$553 Million is the total value of ELLINGTON MANAGEMENT GROUP LLC's 563 reported holdings in Q3 2019. The portfolio turnover from Q2 2019 to Q3 2019 was 120.6% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Sell | WHITING PETE CORP NEWnote 1.250% 4/0 | $28,215,000 | -16.5% | 28,740,000 | -17.1% | 5.10% | -11.5% | |
| New | NABORS INDS INC NEWnote 0.750% 1/1 | $20,617,000 | – | 32,100,000 | +100.0% | 3.73% | – | |
| EFC | ELLINGTON FINANCIAL INC | $18,586,000 | +0.6% | 1,028,556 | 0.0% | 3.36% | +6.5% | |
| F | New | FORD MTR CO DELcall | $18,045,000 | – | 1,970,000 | +100.0% | 3.26% | – |
| TDG | Sell | TRANSDIGM GROUP INCput | $17,440,000 | -12.1% | 33,500 | -18.3% | 3.15% | -6.9% |
| ARR | New | ARMOUR RESIDENTIAL REIT INC | $15,278,000 | – | 912,118 | +100.0% | 2.76% | – |
| NFLX | Buy | NETFLIX INCcall | $14,184,000 | +40.4% | 53,000 | +92.7% | 2.56% | +48.7% |
| GEO | Buy | GEO GROUP INC NEWput | $13,525,000 | +71.7% | 780,000 | +108.0% | 2.45% | +81.7% |
| MTG | Buy | MGIC INVT CORP WIScall | $9,940,000 | +204.1% | 790,100 | +217.6% | 1.80% | +222.2% |
| F | FORD MTR CO DELput | $7,145,000 | -10.5% | 780,000 | 0.0% | 1.29% | -5.2% | |
| AAIC | Buy | ARLINGTON ASSET INVT CORPcl a new | $7,128,000 | +85.3% | 1,298,378 | +132.2% | 1.29% | +96.2% |
| HLF | Buy | HERBALIFE NUTRITION LTDput | $5,679,000 | +165.6% | 150,000 | +200.0% | 1.03% | +181.4% |
| BBBY | New | BED BATH & BEYOND INCput | $4,469,000 | – | 420,000 | +100.0% | 0.81% | – |
| ESNT | Sell | ESSENT GROUP LTD | $4,370,000 | -43.4% | 91,674 | -44.2% | 0.79% | -40.1% |
| WYNN | Buy | WYNN RESORTS LTD | $4,330,000 | +123.2% | 39,831 | +154.5% | 0.78% | +136.6% |
| HTZGQ | Buy | HERTZ GLOBAL HLDGS INC | $4,269,000 | +74.7% | 308,468 | +101.4% | 0.77% | +85.1% |
| TPR | Sell | TAPESTRY INC | $4,257,000 | -42.1% | 163,400 | -29.5% | 0.77% | -38.7% |
| RDN | Sell | RADIAN GROUP INC | $4,140,000 | -35.9% | 181,246 | -35.9% | 0.75% | -32.2% |
| URBN | New | URBAN OUTFITTERS INC | $4,067,000 | – | 144,800 | +100.0% | 0.74% | – |
| AXL | Buy | AMERICAN AXLE & MFG HLDGS IN | $3,786,000 | +70.7% | 460,610 | +165.0% | 0.68% | +80.7% |
| TSLA | TESLA INCput | $3,781,000 | +7.8% | 15,700 | 0.0% | 0.68% | +14.2% | |
| WSM | Sell | WILLIAMS SONOMA INC | $3,752,000 | -27.8% | 55,200 | -30.9% | 0.68% | -23.4% |
| LULU | Buy | LULULEMON ATHLETICA INC | $3,292,000 | +105.2% | 17,100 | +92.1% | 0.60% | +117.2% |
| X | UNITED STATES STL CORP NEWput | $3,269,000 | -24.6% | 283,000 | 0.0% | 0.59% | -20.1% | |
| GRUB | Buy | GRUBHUB INC | $3,204,000 | -2.2% | 57,000 | +35.7% | 0.58% | +3.4% |
| MTG | Sell | MGIC INVT CORP WIS | $3,162,000 | -27.8% | 251,388 | -24.6% | 0.57% | -23.5% |
| AXL | Buy | AMERICAN AXLE & MFG HLDGS INput | $3,124,000 | +88.3% | 380,000 | +192.3% | 0.56% | +99.6% |
| RESI | Sell | FRONT YD RESIDENTIAL CORP | $2,950,000 | -16.2% | 255,166 | -11.4% | 0.53% | -11.1% |
| HPQ | New | HP INC | $2,944,000 | – | 155,600 | +100.0% | 0.53% | – |
| EXPE | New | EXPEDIA GROUP INC | $2,782,000 | – | 20,700 | +100.0% | 0.50% | – |
| MGM | Buy | MGM RESORTS INTERNATIONAL | $2,778,000 | +37.5% | 100,201 | +41.7% | 0.50% | +45.5% |
| SAVE | Buy | SPIRIT AIRLS INC | $2,773,000 | +12.2% | 76,400 | +47.5% | 0.50% | +18.7% |
| DKS | Buy | DICKS SPORTING GOODS INC | $2,759,000 | +298.1% | 67,600 | +238.0% | 0.50% | +322.9% |
| RDN | Buy | RADIAN GROUP INCcall | $2,544,000 | +49.4% | 111,400 | +49.5% | 0.46% | +58.1% |
| ADNT | New | ADIENT PLCput | $2,526,000 | – | 110,000 | +100.0% | 0.46% | – |
| NFLX | Sell | NETFLIX INC | $2,516,000 | -47.4% | 9,400 | -27.8% | 0.46% | -44.3% |
| WLL | New | WHITING PETE CORP NEW | $2,500,000 | – | 311,287 | +100.0% | 0.45% | – |
| SKX | Buy | SKECHERS U S A INCcl a | $2,431,000 | +173.8% | 65,100 | +130.9% | 0.44% | +189.5% |
| VFC | Sell | V F CORP | $2,385,000 | -64.2% | 26,800 | -64.9% | 0.43% | -62.1% |
| DISH | Buy | DISH NETWORK CORPcl a | $2,365,000 | +285.2% | 69,410 | +334.1% | 0.43% | +307.6% |
| UAL | Sell | UNITED AIRLINES HLDGS INC | $2,308,000 | -37.1% | 26,100 | -37.7% | 0.42% | -33.4% |
| NKE | New | NIKE INCcl b | $2,282,000 | – | 24,300 | +100.0% | 0.41% | – |
| RWT | Sell | REDWOOD TR INC | $2,281,000 | -65.4% | 139,011 | -65.2% | 0.41% | -63.3% |
| CAR | Buy | AVIS BUDGET GROUP INC | $2,250,000 | -8.6% | 79,623 | +13.7% | 0.41% | -3.3% |
| W | Sell | WAYFAIR INCcl a | $2,231,000 | -34.7% | 19,900 | -15.0% | 0.40% | -30.9% |
| EAT | Buy | BRINKER INTL INC | $2,176,000 | +679.9% | 51,000 | +618.3% | 0.39% | +720.8% |
| H | New | HYATT HOTELS CORP | $2,159,000 | – | 29,300 | +100.0% | 0.39% | – |
| HBI | Buy | HANESBRANDS INC | $2,115,000 | +155.4% | 138,084 | +187.2% | 0.38% | +170.9% |
| DELL | Buy | DELL TECHNOLOGIES INCcl c | $2,028,000 | +311.4% | 39,100 | +303.1% | 0.37% | +336.9% |
| GPS | New | GAP INC | $1,998,000 | – | 115,100 | +100.0% | 0.36% | – |
| OPRT | New | OPORTUN FINL CORP | $1,958,000 | – | 120,700 | +100.0% | 0.35% | – |
| QRTEA | Buy | QURATE RETAIL INC | $1,910,000 | +33.5% | 185,200 | +60.3% | 0.34% | +41.4% |
| KMB | New | KIMBERLY CLARK CORP | $1,889,000 | – | 13,300 | +100.0% | 0.34% | – |
| SEAS | New | SEAWORLD ENTMT INC | $1,882,000 | – | 71,500 | +100.0% | 0.34% | – |
| SM | Buy | SM ENERGY CO | $1,880,000 | +124.1% | 193,993 | +189.5% | 0.34% | +137.8% |
| ENR | Sell | ENERGIZER HLDGS INC NEW | $1,856,000 | -16.4% | 42,599 | -25.9% | 0.34% | -11.3% |
| SHAK | Sell | SHAKE SHACK INCcl a | $1,843,000 | -62.3% | 18,800 | -72.3% | 0.33% | -60.2% |
| WW | New | WW INTL INC | $1,830,000 | – | 48,400 | +100.0% | 0.33% | – |
| GT | Sell | GOODYEAR TIRE & RUBR CO | $1,830,000 | -66.6% | 127,036 | -64.6% | 0.33% | -64.7% |
| Sell | AK STL CORPnote 5.000%11/1 | $1,801,000 | -84.8% | 1,800,000 | -84.7% | 0.33% | -83.9% | |
| MAR | Buy | MARRIOTT INTL INC NEWcl a | $1,778,000 | +387.1% | 14,300 | +450.0% | 0.32% | +419.4% |
| DDS | New | DILLARDS INCcl a | $1,778,000 | – | 26,900 | +100.0% | 0.32% | – |
| UNIT | Buy | UNITI GROUP INC | $1,698,000 | -13.7% | 218,677 | +5.6% | 0.31% | -8.6% |
| WMT | Sell | WALMART INC | $1,697,000 | -62.2% | 14,300 | -64.8% | 0.31% | -59.9% |
| CAKE | New | CHEESECAKE FACTORY INC | $1,659,000 | – | 39,800 | +100.0% | 0.30% | – |
| RCL | Buy | ROYAL CARIBBEAN CRUISES LTD | $1,582,000 | +334.6% | 14,600 | +386.7% | 0.29% | +361.3% |
| AAP | New | ADVANCE AUTO PARTS INC | $1,571,000 | – | 9,500 | +100.0% | 0.28% | – |
| ACM | Buy | AECOM | $1,510,000 | +240.9% | 40,200 | +243.6% | 0.27% | +259.2% |
| FLO | New | FLOWERS FOODS INC | $1,476,000 | – | 63,800 | +100.0% | 0.27% | – |
| PBI | Sell | PITNEY BOWES INC | $1,463,000 | -11.4% | 320,053 | -17.1% | 0.26% | -6.0% |
| GIS | New | GENERAL MLS INC | $1,455,000 | – | 26,400 | +100.0% | 0.26% | – |
| DOFSQ | New | DIAMOND OFFSHORE DRILLING INput | $1,446,000 | – | 260,000 | +100.0% | 0.26% | – |
| AR | Buy | ANTERO RES CORPcall | $1,450,000 | -31.0% | 480,000 | +26.3% | 0.26% | -27.0% |
| SGEN | New | SEATTLE GENETICS INC | $1,435,000 | – | 16,800 | +100.0% | 0.26% | – |
| AXL | New | AMERICAN AXLE & MFG HLDGS INcall | $1,439,000 | – | 175,000 | +100.0% | 0.26% | – |
| CVGW | New | CALAVO GROWERS INC | $1,409,000 | – | 14,800 | +100.0% | 0.26% | – |
| NRG | Sell | NRG ENERGY INC | $1,370,000 | +6.9% | 34,600 | -5.2% | 0.25% | +13.2% |
| PBR | New | PETROLEO BRASILEIRO SA PETROsponsored adr | $1,362,000 | – | 94,100 | +100.0% | 0.25% | – |
| OLLI | Sell | OLLIES BARGAIN OUTLT HLDGS I | $1,337,000 | -44.4% | 22,800 | -17.4% | 0.24% | -41.1% |
| HSY | New | HERSHEY CO | $1,333,000 | – | 8,600 | +100.0% | 0.24% | – |
| DNKN | Sell | DUNKIN BRANDS GROUP INC | $1,317,000 | -36.2% | 16,600 | -35.9% | 0.24% | -32.4% |
| WING | Sell | WINGSTOP INC | $1,292,000 | -55.3% | 14,800 | -51.5% | 0.23% | -52.6% |
| QSR | Sell | RESTAURANT BRANDS INTL INC | $1,288,000 | -46.0% | 18,100 | -47.2% | 0.23% | -42.8% |
| HOG | New | HARLEY DAVIDSON INC | $1,263,000 | – | 35,100 | +100.0% | 0.23% | – |
| HD | New | HOME DEPOT INC | $1,253,000 | – | 5,400 | +100.0% | 0.23% | – |
| SIVB | New | SVB FINL GROUP | $1,254,000 | – | 6,000 | +100.0% | 0.23% | – |
| LYFT | New | LYFT INC | $1,254,000 | – | 30,700 | +100.0% | 0.23% | – |
| SMG | Buy | SCOTTS MIRACLE GRO COcl a | $1,242,000 | +85.4% | 12,200 | +79.4% | 0.22% | +97.4% |
| OASPQ | Sell | OASIS PETE INC NEW | $1,244,000 | -44.4% | 359,679 | -8.7% | 0.22% | -41.1% |
| PZZA | New | PAPA JOHNS INTL INC | $1,235,000 | – | 23,600 | +100.0% | 0.22% | – |
| IDA | New | IDACORP INC | $1,228,000 | – | 10,900 | +100.0% | 0.22% | – |
| WHR | New | WHIRLPOOL CORP | $1,219,000 | – | 7,700 | +100.0% | 0.22% | – |
| AR | New | ANTERO RES CORPput | $1,208,000 | – | 400,000 | +100.0% | 0.22% | – |
| WTR | New | AQUA AMERICA INC | $1,201,000 | – | 26,800 | +100.0% | 0.22% | – |
| DBI | Sell | DESIGNER BRANDS INCcl a | $1,197,000 | -62.3% | 69,900 | -57.8% | 0.22% | -60.2% |
| TROX | Buy | TRONOX HOLDINGS PLC | $1,144,000 | +338.3% | 137,773 | +573.9% | 0.21% | +360.0% |
| ABBV | Sell | ABBVIE INC | $1,136,000 | +3.5% | 15,000 | -0.7% | 0.20% | +9.0% |
| ELF | Sell | E L F BEAUTY INC | $1,133,000 | +23.0% | 64,700 | -0.9% | 0.20% | +30.6% |
| ICE | Buy | INTERCONTINENTAL EXCHANGE IN | $1,135,000 | +76.0% | 12,300 | +64.0% | 0.20% | +86.4% |
| SONY | New | SONY CORPsponsored adr | $1,106,000 | – | 18,700 | +100.0% | 0.20% | – |
| MTCH | New | MATCH GROUP INC | $1,093,000 | – | 15,300 | +100.0% | 0.20% | – |
