE STILLWATERsponsored adr | $193,000 | – | 43,200 | +100.0% | 0.03% | – |
| SGMO | Sell | SANGAMO THERAPEUTICS INC | $192,000 | -28.9% | 12,800 | -58.3% | 0.03% | -15.4% |
| NEBLQ | New | NOBLE CORP PLC | $190,000 | – | 41,400 | +100.0% | 0.03% | – |
| ADAP | New | ADAPTIMMUNE THERAPEUTICS PLCsponds adr | $180,000 | – | 22,000 | +100.0% | 0.03% | – |
| ATNX | New | ATHENEX INC | $182,000 | – | 10,400 | +100.0% | 0.03% | – |
| SXC | New | SUNCOKE ENERGY INC | $180,000 | – | 19,700 | +100.0% | 0.03% | – |
| ELP | Buy | COMPANHIA PARANAENSE ENERG Cspon adr pfd | $183,000 | +30.7% | 20,700 | +8.4% | 0.03% | +55.0% |
| SLM | Sell | SLM CORP | $182,000 | -32.3% | 15,900 | -32.1% | 0.03% | -20.5% |
| BSBR | Sell | BANCO SANTANDER BRASIL S Aads rep 1 unit | $174,000 | -18.3% | 19,900 | -29.7% | 0.03% | -3.2% |
| FSP | New | FRANKLIN STREET PPTYS CORP | $175,000 | – | 16,500 | +100.0% | 0.03% | – |
| INO | Buy | INOVIO PHARMACEUTICALS INC | $178,000 | +2.3% | 28,100 | +26.6% | 0.03% | +20.0% |
| CATO | New | CATO CORP NEWcl a | $173,000 | – | 13,100 | +100.0% | 0.03% | – |
| NVTA | New | INVITAE CORP | $172,000 | – | 18,400 | +100.0% | 0.03% | – |
| EVTC | New | EVERTEC INC | $170,000 | – | 10,700 | +100.0% | 0.03% | – |
| RRD | Sell | DONNELLEY R R & SONS CO | $172,000 | -73.7% | 16,700 | -68.0% | 0.03% | -69.5% |
| SMHI | New | SEACOR MARINE HLDGS INC | $169,000 | – | 10,800 | +100.0% | 0.03% | – |
| FTK | New | FLOTEK INDS INC DEL | $169,000 | – | 36,300 | +100.0% | 0.03% | – |
| ALDX | New | ALDEYRA THERAPEUTICS INC | $168,000 | – | 23,300 | +100.0% | 0.03% | – |
| NAVI | New | NAVIENT CORPORATION | $165,000 | – | 11,000 | +100.0% | 0.03% | – |
| HKRSQ | New | HALCON RES CORP | $166,000 | – | 24,400 | +100.0% | 0.03% | – |
| HDSN | Buy | HUDSON TECHNOLOGIES INC | $165,000 | +24.1% | 21,100 | +34.4% | 0.03% | +47.4% |
| BGCP | Sell | BGC PARTNERS INCcl a | $161,000 | -1.8% | 11,100 | -14.6% | 0.03% | +16.7% |
| CMRE | Buy | COSTAMARE INC | $156,000 | +47.2% | 25,300 | +74.5% | 0.03% | +80.0% |
| FBP | New | FIRST BANCORP P R | $156,000 | – | 30,500 | +100.0% | 0.03% | – |
| VSI | Sell | VITAMIN SHOPPE INC | $157,000 | -65.3% | 29,300 | -24.5% | 0.03% | -58.5% |
| SBLK | Buy | STAR BULK CARRIERS CORP | $155,000 | +23.0% | 16,000 | +25.0% | 0.03% | +44.4% |
| TLGT | New | TELIGENT INC NEW | $154,000 | – | 22,900 | +100.0% | 0.03% | – |
| RESI | New | ALTISOURCE RESIDENTIAL CORPcl b | $153,000 | – | 13,800 | +100.0% | 0.03% | – |
| AUOTY | Sell | AU OPTRONICS CORPsponsored adr | $154,000 | -44.6% | 38,000 | -37.7% | 0.03% | -35.0% |
| DX | New | DYNEX CAP INC | $147,000 | – | 20,200 | +100.0% | 0.02% | – |
| RXDX | New | IGNYTA INC | $149,000 | – | 12,100 | +100.0% | 0.02% | – |
| TTPH | New | TETRAPHASE PHARMACEUTICALS I | $141,000 | – | 20,600 | +100.0% | 0.02% | – |
| EC | New | ECOPETROL S Asponsored ads | $140,000 | – | 14,700 | +100.0% | 0.02% | – |
| VDSI | New | VASCO DATA SEC INTL INC | $140,000 | – | 11,600 | +100.0% | 0.02% | – |
| ANWWQ | New | AEGEAN MARINE PETROLEUM NETW | $143,000 | – | 28,800 | +100.0% | 0.02% | – |
| IBN | Sell | ICICI BK LTDadr | $135,000 | -27.4% | 15,800 | -23.7% | 0.02% | -14.8% |
| SBS | Sell | COMPANHIA DE SANEAMENTO BASIsponsored adr | $136,000 | -48.9% | 13,000 | -53.4% | 0.02% | -39.5% |
| HABT | Sell | HABIT RESTAURANTS INC | $133,000 | -78.8% | 10,200 | -74.2% | 0.02% | -74.4% |
| CBLAQ | New | CBL & ASSOC PPTYS INC | $127,000 | – | 15,100 | +100.0% | 0.02% | – |
| SNCR | New | SYNCHRONOSS TECHNOLOGIES INC | $123,000 | – | 13,200 | +100.0% | 0.02% | – |
| LC | New | LENDINGCLUB CORP | $124,000 | – | 20,300 | +100.0% | 0.02% | – |
| TOUR | New | TUNIU CORPsponsored ads cl | $124,000 | – | 15,900 | +100.0% | 0.02% | – |
| New | WEATHERFORD INTL LTDnote 5.875% 7/0 | $123,000 | – | 26,800 | +100.0% | 0.02% | – | |
| ICON | Sell | ICONIX BRAND GROUP INC | $123,000 | -66.1% | 21,600 | -58.9% | 0.02% | -59.6% |
| FTRCQ | New | FRONTIER COMMUNICATIONS CORP | $118,000 | – | 10,000 | +100.0% | 0.02% | – |
| VSTM | New | VERASTEM INC | $117,000 | – | 24,900 | +100.0% | 0.02% | – |
| OFG | New | OFG BANCORP | $116,000 | – | 12,700 | +100.0% | 0.02% | – |
| CHK | New | CHESAPEAKE ENERGY CORP | $119,000 | – | 27,654 | +100.0% | 0.02% | – |
| SMFG | New | SUMITOMO MITSUI FINL GROUP Isponsored adr | $119,000 | – | 15,400 | +100.0% | 0.02% | – |
| RUN | Sell | SUNRUN INC | $109,000 | -49.5% | 19,600 | -35.5% | 0.02% | -38.7% |
| SWN | Sell | SOUTHWESTERN ENERGY CO | $106,000 | -68.7% | 17,300 | -69.0% | 0.02% | -63.3% |
| AHT | New | ASHFORD HOSPITALITY TR INC | $105,000 | – | 15,800 | +100.0% | 0.02% | – |
