13F-HR filed by ELLINGTON MANAGEMENT GROUP LLC
ELLINGTON MANAGEMENT GROUP LLC filed this 13F-HR for the quarter ended 2020-03-31, filed 2020-05-15, with 511 holding rows worth $426,119,000.
- Accession
- 0001085146-20-001525
- Filer
- CIK 1098490
- Filed
- 2020-05-15
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q1 2020
A holdings report, 511 entries on the cover page, a total value of $426,119,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $426,119,000 with VALUE read as thousands by filing date, 13F file number 028-11539. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| NABORS INDS INC | 62957HAB1 | BOND | 114,530,000 | $24,624,000 | thousands by filing date | principal |
| FORD MTR CO COM | 345370860 | Stock | 4,550,700 | $21,981,000 | thousands by filing date | call |
| AT&T Inc | 00206R102 | COM | 595,400 | $17,356,000 | thousands by filing date | put |
| AMERICAN AIRLINES GROUP INC COM | 02376R102 | Stock | 888,400 | $10,829,000 | thousands by filing date | put |
| Verizon Communications Inc | 92343V104 | COM | 178,900 | $9,613,000 | thousands by filing date | put |
| Tesla Motors, Inc | 88160R101 | COM | 15,700 | $8,227,000 | thousands by filing date | put |
| SPY | 78462F103 | SHS | 21,100 | $5,439,000 | thousands by filing date | |
| ELLINGTON FINANCIAL INC | 28852N109 | COM | 850,887 | $4,859,000 | thousands by filing date | |
| PITNEY BOWES INC COM | 724479100 | Stock | 2,185,866 | $4,459,000 | thousands by filing date | |
| LENNAR CORP CL A | 526057104 | Stock | 97,100 | $3,710,000 | thousands by filing date | put |
| AGNC INVT CORP COM | 00123Q104 | REIT | 344,298 | $3,643,000 | thousands by filing date | |
| Netflix, Inc | 64110L106 | COM | 8,700 | $3,267,000 | thousands by filing date | |
| DAUCH CORP | 024061103 | COM | 775,487 | $2,800,000 | thousands by filing date | |
| Walmart Inc. | 931142103 | COM | 24,200 | $2,750,000 | thousands by filing date | |
| ANNALY CAPITAL MANAGEMENT | 035710409 | COM | 512,983 | $2,601,000 | thousands by filing date | |
| TOLL BROTHERS INC COM | 889478103 | Stock | 134,859 | $2,596,000 | thousands by filing date | |
| Anywhere Real Estate Inc | 75605Y106 | Common Stock | 859,369 | $2,587,000 | thousands by filing date | |
| READY CAPITAL CORP | 75574U101 | COM | 353,826 | $2,555,000 | thousands by filing date | |
| SPOTIFYTECHNOLOGYSAF | L8681T102 | STOK | 18,700 | $2,271,000 | thousands by filing date | |
| PAPA JOHNS INTL INC | 698813102 | COM | 41,900 | $2,236,000 | thousands by filing date | |
| SPIRIT AEROSYSTEMS HLDGS INC | 848574109 | COM CL A | 90,600 | $2,168,000 | thousands by filing date | put |
| PETMED EXPRESS INC | 716382106 | COM | 74,563 | $2,146,000 | thousands by filing date | |
| Intuit Inc. | 461202103 | COM | 9,200 | $2,116,000 | thousands by filing date | |
| HORMEL FOODS CORP COM | 440452100 | Stock | 45,100 | $2,103,000 | thousands by filing date | |
| FEDEX CORP COM | 31428X106 | Stock | 16,600 | $2,013,000 | thousands by filing date | |
| ESSEX PPTY TR INC COM | 297178105 | REIT | 9,000 | $1,982,000 | thousands by filing date | |
| ESSENT GROUP LTD COM | G3198U102 | Stock | 75,017 | $1,976,000 | thousands by filing date | |
| DISH NETWORK CORPORATION | 25470M109 | CL A | 94,900 | $1,897,000 | thousands by filing date | |
| TRANSUNION COM | 89400J107 | Stock | 28,400 | $1,880,000 | thousands by filing date | |
| ADVANCE AUTO PARTS INC | 00751Y106 | COM | 19,600 | $1,829,000 | thousands by filing date | |
| CSX Corporation | 126408103 | COM | 31,800 | $1,822,000 | thousands by filing date | |
| COTY INC | 222070203 | COM CL A | 346,600 | $1,788,000 | thousands by filing date | |
| FIRST AMERN FINL CORP | 31847R102 | COM | 42,000 | $1,781,000 | thousands by filing date | |
| Cigna Corporation | 125523100 | COM | 10,000 | $1,772,000 | thousands by filing date | |
| Intercontinental Exchange,Inc. | 45866F104 | COM | 21,500 | $1,736,000 | thousands by filing date | |
| WW INTL INC | 98262P101 | COM | 102,281 | $1,730,000 | thousands by filing date | |
| MGIC INVT CORP WIS COM | 552848103 | Stock | 266,338 | $1,691,000 | thousands by filing date | |
| SCIENCE APPLICATIONS INTL CORP COM | 808625107 | Stock | 22,400 | $1,672,000 | thousands by filing date | |
| CVS Health Corporation | 126650100 | COM | 27,850 | $1,652,000 | thousands by filing date | |
| ATLASSIAN CORP | G06242104 | CL A | 11,800 | $1,620,000 | thousands by filing date | |
| SPROUTS FMRS MKT INC COM | 85208M102 | Stock | 86,600 | $1,610,000 | thousands by filing date | |
| AMC NETWORKS INC | 00164V103 | CL A | 65,881 | $1,602,000 | thousands by filing date | |
| BUNGE LTD | G16962105 | COM | 38,800 | $1,592,000 | thousands by filing date | |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 12,300 | $1,573,000 | thousands by filing date | |
| MGM RESORTS INTERNATIONAL | 552953101 | COM | 129,400 | $1,527,000 | thousands by filing date | put |
| PENNYMAC FINL SVCS INC NEW | 70932M107 | COM | 67,864 | $1,500,000 | thousands by filing date | |
| WINGSTOP INC COM | 974155103 | Stock | 18,800 | $1,498,000 | thousands by filing date | |
| ASMLHLDGNVFSPONSOREDADR1ADRREPS1ORDSHS | N07059210 | STOK | 5,700 | $1,491,000 | thousands by filing date | |
| SS&C TECH HLDGS COM | 78467J100 | Stock | 33,700 | $1,477,000 | thousands by filing date | |
| TRIP COM GROUP LTD ADS | 89677Q107 | ADR | 62,900 | $1,475,000 | thousands by filing date | |
| AMERICOLD REALTY TRUST INC COM | 03064D108 | REIT | 42,900 | $1,460,000 | thousands by filing date | |
| Prologis,Inc. | 74340W103 | COM | 18,100 | $1,455,000 | thousands by filing date | |
| GRAPHIC PACKAGING HLDG CO COM | 388689101 | Stock | 118,800 | $1,449,000 | thousands by filing date | |
| ASTRAZENECA PLC SPONSORED ADR | 046353108 | ADR | 32,300 | $1,443,000 | thousands by filing date | |
| Apple Inc | 037833100 | COM | 5,600 | $1,424,000 | thousands by filing date | |
| DILLARDS INC CL A | 254067101 | Stock | 38,200 | $1,411,000 | thousands by filing date | |
