Ellington Management Group

Ellington Management as of Dec. 31, 2013

Portfolio Holdings for Ellington Management

Ellington Management holds 542 positions in its portfolio as reported in the December 2013 quarterly 13F filing

Company (Ticker)
Portfolio Weight
Valued At
Change in Shares
Share Count
Share Price
Ellington Financial 16.3 $46M 2.0M 22.67
Cablevision Systems Corporation 0.7 $2.0M 112k 17.93
Waddell & Reed Financial 0.6 $1.6M 25k 65.14
Office Depot 0.6 $1.6M 296k 5.29
Renewable Energy 0.6 $1.6M 136k 11.46
Scholastic Corporation (SCHL) 0.5 $1.4M 42k 34.00
Humana (HUM) 0.5 $1.4M 14k 103.19
Cavium 0.5 $1.4M 41k 34.52
Evercore Partners (EVR) 0.4 $1.2M 20k 59.80
Seaworld Entertainment (PRKS) 0.4 $1.2M 41k 28.76
First Solar (FSLR) 0.4 $1.1M 20k 54.63
Realogy Hldgs (HOUS) 0.4 $1.1M 23k 49.47
Deutsche Bank Ag-registered (DB) 0.4 $1.1M 23k 48.22
Redwood Trust (RWT) 0.4 $1.1M 55k 19.37
GameStop (GME) 0.4 $1.1M 22k 49.27
Ubs Ag Cmn 0.4 $1.0M 54k 19.25
Hilltop Holdings (HTH) 0.4 $1.0M 45k 23.14
NewMarket Corporation (NEU) 0.4 $1.0M 3.1k 334.19
Raymond James Financial (RJF) 0.4 $1.0M 20k 52.20
Sanmina (SANM) 0.4 $1.0M 60k 16.71
Eastman Chemical Company (EMN) 0.3 $976k 12k 80.66
Pool Corporation (POOL) 0.3 $983k 17k 58.17
American Woodmark Corporation (AMWD) 0.3 $972k 25k 39.51
Rockwood Holdings 0.3 $978k 14k 71.91
Cbre Group Inc Cl A (CBRE) 0.3 $989k 38k 26.30
Zeltiq Aesthetics 0.3 $993k 53k 18.91
Cdw (CDW) 0.3 $974k 42k 23.36
Simon Property (SPG) 0.3 $943k 6.2k 152.10
Citigroup (C) 0.3 $948k 18k 52.09
Ing U S 0.3 $956k 27k 35.15
NCR Corporation (VYX) 0.3 $933k 27k 34.05
Dean Foods Company 0.3 $939k 55k 17.20
Align Technology (ALGN) 0.3 $903k 16k 57.15
Lithia Motors (LAD) 0.3 $896k 13k 69.46
Portfolio Recovery Associates 0.3 $904k 17k 52.87
Cardinal Health (CAH) 0.3 $862k 13k 66.82
World Acceptance (WRLD) 0.3 $875k 10k 87.50
Inteliquent 0.3 $858k 75k 11.41
Petroleo Brasileiro SA (PBR.A) 0.3 $851k 58k 14.70
Franklin Resources (BEN) 0.3 $849k 15k 57.76
WellCare Health Plans 0.3 $845k 12k 70.42
FLIR Systems 0.3 $831k 28k 30.11
Methode Electronics (MEI) 0.3 $841k 25k 34.19
Cirrus Logic (CRUS) 0.3 $833k 41k 20.42
Ubiquiti Networks 0.3 $832k 18k 45.97
Libertyinteractivecorp lbtventcoma 0.3 $846k 6.9k 122.61
E TRADE Financial Corporation 0.3 $821k 42k 19.64
Moody's Corporation (MCO) 0.3 $808k 10k 78.45
Host Hotels & Resorts (HST) 0.3 $816k 42k 19.43
Penn National Gaming (PENN) 0.3 $824k 58k 14.33
Invesco (IVZ) 0.3 $812k 22k 36.41
Health Net 0.3 $813k 27k 29.67
Alaska Air (ALK) 0.3 $800k 11k 73.39
Reliance Steel & Aluminum (RS) 0.3 $804k 11k 75.85
Helix Energy Solutions (HLX) 0.3 $800k 35k 23.19
NCI Building Systems 0.3 $826k 47k 17.54
McGraw-Hill Companies 0.3 $790k 10k 78.22
Forest City Enterprises 0.3 $779k 41k 19.09
Krispy Kreme Doughnuts 0.3 $797k 41k 19.30
Thor Industries (THO) 0.3 $790k 14k 55.24
Infinera (INFN) 0.3 $783k 80k 9.78
