Ellington Management Group

Ellington Management as of Sept. 30, 2016

Portfolio Holdings for Ellington Management

Ellington Management holds 625 positions in its portfolio as reported in the September 2016 quarterly 13F filing

Company (Ticker)
Portfolio Weight
Valued At
Change in Shares
Share Count
Share Price
Ellington Financial 4.5 $16M 979k 16.67
Spdr S&p 500 Etf (SPY) 1.8 $6.4M 30k 216.32
ConAgra Foods (CAG) 0.9 $3.4M 73k 47.11
Molson Coors Brewing Company (TAP) 0.6 $2.0M 18k 109.78
Henry Schein (HSIC) 0.6 $2.0M 12k 162.98
Fifth Third Ban (FITB) 0.6 $2.0M 98k 20.46
Pvh Corporation (PVH) 0.6 $2.0M 18k 110.49
NRG Energy (NRG) 0.5 $1.8M 164k 11.21
Leucadia National 0.5 $1.8M 93k 19.04
Baker Hughes Incorporated 0.5 $1.8M 35k 50.48
SCANA Corporation 0.5 $1.8M 25k 72.36
Hp (HPQ) 0.5 $1.8M 114k 15.53
Mattel (MAT) 0.5 $1.7M 57k 30.28
Accenture (ACN) 0.5 $1.7M 14k 122.16
Copart (CPRT) 0.5 $1.7M 31k 53.55
MercadoLibre (MELI) 0.5 $1.6M 8.9k 184.94
Hldgs (UAL) 0.5 $1.6M 31k 52.48
Kohl's Corporation (KSS) 0.4 $1.6M 36k 43.76
Cabot Oil & Gas Corporation (CTRA) 0.4 $1.5M 57k 25.79
Anadarko Petroleum Corporation 0.4 $1.5M 23k 63.38
D.R. Horton (DHI) 0.4 $1.5M 50k 30.20
Finish Line 0.4 $1.5M 65k 23.09
Paypal Holdings (PYPL) 0.4 $1.5M 36k 40.97
Qualcomm (QCOM) 0.4 $1.4M 21k 68.52
Marriott International (MAR) 0.4 $1.4M 21k 67.34
Pool Corporation (POOL) 0.4 $1.5M 16k 94.52
Finisar Corporation 0.4 $1.5M 49k 29.80
Sun Communities (SUI) 0.4 $1.5M 19k 78.49
LKQ Corporation (LKQ) 0.4 $1.4M 40k 35.45
Ross Stores (ROST) 0.4 $1.4M 22k 64.28
Crown Holdings (CCK) 0.4 $1.4M 24k 57.08
F5 Networks (FFIV) 0.4 $1.4M 11k 124.68
Calatlantic 0.4 $1.4M 42k 33.43
International Flavors & Fragrances (IFF) 0.4 $1.3M 9.4k 142.98
ArcelorMittal 0.4 $1.3M 223k 6.04
Nabors Industries 0.4 $1.3M 111k 12.16
Consolidated Edison (ED) 0.4 $1.3M 18k 75.31
Tiffany & Co. 0.4 $1.3M 18k 72.63
Las Vegas Sands (LVS) 0.4 $1.3M 23k 57.54
Thor Industries (THO) 0.4 $1.3M 15k 84.68
FleetCor Technologies 0.4 $1.3M 7.5k 173.73
AGCO Corporation (AGCO) 0.3 $1.3M 26k 49.31
Barclays (BCS) 0.3 $1.3M 146k 8.69
Johnson Controls International Plc equity (JCI) 0.3 $1.3M 27k 46.53
Principal Financial (PFG) 0.3 $1.2M 24k 51.53
InnerWorkings 0.3 $1.2M 132k 9.42
Valero Energy Corporation (VLO) 0.3 $1.2M 23k 53.01
Wabtec Corporation (WAB) 0.3 $1.2M 15k 81.64
International Game Technology (IGT) 0.3 $1.2M 50k 24.38
Progressive Corporation (PGR) 0.3 $1.2M 37k 31.51
Coach 0.3 $1.2M 32k 36.55
Texas Instruments Incorporated (TXN) 0.3 $1.2M 17k 70.18
Gap (GAP) 0.3 $1.2M 52k 22.25
Sina Corporation 0.3 $1.1M 16k 73.81
British American Tobac (BTI) 0.3 $1.1M 9.0k 127.67
Fiat Chrysler Auto 0.3 $1.2M 184k 6.40
Universal Health Services (UHS) 0.3 $1.1M 9.1k 123.19
VCA Antech 0.3 $1.1M 16k 70.00
Vale 0.3 $1.1M 239k 4.71
SYNNEX Corporation (SNX) 0.3 $1.1M 9.6k 114.06
Cummins (CMI) 0.3 $1.1M 8.3k 128.19
Sanderson Farms 0.3 $1.1M 11k 96.36
Zoetis Inc Cl A (ZTS) 0.3 $1.1M 20k 52.03
Melco Crown Entertainment (MLCO) 0.3 $1.0M 63k 16.10
Brookfield Asset Management 0.3 $1.0M 29k 35.19
Harman International Industries 0.3 $1.0M 12k 84.46
NetEase (NTES) 0.3 $1.0M 4.2k 240.71
Acuity Brands (AYI) 0.3 $1.0M 3.8k 264.47
Box Inc cl a (BOX) 0.3 $1.0M 64k 15.76
Blue Buffalo Pet Prods 0.3 $1.0M 43k 23.75
Ihs Markit 0.3 $1.0M 27k 37.55
Reynolds American 0.3 $990k 21k 47.14
Trimble Navigation (TRMB) 0.3 $971k 34k 28.56
