Ellington Management

Latest statistics and disclosures from Ellington Management's latest quarterly 13F-HR filing:

Companies in the Ellington Management portfolio as of September 2017 quarter

Company (Ticker) Portfolio Weight Share Count Change in Shares Price
iShares Russell 2000 Index (IWM) 17.87 706000 +7491% 148.18
SPDR S&P; 500 ETF (SPY) 9.17 213591 +31% 251.20
HSBC Holdings (HBC) 5.08 601500 NEW 49.41
PowerShares QQQ Trust, Series 1 (QQQQ) 4.47 180000 -89% 145.45
iShares MSCI Emerging Markets Indx (EEM) 3.83 500000 NEW 44.81
Ellington Financial Llc 2.82 1.04M 15.79
Hertz Global Holdings 1.34 350000 +50% 22.36
Bonanza Creek Energy I 0.97 171592 NEW 32.99
Candj Energy Svcs Inc New Com Added 0.86 168847 -60% 29.97
Micron Technology (MU) 0.64 95800 NEW 39.33
Lowe's Companies (LOW) 0.52 38000 NEW 79.95
Ulta Salon, Cosmetics & Fragrance (ULTA) 0.50 12900 NEW 226.05
Six Flags Entertainment (SIX) 0.47 45000 +525% 60.93
Knight Swift Transn Hldgs Inc 0.47 66400 NEW 41.55
Hollyfrontier Corp 0.46 74500 NEW 35.97
O'reilly Automotive Inc 0.45 12100 +365% 215.37
Williams-Sonoma (WSM) 0.44 51400 +252% 49.86
Thor Industries (THO) 0.44 20300 NEW 125.91
Hanesbrands (HBI) 0.43 101300 NEW 24.64
T. Rowe Price (TROW) 0.42 27200 NEW 90.66
Casey's General Stores (CASY) 0.41 22100 NEW 109.46
Chesapeake Energy Corporation (CHK) 0.41 560254 NEW 4.30
Transocean Ltd. 0.39 214800 NEW 10.76
Michael Kors Holdings Ltd shs 0.39 48300 NEW 47.85
Spirit AeroSystems Holdings (SPR) 0.38 28900 NEW 77.72
GameStop (GME) 0.36 103300 NEW 20.66
Five Below 0.35 36800 +523% 54.89
Tailored Brands 0.34 138400 +686% 14.44
Applied Materials (AMAT) 0.33 37400 NEW 52.09
Hldgs Inc 0.33 32000 NEW 60.88
Valero Energy Corporation (VLO) 0.31 23900 NEW 76.95
DISH Network (DISH) 0.30 32761 +373% 54.24
Finish Line (FINL) 0.30 145100 NEW 12.03
Pennymac Financial Service A 0.30 99300 NEW 17.80
NutriSystem (NTRI) 0.29 30100 NEW 55.91
Lear Corporation (LEA) 0.28 9500 173.05
Signet Jewelers Limited 0.28 24600 NEW 66.54
KB Home (KBH) 0.27 64600 NEW 24.12
Deckers Outdoor Corporation (DECK) 0.27 22800 -11% 68.42
Adobe Systems Incorporated (ADBE) 0.26 10400 +60% 149.13
Delphi Automotive Plc shs 0.26 15200 +87% 98.42
Pbf Energy Inc cl a 0.26 55700 NEW 27.61
Gopro 0.26 140400 NEW 11.01
VMware (VMW) 0.25 13600 +491% 109.19
Kroger (KR) 0.24 70500 +19% 20.06
Landstar System (LSTR) 0.24 14200 NEW 99.65
Gap (GPS) 0.23 44700 +81% 29.53
Phillips 66 0.23 14400 +125% 91.60
Shake Shack Inc cl a 0.23 40300 NEW 33.23
Exxon Mobil Corporation (XOM) 0.22 15500 +76% 82.00
Royal Dutch Shell (RDS.A) 0.22 21600 NEW 60.60
Freeport-McMoRan Copper & Gold (FCX) 0.22 91000 +85% 14.04
HDFC Bank (HDB) 0.22 13300 +60% 96.39
Tableau Software Inc Cl A 0.22 17000 NEW 74.88
TJX Companies (TJX) 0.21 16600 NEW 73.73
DSW (DSW) 0.21 57100 NEW 21.49
Us Silica Hldgs 0.21 39100 NEW 31.07
Sociedad Quimica y Minera (SQM) 0.20 21500 +65% 55.67
Epr Properties 0.20 16700 NEW 69.76
Eastman Chemical Company (EMN) 0.19 12000 NEW 90.50
Koninklijke Philips Electronics NV (PHG) 0.19 26900 NEW 41.19
Royal Dutch Shell (RDS.B) 0.19 18200 NEW 62.53
FactSet Research Systems (FDS) 0.19 6300 +61% 180.16
Big Lots (BIG) 0.19 21000 +57% 53.57
WABCO Holdings (WBC) 0.19 7400 +34% 147.97
Universal Forest Products (UFPI) 0.18 11000 NEW 98.18
Essent 0.18 26500 NEW 40.49
Ashland 0.18 16000 +357% 65.38