| CARTERS INC | 146229109 | COM | 20,700 | $1,361,000 | thousands by filing date | |
| CHECK POINT SOFTWARE TECH LTD ORD | M22465104 | Stock | 13,400 | $1,347,000 | thousands by filing date | |
| MCKESSON CORP COM | 58155Q103 | Stock | 9,900 | $1,339,000 | thousands by filing date | |
| EQUITY LIFESTYLE PROPERTIES COM | 29472R108 | REIT | 22,900 | $1,316,000 | thousands by filing date | |
| ZSCALERINC | 98980G102 | STOK | 21,600 | $1,315,000 | thousands by filing date | |
| OKTAINCCLASSA | 679295105 | STOK | 10,700 | $1,308,000 | thousands by filing date | |
| ARBOR REALTY TRUST INC | 038923108 | COM | 266,940 | $1,308,000 | thousands by filing date | |
| THE CAMPBELLS COMPANY COM | 134429109 | Stock | 28,100 | $1,297,000 | thousands by filing date | |
| COLGATE PALMOLIVE CO COM | 194162103 | Stock | 19,400 | $1,287,000 | thousands by filing date | |
| GENERAL ELEC CO | 369604103 | COM | 160,200 | $1,272,000 | thousands by filing date | |
| CORTEVA INC COM | 22052L104 | Stock | 53,700 | $1,262,000 | thousands by filing date | |
| Procter & Gamble Co | 742718109 | COM | 11,400 | $1,254,000 | thousands by filing date | |
| VISTRA CORP COM | 92840M102 | Stock | 77,000 | $1,229,000 | thousands by filing date | |
| ALCOA CORP COM | 013872106 | Stock | 198,503 | $1,223,000 | thousands by filing date | |
| Home Depot, Inc | 437076102 | COM | 6,400 | $1,195,000 | thousands by filing date | |
| DOW HLDGS INC COM | 260557103 | Stock | 40,100 | $1,173,000 | thousands by filing date | |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 19,650 | $1,169,000 | thousands by filing date | |
| TRONOX HOLDINGS PLC SHS | G9087Q102 | Stock | 233,701 | $1,164,000 | thousands by filing date | |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 12,100 | $1,158,000 | thousands by filing date | |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 3,800 | $1,150,000 | thousands by filing date | |
| MATTEL INC | 577081102 | COM | 128,300 | $1,130,000 | thousands by filing date | |
| D R HORTON INC COM | 23331A109 | Stock | 33,100 | $1,125,000 | thousands by filing date | |
| Schlumberger Limited | 806857108 | COM | 83,200 | $1,122,000 | thousands by filing date | |
| NRG ENERGY INC COM NEW | 629377508 | Stock | 41,106 | $1,121,000 | thousands by filing date | |
| AMERICAN HOMES 4 RENT | 02665T306 | CL A | 48,300 | $1,121,000 | thousands by filing date | |
| WEYERHAEUSER CO COM NEW | 962166104 | REIT | 65,900 | $1,117,000 | thousands by filing date | |
| TRACTOR SUPPLY CO COM | 892356106 | Stock | 13,200 | $1,116,000 | thousands by filing date | |
| CHIPOTLEMEXICANGRILLI | 169656105 | STOK | 1,700 | $1,112,000 | thousands by filing date | |
| DOLLAR TREE INC COM | 256746108 | Stock | 15,100 | $1,109,000 | thousands by filing date | |
| PUBLIC SVC ENTERPRISE GROUP COM | 744573106 | Stock | 24,700 | $1,109,000 | thousands by filing date | |
| PRIMO WATER CORPORATION | 74167P108 | COM | 122,000 | $1,105,000 | thousands by filing date | |
| WIX COM LTD SHS | M98068105 | Stock | 10,900 | $1,099,000 | thousands by filing date | |
| LUMENTUM HLDGS INC COM | 55024U109 | Stock | 14,900 | $1,098,000 | thousands by filing date | |
| PALO ALTO NETWORKS INC | 697435105 | COM | 6,600 | $1,082,000 | thousands by filing date | |
| FMC CORP COM NEW | 302491303 | Stock | 13,200 | $1,078,000 | thousands by filing date | |
| TARGET CORP COM | 87612E106 | Stock | 11,600 | $1,078,000 | thousands by filing date | |
| LENNAR CORP CL A | 526057104 | Stock | 28,200 | $1,077,000 | thousands by filing date | |
| Advanced Micro Devices,Inc. | 007903107 | COM | 23,600 | $1,073,000 | thousands by filing date | |
| HOST HOTELS & RESORTS INC COM | 44107P104 | REIT | 96,950 | $1,070,000 | thousands by filing date | |
| DUPONT DE NEMOURS INC COM | 26614N102 | Stock | 31,000 | $1,057,000 | thousands by filing date | |
| COTERRA ENERGY INC COM | 127097103 | Stock | 61,300 | $1,054,000 | thousands by filing date | |
| Adobe Inc | 00724F101 | COM | 3,300 | $1,050,000 | thousands by filing date | |
| STATE STR CORP COM | 857477103 | Stock | 19,700 | $1,049,000 | thousands by filing date | |
| WILLIAMS COS INC COM | 969457100 | Stock | 74,100 | $1,049,000 | thousands by filing date | |
| HALLIBURTON CO COM | 406216101 | Stock | 152,700 | $1,046,000 | thousands by filing date | |
| Elevance Health, Inc. | 036752103 | COM | 4,600 | $1,044,000 | thousands by filing date | |
| SYNOVUS FINL CORP | 87161C501 | COM NEW | 59,300 | $1,041,000 | thousands by filing date | |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 6,700 | $1,036,000 | thousands by filing date | |
| EOG RES INC COM | 26875P101 | Stock | 28,500 | $1,024,000 | thousands by filing date | |
| ZIONS BANCORPORATION | 989701107 | COM | 37,900 | $1,014,000 | thousands by filing date | |
| URBAN OUTFITTERS INC | 917047102 | COM | 70,200 | $1,000,000 | thousands by filing date | |
| CAL MAINE FOODS INC COM NEW | 128030202 | Stock | 22,600 | $994,000 | thousands by filing date | |
| INSPERITY INC | 45778Q107 | COM | 26,600 | $992,000 | thousands by filing date | |
| TRANSDIGM GROUP INC COM | 893641100 | Stock | 3,086 | $988,000 | thousands by filing date | |
| WD 40 CO COM | 929236107 | Stock | 4,866 | $977,000 | thousands by filing date | |
| UnitedHealth Group Inc | 91324P102 | COM | 3,900 | $973,000 | thousands by filing date | |
| CUBESMART COM | 229663109 | REIT | 36,000 | $964,000 | thousands by filing date | |
| Union Pacific Corporation | 907818108 | COM | 6,800 | $959,000 | thousands by filing date | |
| KBHOME | 48666K109 | COM | 52,700 | $954,000 | thousands by filing date | |
| CME Group Inc. Class A | 12572Q105 | COM | 5,500 | $951,000 | thousands by filing date | |
| NVIDIA Corp | 67066G104 | COM | 3,600 | $949,000 | thousands by filing date | |
| COMMSCOPE HLDG CO INC | 20337X109 | COM | 104,200 | $949,000 | thousands by filing date | |
| TAL ED GROUP SPONSORED ADS | 874080104 | ADR | 17,500 | $932,000 | thousands by filing date | |
