Ellington Management Group

Ellington Management as of March 31, 2014

Portfolio Holdings for Ellington Management

Ellington Management holds 586 positions in its portfolio as reported in the March 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ellington Financial 14.1 $48M 2.0M 23.82
R.R. Donnelley & Sons Company 0.7 $2.4M 136k 17.90
Qiwi (QIWI) 0.7 $2.3M 67k 34.65
Take-Two Interactive Software (TTWO) 0.7 $2.3M 103k 21.93
GameStop (GME) 0.7 $2.2M 54k 41.09
Pacira Pharmaceuticals (PCRX) 0.6 $2.2M 31k 70.00
Grupo Fin Santander adr b 0.6 $2.1M 167k 12.29
WABCO Holdings 0.5 $1.8M 17k 105.57
Cablevision Systems Corporation 0.5 $1.8M 105k 16.87
Deckers Outdoor Corporation (DECK) 0.5 $1.8M 22k 79.73
Banco Itau Holding Financeira (ITUB) 0.5 $1.7M 117k 14.86
Big Lots (BIGGQ) 0.5 $1.7M 45k 37.88
Unisys Corporation (UIS) 0.5 $1.7M 56k 30.46
Diebold Incorporated 0.5 $1.7M 42k 39.88
Aspen Technology 0.5 $1.7M 40k 42.36
Universal Corporation (UVV) 0.5 $1.7M 30k 55.88
Companhia Brasileira de Distrib. 0.5 $1.6M 36k 43.76
Micron Technology (MU) 0.5 $1.5M 66k 23.66
C.R. Bard 0.4 $1.5M 10k 147.94
Electronics For Imaging 0.4 $1.5M 34k 43.31
Cray 0.4 $1.4M 38k 37.33
Allied World Assurance 0.4 $1.4M 14k 103.19
Financial Engines 0.4 $1.4M 28k 50.76
Kate Spade & Co 0.4 $1.4M 37k 37.09
AK Steel Holding Corporation 0.4 $1.3M 178k 7.22
Geospace Technologies (GEOS) 0.4 $1.3M 20k 66.16
Renaissance Re Holdings Ltd Cmn (RNR) 0.4 $1.3M 13k 97.60
Affiliated Managers (AMG) 0.4 $1.3M 6.4k 200.00
Bunge 0.4 $1.2M 15k 79.48
Methode Electronics (MEI) 0.4 $1.2M 41k 30.67
Stifel Financial (SF) 0.4 $1.2M 25k 49.76
Global Payments (GPN) 0.3 $1.2M 17k 71.14
Fluor Corporation (FLR) 0.3 $1.2M 15k 77.70
Marathon Oil Corporation (MRO) 0.3 $1.2M 34k 35.51
Glu Mobile 0.3 $1.2M 254k 4.74
Consolidated Edison (ED) 0.3 $1.2M 22k 53.66
Forest City Enterprises 0.3 $1.2M 62k 19.11
FutureFuel (FF) 0.3 $1.2M 58k 20.29
Penn National Gaming (PENN) 0.3 $1.1M 91k 12.32
Precision Castparts 0.3 $1.1M 4.5k 252.67
Wabash National Corporation (WNC) 0.3 $1.1M 83k 13.77
Shire 0.3 $1.1M 7.2k 148.47
Mbia (MBI) 0.3 $1.0M 75k 13.99
Susser Holdings Corporation 0.3 $1.1M 17k 62.46
Enersis 0.3 $1.1M 69k 15.53
Visteon Corporation (VC) 0.3 $1.1M 12k 88.40
Rpx Corp 0.3 $1.1M 65k 16.28
Comcast Corporation 0.3 $1.0M 21k 48.79
Apple (AAPL) 0.3 $1.0M 1.9k 536.84
Jones Lang LaSalle Incorporated (JLL) 0.3 $1.0M 8.6k 118.49
CoreLogic 0.3 $1.0M 35k 30.03
Marathon Petroleum Corp (MPC) 0.3 $1.0M 12k 87.07
Renewable Energy 0.3 $1.0M 85k 11.99
Loews Corporation (L) 0.3 $982k 22k 44.04
LKQ Corporation (LKQ) 0.3 $1.0M 38k 26.36
Tenne 0.3 $976k 17k 58.10
Credicorp (BAP) 0.3 $979k 7.1k 137.89
Colony Financial 0.3 $975k 44k 21.96
Norwegian Cruise Line Hldgs (NCLH) 0.3 $978k 30k 32.28
Coca-Cola Company (KO) 0.3 $955k 25k 38.66
Macy's (M) 0.3 $966k 16k 59.26
Verisk Analytics (VRSK) 0.3 $947k 16k 59.94
Euronet Worldwide (EEFT) 0.3 $965k 23k 41.59
Advanced Emissions (ARQ) 0.3 $952k 39k 24.54
Covanta Holding Corporation 0.3 $935k 52k 18.05
CTC Media 0.3 $920k 100k 9.21
Nasdaq Omx (NDAQ) 0.3 $938k 25k 36.93
Affymetrix 0.3 $908k 127k 7.13
Estee Lauder Companies (EL) 0.3 $923k 14k 66.88
Helix Energy Solutions (HLX) 0.3 $908k 40k 22.99
