Ellington Management Group

Ellington Management as of Dec. 31, 2011

Portfolio Holdings for Ellington Management

Ellington Management holds 520 positions in its portfolio as reported in the December 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ellington Financial 18.5 $41M 2.4M 17.17
Green Dot Corporation (GDOT) 0.5 $1.1M 36k 31.21
Hollyfrontier Corp 0.5 $1.1M 47k 23.40
AGCO Corporation (AGCO) 0.5 $1.1M 25k 42.97
TRW Automotive Holdings 0.4 $942k 29k 32.60
Alliant Energy Corporation (LNT) 0.4 $856k 19k 44.12
Navistar International Corporation 0.4 $860k 23k 37.89
KBR (KBR) 0.4 $828k 30k 27.88
Chicago Bridge & Iron Company 0.4 $782k 21k 37.78
Itt 0.3 $764k 40k 19.34
Eastman Chemical Company (EMN) 0.3 $742k 19k 39.05
Linear Technology Corporation 0.3 $757k 25k 30.04
MetroPCS Communications 0.3 $739k 85k 8.68
Scholastic Corporation (SCHL) 0.3 $719k 24k 29.96
Linkedin Corp 0.3 $737k 12k 62.99
Werner Enterprises (WERN) 0.3 $704k 29k 24.11
Coca-cola Enterprises 0.3 $706k 27k 25.77
Polaris Industries (PII) 0.3 $689k 12k 56.02
Western Refining 0.3 $675k 51k 13.29
Molina Healthcare (MOH) 0.3 $690k 31k 22.33
United Parcel Service (UPS) 0.3 $651k 8.9k 73.15
Ross Stores (ROST) 0.3 $670k 14k 47.52
Acme Packet 0.3 $665k 22k 30.93
National Financial Partners 0.3 $635k 47k 13.51
Synaptics, Incorporated (SYNA) 0.3 $645k 21k 30.14
LTC Properties (LTC) 0.3 $630k 20k 30.88
Huntington Bancshares Incorporated (HBAN) 0.3 $608k 111k 5.49
Regions Financial Corporation (RF) 0.3 $607k 141k 4.30
PerkinElmer (RVTY) 0.3 $614k 31k 20.00
Fluor Corporation (FLR) 0.3 $618k 12k 50.24
Humana (HUM) 0.3 $613k 7.0k 87.57
Foster Wheeler Ltd Com Stk 0.3 $612k 32k 19.12
C&j Energy Services 0.3 $609k 29k 20.93
CapitalSource 0.3 $605k 90k 6.70
Companhia Paranaense de Energia 0.3 $596k 28k 20.99
Lindsay Corporation (LNN) 0.3 $598k 11k 54.86
F5 Networks (FFIV) 0.3 $605k 5.7k 106.14
PS Business Parks 0.3 $593k 11k 55.42
Hyatt Hotels Corporation (H) 0.3 $591k 16k 37.64
Principal Financial (PFG) 0.3 $568k 23k 24.59
Archer Daniels Midland Company (ADM) 0.3 $575k 20k 28.61
Valspar Corporation 0.3 $573k 15k 38.98
Best Buy (BBY) 0.3 $563k 24k 23.36
Mohawk Industries (MHK) 0.3 $563k 9.4k 59.89
Tyson Foods (TSN) 0.3 $566k 27k 20.66
Janus Capital 0.3 $567k 90k 6.31
Netflix (NFLX) 0.3 $575k 8.3k 69.28
Ctrip.com International 0.3 $573k 25k 23.39
Tesoro Corporation 0.3 $579k 25k 23.35
Dolby Laboratories (DLB) 0.3 $567k 19k 30.48
Ternium (TX) 0.3 $563k 31k 18.40
Xl Group 0.3 $577k 29k 19.76
Melco Crown Entertainment (MLCO) 0.2 $556k 58k 9.62
Mobile TeleSystems OJSC 0.2 $540k 37k 14.67
Hartford Financial Services (HIG) 0.2 $548k 34k 16.26
Lincoln National Corporation (LNC) 0.2 $550k 28k 19.43
Steelcase (SCS) 0.2 $547k 73k 7.46
United Rentals (URI) 0.2 $556k 19k 29.57