| ADT INC DEL COM | 00090Q103 | Stock | 214,424 | $926,000 | thousands by filing date | |
| EVERCORE INC CLASS A | 29977A105 | Stock | 20,100 | $926,000 | thousands by filing date | |
| ALNYLAM PHARMACEUTICALS INC COM | 02043Q107 | Stock | 8,500 | $925,000 | thousands by filing date | |
| M & T BK CORP COM | 55261F104 | Stock | 8,900 | $921,000 | thousands by filing date | |
| GENERAL MILLS INC COM | 370334104 | Stock | 17,400 | $918,000 | thousands by filing date | |
| FIFTH THIRD BANCORP COM | 316773100 | Stock | 61,600 | $915,000 | thousands by filing date | |
| BARRICK GOLD CORP | 067901108 | COM | 49,700 | $911,000 | thousands by filing date | |
| Bristol-Myers Squibb Company | 110122108 | COM | 16,300 | $909,000 | thousands by filing date | |
| SEAGATE TECHNOLOGY PLC | G7945M107 | SHS | 18,600 | $908,000 | thousands by filing date | |
| ITAU UNIBANCO HLDG S A SPON ADR REP PFD | 465562106 | ADR | 200,900 | $902,000 | thousands by filing date | |
| KEYCORP COM | 493267108 | Stock | 86,700 | $899,000 | thousands by filing date | |
| RESTAURANT BRANDS INTL INC COM | 76131D103 | Stock | 22,400 | $897,000 | thousands by filing date | |
| REGENCY CTRS CORP COM | 758849103 | REIT | 23,300 | $895,000 | thousands by filing date | |
| AES CORP COM | 00130H105 | Stock | 65,600 | $892,000 | thousands by filing date | |
| JPMorgan Chase & Co | 46625H100 | COM | 9,900 | $891,000 | thousands by filing date | |
| EQUINOR ASA SPONSORED ADR | 29446M102 | ADR | 72,500 | $883,000 | thousands by filing date | |
| HD SUPPLY HLDGS INC | 40416M105 | COM | 31,000 | $881,000 | thousands by filing date | |
| PETROLEO BRASILEIRO S A | 71654V101 | SP ADR NON VTG | 160,700 | $866,000 | thousands by filing date | |
| GARMIN LTD SHS | H2906T109 | Stock | 11,500 | $862,000 | thousands by filing date | |
| SEA LTD | 81141R100 | SPONSORD ADS | 19,200 | $851,000 | thousands by filing date | |
| DELL TECHNOLOGIES INC CL C | 24703L202 | Stock | 21,500 | $850,000 | thousands by filing date | |
| NORTHERN TR CORP COM | 665859104 | Stock | 11,200 | $845,000 | thousands by filing date | |
| CIRRUS LOGIC INC COM | 172755100 | Stock | 12,800 | $840,000 | thousands by filing date | |
| DISCOVERY INC | 25470F104 | COM SER A | 43,100 | $838,000 | thousands by filing date | |
| HCA Healthcare Inc | 40412C101 | COM | 9,200 | $827,000 | thousands by filing date | |
| KRAFT HEINZ CO COM | 500754106 | Stock | 33,400 | $826,000 | thousands by filing date | |
| WILLIAMS SONOMA INC COM | 969904101 | Stock | 19,250 | $819,000 | thousands by filing date | |
| WEX INC | 96208T104 | COM | 7,800 | $815,000 | thousands by filing date | |
| ATHENE HOLDING LTD | G0684D107 | CL A | 32,700 | $812,000 | thousands by filing date | |
| CERNER CORP | 156782104 | COM | 12,700 | $800,000 | thousands by filing date | |
| MOTOROLA SOLUTIONS INC COM NEW | 620076307 | Stock | 6,000 | $798,000 | thousands by filing date | |
| NCR VOYIX CORPORATION | 62886E108 | COM | 44,800 | $793,000 | thousands by filing date | |
| DESIGNER BRANDS INC | 250565108 | CL A | 159,284 | $793,000 | thousands by filing date | |
| BIOMARIN PHARMACEUTICAL INC | 09061G101 | COM | 9,300 | $786,000 | thousands by filing date | |
| TRI POINTE HOMES INC | 87265H109 | COM | 89,500 | $785,000 | thousands by filing date | |
| WAYFAIR INC | 94419L101 | CL A | 14,600 | $780,000 | thousands by filing date | |
| NIKE,Inc. Class B | 654106103 | COM | 9,400 | $778,000 | thousands by filing date | |
| KBR INC COM | 48242W106 | Stock | 37,500 | $776,000 | thousands by filing date | |
| DISCOVERY INC | 25470F302 | COM SER C | 44,200 | $775,000 | thousands by filing date | |
| GOLD FIELDS LTD SPONSORED ADR | 38059T106 | ADR | 162,500 | $772,000 | thousands by filing date | |
| ENERGIZER HLDGS INC COM | 29272W109 | Stock | 25,500 | $771,000 | thousands by filing date | |
| HANESBRANDS INC | 410345102 | COM | 97,457 | $767,000 | thousands by filing date | |
| REDWOOD TRUST INC | 758075402 | COM | 149,866 | $758,000 | thousands by filing date | |
| WORLD WRESTLING ENTMT INC | 98156Q108 | CL A | 22,200 | $753,000 | thousands by filing date | |
| AMN HEALTHCARE SVCS INC | 001744101 | COM | 13,000 | $752,000 | thousands by filing date | |
| TAPESTRY INC COM | 876030107 | Stock | 58,000 | $751,000 | thousands by filing date | |
| EQUIFAX INC COM | 294429105 | Stock | 6,200 | $741,000 | thousands by filing date | |
| CHIMERA INVESTMENT CORP | 16934Q208 | COM NEW | 81,300 | $740,000 | thousands by filing date | |
| PERRIGO CO PLC SHS | G97822103 | Stock | 15,300 | $736,000 | thousands by filing date | |
| STARWOOD PPTY TR INC COM | 85571B105 | REIT | 71,300 | $731,000 | thousands by filing date | |
| FIDELITY NATIONAL FINANCIAL | 31620R303 | FNF GROUP COM | 29,300 | $729,000 | thousands by filing date | |
| Chevron Corporation | 166764100 | COM | 9,900 | $717,000 | thousands by filing date | |
| OWENS CORNING NEW | 690742101 | COM | 18,400 | $714,000 | thousands by filing date | |
| MEDIFAST INC | 58470H101 | COM | 11,300 | $706,000 | thousands by filing date | |
| GEN DIGITAL INC COM | 668771108 | Stock | 37,000 | $692,000 | thousands by filing date | |
| MDU RES GROUP INC | 552690109 | COM | 32,200 | $692,000 | thousands by filing date | |
| Vertex Pharmaceuticals Incorporated | 92532F100 | COM | 2,900 | $690,000 | thousands by filing date | |
| SABRA HEALTH CARE REIT INC COM | 78573L106 | REIT | 62,900 | $687,000 | thousands by filing date | |
| DOCUSIGN INC COM | 256163106 | Stock | 7,400 | $684,000 | thousands by filing date | |
| GENERAC HLDGS INC | 368736104 | COM | 7,300 | $680,000 | thousands by filing date | |
| SPIRIT AEROSYSTEMS HLDGS INC | 848574109 | COM CL A | 27,900 | $668,000 | thousands by filing date | |
| CORNING INC | 219350105 | COM | 32,100 | $659,000 | thousands by filing date | |
| CROWN HLDGS INC COM | 228368106 | Stock | 11,300 | $656,000 | thousands by filing date | |
| BJS WHSL CLUB HLDGS INC COM | 05550J101 | Stock | 25,600 | $652,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 30,600 | $650,000 | thousands by filing date | |