| THO | New | THOR INDS INC | $1,093,000 | – | 19,300 | +100.0% | 0.20% | – |
| PFSI | Sell | PENNYMAC FINL SVCS INC | $1,088,000 | -64.9% | 35,828 | -74.4% | 0.20% | -62.8% |
| CIEN | Buy | CIENA CORP | $1,079,000 | +156.9% | 27,500 | +169.6% | 0.20% | +170.8% |
| DOCU | New | DOCUSIGN INC | $1,077,000 | – | 17,400 | +100.0% | 0.20% | – |
| PKI | New | PERKINELMER INC | $1,065,000 | – | 12,500 | +100.0% | 0.19% | – |
| MED | Buy | MEDIFAST INC | $1,036,000 | +137.6% | 10,000 | +194.1% | 0.19% | +152.7% |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $1,032,000 | – | 22,200 | +100.0% | 0.19% | – |
| OKTA | New | OKTA INCcl a | $1,034,000 | – | 10,500 | +100.0% | 0.19% | – |
| LSI | Buy | LIFE STORAGE INC | $1,022,000 | +366.7% | 9,700 | +321.7% | 0.18% | +400.0% |
| EYE | Sell | NATIONAL VISION HLDGS INC | $1,004,000 | -26.4% | 41,700 | -6.1% | 0.18% | -21.9% |
| URI | New | UNITED RENTALS INCput | $997,000 | – | 8,000 | +100.0% | 0.18% | – |
| MNRO | New | MONRO INC | $996,000 | – | 12,600 | +100.0% | 0.18% | – |
| WEC | New | WEC ENERGY GROUP INC | $989,000 | – | 10,400 | +100.0% | 0.18% | – |
| SQ | New | SQUARE INCcl a | $985,000 | – | 15,900 | +100.0% | 0.18% | – |
| CF | Buy | CF INDS HLDGS INC | $969,000 | +314.1% | 19,700 | +294.0% | 0.18% | +337.5% |
| ADBE | Buy | ADOBE INC | $967,000 | -3.5% | 3,500 | +2.9% | 0.18% | +2.3% |
| HCFT | HUNT COS FIN TR INC | $959,000 | -1.4% | 285,344 | 0.0% | 0.17% | +4.2% | |
| JCOM | Buy | J2 GLOBAL INC | $945,000 | +325.7% | 10,400 | +316.0% | 0.17% | +350.0% |
| FISV | Buy | FISERV INC | $922,000 | +166.5% | 8,900 | +134.2% | 0.17% | +183.1% |
| SHOO | New | MADDEN STEVEN LTD | $913,000 | – | 25,500 | +100.0% | 0.16% | – |
| DNRCQ | New | DENBURY RES INCput | $904,000 | – | 760,000 | +100.0% | 0.16% | – |
| LHCG | New | LHC GROUP INC | $886,000 | – | 7,800 | +100.0% | 0.16% | – |
| STX | New | SEAGATE TECHNOLOGY PLC | $882,000 | – | 16,400 | +100.0% | 0.16% | – |
| SFM | Sell | SPROUTS FMRS MKT INC | $872,000 | -39.1% | 45,100 | -40.5% | 0.16% | -35.5% |
| TOL | Sell | TOLL BROTHERS INC | $868,000 | -59.9% | 21,157 | -64.2% | 0.16% | -57.6% |
| GBT | New | GLOBAL BLOOD THERAPEUTICS IN | $869,000 | – | 17,900 | +100.0% | 0.16% | – |
| AMBA | New | AMBARELLA INC | $861,000 | – | 13,700 | +100.0% | 0.16% | – |
| TER | New | TERADYNE INC | $851,000 | – | 14,700 | +100.0% | 0.15% | – |
| FND | New | FLOOR & DECOR HLDGS INCcl a | $854,000 | – | 16,700 | +100.0% | 0.15% | – |
| PG | New | PROCTER & GAMBLE CO | $846,000 | – | 6,800 | +100.0% | 0.15% | – |
| JBLU | New | JETBLUE AWYS CORP | $844,000 | – | 50,400 | +100.0% | 0.15% | – |
| GOLD | Sell | BARRICK GOLD CORPORATION | $846,000 | -41.7% | 48,800 | -47.0% | 0.15% | -38.3% |
| WEN | New | WENDYS CO | $841,000 | – | 42,100 | +100.0% | 0.15% | – |
| TRGP | Buy | TARGA RES CORP | $840,000 | +87.5% | 20,900 | +83.3% | 0.15% | +97.4% |
| CCEP | New | COCA COLA EUROPEAN PARTNERS | $837,000 | – | 15,100 | +100.0% | 0.15% | – |
| A | New | AGILENT TECHNOLOGIES INC | $835,000 | – | 10,900 | +100.0% | 0.15% | – |
| KMX | New | CARMAX INC | $836,000 | – | 9,500 | +100.0% | 0.15% | – |
| SCI | New | SERVICE CORP INTL | $837,000 | – | 17,500 | +100.0% | 0.15% | – |
| UIS | Buy | UNISYS CORP | $834,000 | +463.5% | 112,200 | +638.2% | 0.15% | +504.0% |
| ENPH | Buy | ENPHASE ENERGY INC | $831,000 | +186.6% | 37,400 | +135.2% | 0.15% | +200.0% |
| CBRE | New | CBRE GROUP INCcl a | $832,000 | – | 15,700 | +100.0% | 0.15% | – |
| MPWR | New | MONOLITHIC PWR SYS INC | $825,000 | – | 5,300 | +100.0% | 0.15% | – |
| PENN | New | PENN NATL GAMING INC | $824,000 | – | 44,236 | +100.0% | 0.15% | – |
| ESTC | New | ELASTIC N V | $823,000 | – | 10,000 | +100.0% | 0.15% | – |
| AXON | New | AXON ENTERPRISE INC | $812,000 | – | 14,300 | +100.0% | 0.15% | – |
| TECD | New | TECH DATA CORP | $813,000 | – | 7,800 | +100.0% | 0.15% | – |
| WWW | New | WOLVERINE WORLD WIDE INC | $805,000 | – | 28,500 | +100.0% | 0.15% | – |
| REGN | Buy | REGENERON PHARMACEUTICALS | $804,000 | +113.8% | 2,900 | +141.7% | 0.14% | +126.6% |
| TRU | New | TRANSUNION | $803,000 | – | 9,900 | +100.0% | 0.14% | – |
| VST | New | VISTRA ENERGY CORP | $802,000 | – | 30,000 | +100.0% | 0.14% | – |
| AVY | New | AVERY DENNISON CORP | $795,000 | – | 7,000 | +100.0% | 0.14% | – |
| EMN | New | EASTMAN CHEMICAL CO | $790,000 | – | 10,700 | +100.0% | 0.14% | – |
| IBN | Buy | ICICI BK LTDadr | $789,000 | +29.1% | 64,800 | +33.6% | 0.14% | +37.5% |
| MKTX | Buy | MARKETAXESS HLDGS INC | $786,000 | +172.0% | 2,400 | +166.7% | 0.14% | +189.8% |
| DRI | New | DARDEN RESTAURANTS INC | $780,000 | – | 6,600 | +100.0% | 0.14% | – |
| SNX | New | SYNNEX CORP | $768,000 | – | 6,800 | +100.0% | 0.14% | – |
| OLN | Sell | OLIN CORP | $766,000 | -48.0% | 40,921 | -39.1% | 0.14% | -44.6% |
| IONS | New | IONIS PHARMACEUTICALS INC | $767,000 | – | 12,800 | +100.0% | 0.14% | – |
| FHN | Sell | FIRST HORIZON NATL CORP | $763,000 | +3.8% | 47,100 | -4.3% | 0.14% | +9.5% |
| YUM | Sell | YUM BRANDS INC | $760,000 | -22.0% | 6,700 | -23.9% | 0.14% | -17.5% |
| IQ | New | IQIYI INCsponsored ads | $748,000 | – | 46,400 | +100.0% | 0.14% | – |
| FMC | New | F M C CORP | $745,000 | – | 8,500 | +100.0% | 0.14% | – |
| OXM | New | OXFORD INDS INC | $739,000 | – | 10,300 | +100.0% | 0.13% | – |
| INST | Buy | INSTRUCTURE INC | $732,000 | +50.9% | 18,900 | +65.8% | 0.13% | +59.0% |
| ALLY | New | ALLY FINL INC | $726,000 | – | 21,900 | +100.0% | 0.13% | – |
| MTZ | New | MASTEC INC | $714,000 | – | 11,000 | +100.0% | 0.13% | – |
| GPK | Buy | GRAPHIC PACKAGING HLDG CO | $715,000 | +264.8% | 48,500 | +246.4% | 0.13% | +290.9% |
| AR | Sell | ANTERO RES CORP | $702,000 | -72.4% | 232,288 | -49.5% | 0.13% | -70.7% |
| PCRX | New | PACIRA BIOSCIENCES | $700,000 | – | 18,400 | +100.0% | 0.13% | – |
| FLIR | New | FLIR SYS INC | $705,000 | – | 13,400 | +100.0% | 0.13% | – |
| ROCK | New | GIBRALTAR INDS INC | $698,000 | – | 15,200 | +100.0% | 0.13% | – |
| HON | New | HONEYWELL INTL INC | $694,000 | – | 4,100 | +100.0% | 0.13% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $683,000 | – | 4,700 | +100.0% | 0.12% | – |
| PYPL | Buy | PAYPAL HLDGS INC | $684,000 | +148.7% | 6,600 | +175.0% | 0.12% | +163.8% |
| AU | New | ANGLOGOLD ASHANTI LTDsponsored adr | $672,000 | – | 36,800 | +100.0% | 0.12% | – |
| CENT | New | CENTRAL GARDEN & PET CO | $675,000 | – | 23,100 | +100.0% | 0.12% | – |
| XYL | New | XYLEM INC | $669,000 | – | 8,400 | +100.0% | 0.12% | – |
| COG | Buy | CABOT OIL & GAS CORP | $654,000 | +4.6% | 37,200 | +36.8% | 0.12% | +10.3% |
| ULTA | Sell | ULTA BEAUTY INC | $652,000 | -80.4% | 2,600 | -72.9% | 0.12% | -79.3% |
| KMPR | New | KEMPER CORP DEL | $647,000 | – | 8,300 | +100.0% | 0.12% | – |
| HES | New | HESS CORP | $647,000 | – | 10,700 | +100.0% | 0.12% | – |
| JBL | Buy | JABIL INC | $640,000 | +141.5% | 17,900 | +113.1% | 0.12% | +157.8% |
| GWPH | New | GW PHARMACEUTICALS PLCads | $633,000 | – | 5,500 | +100.0% | 0.11% | – |
| NDAQ | New | NASDAQ INC | $626,000 | – | 6,300 | +100.0% | 0.11% | – |
| CNK | New | CINEMARK HOLDINGS INC | $614,000 | – | 15,900 | +100.0% | 0.11% | – |
| TCO | Sell | TAUBMAN CTRS INC | $612,000 | -19.9% | 15,000 | -19.8% | 0.11% | -14.6% |
| ABC | Sell | AMERISOURCEBERGEN CORP | $609,000 | -23.2% | 7,400 | -20.4% | 0.11% | -18.5% |
| WIX | Sell | WIX COM LTD | $595,000 | -47.7% | 5,100 | -36.2% | 0.11% | -44.3% |
| AMCX | Sell | AMC NETWORKS INCcl a | $590,000 | -28.1% | 12,003 | -20.3% | 0.11% | -23.6% |
| FCAU | New | FIAT CHRYSLER AUTOMOBILES N | $593,000 | – | 45,800 | +100.0% | 0.11% | – |
| NCR | New | NCR CORP NEW | $587,000 | – | 18,600 | +100.0% | 0.11% | – |
| GTN | Sell | GRAY TELEVISION INC | $584,000 | -83.9% | 35,799 | -83.8% | 0.11% | -82.9% |
| AXS | New | AXIS CAPITAL HOLDINGS LTD | $587,000 | – | 8,800 | +100.0% | 0.11% | – |
| HLT | Buy | HILTON WORLDWIDE HLDGS INC | $587,000 | +7.3% | 6,300 | +12.5% | 0.11% | +14.0% |
| HUM | Buy | HUMANA INC | $588,000 | +5.6% | 2,300 | +9.5% | 0.11% | +11.6% |
| ZUMZ | Sell | ZUMIEZ INC | $586,000 | -2.8% | 18,500 | -19.9% | 0.11% | +2.9% |
| LPLA | New | LPL FINL HLDGS INC | $573,000 | – | 7,000 | +100.0% | 0.10% | – |
| WRK | New | WESTROCK CO | $576,000 | – | 15,800 | +100.0% | 0.10% | – |
| JLL | New | JONES LANG LASALLE INC | $570,000 | – | 4,100 | +100.0% | 0.10% | – |
| GLPI | Buy | GAMING & LEISURE PPTYS INC | $570,000 | +31.6% | 14,900 | +34.2% | 0.10% | +39.2% |
| ARW | New | ARROW ELECTRS INC | $567,000 | – | 7,600 | +100.0% | 0.10% | – |
| DOFSQ | New | DIAMOND OFFSHORE DRILLING IN | $562,000 | – | 101,103 | +100.0% | 0.10% | – |
| GWW | New | GRAINGER W W INC | $565,000 | – | 1,900 | +100.0% | 0.10% | – |
| STZ | Sell | CONSTELLATION BRANDS INCcl a | $560,000 | -38.2% | 2,700 | -41.3% | 0.10% | -34.8% |
| TXN | New | TEXAS INSTRS INC | $556,000 | – | 4,300 | +100.0% | 0.10% | – |
| TROW | New | PRICE T ROWE GROUP INC | $560,000 | – | 4,900 | +100.0% | 0.10% | – |
| ABT | New | ABBOTT LABS | $561,000 | – | 6,700 | +100.0% | 0.10% | – |
| CLDR | New | CLOUDERA INC | $553,000 | – | 62,400 | +100.0% | 0.10% | – |
| AVGO | New | BROADCOM INC | $552,000 | – | 2,000 | +100.0% | 0.10% | – |
| HCA | Buy | HCA HEALTHCARE INC | $545,000 | +91.9% | 4,523 | +115.4% | 0.10% | +102.0% |
| NVO | New | NOVO-NORDISK A Sadr | $548,000 | – | 10,600 | +100.0% | 0.10% | – |
