$585 Million is the total value of ELLINGTON MANAGEMENT GROUP LLC's 557 reported holdings in Q2 2019. The portfolio turnover from Q1 2019 to Q2 2019 was 126.1% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | WHITING PETE CORP NEWnote 1.250% 4/0 | $33,777,000 | – | 34,672,000 | +100.0% | 5.77% | – | |
| TDG | Buy | TRANSDIGM GROUP INCput | $19,834,000 | +45.6% | 41,000 | +36.7% | 3.39% | +36.4% |
| EFC | ELLINGTON FINANCIAL INC | $18,483,000 | +0.4% | 1,028,556 | 0.0% | 3.16% | -5.9% | |
| New | AK STL CORPnote 5.000%11/1 | $11,855,000 | – | 11,800,000 | +100.0% | 2.02% | – | |
| NFLX | Buy | NETFLIX INCcall | $10,101,000 | +49.1% | 27,500 | +44.7% | 1.72% | +39.7% |
| F | FORD MTR CO DELput | $7,980,000 | +16.5% | 780,000 | 0.0% | 1.36% | +9.2% | |
| GEO | Buy | GEO GROUP INC NEWput | $7,879,000 | +60.9% | 375,000 | +47.1% | 1.35% | +50.9% |
| ESNT | Buy | ESSENT GROUP LTD | $7,716,000 | +630.7% | 164,200 | +575.7% | 1.32% | +586.5% |
| TPR | New | TAPESTRY INC | $7,358,000 | – | 231,900 | +100.0% | 1.26% | – |
| LB | New | L BRANDS INC | $6,950,000 | – | 266,300 | +100.0% | 1.19% | – |
| VFC | Buy | V F CORP | $6,665,000 | +2159.3% | 76,300 | +2144.1% | 1.14% | +2007.4% |
| RWT | Buy | REDWOOD TR INC | $6,595,000 | +75.3% | 398,961 | +71.3% | 1.13% | +64.1% |
| RDN | Buy | RADIAN GROUP INC | $6,461,000 | +232.9% | 282,772 | +202.2% | 1.10% | +211.9% |
| CMG | Buy | CHIPOTLE MEXICAN GRILL INC | $5,716,000 | +31.9% | 7,800 | +27.9% | 0.98% | +23.5% |
| LUMN | Buy | CENTURYLINK INC | $5,510,000 | +140.6% | 468,516 | +145.3% | 0.94% | +125.7% |
| GT | Buy | GOODYEAR TIRE & RUBR CO | $5,486,000 | +77.1% | 358,539 | +110.1% | 0.94% | +66.1% |
| WSM | Sell | WILLIAMS SONOMA INC | $5,194,000 | -18.6% | 79,900 | -29.5% | 0.89% | -23.7% |
| LOW | Buy | LOWES COS INC | $5,167,000 | +184.4% | 51,200 | +208.4% | 0.88% | +166.8% |
| SHAK | Sell | SHAKE SHACK INCcl a | $4,895,000 | -21.6% | 67,800 | -35.8% | 0.84% | -26.5% |
| NFLX | New | NETFLIX INC | $4,784,000 | – | 13,025 | +100.0% | 0.82% | – |
| ESNT | ESSENT GROUP LTDcall | $4,699,000 | +8.1% | 100,000 | 0.0% | 0.80% | +1.4% | |
| WMT | Buy | WALMART INC | $4,486,000 | +59.1% | 40,600 | +40.5% | 0.77% | +49.0% |
| MTG | Buy | MGIC INVT CORP WIS | $4,382,000 | +4.4% | 333,511 | +4.8% | 0.75% | -2.2% |
| X | Buy | UNITED STATES STL CORP NEWput | $4,333,000 | +1334.8% | 283,000 | +1725.8% | 0.74% | +1245.5% |
| CVNA | New | CARVANA COput | $4,145,000 | – | 66,200 | +100.0% | 0.71% | – |
| SFIX | Buy | STITCH FIX INC | $4,085,000 | +15.3% | 127,700 | +1.8% | 0.70% | +8.0% |
| KSS | New | KOHLS CORP | $4,042,000 | – | 85,000 | +100.0% | 0.69% | – |
| AAIC | Buy | ARLINGTON ASSET INVT CORPcl a new | $3,846,000 | +132.4% | 559,075 | +168.9% | 0.66% | +117.5% |
| UAL | New | UNITED CONTL HLDGS INC | $3,668,000 | – | 41,900 | +100.0% | 0.63% | – |
| GTN | New | GRAY TELEVISION INC | $3,631,000 | – | 221,544 | +100.0% | 0.62% | – |
| RESI | Buy | FRONT YD RESIDENTIAL CORP | $3,519,000 | +39.7% | 287,955 | +6.0% | 0.60% | +30.9% |
| TSLA | New | TESLA INCput | $3,509,000 | – | 15,700 | +100.0% | 0.60% | – |
| INTU | New | INTUIT | $3,450,000 | – | 13,200 | +100.0% | 0.59% | – |
| W | Buy | WAYFAIR INCcl a | $3,416,000 | +55.5% | 23,400 | +58.1% | 0.58% | +45.8% |
| DECK | Sell | DECKERS OUTDOOR CORP | $3,361,000 | -18.3% | 19,100 | -31.8% | 0.57% | -23.5% |
| ULTA | Buy | ULTA BEAUTY INC | $3,330,000 | +25.7% | 9,600 | +26.3% | 0.57% | +17.8% |
| AKS | Buy | AK STL HLDG CORPput | $3,318,000 | +231.8% | 1,400,000 | +285.1% | 0.57% | +211.5% |
| GRUB | Buy | GRUBHUB INC | $3,276,000 | +150.8% | 42,000 | +123.4% | 0.56% | +135.3% |
| MTG | Buy | MGIC INVT CORP WIScall | $3,269,000 | +221.8% | 248,800 | +223.1% | 0.56% | +201.6% |
| MCD | Buy | MCDONALDS CORP | $3,239,000 | +31.2% | 15,600 | +20.0% | 0.55% | +22.9% |
| DBI | New | DESIGNER BRANDS INCcl a | $3,178,000 | – | 165,800 | +100.0% | 0.54% | – |
| TJX | Sell | TJX COS INC NEW | $3,141,000 | -14.1% | 59,400 | -13.5% | 0.54% | -19.5% |
| CBRL | New | CRACKER BARREL OLD CTRY STOR | $3,107,000 | – | 18,200 | +100.0% | 0.53% | – |
| PFSI | Sell | PENNYMAC FINL SVCS INC | $3,101,000 | -8.9% | 139,800 | -8.6% | 0.53% | -14.5% |
| SPOT | Buy | SPOTIFY TECHNOLOGY S A | $2,998,000 | +18.7% | 20,500 | +12.6% | 0.51% | +11.3% |
| WW | New | WEIGHT WATCHERS INTL INC NEW | $2,962,000 | – | 155,100 | +100.0% | 0.51% | – |
| WING | Sell | WINGSTOP INC | $2,890,000 | -17.9% | 30,500 | -34.1% | 0.49% | -23.1% |
| TSCO | Sell | TRACTOR SUPPLY CO | $2,698,000 | -49.5% | 24,800 | -54.7% | 0.46% | -52.7% |
| SIX | Sell | SIX FLAGS ENTMT CORP NEW | $2,678,000 | -16.8% | 53,900 | -17.3% | 0.46% | -22.1% |
| CHTR | New | CHARTER COMMUNICATIONS INC Nput | $2,568,000 | – | 6,500 | +100.0% | 0.44% | – |
| AR | Sell | ANTERO RES CORP | $2,543,000 | -40.0% | 459,897 | -4.2% | 0.43% | -43.8% |
| COP | New | CONOCOPHILLIPS | $2,538,000 | – | 41,600 | +100.0% | 0.43% | – |
| DLTR | New | DOLLAR TREE INC | $2,491,000 | – | 23,200 | +100.0% | 0.42% | – |
| SAVE | New | SPIRIT AIRLS INC | $2,472,000 | – | 51,800 | +100.0% | 0.42% | – |
| CAR | Buy | AVIS BUDGET GROUP INC | $2,463,000 | +42.0% | 70,041 | +40.8% | 0.42% | +33.2% |
| HTZGQ | Buy | HERTZ GLOBAL HLDGS INC | $2,444,000 | +412.4% | 153,161 | +458.2% | 0.42% | +379.3% |
| CBB | New | CINCINNATI BELL INC NEW | $2,442,000 | – | 493,293 | +100.0% | 0.42% | – |
| OLLI | Sell | OLLIES BARGAIN OUTLT HLDGS I | $2,404,000 | -46.5% | 27,600 | -47.6% | 0.41% | -49.9% |
| CTRA | Sell | CONTURA ENERGY INC | $2,390,000 | -18.2% | 46,051 | -8.7% | 0.41% | -23.5% |
| QSR | New | RESTAURANT BRANDS INTL INC | $2,385,000 | – | 34,300 | +100.0% | 0.41% | – |
| OASPQ | Sell | OASIS PETE INC NEW | $2,239,000 | -25.4% | 394,106 | -20.7% | 0.38% | -30.2% |
| BURL | New | BURLINGTON STORES INC | $2,229,000 | – | 13,100 | +100.0% | 0.38% | – |
| ENR | New | ENERGIZER HLDGS INC NEW | $2,221,000 | – | 57,468 | +100.0% | 0.38% | – |
| AXL | Buy | AMERICAN AXLE & MFG HLDGS IN | $2,218,000 | +349.0% | 173,837 | +403.9% | 0.38% | +321.1% |
| URI | Sell | UNITED RENTALS INC | $2,202,000 | -55.3% | 16,600 | -61.5% | 0.38% | -58.1% |
| NYT | Buy | NEW YORK TIMES COcl a | $2,179,000 | +6.0% | 66,800 | +6.7% | 0.37% | -0.8% |
| TOL | New | TOLL BROTHERS INC | $2,165,000 | – | 59,108 | +100.0% | 0.37% | – |
| HLF | HERBALIFE NUTRITION LTDput | $2,138,000 | -19.3% | 50,000 | 0.0% | 0.36% | -24.4% | |
| AR | New | ANTERO RES CORPcall | $2,101,000 | – | 380,000 | +100.0% | 0.36% | – |
| DNKN | Sell | DUNKIN BRANDS GROUP INC | $2,063,000 | -17.2% | 25,900 | -22.0% | 0.35% | -22.5% |
| MGM | Sell | MGM RESORTS INTERNATIONAL | $2,020,000 | -42.2% | 70,717 | -48.1% | 0.34% | -45.8% |
| EFX | New | EQUIFAX INC | $2,002,000 | – | 14,800 | +100.0% | 0.34% | – |
| UNIT | New | UNITI GROUP INC | $1,968,000 | – | 207,110 | +100.0% | 0.34% | – |
| WYNN | Buy | WYNN RESORTS LTD | $1,940,000 | +56.3% | 15,649 | +50.5% | 0.33% | +46.5% |
| PMT | Sell | PENNYMAC MTG INVT TR | $1,914,000 | -63.2% | 87,685 | -65.1% | 0.33% | -65.5% |
| NBR | Sell | NABORS INDUSTRIES LTD | $1,774,000 | -33.3% | 611,572 | -20.9% | 0.30% | -37.4% |
| CMO | New | CAPSTEAD MTG CORP | $1,754,000 | – | 210,000 | +100.0% | 0.30% | – |
| LEN | New | LENNAR CORPcl a | $1,717,000 | – | 35,423 | +100.0% | 0.29% | – |
| RDN | Sell | RADIAN GROUP INCcall | $1,703,000 | -52.9% | 74,500 | -57.3% | 0.29% | -55.9% |
| AXL | New | AMERICAN AXLE & MFG HLDGS INput | $1,659,000 | – | 130,000 | +100.0% | 0.28% | – |
| PBI | Buy | PITNEY BOWES INC | $1,652,000 | -19.0% | 385,935 | +30.1% | 0.28% | -24.2% |
| PLAY | New | DAVE & BUSTERS ENTMT INC | $1,643,000 | – | 40,600 | +100.0% | 0.28% | – |
| COOP | Sell | MR COOPER GROUP INC | $1,602,000 | -21.4% | 200,014 | -5.9% | 0.27% | -26.3% |
| LULU | Sell | LULULEMON ATHLETICA INC | $1,604,000 | -73.0% | 8,900 | -75.5% | 0.27% | -74.7% |
| WBA | New | WALGREENS BOOTS ALLIANCE INC | $1,596,000 | – | 29,200 | +100.0% | 0.27% | – |
| MTN | Buy | VAIL RESORTS INC | $1,585,000 | +8.9% | 7,100 | +6.0% | 0.27% | +2.3% |
| BZH | New | BEAZER HOMES USA INC | $1,558,000 | – | 162,152 | +100.0% | 0.27% | – |
| CSTM | Sell | CONSTELLIUM NVcl a | $1,553,000 | -47.8% | 154,632 | -58.5% | 0.26% | -51.1% |
| RL | Sell | RALPH LAUREN CORPcl a | $1,533,000 | -76.3% | 13,500 | -72.9% | 0.26% | -77.7% |
| FTRCQ | New | FRONTIER COMMUNICATIONS CORPput | $1,522,000 | – | 870,000 | +100.0% | 0.26% | – |
| TWNK | New | HOSTESS BRANDS INCcl a | $1,512,000 | – | 104,700 | +100.0% | 0.26% | – |
| OLN | Sell | OLIN CORP | $1,472,000 | -34.8% | 67,198 | -31.1% | 0.25% | -38.9% |
| TEVA | Buy | TEVA PHARMACEUTICAL INDS LTDsponsored ads | $1,472,000 | +206.0% | 159,480 | +419.5% | 0.25% | +185.2% |
| GOLD | New | BARRICK GOLD CORPORATION | $1,452,000 | – | 92,100 | +100.0% | 0.25% | – |
| SFM | Sell | SPROUTS FMRS MKT INC | $1,432,000 | -50.6% | 75,800 | -43.7% | 0.24% | -53.6% |
| QRTEA | New | QURATE RETAIL INC | $1,431,000 | – | 115,500 | +100.0% | 0.24% | – |
| CTXS | New | CITRIX SYS INC | $1,374,000 | – | 14,000 | +100.0% | 0.24% | – |
| RDSA | Buy | ROYAL DUTCH SHELL PLCspons adr a | $1,373,000 | +278.2% | 21,100 | +263.8% | 0.24% | +256.1% |
| AAPL | Sell | APPLE INC | $1,366,000 | -65.9% | 6,900 | -67.3% | 0.23% | -68.1% |
| EYE | Sell | NATIONAL VISION HLDGS INC | $1,364,000 | -37.0% | 44,400 | -35.6% | 0.23% | -41.0% |
| SAM | Buy | BOSTON BEER INCcl a | $1,360,000 | +284.2% | 3,600 | +200.0% | 0.23% | +256.9% |