UGI Corporation (UGI) 0.3 $775k 19k 41.44
Orbotech Ltd Com Stk 0.3 $794k 59k 13.53
Amc Networks Inc Cl A (AMCX) 0.3 $790k 12k 68.10
Phillips 66 (PSX) 0.3 $787k 10k 77.16
Engility Hldgs 0.3 $798k 24k 33.39
Flagstar Ban 0.3 $775k 40k 19.62
DeVry 0.3 $763k 22k 35.49
Life Time Fitness 0.3 $752k 16k 47.00
Callaway Golf Company (MODG) 0.3 $769k 91k 8.43
Capital One Financial (COF) 0.3 $751k 9.8k 76.63
Credit Suisse Group 0.3 $770k 25k 31.05
Sanderson Farms 0.3 $745k 10k 72.33
Sirona Dental Systems 0.3 $751k 11k 70.19
Bob Evans Farms 0.3 $749k 15k 50.61
Hatteras Financial 0.3 $753k 46k 16.33
Express 0.3 $752k 40k 18.66
Maiden Holdings (MHLD) 0.3 $743k 68k 10.93
Berry Plastics (BERY) 0.3 $754k 32k 23.79
Crown Holdings (CCK) 0.3 $735k 17k 44.55
SEI Investments Company (SEIC) 0.3 $740k 21k 34.74
McDonald's Corporation (MCD) 0.3 $737k 7.6k 96.97
Con-way 0.3 $731k 18k 39.73
Snap-on Incorporated (SNA) 0.3 $734k 6.7k 109.55
Texas Capital Bancshares (TCBI) 0.3 $728k 12k 62.22
Assured Guaranty (AGO) 0.3 $727k 31k 23.60
Daktronics (DAKT) 0.3 $737k 47k 15.68
MetLife (MET) 0.3 $723k 13k 53.96
Banco Bradesco SA (BBD) 0.3 $734k 59k 12.53
Lennox International (LII) 0.3 $723k 8.5k 85.06
Sensata Technologies Hldg Bv 0.3 $717k 19k 38.76
Chemtura Corporation 0.3 $720k 26k 27.91
Covidien 0.3 $729k 11k 68.13
Everbank Finl 0.3 $717k 39k 18.34
Fleetmatics 0.3 $731k 17k 43.25
Integrated Device Technology 0.2 $704k 69k 10.17
Rock-Tenn Company 0.2 $693k 6.6k 105.00
SPECTRUM BRANDS Hldgs 0.2 $713k 10k 70.59
Huntington Ingalls Inds (HII) 0.2 $702k 7.8k 90.00
Gnc Holdings Inc Cl A 0.2 $696k 12k 58.49
Fiesta Restaurant 0.2 $690k 13k 52.27
Zoetis Inc Cl A (ZTS) 0.2 $693k 21k 32.69
Microchip Technology (MCHP) 0.2 $671k 15k 44.73
Regions Financial Corporation (RF) 0.2 $679k 69k 9.88
Cliffs Natural Resources 0.2 $674k 26k 26.23
Empresas ICA SA 0.2 $680k 81k 8.45
Covance 0.2 $678k 7.7k 88.05
Omega Protein Corporation 0.2 $678k 55k 12.28
Callidus Software 0.2 $663k 48k 13.73
W.W. Grainger (GWW) 0.2 $639k 2.5k 255.60
Nu Skin Enterprises (NUS) 0.2 $636k 4.6k 138.26
Qualcomm (QCOM) 0.2 $631k 8.5k 74.24
NutriSystem 0.2 $658k 40k 16.45
Canadian Solar (CSIQ) 0.2 $644k 22k 29.81
Forestar 0.2 $653k 31k 21.27
Genesee & Wyoming 0.2 $653k 6.8k 96.03
Brookdale Senior Living (BKD) 0.2 $647k 24k 27.18
QEP Resources 0.2 $650k 21k 30.66
Epl Oil & Gas 0.2 $641k 23k 28.49
CarMax (KMX) 0.2 $621k 13k 47.05
Blount International 0.2 $603k 42k 14.46
Electronics For Imaging 0.2 $608k 16k 38.73
Tesoro Corporation 0.2 $620k 11k 58.49
AMN Healthcare Services (AMN) 0.2 $616k 42k 14.70
Equinix 0.2 $603k 3.4k 177.35
Resource Capital 0.2 $613k 103k 5.93
Universal Forest Products 0.2 $610k 12k 52.14
iGATE Corporation 0.2 $606k 15k 40.13
Republic Airways Holdings 0.2 $628k 59k 10.70
Skyworks Solutions (SWKS) 0.2 $603k 21k 28.58
Madison Square Garden 0.2 $622k 11k 57.59
