Ellington Management Group

Ellington Management as of March 31, 2012

Portfolio Holdings for Ellington Management

Ellington Management holds 574 positions in its portfolio as reported in the March 2012 quarterly 13F filing

Company (Ticker)
Portfolio Weight
Valued At
Change in Shares
Share Count
Share Price
Ellington Financial 17.2 $46M 2.4M 19.56
Deckers Outdoor Corporation (DECK) 0.5 $1.4M 22k 63.04
Itt 0.5 $1.3M 55k 22.94
Green Dot Corporation (GDOT) 0.4 $1.2M 43k 26.52
Companhia Paranaense de Energia 0.4 $1.1M 47k 23.51
Eastman Chemical Company (EMN) 0.4 $1.1M 21k 51.67
Allscripts Healthcare Solutions (MDRX) 0.4 $1.1M 64k 16.60
HSN 0.4 $1.0M 27k 38.04
NRG Energy (NRG) 0.4 $1.0M 65k 15.67
Interpublic Group of Companies (IPG) 0.4 $998k 88k 11.41
AK Steel Holding Corporation 0.4 $991k 131k 7.56
MetroPCS Communications 0.4 $990k 110k 9.02
Partner Re 0.4 $971k 14k 67.90
AGCO Corporation (AGCO) 0.4 $963k 20k 47.21
Best Buy (BBY) 0.3 $942k 40k 23.67
Coinstar 0.3 $934k 15k 63.54
IAC/InterActive 0.3 $913k 19k 49.09
Principal Financial (PFG) 0.3 $891k 30k 29.50
Lincoln National Corporation (LNC) 0.3 $902k 34k 26.37
Centene Corporation (CNC) 0.3 $886k 18k 48.95
Energen Corporation 0.3 $895k 18k 49.18
Nabors Industries 0.3 $895k 51k 17.48
TRW Automotive Holdings 0.3 $873k 19k 46.44
Cypress Semiconductor Corporation 0.3 $861k 55k 15.63
Xl Group 0.3 $870k 40k 21.70
Unum (UNM) 0.3 $840k 34k 24.49
Tutor Perini Corporation (TPC) 0.3 $834k 54k 15.59
Helix Energy Solutions (HLX) 0.3 $851k 48k 17.80
Semgroup Corp cl a 0.3 $828k 28k 29.15
Vertex Pharmaceuticals Incorporated (VRTX) 0.3 $820k 20k 41.00
Tyson Foods (TSN) 0.3 $800k 42k 19.14
Crown Holdings (CCK) 0.3 $781k 21k 36.84
Lear Corporation (LEA) 0.3 $772k 17k 46.51
Telecom Argentina (TEO) 0.3 $778k 44k 17.72
CapitalSource 0.3 $752k 114k 6.60
Cheesecake Factory Incorporated (CAKE) 0.3 $770k 26k 29.39
World Fuel Services Corporation (WKC) 0.3 $767k 19k 41.02
QLogic Corporation 0.3 $753k 42k 17.76
McDermott International 0.3 $765k 60k 12.81
Vera Bradley (VRA) 0.3 $770k 26k 30.20
Sherwin-Williams Company (SHW) 0.3 $728k 6.7k 108.66
Molson Coors Brewing Company (TAP) 0.3 $724k 16k 45.25
Supervalu 0.3 $742k 130k 5.71
KBR (KBR) 0.3 $736k 21k 35.56
RadioShack Corporation 0.3 $739k 119k 6.22
Arctic Cat 0.3 $728k 17k 42.82
Domino's Pizza (DPZ) 0.3 $722k 20k 36.28
China Telecom Corporation 0.3 $736k 13k 54.93
Navistar International Corporation 0.3 $740k 18k 40.44
Express 0.3 $732k 29k 24.98
Coca-cola Enterprises 0.3 $724k 25k 28.62
NVIDIA Corporation (NVDA) 0.3 $708k 46k 15.39
AFLAC Incorporated (AFL) 0.3 $690k 15k 46.00
Suno 0.3 $694k 18k 38.13
Sotheby's 0.3 $692k 18k 39.32
Gartner (IT) 0.3 $716k 17k 42.62
Dr Pepper Snapple 0.3 $704k 18k 40.23
Perfect World 0.3 $705k 44k 16.17
CenterPoint Energy (CNP) 0.3 $700k 36k 19.72
Ulta Salon, Cosmetics & Fragrance (ULTA) 0.3 $697k 7.5k 92.93
Masimo Corporation (MASI) 0.3 $694k 30k 23.37
Unisys Corporation (UIS) 0.3 $700k 36k 19.72
Hldgs (UAL) 0.3 $694k 32k 21.49
Ann 0.3 $693k 24k 28.64
American Eagle Outfitters (AEO) 0.2 $677k 39k 17.18