Full Circle Cap Corp 0.3 $934k 120k 7.78
American Realty Capital Prop 0.3 $937k 67k 14.03
United Ins Hldgs (ACIC) 0.3 $923k 63k 14.60
Zoetis Inc Cl A (ZTS) 0.3 $920k 32k 28.93
Cognizant Technology Solutions (CTSH) 0.3 $880k 17k 50.57
NRG Energy (NRG) 0.3 $875k 28k 31.82
Avery Dennison Corporation (AVY) 0.3 $897k 18k 50.68
PPL Corporation (PPL) 0.3 $872k 26k 33.16
Hormel Foods Corporation (HRL) 0.3 $892k 18k 49.28
General Cable Corporation 0.3 $899k 35k 25.61
Dex (DXCM) 0.3 $902k 22k 41.38
Chemtura Corporation 0.3 $895k 35k 25.28
Interpublic Group of Companies (IPG) 0.2 $857k 50k 17.14
Krispy Kreme Doughnuts 0.2 $851k 48k 17.73
KapStone Paper and Packaging 0.2 $865k 30k 28.83
EnerSys (ENS) 0.2 $838k 12k 69.26
Brink's Company (BCO) 0.2 $868k 30k 28.55
Acadia Healthcare (ACHC) 0.2 $857k 19k 45.11
Whirlpool Corporation (WHR) 0.2 $837k 5.6k 149.46
VCA Antech 0.2 $815k 25k 32.21
NewMarket Corporation (NEU) 0.2 $821k 2.1k 390.95
VAALCO Energy (EGY) 0.2 $815k 95k 8.55
Pixelworks 0.2 $828k 149k 5.54
Inphi Corporation 0.2 $822k 51k 16.09
Fiesta Restaurant 0.2 $834k 18k 45.57
Seaworld Entertainment (PRKS) 0.2 $825k 27k 30.22
MasterCard Incorporated (MA) 0.2 $784k 11k 74.67
Thermo Fisher Scientific (TMO) 0.2 $782k 6.5k 120.31
Amazon (AMZN) 0.2 $774k 2.3k 336.52
Rock-Tenn Company 0.2 $802k 7.6k 105.53
OraSure Technologies (OSUR) 0.2 $795k 100k 7.97
Apollo Investment 0.2 $779k 94k 8.31
Tower International 0.2 $776k 29k 27.23
Crown Holdings (CCK) 0.2 $738k 17k 44.73
United Parcel Service (UPS) 0.2 $760k 7.8k 97.44
Franklin Resources (BEN) 0.2 $769k 14k 54.15
Dillard's (DDS) 0.2 $748k 8.1k 92.35
Nelnet (NNI) 0.2 $736k 18k 40.89
HCC Insurance Holdings 0.2 $764k 17k 45.48
Companhia Energetica Minas Gerais (CIG) 0.2 $741k 109k 6.80
HMS Holdings 0.2 $747k 39k 19.06
Everbank Finl 0.2 $740k 38k 19.73
Melco Crown Entertainment (MLCO) 0.2 $703k 18k 38.63
Iron Mountain Incorporated 0.2 $731k 27k 27.58
Overstock (BBBY) 0.2 $731k 37k 19.70
Seagate Technology Com Stk 0.2 $702k 13k 56.16
Kirkland's (TBHC) 0.2 $704k 38k 18.48
Canadian Solar (CSIQ) 0.2 $711k 22k 32.03
Delek US Holdings 0.2 $717k 25k 29.03
Susquehanna Bancshares 0.2 $713k 63k 11.37
Express Scripts Holding 0.2 $706k 9.4k 75.11
Hyster Yale Materials Handling (HY) 0.2 $722k 7.4k 97.57
Veeva Sys Inc cl a (VEEV) 0.2 $702k 26k 26.69
Keryx Biopharmaceuticals 0.2 $697k 41k 17.04
Dick's Sporting Goods (DKS) 0.2 $683k 13k 54.64
International Paper Company (IP) 0.2 $679k 15k 45.88
Federal Signal Corporation (FSS) 0.2 $696k 47k 14.90
Solar Cap (SLRC) 0.2 $685k 31k 21.79
Tibco Software 0.2 $699k 34k 20.32
Applied Micro Circuits Corporation 0.2 $681k 69k 9.90
Simon Property (SPG) 0.2 $689k 4.2k 164.05
Douglas Dynamics (PLOW) 0.2 $692k 40k 17.43
Howard Hughes 0.2 $671k 4.7k 142.77
D Fluidigm Corp Del (LAB) 0.2 $670k 15k 44.08
J Global (ZD) 0.2 $696k 14k 50.07
Monster Beverage 0.2 $674k 9.7k 69.48
AES Corporation (AES) 0.2 $635k 45k 14.27
MICROS Systems 0.2 $662k 13k 52.96
McGraw-Hill Companies 0.2 $656k 8.6k 76.28
Mohawk Industries (MHK) 0.2 $666k 4.9k 135.92
Valero Energy Corporation (VLO) 0.2 $648k 12k 53.11
AGCO Corporation (AGCO) 0.2 $656k 12k 55.13