Nordstrom (JWN) 0.3 $965k 19k 51.88
C.R. Bard 0.3 $987k 4.4k 224.32
Diageo (DEO) 0.3 $963k 8.3k 116.02
EOG Resources (EOG) 0.3 $977k 10k 96.73
Msci (MSCI) 0.3 $982k 12k 83.93
PPL Corporation (PPL) 0.3 $985k 29k 34.56
SBA Communications Corporation 0.3 $998k 8.9k 112.13
Tech Data Corporation 0.3 $991k 12k 84.70
Nimble Storage 0.3 $996k 113k 8.83
Rio Tinto (RIO) 0.3 $939k 28k 33.42
Energen Corporation 0.3 $952k 17k 57.70
Validus Holdings 0.3 $962k 19k 49.84
Ambarella (AMBA) 0.3 $927k 13k 73.57
Eversource Energy (ES) 0.3 $959k 18k 54.18
Maxim Integrated Products 0.2 $914k 23k 39.91
Gentex Corporation (GNTX) 0.2 $894k 51k 17.56
Scotts Miracle-Gro Company (SMG) 0.2 $908k 11k 83.30
Prudential Financial (PRU) 0.2 $857k 11k 81.62
HMS Holdings 0.2 $880k 40k 22.17
United Therapeutics Corporation (UTHR) 0.2 $874k 7.4k 118.11
Sarepta Therapeutics (SRPT) 0.2 $866k 14k 61.42
Apple Hospitality Reit (APLE) 0.2 $859k 46k 18.51
Evolent Health (EVH) 0.2 $857k 35k 24.63
Signature Bank (SBNY) 0.2 $853k 7.2k 118.47
Apache Corporation 0.2 $843k 13k 63.86
Curtiss-Wright (CW) 0.2 $820k 9.0k 91.11
Rent-A-Center (UPBD) 0.2 $846k 67k 12.65
Yum! Brands (YUM) 0.2 $817k 9.0k 90.78
Encana Corp 0.2 $819k 78k 10.47
Alleghany Corporation 0.2 $840k 1.6k 525.00
Lennox International (LII) 0.2 $848k 5.4k 157.04
Nice Systems (NICE) 0.2 $817k 12k 66.97
Ellie Mae 0.2 $853k 8.1k 105.31
Premier (PINC) 0.2 $851k 26k 32.36
Bio-techne Corporation (TECH) 0.2 $821k 7.5k 109.47
Tailored Brands 0.2 $845k 54k 15.71
Cme (CME) 0.2 $815k 7.8k 104.49
Eli Lilly & Co. (LLY) 0.2 $811k 10k 80.30
Masco Corporation (MAS) 0.2 $786k 23k 34.32
USG Corporation 0.2 $801k 31k 25.84
Fiserv (FI) 0.2 $806k 8.1k 99.51
Paccar (PCAR) 0.2 $811k 14k 58.77
Amtrust Financial Services 0.2 $797k 30k 26.84
Oshkosh Corporation (OSK) 0.2 $790k 14k 56.03
Agnico (AEM) 0.2 $802k 15k 54.19
Integra LifeSciences Holdings (IART) 0.2 $792k 9.6k 82.50
PNM Resources (TXNM) 0.2 $798k 24k 32.70
United Natural Foods (UNFI) 0.2 $789k 20k 40.05
Popeyes Kitchen 0.2 $813k 15k 53.14
Mobileye 0.2 $813k 19k 42.57
MasterCard Incorporated (MA) 0.2 $763k 7.5k 101.73
CVB Financial (CVBF) 0.2 $768k 44k 17.61
Ryder System (R) 0.2 $778k 12k 65.93
McKesson Corporation (MCK) 0.2 $767k 4.6k 166.74
NutriSystem 0.2 $751k 25k 29.68
Macquarie Infrastructure Company 0.2 $749k 9.0k 83.22
Qiagen 0.2 $768k 28k 27.43
Celgene Corporation 0.2 $753k 7.2k 104.58
Randgold Resources 0.2 $771k 7.7k 100.13
Halozyme Therapeutics (HALO) 0.2 $777k 64k 12.08
EXACT Sciences Corporation (EXAS) 0.2 $752k 41k 18.57
Wendy's/arby's Group (WEN) 0.2 $770k 71k 10.80
Francescas Hldgs Corp 0.2 $756k 49k 15.43
Yrc Worldwide Inc Com par $.01 0.2 $760k 62k 12.32
Abbvie (ABBV) 0.2 $757k 12k 63.08
Noble Corp Plc equity 0.2 $762k 120k 6.34
Aerie Pharmaceuticals 0.2 $759k 20k 37.76
Cara Therapeutics (CARA) 0.2 $780k 93k 8.35
Navient Corporation equity (NAVI) 0.2 $776k 54k 14.48
Armour Residential Reit Inc Re 0.2 $771k 34k 22.54
Match 0.2 $770k 43k 17.78
Petroleo Brasileiro SA (PBR.A) 0.2 $744k 90k 8.31
Continental Resources 0.2 $733k 14k 51.99
NetApp (NTAP) 0.2 $741k 21k 35.80
Union Pacific Corporation (UNP) 0.2 $712k 7.3k 97.53
Nike (NKE) 0.2 $711k 14k 52.67
Balchem Corporation (BCPC) 0.2 $729k 9.4k 77.55
Domino's Pizza (DPZ) 0.2 $729k 4.8k 151.88
Tessera Technologies 0.2 $730k 19k 38.42
Clarcor 0.2 $715k 11k 65.00
Smith & Wesson Holding Corporation 0.2 $710k 27k 26.59
