$426 Million is the total value of ELLINGTON MANAGEMENT GROUP LLC's 511 reported holdings in Q1 2020. The portfolio turnover from Q4 2019 to Q1 2020 was 139.6% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Buy | NABORS INDS INC NEWnote 0.750% 1/1 | $24,624,000 | -43.3% | 114,530,000 | +100.3% | 5.78% | -37.4% | |
| F | Buy | FORD MTR CO DELcall | $21,981,000 | -6.9% | 4,550,700 | +79.2% | 5.16% | +2.6% |
| T | New | AT&T INCput | $17,356,000 | – | 595,400 | +100.0% | 4.07% | – |
| AAL | New | AMERICAN AIRLS GROUP INCput | $10,829,000 | – | 888,400 | +100.0% | 2.54% | – |
| VZ | New | VERIZON COMMUNICATIONS INCput | $9,613,000 | – | 178,900 | +100.0% | 2.26% | – |
| TSLA | TESLA INCput | $8,227,000 | +25.3% | 15,700 | 0.0% | 1.93% | +38.1% | |
| SPY | New | SPDR S&P 500 ETF TRtr unit | $5,439,000 | – | 21,100 | +100.0% | 1.28% | – |
| EFC | Buy | ELLINGTON FINANCIAL INC | $4,859,000 | -68.8% | 850,887 | +0.1% | 1.14% | -65.6% |
| PBI | Buy | PITNEY BOWES INC | $4,459,000 | +233.0% | 2,185,866 | +557.7% | 1.05% | +267.0% |
| LEN | New | LENNAR CORPput | $3,710,000 | – | 97,100 | +100.0% | 0.87% | – |
| AGNC | New | AGNC INVT CORP | $3,643,000 | – | 344,298 | +100.0% | 0.86% | – |
| NFLX | Buy | NETFLIX INC | $3,267,000 | +908.3% | 8,700 | +770.0% | 0.77% | +1011.6% |
| AXL | Buy | AMERICAN AXLE & MFG HLDGS IN | $2,800,000 | +3.4% | 775,487 | +208.1% | 0.66% | +13.9% |
| WMT | Buy | WALMART INC | $2,750,000 | +1.1% | 24,200 | +5.7% | 0.64% | +11.4% |
| NLY | Buy | ANNALY CAPITAL MANAGEMENT IN | $2,601,000 | +185.2% | 512,983 | +430.0% | 0.61% | +214.4% |
| TOL | Buy | TOLL BROTHERS INC | $2,596,000 | +296.9% | 134,859 | +714.4% | 0.61% | +338.1% |
| RLGY | New | REALOGY HLDGS CORP | $2,587,000 | – | 859,369 | +100.0% | 0.61% | – |
| RC | Buy | READY CAP CORP | $2,555,000 | +23.1% | 353,826 | +162.9% | 0.60% | +35.7% |
| SPOT | Buy | SPOTIFY TECHNOLOGY S A | $2,271,000 | +161.9% | 18,700 | +222.4% | 0.53% | +188.1% |
| PZZA | Buy | PAPA JOHNS INTL INC | $2,236,000 | +722.1% | 41,900 | +874.4% | 0.52% | +805.2% |
| SPR | New | SPIRIT AEROSYSTEMS HLDGS INCput | $2,168,000 | – | 90,600 | +100.0% | 0.51% | – |
| PETS | New | PETMED EXPRESS INC | $2,146,000 | – | 74,563 | +100.0% | 0.50% | – |
| INTU | New | INTUIT | $2,116,000 | – | 9,200 | +100.0% | 0.50% | – |
| HRL | New | HORMEL FOODS CORP | $2,103,000 | – | 45,100 | +100.0% | 0.49% | – |
| FDX | New | FEDEX CORP | $2,013,000 | – | 16,600 | +100.0% | 0.47% | – |
| ESS | New | ESSEX PPTY TR INC | $1,982,000 | – | 9,000 | +100.0% | 0.46% | – |
| ESNT | Sell | ESSENT GROUP LTD | $1,976,000 | -61.5% | 75,017 | -24.0% | 0.46% | -57.5% |
| DISH | Buy | DISH NETWORK CORPORATIONcl a | $1,897,000 | -23.4% | 94,900 | +36.0% | 0.44% | -15.6% |
| TRU | New | TRANSUNION | $1,880,000 | – | 28,400 | +100.0% | 0.44% | – |
| AAP | New | ADVANCE AUTO PARTS INC | $1,829,000 | – | 19,600 | +100.0% | 0.43% | – |
| CSX | New | CSX CORP | $1,822,000 | – | 31,800 | +100.0% | 0.43% | – |
| COTY | New | COTY INC | $1,788,000 | – | 346,600 | +100.0% | 0.42% | – |
| FAF | New | FIRST AMERN FINL CORP | $1,781,000 | – | 42,000 | +100.0% | 0.42% | – |
| CI | New | CIGNA CORP NEW | $1,772,000 | – | 10,000 | +100.0% | 0.42% | – |
| ICE | New | INTERCONTINENTAL EXCHANGE IN | $1,736,000 | – | 21,500 | +100.0% | 0.41% | – |
| WW | Buy | WW INTL INC | $1,730,000 | -45.2% | 102,281 | +23.8% | 0.41% | -39.6% |
| MTG | Sell | MGIC INVT CORP WIS | $1,691,000 | -75.3% | 266,338 | -44.9% | 0.40% | -72.8% |
| SAIC | New | SCIENCE APPLICATNS INTL CP N | $1,672,000 | – | 22,400 | +100.0% | 0.39% | – |
| CVS | Buy | CVS HEALTH CORP | $1,652,000 | -13.8% | 27,850 | +7.9% | 0.39% | -4.9% |
| TEAM | Buy | ATLASSIAN CORP PLCcl a | $1,620,000 | +438.2% | 11,800 | +372.0% | 0.38% | +493.8% |
| SFM | New | SPROUTS FMRS MKT INC | $1,610,000 | – | 86,600 | +100.0% | 0.38% | – |
| AMCX | Buy | AMC NETWORKS INCcl a | $1,602,000 | +16.7% | 65,881 | +89.6% | 0.38% | +28.8% |
| BG | Buy | BUNGE LIMITED | $1,592,000 | +432.4% | 38,800 | +646.2% | 0.37% | +484.4% |
| KMB | Buy | KIMBERLY CLARK CORP | $1,573,000 | +257.5% | 12,300 | +284.4% | 0.37% | +292.6% |
| MGM | New | MGM RESORTS INTERNATIONALput | $1,527,000 | – | 129,400 | +100.0% | 0.36% | – |
| PFSI | Buy | PENNYMAC FINL SVCS INC | $1,500,000 | -15.0% | 67,864 | +30.8% | 0.35% | -6.4% |
| WING | New | WINGSTOP INC | $1,498,000 | – | 18,800 | +100.0% | 0.35% | – |
| ASML | New | ASML HOLDING N V | $1,491,000 | – | 5,700 | +100.0% | 0.35% | – |
| SSNC | Buy | SS&C TECHNOLOGIES HLDGS INC | $1,477,000 | +547.8% | 33,700 | +805.9% | 0.35% | +608.2% |
| TCOM | New | TRIP COM GROUP LTDads | $1,475,000 | – | 62,900 | +100.0% | 0.35% | – |
| COLD | New | AMERICOLD RLTY TR | $1,460,000 | – | 42,900 | +100.0% | 0.34% | – |
| PLD | Buy | PROLOGIS INC. | $1,455,000 | +240.0% | 18,100 | +277.1% | 0.34% | +274.7% |
| GPK | New | GRAPHIC PACKAGING HLDG CO | $1,449,000 | – | 118,800 | +100.0% | 0.34% | – |
| AZN | Buy | ASTRAZENECA PLCsponsored adr | $1,443,000 | +446.6% | 32,300 | +509.4% | 0.34% | +505.4% |
| AAPL | Buy | APPLE INC | $1,424,000 | -6.7% | 5,600 | +7.7% | 0.33% | +2.8% |
| DDS | Buy | DILLARDS INCcl a | $1,411,000 | +23.9% | 38,200 | +146.5% | 0.33% | +36.8% |
| CRI | New | CARTERS INC | $1,361,000 | – | 20,700 | +100.0% | 0.32% | – |
| CHKP | Buy | CHECK POINT SOFTWARE TECH LTord | $1,347,000 | +538.4% | 13,400 | +605.3% | 0.32% | +602.2% |
| MCK | Buy | MCKESSON CORP | $1,339,000 | +259.0% | 9,900 | +266.7% | 0.31% | +297.5% |
| ELS | Buy | EQUITY LIFESTYLE PPTYS INC | $1,316,000 | +450.6% | 22,900 | +573.5% | 0.31% | +505.9% |
| ZS | New | ZSCALER INC | $1,315,000 | – | 21,600 | +100.0% | 0.31% | – |
| ABR | New | ARBOR RLTY TR INC | $1,308,000 | – | 266,940 | +100.0% | 0.31% | – |
| OKTA | New | OKTA INCcl a | $1,308,000 | – | 10,700 | +100.0% | 0.31% | – |
| CPB | Buy | CAMPBELL SOUP CO | $1,297,000 | +523.6% | 28,100 | +569.0% | 0.30% | +590.9% |
| CL | New | COLGATE PALMOLIVE CO | $1,287,000 | – | 19,400 | +100.0% | 0.30% | – |
| GE | Buy | GENERAL ELECTRIC CO | $1,272,000 | +140.9% | 160,200 | +238.7% | 0.30% | +167.0% |
| CTVA | New | CORTEVA INC | $1,262,000 | – | 53,700 | +100.0% | 0.30% | – |
| PG | Buy | PROCTER & GAMBLE CO | $1,254,000 | +113.6% | 11,400 | +142.6% | 0.29% | +135.2% |
| VST | Buy | VISTRA ENERGY CORP | $1,229,000 | +265.8% | 77,000 | +427.3% | 0.29% | +300.0% |
| AA | New | ALCOA CORP | $1,223,000 | – | 198,503 | +100.0% | 0.29% | – |
| HD | New | HOME DEPOT INC | $1,195,000 | – | 6,400 | +100.0% | 0.28% | – |
| DOW | New | DOW INC | $1,173,000 | – | 40,100 | +100.0% | 0.28% | – |
| ATVI | New | ACTIVISION BLIZZARD INC | $1,169,000 | – | 19,650 | +100.0% | 0.27% | – |
| TROX | Buy | TRONOX HOLDINGS PLC | $1,164,000 | +108.6% | 233,701 | +378.4% | 0.27% | +129.4% |
| PNC | Buy | PNC FINL SVCS GROUP INC | $1,158,000 | +456.7% | 12,100 | +830.8% | 0.27% | +518.2% |
| NOC | New | NORTHROP GRUMMAN CORP | $1,150,000 | – | 3,800 | +100.0% | 0.27% | – |
| MAT | Buy | MATTEL INC | $1,130,000 | +368.9% | 128,300 | +620.9% | 0.26% | +419.6% |
| DHI | New | D R HORTON INC | $1,125,000 | – | 33,100 | +100.0% | 0.26% | – |
| SLB | Buy | SCHLUMBERGER LTD | $1,122,000 | +179.1% | 83,200 | +732.0% | 0.26% | +205.8% |
| NRG | New | NRG ENERGY INC | $1,121,000 | – | 41,106 | +100.0% | 0.26% | – |
| AMH | New | AMERICAN HOMES 4 RENTcl a | $1,121,000 | – | 48,300 | +100.0% | 0.26% | – |
| WY | Buy | WEYERHAEUSER CO | $1,117,000 | +367.4% | 65,900 | +734.2% | 0.26% | +413.7% |
| TSCO | New | TRACTOR SUPPLY CO | $1,116,000 | – | 13,200 | +100.0% | 0.26% | – |
| CMG | New | CHIPOTLE MEXICAN GRILL INC | $1,112,000 | – | 1,700 | +100.0% | 0.26% | – |
| PEG | New | PUBLIC SVC ENTERPRISE GRP IN | $1,109,000 | – | 24,700 | +100.0% | 0.26% | – |
| DLTR | Buy | DOLLAR TREE INC | $1,109,000 | +53.2% | 15,100 | +96.1% | 0.26% | +68.8% |
| PRMW | New | PRIMO WATER CORPORATION | $1,105,000 | – | 122,000 | +100.0% | 0.26% | – |
| WIX | Buy | WIX COM LTD | $1,099,000 | +172.0% | 10,900 | +230.3% | 0.26% | +200.0% |
| LITE | New | LUMENTUM HLDGS INC | $1,098,000 | – | 14,900 | +100.0% | 0.26% | – |
| PANW | New | PALO ALTO NETWORKS INC | $1,082,000 | – | 6,600 | +100.0% | 0.25% | – |
| LEN | New | LENNAR CORPcl a | $1,077,000 | – | 28,200 | +100.0% | 0.25% | – |
| TGT | Buy | TARGET CORP | $1,078,000 | -2.3% | 11,600 | +34.9% | 0.25% | +7.7% |
| FMC | New | F M C CORP | $1,078,000 | – | 13,200 | +100.0% | 0.25% | – |
| AMD | New | ADVANCED MICRO DEVICES INC | $1,073,000 | – | 23,600 | +100.0% | 0.25% | – |
| HST | New | HOST HOTELS & RESORTS INC | $1,070,000 | – | 96,950 | +100.0% | 0.25% | – |
| DD | Buy | DUPONT DE NEMOURS INC | $1,057,000 | +22.9% | 31,000 | +131.3% | 0.25% | +35.5% |
| COG | New | CABOT OIL & GAS CORP | $1,054,000 | – | 61,300 | +100.0% | 0.25% | – |
| ADBE | Buy | ADOBE INC | $1,050,000 | +354.5% | 3,300 | +371.4% | 0.25% | +402.0% |