| RBS | New | ROYAL BK SCOTLAND GROUP PLCspons adr 2 ord | $107,000 | – | 14,700 | +100.0% | 0.02% | – |
| IOVA | Sell | IOVANCE BIOTHERAPEUTICS INC | $107,000 | -53.9% | 13,800 | -56.3% | 0.02% | -45.5% |
| CYH | New | COMMUNITY HEALTH SYS INC NEW | $105,000 | – | 13,700 | +100.0% | 0.02% | – |
| NERV | Buy | MINERVA NEUROSCIENCES INC | $106,000 | +11.6% | 13,900 | +29.9% | 0.02% | +28.6% |
| VER | New | VEREIT INC | $99,000 | – | 11,900 | +100.0% | 0.02% | – |
| CX | Sell | CEMEX SAB DE CVspon adr new | $102,000 | -16.4% | 11,200 | -13.2% | 0.02% | -5.6% |
| GRAM | New | GRANA Y MONTERO S A Asponsored adr | $92,000 | – | 19,200 | +100.0% | 0.02% | – |
| ABR | Sell | ARBOR RLTY TR INC | $89,000 | -37.8% | 10,900 | -36.3% | 0.02% | -28.6% |
| NXEO | Sell | NEXEO SOLUTIONS INC | $82,000 | -46.8% | 11,200 | -39.8% | 0.01% | -36.4% |
| HSBC | New | HSBC HLDGS PLCput | $74,000 | – | 1,500 | +100.0% | 0.01% | – |
| ARAY | New | ACCURAY INC | $75,000 | – | 18,800 | +100.0% | 0.01% | – |
| SITOQ | New | SITO MOBILE LTD | $79,000 | – | 11,000 | +100.0% | 0.01% | – |
| PXLW | Sell | PIXELWORKS INC | $57,000 | -62.7% | 12,100 | -63.7% | 0.01% | -54.5% |
| AVID | Sell | AVID TECHNOLOGY INC | $46,000 | -14.8% | 10,100 | -1.0% | 0.01% | 0.0% |
| HIVE | New | AEROHIVE NETWORKS INC | $48,000 | – | 11,800 | +100.0% | 0.01% | – |
| SQNS | Exit | SEQUANS COMMUNICATIONS S Asponsored ads | $0 | – | -14,200 | -100.0% | -0.01% | – |
| ACHN | Exit | ACHILLION PHARMACEUTICALS IN | $0 | – | -10,000 | -100.0% | -0.01% | – |
| SIGM | Exit | SIGMA DESIGNS INC | $0 | – | -13,100 | -100.0% | -0.01% | – |
| BKS | Exit | BARNES & NOBLE INC | $0 | – | -12,600 | -100.0% | -0.01% | – |
| CNAT | Exit | CONATUS PHARMACEUTICALS INC | $0 | – | -17,400 | -100.0% | -0.01% | – |
| BBOX | Exit | BLACK BOX CORP DEL | $0 | – | -12,440 | -100.0% | -0.02% | – |
| ONDK | Exit | ON DECK CAP INC | $0 | – | -21,600 | -100.0% | -0.02% | – |
| SHOR | Exit | SHORETEL INC | $0 | – | -17,500 | -100.0% | -0.02% | – |
| CHS | Exit | CHICOS FAS INC | $0 | – | -11,200 | -100.0% | -0.02% | – |
| ARDX | Exit | ARDELYX INC | $0 | – | -21,600 | -100.0% | -0.02% | – |
| ARRY | Exit | ARRAY BIOPHARMA INC | $0 | – | -13,300 | -100.0% | -0.02% | – |
| ENZ | Exit | ENZO BIOCHEM INC | $0 | – | -10,900 | -100.0% | -0.02% | – |
| SSNI | Exit | SILVER SPRING NETWORKS INC | $0 | – | -11,100 | -100.0% | -0.02% | – |
| OASPQ | Exit | OASIS PETE INC NEW | $0 | – | -15,400 | -100.0% | -0.02% | – |
| ARCO | Exit | ARCOS DORADOS HOLDINGS INC | $0 | – | -16,700 | -100.0% | -0.02% | – |
| QEP | Exit | QEP RES INC | $0 | – | -12,100 | -100.0% | -0.02% | – |
| EIGI | Exit | ENDURANCE INTL GROUP HLDGS I | $0 | – | -15,600 | -100.0% | -0.02% | – |
| RPT | Exit | RAMCO-GERSHENSON PPTYS TR | $0 | – | -10,300 | -100.0% | -0.02% | – |
| WBAI | Exit | 500 COM LTDspon adr rep a | $0 | – | -11,800 | -100.0% | -0.02% | – |
| CEMP | Exit | CEMPRA INC | $0 | – | -30,381 | -100.0% | -0.02% | – |
| VIV | Exit | TELEFONICA BRASIL SAsponsored adr | $0 | – | -10,500 | -100.0% | -0.02% | – |
| GLYC | Exit | GLYCOMIMETICS INC | $0 | – | -12,700 | -100.0% | -0.02% | – |
| AHP | Exit | ASHFORD HOSPITALITY PRIME IN | $0 | – | -13,700 | -100.0% | -0.02% | – |
| MPO | Exit | MIDSTATES PETE CO INC | $0 | – | -11,900 | -100.0% | -0.02% | – |
| HRTG | Exit | HERITAGE INS HLDGS INC | $0 | – | -11,500 | -100.0% | -0.02% | – |
| STML | Exit | STEMLINE THERAPEUTICS INC | $0 | – | -17,400 | -100.0% | -0.02% | – |
| WAAS | Exit | AQUAVENTURE HLDGS LTD | $0 | – | -10,400 | -100.0% | -0.02% | – |
| MEET | Exit | MEET GROUP INC | $0 | – | -30,800 | -100.0% | -0.02% | – |
| AVDL | Exit | AVADEL PHARMACEUTICALS PLCsponsored adr | $0 | – | -15,300 | -100.0% | -0.02% | – |
| FBR | Exit | FIBRIA CELULOSE S A | $0 | – | -16,400 | -100.0% | -0.02% | – |
| CHGG | Exit | CHEGG INC | $0 | – | -13,700 | -100.0% | -0.02% | – |
| IVAC | Exit | INTEVAC INC | $0 | – | -14,700 | -100.0% | -0.02% | – |
| EXTR | Exit | EXTREME NETWORKS INC | $0 | – | -19,200 | -100.0% | -0.03% | – |
| INWK | Exit | INNERWORKINGS INC | $0 | – | -15,300 | -100.0% | -0.03% | – |
| CNHI | Exit | CNH INDL N V | $0 | – | -16,200 | -100.0% | -0.03% | – |
| EPZM | Exit | EPIZYME INC | $0 | – | -12,400 | -100.0% | -0.03% | – |
| RDC | Exit | ROWAN COMPANIES PLC | $0 | – | -18,100 | -100.0% | -0.03% | – |
| UMH | Exit | UMH PPTYS INC | $0 | – | -10,800 | -100.0% | -0.03% | – |
| NCS | Exit | NCI BUILDING SYS INC | $0 | – | -11,400 | -100.0% | -0.03% | – |
| ENIC | Exit | ENEL CHILE S Asponsored adr | $0 | – | -34,300 | -100.0% | -0.03% | – |
| SPNV | Exit | SUPERIOR ENERGY SVCS INC | $0 | – | -17,900 | -100.0% | -0.03% | – |