NRG Energy (NRG) 0.17 38720 -10% 25.59
Leucadia National (LUK) 0.17 40200 +51% 25.25
Coach (COH) 0.16 23100 +33% 40.26
Continental Resources (CLR) 0.16 24100 NEW 38.63
Western Digital (WDC) 0.16 10800 NEW 86.39
Hovnanian Enterprises (HOV) 0.16 483467 NEW 1.93
First American Financial (FAF) 0.16 18900 NEW 49.95
Embraer S A Adr adr 0.16 42100 NEW 22.61
Ensco Plc Shs Class A 0.16 157400 +489% 5.97
Boise Cascade 0.16 26300 NEW 34.90
Mallinckrodt Pub 0.16 25400 +38% 37.36
Dick's Sporting Goods (DKS) 0.15 31500 +356% 27.02
Accenture 0.15 6300 NEW 135.08
Oracle Corporation (ORCL) 0.15 18400 +8% 48.37
Amphenol Corporation (APH) 0.15 10300 -25% 84.66
Restaurant Brands Intl Inc Com equity / large cap 0.15 14000 NEW 63.86
Etsy 0.15 52400 NEW 16.89
Wingstop 0.15 26400 NEW 33.26
Zogenix 0.15 25500 NEW 35.06
Cars 0.15 31900 NEW 26.61
Himax Technologies (HIMX) 0.14 73500 +556% 10.93
Expeditors International of Washington (EXPD) 0.14 13300 NEW 59.85
Cerner Corporation (CERN) 0.14 11700 NEW 71.28
Harsco Corporation (HSC) 0.14 39800 -32% 20.90
Schnitzer Steel Industries (SCHN) 0.14 29900 NEW 28.16
Goldcorp Inc New 0.14 62800 NEW 12.96
ON Semiconductor (ONNN) 0.14 45300 -22% 18.48
salesforce (CRM) 0.14 8500 NEW 93.41
Celgene Corporation (CELG) 0.14 5800 NEW 145.86
Post Holdings Inc Common 0.14 9600 NEW 88.23
Petroleo Brasileiro SA (PBR.A) 0.13 78000 +9% 9.65
Moody's Corporation (MCO) 0.13 5400 NEW 139.26
American Eagle Outfitters (AEO) 0.13 53500 NEW 14.30
J.B. Hunt Transport Services (JBHT) 0.13 7100 NEW 111.13
Briggs & Stratton Corporation (BGG) 0.13 31600 NEW 23.51
Las Vegas Sands (LVS) 0.13 12100 NEW 64.13
Edison International (EIX) 0.13 9700 NEW 77.22
Key (KEY) 0.13 39400 NEW 18.83
Lam Research Corporation (LRCX) 0.13 4000 +135% 185.00
Tech Data Corporation (TECD) 0.13 8600 -55% 88.84
Vale (VALE.P) 0.13 79100 -45% 9.36
Marathon Petroleum Corp 0.13 13500 NEW 56.07
Blackberry 0.13 66800 NEW 11.18
Voya Financial 0.13 18700 -25% 39.89
Servicemaster Global 0.13 16400 NEW 46.71
Bwx Technologies 0.13 14100 +3% 56.03
Csra 0.13 22800 NEW 32.28
Axcelis Technologies 0.13 28500 NEW 27.33
SEI Investments Company (SEIC) 0.12 11100 -18% 61.08
Avon Products (AVP) 0.12 288957 +1015% 2.33
Cummins (CMI) 0.12 4300 +95% 168.14
Leggett & Platt (LEG) 0.12 14300 NEW 47.76
W.W. Grainger (GWW) 0.12 3800 NEW 179.74
Dillard's (DDS) 0.12 12600 +9% 56.03
Prestige Brands Holdings (PBH) 0.12 13500 -11% 50.07
Evercore Partners (EVR) 0.12 8600 NEW 80.23
IPG Photonics Corporation (IPGP) 0.12 3700 -56% 185.14
Raymond James Financial (RJF) 0.12 8400 -8% 84.29
Huron Consulting (HURN) 0.12 20500 NEW 34.29
58 Com Inc spon adr rep a 0.12 10900 NEW 63.12
Huntington Bancshares Incorporated (HBAN) 0.11 45000 -20% 13.96
Melco Crown Entertainment (MPEL) 0.11 27300 NEW 24.10
McDonald's Corporation (MCD) 0.11 4200 NEW 156.67
Ryder System (R) 0.11 7800 +44% 84.49
Travelers Companies (TRV) 0.11 5400 NEW 122.59
Gilead Sciences (GILD) 0.11 7600 +68% 81.05
Netflix (NFLX) 0.11 3700 NEW 181.35
Texas Capital Bancshares (TCBI) 0.11 7400 NEW 85.81
Companhia Brasileira de Distrib. (CBD) 0.11 28200 -33% 23.65
Nordson Corporation (NDSN) 0.11 5500 NEW 118.55
SYNNEX Corporation (SNX) 0.11 4900 NEW 126.53
SM Energy (SM) 0.11 37572 NEW 17.75
Unisys Corporation (UIS) 0.11 78400 +110% 8.49
NOVA MEASURING Instruments L 0.11 23600 NEW 28.09