| MLM | Sell | MARTIN MARIETTA MATLS INC | $548,000 | -44.6% | 2,000 | -53.5% | 0.10% | -41.4% |
| AEE | New | AMEREN CORP | $544,000 | – | 6,800 | +100.0% | 0.10% | – |
| OGE | New | OGE ENERGY CORP | $535,000 | – | 11,800 | +100.0% | 0.10% | – |
| FLWS | Buy | FLWS/1-800 FLOWERScl a | $537,000 | +113.9% | 36,300 | +172.9% | 0.10% | +125.6% |
| SPGI | New | S&P GLOBAL INC | $539,000 | – | 2,200 | +100.0% | 0.10% | – |
| BIG | New | BIG LOTS INC | $537,000 | – | 21,900 | +100.0% | 0.10% | – |
| CMI | Buy | CUMMINS INC | $537,000 | +36.3% | 3,300 | +43.5% | 0.10% | +44.8% |
| HCC | New | WARRIOR MET COAL INC | $533,000 | – | 27,300 | +100.0% | 0.10% | – |
| URI | Sell | UNITED RENTALS INC | $532,000 | -75.8% | 4,267 | -74.3% | 0.10% | -74.5% |
| WDFC | New | WD-40 CO | $532,000 | – | 2,900 | +100.0% | 0.10% | – |
| BGS | Buy | B & G FOODS INC NEW | $530,000 | +1.9% | 28,006 | +12.1% | 0.10% | +7.9% |
| FIS | New | FIDELITY NATL INFORMATION SV | $531,000 | – | 4,000 | +100.0% | 0.10% | – |
| HFC | New | HOLLYFRONTIER CORP | $526,000 | – | 9,800 | +100.0% | 0.10% | – |
| KOF | Buy | COCA COLA FEMSA S A B DE C Vsponsord adr rep | $527,000 | +101.9% | 8,700 | +107.1% | 0.10% | +111.1% |
| TS | Buy | TENARIS S Asponsored ads | $521,000 | +59.8% | 24,600 | +98.4% | 0.09% | +67.9% |
| UBER | New | UBER TECHNOLOGIES INC | $518,000 | – | 17,000 | +100.0% | 0.09% | – |
| FNF | Buy | FIDELITY NATIONAL FINANCIAL | $515,000 | +35.9% | 11,600 | +23.4% | 0.09% | +43.1% |
| C | New | CITIGROUP INC | $511,000 | – | 7,400 | +100.0% | 0.09% | – |
| ACIW | New | ACI WORLDWIDE INC | $507,000 | – | 16,200 | +100.0% | 0.09% | – |
| NTES | NETEASE INCsponsored ads | $506,000 | +4.1% | 1,900 | 0.0% | 0.09% | +10.8% | |
| DG | New | DOLLAR GEN CORP NEW | $509,000 | – | 3,200 | +100.0% | 0.09% | – |
| CHD | Sell | CHURCH & DWIGHT INC | $504,000 | -54.0% | 6,700 | -55.3% | 0.09% | -51.3% |
| INFO | New | IHS MARKIT LTD | $502,000 | – | 7,500 | +100.0% | 0.09% | – |
| ENTG | Buy | ENTEGRIS INC | $494,000 | +136.4% | 10,500 | +87.5% | 0.09% | +147.2% |
| DLTR | Sell | DOLLAR TREE INC | $491,000 | -80.3% | 4,300 | -81.5% | 0.09% | -79.1% |
| EVR | New | EVERCORE INCclass a | $481,000 | – | 6,000 | +100.0% | 0.09% | – |
| CMC | Sell | COMMERCIAL METALS CO | $480,000 | -8.9% | 27,600 | -6.4% | 0.09% | -3.3% |
| CBB | Sell | CINCINNATI BELL INC NEW | $479,000 | -80.4% | 94,508 | -80.8% | 0.09% | -79.1% |
| CUZ | New | COUSINS PPTYS INC | $474,000 | – | 12,600 | +100.0% | 0.09% | – |
| PSX | Sell | PHILLIPS 66 | $471,000 | +7.0% | 4,600 | -2.1% | 0.08% | +13.3% |
| SNCR | New | SYNCHRONOSS TECHNOLOGIES INC | $464,000 | – | 85,900 | +100.0% | 0.08% | – |
| HOLX | New | HOLOGIC INC | $465,000 | – | 9,200 | +100.0% | 0.08% | – |
| NWL | Sell | NEWELL BRANDS INC | $464,000 | -35.1% | 24,800 | -46.6% | 0.08% | -31.1% |
| ZBH | New | ZIMMER BIOMET HLDGS INC | $467,000 | – | 3,400 | +100.0% | 0.08% | – |
| TAP | New | MOLSON COORS BREWING COcl b | $460,000 | – | 8,000 | +100.0% | 0.08% | – |
| AM | New | ANTERO MIDSTREAM CORP | $459,000 | – | 62,000 | +100.0% | 0.08% | – |
| AMP | AMERIPRISE FINL INC | $456,000 | +1.3% | 3,100 | 0.0% | 0.08% | +6.5% | |
| CNS | New | COHEN & STEERS INC | $450,000 | – | 8,200 | +100.0% | 0.08% | – |
| CTRA | Sell | CONTURA ENERGY INC | $449,000 | -81.2% | 16,051 | -65.1% | 0.08% | -80.1% |
| HCP | New | HCP INC | $449,000 | – | 12,600 | +100.0% | 0.08% | – |
| SPLK | New | SPLUNK INC | $448,000 | – | 3,800 | +100.0% | 0.08% | – |
| POOL | New | POOL CORPORATION | $444,000 | – | 2,200 | +100.0% | 0.08% | – |
| ALK | Buy | ALASKA AIR GROUP INC | $441,000 | +77.1% | 6,800 | +74.4% | 0.08% | +86.0% |
| UNIT | UNITI GROUP INCput | $442,000 | -18.5% | 57,000 | 0.0% | 0.08% | -14.0% | |
| BHE | Buy | BENCHMARK ELECTRS INC | $436,000 | +88.7% | 15,000 | +63.0% | 0.08% | +102.6% |
| BRKR | Buy | BRUKER CORP | $439,000 | -2.4% | 10,000 | +11.1% | 0.08% | +2.6% |
| JCI | New | JOHNSON CTLS INTL PLC | $439,000 | – | 10,000 | +100.0% | 0.08% | – |
| QCOM | New | QUALCOMM INC | $435,000 | – | 5,700 | +100.0% | 0.08% | – |
| GRA | New | GRACE W R & CO DEL NEW | $434,000 | – | 6,500 | +100.0% | 0.08% | – |
| CAG | New | CONAGRA BRANDS INC | $430,000 | – | 14,000 | +100.0% | 0.08% | – |
| INSM | New | INSMED INC | $429,000 | – | 24,300 | +100.0% | 0.08% | – |
| MGA | Sell | MAGNA INTL INC | $427,000 | -24.7% | 8,000 | -29.8% | 0.08% | -20.6% |
| TEX | New | TEREX CORP NEW | $423,000 | – | 16,300 | +100.0% | 0.08% | – |
| SYF | SYNCHRONY FINL | $416,000 | -1.7% | 12,200 | 0.0% | 0.08% | +4.2% | |
| OMI | New | OWENS & MINOR INC NEW | $412,000 | – | 70,900 | +100.0% | 0.08% | – |
| MLI | New | MUELLER INDS INC | $413,000 | – | 14,400 | +100.0% | 0.08% | – |
| LKQ | New | LKQ CORP | $415,000 | – | 13,200 | +100.0% | 0.08% | – |
| ENVA | Buy | ENOVA INTL INC | $417,000 | +17.5% | 20,100 | +30.5% | 0.08% | +23.0% |
| IMH | IMPAC MTG HLDGS INC | $408,000 | +153.4% | 51,900 | 0.0% | 0.07% | +174.1% | |
| KTB | New | KONTOOR BRANDS INC | $411,000 | – | 11,700 | +100.0% | 0.07% | – |
| PSTG | New | PURE STORAGE INCcl a | $407,000 | – | 24,000 | +100.0% | 0.07% | – |
| CME | New | CME GROUP INC | $402,000 | – | 1,900 | +100.0% | 0.07% | – |
| GL | New | GLOBE LIFE INC | $402,000 | – | 4,200 | +100.0% | 0.07% | – |
| CAT | New | CATERPILLAR INC DEL | $404,000 | – | 3,200 | +100.0% | 0.07% | – |
| HALO | New | HALOZYME THERAPEUTICS INC | $403,000 | – | 26,000 | +100.0% | 0.07% | – |
| AIG | New | AMERICAN INTL GROUP INC | $401,000 | – | 7,200 | +100.0% | 0.07% | – |
| CVX | Buy | CHEVRON CORP NEW | $403,000 | +90.1% | 3,400 | +100.0% | 0.07% | +102.8% |
| YNDX | Buy | YANDEX N V | $403,000 | -6.1% | 11,500 | +1.8% | 0.07% | 0.0% |
| FCX | New | FREEPORT-MCMORAN INCcl b | $397,000 | – | 41,500 | +100.0% | 0.07% | – |
| MCK | Sell | MCKESSON CORP | $396,000 | -39.9% | 2,900 | -40.8% | 0.07% | -36.3% |
| AMD | New | ADVANCED MICRO DEVICES INC | $397,000 | – | 13,700 | +100.0% | 0.07% | – |
| TIF | New | TIFFANY & CO NEW | $398,000 | – | 4,300 | +100.0% | 0.07% | – |
| KAR | New | KAR AUCTION SVCS INC | $398,000 | – | 16,200 | +100.0% | 0.07% | – |
| CHK | CHESAPEAKE ENERGY CORPput | $400,000 | -27.7% | 283,800 | 0.0% | 0.07% | -23.4% | |
| RE | Sell | EVEREST RE GROUP LTD | $399,000 | +1.0% | 1,500 | -6.2% | 0.07% | +7.5% |
| NVS | New | NOVARTIS A Gsponsored adr | $391,000 | – | 4,500 | +100.0% | 0.07% | – |
| SANM | Sell | SANMINA CORPORATION | $395,000 | +0.3% | 12,300 | -5.4% | 0.07% | +6.0% |
| LMT | New | LOCKHEED MARTIN CORP | $390,000 | – | 1,000 | +100.0% | 0.07% | – |
| COP | Sell | CONOCOPHILLIPS | $393,000 | -84.5% | 6,900 | -83.4% | 0.07% | -83.6% |
| LRN | Buy | K12 INC | $385,000 | +3.8% | 14,600 | +19.7% | 0.07% | +11.1% |
| KEYS | Sell | KEYSIGHT TECHNOLOGIES INC | $379,000 | -52.6% | 3,900 | -56.2% | 0.07% | -49.3% |
| SVC | New | SERVICE PPTYS TR | $384,000 | – | 14,900 | +100.0% | 0.07% | – |
| PEP | Sell | PEPSICO INC | $384,000 | -2.3% | 2,800 | -6.7% | 0.07% | +3.0% |
| GNRC | Buy | GENERAC HLDGS INC | $376,000 | +87.1% | 4,800 | +65.5% | 0.07% | +100.0% |
| PLD | Sell | PROLOGIS INC | $375,000 | -34.1% | 4,400 | -38.0% | 0.07% | -29.9% |
| NAV | Buy | NAVISTAR INTL CORP NEW | $374,000 | +78.1% | 13,300 | +118.0% | 0.07% | +88.9% |
| CENTA | New | CENTRAL GARDEN & PET COcl a non-vtg | $374,000 | – | 13,500 | +100.0% | 0.07% | – |
| EMR | New | EMERSON ELEC CO | $368,000 | – | 5,500 | +100.0% | 0.07% | – |
| MAT | New | MATTEL INC | $372,000 | – | 32,700 | +100.0% | 0.07% | – |
| NTAP | New | NETAPP INC | $373,000 | – | 7,100 | +100.0% | 0.07% | – |
| CPRT | New | COPART INC | $370,000 | – | 4,600 | +100.0% | 0.07% | – |
| MCO | New | MOODYS CORP | $369,000 | – | 1,800 | +100.0% | 0.07% | – |
| NOV | New | NATIONAL OILWELL VARCO INC | $365,000 | – | 17,200 | +100.0% | 0.07% | – |
| WUBA | Buy | 58 COM INCspon adr rep a | $365,000 | +58.7% | 7,400 | +100.0% | 0.07% | +69.2% |
| NTGR | New | NETGEAR INC | $367,000 | – | 11,400 | +100.0% | 0.07% | – |
| THG | Sell | HANOVER INS GROUP INC | $366,000 | -71.8% | 2,700 | -73.3% | 0.07% | -70.1% |
| MCFT | New | MASTERCRAFT BOAT HLDGS INC | $364,000 | – | 24,400 | +100.0% | 0.07% | – |
| DISCA | Sell | DISCOVERY INC | $360,000 | -71.1% | 13,500 | -66.7% | 0.06% | -69.5% |
| SNPS | New | SYNOPSYS INC | $357,000 | – | 2,600 | +100.0% | 0.06% | – |
| GEO | Buy | GEO GROUP INC NEW | $361,000 | +1.1% | 20,800 | +22.4% | 0.06% | +6.6% |
| INN | New | SUMMIT HOTEL PPTYS INC | $357,000 | – | 30,800 | +100.0% | 0.06% | – |
| SPR | New | SPIRIT AEROSYSTEMS HLDGS INC | $362,000 | – | 4,400 | +100.0% | 0.06% | – |
| PCAR | New | PACCAR INC | $357,000 | – | 5,100 | +100.0% | 0.06% | – |
| NVCR | Sell | NOVOCURE LTD | $359,000 | -33.1% | 4,800 | -43.5% | 0.06% | -29.3% |
| BURL | Sell | BURLINGTON STORES INC | $360,000 | -83.8% | 1,800 | -86.3% | 0.06% | -82.9% |
| RMD | New | RESMED INC | $352,000 | – | 2,608 | +100.0% | 0.06% | – |
| FLOW | New | SPX FLOW INC | $347,000 | – | 8,800 | +100.0% | 0.06% | – |
| JHG | New | JANUS HENDERSON GROUP PLC | $350,000 | – | 15,600 | +100.0% | 0.06% | – |
| ES | New | EVERSOURCE ENERGY | $350,000 | – | 4,100 | +100.0% | 0.06% | – |
| BIIB | Sell | BIOGEN INC | $349,000 | -60.7% | 1,500 | -60.5% | 0.06% | -58.6% |
| XEC | New | CIMAREX ENERGY CO | $350,000 | – | 7,300 | +100.0% | 0.06% | – |