Vale 0.2 $629k 45k 14.01
KAR Auction Services (KAR) 0.2 $603k 20k 29.56
Linn 0.2 $625k 20k 30.79
iStar Financial 0.2 $601k 42k 14.28
Kinder Morgan Management 0.2 $598k 7.9k 75.70
Timken Company (TKR) 0.2 $595k 11k 55.09
Graphic Packaging Holding Company (GPK) 0.2 $602k 63k 9.60
Headwaters Incorporated 0.2 $580k 59k 9.80
EnerNOC 0.2 $578k 34k 17.20
Lattice Semiconductor (LSCC) 0.2 $591k 108k 5.49
BioMed Realty Trust 0.2 $580k 32k 18.12
ViewPoint Financial 0.2 $598k 22k 27.43
Howard Hughes 0.2 $601k 5.0k 120.20
WisdomTree Investments (WT) 0.2 $577k 33k 17.70
Yandex Nv-a (NBIS) 0.2 $595k 14k 43.12
Geospace Technologies (GEOS) 0.2 $577k 6.1k 94.59
Interactive Brokers (IBKR) 0.2 $572k 24k 24.34
SLM Corporation (SLM) 0.2 $568k 22k 26.30
Great Plains Energy Incorporated 0.2 $550k 23k 24.23
Xilinx 0.2 $574k 13k 45.92
Weight Watchers International 0.2 $547k 17k 32.95
VCA Antech 0.2 $558k 18k 31.35
Lorillard 0.2 $552k 11k 50.64
Global Cash Access Holdings 0.2 $564k 57k 9.98
Oshkosh Corporation (OSK) 0.2 $549k 11k 50.37
Geo 0.2 $551k 17k 32.22
Susquehanna Bancshares 0.2 $566k 44k 12.83
Tesla Motors (TSLA) 0.2 $557k 3.7k 150.54
Ag Mtg Invt Tr 0.2 $552k 35k 15.64
HFF 0.2 $521k 19k 26.86
Strayer Education 0.2 $541k 16k 34.46
Umpqua Holdings Corporation 0.2 $542k 28k 19.15
Lam Research Corporation 0.2 $523k 9.6k 54.48
Atlas Air Worldwide Holdings 0.2 $543k 13k 41.14
Air Methods Corporation 0.2 $536k 9.2k 58.26
Ulta Salon, Cosmetics & Fragrance (ULTA) 0.2 $521k 5.4k 96.48
Repligen Corporation (RGEN) 0.2 $539k 40k 13.65
VMware 0.2 $529k 5.9k 89.66
Triumph (TGI) 0.2 $532k 7.0k 76.00
Quality Distribution 0.2 $538k 42k 12.84
Brightcove (BCOV) 0.2 $536k 38k 14.14
Blucora 0.2 $545k 19k 29.14
Bloomin Brands (BLMN) 0.2 $526k 22k 24.02
Silver Spring Networks 0.2 $544k 26k 21.00
Petroleo Brasileiro SA (PBR) 0.2 $491k 36k 13.79
Clean Harbors (CLH) 0.2 $492k 8.2k 60.00
Eagle Materials (EXP) 0.2 $496k 6.4k 77.50
Telecom Argentina (TEO) 0.2 $491k 29k 17.23
Arkansas Best Corporation 0.2 $515k 15k 33.66
Cyberonics 0.2 $517k 7.9k 65.44
General Cable Corporation 0.2 $509k 17k 29.42
Tower International 0.2 $507k 24k 21.39
Starz - Liberty Capital 0.2 $506k 17k 29.25
Ofg Ban (OFG) 0.2 $515k 30k 17.34
Brown & Brown (BRO) 0.2 $465k 15k 31.42
Edison International (EIX) 0.2 $486k 11k 46.29
Atwood Oceanics 0.2 $486k 9.1k 53.41
CPFL Energia 0.2 $463k 29k 16.02
OSI Systems (OSIS) 0.2 $483k 9.1k 53.08
Cal-Maine Foods (CALM) 0.2 $476k 7.9k 60.25
Movado (MOV) 0.2 $467k 11k 44.06
Acorda Therapeutics 0.2 $464k 16k 29.18
Anika Therapeutics (ANIK) 0.2 $477k 13k 38.16
Addus Homecare Corp (ADUS) 0.2 $467k 21k 22.45
Capitol Federal Financial (CFFN) 0.2 $478k 40k 12.10
Pacific Biosciences of California (PACB) 0.2 $464k 89k 5.23
TravelCenters of America 0.2 $467k 48k 9.75
Facebook Inc cl a (META) 0.2 $470k 8.6k 54.65
Twenty-first Century Fox 0.2 $471k 13k 35.15