Yrc Worldwide Inc Com par $.01 0.11 48800 +163% 13.79
Alexander & Baldwin 0.11 14300 NEW 46.36
Gentherm 0.11 16600 NEW 37.17
Workday Inc cl a 0.11 6200 NEW 105.32
Realogy Hldgs 0.11 19400 -43% 32.94
Citizens Financial 0.11 17700 NEW 37.85
Pra Health Sciences 0.11 8600 +68% 76.16
Store Capital Corp reit 0.11 26600 NEW 24.89
Scorpio Bulkers 0.11 88000 NEW 7.05
BP (BP) 0.10 15000 NEW 38.40
* Barrick Gold Corp 0.10 35000 NEW 16.09
China Petroleum & Chemical (SNP) 0.10 7400 +105% 75.81
Cognizant Technology Solutions (CTSH) 0.10 8200 NEW 72.56
Portland General Electric Company (POR) 0.10 13300 NEW 45.64
iStar Financial (SFI) 0.10 50100 +288% 11.80
M&T; Bank Corporation (MTB) 0.10 3500 NEW 161.14
Crocs (CROX) 0.10 60700 NEW 9.70
Norfolk Southern (NSC) 0.10 4500 NEW 132.22
AT&T; (T) 0.10 14700 NEW 39.18
AstraZeneca (AZN) 0.10 16900 NEW 33.91
Becton, Dickinson and (BDX) 0.10 2900 NEW 195.86
Wolverine World Wide (WWW) 0.10 20400 NEW 28.87
Colgate-Palmolive Company (CL) 0.10 8200 NEW 72.80
Bank of the Ozarks (OZRK) 0.10 12600 +121% 48.02
Louisiana-Pacific Corporation (LPX) 0.10 21500 -66% 27.07
Black Hills Corporation (BKH) 0.10 8900 NEW 68.88
Actuant Corporation (ATU) 0.10 22200 NEW 25.59
FMC Corporation (FMC) 0.10 6300 NEW 89.37
A. Schulman (SHLM) 0.10 17700 -3% 34.12
AK Steel Holding Corporation (AKS) 0.10 108600 NEW 5.59
Dex (DXCM) 0.10 11500 NEW 48.96
Boston Properties (BXP) 0.10 4800 NEW 122.92
Bridgepoint Education (BPI) 0.10 60500 NEW 9.60
Primoris Services (PRIM) 0.10 19200 NEW 29.43
Facebook Inc cl a 0.10 3400 -78% 170.88
2u 0.10 10800 NEW 56.02
Grubhub 0.10 11200 NEW 52.68
Momo 0.10 18000 -62% 31.33
Broad 0.10 2500 NEW 242.40
LG Display (LPL) 0.09 40000 +158% 13.42
Chevron Corporation (CVX) 0.09 4400 NEW 117.50
Carter's (CRI) 0.09 5300 -26% 98.68
NetApp (NTAP) 0.09 11700 -27% 43.76
Paychex (PAYX) 0.09 9200 NEW 60.00
Electronic Arts (ERTS) 0.09 4600 +84% 118.04
AngloGold Ashanti (AU) 0.09 54700 NEW 9.29
Altria (MO) 0.09 8200 NEW 63.41
Gra (GGG) 0.09 4200 -39% 123.57
Wynn Resorts (WYNN) 0.09 3400 NEW 148.82
ABIOMED (ABMD) 0.09 3300 -23% 168.48
MKS Instruments (MKSI) 0.09 5400 NEW 94.44
Telecom Argentina S.A. (TEO) 0.09 17400 NEW 30.86
Comtech Telecomm (CMTL) 0.09 25600 NEW 20.55
DTE Energy Company (DTE) 0.09 4700 NEW 107.45
Oxford Industries (OXM) 0.09 8100 NEW 63.58
West Pharmaceutical Services (WST) 0.09 5600 +21% 96.25
Credicorp Ltd Com 0.09 2500 +31% 205.20
Centene Corporation (CNC) 0.09 5600 NEW 96.79
Texas Roadhouse (TXRH) 0.09 10500 +123% 49.14
General Motors Company (GM) 0.09 13600 NEW 40.37
Chesapeake Lodging Trust sh ben int 0.09 18600 NEW 26.99
Dunkin' Brands Group 0.09 10000 NEW 53.10
Puma Biotechnology Inc Common Stock 0.09 4400 NEW 119.77
Moelis & Co 0.09 12300 -38% 43.09
Edgewell Pers Care 0.09 7200 NEW 72.78
Transunion 0.09 10800 NEW 47.22
Willis Towers Watson 0.09 3400 NEW 154.12
Acushnet Holdings Corp Com Added 0.09 28400 NEW 17.75
Stone Energy 0.09 18100 NEW 29.06
J Jill Inc call 0.09 49000 NEW 10.90
Biohaven Pharmaceutical Holding 0.09 14400 NEW 37.36
Petroleo Brasileiro SA (PBR) 0.08 43900 NEW 10.05
Hartford Financial Services (HIG) 0.08 8700 NEW 55.40
NASDAQ OMX (NDAQ) 0.08 5800 NEW 77.59
H&R; Block (HRB) 0.08 17000 NEW 26.47
Newmont Mining Corporation (NEM) 0.08 12100 NEW 37.52
Noble Energy (NBL) 0.08 15900 NEW 28.36