| MYE | Exit | MYERS INDS INC | $0 | – | -11,000 | -100.0% | -0.03% | – |
| FET | Exit | FORUM ENERGY TECHNOLOGIES IN | $0 | – | -12,400 | -100.0% | -0.03% | – |
| INVA | Exit | INNOVIVA INC | $0 | – | -15,300 | -100.0% | -0.03% | – |
| BCRX | Exit | BIOCRYST PHARMACEUTICALS | $0 | – | -34,600 | -100.0% | -0.03% | – |
| RYN | Exit | RAYONIER INC | $0 | – | -7,100 | -100.0% | -0.03% | – |
| CXW | Exit | CORECIVIC INC | $0 | – | -7,400 | -100.0% | -0.03% | – |
| MPWR | Exit | MONOLITHIC PWR SYS INC | $0 | – | -2,100 | -100.0% | -0.03% | – |
| JWA | Exit | WILEY JOHN & SONS INCcl a | $0 | – | -3,800 | -100.0% | -0.03% | – |
| LPNT | Exit | LIFEPOINT HEALTH INC | $0 | – | -3,000 | -100.0% | -0.03% | – |
| BMCH | Exit | BMC STK HLDGS INC | $0 | – | -9,200 | -100.0% | -0.03% | – |
| GOOS | Exit | CANADA GOOSE HOLDINGS INC | $0 | – | -10,000 | -100.0% | -0.03% | – |
| KALU | Exit | KAISER ALUMINUM CORP | $0 | – | -2,300 | -100.0% | -0.03% | – |
| OSIS | Exit | OSI SYSTEMS INC | $0 | – | -2,700 | -100.0% | -0.03% | – |
| OOMA | Exit | OOMA INC | $0 | – | -24,800 | -100.0% | -0.03% | – |
| FLOW | Exit | SPX FLOW INC | $0 | – | -5,500 | -100.0% | -0.03% | – |
| VVI | Exit | VIAD CORP | $0 | – | -4,300 | -100.0% | -0.03% | – |
| CRCQQ | Exit | CALIFORNIA RES CORP | $0 | – | -23,800 | -100.0% | -0.03% | – |
| NTB | Exit | BANK OF NT BUTTERFIELD&SON L | $0 | – | -5,900 | -100.0% | -0.03% | – |
| LZB | Exit | LA Z BOY INC | $0 | – | -6,200 | -100.0% | -0.03% | – |
| BLKB | Exit | BLACKBAUD INC | $0 | – | -2,400 | -100.0% | -0.03% | – |
| CZZ | Exit | COSAN LTD | $0 | – | -32,600 | -100.0% | -0.03% | – |
| RGNX | Exit | REGENXBIO INC | $0 | – | -10,500 | -100.0% | -0.03% | – |
| CBB | Exit | CINCINNATI BELL INC NEW | $0 | – | -10,700 | -100.0% | -0.03% | – |
| CNSL | Exit | CONSOLIDATED COMM HLDGS INC | $0 | – | -9,900 | -100.0% | -0.03% | – |
| MTGE | Exit | MTGE INVT CORP | $0 | – | -11,400 | -100.0% | -0.03% | – |
| STKL | Exit | SUNOPTA INC | $0 | – | -21,200 | -100.0% | -0.03% | – |
| NOW | Exit | SERVICENOW INC | $0 | – | -2,000 | -100.0% | -0.03% | – |
| AMC | Exit | AMC ENTMT HLDGS INC | $0 | – | -9,400 | -100.0% | -0.03% | – |
| ROL | Exit | ROLLINS INC | $0 | – | -5,200 | -100.0% | -0.03% | – |
| SSW | Exit | SEASPAN CORP | $0 | – | -31,100 | -100.0% | -0.03% | – |
| TREE | Exit | LENDINGTREE INC NEW | $0 | – | -1,300 | -100.0% | -0.03% | – |
| AMTD | Exit | TD AMERITRADE HLDG CORP | $0 | – | -5,200 | -100.0% | -0.03% | – |
| SRCL | Exit | STERICYCLE INC | $0 | – | -2,900 | -100.0% | -0.03% | – |
| EBS | Exit | EMERGENT BIOSOLUTIONS INC | $0 | – | -6,600 | -100.0% | -0.03% | – |
| OIS | Exit | OIL STS INTL INC | $0 | – | -8,400 | -100.0% | -0.03% | – |
| FIS | Exit | FIDELITY NATL INFORMATION SV | $0 | – | -2,700 | -100.0% | -0.03% | – |
| ESGC | Exit | EROS INTL PLC | $0 | – | -20,300 | -100.0% | -0.03% | – |
| INTL | Exit | INTL FCSTONE INC | $0 | – | -6,100 | -100.0% | -0.03% | – |
| CGNX | Exit | COGNEX CORP | $0 | – | -2,700 | -100.0% | -0.03% | – |
| IXYS | Exit | IXYS CORP | $0 | – | -14,000 | -100.0% | -0.03% | – |
| AMN | Exit | AMN HEALTHCARE SERVICES INC | $0 | – | -5,800 | -100.0% | -0.03% | – |
| GBNK | Exit | GUARANTY BANCORP DEL | $0 | – | -8,700 | -100.0% | -0.03% | – |
| MKC | Exit | MCCORMICK & CO INC | $0 | – | -2,400 | -100.0% | -0.03% | – |
| JRVR | Exit | JAMES RIV GROUP LTD | $0 | – | -6,000 | -100.0% | -0.03% | – |
| PLAY | Exit | DAVE & BUSTERS ENTMT INC | $0 | – | -3,600 | -100.0% | -0.03% | – |
| ATGE | Exit | ADTALEM GLOBAL ED INC | $0 | – | -6,200 | -100.0% | -0.03% | – |
| CKH | Exit | SEACOR HOLDINGS INC | $0 | – | -6,900 | -100.0% | -0.03% | – |
| JLL | Exit | JONES LANG LASALLE INC | $0 | – | -1,900 | -100.0% | -0.03% | – |
| BHE | Exit | BENCHMARK ELECTRS INC | $0 | – | -7,400 | -100.0% | -0.03% | – |
| CME | Exit | CME GROUP INC | $0 | – | -1,900 | -100.0% | -0.03% | – |
| BMA | Exit | BANCO MACRO SAspon adr b | $0 | – | -2,600 | -100.0% | -0.04% | – |
| MKTX | Exit | MARKETAXESS HLDGS INC | $0 | – | -1,200 | -100.0% | -0.04% | – |
| CUBI | Exit | CUSTOMERS BANCORP INC | $0 | – | -8,700 | -100.0% | -0.04% | – |
| LAMR | Exit | LAMAR ADVERTISING CO NEWcl a | $0 | – | -3,300 | -100.0% | -0.04% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -2,000 | -100.0% | -0.04% | – |
| GWRE | Exit | GUIDEWIRE SOFTWARE INC | $0 | – | -3,600 | -100.0% | -0.04% | – |
| TVTY | Exit | TIVITY HEALTH INC | $0 | – | -6,300 | -100.0% | -0.04% | – |
| STM | Exit | STMICROELECTRONICS N Vny registry | $0 | – | -17,500 | -100.0% | -0.04% | – |
| OUT | Exit | OUTFRONT MEDIA INC | $0 | – | -10,800 | -100.0% | -0.04% | – |
| WK | Exit | WORKIVA INC | $0 | – | -13,400 | -100.0% | -0.04% | – |
