Ellington Management Group

Ellington Management as of Sept. 30, 2015

Portfolio Holdings for Ellington Management

Ellington Management holds 676 positions in its portfolio as reported in the September 2015 quarterly 13F filing

Company (Ticker)
Portfolio Weight
Valued At
Change in Shares
Share Count
Share Price
Ellington Financial 4.9 $17M 970k 17.88
Ciena Corporation (CIEN) 0.9 $3.3M 160k 20.72
Cal-Maine Foods (CALM) 0.6 $2.3M 41k 54.60
Northstar Asset Management C 0.6 $2.2M 157k 14.36
Marriott International (MAR) 0.6 $2.1M 31k 68.21
Tech Data Corporation 0.6 $2.1M 31k 68.49
E TRADE Financial Corporation 0.6 $2.0M 78k 26.33
Spdr S&p 500 Etf (SPY) 0.6 $2.1M 11k 191.59
Lululemon Athletica (LULU) 0.6 $2.0M 40k 50.65
Aspen Technology 0.6 $2.0M 53k 37.92
Pbf Energy Inc cl a (PBF) 0.5 $1.9M 67k 28.23
Express 0.5 $1.9M 104k 17.87
Credit Suisse Group 0.5 $1.8M 75k 24.02
Exelon Corporation (EXC) 0.5 $1.8M 61k 29.70
Cirrus Logic (CRUS) 0.5 $1.8M 58k 31.51
Masco Corporation (MAS) 0.5 $1.7M 68k 25.18
Jarden Corporation 0.5 $1.7M 36k 48.88
Centene Corporation (CNC) 0.5 $1.7M 31k 54.23
Herbalife Ltd Com Stk (HLF) 0.5 $1.7M 30k 54.49
Teekay Tankers Ltd cl a 0.5 $1.6M 236k 6.90
Brunswick Corporation (BC) 0.5 $1.6M 33k 47.90
Newfield Exploration 0.4 $1.6M 48k 32.91
Sempra Energy (SRE) 0.4 $1.6M 16k 96.71
Ctrip.com International 0.4 $1.5M 24k 63.18
Broadridge Financial Solutions (BR) 0.4 $1.5M 27k 55.35
Hain Celestial (HAIN) 0.4 $1.5M 29k 51.59
Expeditors International of Washington (EXPD) 0.4 $1.5M 31k 47.06
Valero Energy Corporation (VLO) 0.4 $1.5M 25k 60.08
Marathon Petroleum Corp (MPC) 0.4 $1.5M 31k 46.34
Tessera Technologies 0.4 $1.4M 43k 32.42
Visteon Corporation (VC) 0.4 $1.4M 14k 101.22
Dave & Buster's Entertainmnt (PLAY) 0.4 $1.4M 37k 37.84
Cardinal Health (CAH) 0.4 $1.3M 18k 76.80
Cracker Barrel Old Country Store (CBRL) 0.4 $1.4M 9.2k 147.31
Realogy Hldgs (HOUS) 0.4 $1.3M 36k 37.63
Leidos Holdings (LDOS) 0.4 $1.3M 32k 41.30
Jack in the Box (JACK) 0.4 $1.3M 17k 77.06
Brinker International (EAT) 0.4 $1.3M 25k 52.68
Concho Resources 0.4 $1.3M 13k 98.27
Seadrill 0.4 $1.3M 225k 5.90
Commercial Metals Company (CMC) 0.4 $1.3M 94k 13.55
Spirit AeroSystems Holdings (SPR) 0.4 $1.3M 26k 48.36
Citigroup (C) 0.4 $1.3M 26k 49.62
Yrc Worldwide Inc Com par $.01 0.3 $1.2M 93k 13.26
Noble Corp Plc equity 0.3 $1.2M 114k 10.91
Hudson City Ban 0.3 $1.2M 120k 10.17
Regal Entertainment 0.3 $1.2M 64k 18.69
Tesoro Corporation 0.3 $1.2M 12k 97.24
Bloomin Brands (BLMN) 0.3 $1.2M 66k 18.18
Taiwan Semiconductor Mfg (TSM) 0.3 $1.2M 57k 20.76
Universal Insurance Holdings (UVE) 0.3 $1.2M 39k 29.55
Youku 0.3 $1.2M 66k 17.64
WisdomTree Investments (WT) 0.3 $1.2M 73k 16.13
Owens Corning (OC) 0.3 $1.2M 28k 41.93
eBay (EBAY) 0.3 $1.1M 46k 24.43
FactSet Research Systems (FDS) 0.3 $1.1M 7.0k 159.86
Hawaiian Holdings 0.3 $1.1M 46k 24.67
Amedisys (AMED) 0.3 $1.1M 30k 37.97
Briggs & Stratton Corporation 0.3 $1.1M 58k 19.31
Steel Dynamics (STLD) 0.3 $1.1M 64k 17.17
Evercore Partners (EVR) 0.3 $1.1M 22k 50.25
Manhattan Associates (MANH) 0.3 $1.1M 18k 62.30
F5 Networks (FFIV) 0.3 $1.1M 9.4k 115.85
Scotts Miracle-Gro Company (SMG) 0.3 $1.1M 18k 60.83
Visa (V) 0.3 $1.1M 15k 69.68
East West Ban (EWBC) 0.3 $1.1M 28k 38.41
American Capital Agency 0.3 $1.1M 58k 18.70
Whitewave Foods 0.3 $1.1M 27k 40.15
Hubbell Incorporated 0.3 $1.0M 12k 84.92
Integrated Device Technology 0.3 $1.0M 51k 20.29
Central Garden & Pet (CENT) 0.3 $1.0M 67k 15.47
Infinera (INFN) 0.3 $1.0M 52k 19.56
Tower Semiconductor (TSEM) 0.3 $1.0M 79k 12.88
Fnf (FNF) 0.3 $1.0M 29k 35.46
Nordic American Tanker Shippin (NAT) 0.3 $996k 66k 15.19
