Ellington Management as of March 31, 2011
Portfolio Holdings for Ellington Management
Ellington Management holds 464 positions in its portfolio as reported in the March 2011 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Ellington Financial | 20.6 | $60M | 2.6M | 23.05 | |
| Freeport-McMoRan Copper & Gold (FCX) | 3.9 | $11M | 203k | 55.67 | |
| Hovnanian Enterprises | 1.9 | $5.4M | 1.5M | 3.53 | |
| 1.4 | $4.1M | 7.0k | 586.71 | ||
| D.R. Horton (DHI) | 1.2 | $3.5M | 300k | 11.65 | |
| Microsoft Corporation (MSFT) | 1.1 | $3.3M | 129k | 25.39 | |
| Oracle Corporation (ORCL) | 1.1 | $3.1M | 94k | 33.44 | |
| Weatherford International Lt reg | 1.0 | $2.9M | 130k | 22.60 | |
| Meritage Homes Corporation (MTH) | 0.9 | $2.8M | 114k | 24.13 | |
| Las Vegas Sands (LVS) | 0.8 | $2.4M | 56k | 42.21 | |
| FMC Corporation (FMC) | 0.8 | $2.4M | 28k | 84.93 | |
| Potash Corp. Of Saskatchewan I | 0.8 | $2.2M | 37k | 58.92 | |
| BlackRock (BLK) | 0.7 | $2.1M | 11k | 201.05 | |
| Accenture (ACN) | 0.7 | $2.0M | 36k | 54.97 | |
| InterMune | 0.7 | $1.9M | 40k | 47.19 | |
| Calpine Corporation | 0.7 | $1.9M | 120k | 15.87 | |
| GameStop (GME) | 0.6 | $1.9M | 84k | 22.52 | |
| DepoMed | 0.6 | $1.8M | 179k | 10.04 | |
| Rockwood Holdings | 0.6 | $1.8M | 36k | 49.22 | |
| OmniVision Technologies | 0.6 | $1.7M | 49k | 35.52 | |
| R.R. Donnelley & Sons Company | 0.6 | $1.7M | 90k | 18.92 | |
| Mosaic Company | 0.6 | $1.7M | 21k | 78.76 | |
| Hansen Natural Corporation | 0.6 | $1.6M | 27k | 60.22 | |
| JetBlue Airways Corporation (JBLU) | 0.5 | $1.6M | 254k | 6.27 | |
| Lululemon Athletica (LULU) | 0.5 | $1.6M | 18k | 89.03 | |
| Hldgs (UAL) | 0.5 | $1.6M | 68k | 22.99 | |
| Global Industries | 0.5 | $1.5M | 156k | 9.79 | |
| Molina Healthcare (MOH) | 0.5 | $1.5M | 38k | 40.00 | |
| Tech Data Corporation | 0.5 | $1.4M | 27k | 50.85 | |
| Express | 0.5 | $1.3M | 67k | 19.54 | |
| Momenta Pharmaceuticals | 0.4 | $1.2M | 77k | 15.84 | |
| Olin Corporation (OLN) | 0.4 | $1.2M | 52k | 22.91 | |
| El Paso Electric Company | 0.4 | $1.2M | 39k | 30.41 | |
| Taseko Cad (TGB) | 0.4 | $1.2M | 202k | 5.93 | |
| ReneSola | 0.4 | $1.2M | 110k | 10.55 | |
| BRF Brasil Foods SA (BRFS) | 0.4 | $1.2M | 62k | 19.09 | |
| Companhia de Bebidas das Americas | 0.4 | $1.1M | 41k | 28.32 | |
| Aeropostale | 0.4 | $1.1M | 46k | 24.32 | |
| James River Coal Company | 0.4 | $1.1M | 46k | 24.17 | |
| DST Systems | 0.4 | $1.1M | 20k | 52.84 | |
| Chevron Corporation (CVX) | 0.4 | $1.1M | 10k | 107.52 | |
| Fossil | 0.4 | $1.1M | 12k | 93.68 | |
| Holly Corporation | 0.4 | $1.1M | 18k | 60.78 | |
| Rue21 | 0.4 | $1.1M | 37k | 28.76 | |
| Sunpower Cp B | 0.3 | $1.0M | 62k | 16.65 | |
| Vivo Participacoes SA | 0.3 | $993k | 25k | 40.37 | |
| Berkshire Hathaway (BRK.B) | 0.3 | $1.0M | 12k | 83.67 | |
| Uti Worldwide | 0.3 | $996k | 49k | 20.16 | |
| Cisco Systems (CSCO) | 0.3 | $966k | 56k | 17.16 | |
| Parker Drilling Company | 0.3 | $972k | 141k | 6.91 | |
| Jazz Pharmaceuticals | 0.3 | $965k | 30k | 31.85 | |
| Barnes & Noble | 0.3 | $948k | 103k | 9.19 | |
| Worthington Industries (WOR) | 0.3 | $941k | 45k | 20.91 | |
| Green Plains Renewable Energy (GPRE) | 0.3 | $902k | 75k | 12.03 | |
| Endeavour International C | 0.3 | $893k | 70k | 12.70 | |