| IRET | Exit | INVESTORS REAL ESTATE TRsh ben int | $0 | – | -41,100 | -100.0% | -0.04% | – |
| IFF | Exit | INTERNATIONAL FLAVORS&FRAGRA | $0 | – | -1,900 | -100.0% | -0.04% | – |
| RSPP | Exit | RSP PERMIAN INC | $0 | – | -7,900 | -100.0% | -0.04% | – |
| TTMI | Exit | TTM TECHNOLOGIES INC | $0 | – | -14,700 | -100.0% | -0.04% | – |
| DPLO | Exit | DIPLOMAT PHARMACY INC | $0 | – | -17,100 | -100.0% | -0.04% | – |
| NTRS | Exit | NORTHERN TR CORP | $0 | – | -2,600 | -100.0% | -0.04% | – |
| QSII | Exit | QUALITY SYS INC | $0 | – | -15,000 | -100.0% | -0.04% | – |
| CVI | Exit | CVR ENERGY INC | $0 | – | -11,800 | -100.0% | -0.04% | – |
| QMCO | Exit | QUANTUM CORP | $0 | – | -32,700 | -100.0% | -0.04% | – |
| LOXO | Exit | LOXO ONCOLOGY INC | $0 | – | -3,300 | -100.0% | -0.04% | – |
| AKR | Exit | ACADIA RLTY TR | $0 | – | -9,400 | -100.0% | -0.04% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -3,000 | -100.0% | -0.04% | – |
| COUP | Exit | COUPA SOFTWARE INC | $0 | – | -9,000 | -100.0% | -0.04% | – |
| FNSR | Exit | FINISAR CORP | $0 | – | -10,200 | -100.0% | -0.04% | – |
| AEM | Exit | AGNICO EAGLE MINES LTD | $0 | – | -5,800 | -100.0% | -0.04% | – |
| HUBS | Exit | HUBSPOT INC | $0 | – | -4,100 | -100.0% | -0.04% | – |
| NCR | Exit | NCR CORP NEW | $0 | – | -6,600 | -100.0% | -0.04% | – |
| FN | Exit | FABRINET | $0 | – | -6,400 | -100.0% | -0.04% | – |
| L | Exit | LOEWS CORP | $0 | – | -5,800 | -100.0% | -0.04% | – |
| ICPT | Exit | INTERCEPT PHARMACEUTICALS IN | $0 | – | -2,300 | -100.0% | -0.04% | – |
| OCLR | Exit | OCLARO INC | $0 | – | -29,300 | -100.0% | -0.04% | – |
| FNGN | Exit | FINANCIAL ENGINES INC | $0 | – | -7,500 | -100.0% | -0.04% | – |
| MDSO | Exit | MEDIDATA SOLUTIONS INC | $0 | – | -3,500 | -100.0% | -0.04% | – |
| MRVL | Exit | MARVELL TECHNOLOGY GROUP LTDord | $0 | – | -16,700 | -100.0% | -0.04% | – |
| ACC | Exit | AMERICAN CAMPUS CMNTYS INC | $0 | – | -5,800 | -100.0% | -0.04% | – |
| FE | Exit | FIRSTENERGY CORP | $0 | – | -9,500 | -100.0% | -0.04% | – |
| GTLS | Exit | CHART INDS INC | $0 | – | -8,000 | -100.0% | -0.04% | – |
| XON | Exit | INTREXON CORP | $0 | – | -11,700 | -100.0% | -0.04% | – |
| J | Exit | JACOBS ENGR GROUP INC DEL | $0 | – | -5,200 | -100.0% | -0.04% | – |
| BUSE | Exit | FIRST BUSEY CORP | $0 | – | -9,700 | -100.0% | -0.04% | – |
| MET | Exit | METLIFE INC | $0 | – | -5,200 | -100.0% | -0.04% | – |
| UNF | Exit | UNIFIRST CORP MASS | $0 | – | -2,000 | -100.0% | -0.04% | – |
| MANT | Exit | MANTECH INTL CORPcl a | $0 | – | -6,900 | -100.0% | -0.04% | – |
| SCMP | Exit | SUCAMPO PHARMACEUTICALS INCcl a | $0 | – | -27,200 | -100.0% | -0.04% | – |
| Exit | OM ASSET MGMT PLC | $0 | – | -19,000 | -100.0% | -0.04% | – | |
| LPI | Exit | LAREDO PETROLEUM INC | $0 | – | -26,700 | -100.0% | -0.04% | – |
| CNS | Exit | COHEN & STEERS INC | $0 | – | -7,200 | -100.0% | -0.04% | – |
| AMP | Exit | AMERIPRISE FINL INC | $0 | – | -2,300 | -100.0% | -0.04% | – |
| CC | Exit | CHEMOURS CO | $0 | – | -7,700 | -100.0% | -0.04% | – |
| X | Exit | UNITED STATES STL CORP NEW | $0 | – | -13,110 | -100.0% | -0.04% | – |
| MSBI | Exit | MIDLAND STS BANCORP INC ILL | $0 | – | -8,700 | -100.0% | -0.04% | – |
| WD | Exit | WALKER & DUNLOP INC | $0 | – | -6,000 | -100.0% | -0.04% | – |
| APAM | Exit | ARTISAN PARTNERS ASSET MGMTcl a | $0 | – | -9,600 | -100.0% | -0.04% | – |
| CNDT | Exit | CONDUENT INC | $0 | – | -18,600 | -100.0% | -0.04% | – |
| INFO | Exit | IHS MARKIT LTD | $0 | – | -6,700 | -100.0% | -0.04% | – |
| AGO | Exit | ASSURED GUARANTY LTD | $0 | – | -7,200 | -100.0% | -0.04% | – |
| CPK | Exit | CHESAPEAKE UTILS CORP | $0 | – | -4,000 | -100.0% | -0.04% | – |
| BMY | Exit | BRISTOL MYERS SQUIBB CO | $0 | – | -5,300 | -100.0% | -0.04% | – |
| BANR | Exit | BANNER CORP | $0 | – | -5,300 | -100.0% | -0.04% | – |
| UGI | Exit | UGI CORP NEW | $0 | – | -6,100 | -100.0% | -0.04% | – |
| EQIX | Exit | EQUINIX INC | $0 | – | -700 | -100.0% | -0.04% | – |
| NNBR | Exit | NN INC | $0 | – | -11,000 | -100.0% | -0.04% | – |
| NTLA | Exit | INTELLIA THERAPEUTICS INC | $0 | – | -19,200 | -100.0% | -0.04% | – |
| HUBB | Exit | HUBBELL INC | $0 | – | -2,700 | -100.0% | -0.04% | – |
| CDE | Exit | COEUR MNG INC | $0 | – | -35,500 | -100.0% | -0.04% | – |
| AMWD | Exit | AMERICAN WOODMARK CORP | $0 | – | -3,200 | -100.0% | -0.04% | – |
| CHE | Exit | CHEMED CORP NEW | $0 | – | -1,500 | -100.0% | -0.04% | – |
| VIAB | Exit | VIACOM INC NEWcl b | $0 | – | -9,200 | -100.0% | -0.04% | – |
| ALJ | Exit | ALON USA ENERGY INC | $0 | – | -23,500 | -100.0% | -0.04% | – |
| BCOR | Exit | BLUCORA INC | $0 | – | -14,700 | -100.0% | -0.04% | – |