| VIAV | Buy | VIAVI SOLUTIONS INC | $350,000 | +47.7% | 25,000 | +40.4% | 0.06% | +57.5% |
| X | New | UNITED STATES STL CORP NEW | $346,000 | – | 29,996 | +100.0% | 0.06% | – |
| CECO | New | CAREER EDUCATION CORP | $350,000 | – | 22,000 | +100.0% | 0.06% | – |
| OPI | New | OFFICE PPTYS INCOME TR | $347,000 | – | 11,318 | +100.0% | 0.06% | – |
| ZTO | Sell | ZTO EXPRESS CAYMAN INCsponsored ads a | $343,000 | -13.8% | 16,100 | -22.6% | 0.06% | -8.8% |
| CHK | Sell | CHESAPEAKE ENERGY CORP | $341,000 | -60.3% | 242,011 | -45.0% | 0.06% | -57.8% |
| AMTD | New | TD AMERITRADE HLDG CORP | $341,000 | – | 7,300 | +100.0% | 0.06% | – |
| SLM | Buy | SLM CORP | $336,000 | +104.9% | 38,100 | +125.4% | 0.06% | +117.9% |
| ATH | Buy | ATHENE HLDG LTDcl a | $336,000 | +66.3% | 8,000 | +70.2% | 0.06% | +74.3% |
| FIVE | Sell | FIVE BELOW INC | $340,000 | -64.6% | 2,700 | -66.2% | 0.06% | -62.8% |
| JD | New | JD COM INCspon adr cl a | $336,000 | – | 11,900 | +100.0% | 0.06% | – |
| CEO | New | CNOOC LTDsponsored adr | $335,000 | – | 2,200 | +100.0% | 0.06% | – |
| BWA | Buy | BORGWARNER INC | $330,000 | +42.9% | 9,000 | +63.6% | 0.06% | +53.8% |
| FIVN | New | FIVE9 INC | $333,000 | – | 6,200 | +100.0% | 0.06% | – |
| GTS | New | TRIPLE-S MGMT CORPcl b | $332,000 | – | 24,800 | +100.0% | 0.06% | – |
| FAF | Buy | FIRST AMERN FINL CORP | $330,000 | +36.4% | 5,600 | +24.4% | 0.06% | +46.3% |
| EDU | New | NEW ORIENTAL ED & TECH GRP Ispon adr | $332,000 | – | 3,000 | +100.0% | 0.06% | – |
| GPRO | New | GOPRO INCcl a | $330,000 | – | 63,600 | +100.0% | 0.06% | – |
| UL | New | UNILEVER PLCspon adr new | $325,000 | – | 5,400 | +100.0% | 0.06% | – |
| WLH | New | LYON WILLIAM HOMEScl a new | $328,000 | – | 16,100 | +100.0% | 0.06% | – |
| BLDR | Buy | BUILDERS FIRSTSOURCE INC | $325,000 | +89.0% | 15,800 | +54.9% | 0.06% | +103.4% |
| HIBB | New | HIBBETT SPORTS INC | $325,000 | – | 14,200 | +100.0% | 0.06% | – |
| PE | New | PARSLEY ENERGY INCcl a | $323,000 | – | 19,200 | +100.0% | 0.06% | – |
| GES | New | GUESS INC | $319,000 | – | 17,237 | +100.0% | 0.06% | – |
| HZNP | New | HORIZON THERAPEUTICS PUB LTD | $319,000 | – | 11,700 | +100.0% | 0.06% | – |
| ARCH | Buy | ARCH COAL INCcl a | $319,000 | +30.2% | 4,300 | +65.4% | 0.06% | +38.1% |
| VMC | Sell | VULCAN MATLS CO | $318,000 | -25.4% | 2,100 | -32.3% | 0.06% | -20.5% |
| NSIT | Sell | INSIGHT ENTERPRISES INC | $317,000 | -22.1% | 5,700 | -18.6% | 0.06% | -18.6% |
| BMY | Sell | BRISTOL MYERS SQUIBB CO | $314,000 | -19.5% | 6,200 | -27.9% | 0.06% | -14.9% |
| SJW | New | SJW GROUP | $314,000 | – | 4,600 | +100.0% | 0.06% | – |
| KELYA | New | KELLY SVCS INCcl a | $308,000 | – | 12,700 | +100.0% | 0.06% | – |
| LBTYA | New | LIBERTY GLOBAL PLC | $307,000 | – | 12,400 | +100.0% | 0.06% | – |
| SKY | New | SKYLINE CHAMPION CORPORATION | $307,000 | – | 10,200 | +100.0% | 0.06% | – |
| SBRA | New | SABRA HEALTH CARE REIT INC | $308,000 | – | 13,400 | +100.0% | 0.06% | – |
| RVI | New | RETAIL VALUE INC | $311,000 | – | 8,400 | +100.0% | 0.06% | – |
| ANGO | New | ANGIODYNAMICS INC | $309,000 | – | 16,800 | +100.0% | 0.06% | – |
| HI | New | HILLENBRAND INC | $309,000 | – | 10,000 | +100.0% | 0.06% | – |
| LCII | New | LCI INDS | $312,000 | – | 3,400 | +100.0% | 0.06% | – |
| EZPW | Buy | EZCORP INCcl a non vtg | $307,000 | +207.0% | 47,600 | +349.1% | 0.06% | +229.4% |
| ED | Buy | CONSOLIDATED EDISON INC | $312,000 | +26.8% | 3,300 | +17.9% | 0.06% | +33.3% |
| EHC | New | ENCOMPASS HEALTH CORP | $304,000 | – | 4,800 | +100.0% | 0.06% | – |
| NX | New | QUANEX BUILDING PRODUCTS COR | $305,000 | – | 16,894 | +100.0% | 0.06% | – |
| NOW | Sell | SERVICENOW INC | $305,000 | -49.5% | 1,200 | -45.5% | 0.06% | -46.6% |
| RVNC | New | REVANCE THERAPEUTICS INC | $303,000 | – | 23,300 | +100.0% | 0.06% | – |
| MTRX | New | MATRIX SVC CO | $305,000 | – | 17,800 | +100.0% | 0.06% | – |
| UTX | New | UNITED TECHNOLOGIES CORP | $300,000 | – | 2,200 | +100.0% | 0.05% | – |
| FITB | New | FIFTH THIRD BANCORP | $298,000 | – | 10,900 | +100.0% | 0.05% | – |
| PAM | New | PAMPA ENERGIA S Aspons adr lvl i | $299,000 | – | 17,200 | +100.0% | 0.05% | – |
| CTRE | New | CARETRUST REIT INC | $299,000 | – | 12,700 | +100.0% | 0.05% | – |
| SCHW | New | THE CHARLES SCHWAB CORPORATI | $301,000 | – | 7,200 | +100.0% | 0.05% | – |
| LRCX | New | LAM RESEARCH CORP | $300,000 | – | 1,300 | +100.0% | 0.05% | – |
| MCS | New | MARCUS CORP | $296,000 | – | 8,000 | +100.0% | 0.05% | – |
| BKU | New | BANKUNITED INC | $292,000 | – | 8,700 | +100.0% | 0.05% | – |
| PBRA | New | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $294,000 | – | 22,400 | +100.0% | 0.05% | – |
| CHE | New | CHEMED CORP NEW | $292,000 | – | 700 | +100.0% | 0.05% | – |
| ETRN | New | EQUITRANS MIDSTREAM CORPORAT | $292,000 | – | 20,100 | +100.0% | 0.05% | – |
| JNPR | New | JUNIPER NETWORKS INC | $287,000 | – | 11,600 | +100.0% | 0.05% | – |
| DNOW | New | NOW INC | $287,000 | – | 25,000 | +100.0% | 0.05% | – |
| CNNE | New | CANNAE HLDGS INC | $285,000 | – | 10,388 | +100.0% | 0.05% | – |
| AMT | New | AMERICAN TOWER CORP NEW | $287,000 | – | 1,300 | +100.0% | 0.05% | – |
| UN | New | UNILEVER N V | $288,000 | – | 4,800 | +100.0% | 0.05% | – |
| ACAD | New | ACADIA PHARMACEUTICALS INC | $288,000 | – | 8,000 | +100.0% | 0.05% | – |
| XPER | New | XPERI CORP | $290,000 | – | 14,000 | +100.0% | 0.05% | – |
| SBUX | New | STARBUCKS CORP | $283,000 | – | 3,200 | +100.0% | 0.05% | – |
| OC | Sell | OWENS CORNING NEW | $284,000 | -48.1% | 4,500 | -52.1% | 0.05% | -45.2% |
| FBM | New | FOUNDATION BLDG MATLS INC | $283,000 | – | 18,300 | +100.0% | 0.05% | – |
| ATGE | New | ADTALEM GLOBAL ED INC | $282,000 | – | 7,400 | +100.0% | 0.05% | – |
| PDD | New | PINDUODUO INCsponsored ads | $284,000 | – | 8,800 | +100.0% | 0.05% | – |
| BMA | Buy | BANCO MACRO SAspon adr b | $281,000 | -58.6% | 10,800 | +16.1% | 0.05% | -56.0% |
| REVG | New | REV GROUP INC | $283,000 | – | 24,800 | +100.0% | 0.05% | – |
| GILD | New | GILEAD SCIENCES INC | $279,000 | – | 4,400 | +100.0% | 0.05% | – |
| BC | New | BRUNSWICK CORP | $276,000 | – | 5,300 | +100.0% | 0.05% | – |
| TW | New | TRADEWEB MKTS INCcl a | $277,000 | – | 7,500 | +100.0% | 0.05% | – |
| PVH | New | PVH CORP | $274,000 | – | 3,100 | +100.0% | 0.05% | – |
| LB | Sell | L BRANDS INC | $278,000 | -96.0% | 14,200 | -94.7% | 0.05% | -95.8% |
| CTVA | New | CORTEVA INC | $277,000 | – | 9,900 | +100.0% | 0.05% | – |
| RGA | New | REINSURANCE GRP OF AMERICA I | $272,000 | – | 1,700 | +100.0% | 0.05% | – |
| LC | New | LENDINGCLUB CORP | $272,000 | – | 20,800 | +100.0% | 0.05% | – |
| FTRCQ | Sell | FRONTIER COMMUNICATIONS CORPput | $269,000 | -82.3% | 310,000 | -64.4% | 0.05% | -81.2% |
| LHX | New | L3HARRIS TECHNOLOGIES INC | $271,000 | – | 1,300 | +100.0% | 0.05% | – |
| PSB | New | PS BUSINESS PKS INC CALIF | $273,000 | – | 1,500 | +100.0% | 0.05% | – |
| SATS | Buy | ECHOSTAR CORPcl a | $269,000 | -0.4% | 6,797 | +11.4% | 0.05% | +6.5% |
| ADS | Sell | ALLIANCE DATA SYSTEMS CORP | $269,000 | -56.4% | 2,100 | -52.3% | 0.05% | -53.3% |
| CYBR | New | CYBERARK SOFTWARE LTD | $270,000 | – | 2,700 | +100.0% | 0.05% | – |
| QUAD | New | QUAD / GRAPHICS INC | $268,000 | – | 25,500 | +100.0% | 0.05% | – |
| HTA | New | HEALTHCARE TR AMER INCcl a new | $267,000 | – | 9,100 | +100.0% | 0.05% | – |
| FFIV | F5 NETWORKS INC | $267,000 | -3.6% | 1,900 | 0.0% | 0.05% | +2.1% | |
| NTNX | New | NUTANIX INCcl a | $265,000 | – | 10,100 | +100.0% | 0.05% | – |
| ASTE | Sell | ASTEC INDS INC | $264,000 | -5.7% | 8,500 | -1.2% | 0.05% | 0.0% |
| RCII | New | RENT A CTR INC NEW | $266,000 | – | 10,300 | +100.0% | 0.05% | – |
| TDS | Sell | TELEPHONE & DATA SYS INC | $263,000 | -20.5% | 10,200 | -6.4% | 0.05% | -15.8% |
| CDLX | New | CARDLYTICS INC | $261,000 | – | 7,800 | +100.0% | 0.05% | – |
| F | Sell | FORD MTR CO DEL | $258,000 | -76.6% | 28,200 | -73.9% | 0.05% | -75.1% |
| SAIC | Sell | SCIENCE APPLICATNS INTL CP N | $262,000 | -24.3% | 3,000 | -25.0% | 0.05% | -20.3% |
| AVT | Sell | AVNET INC | $262,000 | -35.0% | 5,900 | -33.7% | 0.05% | -31.9% |
| AMED | New | AMEDISYS INC | $262,000 | – | 2,000 | +100.0% | 0.05% | – |
| ALL | New | ALLSTATE CORP | $261,000 | – | 2,400 | +100.0% | 0.05% | – |
| TPRE | Buy | THIRD PT REINS LTD | $262,000 | +71.2% | 26,200 | +77.0% | 0.05% | +80.8% |
| KWR | Buy | QUAKER CHEM CORP | $253,000 | +13.5% | 1,600 | +45.5% | 0.05% | +21.1% |
| WBA | Sell | WALGREENS BOOTS ALLIANCE INC | $254,000 | -84.1% | 4,600 | -84.2% | 0.05% | -83.2% |
| HMN | New | HORACE MANN EDUCATORS CORP N | $255,000 | – | 5,500 | +100.0% | 0.05% | – |
| RMBS | New | RAMBUS INC DEL | $247,000 | – | 18,800 | +100.0% | 0.04% | – |
| SCVL | New | SHOE CARNIVAL INC | $250,000 | – | 7,700 | +100.0% | 0.04% | – |
| BHC | Sell | BAUSCH HEALTH COS INC | $247,000 | -59.0% | 11,300 | -52.7% | 0.04% | -56.3% |
| CRS | New | CARPENTER TECHNOLOGY CORP | $248,000 | – | 4,800 | +100.0% | 0.04% | – |
| CURO | New | CURO GROUP HLDGS CORP | $247,000 | – | 18,600 | +100.0% | 0.04% | – |
| RMR | Buy | RMR GROUP INCcl a | $250,000 | +6.4% | 5,500 | +10.0% | 0.04% | +12.5% |
| FFIN | New | FIRST FINL BANKSHARES | $247,000 | – | 7,400 | +100.0% | 0.04% | – |
| AWI | Sell | ARMSTRONG WORLD INDS INC NEW | $242,000 | -4.3% | 2,500 | -3.8% | 0.04% | +2.3% |
| DCI | New | DONALDSON INC | $245,000 | – | 4,700 | +100.0% | 0.04% | – |
