$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 100.0% .
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
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.