| STT | Buy | STATE STR CORP | $1,049,000 | +47.3% | 19,700 | +118.9% | 0.25% | +61.8% |
| WMB | Buy | WILLIAMS COS INC | $1,049,000 | +203.2% | 74,100 | +407.5% | 0.25% | +232.4% |
| ANTM | New | ANTHEM INC | $1,044,000 | – | 4,600 | +100.0% | 0.24% | – |
| HAL | New | HALLIBURTON CO | $1,046,000 | – | 152,700 | +100.0% | 0.24% | – |
| SNV | New | SYNOVUS FINL CORP | $1,041,000 | – | 59,300 | +100.0% | 0.24% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $1,036,000 | – | 6,700 | +100.0% | 0.24% | – |
| EOG | New | EOG RES INC | $1,024,000 | – | 28,500 | +100.0% | 0.24% | – |
| ZION | New | ZIONS BANCORPORATION N A | $1,014,000 | – | 37,900 | +100.0% | 0.24% | – |
| URBN | Buy | URBAN OUTFITTERS INC | $1,000,000 | +21.2% | 70,200 | +136.4% | 0.24% | +33.5% |
| NSP | New | INSPERITY INC | $992,000 | – | 26,600 | +100.0% | 0.23% | – |
| CALM | New | CAL MAINE FOODS INC | $994,000 | – | 22,600 | +100.0% | 0.23% | – |
| TDG | New | TRANSDIGM GROUP INC | $988,000 | – | 3,086 | +100.0% | 0.23% | – |
| WDFC | New | WD-40 CO | $977,000 | – | 4,866 | +100.0% | 0.23% | – |
| UNH | Buy | UNITEDHEALTH GROUP INC | $973,000 | +314.0% | 3,900 | +387.5% | 0.23% | +356.0% |
| CUBE | New | CUBESMART | $964,000 | – | 36,000 | +100.0% | 0.23% | – |
| UNP | New | UNION PAC CORP | $959,000 | – | 6,800 | +100.0% | 0.22% | – |
| KBH | Buy | KB HOME | $954,000 | +281.6% | 52,700 | +621.7% | 0.22% | +322.6% |
| NVDA | Sell | NVIDIA CORP | $949,000 | -22.5% | 3,600 | -30.8% | 0.22% | -14.2% |
| CME | New | CME GROUP INC | $951,000 | – | 5,500 | +100.0% | 0.22% | – |
| COMM | New | COMMSCOPE HLDG CO INC | $949,000 | – | 104,200 | +100.0% | 0.22% | – |
| TAL | New | TAL EDUCATION GROUPsponsored ads | $932,000 | – | 17,500 | +100.0% | 0.22% | – |
| ADT | New | ADT INC | $926,000 | – | 214,424 | +100.0% | 0.22% | – |
| ALNY | New | ALNYLAM PHARMACEUTICALS INC | $925,000 | – | 8,500 | +100.0% | 0.22% | – |
| EVR | New | EVERCORE INCclass a | $926,000 | – | 20,100 | +100.0% | 0.22% | – |
| MTB | Buy | M & T BK CORP | $921,000 | +261.2% | 8,900 | +493.3% | 0.22% | +300.0% |
| FITB | New | FIFTH THIRD BANCORP | $915,000 | – | 61,600 | +100.0% | 0.22% | – |
| GIS | Sell | GENERAL MLS INC | $918,000 | -52.9% | 17,400 | -52.2% | 0.22% | -48.2% |
| GOLD | Buy | BARRICK GOLD CORPORATION | $911,000 | +276.4% | 49,700 | +282.3% | 0.21% | +311.5% |
| BMY | Buy | BRISTOL-MYERS SQUIBB CO | $909,000 | -6.2% | 16,300 | +7.9% | 0.21% | +3.4% |
| STX | New | SEAGATE TECHNOLOGY PLC | $908,000 | – | 18,600 | +100.0% | 0.21% | – |
| ITUB | New | ITAU UNIBANCO HLDG S Aspon adr rep pfd | $902,000 | – | 200,900 | +100.0% | 0.21% | – |
| KEY | Buy | KEYCORP | $899,000 | +85.7% | 86,700 | +262.8% | 0.21% | +104.9% |
| QSR | Sell | RESTAURANT BRANDS INTL INC | $897,000 | -45.9% | 22,400 | -13.8% | 0.21% | -40.2% |
| REG | New | REGENCY CTRS CORP | $895,000 | – | 23,300 | +100.0% | 0.21% | – |
| AES | Buy | AES CORP | $892,000 | +229.2% | 65,600 | +381.3% | 0.21% | +260.3% |
| JPM | New | JPMORGAN CHASE & CO | $891,000 | – | 9,900 | +100.0% | 0.21% | – |
| HDS | New | HD SUPPLY HLDGS INC | $881,000 | – | 31,000 | +100.0% | 0.21% | – |
| EQNR | Buy | EQUINOR ASAsponsored adr | $883,000 | +209.8% | 72,500 | +407.0% | 0.21% | +239.3% |
| PBRA | Buy | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $866,000 | +266.9% | 160,700 | +917.1% | 0.20% | +306.0% |
| GRMN | New | GARMIN LTD | $862,000 | – | 11,500 | +100.0% | 0.20% | – |
| SE | New | SEA LTDsponsored ads | $851,000 | – | 19,200 | +100.0% | 0.20% | – |
| DELL | New | DELL TECHNOLOGIES INCcl c | $850,000 | – | 21,500 | +100.0% | 0.20% | – |
| NTRS | New | NORTHERN TR CORP | $845,000 | – | 11,200 | +100.0% | 0.20% | – |
| CRUS | New | CIRRUS LOGIC INC | $840,000 | – | 12,800 | +100.0% | 0.20% | – |
| DISCA | Buy | DISCOVERY INC | $838,000 | +136.7% | 43,100 | +299.1% | 0.20% | +162.7% |
| HCA | Buy | HCA HEALTHCARE INC | $827,000 | +115.4% | 9,200 | +253.8% | 0.19% | +136.6% |
| KHC | Buy | KRAFT HEINZ CO | $826,000 | +21.8% | 33,400 | +58.3% | 0.19% | +34.7% |
| WSM | Buy | WILLIAMS SONOMA INC | $819,000 | -14.9% | 19,250 | +46.9% | 0.19% | -6.3% |
| ATH | New | ATHENE HLDG LTDcl a | $812,000 | – | 32,700 | +100.0% | 0.19% | – |
| WEX | New | WEX INC | $815,000 | – | 7,800 | +100.0% | 0.19% | – |
| CERN | New | CERNER CORP | $800,000 | – | 12,700 | +100.0% | 0.19% | – |
| MSI | New | MOTOROLA SOLUTIONS INC | $798,000 | – | 6,000 | +100.0% | 0.19% | – |
| DBI | Sell | DESIGNER BRANDS INCcl a | $793,000 | -68.7% | 159,284 | -1.1% | 0.19% | -65.6% |
| NCR | Buy | NCR CORP NEW | $793,000 | +257.2% | 44,800 | +608.1% | 0.19% | +295.7% |
| BMRN | Buy | BIOMARIN PHARMACEUTICAL INC | $786,000 | +151.1% | 9,300 | +151.4% | 0.18% | +174.6% |
| TPH | New | TRI POINTE GROUP INC | $785,000 | – | 89,500 | +100.0% | 0.18% | – |
| NKE | Sell | NIKE INCcl b | $778,000 | -63.8% | 9,400 | -55.7% | 0.18% | -60.0% |
| W | New | WAYFAIR INCcl a | $780,000 | – | 14,600 | +100.0% | 0.18% | – |
| KBR | New | KBR INC | $776,000 | – | 37,500 | +100.0% | 0.18% | – |
| DISCK | New | DISCOVERY INC | $775,000 | – | 44,200 | +100.0% | 0.18% | – |
| GFI | New | GOLD FIELDS LTD NEWsponsored adr | $772,000 | – | 162,500 | +100.0% | 0.18% | – |
| ENR | Buy | ENERGIZER HLDGS INC NEW | $771,000 | +46.0% | 25,500 | +142.5% | 0.18% | +61.6% |
| HBI | Sell | HANESBRANDS INC | $767,000 | -79.3% | 97,457 | -60.9% | 0.18% | -77.1% |
| RWT | Sell | REDWOOD TR INC | $758,000 | -88.6% | 149,866 | -62.6% | 0.18% | -87.4% |
| WWE | New | WORLD WRESTLING ENTMT INCcl a | $753,000 | – | 22,200 | +100.0% | 0.18% | – |
| TPR | Buy | TAPESTRY INC | $751,000 | -51.2% | 58,000 | +1.6% | 0.18% | -46.3% |
| AMN | New | AMN HEALTHCARE SVCS INC | $752,000 | – | 13,000 | +100.0% | 0.18% | – |
| EFX | New | EQUIFAX INC | $741,000 | – | 6,200 | +100.0% | 0.17% | – |
| CIM | New | CHIMERA INVT CORP | $740,000 | – | 81,300 | +100.0% | 0.17% | – |
| PRGO | Buy | PERRIGO CO PLC | $736,000 | +90.2% | 15,300 | +104.0% | 0.17% | +111.0% |
| STWD | Buy | STARWOOD PPTY TR INC | $731,000 | +209.7% | 71,300 | +650.5% | 0.17% | +244.0% |
| FNF | Buy | FIDELITY NATIONAL FINANCIAL | $729,000 | +89.4% | 29,300 | +244.7% | 0.17% | +108.5% |
| CVX | New | CHEVRON CORP NEW | $717,000 | – | 9,900 | +100.0% | 0.17% | – |
| OC | New | OWENS CORNING NEW | $714,000 | – | 18,400 | +100.0% | 0.17% | – |
| MED | New | MEDIFAST INC | $706,000 | – | 11,300 | +100.0% | 0.17% | – |
| NLOK | New | NORTONLIFELOCK INC | $692,000 | – | 37,000 | +100.0% | 0.16% | – |
| VRTX | New | VERTEX PHARMACEUTICALS INC | $690,000 | – | 2,900 | +100.0% | 0.16% | – |
| MDU | Buy | MDU RES GROUP INC | $692,000 | +62.8% | 32,200 | +125.2% | 0.16% | +80.0% |
| DOCU | New | DOCUSIGN INC | $684,000 | – | 7,400 | +100.0% | 0.16% | – |
| SBRA | New | SABRA HEALTH CARE REIT INC | $687,000 | – | 62,900 | +100.0% | 0.16% | – |
| GNRC | New | GENERAC HLDGS INC | $680,000 | – | 7,300 | +100.0% | 0.16% | – |
| SPR | Buy | SPIRIT AEROSYSTEMS HLDGS INC | $668,000 | +47.8% | 27,900 | +350.0% | 0.16% | +63.5% |
| GLW | New | CORNING INC | $659,000 | – | 32,100 | +100.0% | 0.16% | – |
| CCK | New | CROWN HLDGS INC | $656,000 | – | 11,300 | +100.0% | 0.15% | – |
| NMIH | New | NMI HLDGS INCcl a | $650,000 | – | 56,000 | +100.0% | 0.15% | – |
| BJ | Buy | BJS WHSL CLUB HLDGS INC | $652,000 | +48.5% | 25,600 | +32.6% | 0.15% | +64.5% |
| BAC | New | BK OF AMERICA CORP | $650,000 | – | 30,600 | +100.0% | 0.15% | – |
| DXC | Buy | DXC TECHNOLOGY CO | $649,000 | +26.0% | 49,700 | +262.8% | 0.15% | +38.2% |
| PFE | New | PFIZER INC | $643,000 | – | 19,700 | +100.0% | 0.15% | – |
| Buy | WESTERN ASSET MTG CAP CORPnote 6.750%10/0 | $642,000 | -37.1% | 2,000,000 | +100.0% | 0.15% | -30.4% | |
| CAG | New | CONAGRA BRANDS INC | $640,000 | – | 21,800 | +100.0% | 0.15% | – |
| TAP | New | MOLSON COORS BEVERAGE COcl b | $640,000 | – | 16,400 | +100.0% | 0.15% | – |
| VTR | New | VENTAS INC | $641,000 | – | 23,900 | +100.0% | 0.15% | – |
| AMCR | New | AMCOR PLCord | $638,000 | – | 78,600 | +100.0% | 0.15% | – |
| BRKB | Buy | BERKSHIRE HATHAWAY INC DELcl b new | $640,000 | +28.5% | 3,500 | +59.1% | 0.15% | +41.5% |
| AAL | Buy | AMERICAN AIRLS GROUP INC | $638,000 | +18.4% | 52,351 | +178.3% | 0.15% | +30.4% |
| ERIC | New | ERICSSONadr b sek 10 | $633,000 | – | 78,200 | +100.0% | 0.15% | – |
| GPS | Sell | GAP INC | $636,000 | -73.3% | 90,300 | -33.0% | 0.15% | -70.6% |
| EPC | New | EDGEWELL PERS CARE CO | $633,000 | – | 26,289 | +100.0% | 0.15% | – |
| MOS | New | MOSAIC CO NEW | $636,000 | – | 58,800 | +100.0% | 0.15% | – |
| MTH | New | MERITAGE HOMES CORP | $635,000 | – | 17,400 | +100.0% | 0.15% | – |
| UNVR | New | UNIVAR SOLUTIONS INC | $631,000 | – | 58,900 | +100.0% | 0.15% | – |
| VIAC | Buy | VIACOMCBS INCcl b | $628,000 | -15.9% | 44,800 | +151.7% | 0.15% | -7.5% |
| RAD | New | RITE AID CORP | $623,000 | – | 41,500 | +100.0% | 0.15% | – |
