$236 Million is the total value of ELLINGTON MANAGEMENT GROUP LLC's 37 reported holdings in Q2 2020. The portfolio turnover from Q1 2020 to Q2 2020 was 97.8% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Buy | NABORS INDS INC NEWnote 0.750% 1/1 | $49,028,000 | +99.1% | 139,523,000 | +21.8% | 20.76% | +259.1% | |
| SPY | New | SPDR S&P 500 ETF TRcall | $46,253,000 | – | 150,000 | +100.0% | 19.58% | – |
| F | Sell | FORD MTR CO DELcall | $25,909,000 | +17.9% | 4,261,400 | -6.4% | 10.97% | +112.6% |
| VZ | Buy | VERIZON COMMUNICATIONS INCput | $23,155,000 | +140.9% | 420,000 | +134.8% | 9.80% | +334.5% |
| New | DISH NETWORK CORPORATIONnote 2.375% 3/1 | $18,539,000 | – | 20,395,000 | +100.0% | 7.85% | – | |
| TSLA | TESLA INCput | $16,953,000 | +106.1% | 15,700 | 0.0% | 7.18% | +271.7% | |
| EFC | ELLINGTON FINANCIAL INC | $10,023,000 | +106.3% | 850,887 | 0.0% | 4.24% | +272.2% | |
| BA | New | BOEING COput | $5,591,000 | – | 30,500 | +100.0% | 2.37% | – |
| RC | Buy | READY CAPITAL CORP | $3,226,000 | +26.3% | 371,184 | +4.9% | 1.37% | +127.7% |
| OXY | New | OCCIDENTAL PETE CORPcall | $3,111,000 | – | 170,000 | +100.0% | 1.32% | – |
| KSS | New | KOHLS CORP | $3,101,000 | – | 149,300 | +100.0% | 1.31% | – |
| PFSI | Sell | PENNYMAC FINL SVCS INC NEW | $2,364,000 | +57.6% | 56,564 | -16.7% | 1.00% | +184.4% |
| NLY | Sell | ANNALY CAPITAL MANAGEMENT IN | $2,110,000 | -18.9% | 321,683 | -37.3% | 0.89% | +46.4% |
| GM | New | GENERAL MTRS COcall | $2,074,000 | – | 82,000 | +100.0% | 0.88% | – |
| MTG | Sell | MGIC INVT CORP WIS | $1,910,000 | +13.0% | 233,238 | -12.4% | 0.81% | +103.8% |
| LUV | New | SOUTHWEST AIRLS COput | $1,880,000 | – | 55,000 | +100.0% | 0.80% | – |
| AAL | Sell | AMERICAN AIRLS GROUP INCput | $1,736,000 | -84.0% | 132,800 | -85.1% | 0.74% | -71.1% |
| T | New | AT&T INC | $1,708,000 | – | 56,514 | +100.0% | 0.72% | – |
| SIRI | New | SIRIUS XM HOLDINGS INCput | $1,585,000 | – | 270,000 | +100.0% | 0.67% | – |
| CIM | Buy | CHIMERA INVT CORP | $1,442,000 | +94.9% | 150,000 | +84.5% | 0.61% | +250.6% |
| WESTERN ASSET MTG CAP CORPnote 6.750%10/0 | $1,428,000 | +122.4% | 2,000,000 | 0.0% | 0.60% | +300.7% | ||
| AMCX | Sell | AMC NETWORKS INCcl a | $1,409,000 | -12.0% | 60,256 | -8.5% | 0.60% | +58.5% |
| PBI | Sell | PITNEY BOWES INC | $1,399,000 | -68.6% | 537,962 | -75.4% | 0.59% | -43.4% |
| DXC | Buy | DXC TECHNOLOGY CO | $1,376,000 | +112.0% | 83,400 | +67.8% | 0.58% | +283.6% |
| STWD | Buy | STARWOOD PPTY TR INC | $1,122,000 | +53.5% | 74,976 | +5.2% | 0.48% | +176.2% |
| AXL | AMERICAN AXLE & MFG HLDGS INcall | $988,000 | +110.7% | 130,000 | 0.0% | 0.42% | +280.0% | |
| NBR | New | NABORS INDUSTRIES LTD | $790,000 | – | 21,346 | +100.0% | 0.33% | – |
| HCFT | Sell | HUNT COS FIN TR INC | $753,000 | +42.6% | 284,005 | -0.5% | 0.32% | +157.3% |
| MFA | New | MFA FINL INC | $747,000 | – | 300,000 | +100.0% | 0.32% | – |
| AAIC | Buy | ARLINGTON ASSET INVST CORPcl a new | $734,000 | +51.3% | 247,278 | +11.6% | 0.31% | +172.8% |
| AJX | Buy | GREAT AJAX CORP | $734,000 | +47.7% | 79,769 | +2.1% | 0.31% | +165.8% |
| PMT | New | PENNYMAC MTG INVT TR | $701,000 | – | 40,000 | +100.0% | 0.30% | – |
| ANH | New | ANWORTH MTG ASSET CORP | $680,000 | – | 400,000 | +100.0% | 0.29% | – |
| CVS | Sell | CVS HEALTH CORP | $642,000 | -61.1% | 9,877 | -64.5% | 0.27% | -29.9% |
| RLGY | Sell | REALOGY HLDGS CORP | $635,000 | -75.5% | 85,635 | -90.0% | 0.27% | -55.7% |
| AA | Sell | ALCOA CORP | $297,000 | -75.7% | 26,441 | -86.7% | 0.13% | -56.1% |
| IMH | IMPAC MTG HLDGS INC | $88,000 | -30.2% | 51,900 | 0.0% | 0.04% | +23.3% | |
| TWO | Exit | TWO HBRS INVT CORP | $0 | – | -12,503 | -100.0% | -0.01% | – |
| DRH | Exit | DIAMONDROCK HOSPITALITY CO | $0 | – | -10,100 | -100.0% | -0.01% | – |
| CURO | Exit | CURO GROUP HLDGS CORP | $0 | – | -11,500 | -100.0% | -0.01% | – |
| MAC | Exit | MACERICH CO | $0 | – | -10,900 | -100.0% | -0.01% | – |
| BSBR | Exit | BANCO SANTANDER BRASIL S Aads rep 1 unit | $0 | – | -12,200 | -100.0% | -0.02% | – |
| TGI | Exit | TRIUMPH GROUP INC NEW | $0 | – | -10,700 | -100.0% | -0.02% | – |
| KGC | Exit | KINROSS GOLD CORP | $0 | – | -18,800 | -100.0% | -0.02% | – |
| ACCO | Exit | ACCO BRANDS CORP | $0 | – | -15,800 | -100.0% | -0.02% | – |
| CGEN | Exit | COMPUGEN LTDord | $0 | – | -11,200 | -100.0% | -0.02% | – |
| COOP | Exit | MR COOPER GROUP INC | $0 | – | -11,400 | -100.0% | -0.02% | – |
| RUBI | Exit | RUBICON PROJ INC | $0 | – | -15,600 | -100.0% | -0.02% | – |
| NPTN | Exit | NEOPHOTONICS CORP | $0 | – | -12,200 | -100.0% | -0.02% | – |
| LGFB | Exit | LIONS GATE ENTMNT CORPcl b non vtg | $0 | – | -16,400 | -100.0% | -0.02% | – |
| STRL | Exit | STERLING CONSTRUCTION CO INC | $0 | – | -10,000 | -100.0% | -0.02% | – |
| AMKR | Exit | AMKOR TECHNOLOGY INC | $0 | – | -12,100 | -100.0% | -0.02% | – |
| SHO | Exit | SUNSTONE HOTEL INVS INC NEW | $0 | – | -11,200 | -100.0% | -0.02% | – |
| FRO | Exit | FRONTLINE LTD | $0 | – | -10,400 | -100.0% | -0.02% | – |
| FOLD | Exit | AMICUS THERAPEUTICS INC | $0 | – | -10,400 | -100.0% | -0.02% | – |
| EIGR | Exit | EIGER BIOPHARMACEUTICALS INC | $0 | – | -14,100 | -100.0% | -0.02% | – |
| ANGO | Exit | ANGIODYNAMICS INC | $0 | – | -10,400 | -100.0% | -0.02% | – |