Crown Castle International 0.2 $448k 6.1k 73.44
Rent-A-Center (UPBD) 0.2 $453k 14k 33.31
Cohen & Steers (CNS) 0.2 $453k 11k 40.09
DSW 0.2 $453k 11k 42.74
Harmonic (HLIT) 0.2 $435k 59k 7.37
ING Groep (ING) 0.2 $443k 32k 14.02
Advisory Board Company 0.2 $458k 7.2k 63.61
SM Energy (SM) 0.2 $440k 5.3k 83.02
Argan (AGX) 0.2 $438k 16k 27.55
Proto Labs (PRLB) 0.2 $456k 6.4k 71.25
Oncomed Pharmaceuticals 0.2 $440k 15k 29.53
Trimble Navigation (TRMB) 0.1 $434k 13k 34.72
Hovnanian Enterprises 0.1 $431k 65k 6.62
Solar Cap (SLRC) 0.1 $433k 19k 22.55
ACCO Brands Corporation (ACCO) 0.1 $412k 61k 6.72
Genes (GCO) 0.1 $424k 5.8k 73.10
MKS Instruments (MKSI) 0.1 $419k 14k 29.93
hhgregg (HGGG) 0.1 $420k 30k 13.95
Geron Corporation (GERN) 0.1 $420k 89k 4.74
Westlake Chemical Corporation (WLK) 0.1 $427k 3.5k 122.00
Carpenter Technology Corporation (CRS) 0.1 $417k 6.7k 62.24
EQT Corporation (EQT) 0.1 $422k 4.7k 89.79
Cadence Pharmaceuticals 0.1 $426k 47k 9.04
Genpact (G) 0.1 $419k 23k 18.38
Booz Allen Hamilton Holding Corporation (BAH) 0.1 $416k 22k 19.17
Cys Investments 0.1 $432k 58k 7.41
Post Holdings Inc Common (POST) 0.1 $414k 8.4k 49.29
Performant Finl 0.1 $422k 41k 10.29
Xoom 0.1 $413k 15k 27.35
Comcast Corporation 0.1 $394k 7.9k 49.87
Invacare Corporation 0.1 $383k 17k 23.21
Msci (MSCI) 0.1 $393k 9.0k 43.67
Rite Aid Corporation 0.1 $379k 75k 5.06
Steel Dynamics (STLD) 0.1 $379k 19k 19.54
VAALCO Energy (EGY) 0.1 $402k 58k 6.90
Cash America International 0.1 $406k 11k 38.30
On Assignment 0.1 $384k 11k 34.91
Finisar Corporation 0.1 $383k 16k 23.94
Cbiz (CBZ) 0.1 $390k 43k 9.11
NPS Pharmaceuticals 0.1 $395k 13k 30.38
Ixia 0.1 $403k 30k 13.30
CoreLogic 0.1 $380k 11k 35.51
Roadrunner Transportation Services Hold. 0.1 $380k 14k 26.95
Industries N shs - a - (LYB) 0.1 $385k 4.8k 80.21
Piedmont Office Realty Trust (PDM) 0.1 $400k 24k 16.53
Servicesource 0.1 $398k 48k 8.38
Cit 0.1 $370k 7.1k 52.11
Pfizer (PFE) 0.1 $374k 12k 30.66
Ruby Tuesday 0.1 $357k 52k 6.93
UnitedHealth (UNH) 0.1 $361k 4.8k 75.21
Echostar Corporation (SATS) 0.1 $353k 7.1k 49.72
Mbia (MBI) 0.1 $362k 30k 11.95
Live Nation Entertainment (LYV) 0.1 $371k 19k 19.73
Whiting Petroleum Corporation 0.1 $377k 6.1k 61.80
SeaChange International 0.1 $353k 29k 12.17
Iridium Communications (IRDM) 0.1 $364k 58k 6.25
Atlantic Tele-Network 0.1 $368k 6.5k 56.62
Manhattan Associates (MANH) 0.1 $376k 3.2k 117.50
Myriad Genetics (MYGN) 0.1 $361k 17k 20.99
Orthofix International Nv Com Stk 0.1 $377k 17k 22.85
Builders FirstSource (BLDR) 0.1 $352k 49k 7.14
PetMed Express (PETS) 0.1 $361k 22k 16.64
Calix (CALX) 0.1 $363k 38k 9.63
Sodastream International 0.1 $352k 7.1k 49.58
shares First Bancorp P R (FBP) 0.1 $378k 61k 6.20
ChipMOS Technology Bermuda 0.1 $360k 19k 19.25
Air Lease Corp (AL) 0.1 $351k 11k 31.06
D Horizon Pharma 0.1 $372k 49k 7.62
Regional Management (RM) 0.1 $363k 11k 33.93
Western Asset Mortgage cmn 0.1 $375k 25k 14.88