| VMW | New | VMWARE INC | $1,321,000 | – | 7,900 | +100.0% | 0.23% | – |
| AAN | New | AARONS INC | $1,314,000 | – | 21,400 | +100.0% | 0.22% | – |
| MDLZ | Buy | MONDELEZ INTL INCcl a | $1,299,000 | +88.5% | 24,100 | +74.6% | 0.22% | +76.2% |
| THG | Buy | HANOVER INS GROUP INC | $1,296,000 | +27.6% | 10,100 | +13.5% | 0.22% | +19.5% |
| NRG | New | NRG ENERGY INC | $1,282,000 | – | 36,510 | +100.0% | 0.22% | – |
| INVH | New | INVITATION HOMES INC | $1,272,000 | – | 47,600 | +100.0% | 0.22% | – |
| GRMN | New | GARMIN LTD | $1,261,000 | – | 15,800 | +100.0% | 0.22% | – |
| DISCA | Buy | DISCOVERY INC | $1,246,000 | +441.7% | 40,600 | +377.6% | 0.21% | +407.1% |
| ETSY | New | ETSY INC | $1,246,000 | – | 20,300 | +100.0% | 0.21% | – |
| MASI | New | MASIMO CORP | $1,235,000 | – | 8,300 | +100.0% | 0.21% | – |
| GGAL | Buy | GRUPO FINANCIERO GALICIA S Asponsored adr | $1,221,000 | +331.4% | 34,400 | +209.9% | 0.21% | +301.9% |
| DPZ | Buy | DOMINOS PIZZA INC | $1,197,000 | +256.2% | 4,300 | +230.8% | 0.20% | +234.4% |
| PK | New | PARK HOTELS RESORTS INC | $1,180,000 | – | 42,800 | +100.0% | 0.20% | – |
| TTWO | New | TAKE-TWO INTERACTIVE SOFTWAR | $1,169,000 | – | 10,300 | +100.0% | 0.20% | – |
| EQT | Buy | EQT CORP | $1,156,000 | +389.8% | 73,100 | +541.2% | 0.20% | +358.1% |
| ORLY | Sell | O REILLY AUTOMOTIVE INC NEW | $1,145,000 | -34.5% | 3,100 | -31.1% | 0.20% | -38.4% |
| LNT | New | ALLIANT ENERGY CORP | $1,148,000 | – | 23,400 | +100.0% | 0.20% | – |
| NEM | New | NEWMONT GOLDCORP CORPORATION | $1,146,000 | – | 29,800 | +100.0% | 0.20% | – |
| KEM | New | KEMET CORP | $1,138,000 | – | 60,500 | +100.0% | 0.19% | – |
| WIX | Sell | WIX COM LTD | $1,137,000 | -36.4% | 8,000 | -45.9% | 0.19% | -40.5% |
| HDS | New | HD SUPPLY HLDGS INC | $1,128,000 | – | 28,000 | +100.0% | 0.19% | – |
| F | Buy | FORD MTR CO DEL | $1,104,000 | +553.3% | 107,900 | +462.0% | 0.19% | +509.7% |
| ABBV | New | ABBVIE INC | $1,098,000 | – | 15,100 | +100.0% | 0.19% | – |
| CHD | Buy | CHURCH & DWIGHT INC | $1,096,000 | +140.4% | 15,000 | +134.4% | 0.19% | +125.3% |
| TRTX | New | TPG RE FIN TR INC | $1,096,000 | – | 56,829 | +100.0% | 0.19% | – |
| BSX | New | BOSTON SCIENTIFIC CORP | $1,083,000 | – | 25,200 | +100.0% | 0.18% | – |
| VALE | Buy | VALE S Asponsored ads | $1,068,000 | +41.1% | 79,500 | +37.1% | 0.18% | +31.9% |
| RDSB | New | ROYAL DUTCH SHELL PLCspon adr b | $1,058,000 | – | 16,100 | +100.0% | 0.18% | – |
| AXP | New | AMERICAN EXPRESS CO | $1,049,000 | – | 8,500 | +100.0% | 0.18% | – |
| AAL | Sell | AMERICAN AIRLS GROUP INC | $1,029,000 | -54.4% | 31,546 | -55.6% | 0.18% | -57.3% |
| MOH | New | MOLINA HEALTHCARE INC | $1,031,000 | – | 7,200 | +100.0% | 0.18% | – |
| ADBE | Buy | ADOBE INC | $1,002,000 | +29.6% | 3,400 | +17.2% | 0.17% | +21.3% |
| MLM | New | MARTIN MARIETTA MATLS INC | $989,000 | – | 4,300 | +100.0% | 0.17% | – |
| MELI | New | MERCADOLIBRE INC | $979,000 | – | 1,600 | +100.0% | 0.17% | – |
| AMH | Buy | AMERICAN HOMES 4 RENTcl a | $970,000 | +165.0% | 39,900 | +147.8% | 0.17% | +147.8% |
| YUM | Buy | YUM BRANDS INC | $974,000 | +41.4% | 8,800 | +27.5% | 0.17% | +31.7% |
| DLTH | Buy | DULUTH HLDGS INC | $974,000 | +62.1% | 71,700 | +184.5% | 0.17% | +50.9% |
| HCFT | HUNT COS FIN TR INC | $973,000 | -2.3% | 285,344 | 0.0% | 0.17% | -8.8% | |
| AJX | GREAT AJAX CORP | $965,000 | +1.9% | 68,902 | 0.0% | 0.16% | -4.6% | |
| PGR | New | PROGRESSIVE CORP OHIO | $959,000 | – | 12,000 | +100.0% | 0.16% | – |
| FIVE | New | FIVE BELOW INC | $960,000 | – | 8,000 | +100.0% | 0.16% | – |
| ATRO | New | ASTRONICS CORP | $929,000 | – | 23,100 | +100.0% | 0.16% | – |
| VER | New | VEREIT INC | $920,000 | – | 102,100 | +100.0% | 0.16% | – |
| ELF | Buy | E L F BEAUTY INC | $921,000 | +134.4% | 65,300 | +76.0% | 0.16% | +118.1% |
| STZ | New | CONSTELLATION BRANDS INCcl a | $906,000 | – | 4,600 | +100.0% | 0.16% | – |
| IRM | New | IRON MTN INC NEW | $906,000 | – | 28,950 | +100.0% | 0.16% | – |
| MMM | New | 3M CO | $901,000 | – | 5,200 | +100.0% | 0.15% | – |
| SKX | New | SKECHERS U S A INCcl a | $888,000 | – | 28,200 | +100.0% | 0.15% | – |
| BIIB | New | BIOGEN INC | $889,000 | – | 3,800 | +100.0% | 0.15% | – |
| HA | Sell | HAWAIIAN HOLDINGS INC | $886,000 | -24.3% | 32,300 | -27.6% | 0.15% | -29.1% |
| NBL | Buy | NOBLE ENERGY INC | $876,000 | +41.7% | 39,100 | +56.4% | 0.15% | +32.7% |
| CHK | New | CHESAPEAKE ENERGY CORP | $858,000 | – | 439,985 | +100.0% | 0.15% | – |
| SM | New | SM ENERGY CO | $839,000 | – | 67,000 | +100.0% | 0.14% | – |
| HBI | New | HANESBRANDS INC | $828,000 | – | 48,074 | +100.0% | 0.14% | – |
| NEE | Sell | NEXTERA ENERGY INC | $819,000 | -3.8% | 4,000 | -9.1% | 0.14% | -9.7% |
| AMCX | Buy | AMC NETWORKS INCcl a | $821,000 | +274.9% | 15,061 | +290.1% | 0.14% | +250.0% |
| MOS | New | MOSAIC CO NEW | $806,000 | – | 32,200 | +100.0% | 0.14% | – |
| CAH | Sell | CARDINAL HEALTH INC | $810,000 | -31.4% | 17,200 | -29.8% | 0.14% | -35.8% |
| KEYS | Buy | KEYSIGHT TECHNOLOGIES INC | $799,000 | +186.4% | 8,900 | +178.1% | 0.14% | +166.7% |
| ABC | New | AMERISOURCEBERGEN CORP | $793,000 | – | 9,300 | +100.0% | 0.14% | – |
| CVS | New | CVS HEALTH CORP | $779,000 | – | 14,300 | +100.0% | 0.13% | – |
| NGG | New | NATIONAL GRID PLCsponsored adr ne | $776,000 | – | 14,600 | +100.0% | 0.13% | – |
| KEY | New | KEYCORP NEW | $772,000 | – | 43,500 | +100.0% | 0.13% | – |
| TCO | New | TAUBMAN CTRS INC | $764,000 | – | 18,700 | +100.0% | 0.13% | – |
| MKC | Sell | MCCORMICK & CO INC | $744,000 | -47.5% | 4,800 | -48.9% | 0.13% | -50.8% |
| FHN | New | FIRST HORIZON NATL CORP | $735,000 | – | 49,200 | +100.0% | 0.13% | – |
| ECA | Buy | ENCANA CORP | $726,000 | +158.4% | 141,600 | +264.9% | 0.12% | +143.1% |
| LYV | New | LIVE NATION ENTERTAINMENT IN | $722,000 | – | 10,900 | +100.0% | 0.12% | – |
| ATHM | Buy | AUTOHOME INCsp adr rp cl a | $719,000 | +71.2% | 8,400 | +110.0% | 0.12% | +59.7% |
| NWL | Buy | NEWELL BRANDS INC | $715,000 | +39.9% | 46,400 | +39.3% | 0.12% | +31.2% |
| HUBB | New | HUBBELL INC | $691,000 | – | 5,300 | +100.0% | 0.12% | – |
| DKS | New | DICKS SPORTING GOODS INC | $693,000 | – | 20,000 | +100.0% | 0.12% | – |
| BMA | Sell | BANCO MACRO SAspon adr b | $678,000 | +15.7% | 9,300 | -27.3% | 0.12% | +8.4% |
| HELE | Buy | HELEN OF TROY CORP LTD | $666,000 | +55.2% | 5,100 | +37.8% | 0.11% | +46.2% |
| SMG | New | SCOTTS MIRACLE GRO COcl a | $670,000 | – | 6,800 | +100.0% | 0.11% | – |
| MCK | New | MCKESSON CORP | $659,000 | – | 4,900 | +100.0% | 0.11% | – |
| ENS | New | ENERSYS | $664,000 | – | 9,700 | +100.0% | 0.11% | – |
| CUK | New | CARNIVAL PLCadr | $661,000 | – | 14,600 | +100.0% | 0.11% | – |
| ICE | New | INTERCONTINENTAL EXCHANGE IN | $645,000 | – | 7,500 | +100.0% | 0.11% | – |
| WLK | New | WESTLAKE CHEM CORP | $646,000 | – | 9,300 | +100.0% | 0.11% | – |
| SAP | New | SAP SEspon adr | $643,000 | – | 4,700 | +100.0% | 0.11% | – |
| NEBLQ | Buy | NOBLE CORP PLC | $646,000 | +12.2% | 345,357 | +72.1% | 0.11% | +4.8% |
| HRS | Buy | HARRIS CORP DEL | $643,000 | +29.9% | 3,400 | +9.7% | 0.11% | +22.2% |
| MNST | New | MONSTER BEVERAGE CORP NEW | $638,000 | – | 10,000 | +100.0% | 0.11% | – |
| JNJ | New | JOHNSON & JOHNSON | $627,000 | – | 4,500 | +100.0% | 0.11% | – |
| COG | New | CABOT OIL & GAS CORP | $625,000 | – | 27,200 | +100.0% | 0.11% | – |
| ADS | Buy | ALLIANCE DATA SYSTEMS CORP | $617,000 | +171.8% | 4,400 | +238.5% | 0.10% | +156.1% |
| WH | New | WYNDHAM HOTELS & RESORTS INC | $613,000 | – | 11,000 | +100.0% | 0.10% | – |
| DISH | Sell | DISH NETWORK CORPcl a | $614,000 | -40.6% | 15,988 | -51.0% | 0.10% | -44.1% |
| IBN | Buy | ICICI BK LTDadr | $611,000 | +128.0% | 48,500 | +107.3% | 0.10% | +112.2% |
| SYMC | Buy | SYMANTEC CORP | $611,000 | +109.2% | 28,100 | +121.3% | 0.10% | +96.2% |
| ZUMZ | New | ZUMIEZ INC | $603,000 | – | 23,100 | +100.0% | 0.10% | – |
| SUI | New | SUN CMNTYS INC | $602,000 | – | 4,700 | +100.0% | 0.10% | – |
| BHC | New | BAUSCH HEALTH COS INC | $603,000 | – | 23,900 | +100.0% | 0.10% | – |
| NOW | Buy | SERVICENOW INC | $604,000 | +145.5% | 2,200 | +120.0% | 0.10% | +128.9% |
| OSK | New | OSHKOSH CORP | $584,000 | – | 7,000 | +100.0% | 0.10% | – |
| CTRP | Sell | CTRIP COM INTL LTDsponsored ads | $587,000 | -75.6% | 15,900 | -71.1% | 0.10% | -77.2% |
| T | Sell | AT&T INCput | $586,000 | -95.4% | 17,500 | -95.7% | 0.10% | -95.7% |
| AKAM | New | AKAMAI TECHNOLOGIES INC | $577,000 | – | 7,200 | +100.0% | 0.10% | – |
| PBH | New | PRESTIGE CONSMR HEALTHCARE I | $580,000 | – | 18,300 | +100.0% | 0.10% | – |
| WMB | New | WILLIAMS COS INC DEL | $575,000 | – | 20,500 | +100.0% | 0.10% | – |
| MGA | Buy | MAGNA INTL INC | $567,000 | +111.6% | 11,400 | +107.3% | 0.10% | +98.0% |
| HEIA | New | HEICO CORP NEWcl a | $569,000 | – | 5,500 | +100.0% | 0.10% | – |
| PLD | Sell | PROLOGIS INC | $569,000 | -4.7% | 7,100 | -14.5% | 0.10% | -11.0% |
| AGCO | Buy | AGCO CORP | $566,000 | +93.8% | 7,300 | +73.8% | 0.10% | +83.0% |
| LNC | Sell | LINCOLN NATL CORP IND | $561,000 | -8.0% | 8,700 | -16.3% | 0.10% | -13.5% |
| HUM | New | HUMANA INC | $557,000 | – | 2,100 | +100.0% | 0.10% | – |
| VIAB | Buy | VIACOM INC NEWcl b | $556,000 | +141.7% | 18,600 | +126.8% | 0.10% | +126.2% |
| TXRH | Sell | TEXAS ROADHOUSE INC | $553,000 | -64.4% | 10,300 | -58.8% | 0.09% | -66.8% |
| WAL | New | WESTERN ALLIANCE BANCORP | $550,000 | – | 12,300 | +100.0% | 0.09% | – |
