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 9.7 $36M 2.0M 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 0.5 $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
Jarden Corporation 0.5 $1.7M 36k 48.88
Masco Corporation (MAS) 0.5 $1.7M 68k 25.18
Centene Corporation (CNC) 0.5 $1.7M 31k 54.23
Herbalife Ltd Com Stk (HLF) 0.4 $1.7M 30k 54.49
Brunswick Corporation (BC) 0.4 $1.6M 33k 47.90
Teekay Tankers Ltd cl a 0.4 $1.6M 236k 6.90
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) 0.3 $1.3M 17k 77.06
Brinker International (EAT) 0.3 $1.3M 25k 52.68
Concho Resources 0.3 $1.3M 13k 98.27
Seadrill 0.3 $1.3M 225k 5.90
Commercial Metals Company (CMC) 0.3 $1.3M 94k 13.55
Spirit AeroSystems Holdings (SPR) 0.3 $1.3M 26k 48.36
Citigroup (C) 0.3 $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
Taiwan Semiconductor Mfg (TSM) 0.3 $1.2M 57k 20.76
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
WisdomTree Investments (WT) 0.3 $1.2M 73k 16.13
Bloomin Brands (BLMN) 0.3 $1.2M 66k 18.18
Owens Corning (OC) 0.3 $1.2M 28k 41.93
Universal Insurance Holdings (UVE) 0.3 $1.2M 39k 29.55
Youku 0.3 $1.2M 66k 17.64
Briggs & Stratton Corporation 0.3 $1.1M 58k 19.31
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
Manhattan Associates (MANH) 0.3 $1.1M 18k 62.30
Scotts Miracle-Gro Company (SMG) 0.3 $1.1M 18k 60.83
Visa (V) 0.3 $1.1M 15k 69.68
Steel Dynamics (STLD) 0.3 $1.1M 64k 17.17
Evercore Partners (EVR) 0.3 $1.1M 22k 50.25
F5 Networks (FFIV) 0.3 $1.1M 9.4k 115.85
American Capital Agency 0.3 $1.1M 58k 18.70
Whitewave Foods 0.3 $1.1M 27k 40.15
Integrated Device Technology 0.3 $1.0M 51k 20.29
East West Ban (EWBC) 0.3 $1.1M 28k 38.41
Central Garden & Pet (CENT) 0.3 $1.0M 67k 15.47
Fnf (FNF) 0.3 $1.0M 29k 35.46
Hubbell Incorporated 0.3 $1.0M 12k 84.92
Infinera (INFN) 0.3 $1.0M 52k 19.56
Nordic American Tanker Shippin (NAT) 0.3 $996k 66k 15.19
Walker & Dunlop (WD) 0.3 $1.0M 39k 26.08
Tower Semiconductor (TSEM) 0.3 $1.0M 79k 12.88
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
Simon Property (SPG) 0.3 $958k 5.2k 183.77
Ralph Lauren Corp (RL) 0.3 $957k 8.1k 118.15
Central Garden & Pet (CENTA) 0.2 $946k 59k 16.12
Berry Plastics (BERY) 0.2 $926k 31k 30.06
BE Aerospace 0.2 $891k 20k 43.89
Sotheby's 0.2 $911k 29k 31.96
Alliance Data Systems Corporation (BFH) 0.2 $881k 3.4k 259.12
MercadoLibre (MELI) 0.2 $883k 9.7k 91.03
Monster Worldwide 0.2 $906k 141k 6.42
Mead Johnson Nutrition 0.2 $894k 13k 70.39
DSW 0.2 $883k 35k 25.30
VeriFone Systems 0.2 $913k 33k 27.73
Gnc Holdings Inc Cl A 0.2 $909k 23k 40.40
Five Below (FIVE) 0.2 $897k 27k 33.60
Kate Spade & Co 0.2 $885k 46k 19.11
J.B. Hunt Transport Services (JBHT) 0.2 $871k 12k 71.39
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