Eagle Materials (EXP) 0.2 $656k 7.4k 88.65
Beacon Roofing Supply (BECN) 0.2 $653k 17k 38.64
Vistaprint N V 0.2 $650k 13k 49.24
Graphic Packaging Holding Company (GPK) 0.2 $666k 66k 10.15
Semtech Corporation (SMTC) 0.2 $649k 26k 25.35
Cambrex Corporation 0.2 $655k 35k 18.88
FirstMerit Corporation 0.2 $633k 30k 20.82
Flowers Foods (FLO) 0.2 $648k 30k 21.46
Babcock & Wilcox 0.2 $654k 20k 33.20
Hca Holdings (HCA) 0.2 $651k 12k 52.50
Zeltiq Aesthetics 0.2 $665k 34k 19.62
Inteliquent 0.2 $665k 46k 14.52
Premier (PINC) 0.2 $633k 19k 32.97
Vertex Pharmaceuticals Incorporated (VRTX) 0.2 $601k 8.5k 70.71
Newell Rubbermaid (NWL) 0.2 $610k 20k 29.90
Tuesday Morning Corporation 0.2 $608k 43k 14.14
Lamar Advertising Company 0.2 $627k 12k 50.98
Omnicare 0.2 $615k 10k 59.71
Blue Nile 0.2 $599k 17k 34.83
Hertz Global Holdings 0.2 $618k 23k 26.64
Tesco Corporation 0.2 $599k 32k 18.49
Nektar Therapeutics 0.2 $599k 49k 12.13
VMware 0.2 $605k 5.6k 108.04
Alnylam Pharmaceuticals (ALNY) 0.2 $624k 9.3k 67.10
Envestnet (ENV) 0.2 $623k 16k 40.19
Quad/Graphics (QUAD) 0.2 $610k 26k 23.46
JinkoSolar Holding (JKS) 0.2 $623k 22k 27.94
Manning & Napier Inc cl a 0.2 $631k 38k 16.78
Blucora 0.2 $620k 32k 19.68
Libertyinteractivecorp lbtventcoma 0.2 $600k 4.6k 130.43
Fleetmatics 0.2 $602k 18k 33.44
Cit 0.2 $564k 12k 49.04
Tree 0.2 $587k 19k 31.06
Universal Health Services (UHS) 0.2 $591k 7.2k 82.08
Telefonaktiebolaget LM Ericsson (ERIC) 0.2 $573k 43k 13.33
PG&E Corporation (PCG) 0.2 $570k 13k 43.18
Maximus (MMS) 0.2 $570k 13k 44.88
Ingram Micro 0.2 $591k 20k 29.55
Energy Recovery (ERII) 0.2 $593k 112k 5.32
Vail Resorts (MTN) 0.2 $592k 8.5k 69.65
Steven Madden (SHOO) 0.2 $594k 17k 36.00
Textron (TXT) 0.2 $566k 14k 39.31
Akorn 0.2 $568k 26k 22.02
United States Steel Corporation 0.2 $580k 21k 27.62
Rex American Resources (REX) 0.2 $582k 10k 57.06
Willbros 0.2 $583k 46k 12.62
Motorcar Parts of America (MPAA) 0.2 $593k 22k 26.59
Wageworks 0.2 $584k 10k 56.15
Five Below (FIVE) 0.2 $582k 14k 42.48
Berry Plastics (BERY) 0.2 $597k 26k 23.14
International Rectifier Corporation 0.2 $534k 20k 27.38
Insight Enterprises (NSIT) 0.2 $560k 22k 25.11
Skechers USA 0.2 $559k 15k 36.54
Salix Pharmaceuticals 0.2 $539k 5.2k 103.65
Aqua America 0.2 $554k 22k 25.07
Icg Group 0.2 $560k 27k 20.44
Exelis 0.2 $530k 28k 19.00
Telephone And Data Systems (TDS) 0.2 $532k 20k 26.21
Mrc Global Inc cmn (MRC) 0.2 $545k 20k 26.98
Bloomin Brands (BLMN) 0.2 $542k 23k 24.09
Steris Corporation 0.1 $511k 11k 47.76
Goodyear Tire & Rubber Company (GT) 0.1 $512k 20k 26.12
Sotheby's 0.1 $510k 12k 43.59
NCR Corporation (VYX) 0.1 $501k 14k 36.57
McClatchy Company 0.1 $520k 81k 6.42
ACCO Brands Corporation (ACCO) 0.1 $509k 83k 6.15
Newpark Resources (NPKI) 0.1 $505k 44k 11.45
PetroQuest Energy 0.1 $508k 89k 5.70
Flextronics International Ltd Com Stk (FLEX) 0.1 $512k 55k 9.24
Herbalife Ltd Com Stk (HLF) 0.1 $498k 8.7k 57.24
OSI Systems (OSIS) 0.1 $503k 8.4k 59.88
Westlake Chemical Corporation (WLK) 0.1 $529k 8.0k 66.12
Builders FirstSource (BLDR) 0.1 $516k 57k 9.10
Trina Solar 0.1 $507k 38k 13.45
Pharmacyclics 0.1 $511k 5.1k 100.20
Silicom (SILC) 0.1 $509k 8.2k 62.07
Anacor Pharmaceuticals In 0.1 $500k 25k 20.00