Credit Suisse Group 0.2 $673k 24k 28.52
Tenne 0.2 $669k 18k 37.17
Jones Lang LaSalle Incorporated (JLL) 0.2 $675k 8.1k 83.33
VAALCO Energy (EGY) 0.2 $679k 72k 9.46
Dril-Quip (DRQ) 0.2 $689k 11k 65.00
Werner Enterprises (WERN) 0.2 $684k 28k 24.87
NuVasive 0.2 $669k 40k 16.85
Altisource Portfolio Solns S reg (ASPS) 0.2 $661k 11k 60.64
Focus Media Holding 0.2 $648k 26k 25.12
Coach 0.2 $641k 8.3k 77.23
Hawaiian Electric Industries (HE) 0.2 $639k 25k 25.36
Safeway 0.2 $647k 32k 20.22
Exelon Corporation (EXC) 0.2 $651k 17k 39.22
Western Refining 0.2 $638k 34k 18.82
Altera Corporation 0.2 $645k 16k 39.81
Alliant Energy Corporation (LNT) 0.2 $650k 15k 43.33
Rowan Companies 0.2 $655k 20k 32.91
Flowserve Corporation (FLS) 0.2 $647k 5.6k 115.54
Aspen Technology 0.2 $636k 31k 20.52
Huntington Ingalls Inds (HII) 0.2 $636k 16k 40.25
Career Education 0.2 $621k 77k 8.05
Buckle (BKE) 0.2 $618k 13k 47.91
Electronic Arts (EA) 0.2 $635k 39k 16.49
AmerisourceBergen (COR) 0.2 $631k 16k 39.69
Public Service Enterprise (PEG) 0.2 $618k 20k 30.59
Onyx Pharmaceuticals 0.2 $618k 16k 37.68
Ferro Corporation 0.2 $632k 106k 5.94
Elizabeth Arden 0.2 $630k 18k 35.00
Om 0.2 $624k 23k 27.49
Pepco Holdings 0.2 $633k 34k 18.90
Ternium (TX) 0.2 $635k 27k 23.69
Piedmont Office Realty Trust (PDM) 0.2 $619k 35k 17.74
Threshold Pharmaceuticals 0.2 $620k 71k 8.79
Coffee Holding (JVA) 0.2 $612k 54k 11.33
Goodyear Tire & Rubber Company (GT) 0.2 $600k 54k 11.21
Mueller Industries (MLI) 0.2 $600k 13k 45.45
American Equity Investment Life Holding 0.2 $589k 46k 12.78
Cyberonics 0.2 $591k 16k 38.13
United States Steel Corporation (X) 0.2 $602k 21k 29.37
Braskem SA (BAK) 0.2 $604k 38k 15.94
Gran Tierra Energy 0.2 $608k 97k 6.29
Avon Products 0.2 $573k 30k 19.36
Occidental Petroleum Corporation (OXY) 0.2 $562k 5.9k 95.25
Gilead Sciences (GILD) 0.2 $562k 12k 48.87
C.H. Robinson Worldwide (CHRW) 0.2 $570k 8.7k 65.52
Zions Bancorporation (ZION) 0.2 $571k 27k 21.47
Synaptics, Incorporated (SYNA) 0.2 $559k 15k 36.54
Delek US Holdings 0.2 $561k 36k 15.50
Southwest Airlines (LUV) 0.2 $578k 70k 8.23
Spreadtrum Communications 0.2 $576k 35k 16.50
Chicago Bridge & Iron Company 0.2 $561k 13k 43.15
Harmony Gold Mining (HMY) 0.2 $577k 53k 10.93
Clear Channel Outdoor Holdings 0.2 $568k 71k 7.98
Oneok (OKE) 0.2 $563k 6.9k 81.59
Jazz Pharmaceuticals (JAZZ) 0.2 $557k 12k 48.43
Carter's (CRI) 0.2 $542k 11k 49.72
McGraw-Hill Companies 0.2 $533k 11k 48.45
Williams-Sonoma (WSM) 0.2 $528k 14k 37.45
Cooper Tire & Rubber Company 0.2 $552k 36k 15.21
DiamondRock Hospitality Company (DRH) 0.2 $553k 54k 10.30
Lululemon Athletica (LULU) 0.2 $553k 7.4k 74.73
Zumiez (ZUMZ) 0.2 $545k 15k 36.09
Myr (MYRG) 0.2 $543k 30k 17.86
Yandex Nv-a (NBIS) 0.2 $529k 20k 26.85
Marathon Petroleum Corp (MPC) 0.2 $538k 12k 43.39
Monster Beverage 0.2 $553k 8.9k 62.13
Fidelity National Financial 0.2 $514k 29k 18.04
Lincoln Electric Holdings (LECO) 0.2 $508k 11k 45.36
Hot Topic 0.2 $505k 50k 10.14
Prudential Financial (PRU) 0.2 $520k 8.2k 63.41
Sohu 0.2 $502k 9.1k 55.16