Dex (DXCM) 0.2 $719k 8.2k 87.68
John B. Sanfilippo & Son (JBSS) 0.2 $713k 14k 51.29
Metropcs Communications (TMUS) 0.2 $738k 16k 46.71
Qiwi (QIWI) 0.2 $728k 50k 14.64
Earthlink Holdings 0.2 $720k 116k 6.20
Rsp Permian 0.2 $733k 19k 38.78
Lamar Advertising Co-a (LAMR) 0.2 $738k 11k 65.31
Herc Hldgs (HRI) 0.2 $721k 21k 33.69
Bank of New York Mellon Corporation (BK) 0.2 $694k 17k 39.89
IAC/InterActive 0.2 $687k 11k 62.45
Dick's Sporting Goods (DKS) 0.2 $686k 12k 56.69
Verisign (VRSN) 0.2 $704k 9.0k 78.22
Xilinx 0.2 $696k 13k 54.38
Novartis (NVS) 0.2 $703k 8.9k 78.99
DISH Network 0.2 $679k 12k 54.76
Graphic Packaging Holding Company (GPK) 0.2 $701k 50k 13.99
Deutsche Bank Ag-registered (DB) 0.2 $682k 52k 13.09
L-3 Communications Holdings 0.2 $678k 4.5k 150.67
Greenhill & Co 0.2 $698k 30k 23.58
First American Financial (FAF) 0.2 $672k 17k 39.30
Nxp Semiconductors N V (NXPI) 0.2 $673k 6.6k 101.97
Scorpio Tankers 0.2 $673k 145k 4.63
SPECTRUM BRANDS Hldgs 0.2 $688k 5.0k 137.60
American Tower Reit (AMT) 0.2 $691k 6.1k 113.28
McDonald's Corporation (MCD) 0.2 $658k 5.7k 115.44
Crocs (CROX) 0.2 $650k 78k 8.30
MDU Resources (MDU) 0.2 $636k 25k 25.44
KT Corporation (KT) 0.2 $655k 41k 16.05
Aaron's 0.2 $653k 26k 25.41
Under Armour (UAA) 0.2 $654k 17k 38.70
MarineMax (HZO) 0.2 $656k 31k 20.96
Exelixis (EXEL) 0.2 $640k 50k 12.80
Forestar 0.2 $648k 55k 11.72
TransDigm Group Incorporated (TDG) 0.2 $665k 2.3k 289.13
Enersis 0.2 $646k 79k 8.19
Oasis Petroleum 0.2 $665k 58k 11.47
Opko Health (OPK) 0.2 $667k 63k 10.59
Argan (AGX) 0.2 $645k 11k 59.17
Spirit Airlines (SAVEQ) 0.2 $655k 15k 42.53
Ensco Plc Shs Class A 0.2 $653k 77k 8.50
Tribune Co New Cl A 0.2 $657k 18k 36.50
Biosante Pharmaceuticals (ANIP) 0.2 $650k 9.8k 66.33
Baozun (BZUN) 0.2 $656k 44k 15.08
FedEx Corporation (FDX) 0.2 $611k 3.5k 174.57
Federated Investors (FHI) 0.2 $610k 21k 29.61
Harris Corporation 0.2 $605k 6.6k 91.67
Nu Skin Enterprises (NUS) 0.2 $628k 9.7k 64.74
Amgen (AMGN) 0.2 $634k 3.8k 166.84
First Industrial Realty Trust (FR) 0.2 $604k 21k 28.22
HFF 0.2 $620k 22k 27.68
Dr Pepper Snapple 0.2 $630k 6.9k 91.30
Applied Materials (AMAT) 0.2 $600k 20k 30.15
HDFC Bank (HDB) 0.2 $611k 8.5k 71.88
Juniper Networks (JNPR) 0.2 $616k 26k 24.06
Evercore Partners (EVR) 0.2 $628k 12k 51.48
Monolithic Power Systems (MPWR) 0.2 $620k 7.7k 80.52
Chart Industries (GTLS) 0.2 $624k 19k 32.84
VMware 0.2 $631k 8.6k 73.37
Quad/Graphics (QUAD) 0.2 $617k 23k 26.71
Targa Res Corp (TRGP) 0.2 $619k 13k 49.13
Spirit Realty reit 0.2 $616k 46k 13.33
Liberty Broadband Cl C (LBRDK) 0.2 $629k 8.8k 71.48
Allergan 0.2 $599k 2.6k 230.38
Charles Schwab Corporation (SCHW) 0.2 $565k 18k 31.56
Costco Wholesale Corporation (COST) 0.2 $580k 3.8k 152.63
Bed Bath & Beyond 0.2 $582k 14k 43.11
Avery Dennison Corporation (AVY) 0.2 $583k 7.5k 77.73
Royal Dutch Shell 0.2 $591k 12k 50.08
Gilead Sciences (GILD) 0.2 $585k 7.4k 79.05
PG&E Corporation (PCG) 0.2 $569k 9.3k 61.18
Sap (SAP) 0.2 $594k 6.5k 91.38
First Solar (FSLR) 0.2 $569k 14k 39.51
Brunswick Corporation (BC) 0.2 $571k 12k 48.80
Dycom Industries (DY) 0.2 $572k 7.0k 81.71
Seagate Technology Com Stk 0.2 $590k 15k 38.56
Credicorp (BAP) 0.2 $563k 3.7k 152.16
Panera Bread Company 0.2 $584k 3.0k 194.67
A. O. Smith Corporation (AOS) 0.2 $583k 5.9k 98.81
Erie Indemnity Company (ERIE) 0.2 $592k 5.8k 102.07
Level 3 Communications 0.2 $580k 13k 46.40