| NMI HLDGS INC | 629209305 | COM | 56,000 | $650,000 | thousands by filing date | |
| DXC TECHNOLOGY CO COM | 23355L106 | Stock | 49,700 | $649,000 | thousands by filing date | |
| Pfizer Inc. | 717081103 | COM | 19,700 | $643,000 | thousands by filing date | |
| WESTERN ASSET MORTGAGE CAPIT | 95790DAA3 | NOTE 6.750%10/0 | 2,000,000 | $642,000 | thousands by filing date | principal |
| VENTAS INC COM | 92276F100 | REIT | 23,900 | $641,000 | thousands by filing date | |
| Berkshire Hathaway Inc | 084670702 | COM | 3,500 | $640,000 | thousands by filing date | |
| CONAGRA FOODS INC | 205887102 | COM | 21,800 | $640,000 | thousands by filing date | |
| MOLSON COORS BEVERAGE CO CL B | 60871R209 | Stock | 16,400 | $640,000 | thousands by filing date | |
| AMERICAN AIRLINES GROUP INC COM | 02376R102 | Stock | 52,351 | $638,000 | thousands by filing date | |
| AMCOR PLC | G0250X107 | ORD | 78,600 | $638,000 | thousands by filing date | |
| MOSAIC CO COM | 61945C103 | Stock | 58,800 | $636,000 | thousands by filing date | |
| GAP INC COM | 364760108 | Stock | 90,300 | $636,000 | thousands by filing date | |
| MERITAGE HOMES CORP COM | 59001A102 | Stock | 17,400 | $635,000 | thousands by filing date | |
| TELEFONAKTIEBOLAGET LM ERICSS ADR B SEK 10 | 294821608 | ADR | 78,200 | $633,000 | thousands by filing date | |
| EDGEWELL PERSONAL CARE CO | 28035Q102 | COM | 26,289 | $633,000 | thousands by filing date | |
| UNIVAR INC | 91336L107 | COMMON STOCK | 58,900 | $631,000 | thousands by filing date | |
| PARAMOUNT GLOBAL | 92556H206 | CLASS B COM | 44,800 | $628,000 | thousands by filing date | |
| RITE AID CORP | 767754872 | COM | 41,500 | $623,000 | thousands by filing date | |
| LABORATORY CORP OF AMERICA | 50540R409 | COM NEW | 4,900 | $619,000 | thousands by filing date | |
| AUTOHOME INC SP ADS RP CL A | 05278C107 | ADR | 8,700 | $618,000 | thousands by filing date | |
| BRIXMOR PPTY GROUP INC | 11120U105 | COM | 64,300 | $611,000 | thousands by filing date | |
| Lockheed Martin Corporation | 539830109 | COM | 1,800 | $610,000 | thousands by filing date | |
| INTEGRA LIFESCIENCES HLDGS C | 457985208 | COM NEW | 13,600 | $608,000 | thousands by filing date | |
| KILROY REALTY CORP COM | 49427F108 | REIT | 9,500 | $605,000 | thousands by filing date | |
| VORNADO RLTY TR | 929042109 | SH BEN INT | 16,700 | $605,000 | thousands by filing date | |
| HELEN OF TROY CORP LTD | G4388N106 | COM | 4,200 | $605,000 | thousands by filing date | |
| CORELOGIC INC | 21871D103 | COM | 19,800 | $605,000 | thousands by filing date | |
| FASTENAL CO COM | 311900104 | Stock | 19,300 | $603,000 | thousands by filing date | |
| RITHM CAPITAL CORP COM NEW | 64828T201 | REIT | 120,400 | $603,000 | thousands by filing date | |
| AXALTA COATING SYS LTD COM | G0750C108 | Stock | 34,800 | $601,000 | thousands by filing date | |
| LEIDOS HOLDINGS INC COM | 525327102 | Stock | 6,500 | $596,000 | thousands by filing date | |
| OUTFRONT MEDIA INC | 69007J106 | COM | 43,900 | $592,000 | thousands by filing date | |
| VIRTU FINL INC | 928254101 | CL A | 28,350 | $590,000 | thousands by filing date | |
| LULULEMON ATHLETICA INC | 550021109 | COM | 3,100 | $588,000 | thousands by filing date | |
| Progressive Corporation | 743315103 | COM | 7,900 | $583,000 | thousands by filing date | |
| CARDINAL HEALTH INC | 14149Y108 | COM | 12,100 | $580,000 | thousands by filing date | |
| PEDIATRIX MEDICAL GROUP INC | 58502B106 | COM | 49,600 | $577,000 | thousands by filing date | |
| TAYLOR MORRISON HOME CORP COM | 87724P106 | Stock | 51,900 | $571,000 | thousands by filing date | |
| GOODYEAR TIRE & RUBBER CO | 382550101 | COM | 98,100 | $571,000 | thousands by filing date | |
| B & G FOODS INC | 05508R106 | COM | 31,522 | $570,000 | thousands by filing date | |
| NABORS INDUSTRIES LTD | G6359F103 | SHS | 1,460,000 | $570,000 | thousands by filing date | call |
| CORESITE RLTY CORP | 21870Q105 | COM | 4,900 | $568,000 | thousands by filing date | |
| JD.COM INC SPON ADS CL A | 47215P106 | ADR | 14,000 | $567,000 | thousands by filing date | |
| SIMON PPTY GROUP INC NEW COM | 828806109 | REIT | 10,300 | $565,000 | thousands by filing date | |
| MGM RESORTS INTERNATIONAL | 552953101 | COM | 47,781 | $564,000 | thousands by filing date | |
| PBF ENERGY INC | 69318G106 | CL A | 79,500 | $563,000 | thousands by filing date | |
| NIELSEN HOLDINGS PLC | G6518L108 | SHS EUR | 44,800 | $562,000 | thousands by filing date | |
| LIBERTY GLOBAL PLC | G5480U104 | SHS CL A | 33,800 | $558,000 | thousands by filing date | |
| SANDERSON FARMS | 800013104 | COM | 4,500 | $555,000 | thousands by filing date | |
| GW PHARMACEUTICALS PLC | 36197T103 | ADS | 6,300 | $552,000 | thousands by filing date | |
| AGREE RLTY CORP COM | 008492100 | REIT | 8,900 | $551,000 | thousands by filing date | |
| LIBERTY GLOBAL PLC | G5480U120 | SHS CL C | 34,700 | $545,000 | thousands by filing date | |
| INCYTE CORP COM | 45337C102 | Stock | 7,400 | $542,000 | thousands by filing date | |
| ADIENT PLC | G0084W101 | ORD SHS | 59,000 | $535,000 | thousands by filing date | |
| HUNT COS FIN TR INC | 44558T100 | COM | 285,344 | $528,000 | thousands by filing date | |
| CHEMOURS CO COM | 163851108 | Stock | 59,300 | $526,000 | thousands by filing date | |
| WESCO INTL INC COM | 95082P105 | Stock | 23,000 | $526,000 | thousands by filing date | |
| DAVITA INC COM | 23918K108 | Stock | 6,900 | $525,000 | thousands by filing date | |
| DECKERS OUTDOOR CORP | 243537107 | COM | 3,900 | $523,000 | thousands by filing date | |
| TANGER INC | 875465106 | COM | 102,300 | $512,000 | thousands by filing date | |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 2,600 | $506,000 | thousands by filing date | |
| SHERWIN WILLIAMS CO | 824348106 | COM | 1,100 | $505,000 | thousands by filing date | |
| Rithm Property Trust Inc | 38983D300 | REIT | 78,105 | $497,000 | thousands by filing date | |