Tyson Foods (TSN) 0.08 6700 -34% 70.45
Pier 1 Imports (PIR) 0.08 108200 NEW 4.19
Maxim Integrated Products (MXIM) 0.08 9400 NEW 47.66
UnitedHealth (UNH) 0.08 2400 NEW 195.83
KT Corporation (KT) 0.08 33500 +144% 13.88
Shire (SHPGY) 0.08 3100 +47% 153.23
Toll Brothers (TOL) 0.08 10700 NEW 41.50
Pampa Energia S.A. (PAM) 0.08 7500 +74% 65.07
Nexstar Broadcasting (NXST) 0.08 7768 NEW 62.31
American Axle & Manufact. Holdings (AXL) 0.08 27527 NEW 17.58
RPC (RES) 0.08 18800 +22% 24.79
Syntel (SYNT) 0.08 23700 NEW 19.66
Terex Corporation (TEX) 0.08 10800 -6% 45.00
Applied Industrial Technologies (AIT) 0.08 6700 NEW 65.82
Gentex Corporation (GNTX) 0.08 23000 NEW 19.78
Corporate Office Properties Trust (OFC) 0.08 13800 NEW 32.83
Westlake Chemical Corporation (WLK) 0.08 5400 NEW 83.15
CONN'S (CONN) 0.08 15800 NEW 28.16
United Natural Foods (UNFI) 0.08 10700 NEW 41.59
Casella Waste Systems (CWST) 0.08 25200 NEW 18.81
HEALTHSOUTH (HLS) 0.08 10100 NEW 46.34
National Retail Properties (NNN) 0.08 11700 NEW 41.62
Pebblebrook Hotel Trust (PEB) 0.08 13300 NEW 36.17
Zagg (ZAGG) 0.08 30000 NEW 15.77
Wageworks 0.08 8000 NEW 60.75
Icon 0.08 4200 NEW 113.81
Sp Plus 0.08 11500 NEW 39.48
Lands' End 0.08 37400 NEW 13.21
Jd 0.08 11700 -46% 38.21
International Game Technology 0.08 18400 NEW 24.57
Fairmount Santrol Holdings 0.08 102300 +198% 4.78
Coca Cola European Partners shs 0.08 11400 NEW 41.58
Us Foods Hldg Corp call 0.08 16900 NEW 26.69
Atkore Intl 0.08 22700 NEW 19.52
Trade Desk 0.08 7900 NEW 61.52
Mobile TeleSystems OJSC (MBT) 0.07 41000 NEW 10.44
Sonoco Products Company (SON) 0.07 8600 NEW 50.47
Mid-America Apartment (MAA) 0.07 4100 -38% 106.83
Interpublic Group of Companies (IPG) 0.07 19100 -36% 20.79
AGCO Corporation (AGCO) 0.07 5700 NEW 73.68
ConocoPhillips (COP) 0.07 8200 -71% 50.00
Encana Corp C om 0.07 36200 NEW 11.77
Mitsubishi UFJ Financial (MTU) 0.07 59100 NEW 6.45
Murphy Oil Corporation (MUR) 0.07 14500 NEW 26.55
Penn National Gaming (PENN) 0.07 16700 NEW 23.41
Varian Medical Systems (VAR) 0.07 4300 -30% 100.00
Sina Corporation 0.07 3600 NEW 114.72
Baidu (BIDU) 0.07 1600 NEW 247.50
Humana (HUM) 0.07 1600 NEW 243.75
EZ (EZPW) 0.07 41100 -47% 9.49
Littelfuse (LFUS) 0.07 2200 NEW 195.91
Oshkosh Corporation (OSK) 0.07 5100 -28% 82.55
Celadon (CGI) 0.07 60000 -19% 6.75
Intuit (INTU) 0.07 2700 NEW 142.22
VeriFone Systems (PAY) 0.07 20000 NEW 20.30
Central Garden & Pet (CENTA) 0.07 10600 NEW 37.17
AECOM Technology Corporation (ACM) 0.07 10600 NEW 36.79
Industries N shs - a - 0.07 3900 -58% 98.97
Ss&c Technologies Holding 0.07 10400 NEW 40.19
Mitel Networks Corp 0.07 48400 +19% 8.39
Sodastream International Ltd 0.07 5800 NEW 66.38
Wendy's/arby's Group 0.07 28300 NEW 15.51
American Tower Reit 0.07 2900 -48% 136.55
Newlink Genetics Corporation 0.07 37600 +308% 10.19
Popular 0.07 11400 NEW 35.96
Five Oaks Investment 0.07 94117 NEW 4.46
News 0.07 31229 NEW 13.26
Independence Realty Trust In 0.07 37900 NEW 10.16
Marcus & Millichap 0.07 14800 NEW 26.96
Par Petroleum 0.07 20500 +79% 20.78
National Gen Hldgs 0.07 22500 +33% 19.11
Pentair cs 0.07 5900 NEW 67.97
Rayonier Advanced Matls 0.07 28100 +15% 13.70
Zoe's Kitchen 0.07 33900 NEW 12.63
Catalent 0.07 10500 NEW 39.90
Topbuild 0.07 6100 +12% 65.25
Essendant 0.07 29500 +25% 13.19
Del Taco Restaurants 0.07 28000 NEW 15.36
Paypal Holdings 0.07 6400 NEW 64.06