NII Holdings 0.2 $515k 28k 18.33
ACCO Brands Corporation (ACCO) 0.2 $520k 42k 12.41
Delta Air Lines (DAL) 0.2 $514k 52k 9.92
Cellcom Israel (CELJF) 0.2 $517k 42k 12.40
ION Geophysical Corporation 0.2 $504k 78k 6.45
Digital River 0.2 $515k 28k 18.73
Group 1 Automotive (GPI) 0.2 $522k 9.3k 56.13
Terex Corporation (TEX) 0.2 $502k 22k 22.51
Wabtec Corporation (WAB) 0.2 $513k 6.8k 75.44
Vivus 0.2 $503k 23k 22.36
Dendreon Corporation 0.2 $526k 49k 10.65
Accuray Incorporated (ARAY) 0.2 $524k 74k 7.06
Owens Corning (OC) 0.2 $483k 13k 36.04
J.C. Penney Company 0.2 $492k 14k 35.40
Northrop Grumman Corporation (NOC) 0.2 $476k 7.8k 61.03
Public Storage (PSA) 0.2 $484k 3.5k 138.29
Universal Corporation (UVV) 0.2 $499k 11k 46.64
AstraZeneca (AZN) 0.2 $498k 11k 44.46
John Wiley & Sons (WLY) 0.2 $500k 11k 47.62
Linear Technology Corporation 0.2 $479k 14k 33.73
Primerica (PRI) 0.2 $487k 19k 25.23
Robert Half International (RHI) 0.2 $485k 16k 30.31
Silicon Image 0.2 $489k 83k 5.88
Kirkland's (KIRK) 0.2 $474k 29k 16.18
Questcor Pharmaceuticals 0.2 $478k 13k 37.64
Chemed Corp Com Stk (CHE) 0.2 $489k 7.8k 62.69
Harvest Natural Resources 0.2 $489k 69k 7.09
OPNET Technologies 0.2 $490k 17k 28.99
NYSE Euronext 0.2 $453k 15k 30.00
Polaris Industries (PII) 0.2 $469k 6.5k 72.15
Boeing Company (BA) 0.2 $469k 6.3k 74.44
DISH Network 0.2 $458k 14k 32.95
TJX Companies (TJX) 0.2 $453k 11k 39.74
General Dynamics Corporation (GD) 0.2 $448k 6.1k 73.44
Hershey Company (HSY) 0.2 $460k 7.5k 61.33
Gra (GGG) 0.2 $467k 8.8k 53.07
NetEase (NTES) 0.2 $459k 7.9k 58.10
Silgan Holdings (SLGN) 0.2 $451k 10k 44.22
Columbia Sportswear Company (COLM) 0.2 $465k 9.8k 47.45
Deutsche Bank Ag-registered (DB) 0.2 $458k 9.2k 49.78
Emergent BioSolutions (EBS) 0.2 $466k 29k 16.01
Stec 0.2 $448k 48k 9.43
Tempur-Pedic International (TPX) 0.2 $447k 5.3k 84.34
Cathay General Ban (CATY) 0.2 $471k 27k 17.71
P.H. Glatfelter Company 0.2 $469k 30k 15.79
A. O. Smith Corporation (AOS) 0.2 $467k 10k 44.90
WestAmerica Ban (WABC) 0.2 $466k 9.7k 48.04
Enersis 0.2 $458k 23k 20.18
Taubman Centers 0.2 $452k 6.2k 72.90
Allot Communications (ALLT) 0.2 $456k 20k 23.27
BMC Software 0.2 $434k 11k 40.19
Uti Worldwide 0.2 $422k 25k 17.22
Timken Company (TKR) 0.2 $436k 8.6k 50.70
Analog Devices (ADI) 0.2 $440k 11k 40.37
Vishay Intertechnology (VSH) 0.2 $422k 35k 12.16
Herman Miller (MLKN) 0.2 $443k 19k 22.95
Novo Nordisk A/S (NVO) 0.2 $430k 3.1k 138.71
priceline.com Incorporated 0.2 $431k 600.00 718.33
Contango Oil & Gas Company 0.2 $424k 7.2k 58.89
Loral Space & Communications 0.2 $438k 5.5k 79.64
Wabash National Corporation (WNC) 0.2 $437k 42k 10.36
Compania Cervecerias Unidas (CCU) 0.2 $441k 5.6k 78.75
Rambus (RMBS) 0.2 $439k 68k 6.45
Acacia Research Corporation (ACTG) 0.2 $442k 11k 41.70
Spectrum Pharmaceuticals 0.2 $441k 35k 12.64
Babcock & Wilcox 0.2 $425k 17k 25.76
Cracker Barrel Old Country Store (CBRL) 0.1 $396k 7.1k 55.77
Diebold Incorporated 0.1 $401k 10k 38.56
Mattel (MAT) 0.1 $397k 12k 33.64
Liz Claiborne 0.1 $418k 31k 13.35
Rent-A-Center (UPBD) 0.1 $393k 10k 37.79