Walker & Dunlop (WD) 0.3 $1.0M 39k 26.08
Earthlink Holdings 0.3 $1.0M 129k 7.78
Nu Skin Enterprises (NUS) 0.3 $966k 23k 41.28
Syngenta 0.3 $957k 15k 63.80
Kennametal (KMT) 0.3 $956k 38k 24.90
Jabil Circuit (JBL) 0.3 $966k 43k 22.36
Central Garden & Pet (CENTA) 0.3 $946k 59k 16.12
Simon Property (SPG) 0.3 $958k 5.2k 183.77
Ralph Lauren Corp (RL) 0.3 $957k 8.1k 118.15
Sotheby's 0.3 $911k 29k 31.96
Monster Worldwide 0.3 $906k 141k 6.42
VeriFone Systems 0.3 $913k 33k 27.73
Gnc Holdings Inc Cl A 0.3 $909k 23k 40.40
Berry Plastics (BERY) 0.3 $926k 31k 30.06
J.B. Hunt Transport Services (JBHT) 0.2 $871k 12k 71.39
BE Aerospace 0.2 $891k 20k 43.89
Alliance Data Systems Corporation (BFH) 0.2 $881k 3.4k 259.12
MercadoLibre (MELI) 0.2 $883k 9.7k 91.03
Mead Johnson Nutrition 0.2 $894k 13k 70.39
DSW 0.2 $883k 35k 25.30
Ihs 0.2 $870k 7.5k 116.00
Five Below (FIVE) 0.2 $897k 27k 33.60
Kate Spade & Co 0.2 $885k 46k 19.11
Altisource Portfolio Solns S reg (ASPS) 0.2 $836k 35k 23.84
Harris Corporation 0.2 $867k 12k 73.15
Service Corporation International (SCI) 0.2 $854k 32k 27.11
NutriSystem 0.2 $869k 33k 26.51
MDC PARTNERS INC CL A SUB Vtg 0.2 $851k 46k 18.43
Rsp Permian 0.2 $836k 41k 20.26
MasterCard Incorporated (MA) 0.2 $802k 8.9k 90.11
Tractor Supply Company (TSCO) 0.2 $826k 9.8k 84.29
Ritchie Bros. Auctioneers Inco 0.2 $822k 32k 25.89
Mohawk Industries (MHK) 0.2 $818k 4.5k 181.78
Janus Capital 0.2 $827k 61k 13.60
Amazon (AMZN) 0.2 $819k 1.6k 511.88
NetEase (NTES) 0.2 $817k 6.8k 120.15
Titan Machinery (TITN) 0.2 $809k 71k 11.48
Comfort Systems USA (FIX) 0.2 $834k 31k 27.25
Expedia (EXPE) 0.2 $812k 6.9k 117.68
Pdc Energy 0.2 $832k 16k 52.99
Anthem (ELV) 0.2 $812k 5.8k 140.00
Walgreen Boots Alliance (WBA) 0.2 $831k 10k 83.10
Sherwin-Williams Company (SHW) 0.2 $780k 3.5k 222.86
Schnitzer Steel Industries (RDUS) 0.2 $779k 58k 13.54
Red Hat 0.2 $798k 11k 71.89
Advance Auto Parts (AAP) 0.2 $796k 4.2k 189.52
Companhia Paranaense de Energia 0.2 $786k 96k 8.21
Cross Country Healthcare (CCRN) 0.2 $771k 57k 13.61
Meritor 0.2 $778k 73k 10.63
Netflix (NFLX) 0.2 $754k 7.3k 103.29
MicroStrategy Incorporated (MSTR) 0.2 $732k 3.7k 196.46
KLA-Tencor Corporation (KLAC) 0.2 $730k 15k 50.00
First American Financial (FAF) 0.2 $738k 19k 39.05
American Tower Reit (AMT) 0.2 $757k 8.6k 88.02
Sabre (SABR) 0.2 $742k 27k 27.18
Orbital Atk 0.2 $762k 11k 71.89
Global Payments (GPN) 0.2 $723k 6.3k 114.76
Boeing Company (BA) 0.2 $709k 5.4k 130.88
Entegris (ENTG) 0.2 $704k 53k 13.18
Apple (AAPL) 0.2 $706k 6.4k 110.28
MarineMax (HZO) 0.2 $696k 49k 14.13
Koppers Holdings (KOP) 0.2 $727k 36k 20.17
Lithia Motors (LAD) 0.2 $724k 6.7k 108.06
Movado (MOV) 0.2 $708k 27k 25.82
NCI Building Systems 0.2 $701k 66k 10.57
Rackspace Hosting 0.2 $716k 29k 24.69
Ensco Plc Shs Class A 0.2 $696k 49k 14.09
Ambac Finl (AMBC) 0.2 $721k 50k 14.48
Hd Supply 0.2 $693k 24k 28.64
Tree (TREE) 0.2 $695k 7.5k 93.00
Cognizant Technology Solutions (CTSH) 0.2 $684k 11k 62.65
Abbott Laboratories (ABT) 0.2 $661k 16k 40.21
Robert Half International (RHI) 0.2 $665k 13k 51.15
Skyworks Solutions (SWKS) 0.2 $657k 7.8k 84.23
Aceto Corporation 0.2 $669k 24k 27.44
A. O. Smith Corporation (AOS) 0.2 $658k 10k 65.15
Mellanox Technologies 0.2 $662k 18k 37.78
Qlik Technologies 0.2 $674k 19k 36.43
O'reilly Automotive (ORLY) 0.2 $675k 2.7k 250.00
Cyberark Software (CYBR) 0.2 $662k 13k 50.15
Schlumberger (SLB) 0.2 $635k 9.2k 69.02
KT Corporation (KT) 0.2 $629k 48k 13.08
Cintas Corporation (CTAS) 0.2 $652k 7.6k 85.79
AutoZone (AZO) 0.2 $651k 900.00 723.33
Lannett Company 0.2 $648k 16k 41.54
Ingram Micro 0.2 $651k 24k 27.24
Braskem SA (BAK) 0.2 $622k 74k 8.43
Swift Transportation Company 0.2 $648k 43k 15.01