| ITRI | Exit | ITRON INC | $0 | – | -4,700 | -100.0% | -0.05% | – |
| MDU | Exit | MDU RES GROUP INC | $0 | – | -12,200 | -100.0% | -0.05% | – |
| KO | Exit | COCA COLA CO | $0 | – | -7,100 | -100.0% | -0.05% | – |
| VECO | Exit | VEECO INSTRS INC DEL | $0 | – | -11,400 | -100.0% | -0.05% | – |
| TAL | Exit | TAL ED GROUP | $0 | – | -2,600 | -100.0% | -0.05% | – |
| ZTS | Exit | ZOETIS INCcl a | $0 | – | -5,100 | -100.0% | -0.05% | – |
| WSFS | Exit | WSFS FINL CORP | $0 | – | -7,100 | -100.0% | -0.05% | – |
| MOS | Exit | MOSAIC CO NEW | $0 | – | -14,400 | -100.0% | -0.05% | – |
| SAP | Exit | SAP SEspon adr | $0 | – | -3,100 | -100.0% | -0.05% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -2,000 | -100.0% | -0.05% | – |
| GPI | Exit | GROUP 1 AUTOMOTIVE INC | $0 | – | -5,100 | -100.0% | -0.05% | – |
| EXP | Exit | EAGLE MATERIALS INC | $0 | – | -3,500 | -100.0% | -0.05% | – |
| TITN | Exit | TITAN MACHY INC | $0 | – | -18,200 | -100.0% | -0.05% | – |
| TTC | Exit | TORO CO | $0 | – | -4,700 | -100.0% | -0.05% | – |
| ORA | Exit | ORMAT TECHNOLOGIES INC | $0 | – | -5,700 | -100.0% | -0.05% | – |
| GXP | Exit | GREAT PLAINS ENERGY INC | $0 | – | -11,300 | -100.0% | -0.05% | – |
| LITE | Exit | LUMENTUM HLDGS INC | $0 | – | -5,800 | -100.0% | -0.05% | – |
| CTRN | Exit | CITI TRENDS INC | $0 | – | -15,600 | -100.0% | -0.05% | – |
| FOXA | Exit | TWENTY FIRST CENTY FOX INCcl a | $0 | – | -12,000 | -100.0% | -0.05% | – |
| IONS | Exit | IONIS PHARMACEUTICALS INC | $0 | – | -6,800 | -100.0% | -0.05% | – |
| STZ | Exit | CONSTELLATION BRANDS INCcl a | $0 | – | -1,800 | -100.0% | -0.05% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -10,000 | -100.0% | -0.05% | – |
| BAK | Exit | BRASKEM S Asp adr pfd a | $0 | – | -16,900 | -100.0% | -0.05% | – |
| KOS | Exit | KOSMOS ENERGY LTD | $0 | – | -54,700 | -100.0% | -0.05% | – |
| PMT | Exit | PENNYMAC MTG INVT TR | $0 | – | -19,400 | -100.0% | -0.05% | – |
| NVCR | Exit | NOVOCURE LTD | $0 | – | -20,700 | -100.0% | -0.05% | – |
| NFG | Exit | NATIONAL FUEL GAS CO N J | $0 | – | -6,500 | -100.0% | -0.05% | – |
| ALK | Exit | ALASKA AIR GROUP INC | $0 | – | -4,000 | -100.0% | -0.05% | – |
| KEX | Exit | KIRBY CORP | $0 | – | -5,400 | -100.0% | -0.05% | – |
| HLX | Exit | HELIX ENERGY SOLUTIONS GRP I | $0 | – | -64,200 | -100.0% | -0.05% | – |
| FOX | Exit | TWENTY FIRST CENTY FOX INCcl b | $0 | – | -12,800 | -100.0% | -0.05% | – |
| VSTO | Exit | VISTA OUTDOOR INC | $0 | – | -16,400 | -100.0% | -0.05% | – |
| TMHC | Exit | TAYLOR MORRISON HOME CORPcl a | $0 | – | -15,400 | -100.0% | -0.05% | – |
| CBRE | Exit | CBRE GROUP INCcl a | $0 | – | -10,100 | -100.0% | -0.05% | – |
| VAC | Exit | MARRIOTT VACATIONS WRLDWDE C | $0 | – | -3,200 | -100.0% | -0.05% | – |
| HWC | Exit | HANCOCK HLDG CO | $0 | – | -7,700 | -100.0% | -0.05% | – |
| BEN | Exit | FRANKLIN RES INC | $0 | – | -8,300 | -100.0% | -0.05% | – |
| EDU | Exit | NEW ORIENTAL ED & TECH GRP Ispon adr | $0 | – | -5,300 | -100.0% | -0.05% | – |
| LEN | Exit | LENNAR CORPcl a | $0 | – | -7,200 | -100.0% | -0.06% | – |
| BOBE | Exit | BOB EVANS FARMS INC | $0 | – | -5,300 | -100.0% | -0.06% | – |
| QUAD | Exit | QUAD / GRAPHICS INC | $0 | – | -16,600 | -100.0% | -0.06% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -2,300 | -100.0% | -0.06% | – |
| ADS | Exit | ALLIANCE DATA SYSTEMS CORP | $0 | – | -1,500 | -100.0% | -0.06% | – |
| KLXI | Exit | KLX INC | $0 | – | -7,800 | -100.0% | -0.06% | – |
| UNIT | Exit | UNITI GROUP INC | $0 | – | -15,500 | -100.0% | -0.06% | – |
| PSA | Exit | PUBLIC STORAGE | $0 | – | -1,900 | -100.0% | -0.06% | – |
| PEIX | Exit | PACIFIC ETHANOL INC | $0 | – | -63,700 | -100.0% | -0.06% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -2,800 | -100.0% | -0.06% | – |
| IDCC | Exit | INTERDIGITAL INC | $0 | – | -5,100 | -100.0% | -0.06% | – |
| AINV | Exit | APOLLO INVT CORP | $0 | – | -62,800 | -100.0% | -0.06% | – |
| FTDCQ | Exit | FTD COS INC | $0 | – | -20,100 | -100.0% | -0.06% | – |
| STRL | Exit | STERLING CONSTRUCTION CO INC | $0 | – | -31,300 | -100.0% | -0.06% | – |
| QDEL | Exit | QUIDEL CORP | $0 | – | -15,000 | -100.0% | -0.06% | – |
| STE | Exit | STERIS PLC | $0 | – | -5,000 | -100.0% | -0.06% | – |
| IEX | Exit | IDEX CORP | $0 | – | -3,600 | -100.0% | -0.06% | – |
| YUMC | Exit | YUM CHINA HLDGS INC | $0 | – | -10,500 | -100.0% | -0.06% | – |
| FTNT | Exit | FORTINET INC | $0 | – | -11,300 | -100.0% | -0.06% | – |
| IDTI | Exit | INTEGRATED DEVICE TECHNOLOGY | $0 | – | -16,400 | -100.0% | -0.06% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -5,800 | -100.0% | -0.06% | – |