Acelrx Pharmaceuticals 0.1 $507k 42k 12.01
America Movil Sab De Cv spon adr l 0.1 $465k 23k 19.87
La-Z-Boy Incorporated (LZB) 0.1 $474k 18k 27.09
Integrated Device Technology 0.1 $475k 39k 12.24
ConocoPhillips (COP) 0.1 $485k 6.9k 70.29
EOG Resources (EOG) 0.1 $490k 2.5k 196.00
TrueBlue (TBI) 0.1 $486k 17k 29.28
Newport Corporation 0.1 $463k 22k 20.67
Banco Macro SA (BMA) 0.1 $484k 17k 28.14
Emulex Corporation 0.1 $469k 63k 7.40
Bio-Rad Laboratories (BIO) 0.1 $474k 3.7k 128.11
IPG Photonics Corporation (IPGP) 0.1 $469k 6.6k 71.06
Red Robin Gourmet Burgers (RRGB) 0.1 $466k 6.5k 71.69
Geo 0.1 $490k 15k 32.24
QEP Resources 0.1 $489k 17k 29.46
WisdomTree Investments (WT) 0.1 $471k 36k 13.12
Intercept Pharmaceuticals In 0.1 $462k 1.4k 330.00
CIGNA Corporation 0.1 $452k 5.4k 83.70
Echostar Corporation (SATS) 0.1 $428k 9.0k 47.56
Gilead Sciences (GILD) 0.1 $454k 6.4k 70.94
Prudential Financial (PRU) 0.1 $440k 5.2k 84.62
Kaiser Aluminum (KALU) 0.1 $429k 6.0k 71.50
Kelly Services (KELYA) 0.1 $458k 19k 23.73
Benchmark Electronics (BHE) 0.1 $439k 19k 22.63
Core-Mark Holding Company 0.1 $436k 6.0k 72.67
Cal-Maine Foods (CALM) 0.1 $458k 7.3k 62.74
WebMD Health 0.1 $435k 11k 41.43
Newlink Genetics Corporation 0.1 $432k 15k 28.42
Altisource Residential Corp cl b 0.1 $432k 14k 31.53
Liberty Global Inc Com Ser A 0.1 $428k 10k 41.55
Acceleron Pharma 0.1 $435k 13k 34.52
Sprouts Fmrs Mkt (SFM) 0.1 $432k 12k 36.00
Clubcorp Hldgs 0.1 $455k 24k 18.88
Cabot Oil & Gas Corporation (CTRA) 0.1 $417k 12k 33.90
Everest Re Group (EG) 0.1 $398k 2.6k 153.08
AvalonBay Communities (AVB) 0.1 $394k 3.0k 131.33
Sina Corporation 0.1 $405k 6.7k 60.45
TeleTech Holdings 0.1 $404k 17k 24.48
Investment Technology 0.1 $408k 20k 20.20
Employers Holdings (EIG) 0.1 $427k 21k 20.24
SBA Communications Corporation 0.1 $409k 4.5k 90.89
Tsakos Energy Navigation 0.1 $396k 51k 7.76
Align Technology (ALGN) 0.1 $399k 7.7k 51.82
Copa Holdings Sa-class A (CPA) 0.1 $407k 2.8k 145.36
Hollysys Automation Technolo (HOLI) 0.1 $405k 19k 21.54
Virtus Investment Partners (VRTS) 0.1 $398k 2.3k 173.04
Roadrunner Transportation Services Hold. 0.1 $406k 16k 25.22
Addus Homecare Corp (ADUS) 0.1 $413k 18k 23.07
Hldgs (UAL) 0.1 $415k 9.3k 44.62
Insperity (NSP) 0.1 $421k 14k 30.96
Global Eagle Acquisition Cor 0.1 $396k 25k 15.78
Move 0.1 $409k 35k 11.55
Regional Management (RM) 0.1 $404k 16k 24.63
Ambarella (AMBA) 0.1 $425k 16k 26.73
Envision Healthcare Hlds 0.1 $396k 12k 33.85
Ansys (ANSS) 0.1 $370k 4.8k 77.08
Electronic Arts (EA) 0.1 $374k 13k 28.99
Verizon Communications (VZ) 0.1 $381k 8.0k 47.62
TETRA Technologies (TTI) 0.1 $381k 30k 12.79
Las Vegas Sands (LVS) 0.1 $380k 4.7k 80.85
National-Oilwell Var 0.1 $374k 4.8k 77.92
Old Republic International Corporation (ORI) 0.1 $361k 22k 16.41
FelCor Lodging Trust Incorporated 0.1 $387k 43k 9.04
Myers Industries (MYE) 0.1 $367k 18k 19.95
Grupo Financiero Galicia (GGAL) 0.1 $377k 31k 12.32
Texas Roadhouse (TXRH) 0.1 $376k 14k 26.11
Aceto Corporation 0.1 $366k 18k 20.11
Chemical Financial Corporation 0.1 $393k 12k 32.48
Comfort Systems USA (FIX) 0.1 $367k 24k 15.23
ICF International (ICFI) 0.1 $366k 9.2k 39.78
ImmunoGen 0.1 $388k 26k 14.92
