1. JCPenney
Subsector: Department stores
Total return year-to-date: -48%
Short interest as % of market cap: 44%
Source: Goldman Sachs
2. Avis Budget Group
Ticker: CAR
Subsector: Trucking
Total return year-to-date: -35%
Short interest as % of market cap: 42%
Source: Goldman Sachs
3. BofI Holding
Subsector: Thrifts & mortgage finance
Total return year-to-date: -17%
Short interest as % of market cap: 38%
Source: Goldman Sachs
4. Twilio
Subsector: Internet software & services
Total return year-to-date: -16%
Short interest as % of market cap: 36%
Source: Goldman Sachs
5. Banc of California
Subsector: Regional banks
Total return year-to-date: 20%
Short interest as % of market cap: 36%
Source: Goldman Sachs
6. Restoration Hardware
Subsector: Home furnishing retail
Total return year-to-date: 86%
Short interest as % of market cap: 35%
Source: Goldman Sachs
7. Big Lots
Subsector: General merchandise stores
Total return year-to-date: -6%
Short interest as % of market cap: 35%
Source: Goldman Sachs
8. Seritage Growth Properties
Subsector: Retail REITs
Total return year-to-date: -7%
Short interest as % of market cap: 33%
Source: Goldman Sachs
9. Frontier Communications
Subsector: Integrated telecom services
Total return year-to-date: -60%
Short interest as % of market cap: 32%
Source: Goldman Sachs
10. Pandora Media
Subsector: Internet software & services
Total return year-to-date: -25%
Short interest as % of market cap: 32%
Source: Goldman Sachs