| DISH NETWORK CORPORATION | 25470M109 | CL A | 24,700 | $494,000 | thousands by filing date | put |
| AMERICA MOVIL SA DE CV-ADR | 02364W105 | SPON ADR L SHS | 41,800 | $492,000 | thousands by filing date | |
| ARLINGTON ASSET INVST CORP | 041356205 | CL A NEW | 221,522 | $485,000 | thousands by filing date | |
| TENET HEALTHCARE CORP COM NEW | 88033G407 | Stock | 33,500 | $482,000 | thousands by filing date | |
| ELECTRONIC ARTS INC COM | 285512109 | Stock | 4,800 | $481,000 | thousands by filing date | |
| TRUIST FINL CORP COM | 89832Q109 | Stock | 15,600 | $481,000 | thousands by filing date | |
| Charles Schwab Corp | 808513105 | COM | 14,000 | $471,000 | thousands by filing date | |
| DAUCH CORP | 024061103 | COM | 130,000 | $469,000 | thousands by filing date | call |
| VALE S A | 91912E105 | SPONSORED ADS | 56,000 | $464,000 | thousands by filing date | |
| BRIGHTHOUSE FINL INC | 10922N103 | COM | 19,100 | $462,000 | thousands by filing date | |
| UBS GROUP AG SHS | H42097107 | Stock | 49,100 | $455,000 | thousands by filing date | |
| SMUCKER J M CO | 832696405 | COM NEW | 4,100 | $455,000 | thousands by filing date | |
| ENTEGRIS INC COM | 29362U104 | Stock | 10,100 | $452,000 | thousands by filing date | |
| OLIN CORP | 680665205 | COM PAR $1 | 38,589 | $450,000 | thousands by filing date | |
| T-Mobile US,Inc. | 872590104 | COM | 5,300 | $445,000 | thousands by filing date | |
| JACOBS ENGINEERING GROUP INC | 469814107 | COM | 5,600 | $444,000 | thousands by filing date | |
| ALEXION PHARMACEUTICALS INC | 015351109 | COM | 4,900 | $440,000 | thousands by filing date | |
| BLUEPRINT MEDICINES CORP | 09627Y109 | COM | 7,500 | $439,000 | thousands by filing date | |
| ENERSYS COM | 29275Y102 | Stock | 8,600 | $426,000 | thousands by filing date | |
| CHEWYINCCLASSCLASSA | 16679L109 | STOK | 11,300 | $424,000 | thousands by filing date | |
| LIVONGO HEALTH INC | 539183103 | COM | 14,800 | $422,000 | thousands by filing date | |
| KELLANOVA | 487836108 | COM | 7,000 | $420,000 | thousands by filing date | |
| ARCHER DANIELS MIDLAND CO COM | 039483102 | Stock | 11,900 | $419,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 531229409 | COM A SIRIUSXM | 13,200 | $418,000 | thousands by filing date | |
| L3HARRIS TECHNOLOGIES INC COM | 502431109 | Stock | 2,300 | $414,000 | thousands by filing date | |
| ENPHASE ENERGY INC COM | 29355A107 | Stock | 12,700 | $410,000 | thousands by filing date | |
| INTERDIGITAL INC COM | 45867G101 | Stock | 9,000 | $402,000 | thousands by filing date | |
| TECHNIPFMC PLC COM | G87110105 | Stock | 59,200 | $399,000 | thousands by filing date | |
| ENEL AMERICAS S.A. (ADR) | 29274F104 | SPONSORED ADR | 65,700 | $398,000 | thousands by filing date | |
| LAMAR ADVERTISING CO CL A | 512816109 | REIT | 7,700 | $395,000 | thousands by filing date | |
| MOLINA HEALTHCARE INC | 60855R100 | COM | 2,800 | $391,000 | thousands by filing date | |
| AEROJET ROCKETDYNE HLDGS INC C | 007800105 | COM | 9,300 | $389,000 | thousands by filing date | |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 27,900 | $388,000 | thousands by filing date | |
| HESS CORP | 42809H107 | COM | 11,600 | $386,000 | thousands by filing date | |
| JONES LANG LASALLE INC COM | 48020Q107 | Stock | 3,800 | $384,000 | thousands by filing date | |
| SIX FLAGS ENTERTAINMENT CORP | 83001A102 | COM | 30,097 | $377,000 | thousands by filing date | |
| CONTINENTAL RES INC | 212015101 | COM | 49,300 | $377,000 | thousands by filing date | |
| CHURCH & DWIGHT CO INC COM | 171340102 | Stock | 5,800 | $372,000 | thousands by filing date | |
| CANTEL MEDICAL CORP | 138098108 | COM | 10,300 | $370,000 | thousands by filing date | |
| TRADEWEB MKTS INC CL A | 892672106 | Stock | 8,600 | $362,000 | thousands by filing date | |
| SPORTSMANS WHSE HLDGS INC | 84920Y106 | COM | 58,500 | $360,000 | thousands by filing date | |
| AUTODESK INC COM | 052769106 | Stock | 2,300 | $359,000 | thousands by filing date | |
| CANADA GOOSE HLDGS INC SHS SUB VTG | 135086106 | Stock | 18,000 | $358,000 | thousands by filing date | |
| CHINA PETROLEUM AND CHEMICAL-A | 16941R108 | SPON ADR H SHS | 7,300 | $356,000 | thousands by filing date | |
| VICI PPTYS INC COM | 925652109 | REIT | 21,200 | $353,000 | thousands by filing date | |
| SYNCHRONYFINL | 87165B103 | STOK | 21,900 | $352,000 | thousands by filing date | |
| SOLAREDGE TECHNOLOGIES INC | 83417M104 | COM | 4,300 | $352,000 | thousands by filing date | |
| Wells Fargo & Company | 949746101 | COM | 12,100 | $347,000 | thousands by filing date | |
| INTERNATIONAL FLAVORS&FRAGRANC COM | 459506101 | Stock | 3,400 | $347,000 | thousands by filing date | |
| INGERSOLL RAND INC COM | 45687V106 | Stock | 13,900 | $345,000 | thousands by filing date | |
| EXELON CORP COM | 30161N101 | Stock | 9,300 | $342,000 | thousands by filing date | |
| IAA INC | 449253103 | COM | 11,300 | $339,000 | thousands by filing date | |
| ONEMAIN HLDGS INC COM | 68268W103 | Stock | 17,700 | $338,000 | thousands by filing date | |
| SINCLAIR BROADCAST GROUP INC | 829226109 | CL A | 21,000 | $338,000 | thousands by filing date | |
| SONY GROUP CORP SPONSORED ADR | 835699307 | ADR | 5,700 | $337,000 | thousands by filing date | |
| PAYLOCITY HLDG CORP COM | 70438V106 | Stock | 3,800 | $336,000 | thousands by filing date | |
| ZILLOW GROUP INC CLASS A | 98954M101 | CL A | 9,900 | $336,000 | thousands by filing date | |
| STMICROELECTRONICS N V NY REGISTRY | 861012102 | ADR | 15,600 | $333,000 | thousands by filing date | |
| DOMINION ENERGY INC COM | 25746U109 | Stock | 4,600 | $332,000 | thousands by filing date | |
| BEONE MEDICINES LTD SPONSORED ADS | 07725L102 | ADR | 2,700 | $332,000 | thousands by filing date | |
| HELMERICH & PAYNE INC | 423452101 | COM | 21,200 | $332,000 | thousands by filing date | |
| FLEX LTD ORD | Y2573F102 | Stock | 39,500 | $331,000 | thousands by filing date | |
| GAMING & LEISURE P COM | 36467J108 | REIT | 11,800 | $327,000 | thousands by filing date | |