Mrc Global Inc cmn (MRC) 0.2 $650k 58k 11.15
Liberty Media 0.2 $629k 18k 35.74
Public Storage (PSA) 0.2 $614k 2.9k 211.72
Verisign (VRSN) 0.2 $600k 8.5k 70.59
Newell Rubbermaid (NWL) 0.2 $619k 16k 39.68
SVB Financial (SIVBQ) 0.2 $587k 5.1k 115.51
Cooper Companies 0.2 $595k 4.0k 148.75
Zimmer Holdings (ZBH) 0.2 $593k 6.3k 94.01
Community Health Systems (CYH) 0.2 $616k 14k 42.78
Perry Ellis International 0.2 $600k 27k 21.95
Synaptics, Incorporated (SYNA) 0.2 $593k 7.2k 82.51
Piper Jaffray Companies (PIPR) 0.2 $617k 17k 36.19
Skechers USA (SKX) 0.2 $603k 4.5k 134.00
Textron (TXT) 0.2 $595k 16k 37.66
Anika Therapeutics (ANIK) 0.2 $594k 19k 31.85
BofI Holding 0.2 $606k 4.7k 128.94
Post Holdings Inc Common (POST) 0.2 $603k 10k 59.12
Memorial Resource Development 0.2 $607k 35k 17.59
Equinix (EQIX) 0.2 $601k 2.2k 273.18
Collegium Pharmaceutical Inc Common Stock Usd (COLL) 0.2 $604k 27k 22.12
Affiliated Managers (AMG) 0.2 $564k 3.3k 170.91
Barnes (B) 0.2 $572k 16k 36.06
Men's Wearhouse 0.2 $566k 13k 42.56
McKesson Corporation (MCK) 0.2 $574k 3.1k 185.16
United Technologies Corporation 0.2 $578k 6.5k 88.92
Staples 0.2 $567k 48k 11.74
Lowe's Companies (LOW) 0.2 $572k 8.3k 68.92
Syntel 0.2 $575k 13k 45.28
Wabash National Corporation (WNC) 0.2 $579k 55k 10.59
Align Technology (ALGN) 0.2 $573k 10k 56.73
Oxford Industries (OXM) 0.2 $572k 7.7k 73.88
Synchronoss Technologies 0.2 $554k 17k 32.79
Worthington Industries (WOR) 0.2 $561k 21k 26.46
Neophotonics Corp 0.2 $569k 84k 6.80
Cbre Group Inc Cl A (CBRE) 0.2 $554k 17k 32.02
Yelp Inc cl a (YELP) 0.2 $578k 27k 21.66
58 Com Inc spon adr rep a 0.2 $560k 12k 47.06
Om Asset Management 0.2 $562k 36k 15.43
LG Display (LPL) 0.1 $520k 55k 9.51
Western Digital (WDC) 0.1 $516k 6.5k 79.38
Amgen (AMGN) 0.1 $539k 3.9k 138.21
Macy's (M) 0.1 $538k 11k 51.34
HFF 0.1 $517k 15k 33.79
Highwoods Properties (HIW) 0.1 $546k 14k 38.72
Eaton Vance 0.1 $545k 16k 33.44
Atmos Energy Corporation (ATO) 0.1 $535k 9.2k 58.15
CenterPoint Energy (CNP) 0.1 $516k 29k 18.04
Group 1 Automotive (GPI) 0.1 $545k 6.4k 85.16
Stone Energy Corporation 0.1 $550k 111k 4.96
Healthcare Services (HCSG) 0.1 $549k 16k 33.68
Rowan Companies 0.1 $536k 33k 16.14
Lifelock 0.1 $530k 61k 8.75
Wix (WIX) 0.1 $533k 31k 17.42
Lgi Homes (LGIH) 0.1 $521k 19k 27.19
Nord Anglia Education 0.1 $528k 26k 20.34
Parsley Energy Inc-class A 0.1 $538k 36k 15.07
New Residential Investment (RITM) 0.1 $524k 40k 13.10
Crown Castle Intl (CCI) 0.1 $536k 6.8k 78.82
CMS Energy Corporation (CMS) 0.1 $494k 14k 35.29
CBS Corporation 0.1 $491k 12k 39.87
PPG Industries (PPG) 0.1 $500k 5.7k 87.72
Vulcan Materials Company (VMC) 0.1 $500k 5.6k 89.29
Avnet (AVT) 0.1 $482k 11k 42.65
Cognex Corporation (CGNX) 0.1 $505k 15k 34.35
Morningstar (MORN) 0.1 $506k 6.3k 80.32
Fortinet (FTNT) 0.1 $501k 12k 42.46
Libertyinteractivecorp lbtventcoma 0.1 $511k 13k 40.32
Arcbest (ARCB) 0.1 $500k 19k 25.79
Horizon Pharma Inc note 5.000%11/1 0.1 $492k 25k 19.84
Starwood Property Trust (STWD) 0.1 $464k 23k 20.53
Principal Financial (PFG) 0.1 $454k 9.6k 47.29
Discover Financial Services (DFS) 0.1 $468k 9.0k 52.00
DST Systems 0.1 $455k 4.3k 105.03
R.R. Donnelley & Sons Company 0.1 $448k 31k 14.55
Zebra Technologies (ZBRA) 0.1 $467k 6.1k 76.56
Winnebago Industries (WGO) 0.1 $471k 25k 19.15
AmerisourceBergen (COR) 0.1 $465k 4.9k 94.90
Kroger (KR) 0.1 $458k 13k 36.06
TCF Financial Corporation 0.1 $449k 30k 15.17
Investment Technology 0.1 $476k 36k 13.33
First Horizon National Corporation (FHN) 0.1 $475k 34k 14.18
Universal Forest Products 0.1 $470k 8.2k 57.63
Companhia Brasileira de Distrib. 0.1 $454k 36k 12.54
CPFL Energia 0.1 $450k 60k 7.50