Ihs 0.2 $870k 7.5k 116.00
MDC PARTNERS INC CL A SUB Vtg 0.2 $851k 46k 18.43
Altisource Portfolio Solns S reg (ASPS) 0.2 $836k 35k 23.84
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
Rsp Permian 0.2 $836k 41k 20.26
Anthem (ELV) 0.2 $812k 5.8k 140.00
Walgreen Boots Alliance (WBA) 0.2 $831k 10k 83.10
MasterCard Incorporated (MA) 0.2 $802k 8.9k 90.11
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
Newell Rubbermaid (NWL) 0.2 $619k 16k 39.68
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
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) 0.1 $564k 3.3k 170.91
Barnes (B) 0.1 $572k 16k 36.06
Men's Wearhouse 0.1 $566k 13k 42.56
McKesson Corporation (MCK) 0.1 $574k 3.1k 185.16
United Technologies Corporation 0.1 $578k 6.5k 88.92
Staples 0.1 $567k 48k 11.74
Lowe's Companies (LOW) 0.1 $572k 8.3k 68.92
Highwoods Properties (HIW) 0.1 $546k 14k 38.72
Eaton Vance 0.1 $545k 16k 33.44
Syntel 0.1 $575k 13k 45.28
Wabash National Corporation (WNC) 0.1 $579k 55k 10.59
Align Technology (ALGN) 0.1 $573k 10k 56.73
Group 1 Automotive (GPI) 0.1 $545k 6.4k 85.16
Oxford Industries (OXM) 0.1 $572k 7.7k 73.88
Stone Energy Corporation 0.1 $550k 111k 4.96
Synchronoss Technologies 0.1 $554k 17k 32.79
Worthington Industries (WOR) 0.1 $561k 21k 26.46
Healthcare Services (HCSG) 0.1 $549k 16k 33.68
Neophotonics Corp 0.1 $569k 84k 6.80
Cbre Group Inc Cl A (CBRE) 0.1 $554k 17k 32.02
Yelp Inc cl a (YELP) 0.1 $578k 27k 21.66
58 Com Inc spon adr rep a 0.1 $560k 12k 47.06
Om Asset Management 0.1 $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
Atmos Energy Corporation (ATO) 0.1 $535k 9.2k 58.15
CenterPoint Energy (CNP) 0.1 $516k 29k 18.04
Morningstar (MORN) 0.1 $506k 6.3k 80.32
Rowan Companies 0.1 $536k 33k 16.14
Libertyinteractivecorp lbtventcoma 0.1 $511k 13k 40.32
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
Discover Financial Services (DFS) 0.1 $468k 9.0k 52.00
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
Winnebago Industries (WGO) 0.1 $471k 25k 19.15
Avnet (AVT) 0.1 $482k 11k 42.65
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
Cognex Corporation (CGNX) 0.1 $505k 15k 34.35
First Niagara Financial 0.1 $479k 47k 10.21
Cu (CULP) 0.1 $479k 15k 32.06
Fortinet (FTNT) 0.1 $501k 12k 42.46
Financial Engines 0.1 $472k 16k 29.50
Metropcs Communications (TMUS) 0.1 $470k 12k 39.83
Arcbest (ARCB) 0.1 $500k 19k 25.79
Citizens Financial (CFG) 0.1 $477k 20k 23.86
Horizon Pharma Inc note 5.000%11/1 0.1 $492k 25k 19.84
JPMorgan Chase & Co. (JPM) 0.1 $439k 7.2k 60.93
Starwood Property Trust (STWD) 0.1 $464k 23k 20.53
Principal Financial (PFG) 0.1 $454k 9.6k 47.29
DST Systems 0.1 $455k 4.3k 105.03
R.R. Donnelley & Sons Company 0.1 $448k 31k 14.55