Lifelock 0.1 $366k 22k 16.41
Gigamon 0.1 $359k 13k 28.05
Affiliated Managers (AMG) 0.1 $325k 1.5k 216.67
Everest Re Group (EG) 0.1 $327k 2.1k 155.71
Gilead Sciences (GILD) 0.1 $338k 4.5k 75.11
Shire 0.1 $339k 2.4k 141.25
Brown Shoe Company 0.1 $332k 12k 28.14
Albany Molecular Research 0.1 $347k 34k 10.09
Bristow 0.1 $345k 4.6k 75.00
Pegasystems (PEGA) 0.1 $344k 7.0k 49.14
Parker Drilling Company 0.1 $346k 43k 8.14
UniFirst Corporation (UNF) 0.1 $342k 3.2k 106.88
Ntelos Holdings 0.1 $330k 16k 20.25
Leidos Holdings (LDOS) 0.1 $335k 7.2k 46.53
Jones Energy Inc A 0.1 $324k 22k 14.48
Vale (VALE) 0.1 $296k 19k 15.26
LG Display (LPL) 0.1 $295k 24k 12.14
Orexigen Therapeutics 0.1 $297k 53k 5.64
Domtar Corp 0.1 $321k 3.4k 94.41
Hewlett-Packard Company 0.1 $297k 11k 28.02
USG Corporation 0.1 $301k 11k 28.40
Axis Capital Holdings (AXS) 0.1 $300k 6.3k 47.62
Ashford Hospitality Trust 0.1 $309k 37k 8.28
Gray Television (GTN) 0.1 $299k 20k 14.88
Zions Bancorporation (ZION) 0.1 $303k 10k 30.00
Cross Country Healthcare (CCRN) 0.1 $304k 31k 9.97
DepoMed 0.1 $299k 28k 10.57
Red Robin Gourmet Burgers (RRGB) 0.1 $302k 4.1k 73.66
Skechers USA (SKX) 0.1 $311k 9.4k 33.09
HMS Holdings 0.1 $311k 14k 22.70
Stifel Financial (SF) 0.1 $316k 6.6k 47.88
Bancolombia (CIB) 0.1 $304k 6.2k 49.03
Immersion Corporation (IMMR) 0.1 $295k 28k 10.39
Westwood Holdings (WHG) 0.1 $303k 4.9k 61.84
American International (AIG) 0.1 $301k 5.9k 51.02
Hldgs (UAL) 0.1 $322k 8.5k 37.88
Semgroup Corp cl a 0.1 $307k 4.7k 65.32
MiMedx (MDXG) 0.1 $321k 37k 8.75
Rait Financial Trust 0.1 $313k 35k 8.97
Ralph Lauren Corp (RL) 0.1 $300k 1.7k 176.47
Tangoe 0.1 $319k 18k 18.02
Yrc Worldwide Inc Com par $.01 0.1 $311k 18k 17.37
Enanta Pharmaceuticals (ENTA) 0.1 $314k 12k 27.30
Murphy Usa (MUSA) 0.1 $320k 7.7k 41.56
PNC Financial Services (PNC) 0.1 $287k 3.7k 77.57
BioMarin Pharmaceutical (BMRN) 0.1 $281k 4.0k 70.25
AES Corporation (AES) 0.1 $277k 19k 14.50
Copart (CPRT) 0.1 $293k 8.0k 36.62
Winnebago Industries (WGO) 0.1 $269k 9.8k 27.45
Aegon 0.1 $281k 30k 9.49
Bally Technologies 0.1 $290k 3.7k 78.38
Toll Brothers (TOL) 0.1 $270k 7.3k 36.99
Dr Pepper Snapple 0.1 $278k 5.7k 48.77
Marathon Oil Corporation (MRO) 0.1 $268k 7.6k 35.26
Hertz Global Holdings 0.1 $286k 10k 28.60
Delta Air Lines (DAL) 0.1 $291k 11k 27.45
ValueClick 0.1 $285k 12k 23.36
TRW Automotive Holdings 0.1 $283k 3.8k 74.47
American Axle & Manufact. Holdings (AXL) 0.1 $288k 14k 20.43
Andersons (ANDE) 0.1 $294k 3.3k 89.09
Medicines Company 0.1 $282k 7.3k 38.63
Cabot Microelectronics Corporation 0.1 $283k 6.2k 45.65
Greatbatch 0.1 $288k 6.5k 44.31
Tata Motors 0.1 $290k 9.4k 30.85
Alliant Techsystems 0.1 $292k 2.4k 121.67
Centene Corporation (CNC) 0.1 $277k 4.7k 58.94
Jack Henry & Associates (JKHY) 0.1 $272k 4.6k 59.13
Genomic Health 0.1 $278k 9.5k 29.26
iRobot Corporation (IRBT) 0.1 $285k 8.2k 34.76