| CAMP | Exit | CALAMP CORP | $0 | – | -24,700 | -100.0% | -0.03% | – |
| GILT | Exit | GILAT SATELLITE NETWORKS LTD | $0 | – | -15,400 | -100.0% | -0.03% | – |
| ZIXI | Exit | ZIX CORP | $0 | – | -27,000 | -100.0% | -0.03% | – |
| HSC | Exit | HARSCO CORP | $0 | – | -16,300 | -100.0% | -0.03% | – |
| MX | Exit | MAGNACHIP SEMICONDUCTOR CORP | $0 | – | -11,100 | -100.0% | -0.03% | – |
| RICK | Exit | RCI HOSPITALITY HLDGS INC | $0 | – | -12,200 | -100.0% | -0.03% | – |
| VRS | Exit | VERSO CORPcl a | $0 | – | -10,800 | -100.0% | -0.03% | – |
| GPRK | Exit | GEOPARK LTD | $0 | – | -17,200 | -100.0% | -0.03% | – |
| AKR | Exit | ACADIA RLTY TR | $0 | – | -10,600 | -100.0% | -0.03% | – |
| RCM | Exit | R1 RCM INC | $0 | – | -14,400 | -100.0% | -0.03% | – |
| PLYM | Exit | PLYMOUTH INDL REIT INC | $0 | – | -12,000 | -100.0% | -0.03% | – |
| QIWI | Exit | QIWI PLCspon adr rep b | $0 | – | -12,200 | -100.0% | -0.03% | – |
| CORT | Exit | CORCEPT THERAPEUTICS INC | $0 | – | -11,400 | -100.0% | -0.03% | – |
| PE | Exit | PARSLEY ENERGY INCcl a | $0 | – | -24,100 | -100.0% | -0.03% | – |
| DTIL | Exit | PRECISION BIOSCIENCES INC | $0 | – | -23,300 | -100.0% | -0.03% | – |
| PLAB | Exit | PHOTRONICS INC | $0 | – | -13,700 | -100.0% | -0.03% | – |
| RGS | Exit | REGIS CORP MINN | $0 | – | -24,600 | -100.0% | -0.03% | – |
| WBT | Exit | WELBILT INC | $0 | – | -28,500 | -100.0% | -0.03% | – |
| DX | Exit | DYNEX CAP INC | $0 | – | -14,500 | -100.0% | -0.04% | – |
| ACRE | Exit | ARES COML REAL ESTATE CORP | $0 | – | -21,200 | -100.0% | -0.04% | – |
| TEVA | Exit | TEVA PHARMACEUTICAL INDS LTDsponsored ads | $0 | – | -16,700 | -100.0% | -0.04% | – |
| VSTO | Exit | VISTA OUTDOOR INC | $0 | – | -16,800 | -100.0% | -0.04% | – |
| MPAA | Exit | MOTORCAR PTS AMER INC | $0 | – | -12,100 | -100.0% | -0.04% | – |
| NAVI | Exit | NAVIENT CORPORATION | $0 | – | -20,900 | -100.0% | -0.04% | – |
| APTS | Exit | PREFERRED APT CMNTYS INC | $0 | – | -22,100 | -100.0% | -0.04% | – |
| ARI | Exit | APOLLO COML REAL EST FIN INC | $0 | – | -21,000 | -100.0% | -0.04% | – |
| SLM | Exit | SLM CORP | $0 | – | -21,700 | -100.0% | -0.04% | – |
| ORTX | Exit | ORCHARD THERAPEUTICS PLCads | $0 | – | -21,500 | -100.0% | -0.04% | – |
| KALA | Exit | KALA PHARMACEUTICALS INC | $0 | – | -18,200 | -100.0% | -0.04% | – |
| KOP | Exit | KOPPERS HOLDINGS INC | $0 | – | -13,200 | -100.0% | -0.04% | – |
| OPRA | Exit | OPERA LTDsponsored ads | $0 | – | -30,500 | -100.0% | -0.04% | – |
| CMC | Exit | COMMERCIAL METALS CO | $0 | – | -10,300 | -100.0% | -0.04% | – |
| KN | Exit | KNOWLES CORP | $0 | – | -12,100 | -100.0% | -0.04% | – |
| GLDD | Exit | GREAT LAKES DREDGE & DOCK CO | $0 | – | -20,200 | -100.0% | -0.04% | – |
| DESP | Exit | DESPEGAR COM CORP | $0 | – | -29,700 | -100.0% | -0.04% | – |
| FLY | Exit | FLY LEASING LTDsponsored adr | $0 | – | -23,900 | -100.0% | -0.04% | – |
| SFL | Exit | SFL CORPORATION LTD | $0 | – | -18,000 | -100.0% | -0.04% | – |
| CNOB | Exit | CONNECTONE BANCORP INC NEW | $0 | – | -12,600 | -100.0% | -0.04% | – |
| VKTX | Exit | VIKING THERAPEUTICS INC | $0 | – | -36,600 | -100.0% | -0.04% | – |
| LADR | Exit | LADDER CAP CORPcl a | $0 | – | -37,900 | -100.0% | -0.04% | – |
| GLT | Exit | GLATFELTER | $0 | – | -14,800 | -100.0% | -0.04% | – |
| AX | Exit | AXOS FINL INC | $0 | – | -10,200 | -100.0% | -0.04% | – |
| SMFG | Exit | SUMITOMO MITSUI FINL GROUP Isponsored adr | $0 | – | -38,100 | -100.0% | -0.04% | – |
| SUM | Exit | SUMMIT MATLS INCcl a | $0 | – | -12,400 | -100.0% | -0.04% | – |
| RDUS | Exit | RADIUS HEALTH INC | $0 | – | -14,400 | -100.0% | -0.04% | – |
| RTRX | Exit | RETROPHIN INC | $0 | – | -12,900 | -100.0% | -0.04% | – |
| GTHX | Exit | G1 THERAPEUTICS INC | $0 | – | -17,300 | -100.0% | -0.04% | – |
| EURN | Exit | EURONAV NV ANTWERPEN | $0 | – | -16,900 | -100.0% | -0.04% | – |
| VIAV | Exit | VIAVI SOLUTIONS INC | $0 | – | -17,400 | -100.0% | -0.05% | – |
| BZH | Exit | BEAZER HOMES USA INC | $0 | – | -30,200 | -100.0% | -0.05% | – |
| RF | Exit | REGIONS FINANCIAL CORP NEW | $0 | – | -22,200 | -100.0% | -0.05% | – |
| ERJ | Exit | EMBRAER S.A.sponsored ads | $0 | – | -27,000 | -100.0% | -0.05% | – |
| APOG | Exit | APOGEE ENTERPRISES INC | $0 | – | -9,700 | -100.0% | -0.05% | – |
| LII | Exit | LENNOX INTL INC | $0 | – | -1,100 | -100.0% | -0.05% | – |
| SLGN | Exit | SILGAN HOLDINGS INC | $0 | – | -7,100 | -100.0% | -0.05% | – |
| QNST | Exit | QUINSTREET INC | $0 | – | -25,200 | -100.0% | -0.05% | – |
| PSTG | Exit | PURE STORAGE INCcl a | $0 | – | -16,500 | -100.0% | -0.05% | – |
| ARCH | Exit | ARCH COAL INCcl a | $0 | – | -7,100 | -100.0% | -0.05% | – |
| KSU | Exit | KANSAS CITY SOUTHERN | $0 | – | -1,600 | -100.0% | -0.05% | – |
| NVAX | Exit | NOVAVAX INC | $0 | – | -15,000 | -100.0% | -0.05% | – |
| PEB | Exit | PEBBLEBROOK HOTEL TR | $0 | – | -19,000 | -100.0% | -0.05% | – |
| ATRA | Exit | ATARA BIOTHERAPEUTICS INC | $0 | – | -24,500 | -100.0% | -0.05% | – |
| RIO | Exit | RIO TINTO PLCsponsored adr | $0 | – | -4,600 | -100.0% | -0.05% | – |
| IEX | Exit | IDEX CORP | $0 | – | -1,500 | -100.0% | -0.05% | – |
| AXL | Exit | AMERICAN AXLE & MFG HLDGS INput | $0 | – | -58,200 | -100.0% | -0.05% | – |
| TPC | Exit | TUTOR PERINI CORP | $0 | – | -31,500 | -100.0% | -0.05% | – |