First Niagara Financial 0.1 $479k 47k 10.21
DXP Enterprises (DXPE) 0.1 $450k 17k 27.27
Ixia 0.1 $445k 31k 14.50
Cu (CULP) 0.1 $479k 15k 32.06
Pilgrim's Pride Corporation (PPC) 0.1 $457k 22k 20.77
Financial Engines 0.1 $472k 16k 29.50
Aegion 0.1 $457k 28k 16.47
Mondelez Int (MDLZ) 0.1 $448k 11k 41.87
Palo Alto Networks (PANW) 0.1 $447k 2.6k 171.92
Abbvie (ABBV) 0.1 $464k 8.5k 54.36
Metropcs Communications (TMUS) 0.1 $470k 12k 39.83
Servicemaster Global 0.1 $446k 13k 33.53
Citizens Financial (CFG) 0.1 $477k 20k 23.86
JPMorgan Chase & Co. (JPM) 0.1 $439k 7.2k 60.93
Charles Schwab Corporation (SCHW) 0.1 $416k 15k 28.56
American Eagle Outfitters (AEO) 0.1 $422k 27k 15.63
Apache Corporation 0.1 $411k 11k 39.14
McGraw-Hill Companies 0.1 $441k 5.1k 86.47
Xilinx 0.1 $416k 9.8k 42.45
Yum! Brands (YUM) 0.1 $440k 5.5k 80.00
DISH Network 0.1 $443k 7.6k 58.29
Mbia (MBI) 0.1 $411k 68k 6.09
Jacobs Engineering 0.1 $427k 11k 37.46
Cohen & Steers (CNS) 0.1 $431k 16k 27.45
Dollar Tree (DLTR) 0.1 $433k 6.5k 66.62
Eagle Materials (EXP) 0.1 $416k 6.1k 68.39
Strayer Education 0.1 $430k 7.8k 55.00
Varian Medical Systems 0.1 $443k 6.0k 73.83
Delta Air Lines (DAL) 0.1 $412k 9.2k 44.91
Tenne 0.1 $430k 9.6k 44.79
Net 1 UEPS Technologies (LSAK) 0.1 $434k 26k 16.75
Ternium (TX) 0.1 $440k 36k 12.29
Finish Line 0.1 $442k 23k 19.30
Korea Electric Power Corporation (KEP) 0.1 $418k 20k 20.49
Kforce (KFRC) 0.1 $436k 17k 26.31
Matrix Service Company (MTRX) 0.1 $421k 19k 22.45
St. Jude Medical 0.1 $429k 6.8k 63.09
Orthofix International Nv Com Stk 0.1 $437k 13k 33.79
Dex (DXCM) 0.1 $412k 4.8k 85.83
Superior Energy Services 0.1 $424k 34k 12.62
Genpact (G) 0.1 $432k 18k 23.61
Xl Group 0.1 $421k 12k 36.29
Sanmina (SANM) 0.1 $413k 19k 21.36
Nimble Storage 0.1 $412k 17k 24.10
Spartannash (SPTN) 0.1 $432k 17k 25.87
Eversource Energy (ES) 0.1 $410k 8.1k 50.62
Apple Hospitality Reit (APLE) 0.1 $442k 24k 18.58
Joy Global 0.1 $393k 26k 14.94
Baxter International (BAX) 0.1 $392k 12k 32.87
LKQ Corporation (LKQ) 0.1 $408k 14k 28.33
Nordstrom (JWN) 0.1 $402k 5.6k 71.79
C.R. Bard 0.1 $373k 2.0k 186.50
Whirlpool Corporation (WHR) 0.1 $388k 2.6k 147.36
Sonic Corporation 0.1 $397k 17k 22.95
Callaway Golf Company (MODG) 0.1 $404k 48k 8.35
Arrow Electronics (ARW) 0.1 $376k 6.8k 55.29
Capital One Financial (COF) 0.1 $399k 5.5k 72.55
Target Corporation (TGT) 0.1 $396k 5.0k 78.57
Danaher Corporation (DHR) 0.1 $383k 4.5k 85.11
AvalonBay Communities (AVB) 0.1 $385k 2.2k 175.00
Trex Company (TREX) 0.1 $392k 12k 33.34
Blue Nile 0.1 $392k 12k 33.55
Toro Company (TTC) 0.1 $388k 5.5k 70.55
Amtrust Financial Services 0.1 $403k 6.4k 62.97
Jones Lang LaSalle Incorporated (JLL) 0.1 $388k 2.7k 143.70
Boston Beer Company (SAM) 0.1 $400k 1.9k 210.53
Hexcel Corporation (HXL) 0.1 $388k 8.7k 44.85
ISIS Pharmaceuticals 0.1 $392k 9.7k 40.41
Aqua America 0.1 $400k 15k 26.44
Schweitzer-Mauduit International (MATV) 0.1 $399k 12k 34.40
Trina Solar 0.1 $376k 42k 8.97
Medidata Solutions 0.1 $380k 9.0k 42.15
Comscore 0.1 $403k 8.7k 46.20
Rlj Lodging Trust (RLJ) 0.1 $384k 15k 25.26
Wendy's/arby's Group (WEN) 0.1 $395k 46k 8.64
Moneygram International 0.1 $393k 49k 8.03
Caesars Entertainment 0.1 $376k 64k 5.88
Caesar Stone Sdot Yam (CSTE) 0.1 $392k 13k 30.43
Western Asset Mortgage cmn 0.1 $406k 32k 12.62
Servicenow (NOW) 0.1 $373k 5.4k 69.54
Eaton (ETN) 0.1 $374k 7.3k 51.23
Dean Foods Company 0.1 $393k 24k 16.51
Ipath S&p 500 Vix S/t Fu Etn 0.1 $408k 16k 25.66
American Airls (AAL) 0.1 $388k 10k 38.79
Eros International 0.1 $373k 14k 27.19
Investors Ban 0.1 $404k 33k 12.35
Arista Networks (ANET) 0.1 $385k 6.3k 61.11
Sonus Networ Ord 0.1 $395k 69k 5.72