| INTEGER HLDGS CORP | 45826H109 | COM | 5,200 | $327,000 | thousands by filing date | |
| UNILEVER PLC | 904767704 | SPON ADR NEW | 6,300 | $319,000 | thousands by filing date | |
| CHENIERE ENERGY INC COM NEW | 16411R208 | Stock | 9,500 | $318,000 | thousands by filing date | |
| FRESENIUS MEDICAL CARE AG SPONSORED ADR | 358029106 | ADR | 9,700 | $318,000 | thousands by filing date | |
| FIRST SOLAR INC COM | 336433107 | Stock | 8,800 | $317,000 | thousands by filing date | |
| HANOVER INS GROUP INC COM | 410867105 | Stock | 3,500 | $317,000 | thousands by filing date | |
| SILICON LABORATORIES INC COM | 826919102 | Stock | 3,700 | $316,000 | thousands by filing date | |
| UNITED THERAPEUTICS CORP DEL COM | 91307C102 | Stock | 3,300 | $313,000 | thousands by filing date | |
| CROWDSTRIKE HLDGS INC | 22788C105 | COM | 5,600 | $312,000 | thousands by filing date | |
| HUNTINGTON BANCSHARES INC COM | 446150104 | Stock | 38,000 | $312,000 | thousands by filing date | |
| UNILEVER N V | 904784709 | N Y SHS NEW | 6,400 | $312,000 | thousands by filing date | |
| 58 COM INC | 31680Q104 | SPON ADR REP A | 6,400 | $312,000 | thousands by filing date | |
| BALL CORP | 058498106 | COM | 4,800 | $310,000 | thousands by filing date | |
| FIAT CHRYSLER AUTOMOBILES N | N31738102 | SHS | 42,800 | $308,000 | thousands by filing date | |
| PEOPLE'S UNITED FINANCIAL INC | 712704105 | COM | 27,900 | $308,000 | thousands by filing date | |
| ZYNGA INC. | 98986T108 | CL A | 43,900 | $301,000 | thousands by filing date | |
| Morgan Stanley | 617446448 | COM | 8,800 | $299,000 | thousands by filing date | |
| JAZZ PHARMACEUTICALS PLC SHS USD | G50871105 | Stock | 3,000 | $299,000 | thousands by filing date | |
| ASSURED GUARANTY LTD COM | G0585R106 | Stock | 11,600 | $299,000 | thousands by filing date | |
| INTERNATIONAL GAME TECHNOLOG | G4863A108 | SHS USD | 50,100 | $298,000 | thousands by filing date | |
| SABRE CORP COM | 78573M104 | Stock | 50,100 | $297,000 | thousands by filing date | |
| NASDAQ INC COM | 631103108 | Stock | 3,100 | $294,000 | thousands by filing date | |
| ZUMIEZ INC | 989817101 | COMMON STOCK | 17,000 | $294,000 | thousands by filing date | |
| USBANCORPDEL | 902973304 | COM NEW | 8,500 | $293,000 | thousands by filing date | |
| ACADIA PHARMACEUTICALS INC | 004225108 | COM | 6,900 | $292,000 | thousands by filing date | |
| UNIVERSAL HLTH SVCS INC CL B | 913903100 | Stock | 2,900 | $287,000 | thousands by filing date | |
| BXP INC COM | 101121101 | REIT | 3,100 | $286,000 | thousands by filing date | |
| BIG LOTS INC | 089302103 | COM | 20,000 | $284,000 | thousands by filing date | |
| WESTERN DIGITAL CORP | 958102105 | COM | 6,800 | $283,000 | thousands by filing date | |
| LENNAR CORP CL B | 526057302 | Stock | 9,800 | $283,000 | thousands by filing date | |
| COOPER TIRE & RUBR CO | 216831107 | COM | 17,300 | $282,000 | thousands by filing date | |
| AZZ INC COM | 002474104 | Stock | 10,000 | $281,000 | thousands by filing date | |
| COPT DEFENSE PROPERTIES | 22002T108 | SHS BEN INT | 12,700 | $281,000 | thousands by filing date | |
| NATIONAL OILWELL VARCO INC | 637071101 | COM | 28,600 | $281,000 | thousands by filing date | |
| SUPER MICRO COMPUTER INC | 86800U104 | COM | 13,000 | $277,000 | thousands by filing date | |
| CHESEPEAKE ENERGY CORP | 165167107 | COM | 1,600,000 | $276,000 | thousands by filing date | call |
| NEWMARK GROUP INC | 65158N102 | CL A | 64,600 | $275,000 | thousands by filing date | |
| EXPEDITORS INTL WASH INC COM | 302130109 | Stock | 4,100 | $274,000 | thousands by filing date | |
| K12 INC | 48273U102 | COM | 14,500 | $273,000 | thousands by filing date | |
| NOVARTIS AG SPONSORED ADR | 66987V109 | ADR | 3,300 | $272,000 | thousands by filing date | |
| GRIFOLS S A | 398438408 | SP ADR REP B NVT | 13,500 | $272,000 | thousands by filing date | |
| DISCOVER FINL SVCS | 254709108 | COM | 7,600 | $271,000 | thousands by filing date | |
| QUANTA SVCS INC | 74762E102 | COM | 8,500 | $270,000 | thousands by filing date | |
| KURA ONCOLOGY INC COM | 50127T109 | Stock | 27,100 | $270,000 | thousands by filing date | |
| URBAN EDGE PPTYS | 91704F104 | COM | 30,600 | $270,000 | thousands by filing date | |
| IAC INTERACTIVECORP | 44919P508 | COM | 1,500 | $269,000 | thousands by filing date | |
| NEUROCRINE BIOSCIENCES INC | 64125C109 | COM | 3,100 | $268,000 | thousands by filing date | |
| SYNAPTICS INC COM | 87157D109 | Stock | 4,600 | $266,000 | thousands by filing date | |
| OMEROS CORP | 682143102 | COM | 19,900 | $266,000 | thousands by filing date | |
| BAKER HUGHES COMPANY CL A | 05722G100 | Stock | 25,100 | $264,000 | thousands by filing date | |
| UNDER ARMOUR INC | 904311107 | CL A | 28,700 | $264,000 | thousands by filing date | |
| IDACORP INC | 451107106 | COM | 3,000 | $263,000 | thousands by filing date | |
| TAKE-TWO INTERACTIVE SOFTWARE COM | 874054109 | Stock | 2,200 | $261,000 | thousands by filing date | |
| ING GROEP N.V. SPONSORED ADR | 456837103 | ADR | 50,500 | $260,000 | thousands by filing date | |
| DOVER CORP COM | 260003108 | Stock | 3,100 | $260,000 | thousands by filing date | |
| VULCAN MATLS CO COM | 929160109 | Stock | 2,400 | $259,000 | thousands by filing date | |
| DOLLAR GEN CORP COM | 256677105 | Stock | 1,700 | $257,000 | thousands by filing date | |
| First Horizon Corporation | 320517105 | Common Capital Stock, par value $0.625 per share | 31,800 | $256,000 | thousands by filing date | |
| BOOT BARN HLDGS INC | 099406100 | COM | 19,800 | $256,000 | thousands by filing date | |
| EBIX INC | 278715206 | COM NEW | 16,800 | $255,000 | thousands by filing date | |
| TARGA RES CORP COM | 87612G101 | Stock | 36,700 | $254,000 | thousands by filing date | |
| HACKETT GROUP INC | 404609109 | COM | 19,900 | $253,000 | thousands by filing date | |
| NABORS INDUSTRIES LTD | G6359F103 | SHS | 642,484 | $251,000 | thousands by filing date | |
| UNIVERSAL DISPLAY CORP | 91347P105 | COM | 1,900 | $250,000 | thousands by filing date | |
