$470 Million is the total value of ELLINGTON MANAGEMENT GROUP LLC's 497 reported holdings in Q4 2019. The portfolio turnover from Q3 2019 to Q4 2019 was 114.7% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Buy | NABORS INDS INC NEWnote 0.750% 1/1 | $43,407,000 | +110.5% | 57,190,000 | +78.2% | 9.24% | +147.7% | |
| F | Buy | FORD MTR CO DELcall | $23,622,000 | +30.9% | 2,540,000 | +28.9% | 5.03% | +54.1% |
| EFC | Sell | ELLINGTON FINANCIAL INC | $15,585,000 | -16.1% | 850,250 | -17.3% | 3.32% | -1.3% |
| GEO | Sell | GEO GROUP INC NEWput | $10,299,000 | -23.9% | 620,000 | -20.5% | 2.19% | -10.4% |
| MO | New | ALTRIA GROUP INCput | $8,619,000 | – | 172,700 | +100.0% | 1.83% | – |
| Sell | WHITING PETE CORP NEWnote 1.250% 4/0 | $7,741,000 | -72.6% | 7,893,000 | -72.5% | 1.65% | -67.7% | |
| BBBY | BED BATH & BEYOND INCput | $7,266,000 | +62.6% | 420,000 | 0.0% | 1.55% | +91.3% | |
| F | FORD MTR CO DELput | $7,254,000 | +1.5% | 780,000 | 0.0% | 1.54% | +19.5% | |
| HLF | HERBALIFE NUTRITION LTDput | $7,150,000 | +25.9% | 150,000 | 0.0% | 1.52% | +48.2% | |
| MTG | Buy | MGIC INVT CORP WIS | $6,854,000 | +116.8% | 483,688 | +92.4% | 1.46% | +155.1% |
| RWT | Buy | REDWOOD TR INC | $6,634,000 | +190.8% | 401,104 | +188.5% | 1.41% | +241.9% |
| TSLA | TESLA INCput | $6,568,000 | +73.7% | 15,700 | 0.0% | 1.40% | +104.4% | |
| RDN | Buy | RADIAN GROUP INC | $5,422,000 | +31.0% | 215,490 | +18.9% | 1.15% | +54.1% |
| ESNT | Buy | ESSENT GROUP LTD | $5,130,000 | +17.4% | 98,674 | +7.6% | 1.09% | +38.2% |
| PHM | New | PULTE GROUP INCput | $4,656,000 | – | 120,000 | +100.0% | 0.99% | – |
| SM | Buy | SM ENERGY CO | $4,640,000 | +146.8% | 412,825 | +112.8% | 0.99% | +190.3% |
| NFLX | Sell | NETFLIX INCcall | $4,206,000 | -70.3% | 13,000 | -75.5% | 0.90% | -65.1% |
| AXL | Buy | AMERICAN AXLE & MFG HLDGS INcall | $4,170,000 | +189.8% | 387,500 | +121.4% | 0.89% | +241.2% |
| New | SM ENERGY COnote 1.500% 7/0 | $3,966,000 | – | 4,161,000 | +100.0% | 0.84% | – | |
| DAL | New | DELTA AIR LINES INC DEL | $3,883,000 | – | 66,400 | +100.0% | 0.83% | – |
| HBI | Buy | HANESBRANDS INC | $3,700,000 | +74.9% | 249,132 | +80.4% | 0.79% | +106.0% |
| SIRI | New | SIRIUS XM HLDGS INCcall | $3,575,000 | – | 500,000 | +100.0% | 0.76% | – |
| RESI | Buy | FRONT YD RESIDENTIAL CORP | $3,564,000 | +20.8% | 288,806 | +13.2% | 0.76% | +41.9% |
| VFC | Buy | V F CORP | $3,438,000 | +44.2% | 34,500 | +28.7% | 0.73% | +69.8% |
| X | Buy | UNITED STATES STL CORP NEWput | $3,309,000 | +1.2% | 290,000 | +2.5% | 0.70% | +19.1% |
| WW | Buy | WW INTL INC | $3,156,000 | +72.5% | 82,600 | +70.7% | 0.67% | +103.0% |
| TDG | Sell | TRANSDIGM GROUP INCput | $3,080,000 | -82.3% | 5,500 | -83.6% | 0.66% | -79.2% |
| AAIC | Sell | ARLINGTON ASSET INVT CORPcl a new | $2,968,000 | -58.4% | 532,908 | -59.0% | 0.63% | -51.0% |
| OASPQ | Buy | OASIS PETE INC NEW | $2,814,000 | +126.2% | 863,270 | +140.0% | 0.60% | +166.2% |
| DPZ | New | DOMINOS PIZZA INC | $2,791,000 | – | 9,500 | +100.0% | 0.59% | – |
| SIX | Buy | SIX FLAGS ENTMT CORP NEW | $2,746,000 | +1165.4% | 60,869 | +1324.5% | 0.58% | +1397.4% |
| CROX | New | CROCS INC | $2,731,000 | – | 65,200 | +100.0% | 0.58% | – |
| WMT | Buy | WALMART INC | $2,721,000 | +60.3% | 22,900 | +60.1% | 0.58% | +88.6% |
| AXL | Sell | AMERICAN AXLE & MFG HLDGS IN | $2,709,000 | -28.4% | 251,740 | -45.3% | 0.58% | -15.8% |
| TEVA | New | TEVA PHARMACEUTICAL INDS LTDput | $2,548,000 | – | 260,000 | +100.0% | 0.54% | – |
| DBI | Buy | DESIGNER BRANDS INCcl a | $2,536,000 | +111.9% | 161,100 | +130.5% | 0.54% | +150.0% |
| DISH | Buy | DISH NETWORK CORPcl a | $2,475,000 | +4.7% | 69,775 | +0.5% | 0.53% | +23.1% |
| GT | Buy | GOODYEAR TIRE & RUBR CO | $2,429,000 | +32.7% | 156,125 | +22.9% | 0.52% | +56.2% |
| GPS | Buy | GAP INC | $2,383,000 | +19.3% | 134,800 | +17.1% | 0.51% | +40.4% |
| TJX | New | TJX COS INC NEW | $2,357,000 | – | 38,600 | +100.0% | 0.50% | – |
| AM | New | ANTERO MIDSTREAM CORPput | $2,277,000 | – | 300,000 | +100.0% | 0.48% | – |
| CAKE | Buy | CHEESECAKE FACTORY INC | $2,254,000 | +35.9% | 58,000 | +45.7% | 0.48% | +60.0% |
| WYNN | Sell | WYNN RESORTS LTD | $2,147,000 | -50.4% | 15,464 | -61.2% | 0.46% | -41.6% |
| NKE | Sell | NIKE INCcl b | $2,148,000 | -5.9% | 21,200 | -12.8% | 0.46% | +10.7% |
| SFIX | New | STITCH FIX INC | $2,107,000 | – | 82,100 | +100.0% | 0.45% | – |
| MGM | Sell | MGM RESORTS INTERNATIONAL | $2,088,000 | -24.8% | 62,755 | -37.4% | 0.44% | -11.6% |
| RC | New | READY CAP CORP | $2,075,000 | – | 134,570 | +100.0% | 0.44% | – |
| CRCQQ | New | CALIFORNIA RES CORPput | $2,032,000 | – | 225,000 | +100.0% | 0.43% | – |
| OLLI | Buy | OLLIES BARGAIN OUTLT HLDGS I | $1,998,000 | +49.4% | 30,600 | +34.2% | 0.42% | +75.6% |
| GIS | Buy | GENERAL MLS INC | $1,950,000 | +34.0% | 36,400 | +37.9% | 0.42% | +57.8% |
| AXL | Sell | AMERICAN AXLE & MFG HLDGS INput | $1,936,000 | -38.0% | 180,000 | -52.6% | 0.41% | -27.1% |
| CVS | New | CVS HEALTH CORP | $1,917,000 | – | 25,800 | +100.0% | 0.41% | – |
| PFSI | Buy | PENNYMAC FINL SVCS INC | $1,765,000 | +62.2% | 51,864 | +44.8% | 0.38% | +90.9% |
| LB | Buy | L BRANDS INC | $1,760,000 | +533.1% | 97,107 | +583.9% | 0.38% | +650.0% |
| LYFT | Buy | LYFT INC | $1,755,000 | +40.0% | 40,800 | +32.9% | 0.37% | +64.3% |
| SAVE | Sell | SPIRIT AIRLS INC | $1,729,000 | -37.6% | 42,900 | -43.8% | 0.37% | -26.5% |
| CPRI | New | CAPRI HOLDINGS LIMITED | $1,724,000 | – | 45,200 | +100.0% | 0.37% | – |
| QSR | Buy | RESTAURANT BRANDS INTL INC | $1,658,000 | +28.7% | 26,000 | +43.6% | 0.35% | +51.5% |
| HTZGQ | Sell | HERTZ GLOBAL HLDGS INC | $1,584,000 | -62.9% | 100,558 | -67.4% | 0.34% | -56.3% |
| UBER | Buy | UBER TECHNOLOGIES INC | $1,581,000 | +205.2% | 53,176 | +212.8% | 0.34% | +257.4% |
| TPR | Sell | TAPESTRY INC | $1,540,000 | -63.8% | 57,100 | -65.1% | 0.33% | -57.4% |
| AAPL | New | APPLE INC | $1,527,000 | – | 5,200 | +100.0% | 0.32% | – |
| DNKN | Buy | DUNKIN BRANDS GROUP INC | $1,503,000 | +14.1% | 19,900 | +19.9% | 0.32% | +34.5% |
| CVGW | Buy | CALAVO GROWERS INC | $1,458,000 | +3.5% | 16,100 | +8.8% | 0.31% | +21.6% |
| BURL | Buy | BURLINGTON STORES INC | $1,437,000 | +299.2% | 6,300 | +250.0% | 0.31% | +370.8% |
| AMCX | Buy | AMC NETWORKS INCcl a | $1,373,000 | +132.7% | 34,755 | +189.6% | 0.29% | +172.9% |
| AR | ANTERO RES CORPcall | $1,368,000 | -5.7% | 480,000 | 0.0% | 0.29% | +11.1% | |
| RH | New | RH | $1,366,000 | – | 6,400 | +100.0% | 0.29% | – |
| FIVE | Buy | FIVE BELOW INC | $1,368,000 | +302.4% | 10,700 | +296.3% | 0.29% | +377.0% |
| PBI | Buy | PITNEY BOWES INC | $1,339,000 | -8.5% | 332,363 | +3.8% | 0.28% | +7.5% |
| URI | UNITED RENTALS INCput | $1,334,000 | +33.8% | 8,000 | 0.0% | 0.28% | +57.8% | |
| MNST | New | MONSTER BEVERAGE CORP NEW | $1,322,000 | – | 20,800 | +100.0% | 0.28% | – |
| GME | New | GAMESTOP CORP NEWcl a | $1,311,000 | – | 215,600 | +100.0% | 0.28% | – |
| FRPT | New | FRESHPET INC | $1,300,000 | – | 22,000 | +100.0% | 0.28% | – |
| DECK | New | DECKERS OUTDOOR CORP | $1,283,000 | – | 7,600 | +100.0% | 0.27% | – |
| MUR | New | MURPHY OIL CORP | $1,244,000 | – | 46,433 | +100.0% | 0.26% | – |
| NVDA | New | NVIDIA CORP | $1,224,000 | – | 5,200 | +100.0% | 0.26% | – |
| LULU | Sell | LULULEMON ATHLETICA INC | $1,182,000 | -64.1% | 5,100 | -70.2% | 0.25% | -57.6% |
| ZUMZ | Buy | ZUMIEZ INC | $1,178,000 | +101.0% | 34,100 | +84.3% | 0.25% | +136.8% |
| KSS | New | KOHLS CORP | $1,157,000 | – | 22,700 | +100.0% | 0.25% | – |
| DDS | Sell | DILLARDS INCcl a | $1,139,000 | -35.9% | 15,500 | -42.4% | 0.24% | -24.8% |
| GPMT | New | GRANITE PT MTG TR INC | $1,125,000 | – | 61,228 | +100.0% | 0.24% | – |
| LYV | New | LIVE NATION ENTERTAINMENT IN | $1,116,000 | – | 15,608 | +100.0% | 0.24% | – |
| TGT | New | TARGET CORP | $1,103,000 | – | 8,600 | +100.0% | 0.24% | – |
| BFB | New | BROWN FORMAN CORPcl b | $1,095,000 | – | 16,200 | +100.0% | 0.23% | – |
| POST | New | POST HLDGS INC | $1,083,000 | – | 9,925 | +100.0% | 0.23% | – |
| KDP | New | KEURIG DR PEPPER INC | $1,065,000 | – | 36,800 | +100.0% | 0.23% | – |
| KO | New | COCA COLA CO | $1,041,000 | – | 18,800 | +100.0% | 0.22% | – |
| New | WESTERN ASSET MTG CAP CORPnote 6.750%10/0 | $1,020,000 | – | 1,000,000 | +100.0% | 0.22% | – | |
| BMY | Buy | BRISTOL MYERS SQUIBB CO | $969,000 | +208.6% | 15,100 | +143.5% | 0.21% | +261.4% |
| WSM | Sell | WILLIAMS SONOMA INC | $962,000 | -74.4% | 13,100 | -76.3% | 0.20% | -69.8% |
| SHAK | Sell | SHAKE SHACK INCcl a | $953,000 | -48.3% | 16,000 | -14.9% | 0.20% | -39.0% |
| IAC | New | IAC INTERACTIVECORP | $947,000 | – | 3,800 | +100.0% | 0.20% | – |
| GRUB | Sell | GRUBHUB INC | $929,000 | -71.0% | 19,100 | -66.5% | 0.20% | -65.8% |
| HCFT | HUNT COS FIN TR INC | $922,000 | -3.9% | 285,344 | 0.0% | 0.20% | +13.3% | |
| NLY | New | ANNALY CAP MGMT INC | $912,000 | – | 96,783 | +100.0% | 0.19% | – |
| OLN | Buy | OLIN CORP | $909,000 | +18.7% | 52,685 | +28.7% | 0.19% | +38.8% |
| SPOT | Buy | SPOTIFY TECHNOLOGY S A | $867,000 | +322.9% | 5,800 | +222.2% | 0.18% | +400.0% |