| ATHM | Buy | AUTOHOME INCsp adr rp cl a | $618,000 | +24.6% | 8,700 | +40.3% | 0.14% | +36.8% |
| LH | New | LABORATORY CORP AMER HLDGS | $619,000 | – | 4,900 | +100.0% | 0.14% | – |
| BRX | New | BRIXMOR PPTY GROUP INC | $611,000 | – | 64,300 | +100.0% | 0.14% | – |
| IART | New | INTEGRA LIFESCIENCES HLDGS C | $608,000 | – | 13,600 | +100.0% | 0.14% | – |
| LMT | Buy | LOCKHEED MARTIN CORP | $610,000 | +74.3% | 1,800 | +100.0% | 0.14% | +93.2% |
| KRC | Buy | KILROY RLTY CORP | $605,000 | +157.4% | 9,500 | +239.3% | 0.14% | +184.0% |
| VNO | Buy | VORNADO RLTY TRsh ben int | $605,000 | +42.0% | 16,700 | +160.9% | 0.14% | +56.0% |
| HELE | Buy | HELEN OF TROY CORP LTD | $605,000 | +5.2% | 4,200 | +31.2% | 0.14% | +16.4% |
| CLGX | New | CORELOGIC INC | $605,000 | – | 19,800 | +100.0% | 0.14% | – |
| NRZ | Buy | NEW RESIDENTIAL INVT CORP | $603,000 | +30.8% | 120,400 | +321.0% | 0.14% | +44.9% |
| FAST | New | FASTENAL CO | $603,000 | – | 19,300 | +100.0% | 0.14% | – |
| AXTA | New | AXALTA COATING SYS LTD | $601,000 | – | 34,800 | +100.0% | 0.14% | – |
| LDOS | Buy | LEIDOS HOLDINGS INC | $596,000 | +164.9% | 6,500 | +182.6% | 0.14% | +191.7% |
| OUT | New | OUTFRONT MEDIA INC | $592,000 | – | 43,900 | +100.0% | 0.14% | – |
| LULU | Sell | LULULEMON ATHLETICA INC | $588,000 | -50.3% | 3,100 | -39.2% | 0.14% | -45.2% |
| VIRT | New | VIRTU FINL INCcl a | $590,000 | – | 28,350 | +100.0% | 0.14% | – |
| PGR | New | PROGRESSIVE CORP OHIO | $583,000 | – | 7,900 | +100.0% | 0.14% | – |
| CAH | New | CARDINAL HEALTH INC | $580,000 | – | 12,100 | +100.0% | 0.14% | – |
| MD | Buy | MEDNAX INC | $577,000 | -1.4% | 49,600 | +135.7% | 0.14% | +8.9% |
| TMHC | New | TAYLOR MORRISON HOME CORP | $571,000 | – | 51,900 | +100.0% | 0.13% | – |
| BGS | Sell | B & G FOODS INC NEW | $570,000 | -29.5% | 31,522 | -30.1% | 0.13% | -22.1% |
| NBR | New | NABORS INDUSTRIES LTDcall | $570,000 | – | 1,460,000 | +100.0% | 0.13% | – |
| GT | Sell | GOODYEAR TIRE & RUBR CO | $571,000 | -76.5% | 98,100 | -37.2% | 0.13% | -74.1% |
| COR | New | CORESITE RLTY CORP | $568,000 | – | 4,900 | +100.0% | 0.13% | – |
| SPG | New | SIMON PPTY GROUP INC NEW | $565,000 | – | 10,300 | +100.0% | 0.13% | – |
| JD | New | JD COM INCspon adr cl a | $567,000 | – | 14,000 | +100.0% | 0.13% | – |
| PBF | New | PBF ENERGY INCcl a | $563,000 | – | 79,500 | +100.0% | 0.13% | – |
| MGM | Sell | MGM RESORTS INTERNATIONAL | $564,000 | -73.0% | 47,781 | -23.9% | 0.13% | -70.3% |
| NLSN | New | NIELSEN HLDGS PLC | $562,000 | – | 44,800 | +100.0% | 0.13% | – |
| LBTYA | Buy | LIBERTY GLOBAL PLC | $558,000 | +1.1% | 33,800 | +39.3% | 0.13% | +12.0% |
| GWPH | New | GW PHARMACEUTICALS PLCads | $552,000 | – | 6,300 | +100.0% | 0.13% | – |
| SAFM | Buy | SANDERSON FARMS INC | $555,000 | +21.2% | 4,500 | +73.1% | 0.13% | +34.0% |
| ADC | New | AGREE REALTY CORP | $551,000 | – | 8,900 | +100.0% | 0.13% | – |
| LBTYK | New | LIBERTY GLOBAL PLC | $545,000 | – | 34,700 | +100.0% | 0.13% | – |
| INCY | New | INCYTE CORP | $542,000 | – | 7,400 | +100.0% | 0.13% | – |
| ADNT | New | ADIENT PLC | $535,000 | – | 59,000 | +100.0% | 0.13% | – |
| HCFT | HUNT COS FIN TR INC | $528,000 | -42.7% | 285,344 | 0.0% | 0.12% | -36.7% | |
| DECK | Sell | DECKERS OUTDOOR CORP | $523,000 | -59.2% | 3,900 | -48.7% | 0.12% | -54.9% |
| DVA | New | DAVITA INC | $525,000 | – | 6,900 | +100.0% | 0.12% | – |
| WCC | New | WESCO INTL INC | $526,000 | – | 23,000 | +100.0% | 0.12% | – |
| CC | New | CHEMOURS CO | $526,000 | – | 59,300 | +100.0% | 0.12% | – |
| SKT | New | TANGER FACTORY OUTLET CTRS I | $512,000 | – | 102,300 | +100.0% | 0.12% | – |
| SHW | New | SHERWIN WILLIAMS CO | $505,000 | – | 1,100 | +100.0% | 0.12% | – |
| BABA | New | ALIBABA GROUP HLDG LTDsponsored ads | $506,000 | – | 2,600 | +100.0% | 0.12% | – |
| AJX | New | GREAT AJAX CORP | $497,000 | – | 78,105 | +100.0% | 0.12% | – |
| DISH | New | DISH NETWORK CORPORATIONput | $494,000 | – | 24,700 | +100.0% | 0.12% | – |
| AMX | Buy | AMERICA MOVIL SAB DE CV | $492,000 | +116.7% | 41,800 | +194.4% | 0.12% | +139.6% |
| AAIC | Sell | ARLINGTON ASSET INVST CORPcl a new | $485,000 | -83.7% | 221,522 | -58.4% | 0.11% | -82.0% |
| THC | New | TENET HEALTHCARE CORP | $482,000 | – | 33,500 | +100.0% | 0.11% | – |
| EA | Buy | ELECTRONIC ARTS INC | $481,000 | +86.4% | 4,800 | +100.0% | 0.11% | +105.5% |
| TFC | New | TRUIST FINL CORP | $481,000 | – | 15,600 | +100.0% | 0.11% | – |
| SCHW | Buy | SCHWAB CHARLES CORP | $471,000 | -26.1% | 14,000 | +4.5% | 0.11% | -18.4% |
| AXL | Sell | AMERICAN AXLE & MFG HLDGS INcall | $469,000 | -88.8% | 130,000 | -66.5% | 0.11% | -87.6% |
| VALE | Buy | VALE S Asponsored ads | $464,000 | +42.3% | 56,000 | +126.7% | 0.11% | +58.0% |
| BHF | Buy | BRIGHTHOUSE FINL INC | $462,000 | +59.3% | 19,100 | +158.1% | 0.11% | +74.2% |
| UBS | New | UBS GROUP AG | $455,000 | – | 49,100 | +100.0% | 0.11% | – |
| SJM | New | SMUCKER J M CO | $455,000 | – | 4,100 | +100.0% | 0.11% | – |
| ENTG | New | ENTEGRIS INC | $452,000 | – | 10,100 | +100.0% | 0.11% | – |
| OLN | Sell | OLIN CORP | $450,000 | -50.5% | 38,589 | -26.8% | 0.11% | -45.1% |
| TMUS | New | T MOBILE US INC | $445,000 | – | 5,300 | +100.0% | 0.10% | – |
| J | New | JACOBS ENGR GROUP INC | $444,000 | – | 5,600 | +100.0% | 0.10% | – |
| ALXN | New | ALEXION PHARMACEUTICALS INC | $440,000 | – | 4,900 | +100.0% | 0.10% | – |
| BPMC | Buy | BLUEPRINT MEDICINES CORP | $439,000 | +96.0% | 7,500 | +167.9% | 0.10% | +114.6% |
| ENS | New | ENERSYS | $426,000 | – | 8,600 | +100.0% | 0.10% | – |
| CHWY | New | CHEWY INCcl a | $424,000 | – | 11,300 | +100.0% | 0.10% | – |
| K | New | KELLOGG CO | $420,000 | – | 7,000 | +100.0% | 0.10% | – |
| LVGO | New | LIVONGO HEALTH INC | $422,000 | – | 14,800 | +100.0% | 0.10% | – |
| ADM | New | ARCHER DANIELS MIDLAND CO | $419,000 | – | 11,900 | +100.0% | 0.10% | – |
| LSXMA | New | LIBERTY MEDIA CORP DEL | $418,000 | – | 13,200 | +100.0% | 0.10% | – |
| LHX | New | L3HARRIS TECHNOLOGIES INC | $414,000 | – | 2,300 | +100.0% | 0.10% | – |
| ENPH | New | ENPHASE ENERGY INC | $410,000 | – | 12,700 | +100.0% | 0.10% | – |
| FTI | Buy | TECHNIPFMC PLC | $399,000 | -15.1% | 59,200 | +170.3% | 0.09% | -6.0% |
| IDCC | New | INTERDIGITAL INC | $402,000 | – | 9,000 | +100.0% | 0.09% | – |
| ENIA | New | ENEL AMERICAS S Asponsored adr | $398,000 | – | 65,700 | +100.0% | 0.09% | – |
| LAMR | New | LAMAR ADVERTISING CO NEWcl a | $395,000 | – | 7,700 | +100.0% | 0.09% | – |
| MOH | Sell | MOLINA HEALTHCARE INC | $391,000 | -48.6% | 2,800 | -50.0% | 0.09% | -43.2% |
| HES | New | HESS CORP | $386,000 | – | 11,600 | +100.0% | 0.09% | – |
| KMI | New | KINDER MORGAN INC DEL | $388,000 | – | 27,900 | +100.0% | 0.09% | – |
| AJRD | New | AEROJET ROCKETDYNE HLDGS INC | $389,000 | – | 9,300 | +100.0% | 0.09% | – |
| JLL | New | JONES LANG LASALLE INC | $384,000 | – | 3,800 | +100.0% | 0.09% | – |
| CLR | New | CONTINENTAL RES INC | $377,000 | – | 49,300 | +100.0% | 0.09% | – |
| SIX | Sell | SIX FLAGS ENTMT CORP NEW | $377,000 | -86.3% | 30,097 | -50.6% | 0.09% | -84.9% |
| CMD | New | CANTEL MEDICAL CORP | $370,000 | – | 10,300 | +100.0% | 0.09% | – |
| CHD | New | CHURCH & DWIGHT INC | $372,000 | – | 5,800 | +100.0% | 0.09% | – |
| TW | New | TRADEWEB MKTS INCcl a | $362,000 | – | 8,600 | +100.0% | 0.08% | – |
| SNP | New | CHINA PETE & CHEM CORP | $356,000 | – | 7,300 | +100.0% | 0.08% | – |
| ADSK | New | AUTODESK INC | $359,000 | – | 2,300 | +100.0% | 0.08% | – |
| SPWH | New | SPORTSMANS WHSE HLDGS INC | $360,000 | – | 58,500 | +100.0% | 0.08% | – |
| GOOS | New | CANADA GOOSE HOLDINGS INC | $358,000 | – | 18,000 | +100.0% | 0.08% | – |
| VICI | Buy | VICI PPTYS INC | $353,000 | +2.3% | 21,200 | +57.0% | 0.08% | +13.7% |
| SYF | New | SYNCHRONY FINL | $352,000 | – | 21,900 | +100.0% | 0.08% | – |
| SEDG | New | SOLAREDGE TECHNOLOGIES INC | $352,000 | – | 4,300 | +100.0% | 0.08% | – |
| WFC | New | WELLS FARGO CO NEW | $347,000 | – | 12,100 | +100.0% | 0.08% | – |
| IFF | New | INTERNATIONAL FLAVORS&FRAGRA | $347,000 | – | 3,400 | +100.0% | 0.08% | – |
| IR | New | INGERSOLL RAND INC | $345,000 | – | 13,900 | +100.0% | 0.08% | – |
| EXC | New | EXELON CORP | $342,000 | – | 9,300 | +100.0% | 0.08% | – |
| IAA | Buy | IAA INC | $339,000 | +9.0% | 11,300 | +71.2% | 0.08% | +21.2% |
| SBGI | New | SINCLAIR BROADCAST GROUP INCcl a | $338,000 | – | 21,000 | +100.0% | 0.08% | – |
| SONY | Buy | SONY CORPsponsored adr | $337,000 | +7.7% | 5,700 | +23.9% | 0.08% | +17.9% |
| ZG | New | ZILLOW GROUP INCcl a | $336,000 | – | 9,900 | +100.0% | 0.08% | – |
| OMF | New | ONEMAIN HLDGS INC | $338,000 | – | 17,700 | +100.0% | 0.08% | – |
| PCTY | New | PAYLOCITY HLDG CORP | $336,000 | – | 3,800 | +100.0% | 0.08% | – |
| D | New | DOMINION ENERGY INC | $332,000 | – | 4,600 | +100.0% | 0.08% | – |
| BGNE | New | BEIGENE LTDsponsored adr | $332,000 | – | 2,700 | +100.0% | 0.08% | – |