| EAF | Exit | GRAFTECH INTL LTD | $0 | – | -26,100 | -100.0% | -0.05% | – |
| ORLY | Exit | O REILLY AUTOMOTIVE INC NEW | $0 | – | -700 | -100.0% | -0.05% | – |
| GWRE | Exit | GUIDEWIRE SOFTWARE INC | $0 | – | -2,700 | -100.0% | -0.05% | – |
| MKC | Exit | MCCORMICK & CO INC | $0 | – | -1,500 | -100.0% | -0.05% | – |
| FR | Exit | FIRST INDL RLTY TR INC | $0 | – | -6,400 | -100.0% | -0.05% | – |
| NGHC | Exit | NATIONAL GEN HLDGS CORP | $0 | – | -13,000 | -100.0% | -0.05% | – |
| RACE | Exit | FERRARI N V | $0 | – | -1,400 | -100.0% | -0.05% | – |
| SVC | Exit | SERVICE PPTYS TR | $0 | – | -39,800 | -100.0% | -0.05% | – |
| TRWH | Exit | TWIN RIV WORLDWIDE HLDGS INC | $0 | – | -16,300 | -100.0% | -0.05% | – |
| WD | Exit | WALKER & DUNLOP INC | $0 | – | -5,300 | -100.0% | -0.05% | – |
| THS | Exit | TREEHOUSE FOODS INC | $0 | – | -4,900 | -100.0% | -0.05% | – |
| CRM | Exit | SALESFORCE COM INC | $0 | – | -1,500 | -100.0% | -0.05% | – |
| HRTX | Exit | HERON THERAPEUTICS INC | $0 | – | -18,600 | -100.0% | -0.05% | – |
| MTW | Exit | MANITOWOC CO INC | $0 | – | -25,800 | -100.0% | -0.05% | – |
| EXPO | Exit | EXPONENT INC | $0 | – | -3,000 | -100.0% | -0.05% | – |
| UIS | Exit | UNISYS CORP | $0 | – | -17,700 | -100.0% | -0.05% | – |
| MHO | Exit | M/I HOMES INC | $0 | – | -13,300 | -100.0% | -0.05% | – |
| CNC | Exit | CENTENE CORP DEL | $0 | – | -3,700 | -100.0% | -0.05% | – |
| CE | Exit | CELANESE CORP DEL | $0 | – | -3,000 | -100.0% | -0.05% | – |
| UCTT | Exit | ULTRA CLEAN HLDGS INC | $0 | – | -16,100 | -100.0% | -0.05% | – |
| OGS | Exit | ONE GAS INC | $0 | – | -2,700 | -100.0% | -0.05% | – |
| HEES | Exit | H & E EQUIPMENT SERVICES INC | $0 | – | -15,500 | -100.0% | -0.05% | – |
| CVCO | Exit | CAVCO INDS INC DEL | $0 | – | -1,600 | -100.0% | -0.05% | – |
| WERN | Exit | WERNER ENTERPRISES INC | $0 | – | -6,300 | -100.0% | -0.05% | – |
| MSEX | Exit | MIDDLESEX WATER CO | $0 | – | -3,800 | -100.0% | -0.05% | – |
| SKM | Exit | SK TELECOM LTDsponsored adr | $0 | – | -14,200 | -100.0% | -0.05% | – |
| HLF | Exit | HERBALIFE NUTRITION LTD | $0 | – | -7,900 | -100.0% | -0.05% | – |
| CIR | Exit | CIRCOR INTL INC | $0 | – | -19,900 | -100.0% | -0.05% | – |
| CDXS | Exit | CODEXIS INC | $0 | – | -20,400 | -100.0% | -0.05% | – |
| STMP | Exit | STAMPS COM INC | $0 | – | -1,800 | -100.0% | -0.06% | – |
| SITC | Exit | SITE CENTERS CORP | $0 | – | -45,000 | -100.0% | -0.06% | – |
| KT | Exit | KT CORPsponsored adr | $0 | – | -30,200 | -100.0% | -0.06% | – |
| ARR | Exit | ARMOUR RESIDENTIAL REIT INC | $0 | – | -26,500 | -100.0% | -0.06% | – |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -4,700 | -100.0% | -0.06% | – |
| CLDR | Exit | CLOUDERA INC | $0 | – | -30,300 | -100.0% | -0.06% | – |
| STOR | Exit | STORE CAP CORP | $0 | – | -13,100 | -100.0% | -0.06% | – |
| TYL | Exit | TYLER TECHNOLOGIES INC | $0 | – | -800 | -100.0% | -0.06% | – |
| PAYX | Exit | PAYCHEX INC | $0 | – | -3,800 | -100.0% | -0.06% | – |
| VIPS | Exit | VIPSHOP HLDGS LTDsponsored ads a | $0 | – | -15,400 | -100.0% | -0.06% | – |
| TSN | Exit | TYSON FOODS INCcl a | $0 | – | -4,200 | -100.0% | -0.06% | – |
| NWN | Exit | NORTHWEST NAT HLDG CO | $0 | – | -3,900 | -100.0% | -0.06% | – |
| EHC | Exit | ENCOMPASS HEALTH CORP | $0 | – | -3,800 | -100.0% | -0.06% | – |
| AIMC | Exit | ALTRA INDL MOTION CORP | $0 | – | -13,800 | -100.0% | -0.06% | – |
| DXCM | Exit | DEXCOM INC | $0 | – | -900 | -100.0% | -0.06% | – |
| SATS | Exit | ECHOSTAR CORPcl a | $0 | – | -7,546 | -100.0% | -0.06% | – |
| HCC | Exit | WARRIOR MET COAL INC | $0 | – | -23,000 | -100.0% | -0.06% | – |
| FIS | Exit | FIDELITY NATL INFORMATION SV | $0 | – | -2,000 | -100.0% | -0.06% | – |
| CHRS | Exit | COHERUS BIOSCIENCES INC | $0 | – | -15,300 | -100.0% | -0.06% | – |
| POWI | Exit | POWER INTEGRATIONS INC | $0 | – | -2,800 | -100.0% | -0.06% | – |
| HCKT | Exit | HACKETT GROUP INC | $0 | – | -19,900 | -100.0% | -0.06% | – |
| GBT | Exit | GLOBAL BLOOD THERAPEUTICS IN | $0 | – | -4,900 | -100.0% | -0.06% | – |
| OLED | Exit | UNIVERSAL DISPLAY CORP | $0 | – | -1,900 | -100.0% | -0.06% | – |
| NBR | Exit | NABORS INDUSTRIES LTD | $0 | – | -642,484 | -100.0% | -0.06% | – |
| BOOT | Exit | BOOT BARN HLDGS INC | $0 | – | -19,800 | -100.0% | -0.06% | – |
| DG | Exit | DOLLAR GEN CORP NEW | $0 | – | -1,700 | -100.0% | -0.06% | – |
| EBIX | Exit | EBIX INC | $0 | – | -16,800 | -100.0% | -0.06% | – |
| TRGP | Exit | TARGA RES CORP | $0 | – | -36,700 | -100.0% | -0.06% | – |
| FHN | Exit | FIRST HORIZON NATL CORP | $0 | – | -31,800 | -100.0% | -0.06% | – |
| VMC | Exit | VULCAN MATLS CO | $0 | – | -2,400 | -100.0% | -0.06% | – |
| ING | Exit | ING GROEP N.V.sponsored adr | $0 | – | -50,500 | -100.0% | -0.06% | – |
| TTWO | Exit | TAKE-TWO INTERACTIVE SOFTWAR | $0 | – | -2,200 | -100.0% | -0.06% | – |
| DOV | Exit | DOVER CORP | $0 | – | -3,100 | -100.0% | -0.06% | – |
| BKR | Exit | BAKER HUGHES COMPANYcl a | $0 | – | -25,100 | -100.0% | -0.06% | – |
| OMER | Exit | OMEROS CORP | $0 | – | -19,900 | -100.0% | -0.06% | – |
| UAA | Exit | UNDER ARMOUR INCcl a | $0 | – | -28,700 | -100.0% | -0.06% | – |
| IDA | Exit | IDACORP INC | $0 | – | -3,000 | -100.0% | -0.06% | – |
| SYNA | Exit | SYNAPTICS INC | $0 | – | -4,600 | -100.0% | -0.06% | – |