Movado (MOV) 0.1 $374k 8.2k 45.61
American International (AIG) 0.1 $390k 7.8k 50.00
General Motors Company (GM) 0.1 $375k 11k 34.40
Citigroup (C) 0.1 $390k 8.2k 47.56
Ddr Corp 0.1 $382k 23k 16.47
Popular (BPOP) 0.1 $363k 12k 31.03
MGIC Investment (MTG) 0.1 $343k 40k 8.51
Abbott Laboratories (ABT) 0.1 $350k 9.1k 38.46
PPG Industries (PPG) 0.1 $348k 1.8k 193.33
Gol Linhas Aereas Inteligentes SA 0.1 $343k 71k 4.86
Christopher & Banks Corporation (CBKCQ) 0.1 $328k 50k 6.61
Callaway Golf Company (MODG) 0.1 $333k 33k 10.21
Anadarko Petroleum Corporation 0.1 $348k 4.1k 84.88
Hess (HES) 0.1 $356k 4.3k 82.79
Hewlett-Packard Company 0.1 $356k 11k 32.36
ITC Holdings 0.1 $329k 8.8k 37.39
Manpower (MAN) 0.1 $339k 4.3k 78.84
Cohen & Steers (CNS) 0.1 $347k 8.7k 39.89
Dollar Tree (DLTR) 0.1 $339k 6.5k 52.15
Tesoro Corporation 0.1 $339k 6.7k 50.60
Stage Stores 0.1 $328k 13k 24.48
Activision Blizzard 0.1 $325k 16k 20.44
Advanced Energy Industries (AEIS) 0.1 $343k 14k 24.50
Edison International (EIX) 0.1 $357k 6.3k 56.67
Huntsman Corporation (HUN) 0.1 $357k 15k 24.45
Resource Capital 0.1 $338k 61k 5.58
BioCryst Pharmaceuticals (BCRX) 0.1 $344k 33k 10.58
Cognex Corporation (CGNX) 0.1 $332k 9.8k 33.88
Comtech Telecomm (CMTL) 0.1 $335k 11k 31.90
Piper Jaffray Companies (PIPR) 0.1 $357k 7.8k 45.77
UIL Holdings Corporation 0.1 $346k 9.4k 36.81
Capella Education Company 0.1 $354k 5.6k 63.21
LOGITECH INTERNATIONAL SA APP Com Stk (LOGI) 0.1 $357k 24k 14.88
MGM Resorts International. (MGM) 0.1 $336k 13k 25.85
Worthington Industries (WOR) 0.1 $344k 9.0k 38.22
Furmanite Corporation 0.1 $353k 36k 9.83
Ruth's Hospitality 0.1 $345k 29k 12.11
Madison Square Garden 0.1 $329k 5.8k 56.72
Pernix Therapeutics Holdings 0.1 $341k 64k 5.35
Magicjack Vocaltec 0.1 $357k 17k 21.25
Jazz Pharmaceuticals (JAZZ) 0.1 $333k 2.4k 138.75
Laredo Petroleum Holdings 0.1 $326k 13k 25.87
Home Loan Servicing Solution ord 0.1 $354k 16k 21.59
Devon Energy Corporation (DVN) 0.1 $308k 4.6k 66.96
Steelcase (SCS) 0.1 $291k 18k 16.63
Travelers Companies (TRV) 0.1 $298k 3.5k 85.14
Schnitzer Steel Industries (RDUS) 0.1 $317k 11k 28.82
Winnebago Industries (WGO) 0.1 $304k 11k 27.39
AmerisourceBergen (COR) 0.1 $308k 4.7k 65.53
JetBlue Airways Corporation (JBLU) 0.1 $311k 36k 8.69
Yum! Brands (YUM) 0.1 $294k 3.9k 75.38
Occidental Petroleum Corporation (OXY) 0.1 $295k 3.1k 95.16
Stericycle (SRCL) 0.1 $307k 2.7k 113.70
Ultimate Software 0.1 $301k 2.2k 136.82
Calpine Corporation 0.1 $299k 14k 20.91
Companhia de Saneamento Basi (SBS) 0.1 $323k 35k 9.26
Cantel Medical 0.1 $314k 9.3k 33.76
Perficient (PRFT) 0.1 $324k 18k 18.10
Digital River 0.1 $315k 18k 17.40
Great Lakes Dredge & Dock Corporation (GLDD) 0.1 $297k 33k 9.14
Informatica Corporation 0.1 $321k 8.5k 37.76
SanDisk Corporation 0.1 $317k 3.9k 81.28
Headwaters Incorporated 0.1 $312k 24k 13.22
Lattice Semiconductor (LSCC) 0.1 $320k 41k 7.84
Cavco Industries (CVCO) 0.1 $298k 3.8k 78.42
Sinovac Biotech 0.1 $310k 43k 7.21
PGT 0.1 $311k 27k 11.52
SM Energy (SM) 0.1 $321k 4.5k 71.33
Ultra Clean Holdings (UCTT) 0.1 $292k 22k 13.15
Clearfield (CLFD) 0.1 $316k 14k 23.07
Thermon Group Holdings (THR) 0.1 $313k 14k 23.19
Bankrate 0.1 $300k 18k 16.95