| CHK | Sell | CHESAPEAKE ENERGY CORPput | $553,000 | -77.7% | 283,800 | -64.5% | 0.09% | -79.2% |
| LL | New | LUMBER LIQUIDATORS HLDGS INC | $545,000 | – | 47,200 | +100.0% | 0.09% | – |
| UNIT | UNITI GROUP INCput | $542,000 | -15.0% | 57,000 | 0.0% | 0.09% | -19.8% | |
| K | Buy | KELLOGG CO | $546,000 | +150.5% | 10,200 | +168.4% | 0.09% | +132.5% |
| TACO | Buy | DEL TACO RESTAURANTS INC | $544,000 | +315.3% | 42,400 | +226.2% | 0.09% | +287.5% |
| AA | Sell | ALCOA CORP | $544,000 | -66.4% | 23,252 | -59.6% | 0.09% | -68.5% |
| HLT | Buy | HILTON WORLDWIDE HLDGS INC | $547,000 | +21.8% | 5,600 | +3.7% | 0.09% | +13.4% |
| OC | New | OWENS CORNING NEW | $547,000 | – | 9,400 | +100.0% | 0.09% | – |
| TLRDQ | Buy | TAILORED BRANDS INC | $539,000 | +308.3% | 93,400 | +452.7% | 0.09% | +283.3% |
| NVCR | New | NOVOCURE LTD | $537,000 | – | 8,500 | +100.0% | 0.09% | – |
| VTR | Sell | VENTAS INC | $540,000 | -32.3% | 7,900 | -36.8% | 0.09% | -36.6% |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $529,000 | – | 1,800 | +100.0% | 0.09% | – |
| CMC | Buy | COMMERCIAL METALS CO | $527,000 | +93.0% | 29,500 | +84.4% | 0.09% | +80.0% |
| BGS | Sell | B & G FOODS INC NEW | $520,000 | -14.9% | 24,980 | -0.1% | 0.09% | -19.8% |
| BAH | New | BOOZ ALLEN HAMILTON HLDG CORcl a | $523,000 | – | 7,900 | +100.0% | 0.09% | – |
| LGIH | New | LGI HOMES INCput | $521,000 | – | 7,300 | +100.0% | 0.09% | – |
| BMRN | New | BIOMARIN PHARMACEUTICAL INC | $522,000 | – | 6,100 | +100.0% | 0.09% | – |
| EQNR | New | EQUINOR ASAsponsored adr | $524,000 | – | 26,500 | +100.0% | 0.09% | – |
| TPX | New | TEMPUR SEALY INTL INC | $506,000 | – | 6,900 | +100.0% | 0.09% | – |
| SLB | New | SCHLUMBERGER LTD | $505,000 | – | 12,700 | +100.0% | 0.09% | – |
| BAP | New | CREDICORP LTD | $504,000 | – | 2,200 | +100.0% | 0.09% | – |
| TMUS | Sell | T MOBILE US INC | $503,000 | -80.0% | 6,780 | -81.4% | 0.09% | -81.2% |
| MDT | Sell | MEDTRONIC PLC | $497,000 | -44.9% | 5,100 | -48.5% | 0.08% | -48.2% |
| PEB | Buy | PEBBLEBROOK HOTEL TR | $499,000 | +13.9% | 17,700 | +25.5% | 0.08% | +6.2% |
| VICI | New | VICI PPTYS INC | $500,000 | – | 22,700 | +100.0% | 0.08% | – |
| CRL | New | CHARLES RIV LABS INTL INC | $497,000 | – | 3,500 | +100.0% | 0.08% | – |
| DELL | New | DELL TECHNOLOGIES INCcl c | $493,000 | – | 9,700 | +100.0% | 0.08% | – |
| CI | New | CIGNA CORP NEW | $488,000 | – | 3,100 | +100.0% | 0.08% | – |
| INST | Sell | INSTRUCTURE INC | $485,000 | -47.7% | 11,400 | -42.1% | 0.08% | -50.9% |
| NTES | New | NETEASE INCsponsored adr | $486,000 | – | 1,900 | +100.0% | 0.08% | – |
| TX | New | TERNIUM SAsponsored ads | $480,000 | – | 21,400 | +100.0% | 0.08% | – |
| CATO | Buy | CATO CORP NEWcl a | $478,000 | +0.6% | 38,800 | +22.4% | 0.08% | -5.7% |
| STLD | Buy | STEEL DYNAMICS INC | $483,000 | -0.8% | 15,986 | +15.8% | 0.08% | -7.9% |
| BBT | Buy | BB&T CORP | $481,000 | +59.3% | 9,800 | +50.8% | 0.08% | +49.1% |
| FLT | New | FLEETCOR TECHNOLOGIES INC | $477,000 | – | 1,700 | +100.0% | 0.08% | – |
| INCY | New | INCYTE CORP | $476,000 | – | 5,600 | +100.0% | 0.08% | – |
| CNC | New | CENTENE CORP DEL | $472,000 | – | 9,000 | +100.0% | 0.08% | – |
| BAC | New | BANK AMER CORP | $467,000 | – | 16,100 | +100.0% | 0.08% | – |
| CACI | New | CACI INTL INCcl a | $471,000 | – | 2,300 | +100.0% | 0.08% | – |
| TFX | New | TELEFLEX INC | $464,000 | – | 1,400 | +100.0% | 0.08% | – |
| SNV | Buy | SYNOVUS FINL CORP | $459,000 | +18.3% | 13,100 | +15.9% | 0.08% | +9.9% |
| BRKR | New | BRUKER CORP | $450,000 | – | 9,000 | +100.0% | 0.08% | – |
| FTNT | New | FORTINET INC | $453,000 | – | 5,900 | +100.0% | 0.08% | – |
| MRVL | New | MARVELL TECHNOLOGY GROUP LTDord | $449,000 | – | 18,800 | +100.0% | 0.08% | – |
| BLMN | New | BLOOMIN BRANDS INC | $448,000 | – | 23,700 | +100.0% | 0.08% | – |
| TRGP | New | TARGA RES CORP | $448,000 | – | 11,400 | +100.0% | 0.08% | – |
| AMP | Buy | AMERIPRISE FINL INC | $450,000 | +52.5% | 3,100 | +34.8% | 0.08% | +42.6% |
| AER | New | AERCAP HOLDINGS NV | $447,000 | – | 8,600 | +100.0% | 0.08% | – |
| HUBS | New | HUBSPOT INC | $443,000 | – | 2,600 | +100.0% | 0.08% | – |
| ACM | New | AECOM | $443,000 | – | 11,700 | +100.0% | 0.08% | – |
| SUPV | Buy | GRUPO SUPERVIELLE S Asponsored adr | $440,000 | +228.4% | 55,900 | +152.9% | 0.08% | +212.5% |
| PSX | New | PHILLIPS 66 | $440,000 | – | 4,700 | +100.0% | 0.08% | – |
| SMPL | New | SIMPLY GOOD FOODS CO | $441,000 | – | 18,300 | +100.0% | 0.08% | – |
| UVV | New | UNIVERSAL CORP VA | $438,000 | – | 7,200 | +100.0% | 0.08% | – |
| TDY | New | TELEDYNE TECHNOLOGIES INC | $438,000 | – | 1,600 | +100.0% | 0.08% | – |
| MED | Buy | MEDIFAST INC | $436,000 | +10.4% | 3,400 | +9.7% | 0.07% | +2.8% |
| TRIP | New | TRIPADVISOR INC | $435,000 | – | 9,400 | +100.0% | 0.07% | – |
| GLPI | New | GAMING & LEISURE PPTYS INC | $433,000 | – | 11,100 | +100.0% | 0.07% | – |
| YNDX | New | YANDEX N V | $429,000 | – | 11,300 | +100.0% | 0.07% | – |
| KFY | Buy | KORN FERRY | $429,000 | +33.2% | 10,700 | +48.6% | 0.07% | +23.7% |
| VMC | Buy | VULCAN MATLS CO | $426,000 | +56.6% | 3,100 | +34.8% | 0.07% | +46.0% |
| MYL | Buy | MYLAN N V | $419,000 | +89.6% | 22,000 | +182.1% | 0.07% | +80.0% |
| WPX | New | WPX ENERGY INC | $419,000 | – | 36,400 | +100.0% | 0.07% | – |
| TTEK | New | TETRA TECH INC NEW | $424,000 | – | 5,400 | +100.0% | 0.07% | – |
| CIEN | New | CIENA CORP | $420,000 | – | 10,200 | +100.0% | 0.07% | – |
| SYF | New | SYNCHRONY FINL | $423,000 | – | 12,200 | +100.0% | 0.07% | – |
| LH | New | LABORATORY CORP AMER HLDGS | $415,000 | – | 2,400 | +100.0% | 0.07% | – |
| BERY | Sell | BERRY GLOBAL GROUP INC | $410,000 | -26.1% | 7,800 | -24.3% | 0.07% | -30.7% |
| NSIT | New | INSIGHT ENTERPRISES INC | $407,000 | – | 7,000 | +100.0% | 0.07% | – |
| PFGC | New | PERFORMANCE FOOD GROUP CO | $412,000 | – | 10,300 | +100.0% | 0.07% | – |
| PRTY | Sell | PARTY CITY HOLDCO INC | $405,000 | -44.1% | 55,200 | -39.5% | 0.07% | -47.7% |
| AMG | Sell | AFFILIATED MANAGERS GROUP IN | $405,000 | -72.6% | 4,400 | -68.1% | 0.07% | -74.3% |
| AVT | New | AVNET INC | $403,000 | – | 8,900 | +100.0% | 0.07% | – |
| BGNE | New | BEIGENE LTDsponsored adr | $397,000 | – | 3,200 | +100.0% | 0.07% | – |
| TAK | New | TAKEDA PHARMACEUTICAL CO LTDsponsored ads | $396,000 | – | 22,400 | +100.0% | 0.07% | – |
| ZBRA | Sell | ZEBRA TECHNOLOGIES CORPcl a | $398,000 | -13.7% | 1,900 | -13.6% | 0.07% | -19.0% |
| STL | New | STERLING BANCORP DEL | $398,000 | – | 18,700 | +100.0% | 0.07% | – |
| ZTO | New | ZTO EXPRESS CAYMAN INCsponsored ads a | $398,000 | – | 20,800 | +100.0% | 0.07% | – |
| CMI | Buy | CUMMINS INC | $394,000 | +24.7% | 2,300 | +15.0% | 0.07% | +15.5% |
| BMY | Sell | BRISTOL MYERS SQUIBB CO | $390,000 | -10.1% | 8,600 | -5.5% | 0.07% | -15.2% |
| GLDD | Buy | GREAT LAKES DREDGE & DOCK CO | $394,000 | +210.2% | 35,700 | +151.4% | 0.07% | +191.3% |
| PEP | Sell | PEPSICO INC | $393,000 | +0.3% | 3,000 | -6.2% | 0.07% | -5.6% |
| RE | New | EVEREST RE GROUP LTD | $395,000 | – | 1,600 | +100.0% | 0.07% | – |
| SANM | New | SANMINA CORPORATION | $394,000 | – | 13,000 | +100.0% | 0.07% | – |
| IGT | New | INTERNATIONAL GAME TECHNOLOG | $391,000 | – | 30,140 | +100.0% | 0.07% | – |
| AOBC | New | AMERICAN OUTDOOR BRANDS CORP | $387,000 | – | 42,900 | +100.0% | 0.07% | – |
| FNF | New | FIDELITY NATIONAL FINANCIAL | $379,000 | – | 9,400 | +100.0% | 0.06% | – |
| CTLT | New | CATALENT INC | $379,000 | – | 7,000 | +100.0% | 0.06% | – |
| BYD | Sell | BOYD GAMING CORP | $380,000 | -24.0% | 14,105 | -22.8% | 0.06% | -28.6% |
| ADSK | New | AUTODESK INC | $375,000 | – | 2,300 | +100.0% | 0.06% | – |
| REGN | New | REGENERON PHARMACEUTICALS | $376,000 | – | 1,200 | +100.0% | 0.06% | – |
| SBH | New | SALLY BEAUTY HLDGS INC | $374,000 | – | 28,000 | +100.0% | 0.06% | – |
| ALX | New | ALEXANDERS INC | $370,000 | – | 1,000 | +100.0% | 0.06% | – |
| COO | New | COOPER COS INC | $371,000 | – | 1,100 | +100.0% | 0.06% | – |
| MLCO | Buy | MELCO RESORTS AND ENTMT LTDadr | $369,000 | +14.2% | 17,000 | +18.9% | 0.06% | +6.8% |
| LRN | New | K12 INC | $371,000 | – | 12,200 | +100.0% | 0.06% | – |
| IQV | New | IQVIA HLDGS INC | $370,000 | – | 2,300 | +100.0% | 0.06% | – |
| MCY | New | MERCURY GENL CORP NEW | $369,000 | – | 5,900 | +100.0% | 0.06% | – |
| RCL | New | ROYAL CARIBBEAN CRUISES LTD | $364,000 | – | 3,000 | +100.0% | 0.06% | – |
| MAR | New | MARRIOTT INTL INC NEWcl a | $365,000 | – | 2,600 | +100.0% | 0.06% | – |
| CBS | New | CBS CORP NEWcl b | $364,000 | – | 7,300 | +100.0% | 0.06% | – |
| ENVA | Sell | ENOVA INTL INC | $355,000 | -32.4% | 15,400 | -33.0% | 0.06% | -36.5% |
| PYXSQ | New | PYXUS INTL INC | $357,000 | – | 23,500 | +100.0% | 0.06% | – |
| GEO | New | GEO GROUP INC NEW | $357,000 | – | 17,000 | +100.0% | 0.06% | – |
| ADI | New | ANALOG DEVICES INC | $350,000 | – | 3,100 | +100.0% | 0.06% | – |
| WTFC | New | WINTRUST FINL CORP | $351,000 | – | 4,800 | +100.0% | 0.06% | – |
| RMAX | New | RE MAX HLDGS INCcl a | $354,000 | – | 11,500 | +100.0% | 0.06% | – |
| NICE | Sell | NICE LTDsponsored adr | $354,000 | -65.2% | 2,584 | -68.9% | 0.06% | -67.6% |
| UHS | Buy | UNIVERSAL HLTH SVCS INCcl b | $352,000 | +64.5% | 2,700 | +68.8% | 0.06% | +53.8% |
| CHDN | New | CHURCHILL DOWNS INC | $345,000 | – | 3,000 | +100.0% | 0.06% | – |