MedAssets 0.1 $278k 14k 19.86
Shutterfly 0.1 $280k 5.5k 50.91
Eagle Ban (EGBN) 0.1 $282k 9.2k 30.65
Fabrinet (FN) 0.1 $267k 13k 20.54
Customers Ban (CUBI) 0.1 $293k 14k 20.49
Directv 0.1 $276k 4.0k 69.00
Del Friscos Restaurant 0.1 $283k 12k 23.58
Beazer Homes Usa (BZH) 0.1 $283k 12k 24.40
New Residential Invt 0.1 $294k 44k 6.68
Intelsat Sa 0.1 $279k 12k 22.50
Retailmenot 0.1 $279k 9.7k 28.76
United Online 0.1 $292k 21k 13.77
China Petroleum & Chemical 0.1 $247k 3.0k 82.33
Mobile TeleSystems OJSC 0.1 $244k 11k 21.59
Coca-Cola Company (KO) 0.1 $244k 5.9k 41.36
Bunge 0.1 $246k 3.0k 82.00
LKQ Corporation (LKQ) 0.1 $260k 7.9k 32.91
ABM Industries (ABM) 0.1 $252k 8.8k 28.64
International Rectifier Corporation 0.1 $261k 10k 26.10
Cooper Companies 0.1 $260k 2.1k 123.81
Whirlpool Corporation (WHR) 0.1 $251k 1.6k 156.88
Pacer International 0.1 $263k 32k 8.27
Yum! Brands (YUM) 0.1 $242k 3.2k 75.62
Federal Signal Corporation (FSS) 0.1 $243k 17k 14.64
Jacobs Engineering 0.1 $246k 3.9k 63.08
EOG Resources (EOG) 0.1 $252k 1.5k 168.00
Nam Tai Electronics 0.1 $246k 35k 7.13
Juniper Networks (JNPR) 0.1 $246k 11k 22.57
Microsemi Corporation 0.1 $257k 10k 24.95
Newport Corporation 0.1 $246k 14k 18.09
Questcor Pharmaceuticals 0.1 $250k 4.6k 54.35
Bruker Corporation (BRKR) 0.1 $259k 13k 19.77
Diodes Incorporated (DIOD) 0.1 $262k 11k 23.60
Gorman-Rupp Company (GRC) 0.1 $251k 7.5k 33.47
Gentiva Health Services 0.1 $248k 20k 12.40
Monotype Imaging Holdings 0.1 $249k 7.8k 31.92
Advanced Semiconductor Engineering 0.1 $252k 52k 4.81
Aar (AIR) 0.1 $244k 8.7k 28.05
Compania Cervecerias Unidas (CCU) 0.1 $256k 11k 24.15
Rex American Resources (REX) 0.1 $264k 5.9k 44.75
Pozen 0.1 $259k 32k 8.04
Columbia Banking System (COLB) 0.1 $258k 9.4k 27.45
Validus Holdings 0.1 $254k 6.3k 40.32
Motorcar Parts of America (MPAA) 0.1 $247k 13k 19.30
RF Industries (RFIL) 0.1 $266k 29k 9.20
Synergy Res Corp 0.1 $250k 27k 9.26
Global Eagle Acquisition Cor 0.1 $265k 18k 14.89
Voxx International Corporation (VOXX) 0.1 $259k 16k 16.71
Annie's 0.1 $241k 5.6k 43.04
Capit Bk Fin A 0.1 $239k 11k 22.76
Restoration Hardware Hldgs I 0.1 $262k 3.9k 67.18
Quintiles Transnatio Hldgs I 0.1 $260k 5.6k 46.43
Aercap Holdings Nv Ord Cmn (AER) 0.1 $230k 6.0k 38.33
Regeneron Pharmaceuticals (REGN) 0.1 $220k 800.00 275.00
Brookfield Asset Management 0.1 $217k 5.6k 38.75
Power Integrations (POWI) 0.1 $229k 4.1k 55.85
Union Pacific Corporation (UNP) 0.1 $235k 1.4k 167.86
Verizon Communications (VZ) 0.1 $211k 4.3k 49.07
Crane 0.1 $235k 3.5k 67.14
Partner Re 0.1 $211k 2.0k 105.50
Anadarko Petroleum Corporation 0.1 $214k 2.7k 79.26
Royal Dutch Shell 0.1 $225k 3.0k 75.00
Cumulus Media 0.1 $228k 30k 7.73
Drew Industries 0.1 $230k 4.5k 51.11
Sina Corporation 0.1 $236k 2.8k 84.29
Contango Oil & Gas Company 0.1 $213k 4.5k 47.33
Alpha Natural Resources 0.1 $225k 32k 7.14
Calpine Corporation 0.1 $215k 11k 19.55