| HTH | Exit | HILLTOP HOLDINGS INC | $0 | – | -16,096 | -100.0% | -0.06% | – |
| ATO | Exit | ATMOS ENERGY CORP | $0 | – | -5,200 | -100.0% | -0.06% | – |
| SBAC | Exit | SBA COMMUNICATIONS CORP NEWcl a | $0 | – | -3,200 | -100.0% | -0.06% | – |
| WSO | Exit | WATSCO INC | $0 | – | -2,800 | -100.0% | -0.06% | – |
| SPLK | Exit | SPLUNK INC | $0 | – | -7,600 | -100.0% | -0.06% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -9,900 | -100.0% | -0.06% | – |
| NPK | Exit | NATIONAL PRESTO INDS INC | $0 | – | -3,900 | -100.0% | -0.06% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -7,500 | -100.0% | -0.06% | – |
| PLCE | Exit | CHILDRENS PL INC | $0 | – | -4,300 | -100.0% | -0.06% | – |
| SONY | Exit | SONY CORPsponsored adr | $0 | – | -11,400 | -100.0% | -0.06% | – |
| AVAV | Exit | AEROVIRONMENT INC | $0 | – | -11,500 | -100.0% | -0.06% | – |
| HUBG | Exit | HUB GROUP INCcl a | $0 | – | -11,600 | -100.0% | -0.06% | – |
| FNB | Exit | FNB CORP PA | $0 | – | -31,200 | -100.0% | -0.06% | – |
| JNPR | Exit | JUNIPER NETWORKS INC | $0 | – | -16,100 | -100.0% | -0.06% | – |
| NEOS | Exit | NEOS THERAPEUTICS INC | $0 | – | -61,200 | -100.0% | -0.06% | – |
| CORE | Exit | CORE MARK HOLDING CO INC | $0 | – | -13,700 | -100.0% | -0.06% | – |
| WGO | Exit | WINNEBAGO INDS INC | $0 | – | -13,100 | -100.0% | -0.07% | – |
| SBNY | Exit | SIGNATURE BK NEW YORK N Y | $0 | – | -3,200 | -100.0% | -0.07% | – |
| UVE | Exit | UNIVERSAL INS HLDGS INC | $0 | – | -18,000 | -100.0% | -0.07% | – |
| NWN | Exit | NORTHWEST NAT GAS CO | $0 | – | -7,600 | -100.0% | -0.07% | – |
| WCG | Exit | WELLCARE HEALTH PLANS INC | $0 | – | -2,600 | -100.0% | -0.07% | – |
| NP | Exit | NEENAH PAPER INC | $0 | – | -5,800 | -100.0% | -0.07% | – |
| WAL | Exit | WESTERN ALLIANCE BANCORP | $0 | – | -9,400 | -100.0% | -0.07% | – |
| IBKC | Exit | IBERIABANK CORP | $0 | – | -5,700 | -100.0% | -0.07% | – |
| TTEC | Exit | TELETECH HOLDINGS INC | $0 | – | -11,400 | -100.0% | -0.07% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWsponsored adr | $0 | – | -16,500 | -100.0% | -0.07% | – |
| ALNY | Exit | ALNYLAM PHARMACEUTICALS INC | $0 | – | -5,900 | -100.0% | -0.07% | – |
| BIO | Exit | BIO RAD LABS INCcl a | $0 | – | -2,100 | -100.0% | -0.07% | – |
| CB | Exit | CHUBB LIMITED | $0 | – | -3,300 | -100.0% | -0.07% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -3,900 | -100.0% | -0.07% | – |
| ALOG | Exit | ANALOGIC CORP | $0 | – | -6,700 | -100.0% | -0.07% | – |
| HOFT | Exit | HOOKER FURNITURE CORP | $0 | – | -11,800 | -100.0% | -0.07% | – |
| AMX | Exit | AMERICA MOVIL SAB DE CV | $0 | – | -31,100 | -100.0% | -0.07% | – |
| RRGB | Exit | RED ROBIN GOURMET BURGERS IN | $0 | – | -7,500 | -100.0% | -0.07% | – |
| SAN | Exit | BANCO SANTANDER SAadr | $0 | – | -73,600 | -100.0% | -0.07% | – |
| DCI | Exit | DONALDSON INC | $0 | – | -10,900 | -100.0% | -0.07% | – |
| FLS | Exit | FLOWSERVE CORP | $0 | – | -10,800 | -100.0% | -0.07% | – |
| VRSN | Exit | VERISIGN INC | $0 | – | -5,400 | -100.0% | -0.07% | – |
| VVV | Exit | VALVOLINE INC | $0 | – | -20,900 | -100.0% | -0.07% | – |
| HRI | Exit | HERC HLDGS INC | $0 | – | -12,700 | -100.0% | -0.07% | – |
| SUPN | Exit | SUPERNUS PHARMACEUTICALS INC | $0 | – | -11,814 | -100.0% | -0.07% | – |
| DCT | Exit | DCT INDUSTRIAL TRUST INC | $0 | – | -9,500 | -100.0% | -0.07% | – |
| COO | Exit | COOPER COS INC | $0 | – | -2,100 | -100.0% | -0.07% | – |
| RUBI | Exit | RUBICON PROJ INC | $0 | – | -99,000 | -100.0% | -0.07% | – |
| TGI | Exit | TRIUMPH GROUP INC NEW | $0 | – | -16,000 | -100.0% | -0.07% | – |
| PRSC | Exit | PROVIDENCE SVC CORP | $0 | – | -10,100 | -100.0% | -0.07% | – |
| PIPR | Exit | PIPER JAFFRAY COS | $0 | – | -8,700 | -100.0% | -0.08% | – |
| AAOI | Exit | APPLIED OPTOELECTRONICS INC | $0 | – | -8,500 | -100.0% | -0.08% | – |
| CAVM | Exit | CAVIUM INC | $0 | – | -8,500 | -100.0% | -0.08% | – |
| AN | Exit | AUTONATION INC | $0 | – | -12,600 | -100.0% | -0.08% | – |
| YELP | Exit | YELP INCcl a | $0 | – | -18,100 | -100.0% | -0.08% | – |
| FRC | Exit | FIRST REP BK SAN FRANCISCO C | $0 | – | -5,400 | -100.0% | -0.08% | – |
| MPW | Exit | MEDICAL PPTYS TRUST INC | $0 | – | -42,300 | -100.0% | -0.08% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -4,100 | -100.0% | -0.08% | – |
| AVY | Exit | AVERY DENNISON CORP | $0 | – | -6,200 | -100.0% | -0.08% | – |
| CLVS | Exit | CLOVIS ONCOLOGY INC | $0 | – | -5,900 | -100.0% | -0.08% | – |
| IMGN | Exit | IMMUNOGEN INC | $0 | – | -79,100 | -100.0% | -0.08% | – |
| STO | Exit | STATOIL ASAsponsored adr | $0 | – | -34,000 | -100.0% | -0.08% | – |
| HPQ | Exit | HP INC | $0 | – | -32,400 | -100.0% | -0.08% | – |