| AM | Buy | ANTERO MIDSTREAM CORP | $865,000 | +88.5% | 113,981 | +83.8% | 0.18% | +121.7% |
| DD | New | DUPONT DE NEMOURS INC | $860,000 | – | 13,400 | +100.0% | 0.18% | – |
| HUN | New | HUNTSMAN CORP | $853,000 | – | 35,300 | +100.0% | 0.18% | – |
| MKC | New | MCCORMICK & CO INC | $849,000 | – | 5,000 | +100.0% | 0.18% | – |
| MUSA | New | MURPHY USA INC | $842,000 | – | 7,200 | +100.0% | 0.18% | – |
| ORLY | New | O REILLY AUTOMOTIVE INC NEW | $833,000 | – | 1,900 | +100.0% | 0.18% | – |
| URBN | Sell | URBAN OUTFITTERS INC | $825,000 | -79.7% | 29,700 | -79.5% | 0.18% | -76.1% |
| COUP | New | COUPA SOFTWARE INC | $819,000 | – | 5,600 | +100.0% | 0.17% | – |
| BGS | Buy | B & G FOODS INC NEW | $808,000 | +52.5% | 45,069 | +60.9% | 0.17% | +79.2% |
| V | New | VISA INC | $789,000 | – | 4,200 | +100.0% | 0.17% | – |
| UIS | Sell | UNISYS CORP | $778,000 | -6.7% | 65,600 | -41.5% | 0.17% | +9.9% |
| CAR | Sell | AVIS BUDGET GROUP INC | $774,000 | -65.6% | 24,011 | -69.8% | 0.16% | -59.5% |
| MA | New | MASTERCARD INCcl a | $776,000 | – | 2,600 | +100.0% | 0.16% | – |
| SLG | New | SL GREEN RLTY CORP | $763,000 | – | 8,300 | +100.0% | 0.16% | – |
| MOH | New | MOLINA HEALTHCARE INC | $760,000 | – | 5,601 | +100.0% | 0.16% | – |
| CIEN | Sell | CIENA CORP | $756,000 | -29.9% | 17,700 | -35.6% | 0.16% | -17.4% |
| VIAC | New | VIACOMCBS INCcl b | $747,000 | – | 17,800 | +100.0% | 0.16% | – |
| OHI | Buy | OMEGA HEALTHCARE INVS INC | $741,000 | +222.2% | 17,500 | +218.2% | 0.16% | +276.2% |
| BTI | New | BRITISH AMERN TOB PLCsponsored adr | $739,000 | – | 17,400 | +100.0% | 0.16% | – |
| ABC | Buy | AMERISOURCEBERGEN CORP | $731,000 | +20.0% | 8,600 | +16.2% | 0.16% | +41.8% |
| DLTR | Buy | DOLLAR TREE INC | $724,000 | +47.5% | 7,700 | +79.1% | 0.15% | +73.0% |
| AMG | Buy | AFFILIATED MANAGERS GROUP IN | $720,000 | +231.8% | 8,500 | +226.9% | 0.15% | +292.3% |
| BXP | New | BOSTON PROPERTIES INC | $717,000 | – | 5,200 | +100.0% | 0.15% | – |
| STT | Buy | STATE STR CORP | $712,000 | +225.1% | 9,000 | +143.2% | 0.15% | +280.0% |
| XPER | Buy | XPERI CORP | $710,000 | +144.8% | 38,400 | +174.3% | 0.15% | +190.4% |
| BAM | New | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $694,000 | – | 12,000 | +100.0% | 0.15% | – |
| KHC | New | KRAFT HEINZ CO | $678,000 | – | 21,100 | +100.0% | 0.14% | – |
| KEYS | Buy | KEYSIGHT TECHNOLOGIES INC | $677,000 | +78.6% | 6,600 | +69.2% | 0.14% | +108.7% |
| STLD | New | STEEL DYNAMICS INC | $671,000 | – | 19,700 | +100.0% | 0.14% | – |
| GEO | Buy | GEO GROUP INC NEW | $673,000 | +86.4% | 40,522 | +94.8% | 0.14% | +120.0% |
| TOL | Sell | TOLL BROTHERS INC | $654,000 | -24.7% | 16,559 | -21.7% | 0.14% | -11.5% |
| DRI | Sell | DARDEN RESTAURANTS INC | $654,000 | -16.2% | 6,000 | -9.1% | 0.14% | -1.4% |
| SCHW | Buy | THE CHARLES SCHWAB CORPORATI | $637,000 | +111.6% | 13,400 | +86.1% | 0.14% | +151.9% |
| HUM | Sell | HUMANA INC | $623,000 | +6.0% | 1,700 | -26.1% | 0.13% | +25.5% |
| CBB | Sell | CINCINNATI BELL INC NEW | $609,000 | +27.1% | 58,154 | -38.5% | 0.13% | +49.4% |
| ICPT | Buy | INTERCEPT PHARMACEUTICALS IN | $607,000 | +168.6% | 4,900 | +44.1% | 0.13% | +214.6% |
| SAM | New | BOSTON BEER INCcl a | $605,000 | – | 1,600 | +100.0% | 0.13% | – |
| AON | New | AON PLC | $604,000 | – | 2,900 | +100.0% | 0.13% | – |
| BK | Buy | BANK NEW YORK MELLON CORP | $604,000 | +147.5% | 12,000 | +122.2% | 0.13% | +193.2% |
| MGA | Buy | MAGNA INTL INC | $598,000 | +40.0% | 10,900 | +36.2% | 0.13% | +64.9% |
| HSBC | New | HSBC HLDGS PLCspon adr new | $590,000 | – | 15,100 | +100.0% | 0.13% | – |
| PG | Sell | PROCTER & GAMBLE CO | $587,000 | -30.6% | 4,700 | -30.9% | 0.12% | -18.3% |
| MD | New | MEDNAX INC | $585,000 | – | 21,043 | +100.0% | 0.12% | – |
| DVN | New | DEVON ENERGY CORP NEW | $574,000 | – | 22,100 | +100.0% | 0.12% | – |
| HELE | New | HELEN OF TROY CORP LTD | $575,000 | – | 3,200 | +100.0% | 0.12% | – |
| IMMU | New | IMMUNOMEDICS INC | $567,000 | – | 26,800 | +100.0% | 0.12% | – |
| ELAN | New | ELANCO ANIMAL HEALTH INC | $563,000 | – | 19,125 | +100.0% | 0.12% | – |
| UTHR | New | UNITED THERAPEUTICS CORP DEL | $564,000 | – | 6,400 | +100.0% | 0.12% | – |
| NUVA | New | NUVASIVE INC | $557,000 | – | 7,200 | +100.0% | 0.12% | – |
| TROX | Sell | TRONOX HOLDINGS PLC | $558,000 | -51.2% | 48,851 | -64.5% | 0.12% | -42.5% |
| RUSHA | New | RUSH ENTERPRISES INCcl a | $558,000 | – | 12,000 | +100.0% | 0.12% | – |
| LBTYA | Buy | LIBERTY GLOBAL PLC | $552,000 | +79.8% | 24,264 | +95.7% | 0.12% | +108.9% |
| NTES | Sell | NETEASE INCsponsored ads | $552,000 | +9.1% | 1,800 | -5.3% | 0.12% | +27.2% |
| SEE | New | SEALED AIR CORP NEW | $539,000 | – | 13,528 | +100.0% | 0.12% | – |
| PENN | Sell | PENN NATL GAMING INC | $542,000 | -34.2% | 21,201 | -52.1% | 0.12% | -22.8% |
| AAL | New | AMERICAN AIRLS GROUP INC | $539,000 | – | 18,811 | +100.0% | 0.12% | – |
| EEFT | New | EURONET WORLDWIDE INC | $536,000 | – | 3,400 | +100.0% | 0.11% | – |
| GE | New | GENERAL ELECTRIC CO | $528,000 | – | 47,300 | +100.0% | 0.11% | – |
| ENR | Sell | ENERGIZER HLDGS INC NEW | $528,000 | -71.6% | 10,515 | -75.3% | 0.11% | -66.7% |
| ZBH | Buy | ZIMMER BIOMET HLDGS INC | $524,000 | +12.2% | 3,500 | +2.9% | 0.11% | +33.3% |
| TEVA | New | TEVA PHARMACEUTICAL INDS LTDsponsored ads | $521,000 | – | 53,171 | +100.0% | 0.11% | – |
| KOF | Sell | COCA COLA FEMSA S A B DE C Vsponsord adr rep | $521,000 | -1.1% | 8,600 | -1.1% | 0.11% | +16.8% |
| DXC | New | DXC TECHNOLOGY CO | $515,000 | – | 13,700 | +100.0% | 0.11% | – |
| THG | Buy | HANOVER INS GROUP INC | $519,000 | +41.8% | 3,800 | +40.7% | 0.11% | +66.7% |
| TS | Sell | TENARIS S Asponsored ads | $518,000 | -0.6% | 22,900 | -6.9% | 0.11% | +17.0% |
| PH | New | PARKER HANNIFIN CORP | $515,000 | – | 2,500 | +100.0% | 0.11% | – |
| ALL | Buy | ALLSTATE CORP | $506,000 | +93.9% | 4,500 | +87.5% | 0.11% | +129.8% |
| WTR | Sell | AQUA AMERICA INC | $507,000 | -57.8% | 10,800 | -59.7% | 0.11% | -50.2% |
| ATHM | New | AUTOHOME INCsp adr rp cl a | $496,000 | – | 6,200 | +100.0% | 0.11% | – |
| BRKB | Buy | BERKSHIRE HATHAWAY INC DELcl b new | $498,000 | +139.4% | 2,200 | +120.0% | 0.11% | +178.9% |
| INFY | New | INFOSYS LTDsponsored adr | $495,000 | – | 48,000 | +100.0% | 0.10% | – |
| NOV | Buy | NATIONAL OILWELL VARCO INC | $493,000 | +35.1% | 19,700 | +14.5% | 0.10% | +59.1% |
| ZTO | Buy | ZTO EXPRESS CAYMAN INCsponsored ads a | $495,000 | +44.3% | 21,200 | +31.7% | 0.10% | +69.4% |
| NMRK | New | NEWMARK GROUP INCcl a | $487,000 | – | 36,200 | +100.0% | 0.10% | – |
| MOMO | New | MOMO INCadr | $482,000 | – | 14,400 | +100.0% | 0.10% | – |
| VOD | New | VODAFONE GROUP PLC NEWsponsored adr | $483,000 | – | 25,000 | +100.0% | 0.10% | – |
| KEY | New | KEYCORP NEW | $484,000 | – | 23,900 | +100.0% | 0.10% | – |
| LEA | New | LEAR CORP | $480,000 | – | 3,500 | +100.0% | 0.10% | – |
| IVZ | New | INVESCO LTD | $480,000 | – | 26,700 | +100.0% | 0.10% | – |
| DTE | New | DTE ENERGY CO | $481,000 | – | 3,700 | +100.0% | 0.10% | – |
| OSK | New | OSHKOSH CORP | $473,000 | – | 5,000 | +100.0% | 0.10% | – |
| INVH | New | INVITATION HOMES INC | $471,000 | – | 15,700 | +100.0% | 0.10% | – |
| UNIT | UNITI GROUP INCput | $468,000 | +5.9% | 57,000 | 0.0% | 0.10% | +25.0% | |
| LPLA | Sell | LPL FINL HLDGS INC | $470,000 | -18.0% | 5,100 | -27.1% | 0.10% | -3.8% |
| SXC | New | SUNCOKE ENERGY INC | $469,000 | – | 75,300 | +100.0% | 0.10% | – |
| FTI | New | TECHNIPFMC PLC | $470,000 | – | 21,900 | +100.0% | 0.10% | – |
| MHK | New | MOHAWK INDS INC | $464,000 | – | 3,400 | +100.0% | 0.10% | – |
| BERY | New | BERRY GLOBAL GROUP INC | $467,000 | – | 9,828 | +100.0% | 0.10% | – |
| ADS | Buy | ALLIANCE DATA SYSTEMS CORP | $460,000 | +71.0% | 4,100 | +95.2% | 0.10% | +100.0% |
| NRZ | New | NEW RESIDENTIAL INVT CORP | $461,000 | – | 28,600 | +100.0% | 0.10% | – |
| CFX | New | COLFAX CORP | $459,000 | – | 12,609 | +100.0% | 0.10% | – |
| CMC | Sell | COMMERCIAL METALS CO | $454,000 | -5.4% | 20,400 | -26.1% | 0.10% | +11.5% |
| AYI | New | ACUITY BRANDS INC | $455,000 | – | 3,300 | +100.0% | 0.10% | – |
| GLPG | New | GALAPAGOS NVspon adr | $455,000 | – | 2,200 | +100.0% | 0.10% | – |
| HAS | New | HASBRO INC | $454,000 | – | 4,300 | +100.0% | 0.10% | – |
| SAFM | New | SANDERSON FARMS INC | $458,000 | – | 2,600 | +100.0% | 0.10% | – |
| SPR | Buy | SPIRIT AEROSYSTEMS HLDGS INC | $452,000 | +24.9% | 6,200 | +40.9% | 0.10% | +47.7% |
| FE | New | FIRSTENERGY CORP | $452,000 | – | 9,300 | +100.0% | 0.10% | – |
| RETA | New | REATA PHARMACEUTICALS INCcl a | $450,000 | – | 2,200 | +100.0% | 0.10% | – |
| BSIG | New | BRIGHTSPHERE INVT GROUP INC | $452,000 | – | 44,200 | +100.0% | 0.10% | – |
| FRT | New | FEDERAL REALTY INVT TRsh ben int new | $451,000 | – | 3,500 | +100.0% | 0.10% | – |
| NX | Buy | QUANEX BUILDING PRODUCTS COR | $446,000 | +46.2% | 26,100 | +54.5% | 0.10% | +72.7% |
| HHC | New | HOWARD HUGHES CORP | $444,000 | – | 3,501 | +100.0% | 0.09% | – |
