$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 76.6% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| 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% |
| Sell | WHITING PETE CORP NEWnote 1.250% 4/0 | $7,741,000 | -72.6% | 7,893,000 | -72.5% | 1.65% | -67.7% | |
| NFLX | Sell | NETFLIX INCcall | $4,206,000 | -70.3% | 13,000 | -75.5% | 0.90% | -65.1% |
| 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% |
| AXL | Sell | AMERICAN AXLE & MFG HLDGS IN | $2,709,000 | -28.4% | 251,740 | -45.3% | 0.58% | -15.8% |
| 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% |
| MGM | Sell | MGM RESORTS INTERNATIONAL | $2,088,000 | -24.8% | 62,755 | -37.4% | 0.44% | -11.6% |
| AXL | Sell | AMERICAN AXLE & MFG HLDGS INput | $1,936,000 | -38.0% | 180,000 | -52.6% | 0.41% | -27.1% |
| SAVE | Sell | SPIRIT AIRLS INC | $1,729,000 | -37.6% | 42,900 | -43.8% | 0.37% | -26.5% |
| HTZGQ | Sell | HERTZ GLOBAL HLDGS INC | $1,584,000 | -62.9% | 100,558 | -67.4% | 0.34% | -56.3% |
| TPR | Sell | TAPESTRY INC | $1,540,000 | -63.8% | 57,100 | -65.1% | 0.33% | -57.4% |
| LULU | Sell | LULULEMON ATHLETICA INC | $1,182,000 | -64.1% | 5,100 | -70.2% | 0.25% | -57.6% |
| DDS | Sell | DILLARDS INCcl a | $1,139,000 | -35.9% | 15,500 | -42.4% | 0.24% | -24.8% |
| 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% |
| GRUB | Sell | GRUBHUB INC | $929,000 | -71.0% | 19,100 | -66.5% | 0.20% | -65.8% |
| URBN | Sell | URBAN OUTFITTERS INC | $825,000 | -79.7% | 29,700 | -79.5% | 0.18% | -76.1% |
| 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% |
| CIEN | Sell | CIENA CORP | $756,000 | -29.9% | 17,700 | -35.6% | 0.16% | -17.4% |
| 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% |
| 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% |
| PG | Sell | PROCTER & GAMBLE CO | $587,000 | -30.6% | 4,700 | -30.9% | 0.12% | -18.3% |
| TROX | Sell | TRONOX HOLDINGS PLC | $558,000 | -51.2% | 48,851 | -64.5% | 0.12% | -42.5% |
| NTES | Sell | NETEASE INCsponsored ads | $552,000 | +9.1% | 1,800 | -5.3% | 0.12% | +27.2% |
| PENN | Sell | PENN NATL GAMING INC | $542,000 | -34.2% | 21,201 | -52.1% | 0.12% | -22.8% |
| ENR | Sell | ENERGIZER HLDGS INC NEW | $528,000 | -71.6% | 10,515 | -75.3% | 0.11% | -66.7% |
| 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% |
| TS | Sell | TENARIS S Asponsored ads | $518,000 | -0.6% | 22,900 | -6.9% | 0.11% | +17.0% |
| WTR | Sell | AQUA AMERICA INC | $507,000 | -57.8% | 10,800 | -59.7% | 0.11% | -50.2% |
| LPLA | Sell | LPL FINL HLDGS INC | $470,000 | -18.0% | 5,100 | -27.1% | 0.10% | -3.8% |
| CMC | Sell | COMMERCIAL METALS CO | $454,000 | -5.4% | 20,400 | -26.1% | 0.10% | +11.5% |
| 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% |
| SPGI | Sell | S&P GLOBAL INC | $437,000 | -18.9% | 1,600 | -27.3% | 0.09% | -4.1% |
| URI | Sell | UNITED RENTALS INC | $421,000 | -20.9% | 2,523 | -40.9% | 0.09% | -6.2% |
| COP | Sell | CONOCOPHILLIPS | $410,000 | +4.3% | 6,300 | -8.7% | 0.09% | +22.5% |
| WIX | Sell | WIX COM LTD | $404,000 | -32.1% | 3,300 | -35.3% | 0.09% | -20.4% |
| HCA | Sell | HCA HEALTHCARE INC | $384,000 | -29.5% | 2,600 | -42.5% | 0.08% | -17.2% |
| 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% |
| QRTEA | Sell | QURATE RETAIL INC | $379,000 | -80.2% | 44,953 | -75.7% | 0.08% | -76.5% |
| TEX | Sell | TEREX CORP NEW | $378,000 | -10.6% | 12,700 | -22.1% | 0.08% | +5.3% |
| 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% |
| AMP | Sell | AMERIPRISE FINL INC | $366,000 | -19.7% | 2,200 | -29.0% | 0.08% | -4.9% |
| 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% |