Bluebird Bio (BLUE) 0.2 $569k 8.4k 67.74
Veeva Sys Inc cl a (VEEV) 0.2 $582k 14k 41.28
Rubicon Proj 0.2 $570k 69k 8.27
Equinix (EQIX) 0.2 $576k 1.6k 360.00
JPMorgan Chase & Co. (JPM) 0.1 $539k 8.1k 66.54
Renaissance Re Holdings Ltd Cmn (RNR) 0.1 $541k 4.5k 120.22
State Street Corporation (STT) 0.1 $536k 7.7k 69.61
Home Depot (HD) 0.1 $528k 4.1k 128.78
Tyson Foods (TSN) 0.1 $560k 7.5k 74.67
Callaway Golf Company (MODG) 0.1 $539k 46k 11.62
Trex Company (TREX) 0.1 $552k 9.4k 58.72
Donaldson Company (DCI) 0.1 $560k 15k 37.33
FelCor Lodging Trust Incorporated 0.1 $539k 84k 6.42
Entergy Corporation (ETR) 0.1 $545k 7.1k 76.76
Huntsman Corporation (HUN) 0.1 $539k 33k 16.28
CenterPoint Energy (CNP) 0.1 $527k 23k 23.22
InterDigital (IDCC) 0.1 $554k 7.0k 79.14
Vail Resorts (MTN) 0.1 $533k 3.4k 156.76
Rogers Corporation (ROG) 0.1 $550k 9.0k 61.11
CHECK POINT SOFTWARE Technolog Com Stk (CHKP) 0.1 $551k 7.1k 77.61
Jack Henry & Associates (JKHY) 0.1 $548k 6.4k 85.62
Unisys Corporation (UIS) 0.1 $562k 58k 9.74
Kemper Corp Del (KMPR) 0.1 $547k 14k 39.35
Bazaarvoice 0.1 $548k 93k 5.91
Momo 0.1 $542k 24k 22.49
Wec Energy Group (WEC) 0.1 $545k 9.1k 59.89
iStar Financial 0.1 $511k 48k 10.74
Hartford Financial Services (HIG) 0.1 $518k 12k 42.81
Moody's Corporation (MCO) 0.1 $498k 4.6k 108.26
Paychex (PAYX) 0.1 $498k 8.6k 57.91
Western Digital (WDC) 0.1 $509k 8.7k 58.51
Hess (HES) 0.1 $504k 9.4k 53.62
Macy's (M) 0.1 $511k 14k 37.03
Exelon Corporation (EXC) 0.1 $503k 15k 33.31
Kindred Healthcare 0.1 $491k 48k 10.23
Actuant Corporation 0.1 $518k 22k 23.23
Tata Motors 0.1 $492k 12k 40.00
Abb (ABBNY) 0.1 $515k 23k 22.49
Acacia Research Corporation (ACTG) 0.1 $519k 80k 6.52
Accuray Incorporated (ARAY) 0.1 $513k 81k 6.37
Pebblebrook Hotel Trust (PEB) 0.1 $516k 19k 26.60
Yandex Nv-a (NBIS) 0.1 $507k 24k 21.04
Ingredion Incorporated (INGR) 0.1 $492k 3.7k 132.97
Mrc Global Inc cmn (MRC) 0.1 $491k 30k 16.42
Mallinckrodt Pub 0.1 $502k 7.2k 69.72
Ambev Sa- (ABEV) 0.1 $519k 85k 6.08
Wix (WIX) 0.1 $525k 12k 43.46
Santander Consumer Usa 0.1 $522k 43k 12.17
Geo Group Inc/the reit (GEO) 0.1 $516k 22k 23.78
Five9 (FIVN) 0.1 $495k 32k 15.66
Horizon Global Corporation 0.1 $508k 26k 19.92
Vale (VALE) 0.1 $468k 85k 5.50
Starwood Property Trust (STWD) 0.1 $480k 21k 22.54
Fidelity National Information Services (FIS) 0.1 $470k 6.1k 77.05
FirstEnergy (FE) 0.1 $490k 15k 33.11
Snap-on Incorporated (SNA) 0.1 $456k 3.0k 152.00
Adobe Systems Incorporated (ADBE) 0.1 $488k 4.5k 108.44
Helen Of Troy (HELE) 0.1 $457k 5.3k 86.23
Barnes (B) 0.1 $478k 12k 40.51
Merck & Co (MRK) 0.1 $456k 7.3k 62.47
Bank of the Ozarks 0.1 $480k 13k 38.40
Carlisle Companies (CSL) 0.1 $482k 4.7k 102.55
Ez (EZPW) 0.1 $479k 43k 11.06
Grupo Financiero Galicia (GGAL) 0.1 $482k 16k 31.10
TTM Technologies (TTMI) 0.1 $480k 42k 11.46
Ormat Technologies (ORA) 0.1 $465k 9.6k 48.44
Masimo Corporation (MASI) 0.1 $488k 8.2k 59.51
TAL Education (TAL) 0.1 $460k 6.5k 70.77
Hca Holdings (HCA) 0.1 $484k 6.4k 75.62
Cavium 0.1 $489k 8.4k 58.21
Liberty Global Inc C 0.1 $472k 14k 33.01
Dct Industrial Trust Inc reit usd.01 0.1 $456k 9.4k 48.51
Nexpoint Residential Tr (NXRT) 0.1 $468k 24k 19.66
Lantheus Holdings Inc Common Stock Usd 0.01 (LNTH) 0.1 $476k 58k 8.28
Teva Pharmaceutical Industries (TEVA) 0.1 $432k 9.4k 45.96
AES Corporation (AES) 0.1 $432k 34k 12.86
Avon Products 0.1 $447k 79k 5.67