Aercap Holdings Nv Ord Cmn (AER) 0.1 $349k 9.1k 38.21
Suntrust Banks Inc $1.00 Par Cmn 0.1 $363k 9.5k 38.21
Coca-Cola FEMSA, S.A.B. de C.V. (KOF) 0.1 $368k 5.3k 69.43
Crocs (CROX) 0.1 $363k 28k 12.91
FirstEnergy (FE) 0.1 $351k 11k 31.34
Fresh Del Monte Produce (FDP) 0.1 $347k 8.8k 39.49
Raytheon Company 0.1 $339k 3.1k 109.35
Allstate Corporation (ALL) 0.1 $361k 6.2k 58.23
Starbucks Corporation (SBUX) 0.1 $369k 6.5k 56.77
USG Corporation 0.1 $362k 14k 26.62
New York Community Ban 0.1 $349k 19k 18.08
Landstar System (LSTR) 0.1 $362k 5.7k 63.51
Magellan Health Services 0.1 $361k 6.5k 55.38
Rudolph Technologies 0.1 $345k 28k 12.44
AEP Industries 0.1 $344k 6.0k 57.33
Methode Electronics (MEI) 0.1 $342k 11k 31.93
Benchmark Electronics (BHE) 0.1 $355k 16k 21.78
Oceaneering International (OII) 0.1 $369k 9.4k 39.29
Oil States International (OIS) 0.1 $362k 14k 26.14
Gentex Corporation (GNTX) 0.1 $358k 23k 15.50
LTC Properties (LTC) 0.1 $358k 8.4k 42.62
Teradyne (TER) 0.1 $371k 21k 18.01
Mercer International (MERC) 0.1 $340k 34k 10.02
Quanex Building Products Corporation (NX) 0.1 $345k 19k 18.17
Addus Homecare Corp (ADUS) 0.1 $352k 11k 31.15
KAR Auction Services (KAR) 0.1 $342k 9.6k 35.50
Hldgs (UAL) 0.1 $345k 6.5k 53.08
Vera Bradley (VRA) 0.1 $342k 27k 12.61
Suncoke Energy (SXC) 0.1 $348k 45k 7.78
Wpx Energy 0.1 $363k 55k 6.62
Interface (TILE) 0.1 $370k 17k 22.42
Rice Energy 0.1 $368k 23k 16.14
Voya Financial (VOYA) 0.1 $368k 9.5k 38.74
Hasbro (HAS) 0.1 $312k 4.3k 72.04
China Petroleum & Chemical 0.1 $326k 5.3k 61.51
Annaly Capital Management 0.1 $303k 31k 9.87
Hartford Financial Services (HIG) 0.1 $311k 6.8k 45.74
Waste Management (WM) 0.1 $319k 6.4k 49.84
Archer Daniels Midland Company (ADM) 0.1 $303k 7.3k 41.51
Bed Bath & Beyond 0.1 $308k 5.4k 57.04
Genuine Parts Company (GPC) 0.1 $307k 3.7k 82.97
AFLAC Incorporated (AFL) 0.1 $305k 5.2k 58.21
Analog Devices (ADI) 0.1 $316k 5.6k 56.43
Cincinnati Financial Corporation (CINF) 0.1 $328k 6.1k 53.77
Everest Re Group (EG) 0.1 $329k 1.9k 173.16
Taro Pharmaceutical Industries (TARO) 0.1 $329k 2.3k 143.04
Linear Technology Corporation 0.1 $307k 7.6k 40.39
Wyndham Worldwide Corporation 0.1 $309k 4.3k 71.86
Ship Finance Intl 0.1 $307k 19k 16.26
Tsakos Energy Navigation 0.1 $337k 42k 8.12
Assured Guaranty (AGO) 0.1 $318k 13k 25.04
Armstrong World Industries (AWI) 0.1 $320k 6.7k 47.76
Nomura Holdings (NMR) 0.1 $322k 55k 5.81
Ulta Salon, Cosmetics & Fragrance (ULTA) 0.1 $310k 1.9k 163.16
ING Groep (ING) 0.1 $302k 21k 14.11
Old Dominion Freight Line (ODFL) 0.1 $323k 5.3k 60.94
Republic Airways Holdings 0.1 $304k 53k 5.78
EastGroup Properties (EGP) 0.1 $325k 6.0k 54.17
Prospect Capital Corporation (PSEC) 0.1 $308k 43k 7.12
Lakeland Industries (LAKE) 0.1 $310k 22k 13.90
Verint Systems (VRNT) 0.1 $328k 7.6k 43.16
Scorpio Tankers 0.1 $302k 33k 9.16
Industries N shs - a - (LYB) 0.1 $308k 3.7k 83.24
Rockwell Medical Technologies 0.1 $330k 43k 7.70
Cavium 0.1 $325k 5.3k 61.32
Jazz Pharmaceuticals (JAZZ) 0.1 $326k 2.5k 133.01
Ares Coml Real Estate (ACRE) 0.1 $315k 26k 12.00
Chuys Hldgs (CHUY) 0.1 $334k 12k 28.42
Diamond Resorts International 0.1 $320k 14k 23.41
Perrigo Company (PRGO) 0.1 $315k 2.0k 157.50
Criteo Sa Ads (CRTO) 0.1 $330k 8.8k 37.50
Santander Consumer Usa 0.1 $329k 16k 20.41
Adeptus Health Inc-class A 0.1 $312k 3.9k 80.64
Vitae Pharmaceuticals 0.1 $307k 28k 11.00
Virgin America 0.1 $325k 9.5k 34.21
Cit 0.1 $300k 7.5k 40.00
TD Ameritrade Holding 0.1 $286k 9.0k 31.86
Total System Services 0.1 $273k 6.0k 45.37
Lincoln National Corporation (LNC) 0.1 $294k 6.2k 47.42
Digital Realty Trust (DLR) 0.1 $268k 4.1k 65.29
Greif (GEF) 0.1 $299k 9.4k 31.91