| DISCA | Sell | DISCOVERY INC | $354,000 | -1.7% | 10,800 | -20.0% | 0.08% | +15.4% |
| LMT | Sell | LOCKHEED MARTIN CORP | $350,000 | -10.3% | 900 | -10.0% | 0.07% | +4.2% |
| PEP | Sell | PEPSICO INC | $342,000 | -10.9% | 2,500 | -10.7% | 0.07% | +5.8% |
| VST | Sell | VISTRA ENERGY CORP | $336,000 | -58.1% | 14,603 | -51.3% | 0.07% | -50.3% |
| JBL | Sell | JABIL INC | $335,000 | -47.7% | 8,100 | -54.7% | 0.07% | -38.8% |
| 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% |
| SONY | Sell | SONY CORPsponsored adr | $313,000 | -71.7% | 4,600 | -75.4% | 0.07% | -66.5% |
| ENVA | Sell | ENOVA INTL INC | $315,000 | -24.5% | 13,100 | -34.8% | 0.07% | -10.7% |
| 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% |
| BWA | Sell | BORGWARNER INC | $295,000 | -10.6% | 6,800 | -24.4% | 0.06% | +5.0% |
| 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% |
| MPWR | Sell | MONOLITHIC PWR SYS INC | $285,000 | -65.5% | 1,600 | -69.8% | 0.06% | -59.1% |
| PBR | Sell | PETROLEO BRASILEIRO SA PETROsponsored adr | $282,000 | -79.3% | 17,700 | -81.2% | 0.06% | -75.6% |
| NAV | Sell | NAVISTAR INTL CORP NEW | $284,000 | -24.1% | 9,800 | -26.3% | 0.06% | -11.8% |
| FIVN | Sell | FIVE9 INC | $275,000 | -17.4% | 4,200 | -32.3% | 0.06% | -1.7% |
| HCC | Sell | WARRIOR MET COAL INC | $273,000 | -48.8% | 12,900 | -52.7% | 0.06% | -39.6% |
| 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% |
| NVS | Sell | NOVARTIS A Gsponsored adr | $265,000 | -32.2% | 2,800 | -37.8% | 0.06% | -21.1% |
| BC | Sell | BRUNSWICK CORP | $264,000 | -4.3% | 4,400 | -17.0% | 0.06% | +12.0% |
| YUM | Sell | YUM BRANDS INC | $253,000 | -66.7% | 2,512 | -62.5% | 0.05% | -60.6% |
| SMG | Sell | SCOTTS MIRACLE GRO COcl a | $255,000 | -79.5% | 2,400 | -80.3% | 0.05% | -76.0% |
| 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% |
| GOLD | Sell | BARRICK GOLD CORPORATION | $242,000 | -71.4% | 13,000 | -73.4% | 0.05% | -66.0% |
| 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% |
| PBRA | Sell | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $236,000 | -19.7% | 15,800 | -29.5% | 0.05% | -5.7% |
| MTW | Sell | MANITOWOC CO INC | $236,000 | -1.3% | 13,500 | -29.3% | 0.05% | +16.3% |
| ADBE | Sell | ADOBE INC | $231,000 | -76.1% | 700 | -80.0% | 0.05% | -72.0% |
| 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% |
| ALLY | Sell | ALLY FINL INC | $231,000 | -68.2% | 7,550 | -65.5% | 0.05% | -62.6% |
| VRS | Sell | VERSO CORPcl a | $224,000 | +23.1% | 12,400 | -15.6% | 0.05% | +45.5% |
| DNRCQ | Sell | DENBURY RES INCput | $226,000 | -75.0% | 160,000 | -78.9% | 0.05% | -70.6% |
| 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% |
| 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% |
| MAN | Sell | MANPOWERGROUP INC | $214,000 | -2.3% | 2,200 | -15.4% | 0.05% | +15.0% |
| IONS | Sell | IONIS PHARMACEUTICALS INC | $211,000 | -72.5% | 3,500 | -72.7% | 0.04% | -67.6% |
| 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% |
| DNOW | Sell | NOW INC | $202,000 | -29.6% | 18,000 | -28.0% | 0.04% | -17.3% |
| RVI | Sell | RETAIL VALUE INC | $202,000 | -35.0% | 5,476 | -34.8% | 0.04% | -23.2% |
| NAVI | Sell | NAVIENT CORPORATION | $158,000 | -11.7% | 11,514 | -17.8% | 0.03% | +6.2% |
| SLM | Sell | SLM CORP | $152,000 | -54.8% | 17,100 | -55.1% | 0.03% | -47.5% |
| RUBI | Sell | RUBICON PROJ INC | $143,000 | -20.6% | 17,500 | -15.5% | 0.03% | -9.1% |
| EQT | Sell | EQT CORP | $126,000 | -16.0% | 11,600 | -17.7% | 0.03% | 0.0% |
| CRBP | Sell | CORBUS PHARMACEUTICALS HLDGS | $113,000 | -6.6% | 20,700 | -16.9% | 0.02% | +9.1% |
| 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.