| MSA | Exit | MSA SAFETY INC | $0 | – | -7,200 | -100.0% | -0.08% | – |
| ANTM | Exit | ANTHEM INC | $0 | – | -3,100 | -100.0% | -0.08% | – |
| TRS | Exit | TRIMAS CORP | $0 | – | -28,200 | -100.0% | -0.08% | – |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -3,700 | -100.0% | -0.08% | – |
| TTEK | Exit | TETRA TECH INC NEW | $0 | – | -13,200 | -100.0% | -0.09% | – |
| BV | Exit | BAZAARVOICE INC | $0 | – | -122,700 | -100.0% | -0.09% | – |
| AER | Exit | AERCAP HOLDINGS NV | $0 | – | -13,100 | -100.0% | -0.09% | – |
| COL | Exit | ROCKWELL COLLINS INC | $0 | – | -5,800 | -100.0% | -0.09% | – |
| ALXN | Exit | ALEXION PHARMACEUTICALS INC | $0 | – | -5,000 | -100.0% | -0.09% | – |
| AA | Exit | ALCOA CORP | $0 | – | -18,700 | -100.0% | -0.09% | – |
| HCA | Exit | HCA HEALTHCARE INC | $0 | – | -7,100 | -100.0% | -0.09% | – |
| WTFC | Exit | WINTRUST FINL CORP | $0 | – | -8,200 | -100.0% | -0.09% | – |
| NJR | Exit | NEW JERSEY RES | $0 | – | -15,800 | -100.0% | -0.09% | – |
| NTES | Exit | NETEASE INCsponsored adr | $0 | – | -2,100 | -100.0% | -0.09% | – |
| STWD | Exit | STARWOOD PPTY TR INC | $0 | – | -28,300 | -100.0% | -0.09% | – |
| DEO | Exit | DIAGEO P L Cspon adr new | $0 | – | -5,300 | -100.0% | -0.09% | – |
| COHR | Exit | COHERENT INC | $0 | – | -2,900 | -100.0% | -0.09% | – |
| KHC | Exit | KRAFT HEINZ CO | $0 | – | -7,600 | -100.0% | -0.09% | – |
| ING | Exit | ING GROEP N Vsponsored adr | $0 | – | -37,500 | -100.0% | -0.09% | – |
| SUI | Exit | SUN CMNTYS INC | $0 | – | -7,500 | -100.0% | -0.10% | – |
| PE | Exit | PARSLEY ENERGY INCcl a | $0 | – | -23,600 | -100.0% | -0.10% | – |
| HTZGQ | Exit | HERTZ GLOBAL HLDGS INC | $0 | – | -57,361 | -100.0% | -0.10% | – |
| MMM | Exit | 3M CO | $0 | – | -3,200 | -100.0% | -0.10% | – |
| LHO | Exit | LASALLE HOTEL PPTYS | $0 | – | -22,200 | -100.0% | -0.10% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -11,400 | -100.0% | -0.10% | – |
| RE | Exit | EVEREST RE GROUP LTD | $0 | – | -2,700 | -100.0% | -0.10% | – |
| PAAS | Exit | PAN AMERICAN SILVER CORP | $0 | – | -40,700 | -100.0% | -0.10% | – |
| PRGO | Exit | PERRIGO CO PLC | $0 | – | -9,200 | -100.0% | -0.10% | – |
| WBS | Exit | WEBSTER FINL CORP CONN | $0 | – | -13,500 | -100.0% | -0.10% | – |
| OKE | Exit | ONEOK INC NEW | $0 | – | -13,600 | -100.0% | -0.10% | – |
| SRC | Exit | SPIRIT RLTY CAP INC NEW | $0 | – | -99,000 | -100.0% | -0.11% | – |
| SHW | Exit | SHERWIN WILLIAMS CO | $0 | – | -2,100 | -100.0% | -0.11% | – |
| AGNC | Exit | AGNC INVT CORP | $0 | – | -34,700 | -100.0% | -0.11% | – |
| PK | Exit | PARK HOTELS RESORTS INC | $0 | – | -27,700 | -100.0% | -0.11% | – |
| JBLU | Exit | JETBLUE AIRWAYS CORP | $0 | – | -32,700 | -100.0% | -0.11% | – |
| FSLR | Exit | FIRST SOLAR INC | $0 | – | -19,100 | -100.0% | -0.11% | – |
| LYV | Exit | LIVE NATION ENTERTAINMENT IN | $0 | – | -21,800 | -100.0% | -0.11% | – |
| SAVE | Exit | SPIRIT AIRLS INC | $0 | – | -14,900 | -100.0% | -0.11% | – |
| SND | Exit | SMART SAND INC | $0 | – | -86,988 | -100.0% | -0.11% | – |
| MD | Exit | MEDNAX INC | $0 | – | -12,900 | -100.0% | -0.11% | – |
| AMG | Exit | AFFILIATED MANAGERS GROUP | $0 | – | -4,700 | -100.0% | -0.11% | – |
| NBIX | Exit | NEUROCRINE BIOSCIENCES INC | $0 | – | -17,100 | -100.0% | -0.11% | – |
| WMGI | Exit | WRIGHT MED GROUP N V | $0 | – | -29,100 | -100.0% | -0.12% | – |
| MIC | Exit | MACQUARIE INFRASTRUCTURE COR | $0 | – | -10,200 | -100.0% | -0.12% | – |
| WRE | Exit | WASHINGTON REAL ESTATE INVTsh ben int | $0 | – | -25,300 | -100.0% | -0.12% | – |
| SMTC | Exit | SEMTECH CORP | $0 | – | -22,500 | -100.0% | -0.12% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -3,000 | -100.0% | -0.12% | – |
| POL | Exit | POLYONE CORP | $0 | – | -21,000 | -100.0% | -0.12% | – |
| MTZ | Exit | MASTEC INC | $0 | – | -17,900 | -100.0% | -0.12% | – |
| SKX | Exit | SKECHERS U S A INCcl a | $0 | – | -27,700 | -100.0% | -0.12% | – |
| KMX | Exit | CARMAX INC | $0 | – | -13,100 | -100.0% | -0.12% | – |
| APC | Exit | ANADARKO PETE CORP | $0 | – | -18,200 | -100.0% | -0.12% | – |
| PSTG | Exit | PURE STORAGE INCcl a | $0 | – | -64,600 | -100.0% | -0.12% | – |
| NGVT | Exit | INGEVITY CORP | $0 | – | -14,400 | -100.0% | -0.12% | – |
| WBA | Exit | WALGREENS BOOTS ALLIANCE INC | $0 | – | -10,900 | -100.0% | -0.12% | – |
| REG | Exit | REGENCY CTRS CORP | $0 | – | -13,700 | -100.0% | -0.12% | – |
| DLR | Exit | DIGITAL RLTY TR INC | $0 | – | -7,800 | -100.0% | -0.13% | – |
| VTR | Exit | VENTAS INC | $0 | – | -13,100 | -100.0% | -0.13% | – |
| WM | Exit | WASTE MGMT INC DEL | $0 | – | -12,600 | -100.0% | -0.13% | – |