Match 0.07 17100 -43% 23.22
Arris 0.07 15000 NEW 28.47
Liberty Ventures - Ser A 0.07 7600 NEW 57.50
Envision Healthcare 0.07 8500 NEW 44.94
Cowen Group Inc New Cl A New stock 0.07 22000 NEW 17.82
E TRADE Financial Corporation (ETFC) 0.06 8700 NEW 43.56
China Mobile (CHL) 0.06 7000 NEW 50.57
Cabot Oil & Gas Corporation (COG) 0.06 12700 -75% 26.77
Costco Wholesale Corporation (COST) 0.06 2200 NEW 164.09
Teva Pharmaceutical Industries (TEVA) 0.06 18600 NEW 17.58
Copart (CPRT) 0.06 10400 NEW 34.33
Core Laboratories N.V. (CLB) 0.06 3400 NEW 98.82
Lumber Liquidators Holdings (LL) 0.06 9500 NEW 38.95
Boeing Company (BA) 0.06 1300 -69% 253.85
KBR (KBR) 0.06 19500 NEW 17.90
Comerica Incorporated (CMA) 0.06 4800 -27% 76.25
Haemonetics Corporation (HAE) 0.06 8300 NEW 44.82
Synopsys (SNPS) 0.06 4500 -48% 80.44
Yum! Brands (YUM) 0.06 4900 NEW 73.67
Red Hat (RHT) 0.06 3300 NEW 110.91
eBay (EBAY) 0.06 9500 NEW 38.42
Macy's (M) 0.06 16600 NEW 21.81
Dollar Tree (DLTR) 0.06 3900 NEW 86.92
Regal Entertainment (RGC) 0.06 23000 NEW 16.00
Investment Technology (ITG) 0.06 16300 -33% 22.15
Lexington Realty Trust (LXP) 0.06 32166 NEW 10.23
Central Garden & Pet (CENT) 0.06 9500 NEW 38.84
Hawaiian Holdings (HA) 0.06 8600 NEW 37.56
CONSOL Energy (CNX) 0.06 21600 -66% 16.94
CF Industries Holdings (CF) 0.06 9600 NEW 35.21
Newpark Resources (NR) 0.06 37200 +235% 10.00
Rudolph Technologies (RTEC) 0.06 13300 -26% 26.32
Sanderson Farms (SAFM) 0.06 2100 -50% 161.43
Deutsche Bank Ag-registered 0.06 22000 NEW 17.27
Ternium S.A. (TX) 0.06 11500 +38% 30.96
USANA Health Sciences (USNA) 0.06 5700 NEW 57.72
Tyler Technologies (TYL) 0.06 2100 NEW 174.29
Carnival (CUK) 0.06 5300 NEW 64.53
F5 Networks (FFIV) 0.06 2800 NEW 120.71
Jack Henry & Associates (JKHY) 0.06 3200 NEW 102.81
PS Business Parks (PSB) 0.06 2500 NEW 133.60
Scotts Miracle-Gro Company (SMG) 0.06 3700 NEW 97.30
Flowers Foods (FLO) 0.06 17100 NEW 18.83
MDC PARTNERS INC CL A SUB Vtg 0.06 33800 NEW 11.01
KEYW Holding (KEYW) 0.06 48011 NEW 7.60
IMPAC Mortgage Holdings (IMH) 0.06 27500 NEW 13.05
HEALTH INSURANCE Common equity Innovations shares 0.06 25000 NEW 14.52
News Corp Class B cos 0.06 25400 -2% 13.66
A10 Networks 0.06 47000 +301% 7.55
Platform Specialty Prods Cor 0.06 30900 NEW 11.17
Smart & Final Stores 0.06 43200 NEW 7.85
Enova Intl 0.06 25500 -53% 13.45
Monster Beverage Corp Com stock 0.06 6800 NEW 55.29
Everi Hldgs 0.06 48300 -12% 7.60
Cryoport Inc Com Par $0 001 0.06 32900 NEW 9.85
Forest City Realty Trust Inc Class A 0.06 12900 -73% 25.50
Commercehub Inc Com Ser A stock 0.06 14400 NEW 22.57
Athene Holding Ltd Cl A 0.06 6100 -69% 53.77
Keane 0.06 19500 NEW 16.67
Veritone 0.06 8100 NEW 45.43
Vale (VALE) 0.05 29600 NEW 10.07
CNOOC (CEO) 0.05 2100 NEW 129.52
Turkcell Iletisim Hizmetleri A.S. (TKC) 0.05 31700 NEW 8.83
Broadridge Financial Solutions (BR) 0.05 3600 -56% 80.83
Tractor Supply Company (TSCO) 0.05 4300 -60% 63.26
Incyte Corporation (INCY) 0.05 2400 -14% 116.67
Vertex Pharmaceuticals Incorporated (VRTX) 0.05 1900 -60% 152.11
CBS Corporation (CBS) 0.05 4600 NEW 58.04
Genuine Parts Company (GPC) 0.05 2900 NEW 95.52
Heartland Express (HTLD) 0.05 11700 NEW 25.04
LKQ Corporation (LKQX) 0.05 7600 NEW 36.05
Zebra Technologies (ZBRA) 0.05 2600 NEW 108.46
Vishay Intertechnology (VSH) 0.05 14700 18.78
Helmerich & Payne (HP) 0.05 5500 NEW 52.18