| NBIX | Exit | NEUROCRINE BIOSCIENCES INC | $0 | – | -3,100 | -100.0% | -0.06% | – |
| KURA | Exit | KURA ONCOLOGY INC | $0 | – | -27,100 | -100.0% | -0.06% | – |
| IAC | Exit | IAC INTERACTIVECORP | $0 | – | -1,500 | -100.0% | -0.06% | – |
| PWR | Exit | QUANTA SVCS INC | $0 | – | -8,500 | -100.0% | -0.06% | – |
| UE | Exit | URBAN EDGE PPTYS | $0 | – | -30,600 | -100.0% | -0.06% | – |
| EXPD | Exit | EXPEDITORS INTL WASH INC | $0 | – | -4,100 | -100.0% | -0.06% | – |
| NVS | Exit | NOVARTIS A Gsponsored adr | $0 | – | -3,300 | -100.0% | -0.06% | – |
| LRN | Exit | K12 INC | $0 | – | -14,500 | -100.0% | -0.06% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -7,600 | -100.0% | -0.06% | – |
| GRFS | Exit | GRIFOLS S Asp adr rep b nvt | $0 | – | -13,500 | -100.0% | -0.06% | – |
| CHK | Exit | CHESAPEAKE ENERGY CORPcall | $0 | – | -1,600,000 | -100.0% | -0.06% | – |
| NMRK | Exit | NEWMARK GROUP INCcl a | $0 | – | -64,600 | -100.0% | -0.06% | – |
| SMCI | Exit | SUPER MICRO COMPUTER INC | $0 | – | -13,000 | -100.0% | -0.06% | – |
| CTB | Exit | COOPER TIRE & RUBR CO | $0 | – | -17,300 | -100.0% | -0.07% | – |
| WDC | Exit | WESTERN DIGITAL CORP. | $0 | – | -6,800 | -100.0% | -0.07% | – |
| LENB | Exit | LENNAR CORPcl b | $0 | – | -9,800 | -100.0% | -0.07% | – |
| NOV | Exit | NATIONAL OILWELL VARCO INC | $0 | – | -28,600 | -100.0% | -0.07% | – |
| OFC | Exit | CORPORATE OFFICE PPTYS TRsh ben int | $0 | – | -12,700 | -100.0% | -0.07% | – |
| AZZ | Exit | AZZ INC | $0 | – | -10,000 | -100.0% | -0.07% | – |
| BIG | Exit | BIG LOTS INC | $0 | – | -20,000 | -100.0% | -0.07% | – |
| BXP | Exit | BOSTON PROPERTIES INC | $0 | – | -3,100 | -100.0% | -0.07% | – |
| UHS | Exit | UNIVERSAL HLTH SVCS INCcl b | $0 | – | -2,900 | -100.0% | -0.07% | – |
| ACAD | Exit | ACADIA PHARMACEUTICALS INC | $0 | – | -6,900 | -100.0% | -0.07% | – |
| NDAQ | Exit | NASDAQ INC | $0 | – | -3,100 | -100.0% | -0.07% | – |
| ZUMZ | Exit | ZUMIEZ INC | $0 | – | -17,000 | -100.0% | -0.07% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -8,500 | -100.0% | -0.07% | – |
| SABR | Exit | SABRE CORP | $0 | – | -50,100 | -100.0% | -0.07% | – |
| AGO | Exit | ASSURED GUARANTY LTD | $0 | – | -11,600 | -100.0% | -0.07% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -8,800 | -100.0% | -0.07% | – |
| IGT | Exit | INTERNATIONAL GAME TECHNOLOG | $0 | – | -50,100 | -100.0% | -0.07% | – |
| JAZZ | Exit | JAZZ PHARMACEUTICALS PLC | $0 | – | -3,000 | -100.0% | -0.07% | – |
| ZNGA | Exit | ZYNGA INCcl a | $0 | – | -43,900 | -100.0% | -0.07% | – |
| FCAU | Exit | FIAT CHRYSLER AUTOMOBILES N | $0 | – | -42,800 | -100.0% | -0.07% | – |
| PBCT | Exit | PEOPLES UTD FINL INC | $0 | – | -27,900 | -100.0% | -0.07% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -38,000 | -100.0% | -0.07% | – |
| CRWD | Exit | CROWDSTRIKE HLDGS INCcl a | $0 | – | -5,600 | -100.0% | -0.07% | – |
| UTHR | Exit | UNITED THERAPEUTICS CORP DEL | $0 | – | -3,300 | -100.0% | -0.07% | – |
| WUBA | Exit | 58 COM INCspon adr rep a | $0 | – | -6,400 | -100.0% | -0.07% | – |
| UN | Exit | UNILEVER N V | $0 | – | -6,400 | -100.0% | -0.07% | – |
| BLL | Exit | BALL CORP | $0 | – | -4,800 | -100.0% | -0.07% | – |
| THG | Exit | HANOVER INS GROUP INC | $0 | – | -3,500 | -100.0% | -0.07% | – |
| FSLR | Exit | FIRST SOLAR INC | $0 | – | -8,800 | -100.0% | -0.07% | – |
| SLAB | Exit | SILICON LABORATORIES INC | $0 | – | -3,700 | -100.0% | -0.07% | – |
| FMS | Exit | FRESENIUS MED CARE AG&CO KGAsponsored adr | $0 | – | -9,700 | -100.0% | -0.08% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -9,500 | -100.0% | -0.08% | – |
| UL | Exit | UNILEVER PLCspon adr new | $0 | – | -6,300 | -100.0% | -0.08% | – |
| GLPI | Exit | GAMING & LEISURE PPTYS INC | $0 | – | -11,800 | -100.0% | -0.08% | – |
| ITGR | Exit | INTEGER HLDGS CORP | $0 | – | -5,200 | -100.0% | -0.08% | – |
| BGNE | Exit | BEIGENE LTDsponsored adr | $0 | – | -2,700 | -100.0% | -0.08% | – |
| STM | Exit | STMICROELECTRONICS N Vny registry | $0 | – | -15,600 | -100.0% | -0.08% | – |
| D | Exit | DOMINION ENERGY INC | $0 | – | -4,600 | -100.0% | -0.08% | – |
| HP | Exit | HELMERICH & PAYNE INC | $0 | – | -21,200 | -100.0% | -0.08% | – |
| FLEX | Exit | FLEX LTDord | $0 | – | -39,500 | -100.0% | -0.08% | – |
| SONY | Exit | SONY CORPsponsored adr | $0 | – | -5,700 | -100.0% | -0.08% | – |
| SBGI | Exit | SINCLAIR BROADCAST GROUP INCcl a | $0 | – | -21,000 | -100.0% | -0.08% | – |
| ZG | Exit | ZILLOW GROUP INCcl a | $0 | – | -9,900 | -100.0% | -0.08% | – |
| OMF | Exit | ONEMAIN HLDGS INC | $0 | – | -17,700 | -100.0% | -0.08% | – |
| PCTY | Exit | PAYLOCITY HLDG CORP | $0 | – | -3,800 | -100.0% | -0.08% | – |
| IAA | Exit | IAA INC | $0 | – | -11,300 | -100.0% | -0.08% | – |
| EXC | Exit | EXELON CORP | $0 | – | -9,300 | -100.0% | -0.08% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -12,100 | -100.0% | -0.08% | – |
| IFF | Exit | INTERNATIONAL FLAVORS&FRAGRA | $0 | – | -3,400 | -100.0% | -0.08% | – |
| IR | Exit | INGERSOLL RAND INC | $0 | – | -13,900 | -100.0% | -0.08% | – |
| SEDG | Exit | SOLAREDGE TECHNOLOGIES INC | $0 | – | -4,300 | -100.0% | -0.08% | – |
| VICI | Exit | VICI PPTYS INC | $0 | – | -21,200 | -100.0% | -0.08% | – |
| SYF | Exit | SYNCHRONY FINL | $0 | – | -21,900 | -100.0% | -0.08% | – |
| ADSK | Exit | AUTODESK INC | $0 | – | -2,300 | -100.0% | -0.08% | – |