| ARW | Sell | ARROW ELECTRS INC | $441,000 | -22.2% | 5,200 | -31.6% | 0.09% | -8.7% |
| KMB | Sell | KIMBERLY CLARK CORP | $440,000 | -76.7% | 3,200 | -75.9% | 0.09% | -72.5% |
| ASTE | Buy | ASTEC INDS INC | $441,000 | +67.0% | 10,500 | +23.5% | 0.09% | +95.8% |
| CURO | Buy | CURO GROUP HLDGS CORP | $443,000 | +79.4% | 36,400 | +95.7% | 0.09% | +108.9% |
| ECL | New | ECOLAB INC | $444,000 | – | 2,300 | +100.0% | 0.09% | – |
| BJ | New | BJS WHSL CLUB HLDGS INC | $439,000 | – | 19,300 | +100.0% | 0.09% | – |
| SPGI | Sell | S&P GLOBAL INC | $437,000 | -18.9% | 1,600 | -27.3% | 0.09% | -4.1% |
| UI | New | UBIQUITI INC | $435,000 | – | 2,300 | +100.0% | 0.09% | – |
| STM | New | STMICROELECTRONICS N Vny registry | $433,000 | – | 16,100 | +100.0% | 0.09% | – |
| CTAS | New | CINTAS CORP | $431,000 | – | 1,600 | +100.0% | 0.09% | – |
| SANM | Buy | SANMINA CORPORATION | $431,000 | +9.1% | 12,600 | +2.4% | 0.09% | +29.6% |
| XOM | New | EXXON MOBIL CORP | $426,000 | – | 6,100 | +100.0% | 0.09% | – |
| VNO | New | VORNADO RLTY TRsh ben int | $426,000 | – | 6,400 | +100.0% | 0.09% | – |
| PLD | Buy | PROLOGIS INC | $428,000 | +14.1% | 4,800 | +9.1% | 0.09% | +33.8% |
| O | New | REALTY INCOME CORP | $427,000 | – | 5,800 | +100.0% | 0.09% | – |
| URI | Sell | UNITED RENTALS INC | $421,000 | -20.9% | 2,523 | -40.9% | 0.09% | -6.2% |
| APD | New | AIR PRODS & CHEMS INC | $423,000 | – | 1,800 | +100.0% | 0.09% | – |
| MDU | New | MDU RES GROUP INC | $425,000 | – | 14,300 | +100.0% | 0.09% | – |
| ARMK | Buy | ARAMARK | $418,000 | +81.0% | 9,623 | +81.6% | 0.09% | +111.9% |
| PWR | New | QUANTA SVCS INC | $415,000 | – | 10,200 | +100.0% | 0.09% | – |
| RNR | New | RENAISSANCERE HOLDINGS LTD | $412,000 | – | 2,100 | +100.0% | 0.09% | – |
| IR | New | INGERSOLL-RAND PLC | $412,000 | – | 3,100 | +100.0% | 0.09% | – |
| TWO | New | TWO HBRS INVT CORP | $412,000 | – | 28,203 | +100.0% | 0.09% | – |
| COP | Sell | CONOCOPHILLIPS | $410,000 | +4.3% | 6,300 | -8.7% | 0.09% | +22.5% |
| ESRT | New | EMPIRE ST RLTY TR INCcl a | $410,000 | – | 29,400 | +100.0% | 0.09% | – |
| WD | New | WALKER & DUNLOP INC | $407,000 | – | 6,300 | +100.0% | 0.09% | – |
| WIX | Sell | WIX COM LTD | $404,000 | -32.1% | 3,300 | -35.3% | 0.09% | -20.4% |
| SLB | New | SCHLUMBERGER LTD | $402,000 | – | 10,000 | +100.0% | 0.09% | – |
| FGEN | Buy | FIBROGEN INC | $403,000 | +91.0% | 9,400 | +64.9% | 0.09% | +126.3% |
| RYAAY | Buy | RYANAIR HLDGS PLCsponsored ads | $394,000 | +85.0% | 4,500 | +39.9% | 0.08% | +115.4% |
| SRCL | New | STERICYCLE INC | $396,000 | – | 6,200 | +100.0% | 0.08% | – |
| CHRW | New | C H ROBINSON WORLDWIDE INC | $391,000 | – | 5,000 | +100.0% | 0.08% | – |
| ABG | New | ASBURY AUTOMOTIVE GROUP INC | $391,000 | – | 3,500 | +100.0% | 0.08% | – |
| HCA | Sell | HCA HEALTHCARE INC | $384,000 | -29.5% | 2,600 | -42.5% | 0.08% | -17.2% |
| PRGO | New | PERRIGO CO PLC | $387,000 | – | 7,500 | +100.0% | 0.08% | – |
| C | Sell | CITIGROUP INC | $383,000 | -25.0% | 4,800 | -35.1% | 0.08% | -10.9% |
| FNF | Sell | FIDELITY NATIONAL FINANCIAL | $385,000 | -25.2% | 8,500 | -26.7% | 0.08% | -11.8% |
| EPR | New | EPR PPTYS | $381,000 | – | 5,400 | +100.0% | 0.08% | – |
| QRTEA | Sell | QURATE RETAIL INC | $379,000 | -80.2% | 44,953 | -75.7% | 0.08% | -76.5% |
| BPOP | New | POPULAR INC | $382,000 | – | 6,500 | +100.0% | 0.08% | – |
| MSGS | New | MADISON SQUARE GARDEN CO NEWcl a | $382,000 | – | 1,300 | +100.0% | 0.08% | – |
| FTV | New | FORTIVE CORP | $382,000 | – | 5,000 | +100.0% | 0.08% | – |
| DLB | New | DOLBY LABORATORIES INC | $378,000 | – | 5,500 | +100.0% | 0.08% | – |
| SWKS | New | SKYWORKS SOLUTIONS INC | $375,000 | – | 3,100 | +100.0% | 0.08% | – |
| TEX | Sell | TEREX CORP NEW | $378,000 | -10.6% | 12,700 | -22.1% | 0.08% | +5.3% |
| CSCO | New | CISCO SYS INC | $369,000 | – | 7,700 | +100.0% | 0.08% | – |
| TTEC | New | TTEC HLDGS INC | $372,000 | – | 9,400 | +100.0% | 0.08% | – |
| WRK | Sell | WESTROCK CO | $373,000 | -35.2% | 8,700 | -44.9% | 0.08% | -24.0% |
| MCK | Sell | MCKESSON CORP | $373,000 | -5.8% | 2,700 | -6.9% | 0.08% | +9.7% |
| CASY | New | CASEYS GEN STORES INC | $366,000 | – | 2,300 | +100.0% | 0.08% | – |
| AMP | Sell | AMERIPRISE FINL INC | $366,000 | -19.7% | 2,200 | -29.0% | 0.08% | -4.9% |
| IMXI | New | INTERNATIONAL MNY EXPRESS IN | $364,000 | – | 30,200 | +100.0% | 0.08% | – |
| FTRCQ | Buy | FRONTIER COMMUNICATIONS CORPput | $356,000 | +32.3% | 400,000 | +29.0% | 0.08% | +55.1% |
| SPCE | New | VIRGIN GALACTIC HOLDINGS INC | $356,000 | – | 30,800 | +100.0% | 0.08% | – |
| PYPL | Sell | PAYPAL HLDGS INC | $357,000 | -47.8% | 3,300 | -50.0% | 0.08% | -38.7% |
| ACM | Sell | AECOM | $358,000 | -76.3% | 8,300 | -79.4% | 0.08% | -72.2% |
| BCC | New | BOISE CASCADE CO DEL | $358,000 | – | 9,800 | +100.0% | 0.08% | – |
| CPA | New | COPA HOLDINGS SAcl a | $357,000 | – | 3,300 | +100.0% | 0.08% | – |
| DISCA | Sell | DISCOVERY INC | $354,000 | -1.7% | 10,800 | -20.0% | 0.08% | +15.4% |
| ESGR | New | ENSTAR GROUP LIMITED | $352,000 | – | 1,700 | +100.0% | 0.08% | – |
| PRMW | Buy | PRIMO WTR CORP | $351,000 | +62.5% | 31,300 | +77.8% | 0.08% | +92.3% |
| CXW | New | CORECIVIC INC | $351,000 | – | 20,200 | +100.0% | 0.08% | – |
| ELP | Buy | COMPANHIA PARANAENSE ENERG Cspon adr pfd | $354,000 | +128.4% | 20,900 | +62.0% | 0.08% | +167.9% |
| LMT | Sell | LOCKHEED MARTIN CORP | $350,000 | -10.3% | 900 | -10.0% | 0.07% | +4.2% |
| KAMN | New | KAMAN CORP | $349,000 | – | 5,300 | +100.0% | 0.07% | – |
| UAA | New | UNDER ARMOUR INCcl a | $348,000 | – | 16,100 | +100.0% | 0.07% | – |
| WMB | Buy | WILLIAMS COS INC DEL | $346,000 | +43.6% | 14,600 | +46.0% | 0.07% | +68.2% |
| RS | New | RELIANCE STEEL & ALUMINUM CO | $347,000 | – | 2,900 | +100.0% | 0.07% | – |
| GTX | New | GARRETT MOTION INC | $342,000 | – | 34,200 | +100.0% | 0.07% | – |
| PEN | New | PENUMBRA INC | $345,000 | – | 2,100 | +100.0% | 0.07% | – |
| PEP | Sell | PEPSICO INC | $342,000 | -10.9% | 2,500 | -10.7% | 0.07% | +5.8% |
| VICI | New | VICI PPTYS INC | $345,000 | – | 13,500 | +100.0% | 0.07% | – |
| ACCO | New | ACCO BRANDS CORP | $336,000 | – | 35,900 | +100.0% | 0.07% | – |
| ZNGA | New | ZYNGA INCcl a | $337,000 | – | 55,100 | +100.0% | 0.07% | – |
| MLCO | New | MELCO RESORTS AND ENTMT LTDadr | $336,000 | – | 13,900 | +100.0% | 0.07% | – |
| VST | Sell | VISTRA ENERGY CORP | $336,000 | -58.1% | 14,603 | -51.3% | 0.07% | -50.3% |
| ALGN | New | ALIGN TECHNOLOGY INC | $335,000 | – | 1,200 | +100.0% | 0.07% | – |
| JBL | Sell | JABIL INC | $335,000 | -47.7% | 8,100 | -54.7% | 0.07% | -38.8% |
| LE | New | LANDS END INC NEW | $334,000 | – | 19,888 | +100.0% | 0.07% | – |
| HMST | New | HOMESTREET INC | $330,000 | – | 9,700 | +100.0% | 0.07% | – |
| BLL | New | BALL CORP | $330,000 | – | 5,100 | +100.0% | 0.07% | – |
| ACAD | Sell | ACADIA PHARMACEUTICALS INC | $325,000 | +12.8% | 7,600 | -5.0% | 0.07% | +32.7% |
| OMI | Sell | OWENS & MINOR INC NEW | $324,000 | -21.4% | 62,700 | -11.6% | 0.07% | -8.0% |
| NFLX | Sell | NETFLIX INC | $324,000 | -87.1% | 1,000 | -89.4% | 0.07% | -84.8% |
| VALE | Buy | VALE S Asponsored ads | $326,000 | +33.6% | 24,700 | +16.5% | 0.07% | +56.8% |
| EVRI | New | EVERI HLDGS INC | $318,000 | – | 23,700 | +100.0% | 0.07% | – |
| SONY | Sell | SONY CORPsponsored adr | $313,000 | -71.7% | 4,600 | -75.4% | 0.07% | -66.5% |
| APA | New | APACHE CORP | $315,000 | – | 12,300 | +100.0% | 0.07% | – |
| AIZ | Buy | ASSURANT INC | $315,000 | +31.8% | 2,400 | +26.3% | 0.07% | +55.8% |
| ANDE | New | ANDERSONS INC | $313,000 | – | 12,400 | +100.0% | 0.07% | – |
| WH | New | WYNDHAM HOTELS & RESORTS INC | $314,000 | – | 5,000 | +100.0% | 0.07% | – |
| BMRN | New | BIOMARIN PHARMACEUTICAL INC | $313,000 | – | 3,700 | +100.0% | 0.07% | – |
| ETN | New | EATON CORP PLC | $313,000 | – | 3,300 | +100.0% | 0.07% | – |
| ENVA | Sell | ENOVA INTL INC | $315,000 | -24.5% | 13,100 | -34.8% | 0.07% | -10.7% |
| JAZZ | New | JAZZ PHARMACEUTICALS PLC | $313,000 | – | 2,100 | +100.0% | 0.07% | – |
| PLXS | New | PLEXUS CORP | $315,000 | – | 4,100 | +100.0% | 0.07% | – |
| SERV | New | SERVICEMASTER GLOBAL HLDGS I | $309,000 | – | 8,003 | +100.0% | 0.07% | – |
| IAA | New | IAA INC | $311,000 | – | 6,600 | +100.0% | 0.07% | – |
| VSTO | New | VISTA OUTDOOR INC | $310,000 | – | 41,500 | +100.0% | 0.07% | – |
| CWH | New | CAMPING WORLD HLDGS INCcl a | $305,000 | – | 20,700 | +100.0% | 0.06% | – |
| AMRN | New | AMARIN CORP PLCspons adr new | $307,000 | – | 14,300 | +100.0% | 0.06% | – |
| GWW | Sell | GRAINGER W W INC | $305,000 | -46.0% | 900 | -52.6% | 0.06% | -36.3% |
| REGN | Sell | REGENERON PHARMACEUTICALS | $300,000 | -62.7% | 800 | -72.4% | 0.06% | -55.9% |
| NNBR | Buy | NN INC | $303,000 | +33.5% | 32,800 | +3.1% | 0.06% | +56.1% |
| COHR | New | COHERENT INC | $299,000 | – | 1,800 | +100.0% | 0.06% | – |
| POWL | New | POWELL INDS INC | $299,000 | – | 6,100 | +100.0% | 0.06% | – |
| PBH | New | PRESTIGE CONSMR HEALTHCARE I | $300,000 | – | 7,404 | +100.0% | 0.06% | – |
| BG | New | BUNGE LIMITED | $299,000 | – | 5,200 | +100.0% | 0.06% | – |