Harsco Corporation (NVRI) 0.1 $276k 30k 9.08
Kohl's Corporation (KSS) 0.1 $269k 5.8k 46.38
Mettler-Toledo International (MTD) 0.1 $285k 1.0k 285.00
Photronics (PLAB) 0.1 $294k 32k 9.07
Partner Re 0.1 $292k 2.1k 139.05
Procter & Gamble Company (PG) 0.1 $273k 3.8k 71.84
Agilent Technologies Inc C ommon (A) 0.1 $285k 8.3k 34.34
Gilead Sciences (GILD) 0.1 $295k 3.0k 98.33
eHealth (EHTH) 0.1 $281k 22k 12.80
Pos (PKX) 0.1 $291k 8.3k 35.06
Farmer Brothers (FARM) 0.1 $281k 10k 27.28
SBA Communications Corporation 0.1 $290k 2.8k 104.88
Saia (SAIA) 0.1 $281k 9.1k 30.90
Triple-S Management 0.1 $300k 17k 17.81
Starwood Hotels & Resorts Worldwide 0.1 $293k 4.4k 66.59
Air Methods Corporation 0.1 $273k 8.0k 34.12
Acuity Brands (AYI) 0.1 $298k 1.7k 175.29
Bruker Corporation (BRKR) 0.1 $288k 18k 16.43
Diodes Incorporated (DIOD) 0.1 $300k 14k 21.38
Healthways 0.1 $287k 26k 11.13
Red Robin Gourmet Burgers (RRGB) 0.1 $285k 3.8k 75.72
Cimarex Energy 0.1 $277k 2.7k 102.59
Myriad Genetics (MYGN) 0.1 $292k 7.8k 37.44
TiVo 0.1 $274k 32k 8.67
Novavax 0.1 $279k 40k 7.06
Rambus (RMBS) 0.1 $299k 25k 11.82
Carmike Cinemas 0.1 $274k 14k 20.06
Nautilus (BFXXQ) 0.1 $280k 19k 15.01
Carpenter Technology Corporation (CRS) 0.1 $272k 9.1k 29.79
Scripps Networks Interactive 0.1 $285k 5.8k 49.14
Tower International 0.1 $294k 12k 23.80
Rait Financial Trust 0.1 $288k 58k 4.95
Invensense 0.1 $279k 30k 9.30
Nationstar Mortgage 0.1 $290k 21k 13.87
Duke Energy (DUK) 0.1 $288k 4.0k 72.00
Fossil (FOSL) 0.1 $288k 5.2k 55.81
Benefitfocus 0.1 $289k 9.2k 31.27
Ftd Cos 0.1 $283k 9.5k 29.79
Akebia Therapeutics (AKBA) 0.1 $274k 28k 9.65
Grubhub 0.1 $268k 11k 24.36
Geo Group Inc/the reit (GEO) 0.1 $291k 9.8k 29.69
Wec Energy Group (WEC) 0.1 $282k 5.4k 52.22
FedEx Corporation (FDX) 0.1 $259k 1.8k 143.89
IAC/InterActive 0.1 $255k 3.9k 65.38
CarMax (KMX) 0.1 $255k 4.3k 59.30
Host Hotels & Resorts (HST) 0.1 $250k 16k 15.82
Avery Dennison Corporation (AVY) 0.1 $255k 4.5k 56.67
Dow Chemical Company 0.1 $237k 5.6k 42.43
Mid-America Apartment (MAA) 0.1 $262k 3.2k 81.88
Tyson Foods (TSN) 0.1 $237k 5.5k 43.09
Weight Watchers International 0.1 $263k 41k 6.38
SkyWest (SKYW) 0.1 $233k 14k 16.71
Interpublic Group of Companies (IPG) 0.1 $260k 14k 19.12
Cadence Design Systems (CDNS) 0.1 $248k 12k 20.67
AGCO Corporation (AGCO) 0.1 $253k 5.4k 46.58
Alleghany Corporation 0.1 $234k 500.00 468.00
Ca 0.1 $239k 8.8k 27.26
General Dynamics Corporation (GD) 0.1 $238k 1.7k 138.05
Penn National Gaming (PENN) 0.1 $253k 15k 16.75
Isle of Capri Casinos 0.1 $257k 15k 17.44
ViaSat (VSAT) 0.1 $260k 4.0k 64.32
Frontier Communications 0.1 $238k 50k 4.75
C.H. Robinson Worldwide (CHRW) 0.1 $238k 3.5k 67.77
First Solar (FSLR) 0.1 $239k 5.6k 42.68
Southwestern Energy Company 0.1 $259k 20k 12.70
TeleTech Holdings 0.1 $252k 9.4k 26.76
Alaska Air (ALK) 0.1 $254k 3.2k 79.38
Gibraltar Industries (ROCK) 0.1 $232k 13k 18.37
Lam Research Corporation 0.1 $261k 4.0k 65.25
LaSalle Hotel Properties 0.1 $244k 8.6k 28.37
Pegasystems (PEGA) 0.1 $248k 10k 24.62
Neustar 0.1 $245k 9.0k 27.22
Pan American Silver Corp Can (PAAS) 0.1 $236k 37k 6.36
Investors Real Estate Trust 0.1 $254k 33k 7.74
Liquidity Services (LQDT) 0.1 $242k 33k 7.40
VMware 0.1 $260k 3.3k 78.79
OraSure Technologies (OSUR) 0.1 $259k 58k 4.43
National Retail Properties (NNN) 0.1 $243k 6.7k 36.27
Ss&c Technologies Holding (SSNC) 0.1 $264k 3.8k 70.16
Zagg 0.1 $254k 37k 6.80
Gain Capital Holdings 0.1 $244k 34k 7.29
Banner Corp (BANR) 0.1 $258k 5.4k 47.78
Cubesmart (CUBE) 0.1 $245k 9.0k 27.22
Dunkin' Brands Group 0.1 $265k 5.4k 49.07
Ingredion Incorporated (INGR) 0.1 $262k 3.0k 87.33
