| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR | 309,800 | 63,159,000 | 22.19% | Put | |
| 2 | ELLINGTON FINANCIAL | 970,012 | 16,277,000 | 5.72% | ||
| 3 | LENDINGTREE INC NEW COM | 17,700 | 1,580,000 | 0.55% | ||
| 4 | PAYCHEX INC | 38,000 | 1,389,000 | 0.49% | ||
| 5 | NOBLE CORP PLC | 126,100 | 1,330,000 | 0.47% | ||
| 6 | NETGEAR INC COM | 29,591 | 1,240,000 | 0.44% | ||
| 7 | WISDOMTREE INVTS INC | 76,004 | 1,192,000 | 0.42% | ||
| 8 | NORDSTROM INC | 23,900 | 1,190,000 | 0.42% | ||
| 9 | PENNYMAC MTG INVT TR | 70,900 | 1,082,000 | 0.38% | ||
| 10 | ROWAN COMPANIES PLC SHS CL A | 63,300 | 1,073,000 | 0.38% | ||
| 11 | BWX TECHNOLOGIES INC COM | 33,600 | 1,067,000 | 0.37% | ||
| 12 | ITAU UNIBANCO HLDG SA | 156,300 | 1,018,000 | 0.36% | ||
| 13 | CORE-MARK HLDG CO INC COM | 12,014 | 984,000 | 0.35% | ||
| 14 | COGNEX CORP | 28,400 | 959,000 | 0.34% | ||
| 15 | JPMORGAN CHASE & CO | 14,500 | 957,000 | 0.34% | ||
| 16 | QUINTILES IMS HOLDINGS INC | 13,700 | 941,000 | 0.33% | ||
| 17 | VISTEON CORP COM NEW | 8,200 | 939,000 | 0.33% | ||
| 18 | SCHOLASTIC CORP COM | 24,320 | 938,000 | 0.33% | ||
| 19 | GENERAL DYNAMICS CORP | 6,800 | 934,000 | 0.33% | ||
| 20 | MARRIOTT INTL | 13,700 | 918,000 | 0.32% | ||
| 21 | ZAGG INC COM | 80,318 | 879,000 | 0.31% | ||
| 22 | LENNOX INTL INC | 6,900 | 862,000 | 0.30% | ||
| 23 | DREAMWORKS ANIMATION SKG INC | 32,988 | 850,000 | 0.30% | ||
| 24 | BRASKEM S A SP ADR PFD A | 62,100 | 841,000 | 0.30% | ||
| 25 | CONAGRA BRANDS | 19,900 | 839,000 | 0.29% | ||
| 26 | SELECT COMFORT CORP | 39,100 | 837,000 | 0.29% | ||
| 27 | MANHATTAN ASSOCIATES INC | 12,600 | 834,000 | 0.29% | ||
| 28 | CRAY INCORPORATED COM NEW | 25,397 | 824,000 | 0.29% | ||
| 29 | EARTHLINK HOLDINGS | 110,800 | 823,000 | 0.29% | ||
| 30 | ROBERT HALF | 17,400 | 820,000 | 0.29% | ||
| 31 | HD Supply Holdings Inc | 27,218 | 817,000 | 0.29% | ||
| 32 | ADVANCED ENERGY INDS COM | 28,800 | 813,000 | 0.29% | ||
| 33 | HEALTHCARE SVCS GROUP INC COM | 23,300 | 812,000 | 0.29% | ||
| 34 | PHH CORP COM NEW | 48,806 | 791,000 | 0.28% | ||
| 35 | Integrated Device Technology I | 29,697 | 783,000 | 0.28% | ||
| 36 | PATTERSON UTI ENERGY INC | 51,900 | 783,000 | 0.28% | ||
| 37 | TAYLOR MORRISON HOME CORP CL A | 48,600 | 778,000 | 0.27% | ||
| 38 | DYNEGY INCORPORATED NEW DEL | 56,700 | 760,000 | 0.27% | ||
| 39 | HCI GROUP INC COM | 21,728 | 757,000 | 0.27% | ||
| 40 | BRUNSWICK CORP | 14,900 | 753,000 | 0.26% | ||
| 41 | FIDELITY NATL INFORMATION SV | 12,300 | 745,000 | 0.26% | ||
| 42 | DYCOM INDS INC COM | 10,600 | 742,000 | 0.26% | ||
| 43 | PIPER SANDLER COMPANIES COM | 18,260 | 738,000 | 0.26% | ||
| 44 | SEMPRA ENERGY | 7,700 | 724,000 | 0.25% | ||
| 45 | ATWOOD OCEANICS INC | 70,400 | 720,000 | 0.25% | ||
| 46 | NUTRISYSTEM INC | 32,800 | 710,000 | 0.25% | ||
| 47 | InvenSense, Inc. | 69,400 | 710,000 | 0.25% | ||
| 48 | WESTERN REFNG INC | 19,800 | 705,000 | 0.25% | ||
| 49 | ROVI CORP COM EXCHANGEDFOR CU | 42,100 | 701,000 | 0.25% | ||
| 50 | SPIRIT AEROSYSTEMS HLDGS INC COM CL A | 13,900 | 696,000 | 0.24% |
Portfolio data is normalized using SEC Form 13F filings, including the Restatement filing (0001085146-16-003879, filed 2016.05.27).
From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.