Community Health Systems (CYH) 0.1 $220k 5.6k 39.29
PolyOne Corporation 0.1 $223k 6.3k 35.40
Cardinal Financial Corporation 0.1 $216k 12k 18.00
Euronet Worldwide (EEFT) 0.1 $215k 4.5k 47.78
HNI Corporation (HNI) 0.1 $217k 5.6k 38.75
Om 0.1 $229k 6.3k 36.35
Renasant (RNST) 0.1 $227k 7.2k 31.53
Salix Pharmaceuticals 0.1 $216k 2.4k 90.00
Wintrust Financial Corporation (WTFC) 0.1 $221k 4.8k 46.04
Molina Healthcare (MOH) 0.1 $219k 6.3k 34.76
Washington Federal (WAFD) 0.1 $212k 9.1k 23.30
Worthington Industries (WOR) 0.1 $231k 5.5k 42.00
Aceto Corporation 0.1 $218k 8.7k 25.06
TransDigm Group Incorporated (TDG) 0.1 $225k 1.4k 160.71
Carmike Cinemas 0.1 $214k 7.7k 27.79
Trimas Corporation (TRS) 0.1 $211k 5.3k 39.81
Dana Holding Corporation (DAN) 0.1 $212k 11k 19.63
Hyatt Hotels Corporation (H) 0.1 $218k 4.4k 49.55
Green Plains Renewable Energy (GPRE) 0.1 $236k 12k 19.34
Aegerion Pharmaceuticals 0.1 $220k 3.1k 70.97
Ss&c Technologies Holding (SSNC) 0.1 $235k 5.3k 44.34
Raptor Pharmaceutical 0.1 $216k 17k 13.01
Kinder Morgan (KMI) 0.1 $238k 6.6k 36.06
Bankunited (BKU) 0.1 $227k 6.9k 32.90
Pdc Energy 0.1 $218k 4.1k 53.17
Adt 0.1 $214k 5.3k 40.38
Tile Shop Hldgs (TTSH) 0.1 $215k 12k 18.07
Paragon Shipping Inc cl a 0.1 $221k 30k 7.37
Outerwall 0.1 $222k 3.3k 67.27
Noodles & Co (NDLS) 0.1 $226k 6.3k 35.87
American Residential Pptys I 0.1 $225k 13k 17.18
Cytokinetics (CYTK) 0.1 $236k 36k 6.50
Pennymac Financial Service A 0.1 $211k 12k 17.58
Sterling Bancorp 0.1 $217k 16k 13.40
Compania de Minas Buenaventura SA (BVN) 0.1 $204k 18k 11.21
NRG Energy (NRG) 0.1 $210k 7.3k 28.77
ICICI Bank (IBN) 0.1 $208k 5.6k 37.14
FirstEnergy (FE) 0.1 $201k 6.1k 32.95
Greif (GEF) 0.1 $204k 3.9k 52.31
Mohawk Industries (MHK) 0.1 $208k 1.4k 148.57
Christopher & Banks Corporation (CBKCQ) 0.1 $196k 23k 8.56
Photronics (PLAB) 0.1 $199k 22k 9.03
AGCO Corporation (AGCO) 0.1 $207k 3.5k 59.14
First Midwest Ban 0.1 $209k 12k 17.56
Mitsubishi UFJ Financial (MUFG) 0.1 $187k 28k 6.68
Service Corporation International (SCI) 0.1 $185k 10k 18.14
Sykes Enterprises, Incorporated 0.1 $205k 9.4k 21.81
CF Industries Holdings (CF) 0.1 $210k 900.00 233.33
Exar Corporation 0.1 $199k 17k 11.78
Koppers Holdings (KOP) 0.1 $206k 4.5k 45.78
Pantry 0.1 $203k 12k 16.78
Vanda Pharmaceuticals (VNDA) 0.1 $189k 15k 12.43
Denbury Resources 0.1 $209k 13k 16.46
Pinnacle Financial Partners (PNFP) 0.1 $208k 6.4k 32.50
Rambus (RMBS) 0.1 $195k 21k 9.47
Wilshire Ban 0.1 $207k 19k 10.95
Sinovac Biotech 0.1 $207k 34k 6.12
Sierra Wireless 0.1 $208k 8.6k 24.19
Ultra Clean Holdings (UCTT) 0.1 $196k 20k 10.05
CAI International 0.1 $200k 8.5k 23.53
First Potomac Realty Trust 0.1 $190k 16k 11.66
E Commerce China Dangdang 0.1 $188k 20k 9.54
Independent Bank Corporation (IBCP) 0.1 $204k 17k 12.00
State Street Bank Financial 0.1 $184k 10k 18.22
Spirit Airlines (SAVEQ) 0.1 $200k 4.4k 45.45