Kroger (KR) 0.1 $419k 17k 24.22
Dell 0.1 $398k 24k 16.58
MercadoLibre (MELI) 0.1 $401k 4.1k 97.80
Amazon (AMZN) 0.1 $405k 2.0k 202.50
CONSOL Energy 0.1 $399k 12k 34.10
Lorillard 0.1 $414k 3.2k 129.38
Kindred Healthcare 0.1 $397k 46k 8.65
Medicines Company 0.1 $409k 20k 20.05
Morningstar (MORN) 0.1 $416k 6.6k 63.03
Capella Education Company 0.1 $410k 11k 35.96
Diamond Foods 0.1 $408k 18k 22.79
Diana Shipping (DSX) 0.1 $403k 45k 8.96
Molina Healthcare (MOH) 0.1 $400k 12k 33.61
United Therapeutics Corporation (UTHR) 0.1 $415k 8.8k 47.16
Quality Systems 0.1 $415k 9.5k 43.68
Anixter International 0.1 $406k 5.6k 72.50
Momenta Pharmaceuticals 0.1 $409k 27k 15.32
Sunstone Hotel Investors (SHO) 0.1 $413k 42k 9.74
WisdomTree Investments (WT) 0.1 $414k 50k 8.36
Magnachip Semiconductor Corp (MX) 0.1 $395k 33k 12.01
China Petroleum & Chemical 0.1 $391k 3.6k 108.61
Mechel OAO 0.1 $392k 44k 8.99
Melco Crown Entertainment (MLCO) 0.1 $375k 28k 13.64
MasterCard Incorporated (MA) 0.1 $378k 900.00 420.00
Expeditors International of Washington (EXPD) 0.1 $381k 8.2k 46.46
Monsanto Company 0.1 $375k 4.7k 79.79
Crocs (CROX) 0.1 $381k 18k 20.93
Autodesk (ADSK) 0.1 $389k 9.2k 42.28
Cummins (CMI) 0.1 $384k 3.2k 120.00
Steelcase (SCS) 0.1 $365k 38k 9.61
Granite Construction (GVA) 0.1 $376k 13k 28.70
Bemis Company 0.1 $365k 11k 32.30
Agrium 0.1 $371k 4.3k 86.28
ConocoPhillips (COP) 0.1 $380k 5.0k 76.00
Hewlett-Packard Company 0.1 $388k 16k 23.80
PDL BioPharma 0.1 $367k 58k 6.36
NACCO Industries (NC) 0.1 $384k 3.3k 116.36
Estee Lauder Companies (EL) 0.1 $378k 6.1k 61.97
Global Cash Access Holdings 0.1 $375k 48k 7.80
Century Aluminum Company (CENX) 0.1 $383k 43k 8.89
Assured Guaranty (AGO) 0.1 $382k 23k 16.54
Align Technology (ALGN) 0.1 $383k 14k 27.55
National Fuel Gas (NFG) 0.1 $375k 7.8k 48.08
ACCRETIVE Health 0.1 $371k 19k 19.95
Kraton Performance Polymers 0.1 $375k 14k 26.60
Spirit Airlines (SAVEQ) 0.1 $389k 19k 20.05
Cbre Group Inc Cl A (CBRE) 0.1 $365k 18k 19.95
Petroleo Brasileiro SA (PBR.A) 0.1 $350k 14k 25.55
R.R. Donnelley & Sons Company 0.1 $348k 28k 12.38
Dun & Bradstreet Corporation 0.1 $364k 4.3k 84.65
Ross Stores (ROST) 0.1 $354k 6.1k 58.03
Raytheon Company 0.1 $343k 6.5k 52.77
Apple (AAPL) 0.1 $360k 600.00 600.00
Marsh & McLennan Companies (MMC) 0.1 $344k 11k 32.76
Williams Companies (WMB) 0.1 $364k 12k 30.85
Aeropostale 0.1 $355k 16k 21.65
Strayer Education 0.1 $339k 3.6k 94.17
Nelnet (NNI) 0.1 $350k 14k 25.93
Landstar System (LSTR) 0.1 $346k 6.0k 57.67
Alpha Natural Resources 0.1 $339k 22k 15.20
Arkansas Best Corporation 0.1 $350k 19k 18.82
Hill-Rom Holdings 0.1 $344k 10k 33.40
Steven Madden (SHOO) 0.1 $342k 8.0k 42.75
ShoreTel 0.1 $350k 62k 5.67
Jarden Corporation 0.1 $342k 8.5k 40.24
Poly 0.1 $345k 18k 19.06
Basic Energy Services 0.1 $352k 20k 17.34
ICU Medical, Incorporated (ICUI) 0.1 $364k 7.4k 49.19
Ypf Sa (YPF) 0.1 $338k 12k 28.40
Shutterfly 0.1 $354k 11k 31.33
Constant Contact 0.1 $349k 12k 29.83
Mitek Systems (MITK) 0.1 $345k 30k 11.62
State Street Bank Financial 0.1 $338k 19k 17.51