Interpublic Group of Companies (IPG) 0.2 $558k 57k 9.74
Murphy Oil Corporation (MUR) 0.2 $557k 10k 55.70
NetEase (NTES) 0.2 $561k 13k 44.88
SPX Corporation 0.2 $548k 9.1k 60.22
BroadSoft 0.2 $553k 18k 30.22
LG Display (LPL) 0.2 $522k 50k 10.52
Avon Products 0.2 $526k 30k 17.48
Public Storage (PSA) 0.2 $524k 3.9k 134.36
Autoliv (ALV) 0.2 $530k 9.9k 53.54
Gol Linhas Aereas Inteligentes SA 0.2 $535k 81k 6.63
ConocoPhillips (COP) 0.2 $539k 7.4k 72.84
Saks Incorporated 0.2 $521k 53k 9.76
Energen Corporation 0.2 $535k 11k 50.00
NuVasive 0.2 $529k 42k 12.60
URS Corporation 0.2 $537k 15k 35.10
Nic 0.2 $527k 40k 13.31
Teradyne (TER) 0.2 $534k 39k 13.62
Exxon Mobil Corporation (XOM) 0.2 $517k 6.1k 84.75
Forest Laboratories 0.2 $511k 17k 30.24
Domino's Pizza (DPZ) 0.2 $502k 15k 33.92
United Therapeutics Corporation (UTHR) 0.2 $501k 11k 47.26
Taubman Centers 0.2 $503k 8.1k 62.10
Coca-Cola FEMSA, S.A.B. de C.V. (KOF) 0.2 $476k 5.0k 95.20
Autodesk (ADSK) 0.2 $479k 16k 30.32
Kellogg Company (K) 0.2 $475k 9.4k 50.53
Aptar (ATR) 0.2 $485k 9.3k 52.15
Terex Corporation (TEX) 0.2 $480k 36k 13.52
Getty Realty (GTY) 0.2 $477k 34k 13.95
Altisource Portfolio Solns S reg 0.2 $452k 9.0k 50.22
ICICI Bank (IBN) 0.2 $460k 17k 26.44
Starwood Property Trust (STWD) 0.2 $452k 24k 18.52
Vertex Pharmaceuticals Incorporated (VRTX) 0.2 $452k 14k 33.24
American Tower Corporation 0.2 $462k 7.7k 60.00
Akamai Technologies (AKAM) 0.2 $471k 15k 32.26
Western Digital (WDC) 0.2 $461k 15k 30.94
Questcor Pharmaceuticals 0.2 $462k 11k 41.62
HNI Corporation (HNI) 0.2 $457k 18k 26.11
LaSalle Hotel Properties 0.2 $460k 19k 24.21
AK Steel Holding Corporation 0.2 $468k 57k 8.25
Lennox International (LII) 0.2 $469k 14k 33.74
United Natural Foods (UNFI) 0.2 $452k 11k 40.00
Brink's Company (BCO) 0.2 $462k 17k 26.86
iRobot Corporation (IRBT) 0.2 $463k 16k 29.87
Amc Networks Inc Cl A (AMCX) 0.2 $466k 12k 37.58
China Petroleum & Chemical 0.2 $431k 4.1k 105.12
Sherwin-Williams Company (SHW) 0.2 $437k 4.9k 89.18
WellCare Health Plans 0.2 $446k 8.5k 52.47
Gartner (IT) 0.2 $438k 13k 34.76
Barclays (BCS) 0.2 $441k 40k 11.00
WABCO Holdings 0.2 $434k 10k 43.40
Research In Motion 0.2 $450k 31k 14.52
Sohu 0.2 $450k 9.0k 50.00
Zimmer Holdings (ZBH) 0.2 $449k 8.4k 53.45
Delta Air Lines (DAL) 0.2 $442k 55k 8.10
NutriSystem 0.2 $432k 33k 12.93
Banco Bilbao Vizcaya Argentaria SA (BBVA) 0.2 $445k 52k 8.57
Deutsche Bank Ag-registered (DB) 0.2 $447k 12k 37.88
Manhattan Associates (MANH) 0.2 $441k 11k 40.46
Rovi Corporation 0.2 $442k 18k 24.56
Sterlite Industries India 0.2 $445k 64k 6.93
American Public Education (APEI) 0.2 $441k 10k 43.24
AECOM Technology Corporation (ACM) 0.2 $442k 22k 20.56
ACCRETIVE Health 0.2 $448k 20k 22.97
Yandex Nv-a (NBIS) 0.2 $451k 23k 19.69
CTC Media 0.2 $415k 47k 8.77
Discover Financial Services 0.2 $415k 17k 23.99