| SAIC | New | SCIENCE APPLICATNS INTL CP N | $346,000 | – | 4,000 | +100.0% | 0.06% | – |
| DE | New | DEERE & CO | $348,000 | – | 2,100 | +100.0% | 0.06% | – |
| FISV | New | FISERV INC | $346,000 | – | 3,800 | +100.0% | 0.06% | – |
| NUE | New | NUCOR CORP | $347,000 | – | 6,300 | +100.0% | 0.06% | – |
| ELP | New | COMPANHIA PARANAENSE ENERG Cspon adr pfd | $347,000 | – | 27,300 | +100.0% | 0.06% | – |
| FR | New | FIRST INDUSTRIAL REALTY TRUS | $345,000 | – | 9,400 | +100.0% | 0.06% | – |
| HTLF | New | HEARTLAND FINL USA INC | $340,000 | – | 7,600 | +100.0% | 0.06% | – |
| UNM | New | UNUM GROUP | $342,000 | – | 10,200 | +100.0% | 0.06% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $341,000 | – | 1,600 | +100.0% | 0.06% | – |
| MTB | Sell | M & T BK CORP | $340,000 | -9.8% | 2,000 | -16.7% | 0.06% | -15.9% |
| TDS | Buy | TELEPHONE & DATA SYS INC | $331,000 | +13.4% | 10,900 | +14.7% | 0.06% | +7.5% |
| LSTR | New | LANDSTAR SYS INC | $335,000 | – | 3,100 | +100.0% | 0.06% | – |
| BCEI | Buy | BONANZA CREEK ENERGY INC | $326,000 | +38.1% | 15,600 | +50.0% | 0.06% | +30.2% |
| TS | New | TENARIS S Asponsored ads | $326,000 | – | 12,400 | +100.0% | 0.06% | – |
| HPP | New | HUDSON PAC PPTYS INC | $329,000 | – | 9,900 | +100.0% | 0.06% | – |
| BKH | New | BLACK HILLS CORP | $328,000 | – | 4,200 | +100.0% | 0.06% | – |
| SC | New | SANTANDER CONSUMER USA HDG I | $323,000 | – | 13,500 | +100.0% | 0.06% | – |
| USB | New | US BANCORP DEL | $320,000 | – | 6,100 | +100.0% | 0.06% | – |
| EA | Sell | ELECTRONIC ARTS INC | $314,000 | -36.9% | 3,100 | -36.7% | 0.05% | -40.7% |
| TGI | New | TRIUMPH GROUP INC NEW | $318,000 | – | 13,900 | +100.0% | 0.05% | – |
| AYX | New | ALTERYX INC | $316,000 | – | 2,900 | +100.0% | 0.05% | – |
| FDS | Sell | FACTSET RESH SYS INC | $315,000 | -64.8% | 1,100 | -69.4% | 0.05% | -66.9% |
| AIZ | New | ASSURANT INC | $319,000 | – | 3,000 | +100.0% | 0.05% | – |
| ALV | New | AUTOLIV INC | $310,000 | – | 4,400 | +100.0% | 0.05% | – |
| NI | New | NISOURCE INC | $311,000 | – | 10,800 | +100.0% | 0.05% | – |
| ALEX | Sell | ALEXANDER & BALDWIN INC NEW | $312,000 | -31.1% | 13,500 | -24.2% | 0.05% | -36.1% |
| RST | New | ROSETTA STONE INC | $311,000 | – | 13,600 | +100.0% | 0.05% | – |
| CDW | New | CDW CORP | $311,000 | – | 2,800 | +100.0% | 0.05% | – |
| BANR | New | BANNER CORP | $309,000 | – | 5,700 | +100.0% | 0.05% | – |
| PRSC | New | PROVIDENCE SVC CORP | $310,000 | – | 5,400 | +100.0% | 0.05% | – |
| TTEC | New | TTEC HLDGS INC | $303,000 | – | 6,500 | +100.0% | 0.05% | – |
| HLI | New | HOULIHAN LOKEY INCcl a | $307,000 | – | 6,900 | +100.0% | 0.05% | – |
| EQIX | Sell | EQUINIX INC | $303,000 | -25.7% | 600 | -33.3% | 0.05% | -29.7% |
| CORE | New | CORE MARK HOLDING CO INC | $302,000 | – | 7,600 | +100.0% | 0.05% | – |
| PKX | New | POSCOsponsored adr | $302,000 | – | 5,700 | +100.0% | 0.05% | – |
| ACGL | New | ARCH CAP GROUP LTDord | $304,000 | – | 8,200 | +100.0% | 0.05% | – |
| SPB | New | SPECTRUM BRANDS HLDGS INC NE | $306,000 | – | 5,694 | +100.0% | 0.05% | – |
| UNF | Buy | UNIFIRST CORP MASS | $302,000 | +51.0% | 1,600 | +23.1% | 0.05% | +44.4% |
| PAYS | New | PAYSIGN INC | $297,000 | – | 22,200 | +100.0% | 0.05% | – |
| APLE | New | APPLE HOSPITALITY REIT INC | $298,000 | – | 18,800 | +100.0% | 0.05% | – |
| PRMW | New | PRIMO WTR CORP | $298,000 | – | 24,200 | +100.0% | 0.05% | – |
| VSTO | Sell | VISTA OUTDOOR INC | $301,000 | -42.2% | 33,900 | -47.9% | 0.05% | -46.3% |
| TSE | New | TRINSEO S A | $301,000 | – | 7,100 | +100.0% | 0.05% | – |
| ENPH | New | ENPHASE ENERGY INC | $290,000 | – | 15,900 | +100.0% | 0.05% | – |
| FB | Sell | FACEBOOK INCcl a | $290,000 | -87.6% | 1,500 | -89.3% | 0.05% | -88.2% |
| HCA | New | HCA HEALTHCARE INC | $284,000 | – | 2,100 | +100.0% | 0.05% | – |
| MKTX | New | MARKETAXESS HLDGS INC | $289,000 | – | 900 | +100.0% | 0.05% | – |
| AMWD | New | AMERICAN WOODMARK CORPORATIO | $288,000 | – | 3,400 | +100.0% | 0.05% | – |
| FCPT | New | FOUR CORNERS PPTY TR INC | $284,000 | – | 10,400 | +100.0% | 0.05% | – |
| AIV | New | APARTMENT INVT & MGMT COcl a | $286,000 | – | 5,700 | +100.0% | 0.05% | – |
| MXIM | New | MAXIM INTEGRATED PRODS INC | $287,000 | – | 4,800 | +100.0% | 0.05% | – |
| EAT | New | BRINKER INTL INC | $279,000 | – | 7,100 | +100.0% | 0.05% | – |
| EWBC | New | EAST WEST BANCORP INC | $281,000 | – | 6,000 | +100.0% | 0.05% | – |
| DFS | Buy | DISCOVER FINL SVCS | $279,000 | +12.0% | 3,600 | +2.9% | 0.05% | +6.7% |
| GPC | New | GENUINE PARTS CO | $280,000 | – | 2,700 | +100.0% | 0.05% | – |
| KIM | New | KIMCO RLTY CORP | $281,000 | – | 15,200 | +100.0% | 0.05% | – |
| DTE | New | DTE ENERGY CO | $281,000 | – | 2,200 | +100.0% | 0.05% | – |
| PTEN | New | PATTERSON UTI ENERGY INC | $283,000 | – | 24,600 | +100.0% | 0.05% | – |
| ASTE | New | ASTEC INDS INC | $280,000 | – | 8,600 | +100.0% | 0.05% | – |
| RCM | New | R1 RCM INC | $273,000 | – | 21,700 | +100.0% | 0.05% | – |
| FOSL | New | FOSSIL GROUP INC | $273,000 | – | 23,700 | +100.0% | 0.05% | – |
| MLHR | New | MILLER HERMAN INC | $277,000 | – | 6,200 | +100.0% | 0.05% | – |
| THRM | New | GENTHERM INC | $276,000 | – | 6,600 | +100.0% | 0.05% | – |
| EV | New | EATON VANCE CORP | $276,000 | – | 6,400 | +100.0% | 0.05% | – |
| PYPL | Sell | PAYPAL HLDGS INC | $275,000 | -8.6% | 2,400 | -17.2% | 0.05% | -14.5% |
| FFIV | New | F5 NETWORKS INC | $277,000 | – | 1,900 | +100.0% | 0.05% | – |
| LTRPA | New | LIBERTY TRIPADVISOR HLDGS IN | $275,000 | – | 22,200 | +100.0% | 0.05% | – |
| BGGSQ | New | BRIGGS & STRATTON CORP | $268,000 | – | 26,200 | +100.0% | 0.05% | – |
| UGI | New | UGI CORP NEW | $272,000 | – | 5,100 | +100.0% | 0.05% | – |
| SATS | Sell | ECHOSTAR CORPcl a | $270,000 | -71.3% | 6,100 | -76.4% | 0.05% | -73.3% |
| NVDA | New | NVIDIA CORP | $263,000 | – | 1,600 | +100.0% | 0.04% | – |
| CPA | New | COPA HOLDINGS SAcl a | $263,000 | – | 2,700 | +100.0% | 0.04% | – |
| PCTY | New | PAYLOCITY HLDG CORP | $263,000 | – | 2,800 | +100.0% | 0.04% | – |
| AJRD | New | AEROJET ROCKETDYNE HLDGS INC | $264,000 | – | 5,900 | +100.0% | 0.04% | – |
| UHAL | New | AMERCO | $265,000 | – | 700 | +100.0% | 0.04% | – |
| KOF | Sell | COCA COLA FEMSA S A B DE C Vsponsord adr rep | $261,000 | -49.9% | 4,200 | -46.8% | 0.04% | -52.6% |
| HP | New | HELMERICH & PAYNE INC | $263,000 | – | 5,200 | +100.0% | 0.04% | – |
| CSOD | New | CORNERSTONE ONDEMAND INC | $261,000 | – | 4,500 | +100.0% | 0.04% | – |
| JBL | Sell | JABIL INC | $265,000 | -6.0% | 8,400 | -20.8% | 0.04% | -11.8% |
| M | Sell | MACYS INC | $266,000 | -75.8% | 12,400 | -72.9% | 0.04% | -77.5% |
| TROX | New | TRONOX HOLDINGS PLC | $261,000 | – | 20,443 | +100.0% | 0.04% | – |
| DXC | New | DXC TECHNOLOGY CO | $259,000 | – | 4,700 | +100.0% | 0.04% | – |
| CHFC | Sell | CHEMICAL FINL CORP | $259,000 | -4.8% | 6,300 | -4.5% | 0.04% | -12.0% |
| EHTH | New | EHEALTH INC | $258,000 | – | 3,000 | +100.0% | 0.04% | – |
| ILMN | New | ILLUMINA INC | $258,000 | – | 700 | +100.0% | 0.04% | – |
| AWI | New | ARMSTRONG WORLD INDS INC NEW | $253,000 | – | 2,600 | +100.0% | 0.04% | – |
| GPRK | New | GEOPARK LTD | $254,000 | – | 13,700 | +100.0% | 0.04% | – |
| FTI | Sell | TECHNIPFMC PLC | $254,000 | -62.8% | 9,800 | -66.2% | 0.04% | -65.3% |
| ALK | New | ALASKA AIR GROUP INC | $249,000 | – | 3,900 | +100.0% | 0.04% | – |
| FLWS | New | FLWS/1-800 FLOWERScl a | $251,000 | – | 13,300 | +100.0% | 0.04% | – |
| PFPT | New | PROOFPOINT INC | $253,000 | – | 2,100 | +100.0% | 0.04% | – |
| TCS | New | CONTAINER STORE GROUP INC | $252,000 | – | 34,412 | +100.0% | 0.04% | – |
| BCOR | New | BLUCORA INC | $249,000 | – | 8,200 | +100.0% | 0.04% | – |
| DRE | New | DUKE REALTY CORP | $253,000 | – | 8,000 | +100.0% | 0.04% | – |
| ED | New | CONSOLIDATED EDISON INC | $246,000 | – | 2,800 | +100.0% | 0.04% | – |
| HDB | New | HDFC BANK LTDsponsored ads | $247,000 | – | 1,900 | +100.0% | 0.04% | – |
| CLR | New | CONTINENTAL RESOURCES INC | $244,000 | – | 5,800 | +100.0% | 0.04% | – |
| ARCH | New | ARCH COAL INCcl a | $245,000 | – | 2,600 | +100.0% | 0.04% | – |
| ALGN | New | ALIGN TECHNOLOGY INC | $246,000 | – | 900 | +100.0% | 0.04% | – |
| ACA | New | ARCOSA INC | $245,000 | – | 6,500 | +100.0% | 0.04% | – |
| MOMO | New | MOMO INCadr | $240,000 | – | 6,700 | +100.0% | 0.04% | – |
| FAF | New | FIRST AMERN FINL CORP | $242,000 | – | 4,500 | +100.0% | 0.04% | – |
| OUT | Sell | OUTFRONT MEDIA INC | $242,000 | -42.9% | 9,400 | -48.1% | 0.04% | -46.8% |
| ARE | New | ALEXANDRIA REAL ESTATE EQ IN | $240,000 | – | 1,700 | +100.0% | 0.04% | – |
| SHO | New | SUNSTONE HOTEL INVS INC NEW | $241,000 | – | 17,600 | +100.0% | 0.04% | – |
| NUAN | New | NUANCE COMMUNICATIONS INC | $235,000 | – | 14,700 | +100.0% | 0.04% | – |
| VIAV | New | VIAVI SOLUTIONS INC | $237,000 | – | 17,800 | +100.0% | 0.04% | – |
| PFG | New | PRINCIPAL FINL GROUP INC | $237,000 | – | 4,100 | +100.0% | 0.04% | – |
| DLX | New | DELUXE CORP | $236,000 | – | 5,800 | +100.0% | 0.04% | – |
| CF | New | CF INDS HLDGS INC | $234,000 | – | 5,000 | +100.0% | 0.04% | – |
| SJI | New | SOUTH JERSEY INDS INC | $236,000 | – | 7,000 | +100.0% | 0.04% | – |
| BPOP | Sell | POPULAR INC | $233,000 | -0.9% | 4,300 | -4.4% | 0.04% | -7.0% |
| LDOS | New | LEIDOS HLDGS INC | $232,000 | – | 2,900 | +100.0% | 0.04% | – |
| RMR | Buy | RMR GROUP INCcl a | $235,000 | -14.2% | 5,000 | +11.1% | 0.04% | -20.0% |