Hanmi Financial (HAFC) 0.1 $345k 34k 10.12
Microsoft Corporation (MSFT) 0.1 $329k 10k 32.25
First Financial Ban (FFBC) 0.1 $322k 19k 17.31
Orexigen Therapeutics 0.1 $314k 77k 4.09
AES Corporation (AES) 0.1 $336k 26k 13.07
Nu Skin Enterprises (NUS) 0.1 $319k 5.5k 58.00
E.I. du Pont de Nemours & Company 0.1 $333k 6.3k 52.86
Limited Brands 0.1 $326k 6.8k 47.94
Avnet (AVT) 0.1 $335k 9.2k 36.41
Wolverine World Wide (WWW) 0.1 $312k 8.4k 37.14
LSI Corporation 0.1 $326k 38k 8.69
Cohen & Steers (CNS) 0.1 $322k 10k 31.88
Newcastle Investment 0.1 $317k 50k 6.29
Barnes & Noble 0.1 $323k 24k 13.24
Kulicke and Soffa Industries (KLIC) 0.1 $336k 27k 12.44
Seagate Technology Com Stk 0.1 $329k 12k 26.97
Banco Macro SA (BMA) 0.1 $333k 17k 19.59
Black Box Corporation 0.1 $321k 13k 25.48
Empresa Nacional de Electricidad 0.1 $335k 6.2k 54.03
Stepan Company (SCL) 0.1 $334k 3.8k 87.89
Riverbed Technology 0.1 $323k 12k 28.09
OfficeMax Incorporated 0.1 $312k 55k 5.71
Virgin Media 0.1 $332k 13k 24.96
Albemarle Corporation (ALB) 0.1 $320k 5.0k 64.00
Commercial Vehicle (CVGI) 0.1 $332k 27k 12.21
Volterra Semiconductor Corporation 0.1 $334k 9.7k 34.43
Pozen 0.1 $312k 52k 6.00
Rue21 0.1 $317k 11k 29.35
FSI International 0.1 $314k 64k 4.88
Ancestry 0.1 $321k 14k 22.77
Body Central Acquisition Corporation 0.1 $313k 11k 28.98
Swift Transportation Company 0.1 $316k 27k 11.53
Responsys 0.1 $312k 26k 11.95
Ralph Lauren Corp (RL) 0.1 $331k 1.9k 174.21
C&j Energy Services 0.1 $326k 18k 17.81
Companhia de Bebidas das Americas 0.1 $298k 7.2k 41.39
Emcor (EME) 0.1 $288k 10k 27.69
Royal Caribbean Cruises (RCL) 0.1 $285k 9.7k 29.38
Arrow Electronics (ARW) 0.1 $294k 7.0k 42.00
Mentor Graphics Corporation 0.1 $306k 21k 14.85
Domtar Corp 0.1 $296k 3.1k 95.48
Royal Dutch Shell 0.1 $288k 4.1k 70.24
Mitsubishi UFJ Financial (MUFG) 0.1 $298k 60k 4.98
Sara Lee 0.1 $299k 14k 21.51
Tupperware Brands Corporation (TUPBQ) 0.1 $305k 4.8k 63.54
Cenveo 0.1 $309k 91k 3.38
Smithfield Foods 0.1 $308k 14k 22.00
Ctrip.com International 0.1 $296k 14k 21.61
FreightCar America (RAIL) 0.1 $286k 13k 22.52
Companhia Energetica Minas Gerais (CIG) 0.1 $290k 12k 23.77
AMERIGROUP Corporation 0.1 $289k 4.3k 67.21
Brunswick Corporation (BC) 0.1 $296k 12k 25.74
Select Comfort 0.1 $285k 8.8k 32.39
Amedisys (AMED) 0.1 $298k 21k 14.47
Cirrus Logic (CRUS) 0.1 $300k 13k 23.81
Koppers Holdings (KOP) 0.1 $285k 7.4k 38.51
LSB Industries (LXU) 0.1 $304k 7.8k 38.97
Piper Jaffray Companies (PIPR) 0.1 $303k 11k 26.58
Steiner Leisure Ltd Com Stk 0.1 $293k 6.0k 48.83
TNS 0.1 $287k 13k 21.74
Vocus 0.1 $307k 23k 13.23
Warner Chilcott Plc - 0.1 $309k 18k 16.79
Wausau Paper 0.1 $292k 31k 9.39
American Public Education (APEI) 0.1 $293k 7.7k 38.05
Myriad Genetics (MYGN) 0.1 $289k 12k 23.69
Neurocrine Biosciences (NBIX) 0.1 $306k 38k 7.97
Nektar Therapeutics (NKTR) 0.1 $308k 39k 7.92
Tennant Company (TNC) 0.1 $308k 7.0k 44.00
Tessera Technologies 0.1 $288k 17k 17.25
Actuate Corporation 0.1 $288k 46k 6.29
Huaneng Power International 0.1 $292k 13k 21.95
Nash-Finch Company 0.1 $284k 10k 28.40