Jack in the Box (JACK) 0.1 $432k 4.5k 96.00
Mettler-Toledo International (MTD) 0.1 $420k 1.0k 420.00
Gartner (IT) 0.1 $425k 4.8k 88.54
Target Corporation (TGT) 0.1 $453k 6.6k 68.64
Weyerhaeuser Company (WY) 0.1 $428k 13k 31.94
Novo Nordisk A/S (NVO) 0.1 $441k 11k 41.60
Drew Industries 0.1 $451k 4.6k 98.04
Central Garden & Pet (CENT) 0.1 $426k 16k 25.98
Estee Lauder Companies (EL) 0.1 $434k 4.9k 88.57
Herbalife Ltd Com Stk (HLF) 0.1 $434k 7.0k 62.00
Medifast (MED) 0.1 $442k 12k 37.78
General Cable Corporation 0.1 $440k 29k 14.97
Progenics Pharmaceuticals 0.1 $425k 67k 6.32
Carnival (CUK) 0.1 $447k 9.1k 49.12
Analogic Corporation 0.1 $443k 5.0k 88.60
Myr (MYRG) 0.1 $445k 15k 30.07
Green Plains Renewable Energy (GPRE) 0.1 $443k 17k 26.21
Marathon Petroleum Corp (MPC) 0.1 $418k 10k 40.58
Jazz Pharmaceuticals (JAZZ) 0.1 $437k 3.6k 121.39
Rowan Companies 0.1 $420k 28k 15.16
Stratasys (SSYS) 0.1 $419k 17k 24.08
Inteliquent 0.1 $436k 27k 16.15
Rayonier Advanced Matls (RYAM) 0.1 $420k 31k 13.38
Zoe's Kitchen 0.1 $450k 20k 22.17
Sportsmans Whse Hldgs (SPWH) 0.1 $427k 41k 10.52
Trinseo S A 0.1 $430k 7.6k 56.58
Colucid Pharmaceuticals 0.1 $439k 12k 38.17
Viavi Solutions Inc equities (VIAV) 0.1 $421k 57k 7.39
Tier Reit 0.1 $426k 28k 15.43
Seritage Growth Pptys Cl A (SRG) 0.1 $431k 8.5k 50.71
Performance Food (PFGC) 0.1 $436k 18k 24.77
Grupo Televisa (TV) 0.1 $416k 16k 25.68
PNC Financial Services (PNC) 0.1 $405k 4.5k 90.00
IDEXX Laboratories (IDXX) 0.1 $417k 3.7k 112.70
Darden Restaurants (DRI) 0.1 $386k 6.3k 61.27
Eastman Chemical Company (EMN) 0.1 $399k 5.9k 67.63
DeVry 0.1 $399k 17k 23.06
Red Hat 0.1 $388k 4.8k 80.83
Sotheby's 0.1 $407k 11k 38.04
GlaxoSmithKline 0.1 $384k 8.9k 43.15
Patterson-UTI Energy (PTEN) 0.1 $403k 18k 22.39
Alliance Data Systems Corporation (BFH) 0.1 $408k 1.9k 214.74
Ashford Hospitality Trust 0.1 $391k 66k 5.89
Genes (GCO) 0.1 $382k 7.0k 54.39
Insight Enterprises (NSIT) 0.1 $410k 13k 32.54
Sigma Designs 0.1 $412k 53k 7.78
Perficient (PRFT) 0.1 $397k 20k 20.15
Piper Jaffray Companies (PIPR) 0.1 $411k 8.5k 48.35
Royal Gold (RGLD) 0.1 $395k 5.1k 77.45
Raymond James Financial (RJF) 0.1 $390k 6.7k 58.21
Urban Outfitters (URBN) 0.1 $397k 12k 34.52
Duke Realty Corporation 0.1 $407k 15k 27.32
Extra Space Storage (EXR) 0.1 $389k 4.9k 79.39
National Fuel Gas (NFG) 0.1 $406k 7.5k 54.13
Omega Protein Corporation 0.1 $388k 17k 23.37
National Health Investors (NHI) 0.1 $400k 5.1k 78.43
3D Systems Corporation (DDD) 0.1 $391k 22k 17.94
Sabra Health Care REIT (SBRA) 0.1 $413k 16k 25.18
Magnachip Semiconductor Corp (MX) 0.1 $404k 49k 8.33
Asml Holding (ASML) 0.1 $405k 3.7k 109.46
Cerner Corporation 0.1 $352k 5.7k 61.75
RPM International (RPM) 0.1 $376k 7.0k 53.71
Commercial Metals Company (CMC) 0.1 $379k 23k 16.20
Analog Devices (ADI) 0.1 $354k 5.5k 64.36
WABCO Holdings 0.1 $375k 3.3k 113.64
Hawaiian Holdings 0.1 $355k 7.3k 48.63
Louisiana-Pacific Corporation (LPX) 0.1 $377k 20k 18.85
Rudolph Technologies 0.1 $362k 20k 17.75
BBVA Banco Frances 0.1 $362k 18k 19.89
CPFL Energia 0.1 $351k 24k 14.81
Empresa Nacional de Electricidad 0.1 $359k 18k 19.83
Jabil Circuit (JBL) 0.1 $375k 17k 21.80
Skechers USA (SKX) 0.1 $373k 16k 22.88
Ternium (TX) 0.1 $349k 18k 19.61
Universal Insurance Holdings (UVE) 0.1 $375k 15k 25.17
AK Steel Holding Corporation 0.1 $369k 76k 4.83
Ceva (CEVA) 0.1 $365k 10k 35.10