| VALE | Sell | VALE S Asponsored ads | $244,000 | -77.2% | 21,200 | -73.3% | 0.04% | -75.8% |
| BK | New | BANK NEW YORK MELLON CORP | $244,000 | – | 5,400 | +100.0% | 0.04% | – |
| WMB | Sell | WILLIAMS COS INC DEL | $241,000 | -58.1% | 10,000 | -51.2% | 0.04% | -55.1% |
| FICO | New | FAIR ISAAC CORP | $243,000 | – | 800 | +100.0% | 0.04% | – |
| PLAN | New | ANAPLAN INC | $240,000 | – | 5,100 | +100.0% | 0.04% | – |
| FIBK | New | FIRST INTST BANCSYSTEM INC | $237,000 | – | 5,900 | +100.0% | 0.04% | – |
| AIZ | Sell | ASSURANT INC | $239,000 | -25.1% | 1,900 | -36.7% | 0.04% | -20.4% |
| MTW | New | MANITOWOC CO INC | $239,000 | – | 19,100 | +100.0% | 0.04% | – |
| ETSY | Sell | ETSY INC | $232,000 | -81.4% | 4,100 | -79.8% | 0.04% | -80.3% |
| NWSA | New | NEWS CORP NEWcl a | $234,000 | – | 16,800 | +100.0% | 0.04% | – |
| RGP | New | RESOURCES CONNECTION INC | $231,000 | – | 13,600 | +100.0% | 0.04% | – |
| CHDN | Sell | CHURCHILL DOWNS INC | $235,000 | -31.9% | 1,900 | -36.7% | 0.04% | -28.8% |
| ARMK | New | ARAMARK | $231,000 | – | 5,300 | +100.0% | 0.04% | – |
| HEIA | Sell | HEICO CORP NEWcl a | $234,000 | -58.9% | 2,400 | -56.4% | 0.04% | -56.7% |
| BKR | Buy | BAKER HUGHES A GE COcl a | $230,000 | +1.3% | 9,900 | +7.6% | 0.04% | +7.7% |
| PAAS | New | PAN AMERICAN SILVER CORP | $230,000 | – | 14,700 | +100.0% | 0.04% | – |
| MTOR | New | MERITOR INC | $233,000 | – | 12,600 | +100.0% | 0.04% | – |
| VECO | Buy | VEECO INSTRS INC DEL | $235,000 | +79.4% | 20,100 | +87.9% | 0.04% | +90.9% |
| OHI | New | OMEGA HEALTHCARE INVS INC | $230,000 | – | 5,500 | +100.0% | 0.04% | – |
| ICPT | New | INTERCEPT PHARMACEUTICALS IN | $226,000 | – | 3,400 | +100.0% | 0.04% | – |
| HP | Buy | HELMERICH & PAYNE INC | $224,000 | -14.8% | 5,600 | +7.7% | 0.04% | -8.9% |
| KSU | New | KANSAS CITY SOUTHERN | $226,000 | – | 1,700 | +100.0% | 0.04% | – |
| IGT | Sell | INTERNATIONAL GAME TECHNOLOG | $227,000 | -41.9% | 16,000 | -46.9% | 0.04% | -38.8% |
| LAUR | New | LAUREATE EDUCATION INCcl a | $224,000 | – | 13,500 | +100.0% | 0.04% | – |
| LTRPA | Buy | LIBERTY TRIPADVISOR HLDGS IN | $225,000 | -18.2% | 23,900 | +7.7% | 0.04% | -12.8% |
| CRMT | New | AMERICAS CAR MART INC | $229,000 | – | 2,500 | +100.0% | 0.04% | – |
| WPX | Sell | WPX ENERGY INC | $225,000 | -46.3% | 21,200 | -41.8% | 0.04% | -43.1% |
| NBL | Sell | NOBLE ENERGY INC | $225,000 | -74.3% | 10,000 | -74.4% | 0.04% | -72.7% |
| NNBR | New | NN INC | $227,000 | – | 31,800 | +100.0% | 0.04% | – |
| STT | New | STATE STR CORP | $219,000 | – | 3,700 | +100.0% | 0.04% | – |
| GPC | Sell | GENUINE PARTS CO | $219,000 | -21.8% | 2,200 | -18.5% | 0.04% | -16.7% |
| PNM | New | PNM RES INC | $219,000 | – | 4,200 | +100.0% | 0.04% | – |
| MAN | New | MANPOWERGROUP INC | $219,000 | – | 2,600 | +100.0% | 0.04% | – |
| JKHY | New | HENRY JACK & ASSOC INC | $219,000 | – | 1,500 | +100.0% | 0.04% | – |
| REG | New | REGENCY CTRS CORP | $222,000 | – | 3,200 | +100.0% | 0.04% | – |
| BLUE | Buy | BLUEBIRD BIO INC | $220,000 | -3.9% | 2,400 | +33.3% | 0.04% | +2.6% |
| ATVI | New | ACTIVISION BLIZZARD INC | $222,000 | – | 4,200 | +100.0% | 0.04% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $221,000 | – | 4,900 | +100.0% | 0.04% | – |
| RPM | New | RPM INTL INC | $220,000 | – | 3,200 | +100.0% | 0.04% | – |
| TCBI | New | TEXAS CAPITAL BANCSHARES INC | $213,000 | – | 3,900 | +100.0% | 0.04% | – |
| CADE | New | CADENCE BANCORPORATIONcl a | $216,000 | – | 12,300 | +100.0% | 0.04% | – |
| ACA | Sell | ARCOSA INC | $216,000 | -11.8% | 6,300 | -3.1% | 0.04% | -7.1% |
| CLGX | New | CORELOGIC INC | $217,000 | – | 4,700 | +100.0% | 0.04% | – |
| AMG | Sell | AFFILIATED MANAGERS GROUP IN | $217,000 | -46.4% | 2,600 | -40.9% | 0.04% | -43.5% |
| DVA | New | DAVITA INC | $217,000 | – | 3,800 | +100.0% | 0.04% | – |
| PRMW | Sell | PRIMO WTR CORP | $216,000 | -27.5% | 17,600 | -27.3% | 0.04% | -23.5% |
| KGC | New | KINROSS GOLD CORP | $217,000 | – | 47,200 | +100.0% | 0.04% | – |
| MANH | New | MANHATTAN ASSOCS INC | $218,000 | – | 2,700 | +100.0% | 0.04% | – |
| ANTM | New | ANTHEM INC | $216,000 | – | 900 | +100.0% | 0.04% | – |
| RYAAY | New | RYANAIR HLDGS PLCsponsored ads | $213,000 | – | 3,216 | +100.0% | 0.04% | – |
| PUK | New | PRUDENTIAL PLCadr | $215,000 | – | 5,900 | +100.0% | 0.04% | – |
| ERJ | New | EMBRAER S Asponsored ads | $217,000 | – | 12,600 | +100.0% | 0.04% | – |
| SIX | Sell | SIX FLAGS ENTMT CORP NEW | $217,000 | -91.9% | 4,273 | -92.1% | 0.04% | -91.5% |
| TTMI | New | TTM TECHNOLOGIES INC | $215,000 | – | 17,600 | +100.0% | 0.04% | – |
| SIMO | New | SILICON MOTION TECHNOLOGY COsponsored adr | $216,000 | – | 6,100 | +100.0% | 0.04% | – |
| CDE | New | COEUR MNG INC | $217,000 | – | 45,200 | +100.0% | 0.04% | – |
| NNN | New | NATIONAL RETAIL PPTYS INC | $214,000 | – | 3,800 | +100.0% | 0.04% | – |
| COO | Sell | COOPER COS INC | $208,000 | -43.9% | 700 | -36.4% | 0.04% | -39.7% |
| BRC | New | BRADY CORPcl a | $212,000 | – | 4,000 | +100.0% | 0.04% | – |
| BRKB | Sell | BERKSHIRE HATHAWAY INC DELcl b new | $208,000 | -39.0% | 1,000 | -37.5% | 0.04% | -34.5% |
| PCG | New | PG&E CORP | $210,000 | – | 21,000 | +100.0% | 0.04% | – |
| NDSN | New | NORDSON CORP | $212,000 | – | 1,451 | +100.0% | 0.04% | – |
| HUBS | Sell | HUBSPOT INC | $212,000 | -52.1% | 1,400 | -46.2% | 0.04% | -50.0% |
| FGEN | New | FIBROGEN INC | $211,000 | – | 5,700 | +100.0% | 0.04% | – |
| ETFC | New | E TRADE FINANCIAL CORP | $205,000 | – | 4,700 | +100.0% | 0.04% | – |
| CIO | New | CITY OFFICE REIT INC | $207,000 | – | 14,360 | +100.0% | 0.04% | – |
| DE | Sell | DEERE & CO | $202,000 | -42.0% | 1,200 | -42.9% | 0.04% | -37.3% |
| CATO | Sell | CATO CORP NEWcl a | $204,000 | -57.3% | 11,600 | -70.1% | 0.04% | -54.9% |
| VER | Sell | VEREIT INC | $204,000 | -77.8% | 20,900 | -79.5% | 0.04% | -76.4% |
| MCK | New | MCKESSON CORPput | $205,000 | – | 1,500 | +100.0% | 0.04% | – |
| WK | New | WORKIVA INC | $202,000 | – | 4,600 | +100.0% | 0.04% | – |
| SPOT | Sell | SPOTIFY TECHNOLOGY S A | $205,000 | -93.2% | 1,800 | -91.2% | 0.04% | -92.8% |
| HZO | New | MARINEMAX INC | $200,000 | – | 12,900 | +100.0% | 0.04% | – |
| BCOR | Buy | BLUCORA INC | $200,000 | -19.7% | 9,240 | +12.7% | 0.04% | -16.3% |
| SNAP | New | SNAP INCcl a | $194,000 | – | 12,300 | +100.0% | 0.04% | – |
| TME | New | TENCENT MUSIC ENTMT GROUPspon ads | $193,000 | – | 15,100 | +100.0% | 0.04% | – |
| ESI | Buy | ELEMENT SOLUTIONS INC | $186,000 | +12.0% | 18,300 | +13.7% | 0.03% | +21.4% |
| TAK | Sell | TAKEDA PHARMACEUTICAL CO LTDsponsored ads | $182,000 | -54.0% | 10,600 | -52.7% | 0.03% | -51.5% |
| RUBI | New | RUBICON PROJ INC | $180,000 | – | 20,700 | +100.0% | 0.03% | – |
| SONO | New | SONOS INC | $180,000 | – | 13,400 | +100.0% | 0.03% | – |
| VRS | New | VERSO CORPcl a | $182,000 | – | 14,700 | +100.0% | 0.03% | – |
| ING | New | ING GROEP N Vsponsored adr | $182,000 | – | 17,400 | +100.0% | 0.03% | – |
| HOLI | New | HOLLYSYS AUTOMATION TECHNOLO | $175,000 | – | 11,500 | +100.0% | 0.03% | – |
| NAVI | New | NAVIENT CORPORATION | $179,000 | – | 14,000 | +100.0% | 0.03% | – |
| BCS | New | BARCLAYS PLCadr | $178,000 | – | 24,200 | +100.0% | 0.03% | – |
| TIVO | Buy | TIVO CORP | $179,000 | +54.3% | 23,500 | +49.7% | 0.03% | +60.0% |
| SSL | New | SASOL LTDsponsored adr | $179,000 | – | 10,500 | +100.0% | 0.03% | – |
| SBS | New | COMPANHIA DE SANEAMENTO BASIsponsored adr | $176,000 | – | 14,800 | +100.0% | 0.03% | – |
| CCRN | New | CROSS CTRY HEALTHCARE INC | $170,000 | – | 16,500 | +100.0% | 0.03% | – |
| SCPL | New | SCIPLAY CORPcl a | $172,000 | – | 16,100 | +100.0% | 0.03% | – |
| VGR | New | VECTOR GROUP LTD | $167,000 | – | 14,000 | +100.0% | 0.03% | – |
| FTRCQ | New | FRONTIER COMMUNICATIONS CORP | $166,000 | – | 191,508 | +100.0% | 0.03% | – |
| GSKY | New | GREENSKY INCcl a | $162,000 | – | 23,700 | +100.0% | 0.03% | – |
| NPTN | New | NEOPHOTONICS CORP | $162,000 | – | 26,600 | +100.0% | 0.03% | – |
| DAN | New | DANA INCORPORATED | $153,000 | – | 10,600 | +100.0% | 0.03% | – |
| VKTX | New | VIKING THERAPEUTICS INC | $156,000 | – | 22,700 | +100.0% | 0.03% | – |
| ELP | Sell | COMPANHIA PARANAENSE ENERG Cspon adr pfd | $155,000 | -55.3% | 12,900 | -52.7% | 0.03% | -52.5% |
| LX | New | LEXINFINTECH HLDGS LTDadr | $150,000 | – | 15,000 | +100.0% | 0.03% | – |
| EQT | Sell | EQT CORP | $150,000 | -87.0% | 14,100 | -80.7% | 0.03% | -86.3% |
| NWS | New | NEWS CORP NEWcl b | $147,000 | – | 10,300 | +100.0% | 0.03% | – |
| GLDD | Sell | GREAT LAKES DREDGE & DOCK CO | $142,000 | -64.0% | 13,600 | -61.9% | 0.03% | -61.2% |
| GGAL | Sell | GRUPO FINANCIERO GALICIA S Asponsored adr | $143,000 | -88.3% | 11,000 | -68.0% | 0.03% | -87.6% |
| RIG | New | TRANSOCEAN LTD | $138,000 | – | 30,800 | +100.0% | 0.02% | – |
| BRFS | New | BRF SAsponsored adr | $130,000 | – | 14,200 | +100.0% | 0.02% | – |
| LXP | New | LEXINGTON REALTY TRUST | $131,000 | – | 12,766 | +100.0% | 0.02% | – |
| MBI | New | MBIA INC | $134,000 | – | 14,500 | +100.0% | 0.02% | – |
| FRGI | New | FIESTA RESTAURANT GROUP INC | $130,000 | – | 12,500 | +100.0% | 0.02% | – |
| TNAV | Buy | TELENAV INC | $125,000 | -32.1% | 26,100 | +13.5% | 0.02% | -25.8% |
| APPS | Sell | DIGITAL TURBINE INC | $128,000 | -40.2% | 19,800 | -53.7% | 0.02% | -37.8% |
| TACO | Sell | DEL TACO RESTAURANTS INC | $124,000 | -77.2% | 12,100 | -71.5% | 0.02% | -76.3% |