| STM | Sell | STMICROELECTRONICS N Vny registry | $333,000 | -23.1% | 15,600 | -3.1% | 0.08% | -15.2% |
| HP | New | HELMERICH & PAYNE INC | $332,000 | – | 21,200 | +100.0% | 0.08% | – |
| FLEX | New | FLEX LTDord | $331,000 | – | 39,500 | +100.0% | 0.08% | – |
| GLPI | Buy | GAMING & LEISURE PPTYS INC | $327,000 | +55.0% | 11,800 | +140.8% | 0.08% | +71.1% |
| ITGR | New | INTEGER HLDGS CORP | $327,000 | – | 5,200 | +100.0% | 0.08% | – |
| UL | New | UNILEVER PLCspon adr new | $319,000 | – | 6,300 | +100.0% | 0.08% | – |
| LNG | New | CHENIERE ENERGY INC | $318,000 | – | 9,500 | +100.0% | 0.08% | – |
| FMS | New | FRESENIUS MED CARE AG&CO KGAsponsored adr | $318,000 | – | 9,700 | +100.0% | 0.08% | – |
| SLAB | New | SILICON LABORATORIES INC | $316,000 | – | 3,700 | +100.0% | 0.07% | – |
| THG | Sell | HANOVER INS GROUP INC | $317,000 | -38.9% | 3,500 | -7.9% | 0.07% | -32.7% |
| FSLR | New | FIRST SOLAR INC | $317,000 | – | 8,800 | +100.0% | 0.07% | – |
| UN | New | UNILEVER N V | $312,000 | – | 6,400 | +100.0% | 0.07% | – |
| HBAN | New | HUNTINGTON BANCSHARES INC | $312,000 | – | 38,000 | +100.0% | 0.07% | – |
| WUBA | New | 58 COM INCspon adr rep a | $312,000 | – | 6,400 | +100.0% | 0.07% | – |
| CRWD | New | CROWDSTRIKE HLDGS INCcl a | $312,000 | – | 5,600 | +100.0% | 0.07% | – |
| BLL | Sell | BALL CORP | $310,000 | -6.1% | 4,800 | -5.9% | 0.07% | +4.3% |
| UTHR | Sell | UNITED THERAPEUTICS CORP DEL | $313,000 | -44.5% | 3,300 | -48.4% | 0.07% | -39.2% |
| FCAU | New | FIAT CHRYSLER AUTOMOBILES N | $308,000 | – | 42,800 | +100.0% | 0.07% | – |
| PBCT | New | PEOPLES UTD FINL INC | $308,000 | – | 27,900 | +100.0% | 0.07% | – |
| ZNGA | Sell | ZYNGA INCcl a | $301,000 | -10.7% | 43,900 | -20.3% | 0.07% | -1.4% |
| IGT | New | INTERNATIONAL GAME TECHNOLOG | $298,000 | – | 50,100 | +100.0% | 0.07% | – |
| SABR | New | SABRE CORP | $297,000 | – | 50,100 | +100.0% | 0.07% | – |
| MS | New | MORGAN STANLEY | $299,000 | – | 8,800 | +100.0% | 0.07% | – |
| AGO | New | ASSURED GUARANTY LTD | $299,000 | – | 11,600 | +100.0% | 0.07% | – |
| JAZZ | Buy | JAZZ PHARMACEUTICALS PLC | $299,000 | -4.5% | 3,000 | +42.9% | 0.07% | +4.5% |
| ZUMZ | Sell | ZUMIEZ INC | $294,000 | -75.0% | 17,000 | -50.1% | 0.07% | -72.5% |
| USB | New | US BANCORP DEL | $293,000 | – | 8,500 | +100.0% | 0.07% | – |
| NDAQ | New | NASDAQ INC | $294,000 | – | 3,100 | +100.0% | 0.07% | – |
| ACAD | Sell | ACADIA PHARMACEUTICALS INC | $292,000 | -10.2% | 6,900 | -9.2% | 0.07% | 0.0% |
| BXP | Sell | BOSTON PROPERTIES INC | $286,000 | -60.1% | 3,100 | -40.4% | 0.07% | -56.2% |
| BIG | New | BIG LOTS INC | $284,000 | – | 20,000 | +100.0% | 0.07% | – |
| UHS | New | UNIVERSAL HLTH SVCS INCcl b | $287,000 | – | 2,900 | +100.0% | 0.07% | – |
| CTB | New | COOPER TIRE & RUBR CO | $282,000 | – | 17,300 | +100.0% | 0.07% | – |
| WDC | New | WESTERN DIGITAL CORP. | $283,000 | – | 6,800 | +100.0% | 0.07% | – |
| LENB | New | LENNAR CORPcl b | $283,000 | – | 9,800 | +100.0% | 0.07% | – |
| NOV | Buy | NATIONAL OILWELL VARCO INC | $281,000 | -43.0% | 28,600 | +45.2% | 0.07% | -37.1% |
| OFC | New | CORPORATE OFFICE PPTYS TRsh ben int | $281,000 | – | 12,700 | +100.0% | 0.07% | – |
| AZZ | New | AZZ INC | $281,000 | – | 10,000 | +100.0% | 0.07% | – |
| SMCI | New | SUPER MICRO COMPUTER INC | $277,000 | – | 13,000 | +100.0% | 0.06% | – |
| NMRK | Buy | NEWMARK GROUP INCcl a | $275,000 | -43.5% | 64,600 | +78.5% | 0.06% | -37.5% |
| CHK | Buy | CHESAPEAKE ENERGY CORPcall | $276,000 | +190.5% | 1,600,000 | +1291.3% | 0.06% | +225.0% |
| LRN | New | K12 INC | $273,000 | – | 14,500 | +100.0% | 0.06% | – |
| DFS | New | DISCOVER FINL SVCS | $271,000 | – | 7,600 | +100.0% | 0.06% | – |
| NVS | Buy | NOVARTIS A Gsponsored adr | $272,000 | +2.6% | 3,300 | +17.9% | 0.06% | +14.3% |
| EXPD | New | EXPEDITORS INTL WASH INC | $274,000 | – | 4,100 | +100.0% | 0.06% | – |
| GRFS | New | GRIFOLS S Asp adr rep b nvt | $272,000 | – | 13,500 | +100.0% | 0.06% | – |
| KURA | New | KURA ONCOLOGY INC | $270,000 | – | 27,100 | +100.0% | 0.06% | – |
| UE | New | URBAN EDGE PPTYS | $270,000 | – | 30,600 | +100.0% | 0.06% | – |
| IAC | Sell | IAC INTERACTIVECORP | $269,000 | -71.6% | 1,500 | -60.5% | 0.06% | -68.8% |
| PWR | Sell | QUANTA SVCS INC | $270,000 | -34.9% | 8,500 | -16.7% | 0.06% | -28.4% |
| NBIX | New | NEUROCRINE BIOSCIENCES INC | $268,000 | – | 3,100 | +100.0% | 0.06% | – |
| SYNA | New | SYNAPTICS INC | $266,000 | – | 4,600 | +100.0% | 0.06% | – |
| OMER | New | OMEROS CORP | $266,000 | – | 19,900 | +100.0% | 0.06% | – |
| IDA | New | IDACORP INC | $263,000 | – | 3,000 | +100.0% | 0.06% | – |
| BKR | New | BAKER HUGHES COMPANYcl a | $264,000 | – | 25,100 | +100.0% | 0.06% | – |
| UAA | Buy | UNDER ARMOUR INCcl a | $264,000 | -24.1% | 28,700 | +78.3% | 0.06% | -16.2% |
| ING | New | ING GROEP N.V.sponsored adr | $260,000 | – | 50,500 | +100.0% | 0.06% | – |
| TTWO | New | TAKE-TWO INTERACTIVE SOFTWAR | $261,000 | – | 2,200 | +100.0% | 0.06% | – |
| DOV | New | DOVER CORP | $260,000 | – | 3,100 | +100.0% | 0.06% | – |
| VMC | New | VULCAN MATLS CO | $259,000 | – | 2,400 | +100.0% | 0.06% | – |
| BOOT | New | BOOT BARN HLDGS INC | $256,000 | – | 19,800 | +100.0% | 0.06% | – |
| EBIX | New | EBIX INC | $255,000 | – | 16,800 | +100.0% | 0.06% | – |
| FHN | New | FIRST HORIZON NATL CORP | $256,000 | – | 31,800 | +100.0% | 0.06% | – |
| TRGP | New | TARGA RES CORP | $254,000 | – | 36,700 | +100.0% | 0.06% | – |
| DG | New | DOLLAR GEN CORP NEW | $257,000 | – | 1,700 | +100.0% | 0.06% | – |
| GBT | New | GLOBAL BLOOD THERAPEUTICS IN | $250,000 | – | 4,900 | +100.0% | 0.06% | – |
| NBR | New | NABORS INDUSTRIES LTD | $251,000 | – | 642,484 | +100.0% | 0.06% | – |
| OLED | New | UNIVERSAL DISPLAY CORP | $250,000 | – | 1,900 | +100.0% | 0.06% | – |
| HCKT | New | HACKETT GROUP INC | $253,000 | – | 19,900 | +100.0% | 0.06% | – |
| POWI | New | POWER INTEGRATIONS INC | $247,000 | – | 2,800 | +100.0% | 0.06% | – |
| CHRS | New | COHERUS BIOSCIENCES INC | $248,000 | – | 15,300 | +100.0% | 0.06% | – |
| NWN | New | NORTHWEST NAT HLDG CO | $241,000 | – | 3,900 | +100.0% | 0.06% | – |
| TSN | New | TYSON FOODS INCcl a | $243,000 | – | 4,200 | +100.0% | 0.06% | – |
| SATS | New | ECHOSTAR CORPcl a | $241,000 | – | 7,546 | +100.0% | 0.06% | – |
| FIS | New | FIDELITY NATL INFORMATION SV | $243,000 | – | 2,000 | +100.0% | 0.06% | – |
| DXCM | New | DEXCOM INC | $242,000 | – | 900 | +100.0% | 0.06% | – |
| HCC | Buy | WARRIOR MET COAL INC | $244,000 | -10.6% | 23,000 | +78.3% | 0.06% | -1.7% |
| EHC | New | ENCOMPASS HEALTH CORP | $243,000 | – | 3,800 | +100.0% | 0.06% | – |
| AIMC | New | ALTRA INDL MOTION CORP | $241,000 | – | 13,800 | +100.0% | 0.06% | – |
| PAYX | New | PAYCHEX INC | $239,000 | – | 3,800 | +100.0% | 0.06% | – |
| STOR | New | STORE CAP CORP | $237,000 | – | 13,100 | +100.0% | 0.06% | – |
| TYL | New | TYLER TECHNOLOGIES INC | $237,000 | – | 800 | +100.0% | 0.06% | – |
| CLDR | New | CLOUDERA INC | $238,000 | – | 30,300 | +100.0% | 0.06% | – |
| VIPS | New | VIPSHOP HLDGS LTDsponsored ads a | $240,000 | – | 15,400 | +100.0% | 0.06% | – |
| KT | New | KT CORPsponsored adr | $235,000 | – | 30,200 | +100.0% | 0.06% | – |
| STMP | New | STAMPS COM INC | $234,000 | – | 1,800 | +100.0% | 0.06% | – |
| ARR | New | ARMOUR RESIDENTIAL REIT INC | $233,000 | – | 26,500 | +100.0% | 0.06% | – |
| SITC | Buy | SITE CENTERS CORP | $234,000 | +42.7% | 45,000 | +284.6% | 0.06% | +57.1% |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $233,000 | – | 4,700 | +100.0% | 0.06% | – |
| CDXS | New | CODEXIS INC | $228,000 | – | 20,400 | +100.0% | 0.05% | – |
| WERN | New | WERNER ENTERPRISES INC | $228,000 | – | 6,300 | +100.0% | 0.05% | – |
| HEES | New | H & E EQUIPMENT SERVICES INC | $228,000 | – | 15,500 | +100.0% | 0.05% | – |
| MSEX | New | MIDDLESEX WATER CO | $228,000 | – | 3,800 | +100.0% | 0.05% | – |
| CIR | New | CIRCOR INTL INC | $231,000 | – | 19,900 | +100.0% | 0.05% | – |
| CVCO | New | CAVCO INDS INC DEL | $232,000 | – | 1,600 | +100.0% | 0.05% | – |
| HLF | New | HERBALIFE NUTRITION LTD | $230,000 | – | 7,900 | +100.0% | 0.05% | – |
| SKM | New | SK TELECOM LTDsponsored adr | $231,000 | – | 14,200 | +100.0% | 0.05% | – |
| OGS | New | ONE GAS INC | $226,000 | – | 2,700 | +100.0% | 0.05% | – |
| CE | New | CELANESE CORP DEL | $220,000 | – | 3,000 | +100.0% | 0.05% | – |
| CNC | New | CENTENE CORP DEL | $220,000 | – | 3,700 | +100.0% | 0.05% | – |
| MHO | New | M/I HOMES INC | $220,000 | – | 13,300 | +100.0% | 0.05% | – |
| UCTT | New | ULTRA CLEAN HLDGS INC | $222,000 | – | 16,100 | +100.0% | 0.05% | – |
| UIS | Sell | UNISYS CORP | $219,000 | -71.9% | 17,700 | -73.0% | 0.05% | -69.3% |
| CRM | New | SALESFORCE COM INC | $216,000 | – | 1,500 | +100.0% | 0.05% | – |
| EXPO | New | EXPONENT INC | $216,000 | – | 3,000 | +100.0% | 0.05% | – |
| HRTX | New | HERON THERAPEUTICS INC | $218,000 | – | 18,600 | +100.0% | 0.05% | – |