Moody's Corporation (MCO) 0.2 $418k 12k 33.71
ResMed (RMD) 0.2 $422k 17k 25.42
Lumber Liquidators Holdings 0.2 $415k 24k 17.66
Valassis Communications 0.2 $412k 21k 19.25
News Corporation 0.2 $414k 23k 17.84
Hansen Natural Corporation 0.2 $424k 4.6k 92.17
Alpha Natural Resources 0.2 $423k 21k 20.43
Kulicke and Soffa Industries (KLIC) 0.2 $408k 44k 9.25
Alaska Air (ALK) 0.2 $413k 5.5k 75.09
FMC Corporation (FMC) 0.2 $422k 4.9k 86.12
Homex Development 0.2 $427k 25k 16.88
Weatherford International Lt reg 0.2 $423k 29k 14.64
Lear Corporation (LEA) 0.2 $398k 10k 39.80
Pfizer (PFE) 0.2 $405k 19k 21.66
Bed Bath & Beyond 0.2 $388k 6.7k 57.91
Rollins (ROL) 0.2 $402k 18k 22.21
Rent-A-Center (UPBD) 0.2 $389k 11k 37.05
Rockwell Collins 0.2 $393k 7.1k 55.35
Mueller Industries (MLI) 0.2 $396k 10k 38.45
Fairchild Semiconductor International 0.2 $390k 32k 12.04
Chipotle Mexican Grill (CMG) 0.2 $405k 1.2k 337.50
USANA Health Sciences (USNA) 0.2 $401k 13k 30.38
Cal-Maine Foods (CALM) 0.2 $399k 11k 36.61
Lattice Semiconductor (LSCC) 0.2 $393k 66k 5.95
Freescale Semiconductor Holdin 0.2 $400k 32k 12.66
America Movil Sab De Cv spon adr l 0.2 $371k 16k 22.62
MICROS Systems 0.2 $368k 7.9k 46.58
Union Pacific Corporation (UNP) 0.2 $371k 3.5k 106.00
Affymetrix 0.2 $376k 92k 4.09
CenturyLink 0.2 $368k 9.9k 37.17
Williams-Sonoma (WSM) 0.2 $385k 10k 38.50
Ashford Hospitality Trust 0.2 $377k 47k 8.00
Plains Exploration & Production Company 0.2 $382k 10k 36.73
CF Industries Holdings (CF) 0.2 $377k 2.6k 145.00
Sauer-Danfoss 0.2 $380k 11k 36.19
Brown Shoe Company 0.2 $367k 41k 8.91
Telecom Argentina (TEO) 0.2 $383k 21k 17.90
Arkansas Best Corporation 0.2 $383k 20k 19.25
Delek US Holdings 0.2 $374k 33k 11.40
El Paso Electric Company 0.2 $367k 11k 34.62
Empresa Nacional de Electricidad 0.2 $377k 8.5k 44.35
A. Schulman 0.2 $377k 18k 21.18
James River Coal Company 0.2 $385k 56k 6.92
Acacia Research Corporation (ACTG) 0.2 $383k 11k 36.48
NCI Building Systems 0.2 $372k 34k 10.88
Constant Contact 0.2 $381k 16k 23.23
Allot Communications (ALLT) 0.2 $383k 25k 15.20
FleetCor Technologies 0.2 $382k 13k 29.84
Beam 0.2 $374k 7.3k 51.23
Ecolab (ECL) 0.2 $358k 6.2k 57.74
Martin Marietta Materials (MLM) 0.2 $362k 4.8k 75.42
Edwards Lifesciences (EW) 0.2 $354k 5.0k 70.80
Arbitron 0.2 $344k 10k 34.40
JetBlue Airways Corporation (JBLU) 0.2 $355k 68k 5.21
Novartis (NVS) 0.2 $343k 6.0k 57.17
Starbucks Corporation (SBUX) 0.2 $354k 7.7k 45.97
Balchem Corporation (BCPC) 0.2 $345k 8.5k 40.59
C.H. Robinson Worldwide (CHRW) 0.2 $356k 5.1k 69.80
Pioneer Natural Resources 0.2 $358k 4.0k 89.50
Aaron's 0.2 $347k 13k 26.69
Marvell Technology Group 0.2 $346k 25k 13.84
BHP Billiton (BHP) 0.2 $360k 5.1k 70.59
First Niagara Financial 0.2 $346k 40k 8.63
hhgregg (HGGG) 0.2 $360k 25k 14.46