| SPWH | Exit | SPORTSMANS WHSE HLDGS INC | $0 | – | -58,500 | -100.0% | -0.08% | – |
| SNP | Exit | CHINA PETE & CHEM CORP | $0 | – | -7,300 | -100.0% | -0.08% | – |
| GOOS | Exit | CANADA GOOSE HOLDINGS INC | $0 | – | -18,000 | -100.0% | -0.08% | – |
| TW | Exit | TRADEWEB MKTS INCcl a | $0 | – | -8,600 | -100.0% | -0.08% | – |
| CHD | Exit | CHURCH & DWIGHT INC | $0 | – | -5,800 | -100.0% | -0.09% | – |
| CMD | Exit | CANTEL MEDICAL CORP | $0 | – | -10,300 | -100.0% | -0.09% | – |
| CLR | Exit | CONTINENTAL RES INC | $0 | – | -49,300 | -100.0% | -0.09% | – |
| SIX | Exit | SIX FLAGS ENTMT CORP NEW | $0 | – | -30,097 | -100.0% | -0.09% | – |
| JLL | Exit | JONES LANG LASALLE INC | $0 | – | -3,800 | -100.0% | -0.09% | – |
| HES | Exit | HESS CORP | $0 | – | -11,600 | -100.0% | -0.09% | – |
| AJRD | Exit | AEROJET ROCKETDYNE HLDGS INC | $0 | – | -9,300 | -100.0% | -0.09% | – |
| KMI | Exit | KINDER MORGAN INC DEL | $0 | – | -27,900 | -100.0% | -0.09% | – |
| MOH | Exit | MOLINA HEALTHCARE INC | $0 | – | -2,800 | -100.0% | -0.09% | – |
| LAMR | Exit | LAMAR ADVERTISING CO NEWcl a | $0 | – | -7,700 | -100.0% | -0.09% | – |
| ENIA | Exit | ENEL AMERICAS S Asponsored adr | $0 | – | -65,700 | -100.0% | -0.09% | – |
| IDCC | Exit | INTERDIGITAL INC | $0 | – | -9,000 | -100.0% | -0.09% | – |
| FTI | Exit | TECHNIPFMC PLC | $0 | – | -59,200 | -100.0% | -0.09% | – |
| ENPH | Exit | ENPHASE ENERGY INC | $0 | – | -12,700 | -100.0% | -0.10% | – |
| LHX | Exit | L3HARRIS TECHNOLOGIES INC | $0 | – | -2,300 | -100.0% | -0.10% | – |
| LSXMA | Exit | LIBERTY MEDIA CORP DEL | $0 | – | -13,200 | -100.0% | -0.10% | – |
| ADM | Exit | ARCHER DANIELS MIDLAND CO | $0 | – | -11,900 | -100.0% | -0.10% | – |
| K | Exit | KELLOGG CO | $0 | – | -7,000 | -100.0% | -0.10% | – |
| LVGO | Exit | LIVONGO HEALTH INC | $0 | – | -14,800 | -100.0% | -0.10% | – |
| CHWY | Exit | CHEWY INCcl a | $0 | – | -11,300 | -100.0% | -0.10% | – |
| ENS | Exit | ENERSYS | $0 | – | -8,600 | -100.0% | -0.10% | – |
| BPMC | Exit | BLUEPRINT MEDICINES CORP | $0 | – | -7,500 | -100.0% | -0.10% | – |
| ALXN | Exit | ALEXION PHARMACEUTICALS INC | $0 | – | -4,900 | -100.0% | -0.10% | – |
| TMUS | Exit | T MOBILE US INC | $0 | – | -5,300 | -100.0% | -0.10% | – |
| J | Exit | JACOBS ENGR GROUP INC | $0 | – | -5,600 | -100.0% | -0.10% | – |
| OLN | Exit | OLIN CORP | $0 | – | -38,589 | -100.0% | -0.11% | – |
| ENTG | Exit | ENTEGRIS INC | $0 | – | -10,100 | -100.0% | -0.11% | – |
| UBS | Exit | UBS GROUP AG | $0 | – | -49,100 | -100.0% | -0.11% | – |
| SJM | Exit | SMUCKER J M CO | $0 | – | -4,100 | -100.0% | -0.11% | – |
| BHF | Exit | BRIGHTHOUSE FINL INC | $0 | – | -19,100 | -100.0% | -0.11% | – |
| VALE | Exit | VALE S Asponsored ads | $0 | – | -56,000 | -100.0% | -0.11% | – |
| SCHW | Exit | SCHWAB CHARLES CORP | $0 | – | -14,000 | -100.0% | -0.11% | – |
| TFC | Exit | TRUIST FINL CORP | $0 | – | -15,600 | -100.0% | -0.11% | – |
| THC | Exit | TENET HEALTHCARE CORP | $0 | – | -33,500 | -100.0% | -0.11% | – |
| EA | Exit | ELECTRONIC ARTS INC | $0 | – | -4,800 | -100.0% | -0.11% | – |
| AMX | Exit | AMERICA MOVIL SAB DE CV | $0 | – | -41,800 | -100.0% | -0.12% | – |
| DISH | Exit | DISH NETWORK CORPORATIONput | $0 | – | -24,700 | -100.0% | -0.12% | – |
| BABA | Exit | ALIBABA GROUP HLDG LTDsponsored ads | $0 | – | -2,600 | -100.0% | -0.12% | – |
| SHW | Exit | SHERWIN WILLIAMS CO | $0 | – | -1,100 | -100.0% | -0.12% | – |
| SKT | Exit | TANGER FACTORY OUTLET CTRS I | $0 | – | -102,300 | -100.0% | -0.12% | – |
| CC | Exit | CHEMOURS CO | $0 | – | -59,300 | -100.0% | -0.12% | – |
| WCC | Exit | WESCO INTL INC | $0 | – | -23,000 | -100.0% | -0.12% | – |
| DVA | Exit | DAVITA INC | $0 | – | -6,900 | -100.0% | -0.12% | – |
| DECK | Exit | DECKERS OUTDOOR CORP | $0 | – | -3,900 | -100.0% | -0.12% | – |
| ADNT | Exit | ADIENT PLC | $0 | – | -59,000 | -100.0% | -0.13% | – |
| INCY | Exit | INCYTE CORP | $0 | – | -7,400 | -100.0% | -0.13% | – |
| LBTYK | Exit | LIBERTY GLOBAL PLC | $0 | – | -34,700 | -100.0% | -0.13% | – |
| ADC | Exit | AGREE REALTY CORP | $0 | – | -8,900 | -100.0% | -0.13% | – |
| GWPH | Exit | GW PHARMACEUTICALS PLCads | $0 | – | -6,300 | -100.0% | -0.13% | – |
| SAFM | Exit | SANDERSON FARMS INC | $0 | – | -4,500 | -100.0% | -0.13% | – |
| LBTYA | Exit | LIBERTY GLOBAL PLC | $0 | – | -33,800 | -100.0% | -0.13% | – |
| NLSN | Exit | NIELSEN HLDGS PLC | $0 | – | -44,800 | -100.0% | -0.13% | – |
| PBF | Exit | PBF ENERGY INCcl a | $0 | – | -79,500 | -100.0% | -0.13% | – |
| MGM | Exit | MGM RESORTS INTERNATIONAL | $0 | – | -47,781 | -100.0% | -0.13% | – |
| COR | Exit | CORESITE RLTY CORP | $0 | – | -4,900 | -100.0% | -0.13% | – |
| SPG | Exit | SIMON PPTY GROUP INC NEW | $0 | – | -10,300 | -100.0% | -0.13% | – |
| JD | Exit | JD COM INCspon adr cl a | $0 | – | -14,000 | -100.0% | -0.13% | – |
| BGS | Exit | B & G FOODS INC NEW | $0 | – | -31,522 | -100.0% | -0.13% | – |
| NBR | Exit | NABORS INDUSTRIES LTDcall | $0 | – | -1,460,000 | -100.0% | -0.13% | – |
| TMHC | Exit | TAYLOR MORRISON HOME CORP | $0 | – | -51,900 | -100.0% | -0.13% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -98,100 | -100.0% | -0.13% | – |
| MD | Exit | MEDNAX INC | $0 | – | -49,600 | -100.0% | -0.14% | – |