| MTW | Buy | MANITOWOC CO INC | $219,000 | -7.2% | 25,800 | +91.1% | 0.05% | +2.0% |
| THS | New | TREEHOUSE FOODS INC | $216,000 | – | 4,900 | +100.0% | 0.05% | – |
| NGHC | New | NATIONAL GEN HLDGS CORP | $215,000 | – | 13,000 | +100.0% | 0.05% | – |
| TPC | Buy | TUTOR PERINI CORP | $212,000 | +17.1% | 31,500 | +123.4% | 0.05% | +28.2% |
| TRWH | New | TWIN RIV WORLDWIDE HLDGS INC | $212,000 | – | 16,300 | +100.0% | 0.05% | – |
| WD | Sell | WALKER & DUNLOP INC | $213,000 | -47.7% | 5,300 | -15.9% | 0.05% | -42.5% |
| ORLY | Sell | O REILLY AUTOMOTIVE INC NEW | $211,000 | -74.7% | 700 | -63.2% | 0.05% | -71.8% |
| MKC | Sell | MCCORMICK & CO INC | $212,000 | -75.0% | 1,500 | -70.0% | 0.05% | -72.4% |
| RACE | New | FERRARI N V | $214,000 | – | 1,400 | +100.0% | 0.05% | – |
| GWRE | New | GUIDEWIRE SOFTWARE INC | $214,000 | – | 2,700 | +100.0% | 0.05% | – |
| EAF | New | GRAFTECH INTL LTD | $212,000 | – | 26,100 | +100.0% | 0.05% | – |
| FR | New | FIRST INDL RLTY TR INC | $213,000 | – | 6,400 | +100.0% | 0.05% | – |
| SVC | New | SERVICE PPTYS TR | $215,000 | – | 39,800 | +100.0% | 0.05% | – |
| PEB | New | PEBBLEBROOK HOTEL TR | $207,000 | – | 19,000 | +100.0% | 0.05% | – |
| AXL | Sell | AMERICAN AXLE & MFG HLDGS INput | $210,000 | -89.2% | 58,200 | -67.7% | 0.05% | -88.1% |
| ATRA | New | ATARA BIOTHERAPEUTICS INC | $208,000 | – | 24,500 | +100.0% | 0.05% | – |
| IEX | New | IDEX CORP | $207,000 | – | 1,500 | +100.0% | 0.05% | – |
| RIO | New | RIO TINTO PLCsponsored adr | $210,000 | – | 4,600 | +100.0% | 0.05% | – |
| SLGN | New | SILGAN HOLDINGS INC | $206,000 | – | 7,100 | +100.0% | 0.05% | – |
| ARCH | New | ARCH COAL INCcl a | $205,000 | – | 7,100 | +100.0% | 0.05% | – |
| NVAX | New | NOVAVAX INC | $204,000 | – | 15,000 | +100.0% | 0.05% | – |
| KSU | New | KANSAS CITY SOUTHERN | $203,000 | – | 1,600 | +100.0% | 0.05% | – |
| PSTG | New | PURE STORAGE INCcl a | $203,000 | – | 16,500 | +100.0% | 0.05% | – |
| QNST | New | QUINSTREET INC | $203,000 | – | 25,200 | +100.0% | 0.05% | – |
| LII | New | LENNOX INTL INC | $200,000 | – | 1,100 | +100.0% | 0.05% | – |
| RF | New | REGIONS FINANCIAL CORP NEW | $199,000 | – | 22,200 | +100.0% | 0.05% | – |
| APOG | New | APOGEE ENTERPRISES INC | $202,000 | – | 9,700 | +100.0% | 0.05% | – |
| ERJ | New | EMBRAER S.A.sponsored ads | $200,000 | – | 27,000 | +100.0% | 0.05% | – |
| VIAV | New | VIAVI SOLUTIONS INC | $195,000 | – | 17,400 | +100.0% | 0.05% | – |
| BZH | Buy | BEAZER HOMES USA INC | $194,000 | -30.2% | 30,200 | +53.3% | 0.05% | -22.0% |
| EURN | New | EURONAV NV ANTWERPEN | $191,000 | – | 16,900 | +100.0% | 0.04% | – |
| GTHX | New | G1 THERAPEUTICS INC | $191,000 | – | 17,300 | +100.0% | 0.04% | – |
| RDUS | New | RADIUS HEALTH INC | $187,000 | – | 14,400 | +100.0% | 0.04% | – |
| SUM | New | SUMMIT MATLS INCcl a | $186,000 | – | 12,400 | +100.0% | 0.04% | – |
| RTRX | New | RETROPHIN INC | $188,000 | – | 12,900 | +100.0% | 0.04% | – |
| SMFG | Buy | SUMITOMO MITSUI FINL GROUP Isponsored adr | $182,000 | +65.5% | 38,100 | +157.4% | 0.04% | +87.0% |
| AX | New | AXOS FINL INC | $185,000 | – | 10,200 | +100.0% | 0.04% | – |
| GLT | New | GLATFELTER | $181,000 | – | 14,800 | +100.0% | 0.04% | – |
| LADR | New | LADDER CAP CORPcl a | $180,000 | – | 37,900 | +100.0% | 0.04% | – |
| CNOB | New | CONNECTONE BANCORP INC NEW | $169,000 | – | 12,600 | +100.0% | 0.04% | – |
| SFL | New | SFL CORPORATION LTD | $170,000 | – | 18,000 | +100.0% | 0.04% | – |
| VKTX | New | VIKING THERAPEUTICS INC | $171,000 | – | 36,600 | +100.0% | 0.04% | – |
| GLDD | Sell | GREAT LAKES DREDGE & DOCK CO | $168,000 | -37.1% | 20,200 | -14.4% | 0.04% | -31.6% |
| DESP | Buy | DESPEGAR COM CORP | $168,000 | +23.5% | 29,700 | +194.1% | 0.04% | +34.5% |
| FLY | New | FLY LEASING LTDsponsored adr | $168,000 | – | 23,900 | +100.0% | 0.04% | – |
| CMC | Sell | COMMERCIAL METALS CO | $163,000 | -64.1% | 10,300 | -49.5% | 0.04% | -60.8% |
| KN | New | KNOWLES CORP | $162,000 | – | 12,100 | +100.0% | 0.04% | – |
| KOP | New | KOPPERS HOLDINGS INC | $163,000 | – | 13,200 | +100.0% | 0.04% | – |
| ORTX | New | ORCHARD THERAPEUTICS PLCads | $162,000 | – | 21,500 | +100.0% | 0.04% | – |
| OPRA | Buy | OPERA LTDsponsored ads | $164,000 | +14.7% | 30,500 | +96.8% | 0.04% | +26.7% |
| KALA | New | KALA PHARMACEUTICALS INC | $160,000 | – | 18,200 | +100.0% | 0.04% | – |
| APTS | New | PREFERRED APT CMNTYS INC | $159,000 | – | 22,100 | +100.0% | 0.04% | – |
| ARI | New | APOLLO COML REAL EST FIN INC | $156,000 | – | 21,000 | +100.0% | 0.04% | – |
| NAVI | Buy | NAVIENT CORPORATION | $158,000 | 0.0% | 20,900 | +81.5% | 0.04% | +8.8% |
| SLM | Buy | SLM CORP | $156,000 | +2.6% | 21,700 | +26.9% | 0.04% | +15.6% |
| MPAA | New | MOTORCAR PTS AMER INC | $152,000 | – | 12,100 | +100.0% | 0.04% | – |
| ACRE | New | ARES COML REAL ESTATE CORP | $148,000 | – | 21,200 | +100.0% | 0.04% | – |
| TEVA | Sell | TEVA PHARMACEUTICAL INDS LTDsponsored ads | $150,000 | -71.2% | 16,700 | -68.6% | 0.04% | -68.5% |
| VSTO | Sell | VISTA OUTDOOR INC | $148,000 | -52.3% | 16,800 | -59.5% | 0.04% | -47.0% |
| DX | New | DYNEX CAP INC | $151,000 | – | 14,500 | +100.0% | 0.04% | – |
| WBT | New | WELBILT INC | $146,000 | – | 28,500 | +100.0% | 0.03% | – |
| RGS | New | REGIS CORP MINN | $145,000 | – | 24,600 | +100.0% | 0.03% | – |
| PLAB | New | PHOTRONICS INC | $141,000 | – | 13,700 | +100.0% | 0.03% | – |
| DTIL | New | PRECISION BIOSCIENCES INC | $140,000 | – | 23,300 | +100.0% | 0.03% | – |
| PE | New | PARSLEY ENERGY INCcl a | $138,000 | – | 24,100 | +100.0% | 0.03% | – |
| CORT | New | CORCEPT THERAPEUTICS INC | $136,000 | – | 11,400 | +100.0% | 0.03% | – |
| QIWI | New | QIWI PLCspon adr rep b | $131,000 | – | 12,200 | +100.0% | 0.03% | – |
| PLYM | New | PLYMOUTH INDL REIT INC | $134,000 | – | 12,000 | +100.0% | 0.03% | – |
| RCM | New | R1 RCM INC | $131,000 | – | 14,400 | +100.0% | 0.03% | – |
| AKR | New | ACADIA RLTY TR | $131,000 | – | 10,600 | +100.0% | 0.03% | – |
| IMH | IMPAC MTG HLDGS INC | $126,000 | -53.8% | 51,900 | 0.0% | 0.03% | -48.3% | |
| GPRK | New | GEOPARK LTD | $122,000 | – | 17,200 | +100.0% | 0.03% | – |
| VRS | Sell | VERSO CORPcl a | $122,000 | -45.5% | 10,800 | -12.9% | 0.03% | -39.6% |
| RICK | New | RCI HOSPITALITY HLDGS INC | $122,000 | – | 12,200 | +100.0% | 0.03% | – |
| MX | New | MAGNACHIP SEMICONDUCTOR CORP | $123,000 | – | 11,100 | +100.0% | 0.03% | – |
| ZIXI | New | ZIX CORP | $116,000 | – | 27,000 | +100.0% | 0.03% | – |
| HSC | New | HARSCO CORP | $114,000 | – | 16,300 | +100.0% | 0.03% | – |
| GILT | New | GILAT SATELLITE NETWORKS LTD | $109,000 | – | 15,400 | +100.0% | 0.03% | – |
| CAMP | New | CALAMP CORP | $111,000 | – | 24,700 | +100.0% | 0.03% | – |
| ANGO | New | ANGIODYNAMICS INC | $108,000 | – | 10,400 | +100.0% | 0.02% | – |
| FRO | New | FRONTLINE LTD | $100,000 | – | 10,400 | +100.0% | 0.02% | – |
| SHO | New | SUNSTONE HOTEL INVS INC NEW | $98,000 | – | 11,200 | +100.0% | 0.02% | – |
| EIGR | New | EIGER BIOPHARMACEUTICALS INC | $96,000 | – | 14,100 | +100.0% | 0.02% | – |
| FOLD | New | AMICUS THERAPEUTICS INC | $96,000 | – | 10,400 | +100.0% | 0.02% | – |
| AMKR | New | AMKOR TECHNOLOGY INC | $94,000 | – | 12,100 | +100.0% | 0.02% | – |
| LGFB | New | LIONS GATE ENTMNT CORPcl b non vtg | $92,000 | – | 16,400 | +100.0% | 0.02% | – |
| STRL | New | STERLING CONSTRUCTION CO INC | $95,000 | – | 10,000 | +100.0% | 0.02% | – |
| NPTN | New | NEOPHOTONICS CORP | $88,000 | – | 12,200 | +100.0% | 0.02% | – |
| RUBI | Sell | RUBICON PROJ INC | $87,000 | -39.2% | 15,600 | -10.9% | 0.02% | -33.3% |
| COOP | New | MR COOPER GROUP INC | $84,000 | – | 11,400 | +100.0% | 0.02% | – |
| ACCO | Sell | ACCO BRANDS CORP | $80,000 | -76.2% | 15,800 | -56.0% | 0.02% | -73.6% |
| CGEN | New | COMPUGEN LTDord | $81,000 | – | 11,200 | +100.0% | 0.02% | – |
| KGC | New | KINROSS GOLD CORP | $75,000 | – | 18,800 | +100.0% | 0.02% | – |
| TGI | New | TRIUMPH GROUP INC NEW | $72,000 | – | 10,700 | +100.0% | 0.02% | – |
| BSBR | New | BANCO SANTANDER BRASIL S Aads rep 1 unit | $63,000 | – | 12,200 | +100.0% | 0.02% | – |
| CURO | Sell | CURO GROUP HLDGS CORP | $61,000 | -86.2% | 11,500 | -68.4% | 0.01% | -85.1% |
| MAC | New | MACERICH CO | $61,000 | – | 10,900 | +100.0% | 0.01% | – |
| DRH | New | DIAMONDROCK HOSPITALITY CO | $51,000 | – | 10,100 | +100.0% | 0.01% | – |
| TWO | Sell | TWO HBRS INVT CORP | $48,000 | -88.3% | 12,503 | -55.7% | 0.01% | -87.5% |
| WTI | Exit | W & T OFFSHORE INC | $0 | – | -10,000 | -100.0% | -0.01% | – |
| ETM | Exit | ENTERCOM COMMUNICATIONS CORPcl a | $0 | – | -13,500 | -100.0% | -0.01% | – |
| RRC | Exit | RANGE RES CORP | $0 | – | -13,284 | -100.0% | -0.01% | – |
| BEST | Exit | BEST INCsponsored ads | $0 | – | -13,900 | -100.0% | -0.02% | – |
| MDRIQ | Exit | MCDERMOTT INTL INCcall | $0 | – | -140,000 | -100.0% | -0.02% | – |