| WIFI | New | BOINGO WIRELESS INC | $120,000 | – | 10,800 | +100.0% | 0.02% | – |
| QFIN | New | 360 FINANCE INCads | $124,000 | – | 13,900 | +100.0% | 0.02% | – |
| CISN | Buy | CISION LTD | $122,000 | -6.2% | 15,800 | +42.3% | 0.02% | 0.0% |
| CRBP | Buy | CORBUS PHARMACEUTICALS HLDGS | $121,000 | -27.5% | 24,900 | +3.3% | 0.02% | -24.1% |
| IRWD | New | IRONWOOD PHARMACEUTICALS INC | $119,000 | – | 13,900 | +100.0% | 0.02% | – |
| DSSI | New | DIAMOND S SHIPPING INC | $120,000 | – | 10,900 | +100.0% | 0.02% | – |
| DHT | Sell | DHT HOLDINGS INC | $117,000 | -44.8% | 19,000 | -46.9% | 0.02% | -41.7% |
| BRY | New | BERRY PETE CORP | $108,000 | – | 11,500 | +100.0% | 0.02% | – |
| AROC | New | ARCHROCK INC | $107,000 | – | 10,756 | +100.0% | 0.02% | – |
| CTMX | New | CYTOMX THERAPEUTICS INC | $104,000 | – | 14,100 | +100.0% | 0.02% | – |
| SPWH | New | SPORTSMANS WHSE HLDGS INC | $102,000 | – | 19,600 | +100.0% | 0.02% | – |
| CNCE | New | CONCERT PHARMACEUTICALS INC | $102,000 | – | 17,300 | +100.0% | 0.02% | – |
| ORBC | New | ORBCOMM INC | $92,000 | – | 19,300 | +100.0% | 0.02% | – |
| FTCH | New | FARFETCH LTDord sh cl a | $90,000 | – | 10,400 | +100.0% | 0.02% | – |
| QD | Sell | QUDIAN INCadr | $83,000 | -46.5% | 12,000 | -41.7% | 0.02% | -42.3% |
| TLRA | New | TELARIA INC | $78,000 | – | 11,300 | +100.0% | 0.01% | – |
| CNX | New | CNX RESOURCES CORPORATION | $78,000 | – | 10,800 | +100.0% | 0.01% | – |
| MYOV | New | MYOVANT SCIENCES LTD | $73,000 | – | 14,100 | +100.0% | 0.01% | – |
| FLDM | New | FLUIDIGM CORP DEL | $66,000 | – | 14,300 | +100.0% | 0.01% | – |
| PHAS | New | PHASEBIO PHARMACEUTICALS INC | $45,000 | – | 10,800 | +100.0% | 0.01% | – |
| CBLAQ | Exit | CBL & ASSOC PPTYS INC | $0 | – | -41,743 | -100.0% | -0.01% | – |
| ABEO | Exit | ABEONA THERAPEUTICS INC | $0 | – | -10,400 | -100.0% | -0.01% | – |
| SRCI | Exit | SRC ENERGY INC | $0 | – | -11,500 | -100.0% | -0.01% | – |
| RYAM | Exit | RAYONIER ADVANCED MATLS INC | $0 | – | -10,200 | -100.0% | -0.01% | – |
| AKS | Exit | AK STL HLDG CORP | $0 | – | -30,000 | -100.0% | -0.01% | – |
| CENX | Exit | CENTURY ALUM CO | $0 | – | -10,700 | -100.0% | -0.01% | – |
| ALDX | Exit | ALDEYRA THERAPEUTICS INC | $0 | – | -13,800 | -100.0% | -0.01% | – |
| CLNY | Exit | COLONY CAP INC NEW | $0 | – | -17,200 | -100.0% | -0.02% | – |
| VIPS | Exit | VIPSHOP HLDGS LTDsponsored ads a | $0 | – | -10,200 | -100.0% | -0.02% | – |
| FG | Exit | FGL HLDGS | $0 | – | -10,200 | -100.0% | -0.02% | – |
| ETM | Exit | ENTERCOM COMMUNICATIONS CORPcl a | $0 | – | -15,600 | -100.0% | -0.02% | – |
| PLYA | Exit | PLAYA HOTELS & RESORTS NV | $0 | – | -11,700 | -100.0% | -0.02% | – |
| CEPU | Exit | CENTRAL PUERTO S Asponsored adr | $0 | – | -10,600 | -100.0% | -0.02% | – |
| MOBL | Exit | MOBILEIRON INC | $0 | – | -15,800 | -100.0% | -0.02% | – |
| UBX | Exit | UNITY BIOTECHNOLOGY INC | $0 | – | -10,800 | -100.0% | -0.02% | – |
| KOS | Exit | KOSMOS ENERGY LTD | $0 | – | -16,600 | -100.0% | -0.02% | – |
| AEG | Exit | AEGON N V | $0 | – | -22,700 | -100.0% | -0.02% | – |
| PLAB | Exit | PHOTRONICS INC | $0 | – | -15,000 | -100.0% | -0.02% | – |
| MITK | Exit | MITEK SYS INC | $0 | – | -12,300 | -100.0% | -0.02% | – |
| KEP | Exit | KOREA ELECTRIC PWRsponsored adr | $0 | – | -11,000 | -100.0% | -0.02% | – |
| DPLO | Exit | DIPLOMAT PHARMACY INC | $0 | – | -21,200 | -100.0% | -0.02% | – |
| TLYS | Exit | TILLYS INCcl a | $0 | – | -17,154 | -100.0% | -0.02% | – |
| SPPI | Exit | SPECTRUM PHARMACEUTICALS INC | $0 | – | -15,900 | -100.0% | -0.02% | – |
| SNH | Exit | SENIOR HSG PPTYS TRsh ben int | $0 | – | -16,500 | -100.0% | -0.02% | – |
| ADT | Exit | ADT INC | $0 | – | -22,200 | -100.0% | -0.02% | – |
| RFP | Exit | RESOLUTE FST PRODS INC | $0 | – | -19,000 | -100.0% | -0.02% | – |
| EURN | Exit | EURONAV NV ANTWERPEN | $0 | – | -14,500 | -100.0% | -0.02% | – |
| VRRM | Exit | VERRA MOBILITY CORP | $0 | – | -11,100 | -100.0% | -0.02% | – |
| VLY | Exit | VALLEY NATL BANCORP | $0 | – | -13,400 | -100.0% | -0.02% | – |
| VNET | Exit | 21VIANET GROUP INCsponsored ads a | $0 | – | -19,100 | -100.0% | -0.02% | – |
| MDRIQ | Exit | MCDERMOTT INTL INC | $0 | – | -16,400 | -100.0% | -0.03% | – |
| MUFG | Exit | MITSUBISHI UFJ FINL GROUP INsponsored ads | $0 | – | -33,100 | -100.0% | -0.03% | – |
| SWN | Exit | SOUTHWESTERN ENERGY CO | $0 | – | -49,800 | -100.0% | -0.03% | – |
| WNC | Exit | WABASH NATL CORP | $0 | – | -10,000 | -100.0% | -0.03% | – |
| QUOT | Exit | QUOTIENT TECHNOLOGY INC | $0 | – | -15,300 | -100.0% | -0.03% | – |
| SMFG | Exit | SUMITOMO MITSUI FINL GROUP Isponsored adr | $0 | – | -22,900 | -100.0% | -0.03% | – |
| NMRK | Exit | NEWMARK GROUP INCcl a | $0 | – | -18,000 | -100.0% | -0.03% | – |
| BBAR | Exit | BBVA BANCO FRANCES S Asponsored adr | $0 | – | -14,900 | -100.0% | -0.03% | – |
| FBP | Exit | FIRST BANCORP P R | $0 | – | -15,400 | -100.0% | -0.03% | – |
| TEF | Exit | TELEFONICA S Asponsored adr | $0 | – | -20,400 | -100.0% | -0.03% | – |
| VNE | Exit | VEONEER INCORPORATED | $0 | – | -10,200 | -100.0% | -0.03% | – |
| CPLG | Exit | COREPOINT LODGING INC | $0 | – | -14,700 | -100.0% | -0.03% | – |
| HRTG | Exit | HERITAGE INS HLDGS INC | $0 | – | -11,900 | -100.0% | -0.03% | – |
| HT | Exit | HERSHA HOSPITALITY TR | $0 | – | -11,100 | -100.0% | -0.03% | – |
| BGCP | Exit | BGC PARTNERS INCcl a | $0 | – | -35,800 | -100.0% | -0.03% | – |
| PKE | Exit | PARK ELECTROCHEMICAL CORP | $0 | – | -11,500 | -100.0% | -0.03% | – |
| PNFP | Exit | PINNACLE FINL PARTNERS INC | $0 | – | -3,500 | -100.0% | -0.03% | – |
| GLUU | Exit | GLU MOBILE INC | $0 | – | -27,500 | -100.0% | -0.03% | – |
| HEI | Exit | HEICO CORP NEW | $0 | – | -1,500 | -100.0% | -0.03% | – |
| EBIX | Exit | EBIX INC | $0 | – | -4,000 | -100.0% | -0.03% | – |
| ALE | Exit | ALLETE INC | $0 | – | -2,400 | -100.0% | -0.03% | – |
| RRC | Exit | RANGE RES CORP | $0 | – | -28,300 | -100.0% | -0.03% | – |
| ABM | Exit | ABM INDS INC | $0 | – | -5,000 | -100.0% | -0.03% | – |
| CMTL | Exit | COMTECH TELECOMMUNICATIONS C | $0 | – | -7,300 | -100.0% | -0.04% | – |
| NXST | Exit | NEXSTAR MEDIA GROUP INCcl a | $0 | – | -2,000 | -100.0% | -0.04% | – |
| FRT | Exit | FEDERAL REALTY INVT TRsh ben int new | $0 | – | -1,600 | -100.0% | -0.04% | – |
| WM | Exit | WASTE MGMT INC DEL | $0 | – | -1,800 | -100.0% | -0.04% | – |
| WTI | Exit | W & T OFFSHORE INC | $0 | – | -42,300 | -100.0% | -0.04% | – |
| TEL | Exit | TE CONNECTIVITY LTD | $0 | – | -2,200 | -100.0% | -0.04% | – |
| PEN | Exit | PENUMBRA INC | $0 | – | -1,300 | -100.0% | -0.04% | – |
| EXP | Exit | EAGLE MATERIALS INC | $0 | – | -2,300 | -100.0% | -0.04% | – |
| CVLT | Exit | COMMVAULT SYSTEMS INC | $0 | – | -4,200 | -100.0% | -0.04% | – |
| FLNT | Exit | FLUENT INC | $0 | – | -38,900 | -100.0% | -0.04% | – |
| TNDM | Exit | TANDEM DIABETES CARE INC | $0 | – | -3,300 | -100.0% | -0.04% | – |
| DAVA | Exit | ENDAVA PLCads | $0 | – | -5,200 | -100.0% | -0.04% | – |
| SRPT | Exit | SAREPTA THERAPEUTICS INC | $0 | – | -1,400 | -100.0% | -0.04% | – |
| CR | Exit | CRANE CO | $0 | – | -2,600 | -100.0% | -0.04% | – |
| BIO | Exit | BIO RAD LABS INCcl a | $0 | – | -700 | -100.0% | -0.04% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -2,600 | -100.0% | -0.04% | – |
| PLUS | Exit | EPLUS INC | $0 | – | -3,100 | -100.0% | -0.04% | – |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -1,400 | -100.0% | -0.04% | – |
| NGHC | Exit | NATIONAL GEN HLDGS CORP | $0 | – | -9,500 | -100.0% | -0.04% | – |
| WSFS | Exit | WSFS FINL CORP | $0 | – | -5,200 | -100.0% | -0.04% | – |
| RGNX | Exit | REGENXBIO INC | $0 | – | -4,200 | -100.0% | -0.04% | – |
| EXTR | Exit | EXTREME NETWORKS INC | $0 | – | -33,100 | -100.0% | -0.04% | – |
| FLS | Exit | FLOWSERVE CORP | $0 | – | -4,100 | -100.0% | -0.04% | – |
| EVRG | Exit | EVERGY INC | $0 | – | -3,600 | -100.0% | -0.04% | – |
| NOMD | Exit | NOMAD FOODS LTD | $0 | – | -10,200 | -100.0% | -0.04% | – |
| XEL | Exit | XCEL ENERGY INC | $0 | – | -3,700 | -100.0% | -0.04% | – |
| EQH | Exit | AXA EQUITABLE HLDGS INC | $0 | – | -10,600 | -100.0% | -0.04% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -2,200 | -100.0% | -0.04% | – |
| RXN | Exit | REXNORD CORP NEW | $0 | – | -7,400 | -100.0% | -0.04% | – |
| AZZ | Exit | AZZ INC | $0 | – | -4,800 | -100.0% | -0.04% | – |
| PRGO | Exit | PERRIGO CO PLC | $0 | – | -4,700 | -100.0% | -0.04% | – |
| JWA | Exit | WILEY JOHN & SONS INCcl a | $0 | – | -4,900 | -100.0% | -0.04% | – |
| VRNT | Exit | VERINT SYS INC | $0 | – | -4,300 | -100.0% | -0.04% | – |
| RNR | Exit | RENAISSANCERE HOLDINGS LTD | $0 | – | -1,300 | -100.0% | -0.04% | – |
| OLED | Exit | UNIVERSAL DISPLAY CORP | $0 | – | -1,200 | -100.0% | -0.04% | – |
| SXT | Exit | SENSIENT TECHNOLOGIES CORP | $0 | – | -3,100 | -100.0% | -0.04% | – |
| CREE | Exit | CREE INC | $0 | – | -4,100 | -100.0% | -0.04% | – |
| AIT | Exit | APPLIED INDL TECHNOLOGIES IN | $0 | – | -3,700 | -100.0% | -0.04% | – |
| CMA | Exit | COMERICA INC | $0 | – | -3,200 | -100.0% | -0.04% | – |
| BPOP | Exit | POPULAR INC | $0 | – | -4,300 | -100.0% | -0.04% | – |
| SJI | Exit | SOUTH JERSEY INDS INC | $0 | – | -7,000 | -100.0% | -0.04% | – |
| GMS | Exit | GMS INC | $0 | – | -10,700 | -100.0% | -0.04% | – |
| NUAN | Exit | NUANCE COMMUNICATIONS INC | $0 | – | -14,700 | -100.0% | -0.04% | – |