ViroPharma Incorporated 0.2 $356k 13k 27.38
Tennant Company (TNC) 0.2 $350k 9.0k 38.89
Trustmark Corporation (TRMK) 0.2 $355k 15k 24.32
Valmont Industries (VMI) 0.2 $363k 4.0k 90.75
Stamps 0.2 $353k 14k 26.15
Wipro (WIT) 0.2 $347k 34k 10.18
NetGear (NTGR) 0.2 $352k 11k 33.52
Standard Motor Products (SMP) 0.2 $359k 18k 20.06
Nabors Industries 0.2 $355k 21k 17.32
Royal Bank of Scotland 0.2 $343k 54k 6.36
HealthStream (HSTM) 0.2 $347k 19k 18.46
E TRADE Financial Corporation 0.1 $332k 42k 7.96
State Street Corporation (STT) 0.1 $331k 8.2k 40.37
Ameriprise Financial (AMP) 0.1 $323k 6.5k 49.69
Coca-Cola Company (KO) 0.1 $329k 4.7k 70.00
CSX Corporation (CSX) 0.1 $335k 16k 21.07
Philippine Long Distance Telephone 0.1 $334k 5.8k 57.59
Cooper Companies 0.1 $331k 4.7k 70.43
Weight Watchers International 0.1 $325k 5.9k 55.08
Pier 1 Imports 0.1 $320k 23k 13.91
Health Management Associates 0.1 $324k 44k 7.38
RadioShack Corporation 0.1 $337k 35k 9.71
Plum Creek Timber 0.1 $336k 9.2k 36.52
CareFusion Corporation 0.1 $340k 13k 25.37
Ultrapar Participacoes SA (UGP) 0.1 $325k 19k 17.20
Total (TTE) 0.1 $327k 6.4k 51.09
Visa (V) 0.1 $325k 3.2k 101.56
ProAssurance Corporation (PRA) 0.1 $335k 4.2k 79.76
Verisk Analytics (VRSK) 0.1 $329k 8.2k 40.12
Constellation Brands (STZ) 0.1 $335k 16k 20.68
Choice Hotels International (CHH) 0.1 $320k 8.4k 38.10
Companhia Energetica Minas Gerais (CIG) 0.1 $334k 19k 17.77
EarthLink 0.1 $321k 50k 6.43
Rock-Tenn Company 0.1 $340k 5.9k 57.63
Andersons (ANDE) 0.1 $327k 7.5k 43.60
Banco Santander-Chile (BSAC) 0.1 $326k 4.3k 75.81
Huntsman Corporation (HUN) 0.1 $337k 34k 10.00
Universal Forest Products 0.1 $324k 11k 30.86
Essex Property Trust (ESS) 0.1 $323k 2.3k 140.43
Morningstar (MORN) 0.1 $327k 5.5k 59.45
Stone Energy Corporation 0.1 $324k 12k 26.34
Sovran Self Storage 0.1 $320k 7.5k 42.67
Abb (ABBNY) 0.1 $339k 18k 18.83
Ida (IDA) 0.1 $335k 7.9k 42.41
Vector (VGR) 0.1 $332k 19k 17.75
Advisory Board Company 0.1 $327k 4.4k 74.32
Ametek (AME) 0.1 $341k 8.1k 42.10
Protective Life 0.1 $323k 14k 22.59
Cameron International Corporation 0.1 $330k 6.7k 49.25
Potlatch Corporation (PCH) 0.1 $336k 11k 31.11
Orient-exp Htls 0.1 $326k 44k 7.48
Mednax (MD) 0.1 $331k 4.6k 71.96
Masimo Corporation (MASI) 0.1 $327k 18k 18.69
Jazz Pharmaceuticals 0.1 $332k 8.6k 38.60
National CineMedia 0.1 $325k 26k 12.40
Alexander's (ALX) 0.1 $334k 902.00 370.29
Ezchip Semiconductor Lt 0.1 $329k 12k 28.36
Industries N shs - a - (LYB) 0.1 $335k 10k 32.52
Ubs Ag Cmn 0.1 $306k 26k 11.81
BMC Software 0.1 $315k 9.6k 32.81
Cummins (CMI) 0.1 $308k 3.5k 88.00
Lincoln Electric Holdings (LECO) 0.1 $313k 8.0k 39.12
Dun & Bradstreet Corporation 0.1 $299k 4.0k 74.75
AFLAC Incorporated (AFL) 0.1 $298k 6.9k 43.19
Shuffle Master 0.1 $314k 27k 11.72
ABM Industries (ABM) 0.1 $305k 15k 20.61