| GLOBAL BLOOD THERAPEUTICS USD | 37890U108 | COM | 4,900 | $250,000 | thousands by filing date | |
| COHERUS ONCOLOGY INC | 19249H103 | COM | 15,300 | $248,000 | thousands by filing date | |
| POWER INTEGRATIONS INC COM | 739276103 | Stock | 2,800 | $247,000 | thousands by filing date | |
| WARRIOR MET COAL INC | 93627C101 | COM | 23,000 | $244,000 | thousands by filing date | |
| FIDELITY NATL INFORMATION SVCS COM | 31620M106 | Stock | 2,000 | $243,000 | thousands by filing date | |
| ENCOMPASS HEALTH CORP COM | 29261A100 | Stock | 3,800 | $243,000 | thousands by filing date | |
| TYSON FOODS INC CL A | 902494103 | Stock | 4,200 | $243,000 | thousands by filing date | |
| DEXCOM INC COM | 252131107 | Stock | 900 | $242,000 | thousands by filing date | |
| NORTHWEST NAT HLDG CO COM | 66765N105 | Stock | 3,900 | $241,000 | thousands by filing date | |
| ECHOSTAR CORP | 278768106 | CL A | 7,546 | $241,000 | thousands by filing date | |
| ALTRA HOLDINGS INC | 02208R106 | COMMON STOCK | 13,800 | $241,000 | thousands by filing date | |
| VIPSHOP HLDGS LTD SPONSORED ADS A | 92763W103 | ADR | 15,400 | $240,000 | thousands by filing date | |
| PAYCHEX INC | 704326107 | COM | 3,800 | $239,000 | thousands by filing date | |
| CLOUDERA INC | 18914U100 | COM | 30,300 | $238,000 | thousands by filing date | |
| TYLER TECHNOLOGIES INC COM | 902252105 | Stock | 800 | $237,000 | thousands by filing date | |
| STORE CAP CORP | 862121100 | COM | 13,100 | $237,000 | thousands by filing date | |
| KT CORP SPONSORED ADR | 48268K101 | ADR | 30,200 | $235,000 | thousands by filing date | |
| SITE CENTERS CORP | 82981J109 | COM | 45,000 | $234,000 | thousands by filing date | |
| STAMPS COM INC | 852857200 | COM NEW | 1,800 | $234,000 | thousands by filing date | |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 4,700 | $233,000 | thousands by filing date | |
| ARMOUR RESIDENTIAL REIT INC | 042315507 | COM NEW | 26,500 | $233,000 | thousands by filing date | |
| CAVCO INDS INC DEL | 149568107 | COM | 1,600 | $232,000 | thousands by filing date | |
| SK TELECOM LTD | 78440P108 | SPONSORED ADR | 14,200 | $231,000 | thousands by filing date | |
| CIRCOR INTL INC | 17273K109 | COM | 19,900 | $231,000 | thousands by filing date | |
| HERBALIFE LTD | G4412G101 | COM SHS | 7,900 | $230,000 | thousands by filing date | |
| CODEXIS INC | 192005106 | COM | 20,400 | $228,000 | thousands by filing date | |
| WERNER ENTERPRISES INC | 950755108 | COM | 6,300 | $228,000 | thousands by filing date | |
| MIDDLESEX WTR CO | 596680108 | COM | 3,800 | $228,000 | thousands by filing date | |
| H&E EQUIPMENT SERVICES INC | 404030108 | COM | 15,500 | $228,000 | thousands by filing date | |
| ONE GAS INC COM | 68235P108 | Stock | 2,700 | $226,000 | thousands by filing date | |
| ULTRA CLEAN HLDGS INC COM | 90385V107 | Stock | 16,100 | $222,000 | thousands by filing date | |
| CENTENE CORP DEL COM | 15135B101 | Stock | 3,700 | $220,000 | thousands by filing date | |
| CELANESE CORP DEL COM | 150870103 | Stock | 3,000 | $220,000 | thousands by filing date | |
| M/I HOMES INC | 55305B101 | COM | 13,300 | $220,000 | thousands by filing date | |
| MANITOWOC CO INC | 563571405 | COM NEW | 25,800 | $219,000 | thousands by filing date | |
| UNISYS CORP | 909214306 | COMMON STOCK | 17,700 | $219,000 | thousands by filing date | |
| HERON THERAPEUTICS INC | 427746102 | COM | 18,600 | $218,000 | thousands by filing date | |
| Salesforce.com, Inc | 79466L302 | COM | 1,500 | $216,000 | thousands by filing date | |
| TREEHOUSE FOODS INC COM | 89469A104 | Stock | 4,900 | $216,000 | thousands by filing date | |
| EXPONENT INC | 30214U102 | COM | 3,000 | $216,000 | thousands by filing date | |
| SERVICE PPTYS TR | 81761L102 | COM SH BEN INT | 39,800 | $215,000 | thousands by filing date | |
| NATIONAL GEN HLDGS CORP | 636220303 | COM | 13,000 | $215,000 | thousands by filing date | |
| FERRARI N V | N3167Y103 | COM | 1,400 | $214,000 | thousands by filing date | |
| GUIDEWIRE SOFTWARE INC COM | 40171V100 | Stock | 2,700 | $214,000 | thousands by filing date | |
| WALKER&DUNLOPINC | 93148P102 | STOK | 5,300 | $213,000 | thousands by filing date | |
| FIRST INDL RLTY TR INC COM | 32054K103 | REIT | 6,400 | $213,000 | thousands by filing date | |
| MCCORMICK & CO INC COM NON VTG | 579780206 | Stock | 1,500 | $212,000 | thousands by filing date | |
| TUTOR PERINI CORP | 901109108 | COM | 31,500 | $212,000 | thousands by filing date | |
| GRAFTECH INTL LTD | 384313508 | COM | 26,100 | $212,000 | thousands by filing date | |
| TWIN RIV WORLDWIDE HLDGS INC | 90171V204 | COM | 16,300 | $212,000 | thousands by filing date | |
| OREILLY AUTOMOTIVE INC COM | 67103H107 | Stock | 700 | $211,000 | thousands by filing date | |
| RIO TINTO PLC SPONSORED ADR | 767204100 | ADR | 4,600 | $210,000 | thousands by filing date | |
| DAUCH CORP | 024061103 | COM | 58,200 | $210,000 | thousands by filing date | put |
| ATARA BIOTHERAPEUTICS INC COM NEW | 046513107 | Stock | 24,500 | $208,000 | thousands by filing date | |
| IDEX CORP COM | 45167R104 | Stock | 1,500 | $207,000 | thousands by filing date | |
| PEBBLEBROOK HOTEL TR | 70509V100 | COM | 19,000 | $207,000 | thousands by filing date | |
| SILGAN HLDGS INC | 827048109 | COM | 7,100 | $206,000 | thousands by filing date | |
| ARCH COAL INC | 039380407 | COMMON STOCK | 7,100 | $205,000 | thousands by filing date | |
| NOVAVAX INC | 670002401 | COM NEW | 15,000 | $204,000 | thousands by filing date | |
| EVERPURE INC CL A | 74624M102 | Stock | 16,500 | $203,000 | thousands by filing date | |
| KANSAS CITY SOUTHERN | 485170302 | COM NEW | 1,600 | $203,000 | thousands by filing date | |
| QUINSTREET INC | 74874Q100 | COM | 25,200 | $203,000 | thousands by filing date | |
| APOGEE ENTERPRISES INC | 037598109 | COM | 9,700 | $202,000 | thousands by filing date | |
| LENNOX INTL INC COM | 526107107 | Stock | 1,100 | $200,000 | thousands by filing date | |