Alexander & Baldwin (ALEX) 0.1 $240k 7.0k 34.29
Diamondback Energy (FANG) 0.1 $258k 4.0k 64.50
Era 0.1 $245k 16k 14.96
Silver Spring Networks 0.1 $256k 20k 12.87
Masonite International 0.1 $261k 4.3k 60.47
Relypsa 0.1 $241k 13k 18.54
Aramark Hldgs (ARMK) 0.1 $240k 8.1k 29.65
Paylocity Holding Corporation (PCTY) 0.1 $251k 8.4k 30.02
Trevena 0.1 $264k 26k 10.35
Platform Specialty Prods Cor 0.1 $264k 21k 12.66
Century Communities (CCS) 0.1 $240k 12k 19.83
Liberty Media Corp Del Com Ser C 0.1 $258k 7.5k 34.40
Catalent 0.1 $236k 9.7k 24.27
Tyco International 0.1 $231k 6.9k 33.48
Godaddy Inc cl a (GDDY) 0.1 $257k 10k 25.20
Petroleo Brasileiro SA (PBR) 0.1 $213k 49k 4.36
Bank of New York Mellon Corporation (BK) 0.1 $227k 5.8k 39.14
Brookfield Asset Management 0.1 $204k 6.5k 31.38
Dominion Resources (D) 0.1 $218k 3.1k 70.32
Microchip Technology (MCHP) 0.1 $224k 5.2k 43.08
Equity Residential (EQR) 0.1 $208k 2.8k 75.20
Herman Miller (MLKN) 0.1 $222k 7.7k 28.83
Lancaster Colony (LANC) 0.1 $205k 2.1k 97.62
Wolverine World Wide (WWW) 0.1 $210k 9.7k 21.67
Computer Sciences Corporation 0.1 $221k 3.6k 61.39
Telefonaktiebolaget LM Ericsson (ERIC) 0.1 $205k 21k 9.76
Unilever 0.1 $217k 5.4k 40.19
Accenture (ACN) 0.1 $226k 2.3k 98.26
Sap (SAP) 0.1 $201k 3.1k 64.84
PetroChina Company 0.1 $209k 3.0k 69.67
Axis Capital Holdings (AXS) 0.1 $226k 4.2k 53.81
Constellation Brands (STZ) 0.1 $213k 1.7k 125.29
Nexstar Broadcasting (NXST) 0.1 $204k 4.3k 47.44
Louisiana-Pacific Corporation (LPX) 0.1 $221k 16k 14.26
Webster Financial Corporation (WBS) 0.1 $214k 6.0k 35.67
Microsemi Corporation 0.1 $217k 6.6k 32.88
Seagate Technology Com Stk 0.1 $215k 4.8k 44.79
Flextronics International Ltd Com Stk (FLEX) 0.1 $196k 19k 10.54
MKS Instruments (MKSI) 0.1 $225k 6.7k 33.58
Atlas Air Worldwide Holdings 0.1 $202k 5.8k 34.57
Atlantic Tele-Network 0.1 $229k 3.1k 73.87
Euronet Worldwide (EEFT) 0.1 $222k 3.0k 74.20
Essex Property Trust (ESS) 0.1 $223k 1.0k 223.00
Greatbatch 0.1 $226k 4.0k 56.53
Harmonic (HLIT) 0.1 $201k 35k 5.81
Sally Beauty Holdings (SBH) 0.1 $204k 8.6k 23.71
Celgene Corporation 0.1 $227k 2.1k 108.10
Greenhill & Co 0.1 $211k 7.4k 28.43
Haynes International (HAYN) 0.1 $204k 5.4k 37.78
Molina Healthcare (MOH) 0.1 $207k 3.0k 69.00
Neurocrine Biosciences (NBIX) 0.1 $211k 5.3k 39.81
Shenandoah Telecommunications Company (SHEN) 0.1 $205k 4.8k 42.71
Anixter International 0.1 $223k 3.9k 57.70
BJ's Restaurants (BJRI) 0.1 $207k 4.8k 43.12
Halozyme Therapeutics (HALO) 0.1 $221k 17k 13.42
Lydall 0.1 $225k 7.9k 28.47
Alexandria Real Estate Equities (ARE) 0.1 $229k 2.7k 84.81
Ypf Sa (YPF) 0.1 $228k 15k 15.20
Navistar International Corporation 0.1 $213k 17k 12.72
Accuray Incorporated (ARAY) 0.1 $205k 41k 5.00
Hollysys Automation Technolo (HOLI) 0.1 $202k 12k 17.47
USA Truck 0.1 $224k 13k 17.24
Oneok (OKE) 0.1 $216k 6.7k 32.24
Camden Property Trust (CPT) 0.1 $222k 3.0k 74.00
Six Flags Entertainment (SIX) 0.1 $211k 4.6k 45.87
China Lodging 0.1 $221k 9.1k 24.29
Chemtura Corporation 0.1 $213k 7.4k 28.65
Endologix 0.1 $208k 17k 12.24
Insperity (NSP) 0.1 $224k 5.1k 43.92
Cornerstone Ondemand 0.1 $228k 6.9k 33.04
Vantiv Inc Cl A 0.1 $207k 4.6k 45.00
Epr Properties (EPR) 0.1 $222k 4.3k 51.63
United Ins Hldgs (ACIC) 0.1 $203k 15k 13.14
Global Brass & Coppr Hldgs I 0.1 $222k 11k 20.49
Biotelemetry 0.1 $229k 19k 12.24
Anthera Pharmaceutcls 0.1 $202k 33k 6.09
Retailmenot 0.1 $199k 24k 8.24
Essent (ESNT) 0.1 $201k 8.1k 24.81
Springleaf Holdings 0.1 $214k 4.9k 43.67
Xencor (XNCR) 0.1 $199k 16k 12.22
Talmer Ban 0.1 $226k 14k 16.68
Lo (LOCO) 0.1 $200k 19k 10.76
Klx Inc Com $0.01 0.1 $207k 5.8k 35.69
Fiat Chrysler Auto 0.1 $227k 17k 13.20