| Yongye International | 0.3 | $918k | 150k | 6.13 | |
| Carlisle Companies (CSL) | 0.3 | $891k | 20k | 44.55 | |
| PetroChina Company | 0.3 | $853k | 5.6k | 152.32 | |
| Walter Investment Management | 0.3 | $842k | 52k | 16.13 | |
| Jos. A. Bank Clothiers | 0.3 | $850k | 17k | 50.90 | |
| Exterran Holdings | 0.3 | $790k | 33k | 23.72 | |
| Lowe's Companies (LOW) | 0.3 | $793k | 30k | 26.43 | |
| Colonial Properties Trust | 0.3 | $789k | 41k | 19.24 | |
| OYO Geospace Corporation | 0.3 | $798k | 8.1k | 98.52 | |
| CVB Financial (CVBF) | 0.3 | $751k | 81k | 9.31 | |
| Progress Software Corporation (PRGS) | 0.3 | $765k | 26k | 29.09 | |
| Harry Winston Diamond Corp Com Stk | 0.3 | $754k | 47k | 16.18 | |
| Power-One | 0.3 | $764k | 87k | 8.75 | |
| Achillion Pharmaceuticals | 0.3 | $747k | 105k | 7.15 | |
| Materion Corporation (MTRN) | 0.3 | $775k | 19k | 40.79 | |
| Hi-Tech Pharmacal | 0.2 | $721k | 36k | 20.14 | |
| Sally Beauty Holdings (SBH) | 0.2 | $726k | 52k | 14.02 | |
| Hewlett-Packard Company | 0.2 | $664k | 16k | 40.99 | |
| PolyOne Corporation | 0.2 | $679k | 48k | 14.21 | |
| Hancock Holding Company (HWC) | 0.2 | $673k | 21k | 32.83 | |
| Acacia Research Corporation (ACTG) | 0.2 | $660k | 19k | 34.38 | |
| Body Central Acquisition Corporation | 0.2 | $662k | 29k | 23.23 | |
| JinkoSolar Holding (JKS) | 0.2 | $664k | 25k | 26.99 | |
| Packaging Corporation of America (PKG) | 0.2 | $630k | 22k | 28.90 | |
| Verizon Communications (VZ) | 0.2 | $636k | 17k | 38.55 | |
| Force Protection | 0.2 | $656k | 134k | 4.90 | |
| Petrobras Energia Participaciones SA | 0.2 | $649k | 29k | 22.07 | |
| Tesco Corporation | 0.2 | $640k | 29k | 21.92 | |
| DSW | 0.2 | $647k | 16k | 39.94 | |
| Radiant Systems | 0.2 | $636k | 36k | 17.67 | |
| Nu Skin Enterprises (NUS) | 0.2 | $601k | 21k | 28.76 | |
| Dolby Laboratories (DLB) | 0.2 | $620k | 13k | 49.21 | |
| Medicines Company | 0.2 | $627k | 39k | 16.29 | |
| Knoll | 0.2 | $620k | 30k | 20.95 | |
| Sky mobi | 0.2 | $624k | 51k | 12.31 | |
| Cablevision Systems Corporation | 0.2 | $578k | 17k | 34.61 | |
| Cellcom Israel (CELJF) | 0.2 | $593k | 18k | 33.13 | |
| Akamai Technologies (AKAM) | 0.2 | $570k | 15k | 38.00 | |
| Helen Of Troy (HELE) | 0.2 | $570k | 19k | 29.38 | |
| Abercrombie & Fitch (ANF) | 0.2 | $558k | 9.5k | 58.74 | |
| Affymax (AFFY) | 0.2 | $562k | 96k | 5.87 | |
| Brasil Telecom SA | 0.2 | $556k | 21k | 26.99 | |
| Telecomunicacoes de Sao Paulo SA | 0.2 | $549k | 22k | 24.62 | |
| Finish Line | 0.2 | $570k | 29k | 19.86 | |
| NN (NNBR) | 0.2 | $564k | 31k | 18.25 | |
| CompuCredit Holdings | 0.2 | $562k | 86k | 6.53 | |
| CVR Energy (CVI) | 0.2 | $540k | 23k | 23.18 | |
| Volcano Corporation | 0.2 | $538k | 21k | 25.62 | |
| Allot Communications (ALLT) | 0.2 | $532k | 34k | 15.65 | |
| DISH Network | 0.2 | $499k | 21k | 24.34 | |
| Delta Air Lines (DAL) | 0.2 | $506k | 52k | 9.81 | |
| AeroVironment (AVAV) | 0.2 | $504k | 14k | 35.00 | |
| Alaska Air (ALK) | 0.2 | $495k | 7.8k | 63.46 | |
| Kronos Worldwide (KRO) | 0.2 | $491k | 8.4k | 58.45 | |
| Superior Industries International (SUP) | 0.2 | $490k | 19k | 25.65 | |
| NuVasive | 0.2 | $499k | 20k | 25.33 | |
| Enersis | 0.2 | $483k | 23k | 20.82 | |