| KDMN | Exit | KADMON HLDGS INC | $0 | – | -21,900 | -100.0% | -0.02% | – |
| KLXE | Exit | KLX ENERGY SERVICS HOLDNGS I | $0 | – | -16,000 | -100.0% | -0.02% | – |
| CRBP | Exit | CORBUS PHARMACEUTICALS HLDGS | $0 | – | -20,700 | -100.0% | -0.02% | – |
| EXTN | Exit | EXTERRAN CORP | $0 | – | -14,800 | -100.0% | -0.02% | – |
| AROC | Exit | ARCHROCK INC | $0 | – | -11,900 | -100.0% | -0.02% | – |
| TV | Exit | GRUPO TELEVISA SAspon adr rep ord | $0 | – | -10,200 | -100.0% | -0.03% | – |
| CRCQQ | Exit | CALIFORNIA RES CORP | $0 | – | -13,607 | -100.0% | -0.03% | – |
| EQT | Exit | EQT CORP | $0 | – | -11,600 | -100.0% | -0.03% | – |
| CBIO | Exit | CATALYST BIOSCIENCES INC | $0 | – | -18,900 | -100.0% | -0.03% | – |
| VNET | Exit | 21VIANET GROUP INCsponsored ads a | $0 | – | -17,600 | -100.0% | -0.03% | – |
| NERV | Exit | MINERVA NEUROSCIENCES INC | $0 | – | -17,800 | -100.0% | -0.03% | – |
| MERC | Exit | MERCER INTL INC | $0 | – | -10,800 | -100.0% | -0.03% | – |
| LXP | Exit | LEXINGTON REALTY TRUST | $0 | – | -12,800 | -100.0% | -0.03% | – |
| TEF | Exit | TELEFONICA S Asponsored adr | $0 | – | -20,300 | -100.0% | -0.03% | – |
| TBBK | Exit | BANCORP INC DEL | $0 | – | -10,700 | -100.0% | -0.03% | – |
| SPTN | Exit | SPARTANNASH CO | $0 | – | -10,300 | -100.0% | -0.03% | – |
| OPTN | Exit | OPTINOSE INC | $0 | – | -16,500 | -100.0% | -0.03% | – |
| PRQR | Exit | PROQR THRAPEUTICS N V | $0 | – | -15,200 | -100.0% | -0.03% | – |
| UPWK | Exit | UPWORK INC | $0 | – | -14,100 | -100.0% | -0.03% | – |
| VIV | Exit | TELEFONICA BRASIL SAsponsored adr | $0 | – | -10,700 | -100.0% | -0.03% | – |
| APPS | Exit | DIGITAL TURBINE INC | $0 | – | -21,600 | -100.0% | -0.03% | – |
| BDN | Exit | BRANDYWINE RLTY TRsh ben int new | $0 | – | -10,200 | -100.0% | -0.03% | – |
| HABT | Exit | HABIT RESTAURANTS INC | $0 | – | -15,500 | -100.0% | -0.03% | – |
| SWIR | Exit | SIERRA WIRELESS INC | $0 | – | -17,200 | -100.0% | -0.04% | – |
| JNCE | Exit | JOUNCE THERAPEUTICS INC | $0 | – | -18,900 | -100.0% | -0.04% | – |
| LBRT | Exit | LIBERTY OILFIELD SVCS INC | $0 | – | -14,800 | -100.0% | -0.04% | – |
| GOGO | Exit | GOGO INC | $0 | – | -27,500 | -100.0% | -0.04% | – |
| CLVT | Exit | CLARIVATE ANALYTICS PLC | $0 | – | -10,500 | -100.0% | -0.04% | – |
| LGFA | Exit | LIONS GATE ENTMNT CORPcl a vtg | $0 | – | -16,600 | -100.0% | -0.04% | – |
| MBT | Exit | MOBILE TELESYSTEMS PJSCsponsored adr | $0 | – | -17,500 | -100.0% | -0.04% | – |
| HPE | Exit | HEWLETT PACKARD ENTERPRISE C | $0 | – | -11,600 | -100.0% | -0.04% | – |
| CPE | Exit | CALLON PETE CO DEL | $0 | – | -40,459 | -100.0% | -0.04% | – |
| FBP | Exit | FIRST BANCORP P R | $0 | – | -18,500 | -100.0% | -0.04% | – |
| IIIN | Exit | INSTEEL INDUSTRIES INC | $0 | – | -9,500 | -100.0% | -0.04% | – |
| DNOW | Exit | NOW INC | $0 | – | -18,000 | -100.0% | -0.04% | – |
| RVI | Exit | RETAIL VALUE INC | $0 | – | -5,476 | -100.0% | -0.04% | – |
| AEM | Exit | AGNICO EAGLE MINES LTD | $0 | – | -3,400 | -100.0% | -0.04% | – |
| PRSC | Exit | PROVIDENCE SVC CORP | $0 | – | -3,500 | -100.0% | -0.04% | – |
| BRFS | Exit | BRF SAsponsored adr | $0 | – | -23,700 | -100.0% | -0.04% | – |
| GNTX | Exit | GENTEX CORP | $0 | – | -7,100 | -100.0% | -0.04% | – |
| STRA | Exit | STRATEGIC ED INC | $0 | – | -1,300 | -100.0% | -0.04% | – |
| FHI | Exit | FEDERATED INVS INC PAcl b | $0 | – | -6,400 | -100.0% | -0.04% | – |
| BILI | Exit | BILIBILI INCspons ads rep z | $0 | – | -11,100 | -100.0% | -0.04% | – |
| IONS | Exit | IONIS PHARMACEUTICALS INC | $0 | – | -3,500 | -100.0% | -0.04% | – |
| SUI | Exit | SUN CMNTYS INC | $0 | – | -1,400 | -100.0% | -0.04% | – |
| LAUR | Exit | LAUREATE EDUCATION INCcl a | $0 | – | -12,100 | -100.0% | -0.04% | – |
| MIK | Exit | MICHAELS COS INC | $0 | – | -25,900 | -100.0% | -0.04% | – |
| CSIQ | Exit | CANADIAN SOLAR INC | $0 | – | -9,500 | -100.0% | -0.04% | – |
| BLBD | Exit | BLUE BIRD CORP | $0 | – | -9,500 | -100.0% | -0.05% | – |
| TWNK | Exit | HOSTESS BRANDS INCcl a | $0 | – | -14,800 | -100.0% | -0.05% | – |
| ETFC | Exit | E TRADE FINANCIAL CORP | $0 | – | -4,800 | -100.0% | -0.05% | – |
| IWM | Exit | ISHARES TRrussell 2000 etf | $0 | – | -1,304 | -100.0% | -0.05% | – |
| MAN | Exit | MANPOWERGROUP INC | $0 | – | -2,200 | -100.0% | -0.05% | – |
| IQV | Exit | IQVIA HLDGS INC | $0 | – | -1,406 | -100.0% | -0.05% | – |
| AMED | Exit | AMEDISYS INC | $0 | – | -1,300 | -100.0% | -0.05% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -900 | -100.0% | -0.05% | – |
| SEIC | Exit | SEI INVESTMENTS CO | $0 | – | -3,300 | -100.0% | -0.05% | – |
| AVT | Exit | AVNET INC | $0 | – | -5,100 | -100.0% | -0.05% | – |
| RGEN | Exit | REPLIGEN CORP | $0 | – | -2,400 | -100.0% | -0.05% | – |
| EVOP | Exit | EVO PMTS INC | $0 | – | -8,400 | -100.0% | -0.05% | – |
| GPC | Exit | GENUINE PARTS CO | $0 | – | -2,100 | -100.0% | -0.05% | – |
| ELY | Exit | CALLAWAY GOLF CO | $0 | – | -10,400 | -100.0% | -0.05% | – |
| DBD | Exit | DIEBOLD NXDF INC | $0 | – | -20,700 | -100.0% | -0.05% | – |
| DNRCQ | Exit | DENBURY RES INCput | $0 | – | -160,000 | -100.0% | -0.05% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -2,500 | -100.0% | -0.05% | – |
| PNR | Exit | PENTAIR PLC | $0 | – | -4,900 | -100.0% | -0.05% | – |
| PFGC | Exit | PERFORMANCE FOOD GROUP CO | $0 | – | -4,400 | -100.0% | -0.05% | – |
| REGI | Exit | RENEWABLE ENERGY GROUP INC | $0 | – | -8,400 | -100.0% | -0.05% | – |
| STAG | Exit | STAG INDL INC | $0 | – | -7,100 | -100.0% | -0.05% | – |
| ACLS | Exit | AXCELIS TECHNOLOGIES INC | $0 | – | -9,400 | -100.0% | -0.05% | – |
| PII | Exit | POLARIS INC | $0 | – | -2,200 | -100.0% | -0.05% | – |
| MTRX | Exit | MATRIX SVC CO | $0 | – | -10,100 | -100.0% | -0.05% | – |
| MANH | Exit | MANHATTAN ASSOCS INC | $0 | – | -2,900 | -100.0% | -0.05% | – |
| ALLY | Exit | ALLY FINL INC | $0 | – | -7,550 | -100.0% | -0.05% | – |
| DHR | Exit | DANAHER CORPORATION | $0 | – | -1,500 | -100.0% | -0.05% | – |
| AMT | Exit | AMERICAN TOWER CORP NEW | $0 | – | -1,000 | -100.0% | -0.05% | – |
| ALX | Exit | ALEXANDERS INC | $0 | – | -700 | -100.0% | -0.05% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -1,100 | -100.0% | -0.05% | – |
| SNR | Exit | NEW SR INVT GROUP INC | $0 | – | -30,600 | -100.0% | -0.05% | – |
| TAK | Exit | TAKEDA PHARMACEUTICAL CO LTDsponsored ads | $0 | – | -11,800 | -100.0% | -0.05% | – |
| CATM | Exit | CARDTRONICS PLC | $0 | – | -5,300 | -100.0% | -0.05% | – |
| PCG | Exit | PG&E CORP | $0 | – | -21,700 | -100.0% | -0.05% | – |
| PTR | Exit | PETROCHINA CO LTDsponsored adr | $0 | – | -4,700 | -100.0% | -0.05% | – |
| EBR | Exit | CENTRAIS ELETRICAS BRASILEIRsponsored adr | $0 | – | -25,100 | -100.0% | -0.05% | – |
| WINA | Exit | WINMARK CORP | $0 | – | -1,200 | -100.0% | -0.05% | – |
| ESTC | Exit | ELASTIC N V | $0 | – | -3,700 | -100.0% | -0.05% | – |
| PRAH | Exit | PRA HEALTH SCIENCES INC | $0 | – | -2,200 | -100.0% | -0.05% | – |
| UNIT | Exit | UNITI GROUP INC | $0 | – | -29,516 | -100.0% | -0.05% | – |
| DFIN | Exit | DONNELLEY FINL SOLUTIONS INC | $0 | – | -23,200 | -100.0% | -0.05% | – |
| ZTS | Exit | ZOETIS INCcl a | $0 | – | -1,900 | -100.0% | -0.05% | – |
| STL | Exit | STERLING BANCORP DEL | $0 | – | -11,900 | -100.0% | -0.05% | – |
| BGCP | Exit | BGC PARTNERS INCcl a | $0 | – | -42,200 | -100.0% | -0.05% | – |
| PPL | Exit | PPL CORP | $0 | – | -6,900 | -100.0% | -0.05% | – |
| STZ | Exit | CONSTELLATION BRANDS INCcl a | $0 | – | -1,300 | -100.0% | -0.05% | – |
| BCOR | Exit | BLUCORA INC | $0 | – | -9,600 | -100.0% | -0.05% | – |
| JWN | Exit | NORDSTROM INC | $0 | – | -6,100 | -100.0% | -0.05% | – |
| SBS | Exit | COMPANHIA DE SANEAMENTO BASIsponsored adr | $0 | – | -16,800 | -100.0% | -0.05% | – |
| SMG | Exit | SCOTTS MIRACLE GRO COcl a | $0 | – | -2,400 | -100.0% | -0.05% | – |
| RMAX | Exit | RE MAX HLDGS INCcl a | $0 | – | -6,600 | -100.0% | -0.05% | – |
| CXO | Exit | CONCHO RES INC | $0 | – | -2,900 | -100.0% | -0.05% | – |
| DLPH | Exit | DELPHI TECHNOLOGIES PLC | $0 | – | -2,700 | -100.0% | -0.05% | – |
| YUM | Exit | YUM BRANDS INC | $0 | – | -2,512 | -100.0% | -0.05% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -1,800 | -100.0% | -0.06% | – |
| GHL | Exit | GREENHILL & CO INC | $0 | – | -15,300 | -100.0% | -0.06% | – |
| SRDX | Exit | SURMODICS INC | $0 | – | -6,300 | -100.0% | -0.06% | – |
| RPT | Exit | RPT REALTYsh ben int | $0 | – | -17,400 | -100.0% | -0.06% | – |
| MUFG | Exit | MITSUBISHI UFJ FINL GROUP INsponsored ads | $0 | – | -48,600 | -100.0% | -0.06% | – |
| GMED | Exit | GLOBUS MED INCcl a | $0 | – | -4,500 | -100.0% | -0.06% | – |
| IT | Exit | GARTNER INC | $0 | – | -1,700 | -100.0% | -0.06% | – |
| BC | Exit | BRUNSWICK CORP | $0 | – | -4,400 | -100.0% | -0.06% | – |
| RPM | Exit | RPM INTL INC | $0 | – | -3,400 | -100.0% | -0.06% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -3,000 | -100.0% | -0.06% | – |