| CMA | New | COMERICA INC | $232,000 | – | 3,200 | +100.0% | 0.04% | – |
| GMS | New | GMS INC | $235,000 | – | 10,700 | +100.0% | 0.04% | – |
| RNR | New | RENAISSANCERE HOLDINGS LTD | $231,000 | – | 1,300 | +100.0% | 0.04% | – |
| BKR | New | BAKER HUGHES A GE COcl a | $227,000 | – | 9,200 | +100.0% | 0.04% | – |
| BWA | New | BORGWARNER INC | $231,000 | – | 5,500 | +100.0% | 0.04% | – |
| BLUE | New | BLUEBIRD BIO INC | $229,000 | – | 1,800 | +100.0% | 0.04% | – |
| OLED | New | UNIVERSAL DISPLAY CORP | $226,000 | – | 1,200 | +100.0% | 0.04% | – |
| BHE | Sell | BENCHMARK ELECTRS INC | $231,000 | -45.6% | 9,200 | -43.2% | 0.04% | -49.4% |
| VRNT | New | VERINT SYS INC | $231,000 | – | 4,300 | +100.0% | 0.04% | – |
| CREE | New | CREE INC | $230,000 | – | 4,100 | +100.0% | 0.04% | – |
| WUBA | New | 58 COM INCspon adr rep a | $230,000 | – | 3,700 | +100.0% | 0.04% | – |
| SXT | New | SENSIENT TECHNOLOGIES CORP | $228,000 | – | 3,100 | +100.0% | 0.04% | – |
| AIT | New | APPLIED INDL TECHNOLOGIES IN | $228,000 | – | 3,700 | +100.0% | 0.04% | – |
| KWR | New | QUAKER CHEM CORP | $223,000 | – | 1,100 | +100.0% | 0.04% | – |
| PRU | New | PRUDENTIAL FINL INC | $222,000 | – | 2,200 | +100.0% | 0.04% | – |
| RXN | New | REXNORD CORP NEW | $224,000 | – | 7,400 | +100.0% | 0.04% | – |
| PRGO | New | PERRIGO CO PLC | $224,000 | – | 4,700 | +100.0% | 0.04% | – |
| XEL | Sell | XCEL ENERGY INC | $220,000 | -72.3% | 3,700 | -73.8% | 0.04% | -73.8% |
| EQH | New | AXA EQUITABLE HLDGS INC | $222,000 | – | 10,600 | +100.0% | 0.04% | – |
| JCOM | New | J2 GLOBAL INC | $222,000 | – | 2,500 | +100.0% | 0.04% | – |
| JWA | New | WILEY JOHN & SONS INCcl a | $225,000 | – | 4,900 | +100.0% | 0.04% | – |
| AZZ | New | AZZ INC | $221,000 | – | 4,800 | +100.0% | 0.04% | – |
| EVRG | Sell | EVERGY INC | $217,000 | -32.0% | 3,600 | -34.5% | 0.04% | -36.2% |
| LSI | New | LIFE STORAGE INC | $219,000 | – | 2,300 | +100.0% | 0.04% | – |
| WSFS | New | WSFS FINL CORP | $215,000 | – | 5,200 | +100.0% | 0.04% | – |
| APPS | New | DIGITAL TURBINE INC | $214,000 | – | 42,800 | +100.0% | 0.04% | – |
| BIO | New | BIO RAD LABS INCcl a | $219,000 | – | 700 | +100.0% | 0.04% | – |
| NOMD | New | NOMAD FOODS LTD | $218,000 | – | 10,200 | +100.0% | 0.04% | – |
| MRK | New | MERCK & CO INC | $218,000 | – | 2,600 | +100.0% | 0.04% | – |
| CR | New | CRANE CO | $217,000 | – | 2,600 | +100.0% | 0.04% | – |
| NGHC | Sell | NATIONAL GEN HLDGS CORP | $218,000 | -63.7% | 9,500 | -62.5% | 0.04% | -66.1% |
| FLS | New | FLOWSERVE CORP | $216,000 | – | 4,100 | +100.0% | 0.04% | – |
| RGNX | New | REGENXBIO INC | $216,000 | – | 4,200 | +100.0% | 0.04% | – |
| PXD | New | PIONEER NAT RES CO | $215,000 | – | 1,400 | +100.0% | 0.04% | – |
| EXTR | Buy | EXTREME NETWORKS INC | $214,000 | -7.4% | 33,100 | +7.5% | 0.04% | -11.9% |
| PLUS | New | EPLUS INC | $214,000 | – | 3,100 | +100.0% | 0.04% | – |
| WM | New | WASTE MGMT INC DEL | $208,000 | – | 1,800 | +100.0% | 0.04% | – |
| PEN | New | PENUMBRA INC | $208,000 | – | 1,300 | +100.0% | 0.04% | – |
| FLNT | Sell | FLUENT INC | $209,000 | -6.3% | 38,900 | -2.0% | 0.04% | -12.2% |
| NAV | New | NAVISTAR INTL CORP NEW | $210,000 | – | 6,100 | +100.0% | 0.04% | – |
| CVX | Sell | CHEVRON CORP NEW | $212,000 | -47.8% | 1,700 | -48.5% | 0.04% | -51.4% |
| CVLT | New | COMMVAULT SYSTEMS INC | $208,000 | – | 4,200 | +100.0% | 0.04% | – |
| ENTG | Sell | ENTEGRIS INC | $209,000 | -18.7% | 5,600 | -22.2% | 0.04% | -23.4% |
| DAVA | New | ENDAVA PLCads | $209,000 | – | 5,200 | +100.0% | 0.04% | – |
| TNDM | Sell | TANDEM DIABETES CARE INC | $213,000 | -43.2% | 3,300 | -44.1% | 0.04% | -47.1% |
| WTI | Buy | W & T OFFSHORE INC | $210,000 | +82.6% | 42,300 | +154.8% | 0.04% | +71.4% |
| TEL | New | TE CONNECTIVITY LTD | $211,000 | – | 2,200 | +100.0% | 0.04% | – |
| EXP | Sell | EAGLE MATERIALS INC | $213,000 | -78.8% | 2,300 | -80.7% | 0.04% | -80.3% |
| DHT | New | DHT HOLDINGS INC | $212,000 | – | 35,800 | +100.0% | 0.04% | – |
| SRPT | New | SAREPTA THERAPEUTICS INC | $213,000 | – | 1,400 | +100.0% | 0.04% | – |
| ATH | New | ATHENE HLDG LTDcl a | $202,000 | – | 4,700 | +100.0% | 0.04% | – |
| NXST | Sell | NEXSTAR MEDIA GROUP INCcl a | $202,000 | -35.7% | 2,000 | -31.0% | 0.04% | -38.6% |
| FRT | New | FEDERAL REALTY INVT TRsh ben int new | $206,000 | – | 1,600 | +100.0% | 0.04% | – |
| CMTL | Sell | COMTECH TELECOMMUNICATIONS C | $205,000 | -2.8% | 7,300 | -19.8% | 0.04% | -7.9% |
| HEI | New | HEICO CORP NEW | $201,000 | – | 1,500 | +100.0% | 0.03% | – |
| ABM | New | ABM INDS INC | $200,000 | – | 5,000 | +100.0% | 0.03% | – |
| PNFP | New | PINNACLE FINL PARTNERS INC | $201,000 | – | 3,500 | +100.0% | 0.03% | – |
| EBIX | New | EBIX INC | $201,000 | – | 4,000 | +100.0% | 0.03% | – |
| GLUU | Buy | GLU MOBILE INC | $197,000 | +53.9% | 27,500 | +135.0% | 0.03% | +47.8% |
| ALE | New | ALLETE INC | $200,000 | – | 2,400 | +100.0% | 0.03% | – |
| RRC | New | RANGE RES CORP | $198,000 | – | 28,300 | +100.0% | 0.03% | – |
| GNRC | New | GENERAC HLDGS INC | $201,000 | – | 2,900 | +100.0% | 0.03% | – |
| GPK | New | GRAPHIC PACKAGING HLDG CO | $196,000 | – | 14,000 | +100.0% | 0.03% | – |
| PKE | New | PARK ELECTROCHEMICAL CORP | $192,000 | – | 11,500 | +100.0% | 0.03% | – |
| BGCP | New | BGC PARTNERS INCcl a | $187,000 | – | 35,800 | +100.0% | 0.03% | – |
| TNAV | New | TELENAV INC | $184,000 | – | 23,000 | +100.0% | 0.03% | – |
| CPLG | New | COREPOINT LODGING INC | $182,000 | – | 14,700 | +100.0% | 0.03% | – |
| HT | New | HERSHA HOSPITALITY TR | $184,000 | – | 11,100 | +100.0% | 0.03% | – |
| HRTG | New | HERITAGE INS HLDGS INC | $183,000 | – | 11,900 | +100.0% | 0.03% | – |
| VNE | New | VEONEER INCORPORATED | $177,000 | – | 10,200 | +100.0% | 0.03% | – |
| BLDR | Sell | BUILDERS FIRSTSOURCE INC | $172,000 | -50.9% | 10,200 | -61.1% | 0.03% | -54.7% |
| TEF | Sell | TELEFONICA S Asponsored adr | $169,000 | -23.2% | 20,400 | -22.4% | 0.03% | -27.5% |
| CRBP | Sell | CORBUS PHARMACEUTICALS HLDGS | $167,000 | -16.1% | 24,100 | -16.0% | 0.03% | -19.4% |
| FBP | New | FIRST BANCORP P R | $170,000 | – | 15,400 | +100.0% | 0.03% | – |
| BBAR | Sell | BBVA BANCO FRANCES S Asponsored adr | $169,000 | -18.4% | 14,900 | -31.7% | 0.03% | -23.7% |
| QUOT | New | QUOTIENT TECHNOLOGY INC | $164,000 | – | 15,300 | +100.0% | 0.03% | – |
| SLM | Buy | SLM CORP | $164,000 | +26.2% | 16,900 | +29.0% | 0.03% | +16.7% |
| ESI | Sell | ELEMENT SOLUTIONS INC | $166,000 | -79.8% | 16,100 | -80.2% | 0.03% | -81.2% |
| NMRK | Buy | NEWMARK GROUP INCcl a | $162,000 | +43.4% | 18,000 | +32.4% | 0.03% | +33.3% |
| WNC | Sell | WABASH NATL CORP | $163,000 | -25.9% | 10,000 | -38.3% | 0.03% | -30.0% |
| SMFG | Buy | SUMITOMO MITSUI FINL GROUP Isponsored adr | $162,000 | +4.5% | 22,900 | +4.1% | 0.03% | 0.0% |
| MDRIQ | New | MCDERMOTT INTL INC | $158,000 | – | 16,400 | +100.0% | 0.03% | – |
| IMH | IMPAC MTG HLDGS INC | $161,000 | -20.7% | 51,900 | 0.0% | 0.03% | -27.0% | |
| SWN | Buy | SOUTHWESTERN ENERGY CO | $157,000 | +166.1% | 49,800 | +295.2% | 0.03% | +145.5% |
| MUFG | Buy | MITSUBISHI UFJ FINL GROUP INsponsored ads | $157,000 | +6.1% | 33,100 | +10.7% | 0.03% | 0.0% |
| QD | Buy | QUDIAN INCadr | $155,000 | +72.2% | 20,600 | +16.4% | 0.03% | +62.5% |
| TPRE | New | THIRD PT REINS LTD | $153,000 | – | 14,800 | +100.0% | 0.03% | – |
| UIS | Sell | UNISYS CORP | $148,000 | -75.3% | 15,200 | -70.3% | 0.02% | -77.1% |
| VRRM | New | VERRA MOBILITY CORP | $145,000 | – | 11,100 | +100.0% | 0.02% | – |
| VLY | New | VALLEY NATL BANCORP | $144,000 | – | 13,400 | +100.0% | 0.02% | – |
| VNET | New | 21VIANET GROUP INCsponsored ads a | $149,000 | – | 19,100 | +100.0% | 0.02% | – |
| RFP | Sell | RESOLUTE FST PRODS INC | $137,000 | -56.8% | 19,000 | -52.6% | 0.02% | -60.3% |
| SNH | New | SENIOR HSG PPTYS TRsh ben int | $136,000 | – | 16,500 | +100.0% | 0.02% | – |
| SPPI | New | SPECTRUM PHARMACEUTICALS INC | $137,000 | – | 15,900 | +100.0% | 0.02% | – |
| ADT | New | ADT INC | $136,000 | – | 22,200 | +100.0% | 0.02% | – |
| EURN | Buy | EURONAV NV ANTWERPEN | $137,000 | +35.6% | 14,500 | +16.9% | 0.02% | +27.8% |
| CISN | New | CISION LTD | $130,000 | – | 11,100 | +100.0% | 0.02% | – |
| VECO | Sell | VEECO INSTRS INC DEL | $131,000 | -2.2% | 10,700 | -13.7% | 0.02% | -8.3% |
| TLYS | Sell | TILLYS INCcl a | $131,000 | -86.2% | 17,154 | -79.9% | 0.02% | -87.3% |
| DPLO | Sell | DIPLOMAT PHARMACY INC | $129,000 | +1.6% | 21,200 | -2.8% | 0.02% | -4.3% |
| PLAB | New | PHOTRONICS INC | $123,000 | – | 15,000 | +100.0% | 0.02% | – |
| MITK | New | MITEK SYS INC | $122,000 | – | 12,300 | +100.0% | 0.02% | – |
| KEP | New | KOREA ELECTRIC PWRsponsored adr | $122,000 | – | 11,000 | +100.0% | 0.02% | – |
| TIVO | New | TIVO CORP | $116,000 | – | 15,700 | +100.0% | 0.02% | – |
| AEG | New | AEGON N V | $112,000 | – | 22,700 | +100.0% | 0.02% | – |
| UBX | New | UNITY BIOTECHNOLOGY INC | $103,000 | – | 10,800 | +100.0% | 0.02% | – |
| KOS | New | KOSMOS ENERGY LTD | $104,000 | – | 16,600 | +100.0% | 0.02% | – |
| MOBL | New | MOBILEIRON INC | $98,000 | – | 15,800 | +100.0% | 0.02% | – |
| EZPW | New | EZCORP INCcl a non vtg | $100,000 | – | 10,600 | +100.0% | 0.02% | – |
| CEPU | New | CENTRAL PUERTO S Asponsored adr | $98,000 | – | 10,600 | +100.0% | 0.02% | – |
| VIPS | New | VIPSHOP HLDGS LTDsponsored ads a | $88,000 | – | 10,200 | +100.0% | 0.02% | – |
| PLYA | New | PLAYA HOTELS & RESORTS NV | $90,000 | – | 11,700 | +100.0% | 0.02% | – |