| Saba Software | 0.2 | $492k | 50k | 9.82 | |
| CapitalSource | 0.2 | $470k | 67k | 7.05 | |
| Big Lots (BIG) | 0.2 | $456k | 11k | 43.43 | |
| Conceptus | 0.2 | $475k | 33k | 14.48 | |
| Newport Corporation | 0.2 | $467k | 26k | 17.82 | |
| Telecom Argentina (TEO) | 0.2 | $461k | 19k | 24.78 | |
| Delek US Holdings | 0.2 | $471k | 35k | 13.57 | |
| Lincoln Educational Services Corporation (LINC) | 0.2 | $475k | 30k | 15.89 | |
| P.H. Glatfelter Company | 0.2 | $465k | 35k | 13.32 | |
| New York & Company | 0.2 | $479k | 68k | 7.00 | |
| Warren Resources | 0.2 | $477k | 93k | 5.11 | |
| Meridian Bioscience | 0.2 | $456k | 19k | 24.00 | |
| Medidata Solutions | 0.2 | $460k | 18k | 25.56 | |
| Petroleo Brasileiro SA (PBR.A) | 0.1 | $430k | 12k | 35.54 | |
| RadioShack Corporation | 0.1 | $447k | 30k | 15.00 | |
| BB&T Corporation | 0.1 | $453k | 17k | 27.45 | |
| Alpha Natural Resources | 0.1 | $451k | 7.6k | 59.34 | |
| Genes (GCO) | 0.1 | $446k | 11k | 40.18 | |
| Health Net | 0.1 | $425k | 13k | 32.69 | |
| Hecla Mining Company (HL) | 0.1 | $443k | 49k | 9.08 | |
| LSB Industries (LXU) | 0.1 | $436k | 11k | 39.64 | |
| Bronco Drilling Company (BRNC) | 0.1 | $453k | 40k | 11.30 | |
| Trimas Corporation (TRS) | 0.1 | $443k | 21k | 21.50 | |
| Coffee Holding (JVA) | 0.1 | $432k | 74k | 5.85 | |
| Boyd Gaming Corporation (BYD) | 0.1 | $422k | 45k | 9.38 | |
| Constellation Energy | 0.1 | $414k | 13k | 31.13 | |
| Harris Corporation | 0.1 | $407k | 8.2k | 49.63 | |
| New York Times Company (NYT) | 0.1 | $423k | 45k | 9.46 | |
| McClatchy Company | 0.1 | $401k | 118k | 3.40 | |
| Ctrip.com International | 0.1 | $423k | 10k | 41.47 | |
| Tesoro Corporation | 0.1 | $402k | 15k | 26.80 | |
| Magellan Health Services | 0.1 | $402k | 8.2k | 49.02 | |
| Altera Corporation | 0.1 | $414k | 9.4k | 44.04 | |
| Alliant Energy Corporation (LNT) | 0.1 | $405k | 10k | 38.94 | |
| Alon USA Energy | 0.1 | $411k | 30k | 13.70 | |
| Amylin Pharmaceuticals | 0.1 | $414k | 36k | 11.37 | |
| Kinetic Concepts | 0.1 | $414k | 7.6k | 54.47 | |
| Stifel Financial (SF) | 0.1 | $409k | 5.7k | 71.75 | |
| United Therapeutics Corporation (UTHR) | 0.1 | $395k | 5.9k | 66.95 | |
| SonoSite | 0.1 | $410k | 12k | 33.33 | |
| Lattice Semiconductor (LSCC) | 0.1 | $404k | 68k | 5.91 | |
| Micromet | 0.1 | $400k | 71k | 5.60 | |
| Bon-Ton Stores (BONTQ) | 0.1 | $406k | 26k | 15.50 | |
| Myr (MYRG) | 0.1 | $395k | 17k | 23.94 | |
| Harley-Davidson (HOG) | 0.1 | $391k | 9.2k | 42.50 | |
| Whirlpool Corporation (WHR) | 0.1 | $393k | 4.6k | 85.43 | |
| Tyson Foods (TSN) | 0.1 | $378k | 20k | 19.19 | |
| Electronics For Imaging | 0.1 | $374k | 25k | 14.72 | |
| ConocoPhillips (COP) | 0.1 | $375k | 4.7k | 79.79 | |
| Dillard's (DDS) | 0.1 | $377k | 9.4k | 40.11 | |
| TCF Financial Corporation | 0.1 | $382k | 24k | 15.85 | |
| Smithfield Foods | 0.1 | $387k | 16k | 24.04 | |
| Meredith Corporation | 0.1 | $393k | 12k | 33.88 | |
| Amkor Technology (AMKR) | 0.1 | $391k | 58k | 6.74 | |
| JAKKS Pacific | 0.1 | $370k | 19k | 19.37 | |
| Columbia Sportswear Company (COLM) | 0.1 | $380k | 6.4k | 59.38 | |
| Developers Diversified Realty | 0.1 | $370k | 26k | 14.02 | |
| John Bean Technologies Corporation (JBT) | 0.1 | $381k | 20k | 19.24 | |