Teradyne (TER) 0.1 $360k 17k 21.56
BofI Holding 0.1 $345k 15k 22.40
Pandora Media 0.1 $353k 25k 14.35
News Corp Class B cos (NWS) 0.1 $347k 24k 14.22
Nmi Hldgs Inc cl a (NMIH) 0.1 $370k 49k 7.61
Retrophin 0.1 $347k 16k 22.39
Axalta Coating Sys (AXTA) 0.1 $376k 13k 28.27
Iron Mountain (IRM) 0.1 $345k 9.2k 37.50
Medtronic (MDT) 0.1 $380k 4.4k 86.36
Aduro Biotech 0.1 $364k 29k 12.43
Welltower Inc Com reit (WELL) 0.1 $381k 5.1k 74.71
Msg Network Inc cl a 0.1 $357k 19k 18.59
Pure Storage Inc - Class A (PSTG) 0.1 $371k 27k 13.54
Wal-Mart Stores (WMT) 0.1 $325k 4.5k 72.22
Itron (ITRI) 0.1 $329k 5.9k 55.76
Comerica Incorporated (CMA) 0.1 $312k 6.6k 47.27
Equity Residential (EQR) 0.1 $309k 4.8k 64.38
WellCare Health Plans 0.1 $340k 2.9k 117.24
Photronics (PLAB) 0.1 $319k 31k 10.32
Washington Real Estate Investment Trust (ELME) 0.1 $333k 11k 31.12
Kellogg Company (K) 0.1 $310k 4.0k 77.50
Brady Corporation (BRC) 0.1 $325k 9.4k 34.57
Coeur d'Alene Mines Corporation (CDE) 0.1 $317k 27k 11.83
Cirrus Logic (CRUS) 0.1 $324k 6.1k 53.11
Semtech Corporation (SMTC) 0.1 $316k 11k 27.72
Chicago Bridge & Iron Company 0.1 $342k 12k 28.03
Worthington Industries (WOR) 0.1 $322k 6.7k 48.06
Corrections Corporation of America 0.1 $313k 23k 13.85
CyberOptics Corporation 0.1 $334k 14k 24.56
Sparton Corporation 0.1 $328k 13k 26.24
shares First Bancorp P R (FBP) 0.1 $338k 65k 5.20
Norwegian Cruise Line Hldgs (NCLH) 0.1 $336k 8.9k 37.75
Benefitfocus 0.1 $327k 8.2k 39.88
A10 Networks (ATEN) 0.1 $335k 31k 10.70
National Gen Hldgs 0.1 $334k 15k 22.27
Transunion (TRU) 0.1 $324k 9.4k 34.47
Spx Flow 0.1 $318k 10k 30.87
Ollies Bargain Outlt Hldgs I (OLLI) 0.1 $341k 13k 26.23
Mcbc Holdings 0.1 $341k 30k 11.40
Ryanair Holdings (RYAAY) 0.1 $315k 4.2k 75.00
Red Rock Resorts Inc Cl A (RRR) 0.1 $316k 13k 23.58
SEI Investments Company (SEIC) 0.1 $301k 6.6k 45.61
V.F. Corporation (VFC) 0.1 $297k 5.3k 56.04
Timken Company (TKR) 0.1 $274k 7.8k 35.13
ABM Industries (ABM) 0.1 $274k 6.9k 39.71
Intuitive Surgical (ISRG) 0.1 $290k 400.00 725.00
Amphenol Corporation (APH) 0.1 $273k 4.2k 65.00
American Axle & Manufact. Holdings (AXL) 0.1 $308k 18k 17.21
Exar Corporation 0.1 $306k 33k 9.30
Chesapeake Utilities Corporation (CPK) 0.1 $299k 4.9k 61.02
Fresenius Medical Care AG & Co. (FMS) 0.1 $298k 6.8k 43.82
PacWest Ban 0.1 $300k 7.0k 42.86
Achillion Pharmaceuticals 0.1 $300k 37k 8.11
CoreSite Realty 0.1 $296k 4.0k 74.00
SPS Commerce (SPSC) 0.1 $279k 3.8k 73.42
Enova Intl (ENVA) 0.1 $298k 31k 9.68
Diplomat Pharmacy 0.1 $289k 10k 28.06
Solaredge Technologies (SEDG) 0.1 $277k 16k 17.20
Ferroglobe (GSM) 0.1 $298k 33k 9.03
Harsco Corporation (NVRI) 0.1 $263k 27k 9.92
Mercury General Corporation (MCY) 0.1 $236k 4.3k 54.88
SYSCO Corporation (SYY) 0.1 $245k 5.0k 49.00
AVX Corporation 0.1 $245k 18k 13.76
Fresh Del Monte Produce (FDP) 0.1 $264k 4.4k 60.00
Ultratech 0.1 $245k 11k 23.11
Mitsubishi UFJ Financial (MUFG) 0.1 $265k 53k 5.05
Encore Capital (ECPG) 0.1 $247k 11k 22.45
ViaSat (VSAT) 0.1 $246k 3.3k 74.55
Gladstone Commercial Corporation (GOOD) 0.1 $240k 13k 18.60
Banco Macro SA (BMA) 0.1 $243k 3.1k 78.39
Cross Country Healthcare (CCRN) 0.1 $263k 22k 11.79
Assured Guaranty (AGO) 0.1 $261k 9.4k 27.77
Atwood Oceanics 0.1 $241k 28k 8.70
Chico's FAS 0.1 $239k 20k 11.89
Mack-Cali Realty (VRE) 0.1 $248k 9.1k 27.25
Allegiant Travel Company (ALGT) 0.1 $264k 2.0k 132.00