Ag Mtg Invt Tr 0.1 $305k 17k 17.53
Brightcove (BCOV) 0.1 $307k 31k 9.84
Alexander & Baldwin (ALEX) 0.1 $319k 7.5k 42.53
Boise Cascade (BCC) 0.1 $298k 10k 28.65
Intelsat Sa 0.1 $324k 17k 18.73
Avianca Holdings Sa 0.1 $309k 18k 17.07
Comcast Corporation (CMCSA) 0.1 $280k 5.6k 50.00
Petroleo Brasileiro SA (PBR) 0.1 $264k 20k 13.13
Crown Castle International 0.1 $280k 3.8k 73.68
FedEx Corporation (FDX) 0.1 $278k 2.1k 132.38
Home Depot (HD) 0.1 $277k 3.5k 79.14
Bed Bath & Beyond 0.1 $282k 4.1k 68.78
Host Hotels & Resorts (HST) 0.1 $273k 14k 20.22
AFLAC Incorporated (AFL) 0.1 $290k 4.6k 63.04
ABM Industries (ABM) 0.1 $264k 9.2k 28.70
McKesson Corporation (MCK) 0.1 $265k 1.5k 176.67
CareFusion Corporation 0.1 $261k 6.5k 40.15
GlaxoSmithKline 0.1 $283k 5.3k 53.40
Symantec Corporation 0.1 $272k 14k 20.00
Qualcomm (QCOM) 0.1 $260k 3.3k 78.79
TJX Companies (TJX) 0.1 $279k 4.6k 60.65
Anheuser-Busch InBev NV (BUD) 0.1 $263k 2.5k 105.20
Lowe's Companies (LOW) 0.1 $269k 5.5k 48.91
Washington Real Estate Investment Trust (ELME) 0.1 $260k 11k 23.85
Prestige Brands Holdings (PBH) 0.1 $278k 10k 27.25
Coca-Cola Bottling Co. Consolidated (COKE) 0.1 $272k 3.2k 85.00
Cumulus Media 0.1 $258k 37k 6.92
J.M. Smucker Company (SJM) 0.1 $263k 2.7k 97.41
Whiting Petroleum Corporation 0.1 $257k 3.7k 69.46
Domino's Pizza (DPZ) 0.1 $262k 3.4k 77.06
Kimball International 0.1 $268k 15k 18.11
SeaChange International 0.1 $259k 25k 10.44
American Axle & Manufact. Holdings (AXL) 0.1 $257k 14k 18.49
Tutor Perini Corporation (TPC) 0.1 $264k 9.2k 28.70
CIRCOR International 0.1 $257k 3.5k 73.43
Korn/Ferry International (KFY) 0.1 $289k 9.7k 29.79
Chipotle Mexican Grill (CMG) 0.1 $284k 500.00 568.00
Infinera 0.1 $283k 31k 9.07
Parker Drilling Company 0.1 $281k 40k 7.10
Vanda Pharmaceuticals (VNDA) 0.1 $263k 16k 16.23
ARM Holdings 0.1 $265k 5.2k 50.96
Computer Programs & Systems (TBRG) 0.1 $265k 4.1k 64.63
Neustar 0.1 $257k 7.9k 32.53
Ocwen Financial Corporation 0.1 $274k 7.0k 39.14
Republic Airways Holdings 0.1 $272k 30k 9.13
Tessera Technologies 0.1 $288k 12k 23.61
Callon Pete Co Del Com Stk 0.1 $290k 35k 8.38
NPS Pharmaceuticals 0.1 $269k 9.0k 29.89
iRobot Corporation (IRBT) 0.1 $287k 7.0k 41.00
Quaker Chemical Corporation (KWR) 0.1 $276k 3.5k 78.86
Validus Holdings 0.1 $272k 7.2k 37.78
American Water Works (AWK) 0.1 $281k 6.2k 45.32
Dollar General (DG) 0.1 $272k 4.9k 55.51
Quality Distribution 0.1 $266k 21k 12.98
Generac Holdings (GNRC) 0.1 $259k 4.4k 58.86
Kodiak Oil & Gas 0.1 $283k 23k 12.15
Booz Allen Hamilton Holding Corporation (BAH) 0.1 $286k 13k 22.00
Semgroup Corp cl a 0.1 $263k 4.0k 65.75
Alliance Fiber Optic Products 0.1 $259k 18k 14.47
Qihoo 360 Technologies Co Lt 0.1 $289k 2.9k 99.66
Yandex Nv-a (NBIS) 0.1 $284k 9.4k 30.21
Ellie Mae 0.1 $265k 9.2k 28.80
Phoenix New Media 0.1 $260k 25k 10.36
Itt 0.1 $274k 6.4k 42.81
Duke Energy (DUK) 0.1 $271k 3.8k 71.32
Ruckus Wireless 0.1 $289k 24k 12.14
Liberty Media 0.1 $288k 2.2k 130.91
REPCOM cla 0.1 $267k 3.5k 76.29
Bright Horizons Fam Sol In D (BFAM) 0.1 $270k 6.9k 39.13
Jamba 0.1 $267k 22k 11.97
Banco Santander (BSBR) 0.1 $234k 42k 5.57
Taiwan Semiconductor Mfg (TSM) 0.1 $244k 12k 20.00
Goldman Sachs (GS) 0.1 $246k 1.5k 164.00