| FG | Sell | FGL HLDGS | $86,000 | -33.3% | 10,200 | -37.8% | 0.02% | -37.5% |
| ETM | Sell | ENTERCOM COMMUNICATIONS CORPcl a | $90,000 | -68.9% | 15,600 | -71.7% | 0.02% | -71.7% |
| CLNY | Buy | COLONY CAP INC NEW | $86,000 | +10.3% | 17,200 | +17.8% | 0.02% | +7.1% |
| ALDX | Sell | ALDEYRA THERAPEUTICS INC | $83,000 | -38.5% | 13,800 | -7.4% | 0.01% | -44.0% |
| CENX | New | CENTURY ALUM CO | $74,000 | – | 10,700 | +100.0% | 0.01% | – |
| AKS | New | AK STL HLDG CORP | $71,000 | – | 30,000 | +100.0% | 0.01% | – |
| RYAM | Sell | RAYONIER ADVANCED MATLS INC | $66,000 | -73.7% | 10,200 | -44.9% | 0.01% | -76.1% |
| SRCI | New | SRC ENERGY INC | $57,000 | – | 11,500 | +100.0% | 0.01% | – |
| ABEO | New | ABEONA THERAPEUTICS INC | $50,000 | – | 10,400 | +100.0% | 0.01% | – |
| CBLAQ | Sell | CBL & ASSOC PPTYS INC | $43,000 | -98.0% | 41,743 | -97.0% | 0.01% | -98.2% |
| SNCR | Exit | SYNCHRONOSS TECHNOLOGIES INC | $0 | – | -10,400 | -100.0% | -0.01% | – |
| PPDF | Exit | PPDAI GROUP INCsponsored adr | $0 | – | -16,500 | -100.0% | -0.01% | – |
| BASX | Exit | BASIC ENERGY SVCS INC NEW | $0 | – | -15,700 | -100.0% | -0.01% | – |
| BDSI | Exit | BIODELIVERY SCIENCES INTL IN | $0 | – | -12,500 | -100.0% | -0.01% | – |
| ARQL | Exit | ARQULE INC | $0 | – | -15,600 | -100.0% | -0.01% | – |
| SNR | Exit | NEW SR INVT GROUP INC | $0 | – | -15,400 | -100.0% | -0.02% | – |
| WPG | Exit | WASHINGTON PRIME GROUP NEW | $0 | – | -14,100 | -100.0% | -0.02% | – |
| CASA | Exit | CASA SYS INC | $0 | – | -10,000 | -100.0% | -0.02% | – |
| HLX | Exit | HELIX ENERGY SOLUTIONS GRP I | $0 | – | -11,200 | -100.0% | -0.02% | – |
| SBGL | Exit | SIBANYE STILLWATERsponsored adr | $0 | – | -21,800 | -100.0% | -0.02% | – |
| MCRB | Exit | SERES THERAPEUTICS INC | $0 | – | -14,400 | -100.0% | -0.02% | – |
| TRVG | Exit | TRIVAGO N V | $0 | – | -23,300 | -100.0% | -0.02% | – |
| KEYW | Exit | KEYW HLDG CORP | $0 | – | -11,200 | -100.0% | -0.02% | – |
| KEGX | Exit | KEY ENERGY SVCS INC DEL | $0 | – | -24,600 | -100.0% | -0.02% | – |
| CURO | Exit | CURO GROUP HLDGS CORP | $0 | – | -10,300 | -100.0% | -0.02% | – |
| GPORQ | Exit | GULFPORT ENERGY CORP | $0 | – | -12,700 | -100.0% | -0.02% | – |
| FRAC | Exit | KEANE GROUP INC | $0 | – | -10,000 | -100.0% | -0.02% | – |
| ASRT | Exit | ASSERTIO THERAPEUTICS INC | $0 | – | -21,500 | -100.0% | -0.02% | – |
| RLGT | Exit | RADIANT LOGISTICS INC | $0 | – | -17,600 | -100.0% | -0.02% | – |
| CNHI | Exit | CNH INDL N V | $0 | – | -10,600 | -100.0% | -0.02% | – |
| REI | Exit | RING ENERGY INC | $0 | – | -20,600 | -100.0% | -0.02% | – |
| VNTR | Exit | VENATOR MATLS PLC | $0 | – | -22,100 | -100.0% | -0.02% | – |
| AFIN | Exit | AMERICAN FIN TR INC | $0 | – | -11,600 | -100.0% | -0.02% | – |
| PRTA | Exit | PROTHENA CORP PLC | $0 | – | -10,600 | -100.0% | -0.02% | – |
| IVC | Exit | INVACARE CORP | $0 | – | -16,200 | -100.0% | -0.02% | – |
| TXMD | Exit | THERAPEUTICSMD INC | $0 | – | -29,100 | -100.0% | -0.03% | – |
| FET | Exit | FORUM ENERGY TECHNOLOGIES IN | $0 | – | -28,500 | -100.0% | -0.03% | – |
| KIRK | Exit | KIRKLANDS INC | $0 | – | -20,700 | -100.0% | -0.03% | – |
| MCRN | Exit | MILACRON HLDGS CORP | $0 | – | -12,900 | -100.0% | -0.03% | – |
| XOGAQ | Exit | EXTRACTION OIL AND GAS INC | $0 | – | -35,000 | -100.0% | -0.03% | – |
| PSDO | Exit | PRESIDIO INC | $0 | – | -10,000 | -100.0% | -0.03% | – |
| TGNA | Exit | TEGNA INC | $0 | – | -10,700 | -100.0% | -0.03% | – |
| SCS | Exit | STEELCASE INCcl a | $0 | – | -10,700 | -100.0% | -0.03% | – |
| ZIXI | Exit | ZIX CORP | $0 | – | -22,600 | -100.0% | -0.03% | – |
| ACCO | Exit | ACCO BRANDS CORP | $0 | – | -18,800 | -100.0% | -0.03% | – |
| DRNA | Exit | DICERNA PHARMACEUTICALS INC | $0 | – | -10,900 | -100.0% | -0.03% | – |
| AMKR | Exit | AMKOR TECHNOLOGY INC | $0 | – | -19,200 | -100.0% | -0.03% | – |
| IO | Exit | ION GEOPHYSICAL CORP | $0 | – | -11,500 | -100.0% | -0.03% | – |
| MDRX | Exit | ALLSCRIPTS HEALTHCARE SOLUTN | $0 | – | -17,800 | -100.0% | -0.03% | – |
| RVNC | Exit | REVANCE THERAPEUTICS INC | $0 | – | -11,100 | -100.0% | -0.03% | – |
| USX | Exit | US XPRESS ENTERPRISES INC | $0 | – | -26,100 | -100.0% | -0.03% | – |
| BTTGY | Exit | BT GROUP PLCadr | $0 | – | -12,000 | -100.0% | -0.03% | – |
| JYNT | Exit | JOINT CORP | $0 | – | -11,400 | -100.0% | -0.03% | – |
| DBD | Exit | DIEBOLD NXDF INC | $0 | – | -16,400 | -100.0% | -0.03% | – |
| JT | Exit | JIANPU TECHNOLOGY INCadr | $0 | – | -35,800 | -100.0% | -0.03% | – |
| BEST | Exit | BEST INCsponsored ads | $0 | – | -35,500 | -100.0% | -0.03% | – |
| SNAP | Exit | SNAP INCcl a | $0 | – | -16,900 | -100.0% | -0.03% | – |
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -13,000 | -100.0% | -0.03% | – |
| VKTX | Exit | VIKING THERAPEUTICS INC | $0 | – | -18,500 | -100.0% | -0.03% | – |
| RTN | Exit | RAYTHEON CO | $0 | – | -1,100 | -100.0% | -0.04% | – |
| APTS | Exit | PREFERRED APT CMNTYS INC | $0 | – | -13,300 | -100.0% | -0.04% | – |
| KRA | Exit | KRATON CORPORATION | $0 | – | -6,200 | -100.0% | -0.04% | – |
| NCMI | Exit | NATIONAL CINEMEDIA INC | $0 | – | -28,400 | -100.0% | -0.04% | – |
| TTMI | Exit | TTM TECHNOLOGIES INC | $0 | – | -17,200 | -100.0% | -0.04% | – |
| RDUS | Exit | RADIUS HEALTH INC | $0 | – | -10,200 | -100.0% | -0.04% | – |
| VRTS | Exit | VIRTUS INVT PARTNERS INC | $0 | – | -2,100 | -100.0% | -0.04% | – |
| BCC | Exit | BOISE CASCADE CO DEL | $0 | – | -7,594 | -100.0% | -0.04% | – |
| ASGN | Exit | ASGN INC | $0 | – | -3,200 | -100.0% | -0.04% | – |
| KB | Exit | KB FINANCIAL GROUP INCsponsored adr | $0 | – | -5,500 | -100.0% | -0.04% | – |
| TTGT | Exit | TECHTARGET INC | $0 | – | -12,643 | -100.0% | -0.04% | – |
| COLM | Exit | COLUMBIA SPORTSWEAR CO | $0 | – | -2,000 | -100.0% | -0.04% | – |
| GWB | Exit | GREAT WESTN BANCORP INC | $0 | – | -6,600 | -100.0% | -0.04% | – |
| IDCC | Exit | INTERDIGITAL INC | $0 | – | -3,271 | -100.0% | -0.04% | – |
| UCTT | Exit | ULTRA CLEAN HLDGS INC | $0 | – | -20,500 | -100.0% | -0.04% | – |
| LTMAQ | Exit | LATAM AIRLS GROUP S Asponsored adr | $0 | – | -20,200 | -100.0% | -0.04% | – |
| CRAI | Exit | CRA INTL INC | $0 | – | -4,200 | -100.0% | -0.04% | – |
| PNR | Exit | PENTAIR PLC | $0 | – | -4,900 | -100.0% | -0.04% | – |
| MEET | Exit | MEET GROUP INC | $0 | – | -43,300 | -100.0% | -0.04% | – |
| OIS | Exit | OIL STS INTL INC | $0 | – | -12,800 | -100.0% | -0.04% | – |
| INSG | Exit | INSEEGO CORP | $0 | – | -45,900 | -100.0% | -0.04% | – |
| PHM | Exit | PULTE GROUP INC | $0 | – | -8,100 | -100.0% | -0.04% | – |
| USM | Exit | UNITED STATES CELLULAR CORP | $0 | – | -4,900 | -100.0% | -0.04% | – |
| BMCH | Exit | BMC STK HLDGS INC | $0 | – | -12,900 | -100.0% | -0.04% | – |
| HNGR | Exit | HANGER INC | $0 | – | -12,000 | -100.0% | -0.04% | – |
| CNP | Exit | CENTERPOINT ENERGY INC | $0 | – | -7,600 | -100.0% | -0.04% | – |
| MBT | Exit | MOBILE TELESYSTEMS PJSCsponsored adr | $0 | – | -30,200 | -100.0% | -0.04% | – |
| MMI | Exit | MARCUS & MILLICHAP INC | $0 | – | -5,600 | -100.0% | -0.04% | – |
| ESS | Exit | ESSEX PPTY TR INC | $0 | – | -800 | -100.0% | -0.04% | – |
| UNFI | Exit | UNITED NAT FOODS INC | $0 | – | -17,400 | -100.0% | -0.04% | – |
| VIRT | Exit | VIRTU FINL INCcl a | $0 | – | -9,600 | -100.0% | -0.04% | – |
| NVRO | Exit | NEVRO CORP | $0 | – | -3,800 | -100.0% | -0.04% | – |
| TPH | Exit | TRI POINTE GROUP INC | $0 | – | -18,600 | -100.0% | -0.04% | – |
| TALO | Exit | TALOS ENERGY INC | $0 | – | -8,900 | -100.0% | -0.04% | – |
| APY | Exit | APERGY CORP | $0 | – | -5,800 | -100.0% | -0.04% | – |
| ANIK | Exit | ANIKA THERAPEUTICS INC | $0 | – | -7,907 | -100.0% | -0.04% | – |
| PRIM | Exit | PRIMORIS SVCS CORP | $0 | – | -11,700 | -100.0% | -0.04% | – |
| IOVA | Exit | IOVANCE BIOTHERAPEUTICS INC | $0 | – | -25,394 | -100.0% | -0.04% | – |
| CHL | Exit | CHINA MOBILE LIMITEDsponsored adr | $0 | – | -4,700 | -100.0% | -0.04% | – |
| EME | Exit | EMCOR GROUP INC | $0 | – | -3,300 | -100.0% | -0.04% | – |
| FIS | Exit | FIDELITY NATL INFORMATION SV | $0 | – | -2,200 | -100.0% | -0.04% | – |
| APLS | Exit | APELLIS PHARMACEUTICALS INC | $0 | – | -12,600 | -100.0% | -0.04% | – |
| CBD | Exit | COMPANHIA BRASILEIRA DE DISTspn adr pfd cl a | $0 | – | -10,600 | -100.0% | -0.04% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -9,700 | -100.0% | -0.04% | – |
| DEO | Exit | DIAGEO P L Cspon adr new | $0 | – | -1,500 | -100.0% | -0.04% | – |
| ST | Exit | SENSATA TECHNOLOGIES HLDNG P | $0 | – | -5,600 | -100.0% | -0.05% | – |
| ARGO | Exit | ARGO GROUP INTL HLDGS LTD | $0 | – | -3,600 | -100.0% | -0.05% | – |
| WYND | Exit | WYNDHAM DESTINATIONS INC | $0 | – | -6,400 | -100.0% | -0.05% | – |
| G | Exit | GENPACT LIMITED | $0 | – | -7,400 | -100.0% | -0.05% | – |
| DXPE | Exit | DXP ENTERPRISES INC NEW | $0 | – | -6,600 | -100.0% | -0.05% | – |
| UBS | Exit | UBS GROUP AG | $0 | – | -21,500 | -100.0% | -0.05% | – |
| HHC | Exit | HOWARD HUGHES CORP | $0 | – | -2,400 | -100.0% | -0.05% | – |
| J | Exit | JACOBS ENGR GROUP INC | $0 | – | -3,500 | -100.0% | -0.05% | – |
| PRAH | Exit | PRA HEALTH SCIENCES INC | $0 | – | -2,400 | -100.0% | -0.05% | – |
| YRCW | Exit | YRC WORLDWIDE INC | $0 | – | -39,800 | -100.0% | -0.05% | – |
| RRD | Exit | DONNELLEY R R & SONS CO | $0 | – | -55,600 | -100.0% | -0.05% | – |
| PKG | Exit | PACKAGING CORP AMER | $0 | – | -2,700 | -100.0% | -0.05% | – |