Smith & Nephew (SNN) 0.1 $303k 6.0k 50.50
Stamps 0.1 $296k 11k 27.92
Aruba Networks 0.1 $287k 13k 22.25
Flotek Industries 0.1 $304k 25k 12.02
Caribou Coffee Company 0.1 $285k 15k 18.63
CNO Financial (CNO) 0.1 $304k 39k 7.77
U.S. Home Systems 0.1 $297k 32k 9.31
Chemtura Corporation 0.1 $302k 18k 16.97
China Mobile 0.1 $264k 4.8k 55.00
Hartford Financial Services (HIG) 0.1 $282k 13k 21.04
Sony Corporation (SONY) 0.1 $282k 14k 20.74
Affymetrix 0.1 $274k 64k 4.27
Entegris (ENTG) 0.1 $278k 30k 9.33
United Stationers 0.1 $258k 8.3k 31.08
Everest Re Group (EG) 0.1 $278k 3.0k 92.67
Encore Capital (ECPG) 0.1 $262k 12k 22.59
Aaron's 0.1 $277k 11k 25.89
Bank of the Ozarks 0.1 $263k 8.4k 31.31
Choice Hotels International (CHH) 0.1 $265k 7.1k 37.32
US Airways 0.1 $260k 34k 7.58
Amtrust Financial Services 0.1 $274k 10k 26.86
Celanese Corporation (CE) 0.1 $282k 6.1k 46.23
Oxford Industries (OXM) 0.1 $274k 5.4k 50.74
Semtech Corporation (SMTC) 0.1 $265k 9.3k 28.49
Amerisafe (AMSF) 0.1 $265k 11k 24.77
Cal-Maine Foods (CALM) 0.1 $272k 7.1k 38.31
Finish Line 0.1 $280k 13k 21.21
bebe stores 0.1 $267k 29k 9.24
Inter Parfums (IPAR) 0.1 $282k 18k 15.67
VMware 0.1 $258k 2.3k 112.17
Encore Wire Corporation (WIRE) 0.1 $262k 8.8k 29.77
Acorda Therapeutics 0.1 $258k 9.7k 26.60
BJ's Restaurants (BJRI) 0.1 $272k 5.4k 50.37
Orthofix International Nv Com Stk 0.1 $271k 7.2k 37.64
Trimas Corporation (TRS) 0.1 $266k 12k 22.35
iRobot Corporation (IRBT) 0.1 $264k 9.7k 27.22
Apollo Investment 0.1 $281k 39k 7.17
CoreLogic 0.1 $276k 17k 16.33
Giant Interactive 0.1 $257k 53k 4.90
Curis 0.1 $268k 56k 4.81
Maiden Holdings (MHLD) 0.1 $282k 31k 9.01
Gold Resource Corporation (GORO) 0.1 $260k 11k 24.30
Sodastream International 0.1 $276k 8.2k 33.66
Procera Networks 0.1 $280k 13k 22.40
Insperity (NSP) 0.1 $273k 8.9k 30.67
Materion Corporation (MTRN) 0.1 $264k 9.2k 28.70
Aercap Holdings Nv Ord Cmn (AER) 0.1 $242k 22k 11.10
Genworth Financial (GNW) 0.1 $247k 30k 8.32
Moody's Corporation (MCO) 0.1 $240k 5.7k 42.11
Newell Rubbermaid (NWL) 0.1 $239k 13k 17.84
Waddell & Reed Financial 0.1 $243k 7.5k 32.40
Regis Corporation 0.1 $245k 13k 18.42
Ruby Tuesday 0.1 $247k 27k 9.15
Men's Wearhouse 0.1 $233k 6.0k 38.83
Health Management Associates 0.1 $237k 35k 6.71
Integrated Device Technology 0.1 $232k 33k 7.14
NCR Corporation (VYX) 0.1 $237k 11k 21.74
Symantec Corporation 0.1 $232k 12k 18.71
WellPoint 0.1 $236k 3.2k 73.75
Barclays (BCS) 0.1 $253k 17k 15.15
Coventry Health Care 0.1 $238k 6.7k 35.52
Axis Capital Holdings (AXS) 0.1 $249k 7.5k 33.20
Marathon Oil Corporation (MRO) 0.1 $235k 7.4k 31.76
Companhia de Saneamento Basi (SBS) 0.1 $253k 3.3k 76.67
Fairchild Semiconductor International 0.1 $235k 16k 14.69
ArQule 0.1 $233k 33k 7.00
Banco Santander-Chile (BSAC) 0.1 $241k 2.8k 86.07
Neenah Paper 0.1 $232k 7.8k 29.74
Harmonic (HLIT) 0.1 $237k 43k 5.47
Omnicell (OMCL) 0.1 $246k 16k 15.19
Rovi Corporation 0.1 $244k 7.5k 32.53
Belden (BDC) 0.1 $235k 6.2k 37.90
General Cable Corporation 0.1 $230k 7.9k 29.11
Robbins & Myers 0.1 $245k 4.7k 52.13
SanDisk Corporation 0.1 $248k 5.0k 49.60