| OSI Systems (OSIS) | 0.1 | $368k | 9.8k | 37.55 | |
| Interline Brands | 0.1 | $371k | 18k | 20.38 | |
| Superior Energy Services | 0.1 | $385k | 9.4k | 40.96 | |
| Cosan Ltd shs a | 0.1 | $391k | 30k | 12.90 | |
| Changyou | 0.1 | $389k | 12k | 32.15 | |
| MedAssets | 0.1 | $387k | 25k | 15.24 | |
| AVEO Pharmaceuticals | 0.1 | $372k | 28k | 13.33 | |
| Hanwha Solarone | 0.1 | $388k | 51k | 7.58 | |
| E TRADE Financial Corporation | 0.1 | $363k | 23k | 15.65 | |
| AES Corporation (AES) | 0.1 | $348k | 27k | 12.99 | |
| Kroger (KR) | 0.1 | $360k | 15k | 24.00 | |
| NetEase (NTES) | 0.1 | $352k | 7.1k | 49.58 | |
| Fushi Copperweld | 0.1 | $355k | 44k | 8.01 | |
| Telecom Italia S.p.A. (TIIAY) | 0.1 | $351k | 23k | 15.39 | |
| E.W. Scripps Company (SSP) | 0.1 | $362k | 37k | 9.89 | |
| American Campus Communities | 0.1 | $347k | 11k | 33.05 | |
| BHP Billiton (BHP) | 0.1 | $355k | 3.7k | 95.95 | |
| Cogdell Spencer | 0.1 | $350k | 59k | 5.93 | |
| LTC Properties (LTC) | 0.1 | $349k | 12k | 28.37 | |
| Aviat Networks | 0.1 | $352k | 68k | 5.17 | |
| Energy Partners | 0.1 | $364k | 20k | 18.02 | |
| Telestone Technologies Corporation (TSTC) | 0.1 | $349k | 52k | 6.69 | |
| Vera Bradley (VRA) | 0.1 | $363k | 8.6k | 42.21 | |
| Citrix Systems | 0.1 | $309k | 4.2k | 73.57 | |
| Mattel (MAT) | 0.1 | $319k | 13k | 24.92 | |
| Buckle (BKE) | 0.1 | $315k | 7.8k | 40.38 | |
| TETRA Technologies (TTI) | 0.1 | $310k | 20k | 15.42 | |
| Darden Restaurants (DRI) | 0.1 | $329k | 6.7k | 49.10 | |
| Shoe Carnival (SCVL) | 0.1 | $311k | 11k | 28.02 | |
| Macy's (M) | 0.1 | $311k | 13k | 24.30 | |
| Target Corporation (TGT) | 0.1 | $310k | 6.2k | 50.00 | |
| Cohen & Steers (CNS) | 0.1 | $332k | 11k | 29.64 | |
| Ulta Salon, Cosmetics & Fragrance (ULTA) | 0.1 | $308k | 6.4k | 48.12 | |
| Silver Standard Res | 0.1 | $314k | 10k | 31.40 | |
| American States Water Company (AWR) | 0.1 | $312k | 8.7k | 35.86 | |
| Clear Channel Outdoor Holdings | 0.1 | $313k | 22k | 14.56 | |
| Entropic Communications | 0.1 | $308k | 36k | 8.46 | |
| Tesla Motors (TSLA) | 0.1 | $314k | 11k | 27.79 | |
| Ens | 0.1 | $283k | 4.9k | 57.76 | |
| Huntington Bancshares Incorporated (HBAN) | 0.1 | $284k | 43k | 6.65 | |
| Vimpel | 0.1 | $301k | 21k | 14.13 | |
| Lear Corporation (LEA) | 0.1 | $298k | 6.1k | 48.85 | |
| Genworth Financial (GNW) | 0.1 | $289k | 22k | 13.44 | |
| Legg Mason | 0.1 | $292k | 8.1k | 36.05 | |
| Coca-Cola FEMSA, S.A.B. de C.V. (KOF) | 0.1 | $285k | 3.7k | 77.03 | |
| Expedia | 0.1 | $288k | 13k | 22.68 | |
| IAC/InterActive | 0.1 | $291k | 9.4k | 30.96 | |
| Coach | 0.1 | $297k | 5.7k | 52.11 | |
| Edwards Lifesciences (EW) | 0.1 | $305k | 3.5k | 87.14 | |
| MeadWestva | 0.1 | $294k | 9.7k | 30.31 | |
| Molex Incorporated | 0.1 | $289k | 12k | 25.13 | |
| Sealed Air (SEE) | 0.1 | $293k | 11k | 26.64 | |
| Sherwin-Williams Company (SHW) | 0.1 | $294k | 3.5k | 84.00 | |
| Molson Coors Brewing Company (TAP) | 0.1 | $291k | 6.2k | 46.94 | |
| Cabot Corporation (CBT) | 0.1 | $296k | 6.4k | 46.25 | |
| Autoliv (ALV) | 0.1 | $282k | 3.8k | 74.21 | |
| Mine Safety Appliances | 0.1 | $282k | 7.7k | 36.62 | |
| Western Digital (WDC) | 0.1 | $287k | 7.7k | 37.27 | |
| International Flavors & Fragrances (IFF) | 0.1 | $299k | 4.8k | 62.29 | |