| EWBC | Exit | EAST WEST BANCORP INC | $0 | – | -16,000 | -100.0% | -0.14% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -24,500 | -100.0% | -0.14% | – |
| BUFF | Exit | BLUE BUFFALO PET PRODS INC | $0 | – | -41,600 | -100.0% | -0.14% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -10,800 | -100.0% | -0.14% | – |
| SCSS | Exit | SELECT COMFORT CORP | $0 | – | -27,000 | -100.0% | -0.14% | – |
| BERY | Exit | BERRY GLOBAL GROUP INC | $0 | – | -16,900 | -100.0% | -0.14% | – |
| AES | Exit | AES CORP | $0 | – | -87,360 | -100.0% | -0.14% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -8,600 | -100.0% | -0.14% | – |
| CPA | Exit | COPA HOLDINGS SAcl a | $0 | – | -8,300 | -100.0% | -0.14% | – |
| EV | Exit | EATON VANCE CORP | $0 | – | -20,700 | -100.0% | -0.14% | – |
| LM | Exit | LEGG MASON INC | $0 | – | -26,000 | -100.0% | -0.14% | – |
| MOH | Exit | MOLINA HEALTHCARE INC | $0 | – | -14,400 | -100.0% | -0.14% | – |
| RGA | Exit | REINSURANCE GROUP AMER INC | $0 | – | -7,800 | -100.0% | -0.14% | – |
| CONE | Exit | CYRUSONE INC | $0 | – | -17,900 | -100.0% | -0.14% | – |
| EFX | Exit | EQUIFAX INC | $0 | – | -7,300 | -100.0% | -0.14% | – |
| BMS | Exit | BEMIS INC | $0 | – | -21,900 | -100.0% | -0.15% | – |
| SQ | Exit | SQUARE INCcl a | $0 | – | -43,400 | -100.0% | -0.15% | – |
| DVN | Exit | DEVON ENERGY CORP NEW | $0 | – | -32,100 | -100.0% | -0.15% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -12,400 | -100.0% | -0.15% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -6,900 | -100.0% | -0.15% | – |
| DPZ | Exit | DOMINOS PIZZA INC | $0 | – | -5,000 | -100.0% | -0.15% | – |
| MAN | Exit | MANPOWERGROUP INC | $0 | – | -9,500 | -100.0% | -0.15% | – |
| FLR | Exit | FLUOR CORP NEW | $0 | – | -23,300 | -100.0% | -0.15% | – |
| CRUS | Exit | CIRRUS LOGIC INC | $0 | – | -17,200 | -100.0% | -0.16% | – |
| MUSA | Exit | MURPHY USA INC | $0 | – | -14,600 | -100.0% | -0.16% | – |
| RIO | Exit | RIO TINTO PLCsponsored adr | $0 | – | -25,600 | -100.0% | -0.16% | – |
| HLI | Exit | HOULIHAN LOKEY INCcl a | $0 | – | -31,100 | -100.0% | -0.16% | – |
| VRX | Exit | VALEANT PHARMACEUTICALS INTL | $0 | – | -63,700 | -100.0% | -0.16% | – |
| SLG | Exit | SL GREEN RLTY CORP | $0 | – | -10,800 | -100.0% | -0.16% | – |
| PLD | Exit | PROLOGIS INC | $0 | – | -19,500 | -100.0% | -0.16% | – |
| HAS | Exit | HASBRO INC | $0 | – | -10,300 | -100.0% | -0.17% | – |
| EQT | Exit | EQT CORP | $0 | – | -20,400 | -100.0% | -0.17% | – |
| ASML | Exit | ASML HOLDING N V | $0 | – | -9,200 | -100.0% | -0.17% | – |
| DG | Exit | DOLLAR GEN CORP NEW | $0 | – | -16,800 | -100.0% | -0.18% | – |
| HLF | Exit | HERBALIFE LTD | $0 | – | -17,000 | -100.0% | -0.18% | – |
| CDK | Exit | CDK GLOBAL INC | $0 | – | -19,600 | -100.0% | -0.18% | – |
| GLPI | Exit | GAMING & LEISURE PPTYS INC | $0 | – | -32,700 | -100.0% | -0.18% | – |
| VST | Exit | VISTRA ENERGY CORP | $0 | – | -74,400 | -100.0% | -0.18% | – |
| TREE | Exit | LENDINGTREE INC NEWput | $0 | – | -7,700 | -100.0% | -0.19% | – |
| YPF | Exit | YPF SOCIEDAD ANONIMAspon adr cl d | $0 | – | -60,900 | -100.0% | -0.19% | – |
| XPO | Exit | XPO LOGISTICS INC | $0 | – | -21,100 | -100.0% | -0.20% | – |
| WIX | Exit | WIX COM LTD | $0 | – | -20,400 | -100.0% | -0.20% | – |
| VFC | Exit | V F CORP | $0 | – | -27,700 | -100.0% | -0.23% | – |
| CBRL | Exit | CRACKER BARREL OLD CTRY STOR | $0 | – | -10,000 | -100.0% | -0.24% | – |
| TIF | Exit | TIFFANY & CO NEW | $0 | – | -18,500 | -100.0% | -0.25% | – |
| LULU | Exit | LULULEMON ATHLETICA INC | $0 | – | -29,400 | -100.0% | -0.25% | – |
| SEAS | Exit | SEAWORLD ENTMT INC | $0 | – | -125,500 | -100.0% | -0.30% | – |
| OLLI | Exit | OLLIES BARGAIN OUTLT HLDGS I | $0 | – | -50,000 | -100.0% | -0.31% | – |
| CMG | Exit | CHIPOTLE MEXICAN GRILL INC | $0 | – | -5,200 | -100.0% | -0.31% | – |
| EXPE | Exit | EXPEDIA INC DEL | $0 | – | -14,700 | -100.0% | -0.32% | – |
| AYI | Exit | ACUITY BRANDS INC | $0 | – | -11,100 | -100.0% | -0.33% | – |
| SFM | Exit | SPROUTS FMRS MKT INC | $0 | – | -100,800 | -100.0% | -0.33% | – |
| BURL | Exit | BURLINGTON STORES INC | $0 | – | -26,000 | -100.0% | -0.34% | – |
| JCPNQ | Exit | PENNEY J C INC | $0 | – | -515,300 | -100.0% | -0.35% | – |
| Exit | CHESAPEAKE ENERGY CORPnote 5.500% 9/1 | $0 | – | -3,229,000 | -100.0% | -0.44% | – | |
| FXI | Exit | ISHARES TRchina lg-cap etf | $0 | – | -90,519 | -100.0% | -0.52% | – |
| HTZGQ | Exit | HERTZ GLOBAL HLDGS INCput | $0 | – | -505,300 | -100.0% | -0.84% | – |
| XLF | Exit | SELECT SECTOR SPDR TRcall | $0 | – | -466,600 | -100.0% | -1.66% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2017-11-14
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.