| TEAM | New | ATLASSIAN CORP PLCcl a | $301,000 | – | 2,500 | +100.0% | 0.06% | – |
| APH | New | AMPHENOL CORP NEWcl a | $303,000 | – | 2,800 | +100.0% | 0.06% | – |
| HRC | New | HILL ROM HLDGS INC | $295,000 | – | 2,600 | +100.0% | 0.06% | – |
| BWA | Sell | BORGWARNER INC | $295,000 | -10.6% | 6,800 | -24.4% | 0.06% | +5.0% |
| PPG | New | PPG INDS INC | $294,000 | – | 2,200 | +100.0% | 0.06% | – |
| WWD | New | WOODWARD INC | $296,000 | – | 2,500 | +100.0% | 0.06% | – |
| HI | Sell | HILLENBRAND INC | $296,000 | -4.2% | 8,900 | -11.0% | 0.06% | +12.5% |
| EZPW | Sell | EZCORP INCcl a non vtg | $297,000 | -3.3% | 43,600 | -8.4% | 0.06% | +12.5% |
| TROW | Sell | PRICE T ROWE GROUP INC | $292,000 | -47.9% | 2,400 | -51.0% | 0.06% | -38.6% |
| BHF | New | BRIGHTHOUSE FINL INC | $290,000 | – | 7,400 | +100.0% | 0.06% | – |
| MRC | New | MRC GLOBAL INC | $289,000 | – | 21,200 | +100.0% | 0.06% | – |
| TDOC | New | TELADOC HEALTH INC | $293,000 | – | 3,500 | +100.0% | 0.06% | – |
| BECN | New | BEACON ROOFING SUPPLY INC | $291,000 | – | 9,100 | +100.0% | 0.06% | – |
| HMHC | New | HOUGHTON MIFFLIN HARCOURT CO | $290,000 | – | 46,400 | +100.0% | 0.06% | – |
| FTNT | New | FORTINET INC | $288,000 | – | 2,700 | +100.0% | 0.06% | – |
| MPWR | Sell | MONOLITHIC PWR SYS INC | $285,000 | -65.5% | 1,600 | -69.8% | 0.06% | -59.1% |
| EQNR | New | EQUINOR ASAsponsored adr | $285,000 | – | 14,300 | +100.0% | 0.06% | – |
| BLUE | Buy | BLUEBIRD BIO INC | $281,000 | +27.7% | 3,200 | +33.3% | 0.06% | +50.0% |
| TWTR | New | TWITTER INC | $282,000 | – | 8,800 | +100.0% | 0.06% | – |
| PBR | Sell | PETROLEO BRASILEIRO SA PETROsponsored adr | $282,000 | -79.3% | 17,700 | -81.2% | 0.06% | -75.6% |
| PKX | New | POSCOsponsored adr | $283,000 | – | 5,600 | +100.0% | 0.06% | – |
| NAV | Sell | NAVISTAR INTL CORP NEW | $284,000 | -24.1% | 9,800 | -26.3% | 0.06% | -11.8% |
| DAR | New | DARLING INGREDIENTS INC | $278,000 | – | 9,900 | +100.0% | 0.06% | – |
| BAP | New | CREDICORP LTD | $277,000 | – | 1,300 | +100.0% | 0.06% | – |
| FIVN | Sell | FIVE9 INC | $275,000 | -17.4% | 4,200 | -32.3% | 0.06% | -1.7% |
| New | HORIZON PHARMA INVT LTDnote 2.500% 3/1 | $279,000 | – | 7,700 | +100.0% | 0.06% | – | |
| BZH | New | BEAZER HOMES USA INC | $278,000 | – | 19,700 | +100.0% | 0.06% | – |
| CAL | New | CALERES INC | $273,000 | – | 11,500 | +100.0% | 0.06% | – |
| IMH | IMPAC MTG HLDGS INC | $273,000 | -33.1% | 51,900 | 0.0% | 0.06% | -21.6% | |
| HCC | Sell | WARRIOR MET COAL INC | $273,000 | -48.8% | 12,900 | -52.7% | 0.06% | -39.6% |
| AES | New | AES CORP | $271,000 | – | 13,631 | +100.0% | 0.06% | – |
| PZZA | Sell | PAPA JOHNS INTL INC | $272,000 | -78.0% | 4,300 | -81.8% | 0.06% | -74.0% |
| ABBV | Sell | ABBVIE INC | $266,000 | -76.6% | 3,000 | -80.0% | 0.06% | -72.2% |
| ROCK | Sell | GIBRALTAR INDS INC | $267,000 | -61.7% | 5,300 | -65.1% | 0.06% | -54.8% |
| TKR | New | TIMKEN CO | $270,000 | – | 4,800 | +100.0% | 0.06% | – |
| INGR | New | INGREDION INC | $270,000 | – | 2,900 | +100.0% | 0.06% | – |
| AER | New | AERCAP HOLDINGS NV | $270,000 | – | 4,400 | +100.0% | 0.06% | – |
| GLDD | Buy | GREAT LAKES DREDGE & DOCK CO | $267,000 | +88.0% | 23,600 | +73.5% | 0.06% | +119.2% |
| MUFG | New | MITSUBISHI UFJ FINL GROUP INsponsored ads | $264,000 | – | 48,600 | +100.0% | 0.06% | – |
| RPM | Buy | RPM INTL INC | $261,000 | +18.6% | 3,400 | +6.2% | 0.06% | +40.0% |
| RPT | New | RPT REALTYsh ben int | $262,000 | – | 17,400 | +100.0% | 0.06% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $264,000 | – | 5,300 | +100.0% | 0.06% | – |
| SRDX | New | SURMODICS INC | $261,000 | – | 6,300 | +100.0% | 0.06% | – |
| GMED | New | GLOBUS MED INCcl a | $265,000 | – | 4,500 | +100.0% | 0.06% | – |
| NVS | Sell | NOVARTIS A Gsponsored adr | $265,000 | -32.2% | 2,800 | -37.8% | 0.06% | -21.1% |
| GHL | New | GREENHILL & CO INC | $261,000 | – | 15,300 | +100.0% | 0.06% | – |
| BC | Sell | BRUNSWICK CORP | $264,000 | -4.3% | 4,400 | -17.0% | 0.06% | +12.0% |
| IT | New | GARTNER INC | $262,000 | – | 1,700 | +100.0% | 0.06% | – |
| EA | New | ELECTRONIC ARTS INC | $258,000 | – | 2,400 | +100.0% | 0.06% | – |
| DIS | New | DISNEY WALT CO | $260,000 | – | 1,800 | +100.0% | 0.06% | – |
| CXO | New | CONCHO RES INC | $254,000 | – | 2,900 | +100.0% | 0.05% | – |
| DLPH | New | DELPHI TECHNOLOGIES PLC | $256,000 | – | 2,700 | +100.0% | 0.05% | – |
| YUM | Sell | YUM BRANDS INC | $253,000 | -66.7% | 2,512 | -62.5% | 0.05% | -60.6% |
| RMAX | New | RE MAX HLDGS INCcl a | $254,000 | – | 6,600 | +100.0% | 0.05% | – |
| MTB | New | M & T BK CORP | $255,000 | – | 1,500 | +100.0% | 0.05% | – |
| SBS | Buy | COMPANHIA DE SANEAMENTO BASIsponsored adr | $253,000 | +43.8% | 16,800 | +13.5% | 0.05% | +68.8% |
| SMG | Sell | SCOTTS MIRACLE GRO COcl a | $255,000 | -79.5% | 2,400 | -80.3% | 0.05% | -76.0% |
| STL | New | STERLING BANCORP DEL | $251,000 | – | 11,900 | +100.0% | 0.05% | – |
| BCOR | Buy | BLUCORA INC | $251,000 | +25.5% | 9,600 | +3.9% | 0.05% | +47.2% |
| KBH | New | KB HOME | $250,000 | – | 7,302 | +100.0% | 0.05% | – |
| BGCP | New | BGC PARTNERS INCcl a | $251,000 | – | 42,200 | +100.0% | 0.05% | – |
| ZTS | New | ZOETIS INCcl a | $251,000 | – | 1,900 | +100.0% | 0.05% | – |
| PPL | New | PPL CORP | $248,000 | – | 6,900 | +100.0% | 0.05% | – |
| JWN | New | NORDSTROM INC | $250,000 | – | 6,100 | +100.0% | 0.05% | – |
| STZ | Sell | CONSTELLATION BRANDS INCcl a | $247,000 | -55.9% | 1,300 | -51.9% | 0.05% | -47.5% |
| UNIT | Sell | UNITI GROUP INC | $242,000 | -85.7% | 29,516 | -86.5% | 0.05% | -83.1% |
| PRAH | New | PRA HEALTH SCIENCES INC | $245,000 | – | 2,200 | +100.0% | 0.05% | – |
| GOLD | Sell | BARRICK GOLD CORPORATION | $242,000 | -71.4% | 13,000 | -73.4% | 0.05% | -66.0% |
| DFIN | New | DONNELLEY FINL SOLUTIONS INC | $243,000 | – | 23,200 | +100.0% | 0.05% | – |
| ESTC | Sell | ELASTIC N V | $238,000 | -71.1% | 3,700 | -63.0% | 0.05% | -65.8% |
| MAT | Sell | MATTEL INC | $241,000 | -35.2% | 17,798 | -45.6% | 0.05% | -23.9% |
| ELS | New | EQUITY LIFESTYLE PPTYS INC | $239,000 | – | 3,400 | +100.0% | 0.05% | – |
| WINA | New | WINMARK CORP | $238,000 | – | 1,200 | +100.0% | 0.05% | – |
| WY | New | WEYERHAEUSER CO | $239,000 | – | 7,900 | +100.0% | 0.05% | – |
| PCG | Buy | PG&E CORP | $236,000 | +12.4% | 21,700 | +3.3% | 0.05% | +31.6% |
| PTR | New | PETROCHINA CO LTDsponsored adr | $237,000 | – | 4,700 | +100.0% | 0.05% | – |
| PBRA | Sell | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $236,000 | -19.7% | 15,800 | -29.5% | 0.05% | -5.7% |
| SNR | New | NEW SR INVT GROUP INC | $234,000 | – | 30,600 | +100.0% | 0.05% | – |
| CATM | New | CARDTRONICS PLC | $237,000 | – | 5,300 | +100.0% | 0.05% | – |
| EBR | New | CENTRAIS ELETRICAS BRASILEIRsponsored adr | $234,000 | – | 25,100 | +100.0% | 0.05% | – |
| MTW | Sell | MANITOWOC CO INC | $236,000 | -1.3% | 13,500 | -29.3% | 0.05% | +16.3% |
| STWD | New | STARWOOD PPTY TR INC | $236,000 | – | 9,500 | +100.0% | 0.05% | – |
| TAK | Buy | TAKEDA PHARMACEUTICAL CO LTDsponsored ads | $233,000 | +28.0% | 11,800 | +11.3% | 0.05% | +51.5% |
| KRC | New | KILROY RLTY CORP | $235,000 | – | 2,800 | +100.0% | 0.05% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $235,000 | – | 800 | +100.0% | 0.05% | – |
| ADBE | Sell | ADOBE INC | $231,000 | -76.1% | 700 | -80.0% | 0.05% | -72.0% |
| MANH | Buy | MANHATTAN ASSOCS INC | $231,000 | +6.0% | 2,900 | +7.4% | 0.05% | +25.6% |
| AMT | Sell | AMERICAN TOWER CORP NEW | $230,000 | -19.9% | 1,000 | -23.1% | 0.05% | -5.8% |
| MTRX | Sell | MATRIX SVC CO | $231,000 | -24.3% | 10,100 | -43.3% | 0.05% | -10.9% |
| DHR | New | DANAHER CORPORATION | $230,000 | – | 1,500 | +100.0% | 0.05% | – |
| SSNC | New | SS&C TECHNOLOGIES HLDGS INC | $228,000 | – | 3,720 | +100.0% | 0.05% | – |
| ALX | New | ALEXANDERS INC | $231,000 | – | 700 | +100.0% | 0.05% | – |
| ALLY | Sell | ALLY FINL INC | $231,000 | -68.2% | 7,550 | -65.5% | 0.05% | -62.6% |
| ACN | New | ACCENTURE PLC IRELAND | $232,000 | – | 1,100 | +100.0% | 0.05% | – |
| REGI | New | RENEWABLE ENERGY GROUP INC | $226,000 | – | 8,400 | +100.0% | 0.05% | – |
| LDOS | New | LEIDOS HLDGS INC | $225,000 | – | 2,300 | +100.0% | 0.05% | – |
| MRK | New | MERCK & CO INC | $227,000 | – | 2,500 | +100.0% | 0.05% | – |
| BPMC | New | BLUEPRINT MEDICINES CORP | $224,000 | – | 2,800 | +100.0% | 0.05% | – |
| ACLS | New | AXCELIS TECHNOLOGIES INC | $226,000 | – | 9,400 | +100.0% | 0.05% | – |
| PNR | New | PENTAIR PLC | $225,000 | – | 4,900 | +100.0% | 0.05% | – |
| VRS | Sell | VERSO CORPcl a | $224,000 | +23.1% | 12,400 | -15.6% | 0.05% | +45.5% |
| PFGC | New | PERFORMANCE FOOD GROUP CO | $227,000 | – | 4,400 | +100.0% | 0.05% | – |
| DNRCQ | Sell | DENBURY RES INCput | $226,000 | -75.0% | 160,000 | -78.9% | 0.05% | -70.6% |
| PII | New | POLARIS INC | $224,000 | – | 2,200 | +100.0% | 0.05% | – |
| STAG | New | STAG INDL INC | $224,000 | – | 7,100 | +100.0% | 0.05% | – |
| AMX | New | AMERICA MOVIL SAB DE CV | $227,000 | – | 14,200 | +100.0% | 0.05% | – |