Waddell & Reed Financial 0.1 $312k 13k 24.76
TECO Energy 0.1 $308k 16k 19.13
Lockheed Martin Corporation (LMT) 0.1 $307k 3.8k 80.79
BB&T Corporation 0.1 $315k 13k 25.20
Pepsi (PEP) 0.1 $305k 4.6k 66.30
PT Telekomunikasi Indonesia (TLK) 0.1 $310k 10k 30.69
Jacobs Engineering 0.1 $308k 7.6k 40.53
Novo Nordisk A/S (NVO) 0.1 $311k 2.7k 115.19
Prudential Financial (PRU) 0.1 $306k 6.1k 50.16
PDL BioPharma 0.1 $318k 51k 6.20
Meredith Corporation 0.1 $304k 9.3k 32.69
Landstar System (LSTR) 0.1 $311k 6.5k 47.85
Ventas (VTR) 0.1 $309k 5.6k 55.18
Amphenol Corporation (APH) 0.1 $304k 6.7k 45.37
Magellan Health Services 0.1 $317k 6.4k 49.53
Express Scripts 0.1 $304k 6.8k 44.71
Select Comfort 0.1 $319k 15k 21.70
Cypress Semiconductor Corporation 0.1 $309k 18k 16.89
Flextronics International Ltd Com Stk (FLEX) 0.1 $301k 53k 5.67
Lam Research Corporation 0.1 $304k 8.2k 37.07
Education Realty Trust 0.1 $310k 30k 10.23
Kronos Worldwide (KRO) 0.1 $318k 18k 18.07
Hercules Offshore 0.1 $301k 68k 4.45
Ocwen Financial Corporation 0.1 $311k 22k 14.47
Rockwood Holdings 0.1 $311k 7.9k 39.37
Cubic Corporation 0.1 $305k 7.0k 43.57
Liquidity Services (LQDT) 0.1 $317k 8.6k 36.86
VMware 0.1 $308k 3.7k 83.24
CommVault Systems (CVLT) 0.1 $312k 7.3k 42.74
MWI Veterinary Supply 0.1 $312k 4.7k 66.38
Dollar General (DG) 0.1 $313k 7.6k 41.18
Spectrum Pharmaceuticals 0.1 $312k 21k 14.65
General Motors Company (GM) 0.1 $298k 15k 20.27
Motorola Solutions (MSI) 0.1 $306k 6.6k 46.36
Spirit Airlines 0.1 $303k 19k 15.62
Focus Media Holding 0.1 $283k 15k 19.52
Cme (CME) 0.1 $292k 1.2k 243.33
Charles Schwab Corporation (SCHW) 0.1 $276k 25k 11.27
Abbott Laboratories (ABT) 0.1 $281k 5.0k 56.20
Blackbaud (BLKB) 0.1 $296k 11k 27.66
Core Laboratories 0.1 $296k 2.6k 113.85
IDEXX Laboratories (IDXX) 0.1 $277k 3.6k 76.94
MeadWestva 0.1 $285k 9.5k 30.00
Nucor Corporation (NUE) 0.1 $285k 7.2k 39.58
McGraw-Hill Companies 0.1 $292k 6.5k 44.92
Willis Group Holdings 0.1 $283k 7.3k 38.77
Dow Chemical Company 0.1 $276k 9.6k 28.75
Mid-America Apartment (MAA) 0.1 $294k 4.7k 62.55
Waters Corporation (WAT) 0.1 $296k 4.0k 74.00
United States Cellular Corporation (AD) 0.1 $292k 6.7k 43.58
McKesson Corporation (MCK) 0.1 $288k 3.7k 77.84
STAAR Surgical Company (STAA) 0.1 $297k 28k 10.49
Altria (MO) 0.1 $279k 9.4k 29.68
Capital One Financial (COF) 0.1 $283k 6.7k 42.24
Domtar Corp 0.1 $288k 3.6k 80.00
Agilent Technologies Inc C ommon (A) 0.1 $279k 8.0k 34.88
Syngenta 0.1 $277k 4.7k 58.94
TJX Companies (TJX) 0.1 $290k 4.5k 64.44
Deluxe Corporation (DLX) 0.1 $291k 13k 22.73
Empire District Electric Company 0.1 $287k 14k 21.10
HDFC Bank (HDB) 0.1 $297k 11k 26.28
priceline.com Incorporated 0.1 $281k 600.00 468.33
Advanced Micro Devices (AMD) 0.1 $276k 51k 5.40
Mindray Medical International 0.1 $287k 11k 25.62
Lorillard 0.1 $296k 2.6k 113.85