| PFG | Exit | PRINCIPAL FINL GROUP INC | $0 | – | -4,100 | -100.0% | -0.04% | – |
| DLX | Exit | DELUXE CORP | $0 | – | -5,800 | -100.0% | -0.04% | – |
| LDOS | Exit | LEIDOS HLDGS INC | $0 | – | -2,900 | -100.0% | -0.04% | – |
| SHO | Exit | SUNSTONE HOTEL INVS INC NEW | $0 | – | -17,600 | -100.0% | -0.04% | – |
| MOMO | Exit | MOMO INCadr | $0 | – | -6,700 | -100.0% | -0.04% | – |
| ARE | Exit | ALEXANDRIA REAL ESTATE EQ IN | $0 | – | -1,700 | -100.0% | -0.04% | – |
| OUT | Exit | OUTFRONT MEDIA INC | $0 | – | -9,400 | -100.0% | -0.04% | – |
| HDB | Exit | HDFC BANK LTDsponsored ads | $0 | – | -1,900 | -100.0% | -0.04% | – |
| CLR | Exit | CONTINENTAL RESOURCES INC | $0 | – | -5,800 | -100.0% | -0.04% | – |
| ALGN | Exit | ALIGN TECHNOLOGY INC | $0 | – | -900 | -100.0% | -0.04% | – |
| DRE | Exit | DUKE REALTY CORP | $0 | – | -8,000 | -100.0% | -0.04% | – |
| TCS | Exit | CONTAINER STORE GROUP INC | $0 | – | -34,412 | -100.0% | -0.04% | – |
| GPRK | Exit | GEOPARK LTD | $0 | – | -13,700 | -100.0% | -0.04% | – |
| PFPT | Exit | PROOFPOINT INC | $0 | – | -2,100 | -100.0% | -0.04% | – |
| FTI | Exit | TECHNIPFMC PLC | $0 | – | -9,800 | -100.0% | -0.04% | – |
| EHTH | Exit | EHEALTH INC | $0 | – | -3,000 | -100.0% | -0.04% | – |
| CHFC | Exit | CHEMICAL FINL CORP | $0 | – | -6,300 | -100.0% | -0.04% | – |
| ILMN | Exit | ILLUMINA INC | $0 | – | -700 | -100.0% | -0.04% | – |
| DXC | Exit | DXC TECHNOLOGY CO | $0 | – | -4,700 | -100.0% | -0.04% | – |
| AJRD | Exit | AEROJET ROCKETDYNE HLDGS INC | $0 | – | -5,900 | -100.0% | -0.04% | – |
| NVDA | Exit | NVIDIA CORP | $0 | – | -1,600 | -100.0% | -0.04% | – |
| PCTY | Exit | PAYLOCITY HLDG CORP | $0 | – | -2,800 | -100.0% | -0.04% | – |
| M | Exit | MACYS INC | $0 | – | -12,400 | -100.0% | -0.04% | – |
| CPA | Exit | COPA HOLDINGS SAcl a | $0 | – | -2,700 | -100.0% | -0.04% | – |
| CSOD | Exit | CORNERSTONE ONDEMAND INC | $0 | – | -4,500 | -100.0% | -0.04% | – |
| UHAL | Exit | AMERCO | $0 | – | -700 | -100.0% | -0.04% | – |
| UGI | Exit | UGI CORP NEW | $0 | – | -5,100 | -100.0% | -0.05% | – |
| BGGSQ | Exit | BRIGGS & STRATTON CORP | $0 | – | -26,200 | -100.0% | -0.05% | – |
| RCM | Exit | R1 RCM INC | $0 | – | -21,700 | -100.0% | -0.05% | – |
| THRM | Exit | GENTHERM INC | $0 | – | -6,600 | -100.0% | -0.05% | – |
| FOSL | Exit | FOSSIL GROUP INC | $0 | – | -23,700 | -100.0% | -0.05% | – |
| MLHR | Exit | MILLER HERMAN INC | $0 | – | -6,200 | -100.0% | -0.05% | – |
| EV | Exit | EATON VANCE CORP | $0 | – | -6,400 | -100.0% | -0.05% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -3,600 | -100.0% | -0.05% | – |
| EWBC | Exit | EAST WEST BANCORP INC | $0 | – | -6,000 | -100.0% | -0.05% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -2,200 | -100.0% | -0.05% | – |
| KIM | Exit | KIMCO RLTY CORP | $0 | – | -15,200 | -100.0% | -0.05% | – |
| PTEN | Exit | PATTERSON UTI ENERGY INC | $0 | – | -24,600 | -100.0% | -0.05% | – |
| AMWD | Exit | AMERICAN WOODMARK CORPORATIO | $0 | – | -3,400 | -100.0% | -0.05% | – |
| FCPT | Exit | FOUR CORNERS PPTY TR INC | $0 | – | -10,400 | -100.0% | -0.05% | – |
| AIV | Exit | APARTMENT INVT & MGMT COcl a | $0 | – | -5,700 | -100.0% | -0.05% | – |
| MXIM | Exit | MAXIM INTEGRATED PRODS INC | $0 | – | -4,800 | -100.0% | -0.05% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -1,500 | -100.0% | -0.05% | – |
| APLE | Exit | APPLE HOSPITALITY REIT INC | $0 | – | -18,800 | -100.0% | -0.05% | – |
| PAYS | Exit | PAYSIGN INC | $0 | – | -22,200 | -100.0% | -0.05% | – |
| VSTO | Exit | VISTA OUTDOOR INC | $0 | – | -33,900 | -100.0% | -0.05% | – |
| TSE | Exit | TRINSEO S A | $0 | – | -7,100 | -100.0% | -0.05% | – |
| ACGL | Exit | ARCH CAP GROUP LTDord | $0 | – | -8,200 | -100.0% | -0.05% | – |
| HLI | Exit | HOULIHAN LOKEY INCcl a | $0 | – | -6,900 | -100.0% | -0.05% | – |
| CORE | Exit | CORE MARK HOLDING CO INC | $0 | – | -7,600 | -100.0% | -0.05% | – |
| TTEC | Exit | TTEC HLDGS INC | $0 | – | -6,500 | -100.0% | -0.05% | – |
| UNF | Exit | UNIFIRST CORP MASS | $0 | – | -1,600 | -100.0% | -0.05% | – |
| EQIX | Exit | EQUINIX INC | $0 | – | -600 | -100.0% | -0.05% | – |
| PKX | Exit | POSCOsponsored adr | $0 | – | -5,700 | -100.0% | -0.05% | – |
| SPB | Exit | SPECTRUM BRANDS HLDGS INC NE | $0 | – | -5,694 | -100.0% | -0.05% | – |
| RST | Exit | ROSETTA STONE INC | $0 | – | -13,600 | -100.0% | -0.05% | – |
| CDW | Exit | CDW CORP | $0 | – | -2,800 | -100.0% | -0.05% | – |
| PRSC | Exit | PROVIDENCE SVC CORP | $0 | – | -5,400 | -100.0% | -0.05% | – |
| ALEX | Exit | ALEXANDER & BALDWIN INC NEW | $0 | – | -13,500 | -100.0% | -0.05% | – |
| NI | Exit | NISOURCE INC | $0 | – | -10,800 | -100.0% | -0.05% | – |
| BANR | Exit | BANNER CORP | $0 | – | -5,700 | -100.0% | -0.05% | – |
| ALV | Exit | AUTOLIV INC | $0 | – | -4,400 | -100.0% | -0.05% | – |
| TGI | Exit | TRIUMPH GROUP INC NEW | $0 | – | -13,900 | -100.0% | -0.05% | – |
| FDS | Exit | FACTSET RESH SYS INC | $0 | – | -1,100 | -100.0% | -0.05% | – |
| EA | Exit | ELECTRONIC ARTS INC | $0 | – | -3,100 | -100.0% | -0.05% | – |
| AYX | Exit | ALTERYX INC | $0 | – | -2,900 | -100.0% | -0.05% | – |
| SC | Exit | SANTANDER CONSUMER USA HDG I | $0 | – | -13,500 | -100.0% | -0.06% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -6,100 | -100.0% | -0.06% | – |
| BKH | Exit | BLACK HILLS CORP | $0 | – | -4,200 | -100.0% | -0.06% | – |
| HPP | Exit | HUDSON PAC PPTYS INC | $0 | – | -9,900 | -100.0% | -0.06% | – |
| BCEI | Exit | BONANZA CREEK ENERGY INC | $0 | – | -15,600 | -100.0% | -0.06% | – |
| LSTR | Exit | LANDSTAR SYS INC | $0 | – | -3,100 | -100.0% | -0.06% | – |
| HTLF | Exit | HEARTLAND FINL USA INC | $0 | – | -7,600 | -100.0% | -0.06% | – |
| MTB | Exit | M & T BK CORP | $0 | – | -2,000 | -100.0% | -0.06% | – |
| UNM | Exit | UNUM GROUP | $0 | – | -10,200 | -100.0% | -0.06% | – |
| FR | Exit | FIRST INDUSTRIAL REALTY TRUS | $0 | – | -9,400 | -100.0% | -0.06% | – |
| NUE | Exit | NUCOR CORP | $0 | – | -6,300 | -100.0% | -0.06% | – |
| ADI | Exit | ANALOG DEVICES INC | $0 | – | -3,100 | -100.0% | -0.06% | – |
| NICE | Exit | NICE LTDsponsored adr | $0 | – | -2,584 | -100.0% | -0.06% | – |
| WTFC | Exit | WINTRUST FINL CORP | $0 | – | -4,800 | -100.0% | -0.06% | – |
| UHS | Exit | UNIVERSAL HLTH SVCS INCcl b | $0 | – | -2,700 | -100.0% | -0.06% | – |
| RMAX | Exit | RE MAX HLDGS INCcl a | $0 | – | -11,500 | -100.0% | -0.06% | – |
| PYXSQ | Exit | PYXUS INTL INC | $0 | – | -23,500 | -100.0% | -0.06% | – |
| CBS | Exit | CBS CORP NEWcl b | $0 | – | -7,300 | -100.0% | -0.06% | – |
| ALX | Exit | ALEXANDERS INC | $0 | – | -1,000 | -100.0% | -0.06% | – |
| IQV | Exit | IQVIA HLDGS INC | $0 | – | -2,300 | -100.0% | -0.06% | – |
| MCY | Exit | MERCURY GENL CORP NEW | $0 | – | -5,900 | -100.0% | -0.06% | – |
| MLCO | Exit | MELCO RESORTS AND ENTMT LTDadr | $0 | – | -17,000 | -100.0% | -0.06% | – |
| SBH | Exit | SALLY BEAUTY HLDGS INC | $0 | – | -28,000 | -100.0% | -0.06% | – |
| ADSK | Exit | AUTODESK INC | $0 | – | -2,300 | -100.0% | -0.06% | – |
| CTLT | Exit | CATALENT INC | $0 | – | -7,000 | -100.0% | -0.06% | – |
| BYD | Exit | BOYD GAMING CORP | $0 | – | -14,105 | -100.0% | -0.06% | – |
| AOBC | Exit | AMERICAN OUTDOOR BRANDS CORP | $0 | – | -42,900 | -100.0% | -0.07% | – |
| BGNE | Exit | BEIGENE LTDsponsored adr | $0 | – | -3,200 | -100.0% | -0.07% | – |
| STL | Exit | STERLING BANCORP DEL | $0 | – | -18,700 | -100.0% | -0.07% | – |
| ZBRA | Exit | ZEBRA TECHNOLOGIES CORPcl a | $0 | – | -1,900 | -100.0% | -0.07% | – |
| PRTY | Exit | PARTY CITY HOLDCO INC | $0 | – | -55,200 | -100.0% | -0.07% | – |
| BERY | Exit | BERRY GLOBAL GROUP INC | $0 | – | -7,800 | -100.0% | -0.07% | – |
| PFGC | Exit | PERFORMANCE FOOD GROUP CO | $0 | – | -10,300 | -100.0% | -0.07% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -2,400 | -100.0% | -0.07% | – |
| TTEK | Exit | TETRA TECH INC NEW | $0 | – | -5,400 | -100.0% | -0.07% | – |
| MYL | Exit | MYLAN N V | $0 | – | -22,000 | -100.0% | -0.07% | – |
| KFY | Exit | KORN FERRY | $0 | – | -10,700 | -100.0% | -0.07% | – |
| TRIP | Exit | TRIPADVISOR INC | $0 | – | -9,400 | -100.0% | -0.07% | – |
| TDY | Exit | TELEDYNE TECHNOLOGIES INC | $0 | – | -1,600 | -100.0% | -0.08% | – |
| UVV | Exit | UNIVERSAL CORP VA | $0 | – | -7,200 | -100.0% | -0.08% | – |
| SMPL | Exit | SIMPLY GOOD FOODS CO | $0 | – | -18,300 | -100.0% | -0.08% | – |
| SUPV | Exit | GRUPO SUPERVIELLE S Asponsored adr | $0 | – | -55,900 | -100.0% | -0.08% | – |
| AER | Exit | AERCAP HOLDINGS NV | $0 | – | -8,600 | -100.0% | -0.08% | – |
| BLMN | Exit | BLOOMIN BRANDS INC | $0 | – | -23,700 | -100.0% | -0.08% | – |
| FTNT | Exit | FORTINET INC | $0 | – | -5,900 | -100.0% | -0.08% | – |
| MRVL | Exit | MARVELL TECHNOLOGY GROUP LTDord | $0 | – | -18,800 | -100.0% | -0.08% | – |
| SNV | Exit | SYNOVUS FINL CORP | $0 | – | -13,100 | -100.0% | -0.08% | – |
| TFX | Exit | TELEFLEX INC | $0 | – | -1,400 | -100.0% | -0.08% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -16,100 | -100.0% | -0.08% | – |
| CACI | Exit | CACI INTL INCcl a | $0 | – | -2,300 | -100.0% | -0.08% | – |
| CNC | Exit | CENTENE CORP DEL | $0 | – | -9,000 | -100.0% | -0.08% | – |
| FLT | Exit | FLEETCOR TECHNOLOGIES INC | $0 | – | -1,700 | -100.0% | -0.08% | – |
| INCY | Exit | INCYTE CORP | $0 | – | -5,600 | -100.0% | -0.08% | – |
| BBT | Exit | BB&T CORP | $0 | – | -9,800 | -100.0% | -0.08% | – |