Progress Software Corporation (PRGS) 0.05 7000 -43% 38.14
Credit Suisse Group AG (CS) 0.05 18400 +24% 15.82
Halliburton Company (HAL) 0.05 6300 NEW 46.03
Procter & Gamble Company (PG) 0.05 3200 NEW 90.94
Symantec Corporation (SYMC) 0.05 9200 NEW 32.83
Target Corporation (TGT) 0.05 5000 NEW 59.00
MBIA (MBI) 0.05 33200 +87% 8.70
EOG Resources (EOG) 0.05 3300 -35% 96.67
Heritage-Crystal Clean (HCCI) 0.05 14300 NEW 21.75
St. Joe Company (JOE) 0.05 15700 NEW 18.85
GATX Corporation (GMT) 0.05 4800 NEW 61.46
Public Service Enterprise (PEG) 0.05 6200 NEW 46.29
Radian (RDN) 0.05 14900 NEW 18.66
MAXIMUS (MMS) 0.05 4400 NEW 64.55
Activision Blizzard (ATVI) 0.05 4800 -60% 64.58
Andersons (ANDE) 0.05 8900 NEW 34.27
Cross Country Healthcare (CCRN) 0.05 22400 NEW 14.24
Energy Recovery (ERII) 0.05 34500 +84% 7.91
Ciena Corporation (CIEN) 0.05 13400 NEW 21.94
Skyworks Solutions (SWKS) 0.05 2800 NEW 101.79
Duke Realty Corporation (DRE) 0.05 10100 NEW 28.81
Luminex Corporation (LMNX) 0.05 15600 NEW 20.32
Systemax (SYX) 0.05 11100 NEW 26.40
TreeHouse Foods (THS) 0.05 4300 NEW 67.67
PNM Resources (PNM) 0.05 7000 NEW 40.29
Allegheny Technologies Incorporated (ATI) 0.05 12700 NEW 23.94
Sunstone Hotel Investors (SHO) 0.05 18800 NEW 16.06
Aspen Technology (AZPN) 0.05 5100 NEW 62.75
BofI Holding (BOFI) 0.05 10400 NEW 28.46
ePlus (PLUS) 0.05 3300 +73% 92.42
Ultra Clean Holdings (UCTT) 0.05 9200 -55% 30.65
Johnson Outdoors (JOUT) 0.05 4100 NEW 73.17
Ebix (EBIX) 0.05 4100 NEW 65.37
Generac Holdings (GNRC) 0.05 6500 +8% 46.00
CoreSite Realty (COR) 0.05 2800 NEW 111.79
Piedmont Office Realty Trust (PDM) 0.05 14600 NEW 20.14
Maiden Holdings Ltd shs 0.05 39400 +239% 7.94
Insmed Inc 0.05 9600 NEW 31.25
Te Connectivity Ltd for 0.05 3600 -59% 83.06
Rlj Lodging Trust Com 0.05 12600 NEW 21.98
Aegion 0.05 11700 NEW 23.25
Express Scripts Holding 0.05 5000 NEW 63.40
Retail Properties Of America 0.05 24000 NEW 13.12
DYNEGY INC Common stock 0.05 29700 +51% 9.80
Banc Of California 0.05 14200 NEW 20.77
Arcbest 0.05 8700 +4% 33.45
Marinus Pharmaceuticals 0.05 45100 NEW 5.88
Cimpress N V Shs Euro 0.05 2900 NEW 97.59
New Relic 0.05 5400 NEW 49.81
Lexicon Pharmaceuticals 0.05 24100 NEW 12.28
Armour Residential Reit Inc Re 0.05 9900 NEW 26.87
Tier Reit 0.05 15200 +32% 19.28
Liberty Media Corp Series C Li 0.05 7900 NEW 38.10
Fortive 0.05 3900 -50% 70.77
* Commercehub Inc Com Ser C stock 0.05 14600 NEW 21.37
* Washington Prime Group New Com stock 0.05 33800 NEW 8.34
Hilton Worldwide Holdings 0.05 4000 -57% 69.50
Propetro Hldg 0.05 18900 NEW 14.34
Okta Inc cl a 0.05 9800 NEW 28.16
Fomento Economico Mexicano SAB (FMX) 0.04 2300 NEW 95.65
Compania de Minas Buenaventura SA (BVN) 0.04 18400 NEW 12.77
State Street Corporation (STT) 0.04 2300 NEW 95.65
Lincoln Electric Holdings (LECO) 0.04 2300 NEW 91.74
Sealed Air (SEE) 0.04 6000 -50% 42.67
Albany International (AIN) 0.04 4000 NEW 57.50
Entegris (ENTG) 0.04 7600 NEW 28.82
Helen Of Troy Ltd. 0.04 2200 NEW 96.82
Equity Residential (EQR) 0.04 3800 -58% 66.05
Cadence Design Systems (CDNS) 0.04 5300 -80% 39.43
Air Products & Chemicals (APD) 0.04 1500 -64% 151.33
Occidental Petroleum Corporation (OXY) 0.04 3500 -86% 64.29
Pepsi (PEP) 0.04 2200 -80% 111.36
Weyerhaeuser Company (WY) 0.04 6300 NEW 33.97
Ford Motor Company (F) 0.04 18600 NEW 11.99