AMERIGROUP Corporation 0.1 $284k 4.8k 59.17
Brunswick Corporation (BC) 0.1 $296k 16k 18.05
Jones Lang LaSalle Incorporated (JLL) 0.1 $288k 4.7k 61.28
Wabash National Corporation (WNC) 0.1 $278k 35k 7.85
Reliance Steel & Aluminum (RS) 0.1 $278k 5.7k 48.77
Acuity Brands (AYI) 0.1 $292k 5.5k 53.09
Forestar 0.1 $290k 19k 15.10
GameStop (GME) 0.1 $277k 12k 24.09
Hittite Microwave Corporation 0.1 $291k 5.9k 49.32
athenahealth 0.1 $285k 5.8k 49.14
Hexcel Corporation (HXL) 0.1 $288k 12k 24.20
Myriad Genetics (MYGN) 0.1 $281k 13k 20.97
NV Energy 0.1 $288k 18k 16.36
Poly 0.1 $279k 17k 16.32
Panera Bread Company 0.1 $297k 2.1k 141.43
QLogic Corporation 0.1 $279k 19k 15.00
Basic Energy Services 0.1 $286k 15k 19.72
FirstMerit Corporation 0.1 $284k 19k 15.11
Enersis 0.1 $287k 16k 17.61
Genomic Health 0.1 $289k 11k 25.35
Rbc Cad (RY) 0.1 $285k 5.6k 50.89
Energy Partners 0.1 $280k 19k 14.58
Cloud Peak Energy 0.1 $284k 15k 19.32
Education Management (EDMCQ) 0.1 $283k 10k 28.02
Optimer Pharmaceuticals 0.1 $289k 24k 12.25
RealD 0.1 $287k 36k 7.95
RealPage 0.1 $286k 11k 25.31
Cbre Group Inc Cl A (CBRE) 0.1 $294k 19k 15.23
NRG Energy (NRG) 0.1 $263k 15k 18.14
Northern Trust Corporation (NTRS) 0.1 $258k 6.5k 39.69
Greif (GEF) 0.1 $260k 5.7k 45.61
Northrop Grumman Corporation (NOC) 0.1 $275k 4.7k 58.51
Partner Re 0.1 $270k 4.2k 64.29
Philip Morris International (PM) 0.1 $267k 3.4k 78.53
UnitedHealth (UNH) 0.1 $258k 5.1k 50.59
Apollo 0.1 $269k 5.0k 53.80
EMC Corporation 0.1 $269k 13k 21.52
AutoZone (AZO) 0.1 $260k 800.00 325.00
Applied Materials (AMAT) 0.1 $270k 25k 10.71
Varian Medical Systems 0.1 $262k 3.9k 67.18
Universal Technical Institute (UTI) 0.1 $258k 20k 12.77
Newpark Resources (NPKI) 0.1 $265k 28k 9.50
Triple-S Management 0.1 $270k 14k 20.00
Evercore Partners (EVR) 0.1 $258k 9.7k 26.60
Starwood Hotels & Resorts Worldwide 0.1 $269k 5.6k 48.04
Align Technology (ALGN) 0.1 $268k 11k 23.72
Neutral Tandem 0.1 $275k 26k 10.70
Walter Investment Management 0.1 $267k 13k 20.54
Asml Holding Nv Adr depository receipts 0.1 $272k 6.5k 41.85
BorgWarner (BWA) 0.1 $274k 4.3k 63.72
Computer Programs & Systems (TBRG) 0.1 $271k 5.3k 51.13
Riverbed Technology 0.1 $270k 12k 23.48
American Science & Engineering 0.1 $272k 4.0k 68.00
Integra LifeSciences Holdings (IART) 0.1 $271k 8.8k 30.80
Volterra Semiconductor Corporation 0.1 $274k 11k 25.61
Dawson Geophysical Company 0.1 $273k 6.9k 39.57
Sunstone Hotel Investors (SHO) 0.1 $262k 32k 8.14
Braskem SA (BAK) 0.1 $266k 19k 14.07
Caribou Coffee Company 0.1 $275k 20k 13.96
Rayonier (RYN) 0.1 $263k 5.9k 44.58
SolarWinds 0.1 $263k 9.4k 27.98
Medidata Solutions 0.1 $257k 12k 21.78
Scorpio Tankers 0.1 $256k 52k 4.89
Gold Resource Corporation (GORO) 0.1 $270k 13k 21.26
Kosmos Energy 0.1 $260k 21k 12.26
Rpx Corp 0.1 $258k 20k 12.65