Bankrate 0.1 $196k 11k 17.98
Bbcn Ban 0.1 $192k 12k 16.55
Resolute Fst Prods In 0.1 $184k 12k 16.00
Broadwind Energy (BWEN) 0.1 $187k 20k 9.44
Tenet Healthcare Corporation (THC) 0.1 $206k 4.9k 42.04
National Bk Greece S A spn adr rep 1 sh 0.1 $194k 35k 5.59
Shanda Games 0.1 $161k 35k 4.59
Vimpel 0.1 $180k 14k 12.95
Gerdau SA (GGB) 0.1 $166k 21k 7.83
Steelcase (SCS) 0.1 $174k 11k 15.82
JetBlue Airways Corporation (JBLU) 0.1 $157k 18k 8.53
FelCor Lodging Trust Incorporated 0.1 $173k 21k 8.16
Griffon Corporation (GFF) 0.1 $162k 12k 13.17
Companhia Energetica Minas Gerais (CIG) 0.1 $172k 22k 7.78
Net 1 UEPS Technologies (LSAK) 0.1 $168k 19k 8.75
Key (KEY) 0.1 $161k 12k 13.42
Premiere Global Services 0.1 $175k 15k 11.59
E-House 0.1 $157k 10k 15.10
Resolute Energy 0.1 $165k 18k 9.02
Hercules Offshore 0.1 $159k 24k 6.52
Cosan Ltd shs a 0.1 $176k 13k 13.75
Pilgrim's Pride Corporation (PPC) 0.1 $163k 10k 16.30
Mitel Networks Corp 0.1 $171k 17k 10.12
Phoenix New Media 0.1 $160k 17k 9.64
Cempra 0.1 $165k 13k 12.41
Arc Document Solutions (ARC) 0.1 $169k 21k 8.20
Sibanye Gold 0.1 $162k 34k 4.82
Kcg Holdings Inc Cl A 0.1 $182k 15k 11.97
Telefonaktiebolaget LM Ericsson (ERIC) 0.1 $146k 12k 12.27
RF Micro Devices 0.1 $141k 27k 5.16
Vocus 0.1 $132k 12k 11.38
Commercial Vehicle (CVGI) 0.1 $129k 18k 7.25
CONSOLIDATED WATER CO Inc Com Stk (CWCO) 0.1 $147k 10k 14.13
Gran Tierra Energy 0.1 $143k 20k 7.30
Stealthgas (GASS) 0.1 $153k 15k 10.20
Lionbridge Technologies 0.1 $132k 22k 5.97
RealD 0.1 $144k 17k 8.52
Gain Capital Holdings 0.1 $134k 18k 7.53
Demand Media 0.1 $140k 24k 5.76
INC/TN shares Miller Energy 0.1 $151k 22k 7.02
Ja Solar Holdings Co Ltd spon adr rep5ord 0.1 $131k 14k 9.16
Gramercy Ppty Tr 0.1 $143k 25k 5.74
Oxygenbiotherapeutics Inccom Par 0.1 $154k 34k 4.50
Usec 0.1 $132k 20k 6.60
Banco Santander (BSBR) 0.0 $117k 19k 6.13
Yingli Green Energy Hold 0.0 $121k 24k 5.06
Flextronics International Ltd Com Stk (FLEX) 0.0 $124k 16k 7.80
Grupo Financiero Galicia (GGAL) 0.0 $108k 10k 10.49
ShoreTel 0.0 $116k 13k 9.28
ChinaCache International Holdings 0.0 $118k 13k 8.94
Adecoagro S A (AGRO) 0.0 $126k 16k 8.08
Universal American 0.0 $104k 14k 7.27
Skullcandy 0.0 $123k 17k 7.19
4068594 Enphase Energy (ENPH) 0.0 $120k 19k 6.35
Dynex Capital 0.0 $93k 12k 8.02
ON Semiconductor (ON) 0.0 $82k 10k 8.20
Maxwell Technologies 0.0 $88k 11k 7.79
Sigma Designs 0.0 $73k 16k 4.71
Synta Pharmaceuticals 0.0 $72k 14k 5.26
TTM Technologies (TTMI) 0.0 $89k 10k 8.56
FormFactor (FORM) 0.0 $71k 12k 6.02
Kinross Gold Corp (KGC) 0.0 $75k 17k 4.39
Pixelworks (PXLW) 0.0 $79k 16k 4.85
Pacific Ethanol 0.0 $89k 18k 5.09
Entravision Communication (EVC) 0.0 $65k 11k 6.13
Petrobras Energia Participaciones SA 0.0 $67k 12k 5.54
Silicon Image 0.0 $69k 11k 6.16
Callon Pete Co Del Com Stk 0.0 $67k 10k 6.50
Zix Corporation 0.0 $67k 15k 4.56
Century Casinos (CNTY) 0.0 $64k 12k 5.20