| RGEN | New | REPLIGEN CORP | $222,000 | – | 2,400 | +100.0% | 0.05% | – |
| EVOP | New | EVO PMTS INC | $222,000 | – | 8,400 | +100.0% | 0.05% | – |
| ELY | New | CALLAWAY GOLF CO | $220,000 | – | 10,400 | +100.0% | 0.05% | – |
| NCR | Sell | NCR CORP NEW | $222,000 | -62.2% | 6,327 | -66.0% | 0.05% | -55.7% |
| GPC | Sell | GENUINE PARTS CO | $223,000 | +1.8% | 2,100 | -4.5% | 0.05% | +17.5% |
| DBD | New | DIEBOLD NXDF INC | $219,000 | – | 20,700 | +100.0% | 0.05% | – |
| AVT | Sell | AVNET INC | $216,000 | -17.6% | 5,100 | -13.6% | 0.05% | -2.1% |
| AMED | Sell | AMEDISYS INC | $217,000 | -17.2% | 1,300 | -35.0% | 0.05% | -2.1% |
| ETFC | Buy | E TRADE FINANCIAL CORP | $218,000 | +6.3% | 4,800 | +2.1% | 0.05% | +24.3% |
| BLBD | New | BLUE BIRD CORP | $218,000 | – | 9,500 | +100.0% | 0.05% | – |
| NEE | New | NEXTERA ENERGY INC | $218,000 | – | 900 | +100.0% | 0.05% | – |
| MAN | Sell | MANPOWERGROUP INC | $214,000 | -2.3% | 2,200 | -15.4% | 0.05% | +15.0% |
| SEIC | New | SEI INVESTMENTS CO | $216,000 | – | 3,300 | +100.0% | 0.05% | – |
| IWM | New | ISHARES TRrussell 2000 etf | $216,000 | – | 1,304 | +100.0% | 0.05% | – |
| IQV | New | IQVIA HLDGS INC | $217,000 | – | 1,406 | +100.0% | 0.05% | – |
| TWNK | New | HOSTESS BRANDS INCcl a | $215,000 | – | 14,800 | +100.0% | 0.05% | – |
| MIK | New | MICHAELS COS INC | $210,000 | – | 25,900 | +100.0% | 0.04% | – |
| SUI | New | SUN CMNTYS INC | $210,000 | – | 1,400 | +100.0% | 0.04% | – |
| CHKP | New | CHECK POINT SOFTWARE TECH LTord | $211,000 | – | 1,900 | +100.0% | 0.04% | – |
| IONS | Sell | IONIS PHARMACEUTICALS INC | $211,000 | -72.5% | 3,500 | -72.7% | 0.04% | -67.6% |
| CSIQ | New | CANADIAN SOLAR INC | $210,000 | – | 9,500 | +100.0% | 0.04% | – |
| LAUR | Sell | LAUREATE EDUCATION INCcl a | $213,000 | -4.9% | 12,100 | -10.4% | 0.04% | +9.8% |
| GLPI | Sell | GAMING & LEISURE PPTYS INC | $211,000 | -63.0% | 4,900 | -67.1% | 0.04% | -56.3% |
| STRA | New | STRATEGIC ED INC | $207,000 | – | 1,300 | +100.0% | 0.04% | – |
| PRSC | New | PROVIDENCE SVC CORP | $207,000 | – | 3,500 | +100.0% | 0.04% | – |
| AEM | New | AGNICO EAGLE MINES LTD | $209,000 | – | 3,400 | +100.0% | 0.04% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $208,000 | – | 1,300 | +100.0% | 0.04% | – |
| BRFS | Buy | BRF SAsponsored adr | $206,000 | +58.5% | 23,700 | +66.9% | 0.04% | +83.3% |
| GNTX | New | GENTEX CORP | $206,000 | – | 7,100 | +100.0% | 0.04% | – |
| CPB | New | CAMPBELL SOUP CO | $208,000 | – | 4,200 | +100.0% | 0.04% | – |
| BILI | New | BILIBILI INCspons ads rep z | $207,000 | – | 11,100 | +100.0% | 0.04% | – |
| FHI | New | FEDERATED INVS INC PAcl b | $209,000 | – | 6,400 | +100.0% | 0.04% | – |
| DNOW | Sell | NOW INC | $202,000 | -29.6% | 18,000 | -28.0% | 0.04% | -17.3% |
| IIIN | New | INSTEEL INDUSTRIES INC | $204,000 | – | 9,500 | +100.0% | 0.04% | – |
| RVI | Sell | RETAIL VALUE INC | $202,000 | -35.0% | 5,476 | -34.8% | 0.04% | -23.2% |
| FBP | New | FIRST BANCORP P R | $196,000 | – | 18,500 | +100.0% | 0.04% | – |
| CPE | New | CALLON PETE CO DEL | $195,000 | – | 40,459 | +100.0% | 0.04% | – |
| HPE | New | HEWLETT PACKARD ENTERPRISE C | $184,000 | – | 11,600 | +100.0% | 0.04% | – |
| TPC | New | TUTOR PERINI CORP | $181,000 | – | 14,100 | +100.0% | 0.04% | – |
| LGFA | New | LIONS GATE ENTMNT CORPcl a vtg | $177,000 | – | 16,600 | +100.0% | 0.04% | – |
| MBT | New | MOBILE TELESYSTEMS PJSCsponsored adr | $178,000 | – | 17,500 | +100.0% | 0.04% | – |
| GOGO | New | GOGO INC | $176,000 | – | 27,500 | +100.0% | 0.04% | – |
| CLVT | New | CLARIVATE ANALYTICS PLC | $176,000 | – | 10,500 | +100.0% | 0.04% | – |
| SWIR | New | SIERRA WIRELESS INC | $164,000 | – | 17,200 | +100.0% | 0.04% | – |
| JNCE | New | JOUNCE THERAPEUTICS INC | $165,000 | – | 18,900 | +100.0% | 0.04% | – |
| SITC | New | SITE CENTERS CORP | $164,000 | – | 11,700 | +100.0% | 0.04% | – |
| LBRT | New | LIBERTY OILFIELD SVCS INC | $165,000 | – | 14,800 | +100.0% | 0.04% | – |
| NAVI | Sell | NAVIENT CORPORATION | $158,000 | -11.7% | 11,514 | -17.8% | 0.03% | +6.2% |
| HABT | New | HABIT RESTAURANTS INC | $162,000 | – | 15,500 | +100.0% | 0.03% | – |
| BDN | New | BRANDYWINE RLTY TRsh ben int new | $161,000 | – | 10,200 | +100.0% | 0.03% | – |
| VIV | New | TELEFONICA BRASIL SAsponsored adr | $153,000 | – | 10,700 | +100.0% | 0.03% | – |
| APPS | Buy | DIGITAL TURBINE INC | $154,000 | +20.3% | 21,600 | +9.1% | 0.03% | +43.5% |
| OPTN | New | OPTINOSE INC | $152,000 | – | 16,500 | +100.0% | 0.03% | – |
| SLM | Sell | SLM CORP | $152,000 | -54.8% | 17,100 | -55.1% | 0.03% | -47.5% |
| UPWK | New | UPWORK INC | $150,000 | – | 14,100 | +100.0% | 0.03% | – |
| PRQR | New | PROQR THRAPEUTICS N V | $151,000 | – | 15,200 | +100.0% | 0.03% | – |
| SPTN | New | SPARTANNASH CO | $147,000 | – | 10,300 | +100.0% | 0.03% | – |
| TBBK | New | BANCORP INC DEL | $139,000 | – | 10,700 | +100.0% | 0.03% | – |
| TEF | New | TELEFONICA S Asponsored adr | $141,000 | – | 20,300 | +100.0% | 0.03% | – |
| OPRA | New | OPERA LTDsponsored ads | $143,000 | – | 15,500 | +100.0% | 0.03% | – |
| RUBI | Sell | RUBICON PROJ INC | $143,000 | -20.6% | 17,500 | -15.5% | 0.03% | -9.1% |
| DESP | New | DESPEGAR COM CORP | $136,000 | – | 10,100 | +100.0% | 0.03% | – |
| LXP | Buy | LEXINGTON REALTY TRUST | $136,000 | +3.8% | 12,800 | +0.3% | 0.03% | +20.8% |
| MERC | New | MERCER INTL INC | $133,000 | – | 10,800 | +100.0% | 0.03% | – |
| CBIO | New | CATALYST BIOSCIENCES INC | $129,000 | – | 18,900 | +100.0% | 0.03% | – |
| VNET | New | 21VIANET GROUP INCsponsored ads a | $128,000 | – | 17,600 | +100.0% | 0.03% | – |
| EQT | Sell | EQT CORP | $126,000 | -16.0% | 11,600 | -17.7% | 0.03% | 0.0% |
| NERV | New | MINERVA NEUROSCIENCES INC | $127,000 | – | 17,800 | +100.0% | 0.03% | – |
| CRCQQ | New | CALIFORNIA RES CORP | $123,000 | – | 13,607 | +100.0% | 0.03% | – |
| TV | New | GRUPO TELEVISA SAspon adr rep ord | $120,000 | – | 10,200 | +100.0% | 0.03% | – |
| AROC | Buy | ARCHROCK INC | $119,000 | +11.2% | 11,900 | +10.6% | 0.02% | +31.6% |
| EXTN | New | EXTERRAN CORP | $116,000 | – | 14,800 | +100.0% | 0.02% | – |
| CRBP | Sell | CORBUS PHARMACEUTICALS HLDGS | $113,000 | -6.6% | 20,700 | -16.9% | 0.02% | +9.1% |
| SMFG | New | SUMITOMO MITSUI FINL GROUP Isponsored adr | $110,000 | – | 14,800 | +100.0% | 0.02% | – |
| KLXE | New | KLX ENERGY SERVICS HOLDNGS I | $103,000 | – | 16,000 | +100.0% | 0.02% | – |
| KDMN | New | KADMON HLDGS INC | $99,000 | – | 21,900 | +100.0% | 0.02% | – |
| MDRIQ | New | MCDERMOTT INTL INCcall | $95,000 | – | 140,000 | +100.0% | 0.02% | – |
| CHK | New | CHESAPEAKE ENERGY CORPcall | $95,000 | – | 115,000 | +100.0% | 0.02% | – |
| BEST | New | BEST INCsponsored ads | $77,000 | – | 13,900 | +100.0% | 0.02% | – |
| RRC | New | RANGE RES CORP | $64,000 | – | 13,284 | +100.0% | 0.01% | – |
| ETM | New | ENTERCOM COMMUNICATIONS CORPcl a | $63,000 | – | 13,500 | +100.0% | 0.01% | – |
| WTI | New | W & T OFFSHORE INC | $56,000 | – | 10,000 | +100.0% | 0.01% | – |
| PHAS | Exit | PHASEBIO PHARMACEUTICALS INC | $0 | – | -10,800 | -100.0% | -0.01% | – |
| FLDM | Exit | FLUIDIGM CORP DEL | $0 | – | -14,300 | -100.0% | -0.01% | – |
| MYOV | Exit | MYOVANT SCIENCES LTD | $0 | – | -14,100 | -100.0% | -0.01% | – |
| CNX | Exit | CNX RESOURCES CORPORATION | $0 | – | -10,800 | -100.0% | -0.01% | – |
| TLRA | Exit | TELARIA INC | $0 | – | -11,300 | -100.0% | -0.01% | – |
| QD | Exit | QUDIAN INCadr | $0 | – | -12,000 | -100.0% | -0.02% | – |
| FTCH | Exit | FARFETCH LTDord sh cl a | $0 | – | -10,400 | -100.0% | -0.02% | – |
| ORBC | Exit | ORBCOMM INC | $0 | – | -19,300 | -100.0% | -0.02% | – |
| SPWH | Exit | SPORTSMANS WHSE HLDGS INC | $0 | – | -19,600 | -100.0% | -0.02% | – |
| CNCE | Exit | CONCERT PHARMACEUTICALS INC | $0 | – | -17,300 | -100.0% | -0.02% | – |
| CTMX | Exit | CYTOMX THERAPEUTICS INC | $0 | – | -14,100 | -100.0% | -0.02% | – |
| BRY | Exit | BERRY PETE CORP | $0 | – | -11,500 | -100.0% | -0.02% | – |
| DHT | Exit | DHT HOLDINGS INC | $0 | – | -19,000 | -100.0% | -0.02% | – |
| WIFI | Exit | BOINGO WIRELESS INC | $0 | – | -10,800 | -100.0% | -0.02% | – |
| DSSI | Exit | DIAMOND S SHIPPING INC | $0 | – | -10,900 | -100.0% | -0.02% | – |
| QFIN | Exit | 360 FINANCE INCads | $0 | – | -13,900 | -100.0% | -0.02% | – |
| CISN | Exit | CISION LTD | $0 | – | -15,800 | -100.0% | -0.02% | – |
| IRWD | Exit | IRONWOOD PHARMACEUTICALS INC | $0 | – | -13,900 | -100.0% | -0.02% | – |
| TACO | Exit | DEL TACO RESTAURANTS INC | $0 | – | -12,100 | -100.0% | -0.02% | – |
| TNAV | Exit | TELENAV INC | $0 | – | -26,100 | -100.0% | -0.02% | – |
| FRGI | Exit | FIESTA RESTAURANT GROUP INC | $0 | – | -12,500 | -100.0% | -0.02% | – |
| MBI | Exit | MBIA INC | $0 | – | -14,500 | -100.0% | -0.02% | – |
| RIG | Exit | TRANSOCEAN LTD | $0 | – | -30,800 | -100.0% | -0.02% | – |
| GGAL | Exit | GRUPO FINANCIERO GALICIA S Asponsored adr | $0 | – | -11,000 | -100.0% | -0.03% | – |
| NWS | Exit | NEWS CORP NEWcl b | $0 | – | -10,300 | -100.0% | -0.03% | – |
| LX | Exit | LEXINFINTECH HLDGS LTDadr | $0 | – | -15,000 | -100.0% | -0.03% | – |