Microsoft Corporation (MSFT) 0.1 $236k 9.1k 25.93
First Financial Ban (FFBC) 0.1 $238k 14k 16.64
Affiliated Managers (AMG) 0.1 $240k 2.5k 96.00
Expeditors International of Washington (EXPD) 0.1 $242k 5.9k 41.02
Seattle Genetics 0.1 $234k 14k 16.71
Family Dollar Stores 0.1 $242k 4.2k 57.62
J.C. Penney Company 0.1 $253k 7.2k 35.14
T. Rowe Price (TROW) 0.1 $251k 4.4k 57.05
Buckle (BKE) 0.1 $253k 6.2k 40.81
Tidewater 0.1 $232k 4.7k 49.36
Photronics (PLAB) 0.1 $234k 39k 6.08
KT Corporation (KT) 0.1 $236k 15k 15.63
Canadian Natural Resources (CNQ) 0.1 $243k 6.5k 37.38
Dell 0.1 $237k 16k 14.63
ConAgra Foods (CAG) 0.1 $253k 9.6k 26.35
Precision Castparts 0.1 $247k 1.5k 164.67
Trex Company (TREX) 0.1 $250k 11k 22.94
Micron Technology (MU) 0.1 $238k 38k 6.30
Brinker International (EAT) 0.1 $235k 8.8k 26.70
ION Geophysical Corporation 0.1 $249k 41k 6.13
RPC (RES) 0.1 $237k 13k 18.23
Pennsylvania R.E.I.T. 0.1 $245k 24k 10.43
Berry Petroleum Company 0.1 $252k 6.0k 42.00
Columbia Sportswear Company (COLM) 0.1 $233k 5.0k 46.60
Cytec Industries 0.1 $241k 5.4k 44.63
Heidrick & Struggles International (HSII) 0.1 $233k 11k 21.57
Navigators 0.1 $253k 5.3k 47.74
Oil States International (OIS) 0.1 $252k 3.3k 76.36
Rogers Corporation (ROG) 0.1 $236k 6.4k 36.88
Selective Insurance (SIGI) 0.1 $250k 14k 17.73
Monotype Imaging Holdings 0.1 $245k 16k 15.61
Wright Express Corporation 0.1 $233k 4.3k 54.19
Lululemon Athletica (LULU) 0.1 $233k 5.0k 46.60
Huron Consulting (HURN) 0.1 $252k 6.5k 38.77
Metropolitan Health Networks 0.1 $249k 33k 7.48
Bridgepoint Education 0.1 $248k 11k 22.96
Zillow 0.1 $250k 11k 22.52
MasterCard Incorporated (MA) 0.1 $224k 600.00 373.33
Monsanto Company 0.1 $231k 3.3k 70.00
Crocs (CROX) 0.1 $225k 15k 14.80
Bunge 0.1 $212k 3.7k 57.30
Analog Devices (ADI) 0.1 $229k 6.4k 35.78
Pearson (PSO) 0.1 $215k 11k 18.86
Aetna 0.1 $219k 5.2k 42.12
ZOLL Medical Corporation 0.1 $215k 3.4k 63.24
Ford Motor Company (F) 0.1 $229k 21k 10.75
eHealth (EHTH) 0.1 $212k 14k 14.72
Papa John's Int'l (PZZA) 0.1 $230k 6.1k 37.70
Sempra Energy (SRE) 0.1 $215k 3.9k 55.13
Ultimate Software 0.1 $228k 3.5k 65.14
USA Mobility 0.1 $225k 16k 13.89
Arctic Cat 0.1 $223k 9.9k 22.53
Sykes Enterprises, Incorporated 0.1 $215k 14k 15.69
Gulf Island Fabrication (GIFI) 0.1 $222k 7.6k 29.21
Core-Mark Holding Company 0.1 $218k 5.5k 39.64
Hornbeck Offshore Services 0.1 $211k 6.8k 31.03
Jabil Circuit (JBL) 0.1 $220k 11k 19.64
Southwest Airlines (LUV) 0.1 $214k 25k 8.56
Oge Energy Corp (OGE) 0.1 $227k 4.0k 56.75
Polypore International 0.1 $220k 5.0k 44.00
Salix Pharmaceuticals 0.1 $220k 4.6k 47.83
Ashland 0.1 $223k 3.9k 57.18
Cubist Pharmaceuticals 0.1 $222k 5.6k 39.64
Dresser-Rand 0.1 $220k 4.4k 50.00
P.H. Glatfelter Company 0.1 $210k 15k 14.09
National Fuel Gas (NFG) 0.1 $228k 4.1k 55.61