McGraw-Hill Companies 0.1 $441k 5.1k 86.47
Zebra Technologies (ZBRA) 0.1 $467k 6.1k 76.56
AmerisourceBergen (COR) 0.1 $465k 4.9k 94.90
Kroger (KR) 0.1 $458k 13k 36.06
Yum! Brands (YUM) 0.1 $440k 5.5k 80.00
DISH Network 0.1 $443k 7.6k 58.29
Cohen & Steers (CNS) 0.1 $431k 16k 27.45
Dollar Tree (DLTR) 0.1 $433k 6.5k 66.62
TCF Financial Corporation 0.1 $449k 30k 15.17
Varian Medical Systems 0.1 $443k 6.0k 73.83
Net 1 UEPS Technologies (LSAK) 0.1 $434k 26k 16.75
Companhia Brasileira de Distrib. 0.1 $454k 36k 12.54
CPFL Energia 0.1 $450k 60k 7.50
Ternium (TX) 0.1 $440k 36k 12.29
Finish Line 0.1 $442k 23k 19.30
DXP Enterprises (DXPE) 0.1 $450k 17k 27.27
Kforce (KFRC) 0.1 $436k 17k 26.31
Ixia 0.1 $445k 31k 14.50
Orthofix International Nv Com Stk 0.1 $437k 13k 33.79
Pilgrim's Pride Corporation (PPC) 0.1 $457k 22k 20.77
Genpact (G) 0.1 $432k 18k 23.61
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
Spartannash (SPTN) 0.1 $432k 17k 25.87
Servicemaster Global 0.1 $446k 13k 33.53
Apple Hospitality Reit (APLE) 0.1 $442k 24k 18.58
Joy Global 0.1 $393k 26k 14.94
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
LKQ Corporation (LKQ) 0.1 $408k 14k 28.33
Nordstrom (JWN) 0.1 $402k 5.6k 71.79
Xilinx 0.1 $416k 9.8k 42.45
Sonic Corporation 0.1 $397k 17k 22.95
Callaway Golf Company (MODG) 0.1 $404k 48k 8.35
Capital One Financial (COF) 0.1 $399k 5.5k 72.55
Target Corporation (TGT) 0.1 $396k 5.0k 78.57
Mbia (MBI) 0.1 $411k 68k 6.09
Jacobs Engineering 0.1 $427k 11k 37.46
Eagle Materials (EXP) 0.1 $416k 6.1k 68.39
Strayer Education 0.1 $430k 7.8k 55.00
Delta Air Lines (DAL) 0.1 $412k 9.2k 44.91
Tenne 0.1 $430k 9.6k 44.79
Amtrust Financial Services 0.1 $403k 6.4k 62.97
Boston Beer Company (SAM) 0.1 $400k 1.9k 210.53
Aqua America 0.1 $400k 15k 26.44
Korea Electric Power Corporation (KEP) 0.1 $418k 20k 20.49
Matrix Service Company (MTRX) 0.1 $421k 19k 22.45
St. Jude Medical 0.1 $429k 6.8k 63.09
Schweitzer-Mauduit International (MATV) 0.1 $399k 12k 34.40
Dex (DXCM) 0.1 $412k 4.8k 85.83
Superior Energy Services 0.1 $424k 34k 12.62
Comscore 0.1 $403k 8.7k 46.20
Xl Group 0.1 $421k 12k 36.29
Wendy's/arby's Group (WEN) 0.1 $395k 46k 8.64
Moneygram International 0.1 $393k 49k 8.03
Western Asset Mortgage cmn 0.1 $406k 32k 12.62
Sanmina (SANM) 0.1 $413k 19k 21.36
Dean Foods Company 0.1 $393k 24k 16.51
Ipath S&p 500 Vix S/t Fu Etn 0.1 $408k 16k 25.66
Nimble Storage 0.1 $412k 17k 24.10
Investors Ban 0.1 $404k 33k 12.35
Sonus Networ Ord 0.1 $395k 69k 5.72
Eversource Energy (ES) 0.1 $410k 8.1k 50.62
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
Baxter International (BAX) 0.1 $392k 12k 32.87
C.R. Bard 0.1 $373k 2.0k 186.50
Whirlpool Corporation (WHR) 0.1 $388k 2.6k 147.36
Arrow Electronics (ARW) 0.1 $376k 6.8k 55.29