| Bemis Company | 0.1 | $289k | 8.8k | 32.84 | |
| Foot Locker (FL) | 0.1 | $292k | 15k | 19.73 | |
| BJ's Wholesale Club | 0.1 | $288k | 5.9k | 48.81 | |
| Masco Corporation (MAS) | 0.1 | $287k | 21k | 13.93 | |
| Mohawk Industries (MHK) | 0.1 | $294k | 4.8k | 61.25 | |
| Plantronics | 0.1 | $300k | 8.2k | 36.59 | |
| Interpublic Group of Companies (IPG) | 0.1 | $293k | 23k | 12.58 | |
| Partner Re | 0.1 | $293k | 3.7k | 79.19 | |
| AGCO Corporation (AGCO) | 0.1 | $297k | 5.4k | 55.00 | |
| Ultrapar Participacoes SA (UGP) | 0.1 | $288k | 17k | 16.94 | |
| Gap (GPS) | 0.1 | $290k | 13k | 22.66 | |
| Shinhan Financial (SHG) | 0.1 | $290k | 3.2k | 90.62 | |
| Fortune Brands | 0.1 | $291k | 4.7k | 61.91 | |
| Live Nation Entertainment (LYV) | 0.1 | $306k | 31k | 10.00 | |
| Dr Pepper Snapple | 0.1 | $286k | 7.7k | 37.14 | |
| Stewart Enterprises | 0.1 | $278k | 36k | 7.64 | |
| Pioneer Natural Resources (PXD) | 0.1 | $296k | 2.9k | 102.07 | |
| Nelnet (NNI) | 0.1 | $293k | 13k | 21.87 | |
| Forest Laboratories | 0.1 | $284k | 8.8k | 32.27 | |
| NII Holdings | 0.1 | $292k | 7.0k | 41.71 | |
| Human Genome Sciences | 0.1 | $280k | 10k | 27.45 | |
| Avis Budget (CAR) | 0.1 | $285k | 16k | 17.92 | |
| ValueClick | 0.1 | $286k | 20k | 14.44 | |
| Companhia Energetica Minas Gerais (CIG) | 0.1 | $291k | 15k | 19.27 | |
| US Airways | 0.1 | $280k | 32k | 8.72 | |
| Companhia Paranaense de Energia | 0.1 | $292k | 11k | 27.81 | |
| Gulf Island Fabrication (GIFI) | 0.1 | $296k | 9.2k | 32.17 | |
| KapStone Paper and Packaging | 0.1 | $307k | 18k | 17.15 | |
| Marvell Technology Group | 0.1 | $278k | 18k | 15.53 | |
| Newpark Resources (NR) | 0.1 | $285k | 36k | 7.85 | |
| Par Pharmaceutical Companies | 0.1 | $301k | 9.7k | 31.03 | |
| Zions Bancorporation (ZION) | 0.1 | $286k | 12k | 23.06 | |
| Kirkland's (KIRK) | 0.1 | $287k | 19k | 15.43 | |
| Rex Energy Corporation | 0.1 | $296k | 25k | 11.65 | |
| Asbury Automotive (ABG) | 0.1 | $279k | 15k | 18.48 | |
| Actuant Corporation | 0.1 | $290k | 10k | 29.00 | |
| Benchmark Electronics (BHE) | 0.1 | $290k | 15k | 18.95 | |
| Cheesecake Factory Incorporated (CAKE) | 0.1 | $292k | 9.7k | 30.10 | |
| Commerce Bancshares (CBSH) | 0.1 | $287k | 7.1k | 40.42 | |
| GeoEye | 0.1 | $287k | 6.9k | 41.59 | |
| Southwest Airlines (LUV) | 0.1 | $285k | 23k | 12.61 | |
| Stein Mart | 0.1 | $283k | 28k | 10.14 | |
| Ternium (TX) | 0.1 | $280k | 7.8k | 35.90 | |
| Ashland | 0.1 | $283k | 4.9k | 57.76 | |
| Energen Corporation | 0.1 | $290k | 4.6k | 63.04 | |
| Monro Muffler Brake (MNRO) | 0.1 | $307k | 9.3k | 33.01 | |
| Pan American Silver Corp Can (PAAS) | 0.1 | $286k | 7.7k | 37.14 | |
| ValueVision Media | 0.1 | $285k | 45k | 6.36 | |
| ICF International (ICFI) | 0.1 | $302k | 15k | 20.54 | |
| Owens & Minor (OMI) | 0.1 | $296k | 9.1k | 32.53 | |
| Quest Software | 0.1 | $307k | 12k | 25.37 | |
| StanCorp Financial | 0.1 | $295k | 6.4k | 46.09 | |
| Pentair | 0.1 | $291k | 7.7k | 37.79 | |
| Hyatt Hotels Corporation (H) | 0.1 | $288k | 6.7k | 42.99 | |
| Patriot Coal Corp | 0.1 | $292k | 11k | 25.84 | |
| Genpact (G) | 0.1 | $279k | 19k | 14.46 | |
| Xl Group | 0.1 | $303k | 12k | 24.63 | |
| Centrais Eletricas Brasileiras SA (EBR.B) | 0.1 | $292k | 15k | 19.34 | |