| RGA | Exit | REINSURANCE GRP OF AMERICA I | $0 | – | -1,900 | -100.0% | -0.05% | – |
| CUTR | Exit | CUTERA INC | $0 | – | -15,200 | -100.0% | -0.05% | – |
| HRI | Exit | HERC HLDGS INC | $0 | – | -7,000 | -100.0% | -0.05% | – |
| ON | Exit | ON SEMICONDUCTOR CORP | $0 | – | -13,400 | -100.0% | -0.05% | – |
| SE | Exit | SEA LTDsponsored ads | $0 | – | -11,600 | -100.0% | -0.05% | – |
| SIG | Exit | SIGNET JEWELERS LIMITED | $0 | – | -10,100 | -100.0% | -0.05% | – |
| SBS | Exit | COMPANHIA DE SANEAMENTO BASIsponsored adr | $0 | – | -26,200 | -100.0% | -0.05% | – |
| CLI | Exit | MACK CALI RLTY CORP | $0 | – | -12,700 | -100.0% | -0.05% | – |
| MDCO | Exit | MEDICINES CO | $0 | – | -10,100 | -100.0% | -0.05% | – |
| UN | Exit | UNILEVER N V | $0 | – | -4,800 | -100.0% | -0.05% | – |
| TPC | Exit | TUTOR PERINI CORP | $0 | – | -16,500 | -100.0% | -0.05% | – |
| ATSG | Exit | AIR TRANSPORT SERVICES GRP I | $0 | – | -12,100 | -100.0% | -0.05% | – |
| CWK | Exit | CUSHMAN WAKEFIELD PLC | $0 | – | -15,800 | -100.0% | -0.05% | – |
| MC | Exit | MOELIS & COcl a | $0 | – | -6,900 | -100.0% | -0.05% | – |
| PCMI | Exit | PCM INC | $0 | – | -7,900 | -100.0% | -0.05% | – |
| STAY | Exit | EXTENDED STAY AMER INCunit 99/99/9999b | $0 | – | -16,225 | -100.0% | -0.05% | – |
| ICHR | Exit | ICHOR HOLDINGS | $0 | – | -12,800 | -100.0% | -0.05% | – |
| VRTV | Exit | VERITIV CORP | $0 | – | -11,000 | -100.0% | -0.05% | – |
| UL | Exit | UNILEVER PLCspon adr new | $0 | – | -5,000 | -100.0% | -0.05% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -4,500 | -100.0% | -0.05% | – |
| SUP | Exit | SUPERIOR INDS INTL INC | $0 | – | -61,800 | -100.0% | -0.05% | – |
| GLT | Exit | GLATFELTER | $0 | – | -21,200 | -100.0% | -0.05% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -7,200 | -100.0% | -0.06% | – |
| VRA | Exit | VERA BRADLEY INC | $0 | – | -22,967 | -100.0% | -0.06% | – |
| HIG | Exit | HARTFORD FINL SVCS GROUP INC | $0 | – | -6,200 | -100.0% | -0.06% | – |
| MRC | Exit | MRC GLOBAL INC | $0 | – | -17,700 | -100.0% | -0.06% | – |
| HMN | Exit | HORACE MANN EDUCATORS CORP N | $0 | – | -8,700 | -100.0% | -0.06% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -31,100 | -100.0% | -0.06% | – |
| ANSS | Exit | ANSYS INC | $0 | – | -1,700 | -100.0% | -0.06% | – |
| JELD | Exit | JELD-WEN HLDG INC | $0 | – | -17,900 | -100.0% | -0.06% | – |
| CUZ | Exit | COUSINS PPTYS INC | $0 | – | -32,700 | -100.0% | -0.06% | – |
| TNET | Exit | TRINET GROUP INC | $0 | – | -5,300 | -100.0% | -0.06% | – |
| GHL | Exit | GREENHILL & CO INC | $0 | – | -14,900 | -100.0% | -0.06% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -1,300 | -100.0% | -0.06% | – |
| RUBI | Exit | RUBICON PROJ INC | $0 | – | -53,300 | -100.0% | -0.06% | – |
| BG | Exit | BUNGE LIMITED | $0 | – | -6,100 | -100.0% | -0.06% | – |
| JD | Exit | JD COM INCspon adr cl a | $0 | – | -10,800 | -100.0% | -0.06% | – |
| NPTN | Exit | NEOPHOTONICS CORP | $0 | – | -52,100 | -100.0% | -0.06% | – |
| SLGN | Exit | SILGAN HOLDINGS INC | $0 | – | -11,100 | -100.0% | -0.06% | – |
| BAM | Exit | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $0 | – | -7,100 | -100.0% | -0.06% | – |
| MTCH | Exit | MATCH GROUP INC | $0 | – | -5,800 | -100.0% | -0.06% | – |
| NDLS | Exit | NOODLES & CO | $0 | – | -48,594 | -100.0% | -0.06% | – |
| WD | Exit | WALKER & DUNLOP INC | $0 | – | -6,600 | -100.0% | -0.06% | – |
| CUBE | Exit | CUBESMART | $0 | – | -10,400 | -100.0% | -0.06% | – |
| COWN | Exit | COWEN INCcl a new | $0 | – | -23,200 | -100.0% | -0.06% | – |
| TVTY | Exit | TIVITY HEALTH INC | $0 | – | -18,900 | -100.0% | -0.06% | – |
| SYY | Exit | SYSCO CORP | $0 | – | -5,000 | -100.0% | -0.06% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -1,900 | -100.0% | -0.06% | – |
| LM | Exit | LEGG MASON INC | $0 | – | -12,500 | -100.0% | -0.06% | – |
| APTV | Exit | APTIV PLC | $0 | – | -4,300 | -100.0% | -0.06% | – |
| HZNP | Exit | HORIZON PHARMA PLC | $0 | – | -12,800 | -100.0% | -0.06% | – |
| UNVR | Exit | UNIVAR INC | $0 | – | -15,400 | -100.0% | -0.06% | – |
| ARCB | Exit | ARCBEST CORP | $0 | – | -11,000 | -100.0% | -0.06% | – |
| SF | Exit | STIFEL FINL CORP | $0 | – | -6,500 | -100.0% | -0.06% | – |
| HSII | Exit | HEIDRICK & STRUGGLES INTL IN | $0 | – | -9,000 | -100.0% | -0.06% | – |
| LTXB | Exit | LEGACY TEX FINL GROUP INC | $0 | – | -9,300 | -100.0% | -0.06% | – |
| VRSN | Exit | VERISIGN INC | $0 | – | -1,900 | -100.0% | -0.06% | – |
| PTLA | Exit | PORTOLA PHARMACEUTICALS INC | $0 | – | -9,900 | -100.0% | -0.06% | – |
| PAM | Exit | PAMPA ENERGIA S Aspons adr lvl i | $0 | – | -12,600 | -100.0% | -0.06% | – |
| CNDT | Exit | CONDUENT INC | $0 | – | -24,900 | -100.0% | -0.06% | – |
| WTI | Exit | W & T OFFSHORE INCput | $0 | – | -50,000 | -100.0% | -0.06% | – |
| GWRE | Exit | GUIDEWIRE SOFTWARE INC | $0 | – | -3,600 | -100.0% | -0.06% | – |
| RNG | Exit | RINGCENTRAL INCcl a | $0 | – | -3,300 | -100.0% | -0.06% | – |
| MEI | Exit | METHODE ELECTRS INC | $0 | – | -12,600 | -100.0% | -0.07% | – |
| BE | Exit | BLOOM ENERGY CORP | $0 | – | -27,900 | -100.0% | -0.07% | – |
| UTHR | Exit | UNITED THERAPEUTICS CORP DEL | $0 | – | -3,100 | -100.0% | -0.07% | – |
| IMAX | Exit | IMAX CORP | $0 | – | -16,000 | -100.0% | -0.07% | – |
| TROW | Exit | PRICE T ROWE GROUP INC | $0 | – | -3,700 | -100.0% | -0.07% | – |
| C | Exit | CITIGROUP INC | $0 | – | -5,900 | -100.0% | -0.07% | – |
| BTI | Exit | BRITISH AMERN TOB PLCsponsored adr | $0 | – | -8,900 | -100.0% | -0.07% | – |
| STM | Exit | STMICROELECTRONICS N Vny registry | $0 | – | -25,600 | -100.0% | -0.07% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -2,900 | -100.0% | -0.07% | – |
| GRA | Exit | GRACE W R & CO DEL NEW | $0 | – | -4,900 | -100.0% | -0.07% | – |
| EVR | Exit | EVERCORE INCclass a | $0 | – | -4,300 | -100.0% | -0.07% | – |
| FTCH | Exit | FARFETCH LTDord sh cl a | $0 | – | -14,500 | -100.0% | -0.07% | – |
| CNNE | Exit | CANNAE HLDGS INC | $0 | – | -16,000 | -100.0% | -0.07% | – |
| POST | Exit | POST HLDGS INC | $0 | – | -3,600 | -100.0% | -0.07% | – |
| SJM | Exit | SMUCKER J M CO | $0 | – | -3,400 | -100.0% | -0.07% | – |
| AGN | Exit | ALLERGAN PLC | $0 | – | -2,700 | -100.0% | -0.07% | – |
| QUAD | Exit | QUAD / GRAPHICS INC | $0 | – | -33,700 | -100.0% | -0.07% | – |
| PDD | Exit | PINDUODUO INCsponsored ads | $0 | – | -16,200 | -100.0% | -0.07% | – |
| UAA | Exit | UNDER ARMOUR INCcl a | $0 | – | -19,400 | -100.0% | -0.08% | – |
| HII | Exit | HUNTINGTON INGALLS INDS INC | $0 | – | -2,000 | -100.0% | -0.08% | – |
| ERIE | Exit | ERIE INDTY COcl a | $0 | – | -2,300 | -100.0% | -0.08% | – |
| TEAM | Exit | ATLASSIAN CORP PLCcl a | $0 | – | -3,700 | -100.0% | -0.08% | – |
| NIO | Exit | NIO INCspon ads | $0 | – | -81,400 | -100.0% | -0.08% | – |
| RARE | Exit | ULTRAGENYX PHARMACEUTICAL IN | $0 | – | -6,000 | -100.0% | -0.08% | – |
| AMSC | Exit | AMERICAN SUPERCONDUCTOR CORP | $0 | – | -32,300 | -100.0% | -0.08% | – |
| BB | Exit | BLACKBERRY LTD | $0 | – | -42,100 | -100.0% | -0.08% | – |
| IBKC | Exit | IBERIABANK CORP | $0 | – | -5,900 | -100.0% | -0.08% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -4,400 | -100.0% | -0.08% | – |
| EAF | Exit | GRAFTECH INTL LTD | $0 | – | -33,600 | -100.0% | -0.08% | – |
| KLAC | Exit | KLA-TENCOR CORP | $0 | – | -3,600 | -100.0% | -0.08% | – |
| COLD | Exit | AMERICOLD RLTY TR | $0 | – | -14,100 | -100.0% | -0.08% | – |
| EVRI | Exit | EVERI HLDGS INC | $0 | – | -40,600 | -100.0% | -0.08% | – |
| TAL | Exit | TAL EDUCATION GROUPsponsored ads | $0 | – | -12,100 | -100.0% | -0.08% | – |
| SKT | Exit | TANGER FACTORY OUTLET CTRS I | $0 | – | -20,900 | -100.0% | -0.08% | – |
| FCAU | Exit | FIAT CHRYSLER AUTOMOBILES N | $0 | – | -29,900 | -100.0% | -0.08% | – |
| MCS | Exit | MARCUS CORP | $0 | – | -11,100 | -100.0% | -0.08% | – |
| ALNY | Exit | ALNYLAM PHARMACEUTICALS INC | $0 | – | -4,800 | -100.0% | -0.08% | – |
| IBP | Exit | INSTALLED BLDG PRODS INC | $0 | – | -9,398 | -100.0% | -0.08% | – |
| RS | Exit | RELIANCE STEEL & ALUMINUM CO | $0 | – | -5,100 | -100.0% | -0.08% | – |
| AEP | Exit | AMERICAN ELEC PWR CO INC | $0 | – | -5,600 | -100.0% | -0.08% | – |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -5,500 | -100.0% | -0.08% | – |
| LPLA | Exit | LPL FINL HLDGS INC | $0 | – | -6,900 | -100.0% | -0.09% | – |
| AVB | Exit | AVALONBAY CMNTYS INC | $0 | – | -2,400 | -100.0% | -0.09% | – |
| WELL | Exit | WELLTOWER INC | $0 | – | -6,200 | -100.0% | -0.09% | – |
| SITC | Exit | SITE CENTERS CORP | $0 | – | -35,900 | -100.0% | -0.09% | – |
| GLPG | Exit | GALAPAGOS NVspon adr | $0 | – | -4,200 | -100.0% | -0.09% | – |
| HST | Exit | HOST HOTELS & RESORTS INC | $0 | – | -26,100 | -100.0% | -0.09% | – |
| XRAY | Exit | DENTSPLY SIRONA INC | $0 | – | -10,000 | -100.0% | -0.09% | – |
| NUS | Exit | NU SKIN ENTERPRISES INCcl a | $0 | – | -10,400 | -100.0% | -0.09% | – |
| LKQ | Exit | LKQ CORP | $0 | – | -17,500 | -100.0% | -0.09% | – |
| MTH | Exit | MERITAGE HOMES CORP | $0 | – | -11,348 | -100.0% | -0.09% | – |
| STAR | Exit | ISTAR INC | $0 | – | -60,000 | -100.0% | -0.09% | – |
| CRAY | Exit | CRAY INC | $0 | – | -19,500 | -100.0% | -0.09% | – |
| RJF | Exit | RAYMOND JAMES FINANCIAL INC | $0 | – | -6,400 | -100.0% | -0.09% | – |
| MAA | Exit | MID AMER APT CMNTYS INC | $0 | – | -4,700 | -100.0% | -0.09% | – |
| GOL | Exit | GOL LINHAS AEREAS INTLG S Aspon adr pfd new | $0 | – | -39,900 | -100.0% | -0.10% | – |