| TX | Exit | TERNIUM SAsponsored ads | $0 | – | -21,400 | -100.0% | -0.08% | – |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -15,986 | -100.0% | -0.08% | – |
| CI | Exit | CIGNA CORP NEW | $0 | – | -3,100 | -100.0% | -0.08% | – |
| CRL | Exit | CHARLES RIV LABS INTL INC | $0 | – | -3,500 | -100.0% | -0.08% | – |
| PEB | Exit | PEBBLEBROOK HOTEL TR | $0 | – | -17,700 | -100.0% | -0.08% | – |
| VICI | Exit | VICI PPTYS INC | $0 | – | -22,700 | -100.0% | -0.08% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -5,100 | -100.0% | -0.08% | – |
| TPX | Exit | TEMPUR SEALY INTL INC | $0 | – | -6,900 | -100.0% | -0.09% | – |
| TMUS | Exit | T MOBILE US INC | $0 | – | -6,780 | -100.0% | -0.09% | – |
| BAP | Exit | CREDICORP LTD | $0 | – | -2,200 | -100.0% | -0.09% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -12,700 | -100.0% | -0.09% | – |
| LGIH | Exit | LGI HOMES INCput | $0 | – | -7,300 | -100.0% | -0.09% | – |
| EQNR | Exit | EQUINOR ASAsponsored adr | $0 | – | -26,500 | -100.0% | -0.09% | – |
| BMRN | Exit | BIOMARIN PHARMACEUTICAL INC | $0 | – | -6,100 | -100.0% | -0.09% | – |
| BAH | Exit | BOOZ ALLEN HAMILTON HLDG CORcl a | $0 | – | -7,900 | -100.0% | -0.09% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -1,800 | -100.0% | -0.09% | – |
| VTR | Exit | VENTAS INC | $0 | – | -7,900 | -100.0% | -0.09% | – |
| TLRDQ | Exit | TAILORED BRANDS INC | $0 | – | -93,400 | -100.0% | -0.09% | – |
| K | Exit | KELLOGG CO | $0 | – | -10,200 | -100.0% | -0.09% | – |
| AA | Exit | ALCOA CORP | $0 | – | -23,252 | -100.0% | -0.09% | – |
| LL | Exit | LUMBER LIQUIDATORS HLDGS INC | $0 | – | -47,200 | -100.0% | -0.09% | – |
| TXRH | Exit | TEXAS ROADHOUSE INC | $0 | – | -10,300 | -100.0% | -0.09% | – |
| WAL | Exit | WESTERN ALLIANCE BANCORP | $0 | – | -12,300 | -100.0% | -0.09% | – |
| VIAB | Exit | VIACOM INC NEWcl b | $0 | – | -18,600 | -100.0% | -0.10% | – |
| LNC | Exit | LINCOLN NATL CORP IND | $0 | – | -8,700 | -100.0% | -0.10% | – |
| AGCO | Exit | AGCO CORP | $0 | – | -7,300 | -100.0% | -0.10% | – |
| AKAM | Exit | AKAMAI TECHNOLOGIES INC | $0 | – | -7,200 | -100.0% | -0.10% | – |
| PBH | Exit | PRESTIGE CONSMR HEALTHCARE I | $0 | – | -18,300 | -100.0% | -0.10% | – |
| CTRP | Exit | CTRIP COM INTL LTDsponsored ads | $0 | – | -15,900 | -100.0% | -0.10% | – |
| T | Exit | AT&T INCput | $0 | – | -17,500 | -100.0% | -0.10% | – |
| OSK | Exit | OSHKOSH CORP | $0 | – | -7,000 | -100.0% | -0.10% | – |
| SUI | Exit | SUN CMNTYS INC | $0 | – | -4,700 | -100.0% | -0.10% | – |
| SYMC | Exit | SYMANTEC CORP | $0 | – | -28,100 | -100.0% | -0.10% | – |
| WH | Exit | WYNDHAM HOTELS & RESORTS INC | $0 | – | -11,000 | -100.0% | -0.10% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -4,500 | -100.0% | -0.11% | – |
| MNST | Exit | MONSTER BEVERAGE CORP NEW | $0 | – | -10,000 | -100.0% | -0.11% | – |
| HRS | Exit | HARRIS CORP DEL | $0 | – | -3,400 | -100.0% | -0.11% | – |
| WLK | Exit | WESTLAKE CHEM CORP | $0 | – | -9,300 | -100.0% | -0.11% | – |
| NEBLQ | Exit | NOBLE CORP PLC | $0 | – | -345,357 | -100.0% | -0.11% | – |
| SAP | Exit | SAP SEspon adr | $0 | – | -4,700 | -100.0% | -0.11% | – |
| CUK | Exit | CARNIVAL PLCadr | $0 | – | -14,600 | -100.0% | -0.11% | – |
| ENS | Exit | ENERSYS | $0 | – | -9,700 | -100.0% | -0.11% | – |
| HELE | Exit | HELEN OF TROY CORP LTD | $0 | – | -5,100 | -100.0% | -0.11% | – |
| HUBB | Exit | HUBBELL INC | $0 | – | -5,300 | -100.0% | -0.12% | – |
| LYV | Exit | LIVE NATION ENTERTAINMENT IN | $0 | – | -10,900 | -100.0% | -0.12% | – |
| ATHM | Exit | AUTOHOME INCsp adr rp cl a | $0 | – | -8,400 | -100.0% | -0.12% | – |
| ECA | Exit | ENCANA CORP | $0 | – | -141,600 | -100.0% | -0.12% | – |
| MKC | Exit | MCCORMICK & CO INC | $0 | – | -4,800 | -100.0% | -0.13% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -43,500 | -100.0% | -0.13% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -14,300 | -100.0% | -0.13% | – |
| NGG | Exit | NATIONAL GRID PLCsponsored adr ne | $0 | – | -14,600 | -100.0% | -0.13% | – |
| MOS | Exit | MOSAIC CO NEW | $0 | – | -32,200 | -100.0% | -0.14% | – |
| CAH | Exit | CARDINAL HEALTH INC | $0 | – | -17,200 | -100.0% | -0.14% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -4,000 | -100.0% | -0.14% | – |
| HA | Exit | HAWAIIAN HOLDINGS INC | $0 | – | -32,300 | -100.0% | -0.15% | – |
| MMM | Exit | 3M CO | $0 | – | -5,200 | -100.0% | -0.15% | – |
| IRM | Exit | IRON MTN INC NEW | $0 | – | -28,950 | -100.0% | -0.16% | – |
| ATRO | Exit | ASTRONICS CORP | $0 | – | -23,100 | -100.0% | -0.16% | – |
| PGR | Exit | PROGRESSIVE CORP OHIO | $0 | – | -12,000 | -100.0% | -0.16% | – |
| AJX | Exit | GREAT AJAX CORP | $0 | – | -68,902 | -100.0% | -0.16% | – |
| DLTH | Exit | DULUTH HLDGS INC | $0 | – | -71,700 | -100.0% | -0.17% | – |
| AMH | Exit | AMERICAN HOMES 4 RENTcl a | $0 | – | -39,900 | -100.0% | -0.17% | – |
| MELI | Exit | MERCADOLIBRE INC | $0 | – | -1,600 | -100.0% | -0.17% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INC | $0 | – | -31,546 | -100.0% | -0.18% | – |
| MOH | Exit | MOLINA HEALTHCARE INC | $0 | – | -7,200 | -100.0% | -0.18% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -8,500 | -100.0% | -0.18% | – |
| RDSB | Exit | ROYAL DUTCH SHELL PLCspon adr b | $0 | – | -16,100 | -100.0% | -0.18% | – |
| BSX | Exit | BOSTON SCIENTIFIC CORP | $0 | – | -25,200 | -100.0% | -0.18% | – |
| TRTX | Exit | TPG RE FIN TR INC | $0 | – | -56,829 | -100.0% | -0.19% | – |
| HDS | Exit | HD SUPPLY HLDGS INC | $0 | – | -28,000 | -100.0% | -0.19% | – |
| KEM | Exit | KEMET CORP | $0 | – | -60,500 | -100.0% | -0.19% | – |
| LNT | Exit | ALLIANT ENERGY CORP | $0 | – | -23,400 | -100.0% | -0.20% | – |
| NEM | Exit | NEWMONT GOLDCORP CORPORATION | $0 | – | -29,800 | -100.0% | -0.20% | – |
| ORLY | Exit | O REILLY AUTOMOTIVE INC NEW | $0 | – | -3,100 | -100.0% | -0.20% | – |
| TTWO | Exit | TAKE-TWO INTERACTIVE SOFTWAR | $0 | – | -10,300 | -100.0% | -0.20% | – |
| PK | Exit | PARK HOTELS RESORTS INC | $0 | – | -42,800 | -100.0% | -0.20% | – |
| DPZ | Exit | DOMINOS PIZZA INC | $0 | – | -4,300 | -100.0% | -0.20% | – |
| MASI | Exit | MASIMO CORP | $0 | – | -8,300 | -100.0% | -0.21% | – |
| GRMN | Exit | GARMIN LTD | $0 | – | -15,800 | -100.0% | -0.22% | – |
| INVH | Exit | INVITATION HOMES INC | $0 | – | -47,600 | -100.0% | -0.22% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -24,100 | -100.0% | -0.22% | – |
| AAN | Exit | AARONS INC | $0 | – | -21,400 | -100.0% | -0.22% | – |
| VMW | Exit | VMWARE INC | $0 | – | -7,900 | -100.0% | -0.23% | – |
| SAM | Exit | BOSTON BEER INCcl a | $0 | – | -3,600 | -100.0% | -0.23% | – |
| AAPL | Exit | APPLE INC | $0 | – | -6,900 | -100.0% | -0.23% | – |
| CTXS | Exit | CITRIX SYS INC | $0 | – | -14,000 | -100.0% | -0.24% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCspons adr a | $0 | – | -21,100 | -100.0% | -0.24% | – |
| TEVA | Exit | TEVA PHARMACEUTICAL INDS LTDsponsored ads | $0 | – | -159,480 | -100.0% | -0.25% | – |
| TWNK | Exit | HOSTESS BRANDS INCcl a | $0 | – | -104,700 | -100.0% | -0.26% | – |
| RL | Exit | RALPH LAUREN CORPcl a | $0 | – | -13,500 | -100.0% | -0.26% | – |
| CSTM | Exit | CONSTELLIUM NVcl a | $0 | – | -154,632 | -100.0% | -0.26% | – |
| BZH | Exit | BEAZER HOMES USA INC | $0 | – | -162,152 | -100.0% | -0.27% | – |
| MTN | Exit | VAIL RESORTS INC | $0 | – | -7,100 | -100.0% | -0.27% | – |
| COOP | Exit | MR COOPER GROUP INC | $0 | – | -200,014 | -100.0% | -0.27% | – |
| PLAY | Exit | DAVE & BUSTERS ENTMT INC | $0 | – | -40,600 | -100.0% | -0.28% | – |
| LEN | Exit | LENNAR CORPcl a | $0 | – | -35,423 | -100.0% | -0.29% | – |
| CMO | Exit | CAPSTEAD MTG CORP | $0 | – | -210,000 | -100.0% | -0.30% | – |
| NBR | Exit | NABORS INDUSTRIES LTD | $0 | – | -611,572 | -100.0% | -0.30% | – |
| PMT | Exit | PENNYMAC MTG INVT TR | $0 | – | -87,685 | -100.0% | -0.33% | – |
| EFX | Exit | EQUIFAX INC | $0 | – | -14,800 | -100.0% | -0.34% | – |
| NYT | Exit | NEW YORK TIMES COcl a | $0 | – | -66,800 | -100.0% | -0.37% | – |
| CHTR | Exit | CHARTER COMMUNICATIONS INC Nput | $0 | – | -6,500 | -100.0% | -0.44% | – |
| TSCO | Exit | TRACTOR SUPPLY CO | $0 | – | -24,800 | -100.0% | -0.46% | – |
| WW | Exit | WEIGHT WATCHERS INTL INC NEW | $0 | – | -155,100 | -100.0% | -0.51% | – |
| CBRL | Exit | CRACKER BARREL OLD CTRY STOR | $0 | – | -18,200 | -100.0% | -0.53% | – |
| TJX | Exit | TJX COS INC NEW | $0 | – | -59,400 | -100.0% | -0.54% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -15,600 | -100.0% | -0.55% | – |
| AKS | Exit | AK STL HLDG CORPput | $0 | – | -1,400,000 | -100.0% | -0.57% | – |
| DECK | Exit | DECKERS OUTDOOR CORP | $0 | – | -19,100 | -100.0% | -0.57% | – |
| INTU | Exit | INTUIT | $0 | – | -13,200 | -100.0% | -0.59% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -85,000 | -100.0% | -0.69% | – |
| SFIX | Exit | STITCH FIX INC | $0 | – | -127,700 | -100.0% | -0.70% | – |
| CVNA | Exit | CARVANA COput | $0 | – | -66,200 | -100.0% | -0.71% | – |
| ESNT | Exit | ESSENT GROUP LTDcall | $0 | – | -100,000 | -100.0% | -0.80% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -51,200 | -100.0% | -0.88% | – |
| LUMN | Exit | CENTURYLINK INC | $0 | – | -468,516 | -100.0% | -0.94% | – |
| CMG | Exit | CHIPOTLE MEXICAN GRILL INC | $0 | – | -7,800 | -100.0% | -0.98% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2019-11-14
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.