| Ecopetrol (EC) | 0.1 | $279k | 6.7k | 41.64 | |
| Coca-cola Enterprises | 0.1 | $287k | 11k | 27.33 | |
| GT Solar International | 0.1 | $267k | 25k | 10.68 | |
| Incyte Corporation (INCY) | 0.1 | $265k | 17k | 15.87 | |
| Supervalu | 0.1 | $260k | 29k | 8.93 | |
| Chiquita Brands International | 0.1 | $264k | 17k | 15.35 | |
| John Wiley & Sons (WLY) | 0.1 | $275k | 5.4k | 50.93 | |
| Syngenta | 0.1 | $267k | 4.1k | 65.12 | |
| Newcastle Investment | 0.1 | $276k | 46k | 6.04 | |
| Janus Capital | 0.1 | $263k | 21k | 12.46 | |
| Alliance Data Systems Corporation (BFH) | 0.1 | $249k | 2.9k | 85.86 | |
| Collective Brands | 0.1 | $268k | 12k | 21.61 | |
| Constellation Brands (STZ) | 0.1 | $256k | 13k | 20.32 | |
| HCC Insurance Holdings | 0.1 | $276k | 8.8k | 31.36 | |
| WuXi PharmaTech | 0.1 | $261k | 17k | 15.44 | |
| Hawaiian Holdings (HA) | 0.1 | $251k | 42k | 6.00 | |
| AnnTaylor Stores | 0.1 | $271k | 9.3k | 29.14 | |
| Stage Stores | 0.1 | $250k | 13k | 19.23 | |
| Exide Technologies | 0.1 | $259k | 23k | 11.16 | |
| Owens-Illinois | 0.1 | $266k | 8.8k | 30.23 | |
| Coeur d'Alene Mines Corporation (CDE) | 0.1 | $271k | 7.8k | 34.74 | |
| InfoSpace | 0.1 | $249k | 29k | 8.68 | |
| Rovi Corporation | 0.1 | $258k | 4.8k | 53.75 | |
| Cubist Pharmaceuticals | 0.1 | $273k | 11k | 25.28 | |
| Deckers Outdoor Corporation (DECK) | 0.1 | $276k | 3.2k | 86.25 | |
| ISIS Pharmaceuticals | 0.1 | $261k | 29k | 9.03 | |
| Neurocrine Biosciences (NBIX) | 0.1 | $257k | 34k | 7.58 | |
| Universal Health Realty Income Trust (UHT) | 0.1 | $267k | 6.6k | 40.45 | |
| United States Steel Corporation (X) | 0.1 | $270k | 5.0k | 54.00 | |
| Cleco Corporation | 0.1 | $267k | 7.8k | 34.23 | |
| Ixia | 0.1 | $256k | 16k | 15.90 | |
| Dawson Geophysical Company | 0.1 | $255k | 5.8k | 43.97 | |
| Healthsouth | 0.1 | $262k | 11k | 24.95 | |
| Zix Corporation | 0.1 | $261k | 71k | 3.70 | |
| Bridgepoint Education | 0.1 | $253k | 15k | 17.09 | |
| 3D Systems Corporation (DDD) | 0.1 | $272k | 5.6k | 48.57 | |
| Lihua International | 0.1 | $255k | 29k | 8.76 | |
| Autochina International Limi | 0.1 | $270k | 8.3k | 32.53 | |
| New Energy Systems | 0.1 | $256k | 52k | 4.95 | |
| HSBC Holdings (HSBC) | 0.1 | $238k | 4.6k | 51.74 | |
| Zale Corporation | 0.1 | $242k | 61k | 3.99 | |
| Aegon | 0.1 | $248k | 33k | 7.52 | |
| Maxim Integrated Products | 0.1 | $241k | 9.4k | 25.64 | |
| Texas Instruments Incorporated (TXN) | 0.1 | $228k | 6.6k | 34.55 | |
| Linear Technology Corporation | 0.1 | $245k | 7.3k | 33.56 | |
| Encore Capital (ECPG) | 0.1 | $244k | 10k | 23.69 | |
| OMNOVA Solutions | 0.1 | $230k | 29k | 7.88 | |
| Kindred Healthcare | 0.1 | $220k | 9.2k | 23.91 | |
| Loral Space & Communications | 0.1 | $240k | 3.1k | 77.42 | |
| Houston American Energy Corporation | 0.1 | $248k | 16k | 15.40 | |
| Medifast (MED) | 0.1 | $223k | 11k | 19.73 | |
| Guess? (GES) | 0.1 | $232k | 5.9k | 39.32 | |
| Grupo Financiero Galicia (GGAL) | 0.1 | $229k | 18k | 12.45 | |
| Rogers Corporation (ROG) | 0.1 | $221k | 4.9k | 45.10 | |
| Sun Hydraulics Corporation | 0.1 | $233k | 5.4k | 43.15 | |
| Maxygen | 0.1 | $226k | 43k | 5.21 | |
| SWS | 0.1 | $228k | 38k | 6.08 | |
| Ceva (CEVA) | 0.1 | $235k | 8.8k | 26.70 | |