State Street Corporation (STT) 0.1 $236k 3.4k 69.41
Ace Limited Cmn 0.1 $228k 2.3k 99.13
Exxon Mobil Corporation (XOM) 0.1 $244k 2.5k 97.60
Archer Daniels Midland Company (ADM) 0.1 $230k 5.3k 43.40
FMC Technologies 0.1 $251k 4.8k 52.29
Sealed Air (SEE) 0.1 $224k 6.8k 32.94
Kinder Morgan Management 0.1 $251k 3.5k 71.71
KBR (KBR) 0.1 $240k 9.0k 26.67
Emerson Electric (EMR) 0.1 $247k 3.7k 66.76
Honeywell International (HON) 0.1 $250k 2.7k 92.59
Ban (TBBK) 0.1 $254k 14k 18.81
FactSet Research Systems (FDS) 0.1 $248k 2.3k 107.83
Greenlight Capital Re Ltd cl a (GLRE) 0.1 $253k 7.7k 32.86
American Woodmark Corporation (AMWD) 0.1 $242k 7.2k 33.61
ProAssurance Corporation (PRA) 0.1 $240k 5.4k 44.44
Toyota Motor Corporation (TM) 0.1 $237k 2.1k 112.86
Entravision Communication (EVC) 0.1 $255k 38k 6.69
Calamos Asset Management 0.1 $246k 19k 12.95
Universal Display Corporation (OLED) 0.1 $223k 7.0k 31.86
Dril-Quip (DRQ) 0.1 $224k 2.0k 112.00
Home Inns & Hotels Management 0.1 $252k 7.8k 32.31
New Jersey Resources Corporation (NJR) 0.1 $239k 4.8k 49.79
Pepco Holdings 0.1 $238k 12k 20.52
Centene Corporation (CNC) 0.1 $249k 4.0k 62.25
Jarden Corporation 0.1 $251k 4.2k 59.76
RTI International Metals 0.1 $253k 9.1k 27.80
Actuate Corporation 0.1 $235k 39k 6.01
Agnico (AEM) 0.1 $227k 7.5k 30.27
Brookdale Senior Living (BKD) 0.1 $251k 7.5k 33.47
NorthWestern Corporation (NWE) 0.1 $256k 5.4k 47.41
CommVault Systems (CVLT) 0.1 $240k 3.7k 64.86
Smith & Wesson Holding Corporation 0.1 $244k 17k 14.61
Marchex (MCHX) 0.1 $225k 21k 10.51
Apollo Commercial Real Est. Finance (ARI) 0.1 $239k 14k 16.60
Fabrinet (FN) 0.1 $245k 12k 20.76
Rait Financial Trust 0.1 $230k 27k 8.49
Gnc Holdings Inc Cl A 0.1 $255k 5.8k 43.97
Wendy's/arby's Group (WEN) 0.1 $248k 27k 9.12
Cubesmart (CUBE) 0.1 $252k 15k 17.14
Dunkin' Brands Group 0.1 $231k 4.6k 50.22
Ingredion Incorporated (INGR) 0.1 $252k 3.7k 68.11
Pioneer Energy Services 0.1 $223k 17k 12.97
Cyrusone 0.1 $250k 12k 20.83
Hci (HCI) 0.1 $226k 6.2k 36.45
Gigamon 0.1 $255k 8.4k 30.36
Twenty-first Century Fox 0.1 $246k 7.7k 31.95
Global Brass & Coppr Hldgs I 0.1 $240k 15k 15.79
Actavis 0.1 $247k 1.2k 205.83
Springleaf Holdings 0.1 $244k 9.7k 25.15
Infosys Technologies (INFY) 0.1 $206k 3.8k 54.21
Petroleo Brasileiro SA (PBR.A) 0.1 $214k 15k 13.90
CMS Energy Corporation (CMS) 0.1 $220k 7.5k 29.33
IAC/InterActive 0.1 $221k 3.1k 71.29
Monsanto Company 0.1 $205k 1.8k 113.89
Pfizer (PFE) 0.1 $222k 6.9k 32.17
Sony Corporation (SONY) 0.1 $197k 10k 19.13
General Electric Company 0.1 $215k 8.3k 25.90
Mattel (MAT) 0.1 $217k 5.4k 40.19
Boeing Company (BA) 0.1 $213k 1.7k 125.29
Morgan Stanley (MS) 0.1 $209k 6.7k 31.19
Lockheed Martin Corporation (LMT) 0.1 $212k 1.3k 163.08
Altria (MO) 0.1 $213k 5.7k 37.37
Pepsi (PEP) 0.1 $217k 2.6k 83.46
Schlumberger (SLB) 0.1 $205k 2.1k 97.62
Freeport-McMoRan Copper & Gold (FCX) 0.1 $222k 6.7k 33.13
Jacobs Engineering 0.1 $222k 3.5k 63.43
Newcastle Investment 0.1 $219k 47k 4.69
Atmel Corporation 0.1 $196k 23k 8.38
Eaton Vance 0.1 $202k 5.3k 38.11
ArcelorMittal 0.1 $221k 14k 16.13
Celanese Corporation (CE) 0.1 $222k 4.0k 55.50
Ship Finance Intl 0.1 $219k 12k 17.95