| DAN | Exit | DANA INCORPORATED | $0 | – | -10,600 | -100.0% | -0.03% | – |
| VKTX | Exit | VIKING THERAPEUTICS INC | $0 | – | -22,700 | -100.0% | -0.03% | – |
| NPTN | Exit | NEOPHOTONICS CORP | $0 | – | -26,600 | -100.0% | -0.03% | – |
| GSKY | Exit | GREENSKY INCcl a | $0 | – | -23,700 | -100.0% | -0.03% | – |
| VGR | Exit | VECTOR GROUP LTD | $0 | – | -14,000 | -100.0% | -0.03% | – |
| FTRCQ | Exit | FRONTIER COMMUNICATIONS CORP | $0 | – | -191,508 | -100.0% | -0.03% | – |
| SCPL | Exit | SCIPLAY CORPcl a | $0 | – | -16,100 | -100.0% | -0.03% | – |
| CCRN | Exit | CROSS CTRY HEALTHCARE INC | $0 | – | -16,500 | -100.0% | -0.03% | – |
| TIVO | Exit | TIVO CORP | $0 | – | -23,500 | -100.0% | -0.03% | – |
| BCS | Exit | BARCLAYS PLCadr | $0 | – | -24,200 | -100.0% | -0.03% | – |
| SSL | Exit | SASOL LTDsponsored adr | $0 | – | -10,500 | -100.0% | -0.03% | – |
| HOLI | Exit | HOLLYSYS AUTOMATION TECHNOLO | $0 | – | -11,500 | -100.0% | -0.03% | – |
| ING | Exit | ING GROEP N Vsponsored adr | $0 | – | -17,400 | -100.0% | -0.03% | – |
| SONO | Exit | SONOS INC | $0 | – | -13,400 | -100.0% | -0.03% | – |
| ESI | Exit | ELEMENT SOLUTIONS INC | $0 | – | -18,300 | -100.0% | -0.03% | – |
| TME | Exit | TENCENT MUSIC ENTMT GROUPspon ads | $0 | – | -15,100 | -100.0% | -0.04% | – |
| SNAP | Exit | SNAP INCcl a | $0 | – | -12,300 | -100.0% | -0.04% | – |
| HZO | Exit | MARINEMAX INC | $0 | – | -12,900 | -100.0% | -0.04% | – |
| DE | Exit | DEERE & CO | $0 | – | -1,200 | -100.0% | -0.04% | – |
| MCK | Exit | MCKESSON CORPput | $0 | – | -1,500 | -100.0% | -0.04% | – |
| WK | Exit | WORKIVA INC | $0 | – | -4,600 | -100.0% | -0.04% | – |
| CIO | Exit | CITY OFFICE REIT INC | $0 | – | -14,360 | -100.0% | -0.04% | – |
| VER | Exit | VEREIT INC | $0 | – | -20,900 | -100.0% | -0.04% | – |
| CATO | Exit | CATO CORP NEWcl a | $0 | – | -11,600 | -100.0% | -0.04% | – |
| NDSN | Exit | NORDSON CORP | $0 | – | -1,451 | -100.0% | -0.04% | – |
| BRC | Exit | BRADY CORPcl a | $0 | – | -4,000 | -100.0% | -0.04% | – |
| COO | Exit | COOPER COS INC | $0 | – | -700 | -100.0% | -0.04% | – |
| HUBS | Exit | HUBSPOT INC | $0 | – | -1,400 | -100.0% | -0.04% | – |
| CLGX | Exit | CORELOGIC INC | $0 | – | -4,700 | -100.0% | -0.04% | – |
| ACA | Exit | ARCOSA INC | $0 | – | -6,300 | -100.0% | -0.04% | – |
| TCBI | Exit | TEXAS CAPITAL BANCSHARES INC | $0 | – | -3,900 | -100.0% | -0.04% | – |
| ANTM | Exit | ANTHEM INC | $0 | – | -900 | -100.0% | -0.04% | – |
| SIMO | Exit | SILICON MOTION TECHNOLOGY COsponsored adr | $0 | – | -6,100 | -100.0% | -0.04% | – |
| DVA | Exit | DAVITA INC | $0 | – | -3,800 | -100.0% | -0.04% | – |
| ERJ | Exit | EMBRAER S Asponsored ads | $0 | – | -12,600 | -100.0% | -0.04% | – |
| KGC | Exit | KINROSS GOLD CORP | $0 | – | -47,200 | -100.0% | -0.04% | – |
| CDE | Exit | COEUR MNG INC | $0 | – | -45,200 | -100.0% | -0.04% | – |
| PUK | Exit | PRUDENTIAL PLCadr | $0 | – | -5,900 | -100.0% | -0.04% | – |
| CADE | Exit | CADENCE BANCORPORATIONcl a | $0 | – | -12,300 | -100.0% | -0.04% | – |
| TTMI | Exit | TTM TECHNOLOGIES INC | $0 | – | -17,600 | -100.0% | -0.04% | – |
| NNN | Exit | NATIONAL RETAIL PPTYS INC | $0 | – | -3,800 | -100.0% | -0.04% | – |
| REG | Exit | REGENCY CTRS CORP | $0 | – | -3,200 | -100.0% | -0.04% | – |
| JKHY | Exit | HENRY JACK & ASSOC INC | $0 | – | -1,500 | -100.0% | -0.04% | – |
| ATVI | Exit | ACTIVISION BLIZZARD INC | $0 | – | -4,200 | -100.0% | -0.04% | – |
| PNM | Exit | PNM RES INC | $0 | – | -4,200 | -100.0% | -0.04% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -4,900 | -100.0% | -0.04% | – |
| WPX | Exit | WPX ENERGY INC | $0 | – | -21,200 | -100.0% | -0.04% | – |
| HP | Exit | HELMERICH & PAYNE INC | $0 | – | -5,600 | -100.0% | -0.04% | – |
| IGT | Exit | INTERNATIONAL GAME TECHNOLOG | $0 | – | -16,000 | -100.0% | -0.04% | – |
| NBL | Exit | NOBLE ENERGY INC | $0 | – | -10,000 | -100.0% | -0.04% | – |
| LTRPA | Exit | LIBERTY TRIPADVISOR HLDGS IN | $0 | – | -23,900 | -100.0% | -0.04% | – |
| KSU | Exit | KANSAS CITY SOUTHERN | $0 | – | -1,700 | -100.0% | -0.04% | – |
| CRMT | Exit | AMERICAS CAR MART INC | $0 | – | -2,500 | -100.0% | -0.04% | – |
| RGP | Exit | RESOURCES CONNECTION INC | $0 | – | -13,600 | -100.0% | -0.04% | – |
| MTOR | Exit | MERITOR INC | $0 | – | -12,600 | -100.0% | -0.04% | – |
| VECO | Exit | VEECO INSTRS INC DEL | $0 | – | -20,100 | -100.0% | -0.04% | – |
| NWSA | Exit | NEWS CORP NEWcl a | $0 | – | -16,800 | -100.0% | -0.04% | – |
| BKR | Exit | BAKER HUGHES A GE COcl a | $0 | – | -9,900 | -100.0% | -0.04% | – |
| CHDN | Exit | CHURCHILL DOWNS INC | $0 | – | -1,900 | -100.0% | -0.04% | – |
| PAAS | Exit | PAN AMERICAN SILVER CORP | $0 | – | -14,700 | -100.0% | -0.04% | – |
| HEIA | Exit | HEICO CORP NEWcl a | $0 | – | -2,400 | -100.0% | -0.04% | – |
| ETSY | Exit | ETSY INC | $0 | – | -4,100 | -100.0% | -0.04% | – |
| PLAN | Exit | ANAPLAN INC | $0 | – | -5,100 | -100.0% | -0.04% | – |
| FIBK | Exit | FIRST INTST BANCSYSTEM INC | $0 | – | -5,900 | -100.0% | -0.04% | – |
| DCI | Exit | DONALDSON INC | $0 | – | -4,700 | -100.0% | -0.04% | – |
| AWI | Exit | ARMSTRONG WORLD INDS INC NEW | $0 | – | -2,500 | -100.0% | -0.04% | – |
| FICO | Exit | FAIR ISAAC CORP | $0 | – | -800 | -100.0% | -0.04% | – |
| RMBS | Exit | RAMBUS INC DEL | $0 | – | -18,800 | -100.0% | -0.04% | – |
| SCVL | Exit | SHOE CARNIVAL INC | $0 | – | -7,700 | -100.0% | -0.04% | – |
| CRS | Exit | CARPENTER TECHNOLOGY CORP | $0 | – | -4,800 | -100.0% | -0.04% | – |
| BHC | Exit | BAUSCH HEALTH COS INC | $0 | – | -11,300 | -100.0% | -0.04% | – |
| FFIN | Exit | FIRST FINL BANKSHARES | $0 | – | -7,400 | -100.0% | -0.04% | – |
| RMR | Exit | RMR GROUP INCcl a | $0 | – | -5,500 | -100.0% | -0.04% | – |
| KWR | Exit | QUAKER CHEM CORP | $0 | – | -1,600 | -100.0% | -0.05% | – |
| WBA | Exit | WALGREENS BOOTS ALLIANCE INC | $0 | – | -4,600 | -100.0% | -0.05% | – |
| HMN | Exit | HORACE MANN EDUCATORS CORP N | $0 | – | -5,500 | -100.0% | -0.05% | – |
| SAIC | Exit | SCIENCE APPLICATNS INTL CP N | $0 | – | -3,000 | -100.0% | -0.05% | – |
| F | Exit | FORD MTR CO DEL | $0 | – | -28,200 | -100.0% | -0.05% | – |
| TPRE | Exit | THIRD PT REINS LTD | $0 | – | -26,200 | -100.0% | -0.05% | – |
| CDLX | Exit | CARDLYTICS INC | $0 | – | -7,800 | -100.0% | -0.05% | – |
| NTNX | Exit | NUTANIX INCcl a | $0 | – | -10,100 | -100.0% | -0.05% | – |
| RCII | Exit | RENT A CTR INC NEW | $0 | – | -10,300 | -100.0% | -0.05% | – |
| FFIV | Exit | F5 NETWORKS INC | $0 | – | -1,900 | -100.0% | -0.05% | – |
| QUAD | Exit | QUAD / GRAPHICS INC | $0 | – | -25,500 | -100.0% | -0.05% | – |
| HTA | Exit | HEALTHCARE TR AMER INCcl a new | $0 | – | -9,100 | -100.0% | -0.05% | – |
| TDS | Exit | TELEPHONE & DATA SYS INC | $0 | – | -10,200 | -100.0% | -0.05% | – |
| LHX | Exit | L3HARRIS TECHNOLOGIES INC | $0 | – | -1,300 | -100.0% | -0.05% | – |
| SATS | Exit | ECHOSTAR CORPcl a | $0 | – | -6,797 | -100.0% | -0.05% | – |
| PSB | Exit | PS BUSINESS PKS INC CALIF | $0 | – | -1,500 | -100.0% | -0.05% | – |
| CYBR | Exit | CYBERARK SOFTWARE LTD | $0 | – | -2,700 | -100.0% | -0.05% | – |
| LC | Exit | LENDINGCLUB CORP | $0 | – | -20,800 | -100.0% | -0.05% | – |
| RGA | Exit | REINSURANCE GRP OF AMERICA I | $0 | – | -1,700 | -100.0% | -0.05% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -4,400 | -100.0% | -0.05% | – |
| CTVA | Exit | CORTEVA INC | $0 | – | -9,900 | -100.0% | -0.05% | – |
| TW | Exit | TRADEWEB MKTS INCcl a | $0 | – | -7,500 | -100.0% | -0.05% | – |
| PVH | Exit | PVH CORP | $0 | – | -3,100 | -100.0% | -0.05% | – |
| OC | Exit | OWENS CORNING NEW | $0 | – | -4,500 | -100.0% | -0.05% | – |
| PDD | Exit | PINDUODUO INCsponsored ads | $0 | – | -8,800 | -100.0% | -0.05% | – |
| BMA | Exit | BANCO MACRO SAspon adr b | $0 | – | -10,800 | -100.0% | -0.05% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -3,200 | -100.0% | -0.05% | – |
| REVG | Exit | REV GROUP INC | $0 | – | -24,800 | -100.0% | -0.05% | – |
| ATGE | Exit | ADTALEM GLOBAL ED INC | $0 | – | -7,400 | -100.0% | -0.05% | – |
| FBM | Exit | FOUNDATION BLDG MATLS INC | $0 | – | -18,300 | -100.0% | -0.05% | – |
| CNNE | Exit | CANNAE HLDGS INC | $0 | – | -10,388 | -100.0% | -0.05% | – |
| JNPR | Exit | JUNIPER NETWORKS INC | $0 | – | -11,600 | -100.0% | -0.05% | – |
| UN | Exit | UNILEVER N V | $0 | – | -4,800 | -100.0% | -0.05% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -8,700 | -100.0% | -0.05% | – |
| ETRN | Exit | EQUITRANS MIDSTREAM CORPORAT | $0 | – | -20,100 | -100.0% | -0.05% | – |
| CHE | Exit | CHEMED CORP NEW | $0 | – | -700 | -100.0% | -0.05% | – |
| PAM | Exit | PAMPA ENERGIA S Aspons adr lvl i | $0 | – | -17,200 | -100.0% | -0.05% | – |
| CTRE | Exit | CARETRUST REIT INC | $0 | – | -12,700 | -100.0% | -0.05% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -1,300 | -100.0% | -0.05% | – |
| MCS | Exit | MARCUS CORP | $0 | – | -8,000 | -100.0% | -0.05% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -10,900 | -100.0% | -0.05% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -2,200 | -100.0% | -0.05% | – |