CenterState Banks 0.1 $238k 13k 17.76
Monro Muffler Brake (MNRO) 0.1 $245k 4.0k 61.25
Aaon (AAON) 0.1 $265k 9.2k 28.80
EastGroup Properties (EGP) 0.1 $243k 3.3k 73.64
H.B. Fuller Company (FUL) 0.1 $256k 5.5k 46.55
PC Mall 0.1 $265k 12k 21.54
Braskem SA (BAK) 0.1 $261k 17k 15.35
WebMD Health 0.1 $244k 4.9k 49.80
Royal Bank of Scotland 0.1 $258k 55k 4.67
Oclaro 0.1 $261k 31k 8.56
Craft Brewers Alliance 0.1 $250k 13k 18.80
Mitel Networks Corp 0.1 $246k 33k 7.37
Ascena Retail 0.1 $246k 44k 5.59
Meritor 0.1 $270k 24k 11.11
Xo Group 0.1 $242k 13k 19.36
Tripadvisor (TRIP) 0.1 $240k 3.8k 63.16
Meetme 0.1 $241k 39k 6.20
Workday Inc cl a (WDAY) 0.1 $257k 2.8k 91.79
Criteo Sa Ads (CRTO) 0.1 $270k 7.7k 35.06
Gtt Communications 0.1 $247k 11k 23.52
Hubspot (HUBS) 0.1 $236k 4.1k 57.56
Nevro (NVRO) 0.1 $261k 2.5k 104.40
Engility Hldgs 0.1 $265k 8.4k 31.55
Mimecast 0.1 $260k 14k 19.12
Alphatec Holdings (ATEC) 0.1 $253k 27k 9.41
Core Laboratories 0.1 $213k 1.9k 112.11
Lancaster Colony (LANC) 0.1 $211k 1.6k 131.88
Dillard's (DDS) 0.1 $227k 3.6k 63.06
Cintas Corporation (CTAS) 0.1 $203k 1.8k 112.78
Strayer Education 0.1 $205k 4.4k 46.59
Micron Technology (MU) 0.1 $204k 12k 17.74
Andersons (ANDE) 0.1 $232k 6.4k 36.25
Banco Santander-Chile (BSAC) 0.1 $232k 11k 20.71
Hecla Mining Company (HL) 0.1 $227k 40k 5.69
Manhattan Associates (MANH) 0.1 $207k 3.6k 57.50
Terex Corporation (TEX) 0.1 $213k 8.4k 25.36
Banco Bradesco SA (BBD) 0.1 $214k 24k 9.07
China Uni 0.1 $212k 17k 12.18
Cubic Corporation 0.1 $211k 4.5k 46.89
Healthcare Services (HCSG) 0.1 $202k 5.1k 39.61
Navigant Consulting 0.1 $206k 10k 20.20
WD-40 Company (WDFC) 0.1 $202k 1.8k 112.22
Hackett (HCKT) 0.1 $230k 14k 16.55
NetGear (NTGR) 0.1 $200k 3.3k 60.61
Silicon Motion Technology (SIMO) 0.1 $233k 4.5k 51.78
Grupo Aeroportuario del Centro Nort (OMAB) 0.1 $202k 4.3k 46.98
WSFS Financial Corporation (WSFS) 0.1 $201k 5.5k 36.55
Central Garden & Pet (CENTA) 0.1 $226k 9.1k 24.84
Flexsteel Industries (FLXS) 0.1 $233k 4.5k 51.78
Hollysys Automation Technolo (HOLI) 0.1 $226k 10k 22.16
Lakeland Financial Corporation (LKFN) 0.1 $223k 6.3k 35.40
Alpha & Omega Semiconductor (AOSL) 0.1 $204k 9.4k 21.70
IntraLinks Holdings 0.1 $214k 21k 10.05
Ligand Pharmaceuticals In (LGND) 0.1 $204k 2.0k 102.00
WisdomTree Investments (WT) 0.1 $221k 22k 10.28
CECO Environmental (CECO) 0.1 $213k 19k 11.27
Neophotonics Corp 0.1 $225k 14k 16.30
Brightcove (BCOV) 0.1 $202k 16k 13.03
Vocera Communications 0.1 $210k 12k 16.94
Interface (TILE) 0.1 $209k 13k 16.72
Western Asset Mortgage cmn 0.1 $214k 21k 10.44
Tillys (TLYS) 0.1 $225k 24k 9.38
Puma Biotechnology (PBYI) 0.1 $228k 3.4k 67.06
Beazer Homes Usa (BZH) 0.1 $213k 18k 11.64
News (NWSA) 0.1 $229k 16k 13.96
Taylor Morrison Hom (TMHC) 0.1 $231k 13k 17.63
Global Brass & Coppr Hldgs I 0.1 $225k 7.8k 28.85
Luxoft Holding Inc cmn 0.1 $201k 3.8k 52.89
Third Point Reinsurance 0.1 $211k 18k 11.99
Sterling Bancorp 0.1 $228k 13k 17.54
Advaxis 0.1 $202k 19k 10.69
Chegg (CHGG) 0.1 $215k 30k 7.10
Kate Spade & Co 0.1 $224k 13k 17.10
Genocea Biosciences 0.1 $200k 39k 5.12
Washington Prime (WB) 0.1 $223k 4.5k 50.11
Veritiv Corp - When Issued 0.1 $226k 4.5k 50.22
Smart & Final Stores 0.1 $221k 17k 12.77
Dave & Buster's Entertainmnt (PLAY) 0.1 $215k 5.5k 39.09
Nrg Yield Inc Cl A New cs 0.1 $233k 14k 16.29
Bwx Technologies (BWXT) 0.1 $203k 5.3k 38.30
Natera (NTRA) 0.1 $206k 19k 11.14