| California Pizza Kitchen | 0.1 | $243k | 14k | 16.88 | |
| Rofin-Sinar Technologies | 0.1 | $225k | 5.7k | 39.47 | |
| Schweitzer-Mauduit International (MATV) | 0.1 | $248k | 4.9k | 50.61 | |
| Inspire Pharmaceuticals | 0.1 | $227k | 57k | 3.97 | |
| Duoyuan Global Water | 0.1 | $238k | 40k | 6.03 | |
| Ceragon Networks (CRNT) | 0.1 | $234k | 19k | 12.06 | |
| Quality Distribution | 0.1 | $226k | 19k | 11.83 | |
| Spectrum Pharmaceuticals | 0.1 | $222k | 25k | 8.88 | |
| Green Dot Corporation (GDOT) | 0.1 | $240k | 5.6k | 42.86 | |
| BSQUARE Corporation | 0.1 | $245k | 34k | 7.14 | |
| DemandTec | 0.1 | $246k | 19k | 13.16 | |
| Kraton Performance Polymers | 0.1 | $237k | 6.2k | 38.23 | |
| Xerium Technologies | 0.1 | $226k | 9.4k | 24.04 | |
| Magic Software Enterprises (MGIC) | 0.1 | $228k | 30k | 7.55 | |
| TD Ameritrade Holding | 0.1 | $209k | 10k | 20.90 | |
| Philippine Long Distance Telephone | 0.1 | $219k | 4.1k | 53.41 | |
| Lincoln Electric Holdings (LECO) | 0.1 | $205k | 2.7k | 75.93 | |
| Ruby Tuesday | 0.1 | $205k | 16k | 13.14 | |
| Hot Topic | 0.1 | $199k | 35k | 5.70 | |
| Sprint Nextel Corporation | 0.1 | $207k | 45k | 4.64 | |
| General Mills (GIS) | 0.1 | $216k | 5.9k | 36.61 | |
| Occidental Petroleum Corporation (OXY) | 0.1 | $219k | 2.1k | 104.29 | |
| SandRidge Energy | 0.1 | $214k | 17k | 12.81 | |
| Cousins Properties | 0.1 | $194k | 23k | 8.36 | |
| SuperMedia | 0.1 | $197k | 32k | 6.25 | |
| Monster Worldwide | 0.1 | $197k | 12k | 15.89 | |
| Walter Energy | 0.1 | $203k | 1.5k | 135.33 | |
| Net 1 UEPS Technologies (LSAK) | 0.1 | $209k | 24k | 8.60 | |
| Ares Capital Corporation (ARCC) | 0.1 | $192k | 11k | 16.99 | |
| Pep Boys - Manny, Moe & Jack | 0.1 | $206k | 16k | 12.72 | |
| Almost Family | 0.1 | $211k | 5.6k | 37.68 | |
| Fred's | 0.1 | $210k | 16k | 13.29 | |
| Rush Enterprises (RUSHA) | 0.1 | $212k | 11k | 19.81 | |
| Titanium Metals Corporation | 0.1 | $197k | 11k | 18.58 | |
| Geron Corporation (GERN) | 0.1 | $199k | 40k | 5.04 | |
| Huaneng Power International | 0.1 | $216k | 9.2k | 23.48 | |
| Powell Industries (POWL) | 0.1 | $209k | 5.3k | 39.43 | |
| Flotek Industries | 0.1 | $218k | 26k | 8.42 | |
| NVE Corporation (NVEC) | 0.1 | $214k | 3.8k | 56.32 | |
| Alnylam Pharmaceuticals (ALNY) | 0.1 | $199k | 21k | 9.57 | |
| Nanometrics Incorporated | 0.1 | $210k | 12k | 18.10 | |
| Twin Disc, Incorporated (TWIN) | 0.1 | $213k | 6.6k | 32.27 | |
| Cloud Peak Energy | 0.1 | $203k | 9.4k | 21.60 | |
| STR Holdings | 0.1 | $196k | 10k | 19.22 | |
| EXACT Sciences Corporation (EXAS) | 0.1 | $201k | 27k | 7.34 | |
| TravelCenters of America | 0.1 | $192k | 25k | 7.56 | |
| Quepasa Corporation | 0.1 | $207k | 35k | 5.93 | |
| Seattle Genetics | 0.1 | $163k | 11k | 15.52 | |
| AMAG Pharmaceuticals | 0.1 | $180k | 11k | 16.67 | |
| Affymetrix | 0.1 | $182k | 35k | 5.20 | |
| Discovery Communications | 0.1 | $162k | 4.6k | 35.22 | |
| Sapient Corporation | 0.1 | $173k | 15k | 11.46 | |
| Internet Capital | 0.1 | $189k | 13k | 14.21 | |
| ModusLink Global Solutions | 0.1 | $188k | 34k | 5.48 | |
| Exelixis (EXEL) | 0.1 | $163k | 14k | 11.32 | |
| Zoltek Companies | 0.1 | $165k | 12k | 13.41 | |
| Epicor Software Corporation | 0.1 | $167k | 15k | 11.06 | |