Southern Company (SO) 0.04 4600 NEW 49.13
Anheuser-Busch InBev NV (BUD) 0.04 1900 -61% 119.47
Novo Nordisk A/S (NVO) 0.04 4600 NEW 48.04
Pool Corporation (POOL) 0.04 2400 NEW 108.33
Ban (TBBK) 0.04 25400 NEW 8.27
Tupperware Brands Corporation (TUP) 0.04 4200 NEW 61.90
Cousins Properties (CUZ) 0.04 28000 NEW 9.36
Patterson-UTI Energy (PTEN) 0.04 9900 NEW 20.91
Arch Capital Group Ltd 0.04 2500 -30% 98.40
Penske Automotive (PAG) 0.04 5100 NEW 47.65
Mueller Water Products (MWA) 0.04 20200 NEW 12.82
Magellan Health Services (MGLN) 0.04 2500 NEW 86.40
Invesco Ltd shs 0.04 5900 NEW 35.08
American Vanguard (AVD) 0.04 11500 NEW 22.87
Dycom Industries (DY) 0.04 3000 86.00
Century Aluminum Company (CENX) 0.04 13500 NEW 16.59
Cypress Semiconductor Corporation (CY) 0.04 14300 NEW 15.03
Electro Scientific Industries (ESIO) 0.04 15900 NEW 13.90
Gibraltar Industries (ROCK) 0.04 7300 NEW 31.10
Iridium Communications (IRDM) 0.04 23600 -74% 10.30
Prosperity Bancshares (PRSP) 0.04 3900 NEW 65.64
Universal Display Corporation (PANL) 0.04 1600 -77% 128.75
America's Car-Mart (CRMT) 0.04 6200 NEW 41.13
Dime Community Bancshares (DCOM) 0.04 11500 NEW 21.48
Euronet Worldwide (EEFT) 0.04 2500 NEW 94.80
Modine Manufacturing (MOD) 0.04 10700 NEW 19.25
Prudential Public Limited Company (PUK) 0.04 5300 NEW 47.92
Rush Enterprises (RUSHA) 0.04 4500 -66% 46.22
Sally Beauty Holdings (SBH) 0.04 13400 NEW 19.55
Trinity Industries (TRN) 0.04 8200 NEW 31.95
KLA-Tencor Corporation (KLAC) 0.04 2100 -41% 106.19
Potlatch Corporation (PCH) 0.04 4800 -36% 51.04
Getty Realty (GTY) 0.04 8100 NEW 28.64
Carpenter Technology Corporation (CRS) 0.04 5400 NEW 47.96
Shiloh Industries (SHLO) 0.04 20000 NEW 10.40
Ball Corporation (BLL) 0.04 6100 NEW 41.31
Pilgrim's Pride Corporation (PPC) 0.04 8800 NEW 28.41
Spectrum Pharmaceuticals (SPPI) 0.04 15700 -44% 14.08
Argan (AGX) 0.04 3300 -63% 67.27
Tower International (TOWR) 0.04 8400 -41% 27.14
Mitek Systems (MITK) 0.04 26300 NEW 9.51
Willdan (WLDN) 0.04 6500 -36% 32.46
Adecoagro S A 0.04 19700 -79% 10.81
Rpx Corp Com 0.04 17900 NEW 13.30
Federated National Holding C 0.04 14800 NEW 15.61
Enanta Pharmaceuticals 0.04 5500 NEW 46.73
Lyon William Homes cl a 0.04 10700 NEW 22.99
* Armada Hoffler Pptys 0.04 17800 NEW 13.82
Fox Factory Hldg 0.04 5100 -28% 43.14
Ambev Sa- 0.04 33300 NEW 6.58
Veeva Sys Inc cl a 0.04 4400 NEW 56.36
Autohome Inc- 0.04 4200 NEW 60.00
Macrogenics 0.04 11100 NEW 18.47
Malibu Boats 0.04 6700 NEW 31.64
Intra Cellular Therapies 0.04 13400 -10% 15.75
Akebia Therapeutics 0.04 12100 NEW 19.67
Now 0.04 18900 NEW 13.81
Fnf 0.04 5300 -33% 47.55
Truecar 0.04 14400 NEW 15.76
Alder Biopharmaceuticals 0.04 17700 NEW 12.26
Cymabay Therapeutics 0.04 29300 NEW 8.05
Assembly Biosciences 0.04 7400 NEW 34.86
Box Inc cl a 0.04 12800 -11% 19.30
Xenia Hotels & Resorts 0.04 10600 NEW 21.04
Aerojet Rocketdy 0.04 6300 -79% 35.08
Lantheus Holdings Inc Common Stock Usd 0.01 0.04 11600 NEW 17.76
Msg Network Inc cl a 0.04 11000 NEW 21.18
Kura Oncology 0.04 14200 NEW 14.93
Syros Pharmaceuticals 0.04 15400 NEW 14.74
Madrigal Pharmaceuticals 0.04 5500 NEW 44.91
Zto Express Cayman Inc sponsored adr added 0.04 16500 -66% 14.06
Jagged Peak Energy 0.04 17500 NEW 13.66
Daseke 0.04 19500 +91% 13.03
Solaris Oilfield Infrstr 0.04 15000 NEW 17.40
AU Optronics (AUO) 0.03 38000 NEW 4.05