| CAH | Exit | CARDINAL HEALTH INC | $0 | – | -12,100 | -100.0% | -0.14% | – |
| PGR | Exit | PROGRESSIVE CORP OHIO | $0 | – | -7,900 | -100.0% | -0.14% | – |
| LULU | Exit | LULULEMON ATHLETICA INC | $0 | – | -3,100 | -100.0% | -0.14% | – |
| VIRT | Exit | VIRTU FINL INCcl a | $0 | – | -28,350 | -100.0% | -0.14% | – |
| OUT | Exit | OUTFRONT MEDIA INC | $0 | – | -43,900 | -100.0% | -0.14% | – |
| LDOS | Exit | LEIDOS HOLDINGS INC | $0 | – | -6,500 | -100.0% | -0.14% | – |
| AXTA | Exit | AXALTA COATING SYS LTD | $0 | – | -34,800 | -100.0% | -0.14% | – |
| KRC | Exit | KILROY RLTY CORP | $0 | – | -9,500 | -100.0% | -0.14% | – |
| CLGX | Exit | CORELOGIC INC | $0 | – | -19,800 | -100.0% | -0.14% | – |
| NRZ | Exit | NEW RESIDENTIAL INVT CORP | $0 | – | -120,400 | -100.0% | -0.14% | – |
| HELE | Exit | HELEN OF TROY CORP LTD | $0 | – | -4,200 | -100.0% | -0.14% | – |
| FAST | Exit | FASTENAL CO | $0 | – | -19,300 | -100.0% | -0.14% | – |
| VNO | Exit | VORNADO RLTY TRsh ben int | $0 | – | -16,700 | -100.0% | -0.14% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -1,800 | -100.0% | -0.14% | – |
| BRX | Exit | BRIXMOR PPTY GROUP INC | $0 | – | -64,300 | -100.0% | -0.14% | – |
| IART | Exit | INTEGRA LIFESCIENCES HLDGS C | $0 | – | -13,600 | -100.0% | -0.14% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -4,900 | -100.0% | -0.14% | – |
| ATHM | Exit | AUTOHOME INCsp adr rp cl a | $0 | – | -8,700 | -100.0% | -0.14% | – |
| RAD | Exit | RITE AID CORP | $0 | – | -41,500 | -100.0% | -0.15% | – |
| VIAC | Exit | VIACOMCBS INCcl b | $0 | – | -44,800 | -100.0% | -0.15% | – |
| UNVR | Exit | UNIVAR SOLUTIONS INC | $0 | – | -58,900 | -100.0% | -0.15% | – |
| MTH | Exit | MERITAGE HOMES CORP | $0 | – | -17,400 | -100.0% | -0.15% | – |
| MOS | Exit | MOSAIC CO NEW | $0 | – | -58,800 | -100.0% | -0.15% | – |
| EPC | Exit | EDGEWELL PERS CARE CO | $0 | – | -26,289 | -100.0% | -0.15% | – |
| ERIC | Exit | ERICSSONadr b sek 10 | $0 | – | -78,200 | -100.0% | -0.15% | – |
| GPS | Exit | GAP INC | $0 | – | -90,300 | -100.0% | -0.15% | – |
| VTR | Exit | VENTAS INC | $0 | – | -23,900 | -100.0% | -0.15% | – |
| TAP | Exit | MOLSON COORS BEVERAGE COcl b | $0 | – | -16,400 | -100.0% | -0.15% | – |
| AMCR | Exit | AMCOR PLCord | $0 | – | -78,600 | -100.0% | -0.15% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INC | $0 | – | -52,351 | -100.0% | -0.15% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -3,500 | -100.0% | -0.15% | – |
| CAG | Exit | CONAGRA BRANDS INC | $0 | – | -21,800 | -100.0% | -0.15% | – |
| PFE | Exit | PFIZER INC | $0 | – | -19,700 | -100.0% | -0.15% | – |
| BJ | Exit | BJS WHSL CLUB HLDGS INC | $0 | – | -25,600 | -100.0% | -0.15% | – |
| BAC | Exit | BK OF AMERICA CORP | $0 | – | -30,600 | -100.0% | -0.15% | – |
| NMIH | Exit | NMI HLDGS INCcl a | $0 | – | -56,000 | -100.0% | -0.15% | – |
| CCK | Exit | CROWN HLDGS INC | $0 | – | -11,300 | -100.0% | -0.15% | – |
| GLW | Exit | CORNING INC | $0 | – | -32,100 | -100.0% | -0.16% | – |
| SPR | Exit | SPIRIT AEROSYSTEMS HLDGS INC | $0 | – | -27,900 | -100.0% | -0.16% | – |
| GNRC | Exit | GENERAC HLDGS INC | $0 | – | -7,300 | -100.0% | -0.16% | – |
| SBRA | Exit | SABRA HEALTH CARE REIT INC | $0 | – | -62,900 | -100.0% | -0.16% | – |
| DOCU | Exit | DOCUSIGN INC | $0 | – | -7,400 | -100.0% | -0.16% | – |
| NLOK | Exit | NORTONLIFELOCK INC | $0 | – | -37,000 | -100.0% | -0.16% | – |
| MDU | Exit | MDU RES GROUP INC | $0 | – | -32,200 | -100.0% | -0.16% | – |
| VRTX | Exit | VERTEX PHARMACEUTICALS INC | $0 | – | -2,900 | -100.0% | -0.16% | – |
| MED | Exit | MEDIFAST INC | $0 | – | -11,300 | -100.0% | -0.17% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -9,900 | -100.0% | -0.17% | – |
| OC | Exit | OWENS CORNING NEW | $0 | – | -18,400 | -100.0% | -0.17% | – |
| FNF | Exit | FIDELITY NATIONAL FINANCIAL | $0 | – | -29,300 | -100.0% | -0.17% | – |
| PRGO | Exit | PERRIGO CO PLC | $0 | – | -15,300 | -100.0% | -0.17% | – |
| EFX | Exit | EQUIFAX INC | $0 | – | -6,200 | -100.0% | -0.17% | – |
| AMN | Exit | AMN HEALTHCARE SVCS INC | $0 | – | -13,000 | -100.0% | -0.18% | – |
| TPR | Exit | TAPESTRY INC | $0 | – | -58,000 | -100.0% | -0.18% | – |
| WWE | Exit | WORLD WRESTLING ENTMT INCcl a | $0 | – | -22,200 | -100.0% | -0.18% | – |
| RWT | Exit | REDWOOD TR INC | $0 | – | -149,866 | -100.0% | -0.18% | – |
| HBI | Exit | HANESBRANDS INC | $0 | – | -97,457 | -100.0% | -0.18% | – |
| ENR | Exit | ENERGIZER HLDGS INC NEW | $0 | – | -25,500 | -100.0% | -0.18% | – |
| GFI | Exit | GOLD FIELDS LTD NEWsponsored adr | $0 | – | -162,500 | -100.0% | -0.18% | – |
| KBR | Exit | KBR INC | $0 | – | -37,500 | -100.0% | -0.18% | – |
| DISCK | Exit | DISCOVERY INC | $0 | – | -44,200 | -100.0% | -0.18% | – |
| W | Exit | WAYFAIR INCcl a | $0 | – | -14,600 | -100.0% | -0.18% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -9,400 | -100.0% | -0.18% | – |
| TPH | Exit | TRI POINTE GROUP INC | $0 | – | -89,500 | -100.0% | -0.18% | – |
| BMRN | Exit | BIOMARIN PHARMACEUTICAL INC | $0 | – | -9,300 | -100.0% | -0.18% | – |
| DBI | Exit | DESIGNER BRANDS INCcl a | $0 | – | -159,284 | -100.0% | -0.19% | – |
| NCR | Exit | NCR CORP NEW | $0 | – | -44,800 | -100.0% | -0.19% | – |
| MSI | Exit | MOTOROLA SOLUTIONS INC | $0 | – | -6,000 | -100.0% | -0.19% | – |