| Nic | 0.1 | $184k | 15k | 12.43 | |
| ImmunoGen | 0.1 | $186k | 21k | 9.07 | |
| Double Eagle Petroleum | 0.1 | $180k | 20k | 9.09 | |
| Cray | 0.1 | $170k | 26k | 6.44 | |
| Datalink Corporation | 0.1 | $178k | 28k | 6.40 | |
| Repros Therapeutics | 0.1 | $164k | 30k | 5.52 | |
| Gerdau SA (GGB) | 0.1 | $153k | 12k | 12.54 | |
| Furniture Brands International | 0.1 | $152k | 34k | 4.54 | |
| Discovery Communications | 0.1 | $152k | 3.8k | 40.00 | |
| Applied Materials (AMAT) | 0.1 | $159k | 10k | 15.59 | |
| Sinclair Broadcast | 0.1 | $152k | 12k | 12.56 | |
| Cbeyond | 0.1 | $141k | 12k | 11.65 | |
| InterNAP Network Services | 0.1 | $141k | 22k | 6.56 | |
| Rudolph Technologies | 0.1 | $158k | 14k | 10.97 | |
| TICC Capital | 0.1 | $138k | 13k | 10.87 | |
| United Online | 0.1 | $146k | 23k | 6.29 | |
| Wabash National Corporation (WNC) | 0.1 | $134k | 12k | 11.55 | |
| BBVA Banco Frances | 0.1 | $143k | 13k | 11.00 | |
| China-Biotics | 0.1 | $153k | 19k | 8.01 | |
| hhgregg (HGGG) | 0.1 | $155k | 12k | 13.36 | |
| LivePerson (LPSN) | 0.1 | $148k | 12k | 12.65 | |
| Pantry | 0.1 | $160k | 11k | 14.81 | |
| NPS Pharmaceuticals | 0.1 | $133k | 14k | 9.57 | |
| U-Store-It Trust | 0.1 | $159k | 15k | 10.53 | |
| Omega Protein Corporation | 0.1 | $158k | 12k | 13.50 | |
| Accuray Incorporated (ARAY) | 0.1 | $143k | 16k | 8.99 | |
| NCI Building Systems | 0.1 | $150k | 12k | 12.71 | |
| PROS Holdings (PRO) | 0.1 | $160k | 11k | 14.55 | |
| Giant Interactive | 0.1 | $136k | 18k | 7.47 | |
| Celldex Therapeutics | 0.1 | $133k | 33k | 4.02 | |
| Amarin Corporation (AMRN) | 0.1 | $144k | 20k | 7.31 | |
| Teekay Tankers Ltd cl a | 0.1 | $151k | 14k | 10.49 | |
| Biolase Technology | 0.1 | $161k | 33k | 4.86 | |
| Compuware Corporation | 0.0 | $120k | 10k | 11.54 | |
| Anadigics | 0.0 | $118k | 26k | 4.47 | |
| Cemex SAB de CV (CX) | 0.0 | $113k | 13k | 8.97 | |
| Mbia (MBI) | 0.0 | $118k | 12k | 10.00 | |
| Boise | 0.0 | $119k | 13k | 9.15 | |
| Arris | 0.0 | $127k | 10k | 12.70 | |
| Orion Marine (ORN) | 0.0 | $131k | 12k | 10.74 | |
| Cal Dive International (CDVIQ) | 0.0 | $131k | 19k | 6.97 | |
| Daktronics (DAKT) | 0.0 | $120k | 11k | 10.71 | |
| Wausau Paper | 0.0 | $105k | 14k | 7.66 | |
| BPZ Resources | 0.0 | $108k | 20k | 5.29 | |
| L-1 Identity Solutions | 0.0 | $128k | 11k | 11.74 | |
| Immersion Corporation (IMMR) | 0.0 | $123k | 16k | 7.59 | |
| Rigel Pharmaceuticals (RIGL) | 0.0 | $125k | 18k | 7.10 | |
| Ruth's Hospitality | 0.0 | $113k | 22k | 5.16 | |
| MIPS Technologies | 0.0 | $115k | 11k | 10.45 | |
| ISTA Pharmaceuticals | 0.0 | $119k | 12k | 10.08 | |
| Nokia Corporation (NOK) | 0.0 | $96k | 11k | 8.50 | |
| Office Depot | 0.0 | $78k | 17k | 4.64 | |
| Education Realty Trust | 0.0 | $96k | 12k | 8.07 | |
| SmartHeat | 0.0 | $88k | 31k | 2.84 | |
| TiVo | 0.0 | $96k | 11k | 8.73 | |
| Wilshire Ban | 0.0 | $80k | 16k | 4.88 | |
| Silicon Motion Technology (SIMO) | 0.0 | $98k | 12k | 8.10 | |
| Insignia Systems | 0.0 | $86k | 12k | 7.11 | |
| Advance America, Cash Advance Centers | 0.0 | $65k | 12k | 5.28 | |
| bebe stores | 0.0 | $66k | 11k | 5.89 | |
| China North East Petroleum Hldng | 0.0 | $60k | 13k | 4.65 | |
| PharmAthene | 0.0 | $44k | 14k | 3.19 |