Century Aluminum Company (CENX) 0.1 $190k 14k 13.19
Cross Country Healthcare (CCRN) 0.1 $218k 27k 8.07
PolyOne Corporation 0.1 $216k 5.9k 36.61
Bill Barrett Corporation 0.1 $205k 8.0k 25.62
MetLife (MET) 0.1 $201k 3.8k 52.89
EnPro Industries (NPO) 0.1 $211k 2.9k 72.76
Dr. Reddy's Laboratories (RDY) 0.1 $202k 4.6k 43.91
RF Micro Devices 0.1 $194k 25k 7.89
ShoreTel 0.1 $212k 25k 8.62
Teledyne Technologies Incorporated (TDY) 0.1 $214k 2.2k 97.27
Alon USA Energy 0.1 $221k 15k 14.93
Independent Bank (INDB) 0.1 $205k 5.2k 39.42
Braskem SA (BAK) 0.1 $216k 14k 15.65
Industries N shs - a - (LYB) 0.1 $213k 2.4k 88.75
Pacific Biosciences of California (PACB) 0.1 $210k 39k 5.34
Compugen (CGEN) 0.1 $206k 20k 10.51
IGI Laboratories 0.1 $189k 34k 5.64
Cbre Group Inc Cl A (CBRE) 0.1 $217k 7.9k 27.47
Lumos Networks 0.1 $194k 15k 13.38
Bank Of Ireland Spons 0.1 $197k 10k 19.31
Roundy's 0.1 $203k 30k 6.88
Vocera Communications 0.1 $196k 12k 16.33
Performant Finl (PHLT) 0.1 $188k 21k 9.04
Ja Solar Holdings Co Ltd spon adr rep5ord 0.1 $217k 21k 10.19
Paragon Shipping Inc cl a 0.1 $189k 28k 6.85
Amira Nature Foods 0.1 $211k 12k 17.02
Quintiles Transnatio Hldgs I 0.1 $208k 4.1k 50.73
Gogo (GOGO) 0.1 $222k 11k 20.56
Dean Foods Company 0.1 $220k 14k 15.49
Third Point Reinsurance 0.1 $204k 13k 15.81
Shanda Games 0.1 $180k 28k 6.47
Blount International 0.1 $170k 14k 11.89
First Midwest Ban 0.1 $179k 11k 17.05
Brooks Automation (AZTA) 0.1 $155k 14k 10.92
Marvell Technology Group 0.1 $180k 11k 15.79
Kronos Worldwide (KRO) 0.1 $172k 10k 16.70
Pantry 0.1 $178k 12k 15.34
Repligen Corporation (RGEN) 0.1 $177k 14k 12.83
Gran Tierra Energy 0.1 $162k 22k 7.50
Celldex Therapeutics 0.1 $182k 10k 17.67
Express 0.1 $186k 12k 15.90
Retail Opportunity Investments 0.1 $187k 13k 14.96
Kratos Defense & Security Solutions (KTOS) 0.1 $164k 22k 7.52
Magnachip Semiconductor Corp (MX) 0.1 $183k 13k 13.97
Synergy Res Corp 0.1 $187k 17k 10.75
Denny's Corporation (DENN) 0.0 $121k 19k 6.44
Two Harbors Investment 0.0 $129k 13k 10.24
Cemex SAB de CV (CX) 0.0 $133k 11k 12.67
bebe stores 0.0 $125k 21k 6.10
Wilshire Ban 0.0 $135k 12k 11.07
Vale 0.0 $139k 11k 12.41
Endologix 0.0 $149k 12k 12.84
Cys Investments 0.0 $152k 18k 8.26
Dfc Global 0.0 $124k 14k 8.86
Verastem 0.0 $124k 12k 10.78
Dht Holdings (DHT) 0.0 $122k 16k 7.77
Broadwind Energy (BWEN) 0.0 $152k 12k 12.26
National Bk Greece S A spn adr rep 1 sh 0.0 $121k 22k 5.55
Kofax 0.0 $143k 17k 8.67
Nam Tai Electronics 0.0 $97k 17k 5.88
Dot Hill Systems 0.0 $91k 24k 3.86
ON Semiconductor (ON) 0.0 $106k 11k 9.38
Silicon Image 0.0 $86k 12k 6.94
Harmonic (HLIT) 0.0 $90k 13k 7.14
CryoLife (AORT) 0.0 $113k 11k 10.00
Immersion Corporation (IMMR) 0.0 $113k 11k 10.56
Rigel Pharmaceuticals 0.0 $94k 24k 3.88
Accuray Incorporated (ARAY) 0.0 $97k 10k 9.60
Martha Stewart Living Omnimedia 0.0 $107k 24k 4.51
Lionbridge Technologies 0.0 $112k 17k 6.71
Kite Realty Group Trust 0.0 $92k 15k 5.97
Calix (CALX) 0.0 $95k 11k 8.41
QuickLogic Corporation 0.0 $109k 21k 5.19
Sprint 0.0 $102k 11k 9.19
Biotelemetry 0.0 $117k 12k 10.09
LeapFrog Enterprises 0.0 $85k 11k 7.52
Idera Pharmaceuticals 0.0 $57k 14k 4.07
Warren Resources 0.0 $55k 12k 4.78
Zix Corporation 0.0 $64k 16k 4.13