| ROCK | Exit | GIBRALTAR INDS INC | $0 | – | -5,300 | -100.0% | -0.06% | – |
| INGR | Exit | INGREDION INC | $0 | – | -2,900 | -100.0% | -0.06% | – |
| AER | Exit | AERCAP HOLDINGS NV | $0 | – | -4,400 | -100.0% | -0.06% | – |
| TKR | Exit | TIMKEN CO | $0 | – | -4,800 | -100.0% | -0.06% | – |
| CAL | Exit | CALERES INC | $0 | – | -11,500 | -100.0% | -0.06% | – |
| BAP | Exit | CREDICORP LTD | $0 | – | -1,300 | -100.0% | -0.06% | – |
| Exit | HORIZON PHARMA INVT LTDnote 2.500% 3/1 | $0 | – | -7,700 | -100.0% | -0.06% | – | |
| FIVN | Exit | FIVE9 INC | $0 | – | -4,200 | -100.0% | -0.06% | – |
| DAR | Exit | DARLING INGREDIENTS INC | $0 | – | -9,900 | -100.0% | -0.06% | – |
| NAV | Exit | NAVISTAR INTL CORP NEW | $0 | – | -9,800 | -100.0% | -0.06% | – |
| TWTR | Exit | TWITTER INC | $0 | – | -8,800 | -100.0% | -0.06% | – |
| PKX | Exit | POSCOsponsored adr | $0 | – | -5,600 | -100.0% | -0.06% | – |
| BLUE | Exit | BLUEBIRD BIO INC | $0 | – | -3,200 | -100.0% | -0.06% | – |
| PBR | Exit | PETROLEO BRASILEIRO SA PETROsponsored adr | $0 | – | -17,700 | -100.0% | -0.06% | – |
| MPWR | Exit | MONOLITHIC PWR SYS INC | $0 | – | -1,600 | -100.0% | -0.06% | – |
| FTNT | Exit | FORTINET INC | $0 | – | -2,700 | -100.0% | -0.06% | – |
| MRC | Exit | MRC GLOBAL INC | $0 | – | -21,200 | -100.0% | -0.06% | – |
| TROW | Exit | PRICE T ROWE GROUP INC | $0 | – | -2,400 | -100.0% | -0.06% | – |
| HMHC | Exit | HOUGHTON MIFFLIN HARCOURT CO | $0 | – | -46,400 | -100.0% | -0.06% | – |
| BECN | Exit | BEACON ROOFING SUPPLY INC | $0 | – | -9,100 | -100.0% | -0.06% | – |
| TDOC | Exit | TELADOC HEALTH INC | $0 | – | -3,500 | -100.0% | -0.06% | – |
| EZPW | Exit | EZCORP INCcl a non vtg | $0 | – | -43,600 | -100.0% | -0.06% | – |
| PPG | Exit | PPG INDS INC | $0 | – | -2,200 | -100.0% | -0.06% | – |
| HRC | Exit | HILL ROM HLDGS INC | $0 | – | -2,600 | -100.0% | -0.06% | – |
| WWD | Exit | WOODWARD INC | $0 | – | -2,500 | -100.0% | -0.06% | – |
| BWA | Exit | BORGWARNER INC | $0 | – | -6,800 | -100.0% | -0.06% | – |
| HI | Exit | HILLENBRAND INC | $0 | – | -8,900 | -100.0% | -0.06% | – |
| APH | Exit | AMPHENOL CORP NEWcl a | $0 | – | -2,800 | -100.0% | -0.06% | – |
| REGN | Exit | REGENERON PHARMACEUTICALS | $0 | – | -800 | -100.0% | -0.06% | – |
| COHR | Exit | COHERENT INC | $0 | – | -1,800 | -100.0% | -0.06% | – |
| NNBR | Exit | NN INC | $0 | – | -32,800 | -100.0% | -0.06% | – |
| POWL | Exit | POWELL INDS INC | $0 | – | -6,100 | -100.0% | -0.06% | – |
| PBH | Exit | PRESTIGE CONSMR HEALTHCARE I | $0 | – | -7,404 | -100.0% | -0.06% | – |
| GWW | Exit | GRAINGER W W INC | $0 | – | -900 | -100.0% | -0.06% | – |
| AMRN | Exit | AMARIN CORP PLCspons adr new | $0 | – | -14,300 | -100.0% | -0.06% | – |
| CWH | Exit | CAMPING WORLD HLDGS INCcl a | $0 | – | -20,700 | -100.0% | -0.06% | – |
| SERV | Exit | SERVICEMASTER GLOBAL HLDGS I | $0 | – | -8,003 | -100.0% | -0.07% | – |
| ANDE | Exit | ANDERSONS INC | $0 | – | -12,400 | -100.0% | -0.07% | – |
| PLXS | Exit | PLEXUS CORP | $0 | – | -4,100 | -100.0% | -0.07% | – |
| ENVA | Exit | ENOVA INTL INC | $0 | – | -13,100 | -100.0% | -0.07% | – |
| WH | Exit | WYNDHAM HOTELS & RESORTS INC | $0 | – | -5,000 | -100.0% | -0.07% | – |
| AIZ | Exit | ASSURANT INC | $0 | – | -2,400 | -100.0% | -0.07% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -3,300 | -100.0% | -0.07% | – |
| APA | Exit | APACHE CORP | $0 | – | -12,300 | -100.0% | -0.07% | – |
| EVRI | Exit | EVERI HLDGS INC | $0 | – | -23,700 | -100.0% | -0.07% | – |
| OMI | Exit | OWENS & MINOR INC NEW | $0 | – | -62,700 | -100.0% | -0.07% | – |
| HMST | Exit | HOMESTREET INC | $0 | – | -9,700 | -100.0% | -0.07% | – |
| ALGN | Exit | ALIGN TECHNOLOGY INC | $0 | – | -1,200 | -100.0% | -0.07% | – |
| JBL | Exit | JABIL INC | $0 | – | -8,100 | -100.0% | -0.07% | – |
| LE | Exit | LANDS END INC NEW | $0 | – | -19,888 | -100.0% | -0.07% | – |
| MLCO | Exit | MELCO RESORTS AND ENTMT LTDadr | $0 | – | -13,900 | -100.0% | -0.07% | – |
| GTX | Exit | GARRETT MOTION INC | $0 | – | -34,200 | -100.0% | -0.07% | – |
| PEN | Exit | PENUMBRA INC | $0 | – | -2,100 | -100.0% | -0.07% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -2,500 | -100.0% | -0.07% | – |
| KAMN | Exit | KAMAN CORP | $0 | – | -5,300 | -100.0% | -0.07% | – |
| RS | Exit | RELIANCE STEEL & ALUMINUM CO | $0 | – | -2,900 | -100.0% | -0.07% | – |
| ELP | Exit | COMPANHIA PARANAENSE ENERG Cspon adr pfd | $0 | – | -20,900 | -100.0% | -0.08% | – |
| ESGR | Exit | ENSTAR GROUP LIMITED | $0 | – | -1,700 | -100.0% | -0.08% | – |
| PRMW | Exit | PRIMO WTR CORP | $0 | – | -31,300 | -100.0% | -0.08% | – |
| CXW | Exit | CORECIVIC INC | $0 | – | -20,200 | -100.0% | -0.08% | – |
| BCC | Exit | BOISE CASCADE CO DEL | $0 | – | -9,800 | -100.0% | -0.08% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -3,300 | -100.0% | -0.08% | – |
| ACM | Exit | AECOM | $0 | – | -8,300 | -100.0% | -0.08% | – |
| SPCE | Exit | VIRGIN GALACTIC HOLDINGS INC | $0 | – | -30,800 | -100.0% | -0.08% | – |
| FTRCQ | Exit | FRONTIER COMMUNICATIONS CORPput | $0 | – | -400,000 | -100.0% | -0.08% | – |
| CPA | Exit | COPA HOLDINGS SAcl a | $0 | – | -3,300 | -100.0% | -0.08% | – |
| IMXI | Exit | INTERNATIONAL MNY EXPRESS IN | $0 | – | -30,200 | -100.0% | -0.08% | – |
| CASY | Exit | CASEYS GEN STORES INC | $0 | – | -2,300 | -100.0% | -0.08% | – |
| AMP | Exit | AMERIPRISE FINL INC | $0 | – | -2,200 | -100.0% | -0.08% | – |
| TTEC | Exit | TTEC HLDGS INC | $0 | – | -9,400 | -100.0% | -0.08% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -7,700 | -100.0% | -0.08% | – |
| WRK | Exit | WESTROCK CO | $0 | – | -8,700 | -100.0% | -0.08% | – |
| TEX | Exit | TEREX CORP NEW | $0 | – | -12,700 | -100.0% | -0.08% | – |
| SWKS | Exit | SKYWORKS SOLUTIONS INC | $0 | – | -3,100 | -100.0% | -0.08% | – |
| DLB | Exit | DOLBY LABORATORIES INC | $0 | – | -5,500 | -100.0% | -0.08% | – |
| FTV | Exit | FORTIVE CORP | $0 | – | -5,000 | -100.0% | -0.08% | – |
| MSGS | Exit | MADISON SQUARE GARDEN CO NEWcl a | $0 | – | -1,300 | -100.0% | -0.08% | – |
| EPR | Exit | EPR PPTYS | $0 | – | -5,400 | -100.0% | -0.08% | – |
| BPOP | Exit | POPULAR INC | $0 | – | -6,500 | -100.0% | -0.08% | – |
| QRTEA | Exit | QURATE RETAIL INC | $0 | – | -44,953 | -100.0% | -0.08% | – |
| C | Exit | CITIGROUP INC | $0 | – | -4,800 | -100.0% | -0.08% | – |
| CHRW | Exit | C H ROBINSON WORLDWIDE INC | $0 | – | -5,000 | -100.0% | -0.08% | – |
| ABG | Exit | ASBURY AUTOMOTIVE GROUP INC | $0 | – | -3,500 | -100.0% | -0.08% | – |
| SRCL | Exit | STERICYCLE INC | $0 | – | -6,200 | -100.0% | -0.08% | – |
| RYAAY | Exit | RYANAIR HLDGS PLCsponsored ads | $0 | – | -4,500 | -100.0% | -0.08% | – |
| FGEN | Exit | FIBROGEN INC | $0 | – | -9,400 | -100.0% | -0.09% | – |
| ESRT | Exit | EMPIRE ST RLTY TR INCcl a | $0 | – | -29,400 | -100.0% | -0.09% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -6,300 | -100.0% | -0.09% | – |
| RNR | Exit | RENAISSANCERE HOLDINGS LTD | $0 | – | -2,100 | -100.0% | -0.09% | – |
| IR | Exit | INGERSOLL-RAND PLC | $0 | – | -3,100 | -100.0% | -0.09% | – |
| ARMK | Exit | ARAMARK | $0 | – | -9,623 | -100.0% | -0.09% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -2,523 | -100.0% | -0.09% | – |
| APD | Exit | AIR PRODS & CHEMS INC | $0 | – | -1,800 | -100.0% | -0.09% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -6,100 | -100.0% | -0.09% | – |
| O | Exit | REALTY INCOME CORP | $0 | – | -5,800 | -100.0% | -0.09% | – |
| CTAS | Exit | CINTAS CORP | $0 | – | -1,600 | -100.0% | -0.09% | – |
| SANM | Exit | SANMINA CORPORATION | $0 | – | -12,600 | -100.0% | -0.09% | – |
| SPGI | Exit | S&P GLOBAL INC | $0 | – | -1,600 | -100.0% | -0.09% | – |
| UI | Exit | UBIQUITI INC | $0 | – | -2,300 | -100.0% | -0.09% | – |
| ASTE | Exit | ASTEC INDS INC | $0 | – | -10,500 | -100.0% | -0.09% | – |
| HHC | Exit | HOWARD HUGHES CORP | $0 | – | -3,501 | -100.0% | -0.09% | – |
| ARW | Exit | ARROW ELECTRS INC | $0 | – | -5,200 | -100.0% | -0.09% | – |
| ECL | Exit | ECOLAB INC | $0 | – | -2,300 | -100.0% | -0.09% | – |
| NX | Exit | QUANEX BUILDING PRODUCTS COR | $0 | – | -26,100 | -100.0% | -0.10% | – |
| RETA | Exit | REATA PHARMACEUTICALS INCcl a | $0 | – | -2,200 | -100.0% | -0.10% | – |
| FE | Exit | FIRSTENERGY CORP | $0 | – | -9,300 | -100.0% | -0.10% | – |
| FRT | Exit | FEDERAL REALTY INVT TRsh ben int new | $0 | – | -3,500 | -100.0% | -0.10% | – |
| BSIG | Exit | BRIGHTSPHERE INVT GROUP INC | $0 | – | -44,200 | -100.0% | -0.10% | – |
| HAS | Exit | HASBRO INC | $0 | – | -4,300 | -100.0% | -0.10% | – |
| AYI | Exit | ACUITY BRANDS INC | $0 | – | -3,300 | -100.0% | -0.10% | – |
| GLPG | Exit | GALAPAGOS NVspon adr | $0 | – | -2,200 | -100.0% | -0.10% | – |
| CFX | Exit | COLFAX CORP | $0 | – | -12,609 | -100.0% | -0.10% | – |
| ADS | Exit | ALLIANCE DATA SYSTEMS CORP | $0 | – | -4,100 | -100.0% | -0.10% | – |