| CERN | Exit | CERNER CORP | $0 | – | -12,700 | -100.0% | -0.19% | – |
| ATH | Exit | ATHENE HLDG LTDcl a | $0 | – | -32,700 | -100.0% | -0.19% | – |
| WEX | Exit | WEX INC | $0 | – | -7,800 | -100.0% | -0.19% | – |
| WSM | Exit | WILLIAMS SONOMA INC | $0 | – | -19,250 | -100.0% | -0.19% | – |
| HCA | Exit | HCA HEALTHCARE INC | $0 | – | -9,200 | -100.0% | -0.19% | – |
| KHC | Exit | KRAFT HEINZ CO | $0 | – | -33,400 | -100.0% | -0.19% | – |
| DISCA | Exit | DISCOVERY INC | $0 | – | -43,100 | -100.0% | -0.20% | – |
| CRUS | Exit | CIRRUS LOGIC INC | $0 | – | -12,800 | -100.0% | -0.20% | – |
| NTRS | Exit | NORTHERN TR CORP | $0 | – | -11,200 | -100.0% | -0.20% | – |
| DELL | Exit | DELL TECHNOLOGIES INCcl c | $0 | – | -21,500 | -100.0% | -0.20% | – |
| SE | Exit | SEA LTDsponsored ads | $0 | – | -19,200 | -100.0% | -0.20% | – |
| GRMN | Exit | GARMIN LTD | $0 | – | -11,500 | -100.0% | -0.20% | – |
| PBRA | Exit | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $0 | – | -160,700 | -100.0% | -0.20% | – |
| EQNR | Exit | EQUINOR ASAsponsored adr | $0 | – | -72,500 | -100.0% | -0.21% | – |
| HDS | Exit | HD SUPPLY HLDGS INC | $0 | – | -31,000 | -100.0% | -0.21% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -9,900 | -100.0% | -0.21% | – |
| AES | Exit | AES CORP | $0 | – | -65,600 | -100.0% | -0.21% | – |
| REG | Exit | REGENCY CTRS CORP | $0 | – | -23,300 | -100.0% | -0.21% | – |
| KEY | Exit | KEYCORP | $0 | – | -86,700 | -100.0% | -0.21% | – |
| QSR | Exit | RESTAURANT BRANDS INTL INC | $0 | – | -22,400 | -100.0% | -0.21% | – |
| ITUB | Exit | ITAU UNIBANCO HLDG S Aspon adr rep pfd | $0 | – | -200,900 | -100.0% | -0.21% | – |
| BMY | Exit | BRISTOL-MYERS SQUIBB CO | $0 | – | -16,300 | -100.0% | -0.21% | – |
| STX | Exit | SEAGATE TECHNOLOGY PLC | $0 | – | -18,600 | -100.0% | -0.21% | – |
| GOLD | Exit | BARRICK GOLD CORPORATION | $0 | – | -49,700 | -100.0% | -0.21% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -61,600 | -100.0% | -0.22% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -17,400 | -100.0% | -0.22% | – |
| MTB | Exit | M & T BK CORP | $0 | – | -8,900 | -100.0% | -0.22% | – |
| ADT | Exit | ADT INC | $0 | – | -214,424 | -100.0% | -0.22% | – |
| EVR | Exit | EVERCORE INCclass a | $0 | – | -20,100 | -100.0% | -0.22% | – |
| ALNY | Exit | ALNYLAM PHARMACEUTICALS INC | $0 | – | -8,500 | -100.0% | -0.22% | – |
| TAL | Exit | TAL EDUCATION GROUPsponsored ads | $0 | – | -17,500 | -100.0% | -0.22% | – |
| COMM | Exit | COMMSCOPE HLDG CO INC | $0 | – | -104,200 | -100.0% | -0.22% | – |
| NVDA | Exit | NVIDIA CORP | $0 | – | -3,600 | -100.0% | -0.22% | – |
| CME | Exit | CME GROUP INC | $0 | – | -5,500 | -100.0% | -0.22% | – |
| KBH | Exit | KB HOME | $0 | – | -52,700 | -100.0% | -0.22% | – |
| UNP | Exit | UNION PAC CORP | $0 | – | -6,800 | -100.0% | -0.22% | – |
| CUBE | Exit | CUBESMART | $0 | – | -36,000 | -100.0% | -0.23% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -3,900 | -100.0% | -0.23% | – |
| WDFC | Exit | WD-40 CO | $0 | – | -4,866 | -100.0% | -0.23% | – |
| TDG | Exit | TRANSDIGM GROUP INC | $0 | – | -3,086 | -100.0% | -0.23% | – |
| NSP | Exit | INSPERITY INC | $0 | – | -26,600 | -100.0% | -0.23% | – |
| CALM | Exit | CAL MAINE FOODS INC | $0 | – | -22,600 | -100.0% | -0.23% | – |
| URBN | Exit | URBAN OUTFITTERS INC | $0 | – | -70,200 | -100.0% | -0.24% | – |
| ZION | Exit | ZIONS BANCORPORATION N A | $0 | – | -37,900 | -100.0% | -0.24% | – |
| EOG | Exit | EOG RES INC | $0 | – | -28,500 | -100.0% | -0.24% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -6,700 | -100.0% | -0.24% | – |
| SNV | Exit | SYNOVUS FINL CORP | $0 | – | -59,300 | -100.0% | -0.24% | – |
| ANTM | Exit | ANTHEM INC | $0 | – | -4,600 | -100.0% | -0.24% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -152,700 | -100.0% | -0.24% | – |
| ADBE | Exit | ADOBE INC | $0 | – | -3,300 | -100.0% | -0.25% | – |
| WMB | Exit | WILLIAMS COS INC | $0 | – | -74,100 | -100.0% | -0.25% | – |
| STT | Exit | STATE STR CORP | $0 | – | -19,700 | -100.0% | -0.25% | – |
| COG | Exit | CABOT OIL & GAS CORP | $0 | – | -61,300 | -100.0% | -0.25% | – |
| DD | Exit | DUPONT DE NEMOURS INC | $0 | – | -31,000 | -100.0% | -0.25% | – |
| HST | Exit | HOST HOTELS & RESORTS INC | $0 | – | -96,950 | -100.0% | -0.25% | – |
| AMD | Exit | ADVANCED MICRO DEVICES INC | $0 | – | -23,600 | -100.0% | -0.25% | – |
| FMC | Exit | F M C CORP | $0 | – | -13,200 | -100.0% | -0.25% | – |
| TGT | Exit | TARGET CORP | $0 | – | -11,600 | -100.0% | -0.25% | – |
| LEN | Exit | LENNAR CORPcl a | $0 | – | -28,200 | -100.0% | -0.25% | – |
| PANW | Exit | PALO ALTO NETWORKS INC | $0 | – | -6,600 | -100.0% | -0.25% | – |
| WIX | Exit | WIX COM LTD | $0 | – | -10,900 | -100.0% | -0.26% | – |
| LITE | Exit | LUMENTUM HLDGS INC | $0 | – | -14,900 | -100.0% | -0.26% | – |
| PRMW | Exit | PRIMO WATER CORPORATION | $0 | – | -122,000 | -100.0% | -0.26% | – |
| DLTR | Exit | DOLLAR TREE INC | $0 | – | -15,100 | -100.0% | -0.26% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GRP IN | $0 | – | -24,700 | -100.0% | -0.26% | – |
| CMG | Exit | CHIPOTLE MEXICAN GRILL INC | $0 | – | -1,700 | -100.0% | -0.26% | – |
| WY | Exit | WEYERHAEUSER CO | $0 | – | -65,900 | -100.0% | -0.26% | – |