| RVNC | Exit | REVANCE THERAPEUTICS INC | $0 | – | -23,300 | -100.0% | -0.06% | – |
| NOW | Exit | SERVICENOW INC | $0 | – | -1,200 | -100.0% | -0.06% | – |
| EHC | Exit | ENCOMPASS HEALTH CORP | $0 | – | -4,800 | -100.0% | -0.06% | – |
| LCII | Exit | LCI INDS | $0 | – | -3,400 | -100.0% | -0.06% | – |
| SKY | Exit | SKYLINE CHAMPION CORPORATION | $0 | – | -10,200 | -100.0% | -0.06% | – |
| KELYA | Exit | KELLY SVCS INCcl a | $0 | – | -12,700 | -100.0% | -0.06% | – |
| ED | Exit | CONSOLIDATED EDISON INC | $0 | – | -3,300 | -100.0% | -0.06% | – |
| ANGO | Exit | ANGIODYNAMICS INC | $0 | – | -16,800 | -100.0% | -0.06% | – |
| SBRA | Exit | SABRA HEALTH CARE REIT INC | $0 | – | -13,400 | -100.0% | -0.06% | – |
| SJW | Exit | SJW GROUP | $0 | – | -4,600 | -100.0% | -0.06% | – |
| NSIT | Exit | INSIGHT ENTERPRISES INC | $0 | – | -5,700 | -100.0% | -0.06% | – |
| PE | Exit | PARSLEY ENERGY INCcl a | $0 | – | -19,200 | -100.0% | -0.06% | – |
| GES | Exit | GUESS INC | $0 | – | -17,237 | -100.0% | -0.06% | – |
| VMC | Exit | VULCAN MATLS CO | $0 | – | -2,100 | -100.0% | -0.06% | – |
| ARCH | Exit | ARCH COAL INCcl a | $0 | – | -4,300 | -100.0% | -0.06% | – |
| HZNP | Exit | HORIZON THERAPEUTICS PUB LTD | $0 | – | -11,700 | -100.0% | -0.06% | – |
| UL | Exit | UNILEVER PLCspon adr new | $0 | – | -5,400 | -100.0% | -0.06% | – |
| WLH | Exit | LYON WILLIAM HOMEScl a new | $0 | – | -16,100 | -100.0% | -0.06% | – |
| HIBB | Exit | HIBBETT SPORTS INC | $0 | – | -14,200 | -100.0% | -0.06% | – |
| BLDR | Exit | BUILDERS FIRSTSOURCE INC | $0 | – | -15,800 | -100.0% | -0.06% | – |
| GPRO | Exit | GOPRO INCcl a | $0 | – | -63,600 | -100.0% | -0.06% | – |
| GTS | Exit | TRIPLE-S MGMT CORPcl b | $0 | – | -24,800 | -100.0% | -0.06% | – |
| EDU | Exit | NEW ORIENTAL ED & TECH GRP Ispon adr | $0 | – | -3,000 | -100.0% | -0.06% | – |
| FAF | Exit | FIRST AMERN FINL CORP | $0 | – | -5,600 | -100.0% | -0.06% | – |
| CEO | Exit | CNOOC LTDsponsored adr | $0 | – | -2,200 | -100.0% | -0.06% | – |
| ATH | Exit | ATHENE HLDG LTDcl a | $0 | – | -8,000 | -100.0% | -0.06% | – |
| JD | Exit | JD COM INCspon adr cl a | $0 | – | -11,900 | -100.0% | -0.06% | – |
| AMTD | Exit | TD AMERITRADE HLDG CORP | $0 | – | -7,300 | -100.0% | -0.06% | – |
| CHK | Exit | CHESAPEAKE ENERGY CORP | $0 | – | -242,011 | -100.0% | -0.06% | – |
| CECO | Exit | CAREER EDUCATION CORP | $0 | – | -22,000 | -100.0% | -0.06% | – |
| JHG | Exit | JANUS HENDERSON GROUP PLC | $0 | – | -15,600 | -100.0% | -0.06% | – |
| FLOW | Exit | SPX FLOW INC | $0 | – | -8,800 | -100.0% | -0.06% | – |
| OPI | Exit | OFFICE PPTYS INCOME TR | $0 | – | -11,318 | -100.0% | -0.06% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -1,500 | -100.0% | -0.06% | – |
| X | Exit | UNITED STATES STL CORP NEW | $0 | – | -29,996 | -100.0% | -0.06% | – |
| ES | Exit | EVERSOURCE ENERGY | $0 | – | -4,100 | -100.0% | -0.06% | – |
| VIAV | Exit | VIAVI SOLUTIONS INC | $0 | – | -25,000 | -100.0% | -0.06% | – |
| XEC | Exit | CIMAREX ENERGY CO | $0 | – | -7,300 | -100.0% | -0.06% | – |
| RMD | Exit | RESMED INC | $0 | – | -2,608 | -100.0% | -0.06% | – |
| PCAR | Exit | PACCAR INC | $0 | – | -5,100 | -100.0% | -0.06% | – |
| SNPS | Exit | SYNOPSYS INC | $0 | – | -2,600 | -100.0% | -0.06% | – |
| INN | Exit | SUMMIT HOTEL PPTYS INC | $0 | – | -30,800 | -100.0% | -0.06% | – |
| NVCR | Exit | NOVOCURE LTD | $0 | – | -4,800 | -100.0% | -0.06% | – |
| NTGR | Exit | NETGEAR INC | $0 | – | -11,400 | -100.0% | -0.07% | – |
| WUBA | Exit | 58 COM INCspon adr rep a | $0 | – | -7,400 | -100.0% | -0.07% | – |
| MCFT | Exit | MASTERCRAFT BOAT HLDGS INC | $0 | – | -24,400 | -100.0% | -0.07% | – |
| MCO | Exit | MOODYS CORP | $0 | – | -1,800 | -100.0% | -0.07% | – |
| NTAP | Exit | NETAPP INC | $0 | – | -7,100 | -100.0% | -0.07% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -5,500 | -100.0% | -0.07% | – |
| CPRT | Exit | COPART INC | $0 | – | -4,600 | -100.0% | -0.07% | – |
| CENTA | Exit | CENTRAL GARDEN & PET COcl a non-vtg | $0 | – | -13,500 | -100.0% | -0.07% | – |
| GNRC | Exit | GENERAC HLDGS INC | $0 | – | -4,800 | -100.0% | -0.07% | – |
| SVC | Exit | SERVICE PPTYS TR | $0 | – | -14,900 | -100.0% | -0.07% | – |
| LRN | Exit | K12 INC | $0 | – | -14,600 | -100.0% | -0.07% | – |
| AMD | Exit | ADVANCED MICRO DEVICES INC | $0 | – | -13,700 | -100.0% | -0.07% | – |
| KAR | Exit | KAR AUCTION SVCS INC | $0 | – | -16,200 | -100.0% | -0.07% | – |
| CHK | Exit | CHESAPEAKE ENERGY CORPput | $0 | – | -283,800 | -100.0% | -0.07% | – |
| RE | Exit | EVEREST RE GROUP LTD | $0 | – | -1,500 | -100.0% | -0.07% | – |
| TIF | Exit | TIFFANY & CO NEW | $0 | – | -4,300 | -100.0% | -0.07% | – |
| FCX | Exit | FREEPORT-MCMORAN INCcl b | $0 | – | -41,500 | -100.0% | -0.07% | – |
| HALO | Exit | HALOZYME THERAPEUTICS INC | $0 | – | -26,000 | -100.0% | -0.07% | – |
| GL | Exit | GLOBE LIFE INC | $0 | – | -4,200 | -100.0% | -0.07% | – |
| CAT | Exit | CATERPILLAR INC DEL | $0 | – | -3,200 | -100.0% | -0.07% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -3,400 | -100.0% | -0.07% | – |
| YNDX | Exit | YANDEX N V | $0 | – | -11,500 | -100.0% | -0.07% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -7,200 | -100.0% | -0.07% | – |
| CME | Exit | CME GROUP INC | $0 | – | -1,900 | -100.0% | -0.07% | – |
| KTB | Exit | KONTOOR BRANDS INC | $0 | – | -11,700 | -100.0% | -0.07% | – |
| PSTG | Exit | PURE STORAGE INCcl a | $0 | – | -24,000 | -100.0% | -0.07% | – |
| SYF | Exit | SYNCHRONY FINL | $0 | – | -12,200 | -100.0% | -0.08% | – |
| LKQ | Exit | LKQ CORP | $0 | – | -13,200 | -100.0% | -0.08% | – |
| MLI | Exit | MUELLER INDS INC | $0 | – | -14,400 | -100.0% | -0.08% | – |
| CAG | Exit | CONAGRA BRANDS INC | $0 | – | -14,000 | -100.0% | -0.08% | – |
| INSM | Exit | INSMED INC | $0 | – | -24,300 | -100.0% | -0.08% | – |
| GRA | Exit | GRACE W R & CO DEL NEW | $0 | – | -6,500 | -100.0% | -0.08% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -5,700 | -100.0% | -0.08% | – |
| BHE | Exit | BENCHMARK ELECTRS INC | $0 | – | -15,000 | -100.0% | -0.08% | – |
| JCI | Exit | JOHNSON CTLS INTL PLC | $0 | – | -10,000 | -100.0% | -0.08% | – |
| BRKR | Exit | BRUKER CORP | $0 | – | -10,000 | -100.0% | -0.08% | – |
| ALK | Exit | ALASKA AIR GROUP INC | $0 | – | -6,800 | -100.0% | -0.08% | – |
| POOL | Exit | POOL CORPORATION | $0 | – | -2,200 | -100.0% | -0.08% | – |
| HCP | Exit | HCP INC | $0 | – | -12,600 | -100.0% | -0.08% | – |
| CTRA | Exit | CONTURA ENERGY INC | $0 | – | -16,051 | -100.0% | -0.08% | – |
| SPLK | Exit | SPLUNK INC | $0 | – | -3,800 | -100.0% | -0.08% | – |
| CNS | Exit | COHEN & STEERS INC | $0 | – | -8,200 | -100.0% | -0.08% | – |
| TAP | Exit | MOLSON COORS BREWING COcl b | $0 | – | -8,000 | -100.0% | -0.08% | – |
| HOLX | Exit | HOLOGIC INC | $0 | – | -9,200 | -100.0% | -0.08% | – |
| SNCR | Exit | SYNCHRONOSS TECHNOLOGIES INC | $0 | – | -85,900 | -100.0% | -0.08% | – |
| NWL | Exit | NEWELL BRANDS INC | $0 | – | -24,800 | -100.0% | -0.08% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -4,600 | -100.0% | -0.08% | – |
| CUZ | Exit | COUSINS PPTYS INC | $0 | – | -12,600 | -100.0% | -0.09% | – |
| EVR | Exit | EVERCORE INCclass a | $0 | – | -6,000 | -100.0% | -0.09% | – |
| ENTG | Exit | ENTEGRIS INC | $0 | – | -10,500 | -100.0% | -0.09% | – |
| CHD | Exit | CHURCH & DWIGHT INC | $0 | – | -6,700 | -100.0% | -0.09% | – |
| INFO | Exit | IHS MARKIT LTD | $0 | – | -7,500 | -100.0% | -0.09% | – |
| DG | Exit | DOLLAR GEN CORP NEW | $0 | – | -3,200 | -100.0% | -0.09% | – |
| ACIW | Exit | ACI WORLDWIDE INC | $0 | – | -16,200 | -100.0% | -0.09% | – |
| HFC | Exit | HOLLYFRONTIER CORP | $0 | – | -9,800 | -100.0% | -0.10% | – |
| FIS | Exit | FIDELITY NATL INFORMATION SV | $0 | – | -4,000 | -100.0% | -0.10% | – |
| WDFC | Exit | WD-40 CO | $0 | – | -2,900 | -100.0% | -0.10% | – |
| BIG | Exit | BIG LOTS INC | $0 | – | -21,900 | -100.0% | -0.10% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -3,300 | -100.0% | -0.10% | – |
| FLWS | Exit | FLWS/1-800 FLOWERScl a | $0 | – | -36,300 | -100.0% | -0.10% | – |
| OGE | Exit | OGE ENERGY CORP | $0 | – | -11,800 | -100.0% | -0.10% | – |
| AEE | Exit | AMEREN CORP | $0 | – | -6,800 | -100.0% | -0.10% | – |
| MLM | Exit | MARTIN MARIETTA MATLS INC | $0 | – | -2,000 | -100.0% | -0.10% | – |
| NVO | Exit | NOVO-NORDISK A Sadr | $0 | – | -10,600 | -100.0% | -0.10% | – |
| CLDR | Exit | CLOUDERA INC | $0 | – | -62,400 | -100.0% | -0.10% | – |
| AVGO | Exit | BROADCOM INC | $0 | – | -2,000 | -100.0% | -0.10% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -6,700 | -100.0% | -0.10% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -4,300 | -100.0% | -0.10% | – |
| DOFSQ | Exit | DIAMOND OFFSHORE DRILLING IN | $0 | – | -101,103 | -100.0% | -0.10% | – |
| JLL | Exit | JONES LANG LASALLE INC | $0 | – | -4,100 | -100.0% | -0.10% | – |
| HLT | Exit | HILTON WORLDWIDE HLDGS INC | $0 | – | -6,300 | -100.0% | -0.11% | – |
| AXS | Exit | AXIS CAPITAL HOLDINGS LTD | $0 | – | -8,800 | -100.0% | -0.11% | – |