Allstate Corporation (ALL) 0.1 $361k 6.2k 58.23
Danaher Corporation (DHR) 0.1 $383k 4.5k 85.11
Starbucks Corporation (SBUX) 0.1 $369k 6.5k 56.77
USG Corporation 0.1 $362k 14k 26.62
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
Landstar System (LSTR) 0.1 $362k 5.7k 63.51
Toro Company (TTC) 0.1 $388k 5.5k 70.55
Magellan Health Services 0.1 $361k 6.5k 55.38
Jones Lang LaSalle Incorporated (JLL) 0.1 $388k 2.7k 143.70
Oceaneering International (OII) 0.1 $369k 9.4k 39.29
Oil States International (OIS) 0.1 $362k 14k 26.14
Hexcel Corporation (HXL) 0.1 $388k 8.7k 44.85
ISIS Pharmaceuticals 0.1 $392k 9.7k 40.41
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
Trina Solar 0.1 $376k 42k 8.97
Medidata Solutions 0.1 $380k 9.0k 42.15
Rlj Lodging Trust (RLJ) 0.1 $384k 15k 25.26
Wpx Energy 0.1 $363k 55k 6.62
Caesars Entertainment 0.1 $376k 64k 5.88
Caesar Stone Sdot Yam (CSTE) 0.1 $392k 13k 30.43
Interface (TILE) 0.1 $370k 17k 22.42
Servicenow (NOW) 0.1 $373k 5.4k 69.54
Eaton (ETN) 0.1 $374k 7.3k 51.23
American Airls (AAL) 0.1 $388k 10k 38.79
Eros International 0.1 $373k 14k 27.19
Rice Energy 0.1 $368k 23k 16.14
Voya Financial (VOYA) 0.1 $368k 9.5k 38.74
Arista Networks (ANET) 0.1 $385k 6.3k 61.11
China Petroleum & Chemical 0.1 $326k 5.3k 61.51
Aercap Holdings Nv Ord Cmn (AER) 0.1 $349k 9.1k 38.21
Waste Management (WM) 0.1 $319k 6.4k 49.84
FirstEnergy (FE) 0.1 $351k 11k 31.34
Cincinnati Financial Corporation (CINF) 0.1 $328k 6.1k 53.77
Everest Re Group (EG) 0.1 $329k 1.9k 173.16
Fresh Del Monte Produce (FDP) 0.1 $347k 8.8k 39.49
Taro Pharmaceutical Industries (TARO) 0.1 $329k 2.3k 143.04
Raytheon Company 0.1 $339k 3.1k 109.35
New York Community Ban 0.1 $349k 19k 18.08
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
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
Benchmark Electronics (BHE) 0.1 $355k 16k 21.78
Nomura Holdings (NMR) 0.1 $322k 55k 5.81
Old Dominion Freight Line (ODFL) 0.1 $323k 5.3k 60.94
EastGroup Properties (EGP) 0.1 $325k 6.0k 54.17
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
Verint Systems (VRNT) 0.1 $328k 7.6k 43.16
Hldgs (UAL) 0.1 $345k 6.5k 53.08
Vera Bradley (VRA) 0.1 $342k 27k 12.61
Rockwell Medical Technologies 0.1 $330k 43k 7.70
Cavium 0.1 $325k 5.3k 61.32
Suncoke Energy (SXC) 0.1 $348k 45k 7.78
Jazz Pharmaceuticals (JAZZ) 0.1 $326k 2.5k 133.01
Chuys Hldgs (CHUY) 0.1 $334k 12k 28.42
Diamond Resorts International 0.1 $320k 14k 23.41
Criteo Sa Ads (CRTO) 0.1 $330k 8.8k 37.50
Santander Consumer Usa 0.1 $329k 16k 20.41
Virgin America 0.1 $325k 9.5k 34.21
Hasbro (HAS) 0.1 $312k 4.3k 72.04
Cit 0.1 $300k 7.5k 40.00
Annaly Capital Management 0.1 $303k 31k 9.87
Hartford Financial Services (HIG) 0.1 $311k 6.8k 45.74