Banco Santander (BSBR) 0.03 19900 NEW 8.74
SLM Corporation (SLM) 0.03 15900 NEW 11.45
Cato Corporation (CATO) 0.03 13100 NEW 13.21
National-Oilwell Var (NOV) 0.03 5700 NEW 35.79
Telefonica S.A. (TEF) 0.03 18300 NEW 10.77
Franklin Street Properties (FSP) 0.03 16500 NEW 10.61
Dynex Capital (DX) 0.03 20200 NEW 7.28
Sinclair Broadcast (SBGI) 0.03 6300 NEW 32.06
Advanced Energy Industries (AEIS) 0.03 2500 NEW 80.80
BGC Partners (BGCP) 0.03 11100 -81% 14.50
Companhia Paranaense de Energia (ELP) 0.03 20700 NEW 8.84
Sangamo Biosciences (SGMO) 0.03 12800 -6% 15.00
Cubic Corporation (CUB) 0.03 4000 NEW 51.00
Cutera (CUTR) 0.03 4900 NEW 41.43
Flotek Industries (FTK) 0.03 36300 +185% 4.66
Vitamin Shoppe Inc 0.03 29300 NEW 5.36
Costamare Inc shs 0.03 25300 NEW 6.17
Hudson Technologies (HDSN) 0.03 21100 NEW 7.82
shares First Bancorp P R 0.03 30500 +20% 5.11
Suncoke Energy 0.03 19700 NEW 9.14
Allison Transmission Hldngs I 0.03 5400 -56% 37.59
Renewable Energy 0.03 16200 -65% 12.16
Altisource Residential Corp cl b 0.03 13800 NEW 11.09
Sibanye Gold 0.03 43200 +206% 4.47
Evertec 0.03 10700 NEW 15.89
Noble Corp Plc equity 0.03 41400 NEW 4.59
Nmi Hldgs Inc cl a 0.03 15600 -60% 12.37
Ignyta 0.03 12100 NEW 12.31
Navient Corporation equity 0.03 11000 NEW 15.00
Inovio Pharmaceuticals 0.03 28100 NEW 6.33
Aldeyra Therapeutics 0.03 23300 NEW 7.21
Invitae 0.03 18400 NEW 9.35
Adaptimmune Therapeutics 0.03 22000 NEW 8.18
Nomad Foods 0.03 14000 NEW 14.57
Teligent 0.03 22900 +25% 6.72
Star Bulk Carriers Corp shs par 0.03 16000 NEW 9.69
Donnelley R R & Sons Co when issued 0.03 16700 -79% 10.30
Halcon Res 0.03 24400 -56% 6.80
Arch Coal Inc cl a 0.03 2800 -22% 71.79
Src Energy 0.03 20300 NEW 9.66
Seacor Marine Hldgs 0.03 10800 NEW 15.65
Athenex 0.03 10400 NEW 17.50
ICICI Bank (IBN) 0.02 15800 NEW 8.54
Cemex SAB de CV (CX) 0.02 11200 -92% 9.11
Southwestern Energy Company (SWN) 0.02 17300 NEW 6.13
Ashford Hospitality Trust (AHT) 0.02 15800 NEW 6.65
Companhia de Saneamento Basi (SBS) 0.02 13000 -76% 10.46
Community Health Systems (CYH) 0.02 13700 NEW 7.66
Iconix Brand (ICON) 0.02 21600 NEW 5.69
Synchronoss Technologies (SNCR) 0.02 13200 +48% 9.32
AEGEAN MARINE PETROLEUM Networ Com Stk 0.02 28800 +5% 4.97
VASCO Data Security International (VDSI) 0.02 11600 NEW 12.07
Arbor Realty Trust (ABR) 0.02 10900 NEW 8.17
Royal Bank of Scotland (RBS) 0.02 14700 NEW 7.28
CBL & Associates Properties (CBL) 0.02 15100 -16% 8.41
Ecopetrol S.A. (EC) 0.02 14700 NEW 9.52
Sumitomo Mitsui Financial Grp (SMFG) 0.02 15400 NEW 7.73
Verastem 0.02 24900 NEW 4.70
Ofg Ban 0.02 12700 NEW 9.13
Tetraphase Pharmaceuticals 0.02 20600 NEW 6.84
Grana Y Montero S A A 0.02 19200 NEW 4.79
Tuniu Corp sponsored ads cl 0.02 15900 NEW 7.80
Minerva Neurosciences 0.02 13900 NEW 7.63
Lendingclub 0.02 20300 NEW 6.11
Habit Restaurants Inc/the-a 0.02 10200 NEW 13.04
Vareit, Inc reits 0.02 11900 NEW 8.32
Sunrun 0.02 19600 NEW 5.56
Weatherford Intl Ltd Note 5.875% 7/0 bond 0.02 26800 -90% 4.59
Iovance Biotherapeutics 0.02 13800 NEW 7.75
Frontier Communication 0.02 10000 NEW 11.80
Avid Technology (AVID) 0.01 10100 -83% 4.55
Accuray Incorporated (ARAY) 0.01 18800 NEW 3.99
Pixelworks (PXLW) 0.01 12100 -69% 4.71
Aerohive Networks 0.01 11800 NEW 4.07
Sito Mobile 0.01 11000 NEW 7.18
Nexeo Solutions 0.01 11200 NEW 7.32

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