| ITUB | Exit | ITAU UNIBANCO HLDG SAspon adr rep pfd | $0 | – | -60,000 | -100.0% | -0.10% | – |
| NTRS | Exit | NORTHERN TR CORP | $0 | – | -5,800 | -100.0% | -0.10% | – |
| JCI | Exit | JOHNSON CTLS INTL PLC | $0 | – | -14,300 | -100.0% | -0.10% | – |
| ALSN | Exit | ALLISON TRANSMISSION HLDGS I | $0 | – | -11,800 | -100.0% | -0.10% | – |
| PIPR | Exit | PIPER JAFFRAY COS | $0 | – | -7,400 | -100.0% | -0.10% | – |
| AMX | Exit | AMERICA MOVIL SAB DE CV | $0 | – | -37,600 | -100.0% | -0.10% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -2,900 | -100.0% | -0.10% | – |
| TYL | Exit | TYLER TECHNOLOGIES INC | $0 | – | -2,700 | -100.0% | -0.10% | – |
| BHF | Exit | BRIGHTHOUSE FINL INC | $0 | – | -15,600 | -100.0% | -0.10% | – |
| PVH | Exit | PVH CORP | $0 | – | -4,790 | -100.0% | -0.11% | – |
| EDU | Exit | NEW ORIENTAL ED & TECH GRP Ispon adr | $0 | – | -6,500 | -100.0% | -0.11% | – |
| ERIC | Exit | ERICSSONadr b sek 10 | $0 | – | -64,500 | -100.0% | -0.11% | – |
| JAZZ | Exit | JAZZ PHARMACEUTICALS PLC | $0 | – | -4,200 | -100.0% | -0.11% | – |
| TR | Exit | TOOTSIE ROLL INDS INC | $0 | – | -16,200 | -100.0% | -0.11% | – |
| SWK | Exit | STANLEY BLACK & DECKER INC | $0 | – | -4,500 | -100.0% | -0.11% | – |
| PFE | Exit | PFIZER INC | $0 | – | -14,800 | -100.0% | -0.12% | – |
| WFTIQ | Exit | WEATHERFORD INTL PLCcall | $0 | – | -900,000 | -100.0% | -0.12% | – |
| VAR | Exit | VARIAN MED SYS INC | $0 | – | -4,500 | -100.0% | -0.12% | – |
| TECD | Exit | TECH DATA CORP | $0 | – | -6,200 | -100.0% | -0.12% | – |
| ITGR | Exit | INTEGER HLDGS CORP | $0 | – | -8,400 | -100.0% | -0.12% | – |
| CBRE | Exit | CBRE GROUP INCcl a | $0 | – | -13,000 | -100.0% | -0.12% | – |
| GPMT | Exit | GRANITE PT MTG TR INC | $0 | – | -35,000 | -100.0% | -0.12% | – |
| CAT | Exit | CATERPILLAR INC DEL | $0 | – | -4,800 | -100.0% | -0.12% | – |
| BFB | Exit | BROWN FORMAN CORPcl b | $0 | – | -12,400 | -100.0% | -0.12% | – |
| FLO | Exit | FLOWERS FOODS INC | $0 | – | -31,000 | -100.0% | -0.12% | – |
| ENIA | Exit | ENEL AMERICAS S Asponsored adr | $0 | – | -74,500 | -100.0% | -0.12% | – |
| GNL | Exit | GLOBAL NET LEASE INC | $0 | – | -35,700 | -100.0% | -0.12% | – |
| MTZ | Exit | MASTEC INC | $0 | – | -14,300 | -100.0% | -0.12% | – |
| VRS | Exit | VERSO CORPcl a | $0 | – | -32,000 | -100.0% | -0.12% | – |
| BJ | Exit | BJS WHSL CLUB HLDGS INC | $0 | – | -25,200 | -100.0% | -0.13% | – |
| HABT | Exit | HABIT RESTAURANTS INC | $0 | – | -64,900 | -100.0% | -0.13% | – |
| WEN | Exit | WENDYS CO | $0 | – | -39,900 | -100.0% | -0.13% | – |
| CAG | Exit | CONAGRA BRANDS INC | $0 | – | -25,900 | -100.0% | -0.13% | – |
| EL | Exit | LAUDER ESTEE COS INCcl a | $0 | – | -4,400 | -100.0% | -0.13% | – |
| IONS | Exit | IONIS PHARMACEUTICALS INC | $0 | – | -9,100 | -100.0% | -0.14% | – |
| DG | Exit | DOLLAR GEN CORP NEW | $0 | – | -6,200 | -100.0% | -0.14% | – |
| NSC | Exit | NORFOLK SOUTHERN CORP | $0 | – | -4,000 | -100.0% | -0.14% | – |
| ETFC | Exit | E TRADE FINANCIAL CORP | $0 | – | -16,900 | -100.0% | -0.14% | – |
| ICPT | Exit | INTERCEPT PHARMACEUTICALS IN | $0 | – | -7,100 | -100.0% | -0.14% | – |
| TSN | Exit | TYSON FOODS INCcl a | $0 | – | -11,700 | -100.0% | -0.15% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GRP IN | $0 | – | -13,800 | -100.0% | -0.15% | – |
| KBH | Exit | KB HOMEput | $0 | – | -35,000 | -100.0% | -0.15% | – |
| TWOU | Exit | 2U INC | $0 | – | -12,400 | -100.0% | -0.16% | – |
| WIFI | Exit | BOINGO WIRELESS INC | $0 | – | -38,400 | -100.0% | -0.16% | – |
| RPD | Exit | RAPID7 INC | $0 | – | -17,700 | -100.0% | -0.16% | – |
| PBRA | Exit | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $0 | – | -63,200 | -100.0% | -0.16% | – |
| PG | Exit | PROCTER AND GAMBLE CO | $0 | – | -8,700 | -100.0% | -0.16% | – |
| STMP | Exit | STAMPS COM INC | $0 | – | -11,100 | -100.0% | -0.16% | – |
| TREX | Exit | TREX CO INC | $0 | – | -15,300 | -100.0% | -0.17% | – |
| SRC | Exit | SPIRIT RLTY CAP INC NEW | $0 | – | -24,100 | -100.0% | -0.17% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -18,900 | -100.0% | -0.18% | – |
| CIB | Exit | BANCOLOMBIA S Aspon adr pref | $0 | – | -19,300 | -100.0% | -0.18% | – |
| WWD | Exit | WOODWARD INC | $0 | – | -10,400 | -100.0% | -0.18% | – |
| CCEP | Exit | COCA COLA EUROPEAN PARTNERS | $0 | – | -19,200 | -100.0% | -0.18% | – |
| APH | Exit | AMPHENOL CORP NEWcl a | $0 | – | -10,500 | -100.0% | -0.18% | – |
| CRSP | Exit | CRISPR THERAPEUTICS AGnamen akt | $0 | – | -28,100 | -100.0% | -0.18% | – |
| JJSF | Exit | J & J SNACK FOODS CORP | $0 | – | -6,500 | -100.0% | -0.19% | – |
| JLL | Exit | JONES LANG LASALLE INC | $0 | – | -6,700 | -100.0% | -0.19% | – |
| AU | Exit | ANGLOGOLD ASHANTI LTDsponsored adr | $0 | – | -79,000 | -100.0% | -0.19% | – |
| JEF | Exit | JEFFERIES FINL GROUP INC | $0 | – | -56,400 | -100.0% | -0.19% | – |
| DOMO | Exit | DOMO INC | $0 | – | -26,400 | -100.0% | -0.19% | – |
| NTNX | Exit | NUTANIX INCcl a | $0 | – | -28,300 | -100.0% | -0.20% | – |
| CPT | Exit | CAMDEN PPTY TRsh ben int | $0 | – | -10,700 | -100.0% | -0.20% | – |
| FTDR | Exit | FRONTDOOR INC | $0 | – | -31,500 | -100.0% | -0.20% | – |
| AMED | Exit | AMEDISYS INC | $0 | – | -8,800 | -100.0% | -0.20% | – |
| AMC | Exit | AMC ENTMT HLDGS INC | $0 | – | -73,000 | -100.0% | -0.20% | – |
| CHTR | Exit | CHARTER COMMUNICATIONS INC Ncl a | $0 | – | -3,147 | -100.0% | -0.20% | – |
| BBD | Exit | BANCO BRADESCO S Asp adr pfd new | $0 | – | -100,000 | -100.0% | -0.20% | – |
| XPER | Exit | XPERI CORP | $0 | – | -46,900 | -100.0% | -0.20% | – |
| CXO | Exit | CONCHO RES INC | $0 | – | -9,900 | -100.0% | -0.20% | – |
| FRPT | Exit | FRESHPET INC | $0 | – | -25,900 | -100.0% | -0.20% | – |
| DVN | Exit | DEVON ENERGY CORP NEW | $0 | – | -35,100 | -100.0% | -0.20% | – |
| AGO | Exit | ASSURED GUARANTY LTD | $0 | – | -25,100 | -100.0% | -0.20% | – |
| PACW | Exit | PACWEST BANCORP DEL | $0 | – | -30,600 | -100.0% | -0.21% | – |
| HRB | Exit | BLOCK H & R INC | $0 | – | -48,200 | -100.0% | -0.21% | – |
| MNRO | Exit | MONRO INC | $0 | – | -13,354 | -100.0% | -0.21% | – |
| JBLU | Exit | JETBLUE AWYS CORP | $0 | – | -78,900 | -100.0% | -0.24% | – |
| FCX | Exit | FREEPORT-MCMORAN INCcl b | $0 | – | -100,275 | -100.0% | -0.24% | – |
| ACHC | Exit | ACADIA HEALTHCARE COMPANY IN | $0 | – | -44,236 | -100.0% | -0.24% | – |
| MD | Exit | MEDNAX INC | $0 | – | -48,160 | -100.0% | -0.24% | – |
| CRM | Exit | SALESFORCE COM INC | $0 | – | -8,300 | -100.0% | -0.24% | – |
| HCC | Exit | WARRIOR MET COAL INC | $0 | – | -44,100 | -100.0% | -0.24% | – |
| SHOO | Exit | MADDEN STEVEN LTD | $0 | – | -40,900 | -100.0% | -0.25% | – |
| ACIA | Exit | ACACIA COMMUNICATIONS INC | $0 | – | -25,400 | -100.0% | -0.27% | – |
| CYBR | Exit | CYBERARK SOFTWARE LTD | $0 | – | -12,600 | -100.0% | -0.27% | – |
| SGEN | Exit | SEATTLE GENETICS INC | $0 | – | -20,700 | -100.0% | -0.28% | – |
| CAKE | Exit | CHEESECAKE FACTORY INC | $0 | – | -32,100 | -100.0% | -0.29% | – |
| HTA | Exit | HEALTHCARE TR AMER INCcl a new | $0 | – | -54,900 | -100.0% | -0.29% | – |
| IMMU | Exit | IMMUNOMEDICS INC | $0 | – | -81,900 | -100.0% | -0.29% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -21,400 | -100.0% | -0.29% | – |
| GPRO | Exit | GOPRO INCcl a | $0 | – | -254,200 | -100.0% | -0.30% | – |
| WU | Exit | WESTERN UN CO | $0 | – | -90,200 | -100.0% | -0.30% | – |
| TRU | Exit | TRANSUNION | $0 | – | -26,447 | -100.0% | -0.32% | – |
| DRI | Exit | DARDEN RESTAURANTS INC | $0 | – | -15,500 | -100.0% | -0.34% | – |
| PAG | Exit | PENSKE AUTOMOTIVE GRP INC | $0 | – | -42,736 | -100.0% | -0.35% | – |
| DDS | Exit | DILLARDS INCcl a | $0 | – | -26,700 | -100.0% | -0.35% | – |
| MSI | Exit | MOTOROLA SOLUTIONS INCput | $0 | – | -14,500 | -100.0% | -0.37% | – |
| EOG | Exit | EOG RES INC | $0 | – | -21,700 | -100.0% | -0.38% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -44,100 | -100.0% | -0.42% | – |
| CNK | Exit | CINEMARK HOLDINGS INC | $0 | – | -63,000 | -100.0% | -0.46% | – |
| AEO | Exit | AMERICAN EAGLE OUTFITTERS IN | $0 | – | -118,000 | -100.0% | -0.48% | – |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -10,000 | -100.0% | -0.52% | – |
| GES | Exit | GUESS INC | $0 | – | -156,600 | -100.0% | -0.56% | – |
| GT | Exit | GOODYEAR TIRE & RUBR COcall | $0 | – | -180,000 | -100.0% | -0.60% | – |
| TIF | Exit | TIFFANY & CO NEW | $0 | – | -31,300 | -100.0% | -0.60% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -18,400 | -100.0% | -0.61% | – |
| LB | Exit | L BRANDS INCput | $0 | – | -128,500 | -100.0% | -0.65% | – |
| ESV | Exit | ENSCO PLCput | $0 | – | -907,100 | -100.0% | -0.65% | – |
| VSAT | Exit | VIASAT INCput | $0 | – | -51,000 | -100.0% | -0.72% | – |
| VSAT | Exit | VIASAT INC | $0 | – | -52,100 | -100.0% | -0.74% | – |
| ARMK | Exit | ARAMARK | $0 | – | -140,669 | -100.0% | -0.76% | – |
| CRI | Exit | CARTERS INC | $0 | – | -42,500 | -100.0% | -0.78% | – |
| DSW | Exit | DSW INCcl a | $0 | – | -196,000 | -100.0% | -0.79% | – |
| ANF | Exit | ABERCROMBIE & FITCH COcl a | $0 | – | -219,988 | -100.0% | -1.10% | – |
| TWO | Exit | TWO HBRS INVT CORP | $0 | – | -540,000 | -100.0% | -1.33% | – |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -50,800 | -100.0% | -2.62% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2019-08-14
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.