| GTN | Exit | GRAY TELEVISION INC | $0 | – | -35,799 | -100.0% | -0.11% | – |
| FCAU | Exit | FIAT CHRYSLER AUTOMOBILES N | $0 | – | -45,800 | -100.0% | -0.11% | – |
| TCO | Exit | TAUBMAN CTRS INC | $0 | – | -15,000 | -100.0% | -0.11% | – |
| CNK | Exit | CINEMARK HOLDINGS INC | $0 | – | -15,900 | -100.0% | -0.11% | – |
| NDAQ | Exit | NASDAQ INC | $0 | – | -6,300 | -100.0% | -0.11% | – |
| GWPH | Exit | GW PHARMACEUTICALS PLCads | $0 | – | -5,500 | -100.0% | -0.11% | – |
| HES | Exit | HESS CORP | $0 | – | -10,700 | -100.0% | -0.12% | – |
| KMPR | Exit | KEMPER CORP DEL | $0 | – | -8,300 | -100.0% | -0.12% | – |
| ULTA | Exit | ULTA BEAUTY INC | $0 | – | -2,600 | -100.0% | -0.12% | – |
| COG | Exit | CABOT OIL & GAS CORP | $0 | – | -37,200 | -100.0% | -0.12% | – |
| XYL | Exit | XYLEM INC | $0 | – | -8,400 | -100.0% | -0.12% | – |
| CENT | Exit | CENTRAL GARDEN & PET CO | $0 | – | -23,100 | -100.0% | -0.12% | – |
| AU | Exit | ANGLOGOLD ASHANTI LTDsponsored adr | $0 | – | -36,800 | -100.0% | -0.12% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -4,700 | -100.0% | -0.12% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -4,100 | -100.0% | -0.13% | – |
| PCRX | Exit | PACIRA BIOSCIENCES | $0 | – | -18,400 | -100.0% | -0.13% | – |
| AR | Exit | ANTERO RES CORP | $0 | – | -232,288 | -100.0% | -0.13% | – |
| FLIR | Exit | FLIR SYS INC | $0 | – | -13,400 | -100.0% | -0.13% | – |
| MTZ | Exit | MASTEC INC | $0 | – | -11,000 | -100.0% | -0.13% | – |
| GPK | Exit | GRAPHIC PACKAGING HLDG CO | $0 | – | -48,500 | -100.0% | -0.13% | – |
| INST | Exit | INSTRUCTURE INC | $0 | – | -18,900 | -100.0% | -0.13% | – |
| OXM | Exit | OXFORD INDS INC | $0 | – | -10,300 | -100.0% | -0.13% | – |
| FMC | Exit | F M C CORP | $0 | – | -8,500 | -100.0% | -0.14% | – |
| IQ | Exit | IQIYI INCsponsored ads | $0 | – | -46,400 | -100.0% | -0.14% | – |
| FHN | Exit | FIRST HORIZON NATL CORP | $0 | – | -47,100 | -100.0% | -0.14% | – |
| SNX | Exit | SYNNEX CORP | $0 | – | -6,800 | -100.0% | -0.14% | – |
| MKTX | Exit | MARKETAXESS HLDGS INC | $0 | – | -2,400 | -100.0% | -0.14% | – |
| IBN | Exit | ICICI BK LTDadr | $0 | – | -64,800 | -100.0% | -0.14% | – |
| EMN | Exit | EASTMAN CHEMICAL CO | $0 | – | -10,700 | -100.0% | -0.14% | – |
| AVY | Exit | AVERY DENNISON CORP | $0 | – | -7,000 | -100.0% | -0.14% | – |
| TRU | Exit | TRANSUNION | $0 | – | -9,900 | -100.0% | -0.14% | – |
| WWW | Exit | WOLVERINE WORLD WIDE INC | $0 | – | -28,500 | -100.0% | -0.15% | – |
| TECD | Exit | TECH DATA CORP | $0 | – | -7,800 | -100.0% | -0.15% | – |
| AXON | Exit | AXON ENTERPRISE INC | $0 | – | -14,300 | -100.0% | -0.15% | – |
| CBRE | Exit | CBRE GROUP INCcl a | $0 | – | -15,700 | -100.0% | -0.15% | – |
| ENPH | Exit | ENPHASE ENERGY INC | $0 | – | -37,400 | -100.0% | -0.15% | – |
| CCEP | Exit | COCA COLA EUROPEAN PARTNERS | $0 | – | -15,100 | -100.0% | -0.15% | – |
| A | Exit | AGILENT TECHNOLOGIES INC | $0 | – | -10,900 | -100.0% | -0.15% | – |
| KMX | Exit | CARMAX INC | $0 | – | -9,500 | -100.0% | -0.15% | – |
| SCI | Exit | SERVICE CORP INTL | $0 | – | -17,500 | -100.0% | -0.15% | – |
| TRGP | Exit | TARGA RES CORP | $0 | – | -20,900 | -100.0% | -0.15% | – |
| WEN | Exit | WENDYS CO | $0 | – | -42,100 | -100.0% | -0.15% | – |
| JBLU | Exit | JETBLUE AWYS CORP | $0 | – | -50,400 | -100.0% | -0.15% | – |
| FND | Exit | FLOOR & DECOR HLDGS INCcl a | $0 | – | -16,700 | -100.0% | -0.15% | – |
| TER | Exit | TERADYNE INC | $0 | – | -14,700 | -100.0% | -0.15% | – |
| AMBA | Exit | AMBARELLA INC | $0 | – | -13,700 | -100.0% | -0.16% | – |
| GBT | Exit | GLOBAL BLOOD THERAPEUTICS IN | $0 | – | -17,900 | -100.0% | -0.16% | – |
| SFM | Exit | SPROUTS FMRS MKT INC | $0 | – | -45,100 | -100.0% | -0.16% | – |
| STX | Exit | SEAGATE TECHNOLOGY PLC | $0 | – | -16,400 | -100.0% | -0.16% | – |
| LHCG | Exit | LHC GROUP INC | $0 | – | -7,800 | -100.0% | -0.16% | – |
| SHOO | Exit | MADDEN STEVEN LTD | $0 | – | -25,500 | -100.0% | -0.16% | – |
| FISV | Exit | FISERV INC | $0 | – | -8,900 | -100.0% | -0.17% | – |
| JCOM | Exit | J2 GLOBAL INC | $0 | – | -10,400 | -100.0% | -0.17% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -19,700 | -100.0% | -0.18% | – |
| SQ | Exit | SQUARE INCcl a | $0 | – | -15,900 | -100.0% | -0.18% | – |
| WEC | Exit | WEC ENERGY GROUP INC | $0 | – | -10,400 | -100.0% | -0.18% | – |
| MNRO | Exit | MONRO INC | $0 | – | -12,600 | -100.0% | -0.18% | – |
| EYE | Exit | NATIONAL VISION HLDGS INC | $0 | – | -41,700 | -100.0% | -0.18% | – |
| LSI | Exit | LIFE STORAGE INC | $0 | – | -9,700 | -100.0% | -0.18% | – |
| MED | Exit | MEDIFAST INC | $0 | – | -10,000 | -100.0% | -0.19% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $0 | – | -22,200 | -100.0% | -0.19% | – |
| OKTA | Exit | OKTA INCcl a | $0 | – | -10,500 | -100.0% | -0.19% | – |
| PKI | Exit | PERKINELMER INC | $0 | – | -12,500 | -100.0% | -0.19% | – |
| DOCU | Exit | DOCUSIGN INC | $0 | – | -17,400 | -100.0% | -0.20% | – |
| THO | Exit | THOR INDS INC | $0 | – | -19,300 | -100.0% | -0.20% | – |
| MTCH | Exit | MATCH GROUP INC | $0 | – | -15,300 | -100.0% | -0.20% | – |
| ICE | Exit | INTERCONTINENTAL EXCHANGE IN | $0 | – | -12,300 | -100.0% | -0.20% | – |
| ELF | Exit | E L F BEAUTY INC | $0 | – | -64,700 | -100.0% | -0.20% | – |
| AR | Exit | ANTERO RES CORPput | $0 | – | -400,000 | -100.0% | -0.22% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -7,700 | -100.0% | -0.22% | – |
| IDA | Exit | IDACORP INC | $0 | – | -10,900 | -100.0% | -0.22% | – |
| SIVB | Exit | SVB FINL GROUP | $0 | – | -6,000 | -100.0% | -0.23% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -5,400 | -100.0% | -0.23% | – |
| HOG | Exit | HARLEY DAVIDSON INC | $0 | – | -35,100 | -100.0% | -0.23% | – |
| WING | Exit | WINGSTOP INC | $0 | – | -14,800 | -100.0% | -0.23% | – |
| HSY | Exit | HERSHEY CO | $0 | – | -8,600 | -100.0% | -0.24% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -34,600 | -100.0% | -0.25% | – |
| SGEN | Exit | SEATTLE GENETICS INC | $0 | – | -16,800 | -100.0% | -0.26% | – |
| DOFSQ | Exit | DIAMOND OFFSHORE DRILLING INput | $0 | – | -260,000 | -100.0% | -0.26% | – |
| FLO | Exit | FLOWERS FOODS INC | $0 | – | -63,800 | -100.0% | -0.27% | – |
| AAP | Exit | ADVANCE AUTO PARTS INC | $0 | – | -9,500 | -100.0% | -0.28% | – |
| RCL | Exit | ROYAL CARIBBEAN CRUISES LTD | $0 | – | -14,600 | -100.0% | -0.29% | – |
| MAR | Exit | MARRIOTT INTL INC NEWcl a | $0 | – | -14,300 | -100.0% | -0.32% | – |
| Exit | AK STL CORPnote 5.000%11/1 | $0 | – | -1,800,000 | -100.0% | -0.33% | – | |
| SEAS | Exit | SEAWORLD ENTMT INC | $0 | – | -71,500 | -100.0% | -0.34% | – |
| OPRT | Exit | OPORTUN FINL CORP | $0 | – | -120,700 | -100.0% | -0.35% | – |
| DELL | Exit | DELL TECHNOLOGIES INCcl c | $0 | – | -39,100 | -100.0% | -0.37% | – |
| H | Exit | HYATT HOTELS CORP | $0 | – | -29,300 | -100.0% | -0.39% | – |
| EAT | Exit | BRINKER INTL INC | $0 | – | -51,000 | -100.0% | -0.39% | – |
| W | Exit | WAYFAIR INCcl a | $0 | – | -19,900 | -100.0% | -0.40% | – |
| UAL | Exit | UNITED AIRLINES HLDGS INC | $0 | – | -26,100 | -100.0% | -0.42% | – |
| SKX | Exit | SKECHERS U S A INCcl a | $0 | – | -65,100 | -100.0% | -0.44% | – |
| WLL | Exit | WHITING PETE CORP NEW | $0 | – | -311,287 | -100.0% | -0.45% | – |
| ADNT | Exit | ADIENT PLCput | $0 | – | -110,000 | -100.0% | -0.46% | – |
| RDN | Exit | RADIAN GROUP INCcall | $0 | – | -111,400 | -100.0% | -0.46% | – |
| DKS | Exit | DICKS SPORTING GOODS INC | $0 | – | -67,600 | -100.0% | -0.50% | – |
| EXPE | Exit | EXPEDIA GROUP INC | $0 | – | -20,700 | -100.0% | -0.50% | – |
| HPQ | Exit | HP INC | $0 | – | -155,600 | -100.0% | -0.53% | – |
| MTG | Exit | MGIC INVT CORP WIScall | $0 | – | -790,100 | -100.0% | -1.80% | – |
| ARR | Exit | ARMOUR RESIDENTIAL REIT INC | $0 | – | -912,118 | -100.0% | -2.76% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2020-02-14
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| MGIC INVT CORP WIS | 24 | Q1 2021 | 1.5% |
| ELLINGTON FINANCIAL LLC | 23 | Q4 2018 | 30.9% |
| GILEAD SCIENCES INC | 21 | Q3 2019 | 0.4% |
| PETROLEO BRASILEIRO SA PETRO | 20 | Q1 2020 | 0.4% |
| AMERICAN AXLE & MFG HLDGS IN | 19 | Q4 2020 | 2.0% |
| REALOGY HLDGS CORP | 19 | Q2 2021 | 0.6% |
| NRG ENERGY INC | 18 | Q1 2020 | 0.5% |
| VMWARE INC | 18 | Q2 2019 | 0.4% |
| UNISYS CORP | 18 | Q1 2020 | 0.5% |
| COMPANHIA DE SANEAMENTO BASI | 18 | Q4 2019 | 0.2% |
View ELLINGTON MANAGEMENT GROUP LLC's complete holdings history.
Latest significant ownerships (13-D/G)
| Filed | Shares | Percentage | |
|---|---|---|---|
| SPSS INCSold out | September 17, 2010 | 0 | 0.0% |
View ELLINGTON MANAGEMENT GROUP LLC's complete significant-ownership history.
Latest filings
| Type | Filed |
|---|---|
| 13F-NT | 2024-02-13 |
| SC 13G/A | 2024-01-17 |
| SC 13G/A | 2024-01-17 |
| SC 13G/A | 2024-01-17 |
| 13F-NT | 2023-11-13 |
| SC 13G | 2023-10-30 |
| 13F-NT | 2023-08-14 |
| 13F-NT | 2023-05-12 |
| SC 13G | 2023-03-31 |
| SC 13G | 2023-03-27 |
View ELLINGTON MANAGEMENT GROUP LLC's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.