Ionis Pharmaceuticals (IONS) 0.1 $216k 5.9k 36.61
Aclaris Therapeutics (ACRS) 0.1 $233k 9.1k 25.56
Genworth Financial (GNW) 0.1 $198k 40k 4.96
KB Home (KBH) 0.1 $182k 11k 16.11
Cemex SAB de CV (CX) 0.1 $171k 22k 7.95
Janus Capital 0.1 $179k 13k 13.98
Darling International (DAR) 0.1 $174k 13k 13.49
Array BioPharma 0.1 $169k 25k 6.76
Companhia de Saneamento Basi (SBS) 0.1 $181k 20k 9.23
Cliffs Natural Resources 0.1 $196k 34k 5.85
Fulton Financial (FULT) 0.1 $199k 14k 14.53
Alon USA Energy 0.1 $193k 24k 8.04
Pan American Silver Corp Can (PAAS) 0.1 $189k 11k 17.66
Flamel Technologies 0.1 $184k 15k 12.43
Corcept Therapeutics Incorporated (CORT) 0.1 $168k 26k 6.51
Sumitomo Mitsui Financial Grp (SMFG) 0.1 $169k 25k 6.76
Laredo Petroleum Holdings 0.1 $199k 15k 12.92
Caesars Entertainment 0.1 $180k 24k 7.44
Lan Airlines Sa- (LTMAY) 0.1 $188k 23k 8.14
Tower Semiconductor (TSEM) 0.1 $194k 13k 15.16
Silver Spring Networks 0.1 $189k 13k 14.21
Aratana Therapeutics 0.1 $181k 19k 9.38
Endurance Intl Group Hldgs I 0.1 $173k 20k 8.74
Foamix Pharmaceuticals 0.1 $169k 18k 9.23
Bojangles 0.1 $171k 11k 15.98
Babcock & Wilcox Enterprises 0.1 $175k 11k 16.51
Axovant Sciences 0.1 $188k 13k 14.03
Overseas Shipholding Group I Cl A (OSG) 0.1 $183k 17k 10.58
Mobile TeleSystems OJSC 0.0 $155k 20k 7.64
SLM Corporation (SLM) 0.0 $130k 17k 7.47
Career Education 0.0 $130k 19k 6.81
Brooks Automation (AZTA) 0.0 $163k 12k 13.58
Bill Barrett Corporation 0.0 $151k 27k 5.57
Banco Bilbao Vizcaya Argentaria SA (BBVA) 0.0 $128k 22k 5.95
Guess? (GES) 0.0 $152k 10k 14.62
Anworth Mortgage Asset Corporation 0.0 $160k 33k 4.92
Extreme Networks (EXTR) 0.0 $151k 34k 4.48
Brocade Communications Systems 0.0 $142k 15k 9.22
PGT 0.0 $131k 12k 10.65
Carrols Restaurant 0.0 $141k 11k 13.18
Maiden Holdings (MHLD) 0.0 $156k 12k 12.68
Summit Hotel Properties (INN) 0.0 $136k 10k 13.20
Platform Specialty Prods Cor 0.0 $129k 16k 8.11
Aquinox Pharmaceuticals 0.0 $144k 11k 13.33
Akebia Therapeutics (AKBA) 0.0 $156k 17k 9.07
Rightside 0.0 $143k 16k 9.08
Habit Restaurants Inc/the-a 0.0 $141k 10k 13.96
Etsy (ETSY) 0.0 $143k 10k 14.30
Innoviva (INVA) 0.0 $142k 13k 11.01
Editas Medicine (EDIT) 0.0 $145k 11k 13.48
OMNOVA Solutions 0.0 $118k 14k 8.43
Iridium Communications (IRDM) 0.0 $111k 14k 8.10
Textainer Group Holdings 0.0 $109k 15k 7.47
Advanced Semiconductor Engineering 0.0 $103k 17k 5.92
OraSure Technologies (OSUR) 0.0 $104k 13k 8.00
Cosan Ltd shs a 0.0 $91k 13k 7.17
Vonage Holdings 0.0 $108k 16k 6.63
Kratos Defense & Security Solutions (KTOS) 0.0 $103k 15k 6.87
Cys Investments 0.0 $105k 12k 8.75
Groupon 0.0 $108k 21k 5.14
Sanchez Energy Corp C ommon stocks 0.0 $94k 11k 8.87
Constellium Holdco B V cl a 0.0 $125k 17k 7.18
Cytokinetics (CYTK) 0.0 $92k 10k 9.20
First Nbc Bank Holding 0.0 $108k 11k 9.47
Ovascience 0.0 $125k 17k 7.18
Uniqure Nv (QURE) 0.0 $108k 14k 7.66
Ep Energy 0.0 $126k 29k 4.38
Lion Biotechnologies 0.0 $102k 12k 8.23
Ocular Therapeutix (OCUL) 0.0 $116k 17k 6.86
Dhi (DHX) 0.0 $106k 13k 7.91
Zogenix 0.0 $115k 10k 11.39
Aralez Pharmaceuticals 0.0 $124k 26k 4.86
Vimpel 0.0 $71k 21k 3.46
Frontier Communications 0.0 $68k 16k 4.17
Cincinnati Bell 0.0 $68k 17k 4.07
LivePerson (LPSN) 0.0 $90k 11k 8.41
Sangamo Biosciences (SGMO) 0.0 $79k 17k 4.65
Arcos Dorados Holdings (ARCO) 0.0 $87k 17k 5.27
Synergy Pharmaceuticals 0.0 $64k 12k 5.47
Everyday Health 0.0 $88k 12k 7.65