Advisory Board Company 0.1 $248k 2.8k 88.57
Nic 0.1 $243k 20k 12.15
F5 Networks (FFIV) 0.1 $243k 1.8k 135.00
Analogic Corporation 0.1 $243k 3.6k 67.50
Town Sports International Holdings 0.1 $242k 19k 12.60
NetGear (NTGR) 0.1 $248k 6.5k 38.15
Unit Corporation 0.1 $244k 5.7k 42.81
Symetra Finl Corp 0.1 $239k 21k 11.55
Noranda Aluminum Holding Corporation 0.1 $232k 23k 9.96
Dollar General (DG) 0.1 $231k 5.0k 46.20
Amarin Corporation (AMRN) 0.1 $231k 20k 11.32
RealPage 0.1 $230k 12k 19.17
AbitibiBowater 0.1 $246k 17k 14.30
Rpx Corp 0.1 $232k 14k 16.93
SLM Corporation (SLM) 0.1 $224k 14k 15.77
Blackbaud (BLKB) 0.1 $206k 6.2k 33.23
Endo Pharmaceuticals 0.1 $229k 5.9k 38.81
JetBlue Airways Corporation (JBLU) 0.1 $220k 45k 4.89
SkyWest (SKYW) 0.1 $228k 21k 11.07
Omnicare 0.1 $203k 5.7k 35.61
Lockheed Martin Corporation (LMT) 0.1 $207k 2.3k 90.00
CareFusion Corporation 0.1 $226k 8.7k 25.98
Hess (HES) 0.1 $218k 3.7k 58.92
Intuitive Surgical (ISRG) 0.1 $217k 400.00 542.50
Whole Foods Market 0.1 $208k 2.5k 83.20
Krispy Kreme Doughnuts 0.1 $216k 30k 7.30
Omni (OMC) 0.1 $203k 4.0k 50.75
Thor Industries (THO) 0.1 $221k 7.0k 31.57
Sapient Corporation 0.1 $225k 18k 12.43
Mead Johnson Nutrition 0.1 $214k 2.6k 82.31
Chinacast Education Corporation (CAST) 0.1 $206k 49k 4.23
National Financial Partners 0.1 $218k 14k 15.14
Owens-Illinois 0.1 $224k 9.6k 23.33
Cantel Medical 0.1 $223k 8.9k 25.06
Ariba 0.1 $213k 6.5k 32.77
BioScrip 0.1 $204k 30k 6.78
Gardner Denver 0.1 $221k 3.5k 63.14
Kronos Worldwide (KRO) 0.1 $207k 8.3k 24.94
Oriental Financial 0.1 $229k 19k 12.12
RF Micro Devices 0.1 $219k 44k 4.99
Veolia Environnement (VEOEY) 0.1 $221k 13k 16.49
American Science & Engineering 0.1 $228k 3.4k 67.06
Alexander & Baldwin 0.1 $208k 4.3k 48.37
DXP Enterprises (DXPE) 0.1 $222k 5.1k 43.53
Superior Energy Services 0.1 $214k 8.1k 26.42
Carpenter Technology Corporation (CRS) 0.1 $219k 4.2k 52.14
Metals USA Holdings 0.1 $216k 15k 14.40
Celldex Therapeutics 0.1 $216k 42k 5.09
OpenTable 0.1 $206k 5.1k 40.39
HiSoft Technology International (HSFT) 0.1 $228k 15k 15.00
Emeritus Corporation 0.1 $212k 12k 17.67
Great Northern Iron Ore Properties 0.1 $221k 2.3k 96.09
CoreSite Realty 0.1 $224k 9.5k 23.58
Targa Res Corp (TRGP) 0.1 $205k 4.5k 45.56
Magicjack Vocaltec 0.1 $213k 9.8k 21.73
Telephone And Data Systems (TDS) 0.1 $211k 9.1k 23.19
NetApp (NTAP) 0.1 $201k 4.5k 44.67
Winnebago Industries (WGO) 0.1 $202k 21k 9.81
La-Z-Boy Incorporated (LZB) 0.1 $200k 13k 14.93
Ultrapar Participacoes SA (UGP) 0.1 $200k 9.2k 21.74
Atmel Corporation 0.1 $184k 19k 9.84
Micron Technology (MU) 0.1 $176k 22k 8.07
RPC (RES) 0.1 $191k 18k 10.61
Saia (SAIA) 0.1 $177k 10k 17.02
Parker Drilling Company 0.1 $202k 34k 5.96
Pantry 0.1 $176k 14k 13.04
Selective Insurance (SIGI) 0.1 $188k 11k 17.57
Banco Santander (SAN) 0.1 $183k 24k 7.69
LOGITECH INTERNATIONAL SA APP Com Stk (LOGI) 0.1 $182k 23k 7.81
Knight Capital 0.1 $183k 14k 12.89
LTC Properties (LTC) 0.1 $202k 6.3k 32.06
Sterling Construction Company (STRL) 0.1 $202k 21k 9.76
SolarWinds 0.1 $201k 5.2k 38.65