TD Ameritrade Holding 0.1 $286k 9.0k 31.86
Lincoln National Corporation (LNC) 0.1 $294k 6.2k 47.42
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
Greif (GEF) 0.1 $299k 9.4k 31.91
AFLAC Incorporated (AFL) 0.1 $305k 5.2k 58.21
Analog Devices (ADI) 0.1 $316k 5.6k 56.43
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
Agilent Technologies Inc C ommon (A) 0.1 $285k 8.3k 34.34
Linear Technology Corporation 0.1 $307k 7.6k 40.39
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
Wyndham Worldwide Corporation 0.1 $309k 4.3k 71.86
Saia (SAIA) 0.1 $281k 9.1k 30.90
Ship Finance Intl 0.1 $307k 19k 16.26
Triple-S Management 0.1 $300k 17k 17.81
Starwood Hotels & Resorts Worldwide 0.1 $293k 4.4k 66.59
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
Ulta Salon, Cosmetics & Fragrance (ULTA) 0.1 $310k 1.9k 163.16
ING Groep (ING) 0.1 $302k 21k 14.11
Myriad Genetics (MYGN) 0.1 $292k 7.8k 37.44
Republic Airways Holdings 0.1 $304k 53k 5.78
Rambus (RMBS) 0.1 $299k 25k 11.82
Prospect Capital Corporation (PSEC) 0.1 $308k 43k 7.12
Scripps Networks Interactive 0.1 $285k 5.8k 49.14
Lakeland Industries (LAKE) 0.1 $310k 22k 13.90
Scorpio Tankers 0.1 $302k 33k 9.16
Industries N shs - a - (LYB) 0.1 $308k 3.7k 83.24
Tower International 0.1 $294k 12k 23.80
Rait Financial Trust 0.1 $288k 58k 4.95
Nationstar Mortgage 0.1 $290k 21k 13.87
Duke Energy (DUK) 0.1 $288k 4.0k 72.00
Ares Coml Real Estate (ACRE) 0.1 $315k 26k 12.00
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
Perrigo Company (PRGO) 0.1 $315k 2.0k 157.50
Geo Group Inc/the reit (GEO) 0.1 $291k 9.8k 29.69
Adeptus Health Inc-class A 0.1 $312k 3.9k 80.64
Vitae Pharmaceuticals 0.1 $307k 28k 11.00
Wec Energy Group (WEC) 0.1 $282k 5.4k 52.22
Total System Services 0.1 $273k 6.0k 45.37
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
Digital Realty Trust (DLR) 0.1 $268k 4.1k 65.29
Harsco Corporation (NVRI) 0.1 $276k 30k 9.08
Host Hotels & Resorts (HST) 0.1 $250k 16k 15.82
Kohl's Corporation (KSS) 0.1 $269k 5.8k 46.38
Avery Dennison Corporation (AVY) 0.1 $255k 4.5k 56.67
Mid-America Apartment (MAA) 0.1 $262k 3.2k 81.88
Weight Watchers International 0.1 $263k 41k 6.38
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
Procter & Gamble Company (PG) 0.1 $273k 3.8k 71.84
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
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
Lam Research Corporation 0.1 $261k 4.0k 65.25
Air Methods Corporation 0.1 $273k 8.0k 34.12
LaSalle Hotel Properties 0.1 $244k 8.6k 28.37
Pegasystems (PEGA) 0.1 $248k 10k 24.62
Cimarex Energy 0.1 $277k 2.7k 102.59
Neustar 0.1 $245k 9.0k 27.22
TiVo 0.1 $274k 32k 8.67
Investors Real Estate Trust 0.1 $254k 33k 7.74
Novavax 0.1 $279k 40k 7.06
VMware 0.1 $260k 3.3k 78.79