GulfMark Offshore 0.1 $214k 5.1k 41.96
Makemytrip Limited Mauritius (MMYT) 0.1 $212k 8.8k 24.09
Citizens Republic Bancorp In 0.1 $211k 19k 11.41
Magicjack Vocaltec 0.1 $216k 16k 13.67
Alkermes (ALKS) 0.1 $227k 13k 17.33
DeVry 0.1 $200k 5.2k 38.46
Prestige Brands Holdings (PBH) 0.1 $203k 18k 11.28
FreightCar America (RAIL) 0.1 $207k 9.9k 20.91
Companhia de Saneamento Basi (SBS) 0.1 $200k 3.6k 55.56
Crosstex Energy 0.1 $190k 15k 12.67
Innospec (IOSP) 0.1 $202k 7.2k 28.06
Neenah Paper 0.1 $203k 9.1k 22.31
Chemed Corp Com Stk (CHE) 0.1 $200k 3.9k 51.28
Oriental Financial 0.1 $190k 16k 12.10
Stein Mart 0.1 $191k 28k 6.82
H.B. Fuller Company (FUL) 0.1 $201k 8.7k 23.10
Idenix Pharmaceuticals 0.1 $197k 26k 7.46
Gen 0.1 $191k 36k 5.32
Trimas Corporation (TRS) 0.1 $190k 11k 17.92
Mitcham Industries 0.1 $207k 9.5k 21.79
Ariad Pharmaceuticals 0.1 $189k 15k 12.27
Body Central Acquisition Corporation 0.1 $205k 8.2k 25.00
Boingo Wireless 0.1 $203k 24k 8.59
Winnebago Industries (WGO) 0.1 $179k 24k 7.37
Newcastle Investment 0.1 $179k 39k 4.64
Chinacast Education Corporation (CAST) 0.1 $181k 30k 6.11
Myers Industries (MYE) 0.1 $185k 15k 12.33
ShoreTel 0.1 $177k 28k 6.37
Gran Tierra Energy 0.1 $185k 39k 4.81
PROS Holdings (PRO) 0.1 $186k 13k 14.88
Web 0.1 $185k 16k 11.42
Inland Real Estate Corporation 0.1 $185k 24k 7.61
Trius Therapeutics 0.1 $179k 25k 7.16
State Street Bank Financial 0.1 $172k 11k 15.09
US Airways 0.1 $147k 29k 5.07
Quanex Building Products Corporation (NX) 0.1 $150k 10k 15.00
Cosan Ltd shs a 0.1 $156k 14k 10.99
Symetra Finl Corp 0.1 $156k 17k 9.07
Green Plains Renewable Energy (GPRE) 0.1 $156k 16k 9.75
Noranda Aluminum Holding Corporation 0.1 $161k 20k 8.26
NetSpend Holdings 0.1 $156k 19k 8.12
Sumitomo Mitsui Financial Grp (SMFG) 0.1 $162k 29k 5.51
SciQuest 0.1 $151k 11k 14.25
Richmont Mines 0.1 $153k 14k 10.77
Sanmina-SCI Corporation 0.1 $128k 14k 9.34
Cbeyond 0.1 $134k 17k 8.02
Interface 0.1 $133k 12k 11.57
Hanmi Financial 0.1 $122k 17k 7.39
Parkway Properties 0.1 $123k 13k 9.84
Celestica 0.1 $104k 14k 7.32
Premiere Global Services 0.1 $120k 14k 8.45
Perficient (PRFT) 0.1 $104k 10k 10.00
Skilled Healthcare 0.1 $103k 19k 5.45
Winthrop Realty Trust 0.1 $106k 10k 10.19
FX Energy 0.1 $113k 24k 4.81
Commercial Vehicle (CVGI) 0.1 $109k 12k 9.01
Magnachip Semiconductor Corp (MX) 0.1 $114k 15k 7.50
Pacer International 0.0 $91k 17k 5.35
VAALCO Energy (EGY) 0.0 $89k 15k 6.05
Actuate Corporation 0.0 $80k 14k 5.84
Stoneridge (SRI) 0.0 $96k 11k 8.42
Artio Global Investors 0.0 $91k 19k 4.87
Hollysys Automation Technolo (HOLI) 0.0 $93k 11k 8.30
Datalink Corporation 0.0 $87k 11k 8.29
Codexis (CDXS) 0.0 $80k 15k 5.33
OMNOVA Solutions 0.0 $71k 16k 4.58
Willbros 0.0 $62k 17k 3.65
SMART Technologies 0.0 $77k 21k 3.70
WisdomTree Investments (WT) 0.0 $62k 10k 6.08