Ubs Group (UBS) 0.1 $203k 11k 18.56
Bellicum Pharma 0.1 $223k 15k 14.50
Dermira 0.1 $211k 9.0k 23.34
Relx (RELX) 0.1 $221k 13k 17.40
National Storage Affiliates shs ben int (NSA) 0.1 $220k 16k 13.53
Univar 0.1 $207k 11k 18.16
Intersil Corporation 0.1 $190k 16k 11.67
ON Semiconductor (ON) 0.1 $160k 17k 9.41
PMC-Sierra 0.1 $161k 24k 6.77
Siliconware Precision Industries 0.1 $168k 27k 6.27
Hornbeck Offshore Services 0.1 $161k 12k 13.55
LSB Industries (LXU) 0.1 $162k 11k 15.31
Anworth Mortgage Asset Corporation 0.1 $181k 37k 4.94
Poly 0.1 $185k 18k 10.46
Westmoreland Coal Company 0.1 $193k 14k 14.07
Hackett (HCKT) 0.1 $182k 13k 13.73
Smith & Wesson Holding Corporation 0.1 $189k 11k 16.83
Infinity Pharmaceuticals (INFIQ) 0.1 $183k 22k 8.45
TRC Companies 0.1 $171k 15k 11.80
National CineMedia 0.1 $193k 14k 13.40
Spectranetics Corporation 0.1 $175k 15k 11.80
Covenant Transportation (CVLG) 0.1 $181k 10k 17.97
Omeros Corporation (OMER) 0.1 $161k 15k 10.97
Maiden Holdings (MHLD) 0.1 $188k 14k 13.91
Fly Leasing 0.1 $170k 13k 13.18
Alliance Fiber Optic Products 0.1 $189k 11k 17.11
Arrowhead Research 0.1 $163k 28k 5.75
Resolute Fst Prods In 0.1 $165k 20k 8.32
Del Friscos Restaurant 0.1 $193k 14k 13.92
Tile Shop Hldgs (TTSH) 0.1 $161k 13k 11.99
Grupo Fin Santander adr b 0.1 $184k 25k 7.33
Conatus Pharmaceuticals 0.1 $162k 36k 4.46
Sorrento Therapeutics (SRNE) 0.1 $162k 19k 8.41
Jumei Intl Hldg Ltd Sponsored 0.1 $165k 17k 9.88
Avon Products 0.0 $127k 39k 3.24
J.C. Penney Company 0.0 $127k 14k 9.29
Tuesday Morning Corporation 0.0 $143k 27k 5.40
Manitowoc Company 0.0 $153k 10k 14.96
AngloGold Ashanti 0.0 $143k 18k 8.17
PDL BioPharma 0.0 $149k 30k 5.03
Patterson-UTI Energy (PTEN) 0.0 $141k 11k 13.18
Key (KEY) 0.0 $132k 10k 13.03
Advanced Semiconductor Engineering 0.0 $138k 25k 5.48
QLogic Corporation 0.0 $145k 14k 10.23
Celldex Therapeutics 0.0 $131k 12k 10.53
inContact, Inc . 0.0 $149k 20k 7.51
Quad/Graphics (QUAD) 0.0 $158k 13k 12.08
First Potomac Realty Trust 0.0 $152k 14k 11.01
Destination Xl (DXLG) 0.0 $131k 23k 5.80
Vince Hldg 0.0 $159k 46k 3.43
Aerohive Networks 0.0 $139k 23k 6.00
Ep Energy 0.0 $144k 28k 5.14
Egalet 0.0 $149k 11k 13.15
Timkensteel (MTUS) 0.0 $143k 14k 10.14
Denny's Corporation (DENN) 0.0 $117k 11k 10.99
MGIC Investment (MTG) 0.0 $93k 10k 9.24
Ruby Tuesday 0.0 $120k 19k 6.20
BGC Partners 0.0 $118k 14k 8.25
Sigma Designs 0.0 $99k 14k 6.89
HMS Holdings 0.0 $91k 10k 8.73
Progenics Pharmaceuticals 0.0 $115k 20k 5.71
Basic Energy Services 0.0 $103k 31k 3.31
Immersion Corporation (IMMR) 0.0 $114k 10k 11.22
McDermott International 0.0 $89k 21k 4.28
Olympic Steel (ZEUS) 0.0 $122k 12k 9.94
Ultra Clean Holdings (UCTT) 0.0 $108k 19k 5.72
Guidance Software 0.0 $116k 19k 6.03
IntraLinks Holdings 0.0 $124k 15k 8.27
Calix (CALX) 0.0 $121k 16k 7.80
Voxx International Corporation (VOXX) 0.0 $95k 13k 7.46
Emcore Corp 0.0 $103k 15k 6.82
Gaslog 0.0 $122k 13k 9.61
Dht Holdings (DHT) 0.0 $95k 13k 7.42
Tonix Pharmaceuticls 0.0 $107k 20k 5.28
Nmi Hldgs Inc cl a (NMIH) 0.0 $109k 14k 7.63
Supercom 0.0 $94k 12k 8.03
Vascular Biogenics 0.0 $102k 14k 7.46
Inotek Pharmaceuticals 0.0 $115k 12k 9.43
Windstream Holdings 0.0 $121k 20k 6.13
Blount International 0.0 $75k 14k 5.55
Maxwell Technologies 0.0 $84k 15k 5.45
ShoreTel 0.0 $86k 12k 7.47
Clear Channel Outdoor Holdings 0.0 $74k 10k 7.11
NeoGenomics (NEO) 0.0 $86k 15k 5.75
Threshold Pharmaceuticals 0.0 $72k 18k 4.09
Servicesource 0.0 $72k 18k 3.98
Northwest Biotherapeutics In (NWBO) 0.0 $81k 13k 6.23
A10 Networks (ATEN) 0.0 $63k 11k 5.96
Rayonier Advanced Matls (RYAM) 0.0 $71k 12k 6.08
Sibanye Gold 0.0 $52k 11k 4.68
Castlight Health 0.0 $52k 12k 4.18