| EMBRAER S.A. | 29082A107 | SPONSORED ADS | 27,000 | $200,000 | thousands by filing date | |
| REGIONS FINANCIAL CORP NEW COM | 7591EP100 | Stock | 22,200 | $199,000 | thousands by filing date | |
| VIAVI SOLUTIONS INC | 925550105 | COM | 17,400 | $195,000 | thousands by filing date | |
| BEAZER HOMES USA INC | 07556Q881 | COMMON STOCK | 30,200 | $194,000 | thousands by filing date | |
| CMB.TECH NV SHS | B38564108 | Stock | 16,900 | $191,000 | thousands by filing date | |
| G1 THERAPEUTICS INC | 3621LQ109 | COM | 17,300 | $191,000 | thousands by filing date | |
| RETROPHIN INC | 761299106 | COM | 12,900 | $188,000 | thousands by filing date | |
| RADIUS HEALTH INC | 750469207 | COM NEW | 14,400 | $187,000 | thousands by filing date | |
| SUMMIT MATERIALS INC CLASS A | 86614U100 | CL A | 12,400 | $186,000 | thousands by filing date | |
| AXOSFINLINC | 05465C100 | STOK | 10,200 | $185,000 | thousands by filing date | |
| SUMITOMO MITSUI FIN GRP INC | 86562M209 | SPONSORED ADR | 38,100 | $182,000 | thousands by filing date | |
| GLATFELTER | 377316104 | COM | 14,800 | $181,000 | thousands by filing date | |
| LADDER CAP CORP CL A | 505743104 | REIT | 37,900 | $180,000 | thousands by filing date | |
| VIKING THERAPEUTICS INC | 92686J106 | COM | 36,600 | $171,000 | thousands by filing date | |
| SFL CORP LTD | G7738W106 | COMMON STOCK | 18,000 | $170,000 | thousands by filing date | |
| CONNECTONE BANCORP INC | 20786W107 | COMMON STOCK | 12,600 | $169,000 | thousands by filing date | |
| Great Lakes Dredge & Dock Corp | 390607109 | Common Stock | 20,200 | $168,000 | thousands by filing date | |
| DESPEGAR COM CORP | G27358103 | ORD SHS | 29,700 | $168,000 | thousands by filing date | |
| FLY LEASING LTD | 34407D109 | SPONSORED ADR | 23,900 | $168,000 | thousands by filing date | |
| OPERA LTD SPONSORED ADS | 68373M107 | ADR | 30,500 | $164,000 | thousands by filing date | |
| COMMERCIAL METALS CO COM | 201723103 | Stock | 10,300 | $163,000 | thousands by filing date | |
| KOPPERS HOLDINGS INC | 50060P106 | COM | 13,200 | $163,000 | thousands by filing date | |
| KNOWLES CORP COM | 49926D109 | Stock | 12,100 | $162,000 | thousands by filing date | |
| ORCHARD THERAPEUTICS PLC | 68570P101 | ADR | 21,500 | $162,000 | thousands by filing date | |
| KALA BIO INC COM | 483119103 | Stock | 18,200 | $160,000 | thousands by filing date | |
| PREFERRED APT CMNTYS INC | 74039L103 | COM | 22,100 | $159,000 | thousands by filing date | |
| NAVIENT CORPORATION COM | 63938C108 | Stock | 20,900 | $158,000 | thousands by filing date | |
| SLM CORP COM | 78442P106 | Stock | 21,700 | $156,000 | thousands by filing date | |
| APOLLO COML REAL ESTATE FIN | 03762U105 | COM | 21,000 | $156,000 | thousands by filing date | |
| MOTORCAR PARTS OF AMERICA IN | 620071100 | COMMON STOCK | 12,100 | $152,000 | thousands by filing date | |
| DYNEX CAP INC | 26817Q886 | COM | 14,500 | $151,000 | thousands by filing date | |
| TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS | 881624209 | ADR | 16,700 | $150,000 | thousands by filing date | |
| ARES COML REAL ESTATE CORP | 04013V108 | COM | 21,200 | $148,000 | thousands by filing date | |
| VISTA OUTDOOR INC | 928377100 | COM | 16,800 | $148,000 | thousands by filing date | |
| WELBILT INC | 949090104 | COM | 28,500 | $146,000 | thousands by filing date | |
| REGIS CORP | 758932107 | COM | 24,600 | $145,000 | thousands by filing date | |
| PHOTRONICS INC | 719405102 | COM | 13,700 | $141,000 | thousands by filing date | |
| PRECISION BIOSCIENCES INC | 74019P108 | COM | 23,300 | $140,000 | thousands by filing date | |
| PARSLEY ENERGY INC | 701877102 | CL A | 24,100 | $138,000 | thousands by filing date | |
| CORCEPT THERAPEUTICS INC | 218352102 | COM | 11,400 | $136,000 | thousands by filing date | |
| PLYMOUTH INDL REIT INC COM | 729640102 | REIT | 12,000 | $134,000 | thousands by filing date | |
| ACADIA RLTY TR | 004239109 | COM SH BEN INT | 10,600 | $131,000 | thousands by filing date | |
| QIWI PLC | 74735M108 | SPON ADR REP B | 12,200 | $131,000 | thousands by filing date | |
| R1 RCM INC | 749397105 | COM | 14,400 | $131,000 | thousands by filing date | |
| Impac Mortgage Holdings Inc | 45254P508 | COM NEW | 51,900 | $126,000 | thousands by filing date | |
| MAGNACHIP SEMICONDUCTOR CORP | 55933J203 | CMN | 11,100 | $123,000 | thousands by filing date | |
| GEOPARK LTD USD SHS | G38327105 | Stock | 17,200 | $122,000 | thousands by filing date | |
| RCI HOSPITALITY HOLDINGS INC | 74934Q108 | COMMON STOCK | 12,200 | $122,000 | thousands by filing date | |
| VERSO CORP | 92531L207 | CL A | 10,800 | $122,000 | thousands by filing date | |
| ZIX CORP | 98974P100 | COM | 27,000 | $116,000 | thousands by filing date | |
| ENVIRI CORP | 415864107 | COM | 16,300 | $114,000 | thousands by filing date | |
| CALAMP CORP | 128126109 | COMMON STOCK | 24,700 | $111,000 | thousands by filing date | |
| Gilat Satellite Network | M51474118 | COM | 15,400 | $109,000 | thousands by filing date | |
| ANGIODYNAMICS INC | 03475V101 | COM | 10,400 | $108,000 | thousands by filing date | |
| FRONTLINE PLC F | G3682E192 | ORD SHS | 10,400 | $100,000 | thousands by filing date | |
| SUNSTONE HOTEL INVS INC NEW | 867892101 | COM | 11,200 | $98,000 | thousands by filing date | |
| AMICUS THERAPEUTICS INC | 03152W109 | COM | 10,400 | $96,000 | thousands by filing date | |
| EIGER BIOPHARMACEUTICALS INC | 28249U105 | COM | 14,100 | $96,000 | thousands by filing date | |
| STERLING INFRASTRUCTURE INC COM | 859241101 | Stock | 10,000 | $95,000 | thousands by filing date | |
| AMKOR TECHNOLOGY INC COM | 031652100 | Stock | 12,100 | $94,000 | thousands by filing date | |
| LIONS GATE ENTMNT CORP | 535919500 | CL B NON VTG | 16,400 | $92,000 | thousands by filing date | |
| NEOPHOTONICS CORP | 64051T100 | COM | 12,200 | $88,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001085146-20-001525 | this filing | 2020-05-15 | acceptance time not in the bulk data set |