| TSCO | Exit | TRACTOR SUPPLY CO | $0 | – | -13,200 | -100.0% | -0.26% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -41,106 | -100.0% | -0.26% | – |
| AMH | Exit | AMERICAN HOMES 4 RENTcl a | $0 | – | -48,300 | -100.0% | -0.26% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -83,200 | -100.0% | -0.26% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -33,100 | -100.0% | -0.26% | – |
| MAT | Exit | MATTEL INC | $0 | – | -128,300 | -100.0% | -0.26% | – |
| NOC | Exit | NORTHROP GRUMMAN CORP | $0 | – | -3,800 | -100.0% | -0.27% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -12,100 | -100.0% | -0.27% | – |
| TROX | Exit | TRONOX HOLDINGS PLC | $0 | – | -233,701 | -100.0% | -0.27% | – |
| ATVI | Exit | ACTIVISION BLIZZARD INC | $0 | – | -19,650 | -100.0% | -0.27% | – |
| DOW | Exit | DOW INC | $0 | – | -40,100 | -100.0% | -0.28% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -6,400 | -100.0% | -0.28% | – |
| VST | Exit | VISTRA ENERGY CORP | $0 | – | -77,000 | -100.0% | -0.29% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -11,400 | -100.0% | -0.29% | – |
| CTVA | Exit | CORTEVA INC | $0 | – | -53,700 | -100.0% | -0.30% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -160,200 | -100.0% | -0.30% | – |
| CL | Exit | COLGATE PALMOLIVE CO | $0 | – | -19,400 | -100.0% | -0.30% | – |
| CPB | Exit | CAMPBELL SOUP CO | $0 | – | -28,100 | -100.0% | -0.30% | – |
| OKTA | Exit | OKTA INCcl a | $0 | – | -10,700 | -100.0% | -0.31% | – |
| ABR | Exit | ARBOR RLTY TR INC | $0 | – | -266,940 | -100.0% | -0.31% | – |
| ZS | Exit | ZSCALER INC | $0 | – | -21,600 | -100.0% | -0.31% | – |
| ELS | Exit | EQUITY LIFESTYLE PPTYS INC | $0 | – | -22,900 | -100.0% | -0.31% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -9,900 | -100.0% | -0.31% | – |
| CHKP | Exit | CHECK POINT SOFTWARE TECH LTord | $0 | – | -13,400 | -100.0% | -0.32% | – |
| CRI | Exit | CARTERS INC | $0 | – | -20,700 | -100.0% | -0.32% | – |
| DDS | Exit | DILLARDS INCcl a | $0 | – | -38,200 | -100.0% | -0.33% | – |
| AAPL | Exit | APPLE INC | $0 | – | -5,600 | -100.0% | -0.33% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -32,300 | -100.0% | -0.34% | – |
| GPK | Exit | GRAPHIC PACKAGING HLDG CO | $0 | – | -118,800 | -100.0% | -0.34% | – |
| PLD | Exit | PROLOGIS INC. | $0 | – | -18,100 | -100.0% | -0.34% | – |
| COLD | Exit | AMERICOLD RLTY TR | $0 | – | -42,900 | -100.0% | -0.34% | – |
| TCOM | Exit | TRIP COM GROUP LTDads | $0 | – | -62,900 | -100.0% | -0.35% | – |
| SSNC | Exit | SS&C TECHNOLOGIES HLDGS INC | $0 | – | -33,700 | -100.0% | -0.35% | – |
| ASML | Exit | ASML HOLDING N V | $0 | – | -5,700 | -100.0% | -0.35% | – |
| WING | Exit | WINGSTOP INC | $0 | – | -18,800 | -100.0% | -0.35% | – |
| MGM | Exit | MGM RESORTS INTERNATIONALput | $0 | – | -129,400 | -100.0% | -0.36% | – |
| KMB | Exit | KIMBERLY CLARK CORP | $0 | – | -12,300 | -100.0% | -0.37% | – |
| BG | Exit | BUNGE LIMITED | $0 | – | -38,800 | -100.0% | -0.37% | – |
| SFM | Exit | SPROUTS FMRS MKT INC | $0 | – | -86,600 | -100.0% | -0.38% | – |
| TEAM | Exit | ATLASSIAN CORP PLCcl a | $0 | – | -11,800 | -100.0% | -0.38% | – |
| SAIC | Exit | SCIENCE APPLICATNS INTL CP N | $0 | – | -22,400 | -100.0% | -0.39% | – |
| WW | Exit | WW INTL INC | $0 | – | -102,281 | -100.0% | -0.41% | – |
| ICE | Exit | INTERCONTINENTAL EXCHANGE IN | $0 | – | -21,500 | -100.0% | -0.41% | – |
| CI | Exit | CIGNA CORP NEW | $0 | – | -10,000 | -100.0% | -0.42% | – |
| FAF | Exit | FIRST AMERN FINL CORP | $0 | – | -42,000 | -100.0% | -0.42% | – |
| COTY | Exit | COTY INC | $0 | – | -346,600 | -100.0% | -0.42% | – |
| CSX | Exit | CSX CORP | $0 | – | -31,800 | -100.0% | -0.43% | – |
| AAP | Exit | ADVANCE AUTO PARTS INC | $0 | – | -19,600 | -100.0% | -0.43% | – |
| TRU | Exit | TRANSUNION | $0 | – | -28,400 | -100.0% | -0.44% | – |
| DISH | Exit | DISH NETWORK CORPORATIONcl a | $0 | – | -94,900 | -100.0% | -0.44% | – |
| ESNT | Exit | ESSENT GROUP LTD | $0 | – | -75,017 | -100.0% | -0.46% | – |
| ESS | Exit | ESSEX PPTY TR INC | $0 | – | -9,000 | -100.0% | -0.46% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -16,600 | -100.0% | -0.47% | – |
| HRL | Exit | HORMEL FOODS CORP | $0 | – | -45,100 | -100.0% | -0.49% | – |
| INTU | Exit | INTUIT | $0 | – | -9,200 | -100.0% | -0.50% | – |
| PETS | Exit | PETMED EXPRESS INC | $0 | – | -74,563 | -100.0% | -0.50% | – |
| SPR | Exit | SPIRIT AEROSYSTEMS HLDGS INCput | $0 | – | -90,600 | -100.0% | -0.51% | – |
| PZZA | Exit | PAPA JOHNS INTL INC | $0 | – | -41,900 | -100.0% | -0.52% | – |
| SPOT | Exit | SPOTIFY TECHNOLOGY S A | $0 | – | -18,700 | -100.0% | -0.53% | – |
| TOL | Exit | TOLL BROTHERS INC | $0 | – | -134,859 | -100.0% | -0.61% | – |
| WMT | Exit | WALMART INC | $0 | – | -24,200 | -100.0% | -0.64% | – |
| AXL | Exit | AMERICAN AXLE & MFG HLDGS IN | $0 | – | -775,487 | -100.0% | -0.66% | – |
| NFLX | Exit | NETFLIX INC | $0 | – | -8,700 | -100.0% | -0.77% | – |
| AGNC | Exit | AGNC INVT CORP | $0 | – | -344,298 | -100.0% | -0.86% | – |
| LEN | Exit | LENNAR CORPput | $0 | – | -97,100 | -100.0% | -0.87% | – |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -21,100 | -100.0% | -1.28% | – |
| T | Exit | AT&T INCput | $0 | – | -595,400 | -100.0% | -4.07% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2020-08-17
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.