Carmike Cinemas 0.1 $274k 14k 20.06
Nautilus (BFXXQ) 0.1 $280k 19k 15.01
OraSure Technologies (OSUR) 0.1 $259k 58k 4.43
Carpenter Technology Corporation (CRS) 0.1 $272k 9.1k 29.79
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
Invensense 0.1 $279k 30k 9.30
Ingredion Incorporated (INGR) 0.1 $262k 3.0k 87.33
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
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
Akebia Therapeutics (AKBA) 0.1 $274k 28k 9.65
Grubhub 0.1 $268k 11k 24.36
Liberty Media Corp Del Com Ser C 0.1 $258k 7.5k 34.40
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
Dominion Resources (D) 0.1 $218k 3.1k 70.32
Microchip Technology (MCHP) 0.1 $224k 5.2k 43.08
Dow Chemical Company 0.1 $237k 5.6k 42.43
Equity Residential (EQR) 0.1 $208k 2.8k 75.20
Tyson Foods (TSN) 0.1 $237k 5.5k 43.09
SkyWest (SKYW) 0.1 $233k 14k 16.71
Herman Miller (MLKN) 0.1 $222k 7.7k 28.83
Wolverine World Wide (WWW) 0.1 $210k 9.7k 21.67
Computer Sciences Corporation 0.1 $221k 3.6k 61.39
Unilever 0.1 $217k 5.4k 40.19
Alleghany Corporation 0.1 $234k 500.00 468.00
Ca 0.1 $239k 8.8k 27.26
Accenture (ACN) 0.1 $226k 2.3k 98.26
General Dynamics Corporation (GD) 0.1 $238k 1.7k 138.05
PetroChina Company 0.1 $209k 3.0k 69.67
Frontier Communications 0.1 $238k 50k 4.75
Axis Capital Holdings (AXS) 0.1 $226k 4.2k 53.81
C.H. Robinson Worldwide (CHRW) 0.1 $238k 3.5k 67.77
First Solar (FSLR) 0.1 $239k 5.6k 42.68
Constellation Brands (STZ) 0.1 $213k 1.7k 125.29
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
Gibraltar Industries (ROCK) 0.1 $232k 13k 18.37
MKS Instruments (MKSI) 0.1 $225k 6.7k 33.58
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
Celgene Corporation 0.1 $227k 2.1k 108.10
Greenhill & Co 0.1 $211k 7.4k 28.43
Molina Healthcare (MOH) 0.1 $207k 3.0k 69.00
Neurocrine Biosciences (NBIX) 0.1 $211k 5.3k 39.81
Pan American Silver Corp Can (PAAS) 0.1 $236k 37k 6.36
Liquidity Services (LQDT) 0.1 $242k 33k 7.40
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
National Retail Properties (NNN) 0.1 $243k 6.7k 36.27
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
Alexander & Baldwin (ALEX) 0.1 $240k 7.0k 34.29
Epr Properties (EPR) 0.1 $222k 4.3k 51.63
Global Brass & Coppr Hldgs I 0.1 $222k 11k 20.49
Biotelemetry 0.1 $229k 19k 12.24
Springleaf Holdings 0.1 $214k 4.9k 43.67
Relypsa 0.1 $241k 13k 18.54
Aramark Hldgs (ARMK) 0.1 $240k 8.1k 29.65
Talmer Ban 0.1 $226k 14k 16.68
Century Communities (CCS) 0.1 $240k 12k 19.83
Catalent 0.1 $236k 9.7k 24.27
Tyco International 0.1 $231k 6.9k 33.48
Klx Inc Com $0.01 0.1 $207k 5.8k 35.69
Fiat Chrysler Auto 0.1 $227k 17k 13.20
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
Brookfield Asset Management 0.1 $204k 6.5k 31.38