SciClone Pharmaceuticals 0.1 $178k 28k 6.31
Grifols S A 0.1 $194k 25k 7.70
Boingo Wireless 0.1 $192k 16k 12.08
Ocean Rig Udw 0.1 $179k 11k 16.89
Xpo Logistics Inc equity (XPO) 0.1 $195k 12k 16.81
Exelis 0.1 $177k 14k 12.55
Mmodal 0.1 $197k 19k 10.53
CTC Media 0.1 $162k 14k 11.65
Boston Scientific Corporation (BSX) 0.1 $158k 27k 5.96
Intermec 0.1 $154k 20k 7.74
Regions Financial Corporation (RF) 0.1 $173k 26k 6.58
Dean Foods Company 0.1 $159k 13k 12.14
Sanmina-SCI Corporation 0.1 $166k 15k 11.45
Comverse Technology 0.1 $175k 26k 6.86
ON Semiconductor (ON) 0.1 $165k 18k 9.02
Tsakos Energy Navigation 0.1 $169k 20k 8.67
Fulton Financial (FULT) 0.1 $170k 16k 10.49
Republic Airways Holdings 0.1 $167k 34k 4.94
Met-Pro Corporation 0.1 $165k 16k 10.58
Hackett (HCKT) 0.1 $156k 26k 5.98
Ruth's Hospitality 0.1 $165k 22k 7.57
Green Plains Renewable Energy (GPRE) 0.1 $160k 15k 10.81
MedAssets 0.1 $165k 13k 13.20
Quality Distribution 0.1 $160k 12k 13.79
Ironwood Pharmaceuticals (IRWD) 0.1 $154k 12k 13.28
First Potomac Realty Trust 0.1 $157k 13k 12.08
Transcept Pharmaceuticals 0.1 $150k 14k 10.49
Excel Trust 0.1 $156k 13k 12.09
Lone Pine Res 0.1 $171k 26k 6.50
Emcore Corp 0.1 $171k 36k 4.78
Intersil Corporation 0.1 $139k 12k 11.21
Overstock (BYON) 0.1 $126k 24k 5.23
Investment Technology 0.1 $139k 12k 11.98
Cbeyond 0.1 $133k 17k 7.99
Sigma Designs 0.1 $122k 24k 5.19
Flextronics International Ltd Com Stk (FLEX) 0.1 $147k 20k 7.21
Safe Bulkers Inc Com Stk (SB) 0.1 $124k 19k 6.70
EPIQ Systems 0.1 $138k 11k 12.11
Grupo Financiero Galicia (GGAL) 0.1 $133k 21k 6.43
Ramco-Gershenson Properties Trust 0.1 $138k 11k 12.21
Lattice Semiconductor (LSCC) 0.1 $138k 21k 6.45
Northstar Realty Finance 0.1 $130k 24k 5.42
Mercer International (MERC) 0.1 $129k 16k 7.96
Kennedy-Wilson Holdings (KW) 0.1 $140k 10k 13.46
Guidance Software 0.1 $137k 12k 11.05
OncoGenex Pharmaceuticals 0.1 $137k 10k 13.30
Spectranetics Corporation 0.1 $136k 13k 10.38
Jones Group 0.1 $137k 11k 12.57
Huntington Bancshares Incorporated (HBAN) 0.0 $95k 15k 6.42
Shanda Games 0.0 $112k 22k 5.21
Pulte (PHM) 0.0 $96k 11k 8.81
Gol Linhas Aereas Inteligentes SA 0.0 $111k 17k 6.73
Pacer International 0.0 $120k 19k 6.32
Lexington Realty Trust (LXP) 0.0 $105k 12k 8.97
Ashford Hospitality Trust 0.0 $105k 12k 9.05
American Software (LGTY) 0.0 $111k 13k 8.54
Portugal Telecom, SGPS 0.0 $97k 18k 5.39
LeapFrog Enterprises 0.0 $114k 14k 8.38
IDT Corporation (IDT) 0.0 $100k 11k 9.39
DUSA Pharmaceuticals 0.0 $119k 19k 6.24
Icg Group 0.0 $118k 13k 8.94
Hudson City Ban 0.0 $89k 12k 7.30
Aegon 0.0 $73k 13k 5.57
Standard Pacific 0.0 $78k 18k 4.43
Graphic Packaging Holding Company (GPK) 0.0 $87k 16k 5.54
Rigel Pharmaceuticals 0.0 $86k 11k 8.04
Willbros 0.0 $77k 24k 3.22
Sumitomo Mitsui Financial Grp (SMFG) 0.0 $77k 12k 6.64
Yrc Worldwide Inc Com par $.01 0.0 $73k 11k 6.64
Intermolecular 0.0 $69k 11k 6.22
Zeltiq Aesthetics 0.0 $74k 12k 6.13
Exelixis (EXEL) 0.0 $55k 11k 5.19
Deer Consumer Products (DEER) 0.0 $57k 14k 4.19
Petroleo Brasileiro SA (PBR) 0.0 $32k 1.2k 26.67