| MHK | Exit | MOHAWK INDS INC | $0 | – | -3,400 | -100.0% | -0.10% | – |
| BERY | Exit | BERRY GLOBAL GROUP INC | $0 | – | -9,828 | -100.0% | -0.10% | – |
| LPLA | Exit | LPL FINL HLDGS INC | $0 | – | -5,100 | -100.0% | -0.10% | – |
| SXC | Exit | SUNCOKE ENERGY INC | $0 | – | -75,300 | -100.0% | -0.10% | – |
| INVH | Exit | INVITATION HOMES INC | $0 | – | -15,700 | -100.0% | -0.10% | – |
| UNIT | Exit | UNITI GROUP INCput | $0 | – | -57,000 | -100.0% | -0.10% | – |
| OSK | Exit | OSHKOSH CORP | $0 | – | -5,000 | -100.0% | -0.10% | – |
| IVZ | Exit | INVESCO LTD | $0 | – | -26,700 | -100.0% | -0.10% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -3,700 | -100.0% | -0.10% | – |
| LEA | Exit | LEAR CORP | $0 | – | -3,500 | -100.0% | -0.10% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWsponsored adr | $0 | – | -25,000 | -100.0% | -0.10% | – |
| MOMO | Exit | MOMO INCadr | $0 | – | -14,400 | -100.0% | -0.10% | – |
| INFY | Exit | INFOSYS LTDsponsored adr | $0 | – | -48,000 | -100.0% | -0.10% | – |
| ZTO | Exit | ZTO EXPRESS CAYMAN INCsponsored ads a | $0 | – | -21,200 | -100.0% | -0.10% | – |
| WTR | Exit | AQUA AMERICA INC | $0 | – | -10,800 | -100.0% | -0.11% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -4,500 | -100.0% | -0.11% | – |
| PH | Exit | PARKER HANNIFIN CORP | $0 | – | -2,500 | -100.0% | -0.11% | – |
| TS | Exit | TENARIS S Asponsored ads | $0 | – | -22,900 | -100.0% | -0.11% | – |
| KOF | Exit | COCA COLA FEMSA S A B DE C Vsponsord adr rep | $0 | – | -8,600 | -100.0% | -0.11% | – |
| ZBH | Exit | ZIMMER BIOMET HLDGS INC | $0 | – | -3,500 | -100.0% | -0.11% | – |
| EEFT | Exit | EURONET WORLDWIDE INC | $0 | – | -3,400 | -100.0% | -0.11% | – |
| PENN | Exit | PENN NATL GAMING INC | $0 | – | -21,201 | -100.0% | -0.12% | – |
| SEE | Exit | SEALED AIR CORP NEW | $0 | – | -13,528 | -100.0% | -0.12% | – |
| NTES | Exit | NETEASE INCsponsored ads | $0 | – | -1,800 | -100.0% | -0.12% | – |
| NUVA | Exit | NUVASIVE INC | $0 | – | -7,200 | -100.0% | -0.12% | – |
| RUSHA | Exit | RUSH ENTERPRISES INCcl a | $0 | – | -12,000 | -100.0% | -0.12% | – |
| ELAN | Exit | ELANCO ANIMAL HEALTH INC | $0 | – | -19,125 | -100.0% | -0.12% | – |
| IMMU | Exit | IMMUNOMEDICS INC | $0 | – | -26,800 | -100.0% | -0.12% | – |
| DVN | Exit | DEVON ENERGY CORP NEW | $0 | – | -22,100 | -100.0% | -0.12% | – |
| HSBC | Exit | HSBC HLDGS PLCspon adr new | $0 | – | -15,100 | -100.0% | -0.13% | – |
| MGA | Exit | MAGNA INTL INC | $0 | – | -10,900 | -100.0% | -0.13% | – |
| AON | Exit | AON PLC | $0 | – | -2,900 | -100.0% | -0.13% | – |
| SAM | Exit | BOSTON BEER INCcl a | $0 | – | -1,600 | -100.0% | -0.13% | – |
| ICPT | Exit | INTERCEPT PHARMACEUTICALS IN | $0 | – | -4,900 | -100.0% | -0.13% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -12,000 | -100.0% | -0.13% | – |
| CBB | Exit | CINCINNATI BELL INC NEW | $0 | – | -58,154 | -100.0% | -0.13% | – |
| HUM | Exit | HUMANA INC | $0 | – | -1,700 | -100.0% | -0.13% | – |
| DRI | Exit | DARDEN RESTAURANTS INC | $0 | – | -6,000 | -100.0% | -0.14% | – |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -19,700 | -100.0% | -0.14% | – |
| GEO | Exit | GEO GROUP INC NEW | $0 | – | -40,522 | -100.0% | -0.14% | – |
| KEYS | Exit | KEYSIGHT TECHNOLOGIES INC | $0 | – | -6,600 | -100.0% | -0.14% | – |
| BAM | Exit | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $0 | – | -12,000 | -100.0% | -0.15% | – |
| XPER | Exit | XPERI CORP | $0 | – | -38,400 | -100.0% | -0.15% | – |
| AMG | Exit | AFFILIATED MANAGERS GROUP IN | $0 | – | -8,500 | -100.0% | -0.15% | – |
| ABC | Exit | AMERISOURCEBERGEN CORP | $0 | – | -8,600 | -100.0% | -0.16% | – |
| BTI | Exit | BRITISH AMERN TOB PLCsponsored adr | $0 | – | -17,400 | -100.0% | -0.16% | – |
| OHI | Exit | OMEGA HEALTHCARE INVS INC | $0 | – | -17,500 | -100.0% | -0.16% | – |
| CIEN | Exit | CIENA CORP | $0 | – | -17,700 | -100.0% | -0.16% | – |
| SLG | Exit | SL GREEN RLTY CORP | $0 | – | -8,300 | -100.0% | -0.16% | – |
| MA | Exit | MASTERCARD INCcl a | $0 | – | -2,600 | -100.0% | -0.16% | – |
| CAR | Exit | AVIS BUDGET GROUP INC | $0 | – | -24,011 | -100.0% | -0.16% | – |
| V | Exit | VISA INC | $0 | – | -4,200 | -100.0% | -0.17% | – |
| COUP | Exit | COUPA SOFTWARE INC | $0 | – | -5,600 | -100.0% | -0.17% | – |
| MUSA | Exit | MURPHY USA INC | $0 | – | -7,200 | -100.0% | -0.18% | – |
| HUN | Exit | HUNTSMAN CORP | $0 | – | -35,300 | -100.0% | -0.18% | – |
| AM | Exit | ANTERO MIDSTREAM CORP | $0 | – | -113,981 | -100.0% | -0.18% | – |
| GRUB | Exit | GRUBHUB INC | $0 | – | -19,100 | -100.0% | -0.20% | – |
| SHAK | Exit | SHAKE SHACK INCcl a | $0 | – | -16,000 | -100.0% | -0.20% | – |
| KO | Exit | COCA COLA CO | $0 | – | -18,800 | -100.0% | -0.22% | – |
| KDP | Exit | KEURIG DR PEPPER INC | $0 | – | -36,800 | -100.0% | -0.23% | – |
| POST | Exit | POST HLDGS INC | $0 | – | -9,925 | -100.0% | -0.23% | – |
| BFB | Exit | BROWN FORMAN CORPcl b | $0 | – | -16,200 | -100.0% | -0.23% | – |
| LYV | Exit | LIVE NATION ENTERTAINMENT IN | $0 | – | -15,608 | -100.0% | -0.24% | – |
| GPMT | Exit | GRANITE PT MTG TR INC | $0 | – | -61,228 | -100.0% | -0.24% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -22,700 | -100.0% | -0.25% | – |
| MUR | Exit | MURPHY OIL CORP | $0 | – | -46,433 | -100.0% | -0.26% | – |
| FRPT | Exit | FRESHPET INC | $0 | – | -22,000 | -100.0% | -0.28% | – |
| GME | Exit | GAMESTOP CORP NEWcl a | $0 | – | -215,600 | -100.0% | -0.28% | – |
| MNST | Exit | MONSTER BEVERAGE CORP NEW | $0 | – | -20,800 | -100.0% | -0.28% | – |
| URI | Exit | UNITED RENTALS INCput | $0 | – | -8,000 | -100.0% | -0.28% | – |
| AR | Exit | ANTERO RES CORPcall | $0 | – | -480,000 | -100.0% | -0.29% | – |
| RH | Exit | RH | $0 | – | -6,400 | -100.0% | -0.29% | – |
| FIVE | Exit | FIVE BELOW INC | $0 | – | -10,700 | -100.0% | -0.29% | – |
| BURL | Exit | BURLINGTON STORES INC | $0 | – | -6,300 | -100.0% | -0.31% | – |
| CVGW | Exit | CALAVO GROWERS INC | $0 | – | -16,100 | -100.0% | -0.31% | – |
| DNKN | Exit | DUNKIN BRANDS GROUP INC | $0 | – | -19,900 | -100.0% | -0.32% | – |
| UBER | Exit | UBER TECHNOLOGIES INC | $0 | – | -53,176 | -100.0% | -0.34% | – |
| HTZGQ | Exit | HERTZ GLOBAL HLDGS INC | $0 | – | -100,558 | -100.0% | -0.34% | – |
| CPRI | Exit | CAPRI HOLDINGS LIMITED | $0 | – | -45,200 | -100.0% | -0.37% | – |
| SAVE | Exit | SPIRIT AIRLS INC | $0 | – | -42,900 | -100.0% | -0.37% | – |
| LYFT | Exit | LYFT INC | $0 | – | -40,800 | -100.0% | -0.37% | – |
| LB | Exit | L BRANDS INC | $0 | – | -97,107 | -100.0% | -0.38% | – |
| OLLI | Exit | OLLIES BARGAIN OUTLT HLDGS I | $0 | – | -30,600 | -100.0% | -0.42% | – |
| CRCQQ | Exit | CALIFORNIA RES CORPput | $0 | – | -225,000 | -100.0% | -0.43% | – |
| SFIX | Exit | STITCH FIX INC | $0 | – | -82,100 | -100.0% | -0.45% | – |
| WYNN | Exit | WYNN RESORTS LTD | $0 | – | -15,464 | -100.0% | -0.46% | – |
| CAKE | Exit | CHEESECAKE FACTORY INC | $0 | – | -58,000 | -100.0% | -0.48% | – |
| AM | Exit | ANTERO MIDSTREAM CORPput | $0 | – | -300,000 | -100.0% | -0.48% | – |
| TJX | Exit | TJX COS INC NEW | $0 | – | -38,600 | -100.0% | -0.50% | – |
| TEVA | Exit | TEVA PHARMACEUTICAL INDS LTDput | $0 | – | -260,000 | -100.0% | -0.54% | – |
| CROX | Exit | CROCS INC | $0 | – | -65,200 | -100.0% | -0.58% | – |
| DPZ | Exit | DOMINOS PIZZA INC | $0 | – | -9,500 | -100.0% | -0.59% | – |
| OASPQ | Exit | OASIS PETE INC NEW | $0 | – | -863,270 | -100.0% | -0.60% | – |
| TDG | Exit | TRANSDIGM GROUP INCput | $0 | – | -5,500 | -100.0% | -0.66% | – |
| X | Exit | UNITED STATES STL CORP NEWput | $0 | – | -290,000 | -100.0% | -0.70% | – |
| VFC | Exit | V F CORP | $0 | – | -34,500 | -100.0% | -0.73% | – |
| RESI | Exit | FRONT YD RESIDENTIAL CORP | $0 | – | -288,806 | -100.0% | -0.76% | – |
| SIRI | Exit | SIRIUS XM HLDGS INCcall | $0 | – | -500,000 | -100.0% | -0.76% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -66,400 | -100.0% | -0.83% | – |
| Exit | SM ENERGY COnote 1.500% 7/0 | $0 | – | -4,161,000 | -100.0% | -0.84% | – | |
| NFLX | Exit | NETFLIX INCcall | $0 | – | -13,000 | -100.0% | -0.90% | – |
| SM | Exit | SM ENERGY CO | $0 | – | -412,825 | -100.0% | -0.99% | – |
| PHM | Exit | PULTE GROUP INCput | $0 | – | -120,000 | -100.0% | -0.99% | – |
| RDN | Exit | RADIAN GROUP INC | $0 | – | -215,490 | -100.0% | -1.15% | – |
| HLF | Exit | HERBALIFE NUTRITION LTDput | $0 | – | -150,000 | -100.0% | -1.52% | – |
| F | Exit | FORD MTR CO DELput | $0 | – | -780,000 | -100.0% | -1.54% | – |
| BBBY | Exit | BED BATH & BEYOND INCput | $0 | – | -420,000 | -100.0% | -1.55% | – |
| Exit | WHITING PETE CORP NEWnote 1.250% 4/0 | $0 | – | -7,893,000 | -100.0% | -1.65% | – | |
| MO | Exit | ALTRIA GROUP INCput | $0 | – | -172,700 | -100.0% | -1.83% | – |
| GEO | Exit | GEO GROUP INC NEWput | $0 | – | -620,000 | -100.0% | -2.19% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2020-05-15
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.