Intersil Corporation 0.1 $190k 16k 11.67
Lancaster Colony (LANC) 0.1 $205k 2.1k 97.62
Telefonaktiebolaget LM Ericsson (ERIC) 0.1 $205k 21k 9.76
Sap (SAP) 0.1 $201k 3.1k 64.84
Nexstar Broadcasting (NXST) 0.1 $204k 4.3k 47.44
Flextronics International Ltd Com Stk (FLEX) 0.1 $196k 19k 10.54
Atlas Air Worldwide Holdings 0.1 $202k 5.8k 34.57
Harmonic (HLIT) 0.1 $201k 35k 5.81
Sally Beauty Holdings (SBH) 0.1 $204k 8.6k 23.71
Anworth Mortgage Asset Corporation 0.1 $181k 37k 4.94
Haynes International (HAYN) 0.1 $204k 5.4k 37.78
Poly 0.1 $185k 18k 10.46
Shenandoah Telecommunications Company (SHEN) 0.1 $205k 4.8k 42.71
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
Accuray Incorporated (ARAY) 0.1 $205k 41k 5.00
TRC Companies 0.1 $171k 15k 11.80
Hollysys Automation Technolo (HOLI) 0.1 $202k 12k 17.47
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
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
Del Friscos Restaurant 0.1 $193k 14k 13.92
Grupo Fin Santander adr b 0.1 $184k 25k 7.33
United Ins Hldgs (ACIC) 0.1 $203k 15k 13.14
Anthera Pharmaceutcls 0.1 $202k 33k 6.09
Retailmenot 0.1 $199k 24k 8.24
Essent (ESNT) 0.1 $201k 8.1k 24.81
Xencor (XNCR) 0.1 $199k 16k 12.22
Lo (LOCO) 0.1 $200k 19k 10.76
Ubs Group (UBS) 0.1 $203k 11k 18.56
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
ON Semiconductor (ON) 0.0 $160k 17k 9.41
Key (KEY) 0.0 $132k 10k 13.03
PMC-Sierra 0.0 $161k 24k 6.77
Siliconware Precision Industries 0.0 $168k 27k 6.27
Hornbeck Offshore Services 0.0 $161k 12k 13.55
LSB Industries (LXU) 0.0 $162k 11k 15.31
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
Omeros Corporation (OMER) 0.0 $161k 15k 10.97
Arrowhead Research 0.0 $163k 28k 5.75
Resolute Fst Prods In 0.0 $165k 20k 8.32
Tile Shop Hldgs (TTSH) 0.0 $161k 13k 11.99
Conatus Pharmaceuticals 0.0 $162k 36k 4.46
Sorrento Therapeutics (SRNE) 0.0 $162k 19k 8.41
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
Jumei Intl Hldg Ltd Sponsored 0.0 $165k 17k 9.88
Denny's Corporation (DENN) 0.0 $117k 11k 10.99
Avon Products 0.0 $127k 39k 3.24
J.C. Penney Company 0.0 $127k 14k 9.29
Ruby Tuesday 0.0 $120k 19k 6.20
BGC Partners 0.0 $118k 14k 8.25
Sigma Designs 0.0 $99k 14k 6.89
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
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
Destination Xl (DXLG) 0.0 $131k 23k 5.80
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
MGIC Investment (MTG) 0.0 $93k 10k 9.24
Blount International 0.0 $75k 14k 5.55
Maxwell Technologies 0.0 $84k 15k 5.45
ShoreTel 0.0 $86k 12k 7.47
HMS Holdings 0.0 $91k 10k 8.73
Clear Channel Outdoor Holdings 0.0 $74k 10k 7.11
McDermott International 0.0 $89k 21k 4.28
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