Ellington Management Group

Ellington Management Group as of Sept. 30, 2017

Portfolio Holdings for Ellington Management Group

Ellington Management Group holds 597 positions in its portfolio as reported in the September 2017 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares Russell 2000 Index (IWM) 17.9 $105M 706k 148.18
Spdr S&p 500 Etf (SPY) 9.2 $54M 214k 251.20
HSBC Holdings (HSBC) 5.1 $30M 602k 49.41
PowerShares QQQ Trust, Series 1 4.5 $26M 180k 145.45
iShares MSCI Emerging Markets Indx (EEM) 3.8 $22M 500k 44.81
Ellington Financial 2.8 $17M 1.0M 15.79
Hertz Global Holdings 1.3 $7.8M 350k 22.36
Bonanza Creek Energy I 1.0 $5.7M 172k 32.99
Candj Energy Svcs 0.9 $5.1M 169k 29.97
Micron Technology (MU) 0.6 $3.8M 96k 39.33
Lowe's Companies (LOW) 0.5 $3.0M 38k 79.95
Ulta Salon, Cosmetics & Fragrance (ULTA) 0.5 $2.9M 13k 226.05
Six Flags Entertainment (SIX) 0.5 $2.7M 45k 60.93
Knight Swift Transn Hldgs (KNX) 0.5 $2.8M 66k 41.55
Hollyfrontier Corp 0.5 $2.7M 75k 35.97
O'reilly Automotive (ORLY) 0.5 $2.6M 12k 215.37
Williams-Sonoma (WSM) 0.4 $2.6M 51k 49.86
Thor Industries (THO) 0.4 $2.6M 20k 125.91
Hanesbrands (HBI) 0.4 $2.5M 101k 24.64
T. Rowe Price (TROW) 0.4 $2.5M 27k 90.66
Casey's General Stores (CASY) 0.4 $2.4M 22k 109.46
Chesapeake Energy Corporation 0.4 $2.4M 560k 4.30
Transocean (RIG) 0.4 $2.3M 215k 10.76
Michael Kors Holdings 0.4 $2.3M 48k 47.85
Spirit AeroSystems Holdings (SPR) 0.4 $2.2M 29k 77.72
GameStop (GME) 0.4 $2.1M 103k 20.66
Five Below (FIVE) 0.3 $2.0M 37k 54.89
Tailored Brands 0.3 $2.0M 138k 14.44
Applied Materials (AMAT) 0.3 $1.9M 37k 52.09
Hldgs (UAL) 0.3 $1.9M 32k 60.88
Valero Energy Corporation (VLO) 0.3 $1.8M 24k 76.95
DISH Network 0.3 $1.8M 33k 54.24
Finish Line 0.3 $1.7M 145k 12.03
Pennymac Financial Service A 0.3 $1.8M 99k 17.80
NutriSystem 0.3 $1.7M 30k 55.91
Lear Corporation (LEA) 0.3 $1.6M 9.5k 173.05
Signet Jewelers (SIG) 0.3 $1.6M 25k 66.54
KB Home (KBH) 0.3 $1.6M 65k 24.12
Deckers Outdoor Corporation (DECK) 0.3 $1.6M 23k 68.42
Adobe Systems Incorporated (ADBE) 0.3 $1.6M 10k 149.13
Delphi Automotive 0.3 $1.5M 15k 98.42
Pbf Energy Inc cl a (PBF) 0.3 $1.5M 56k 27.61
Gopro (GPRO) 0.3 $1.5M 140k 11.01
VMware 0.2 $1.5M 14k 109.19
Kroger (KR) 0.2 $1.4M 71k 20.06
Landstar System (LSTR) 0.2 $1.4M 14k 99.65
Gap (GAP) 0.2 $1.3M 45k 29.53
Phillips 66 (PSX) 0.2 $1.3M 14k 91.60
Shake Shack Inc cl a (SHAK) 0.2 $1.3M 40k 33.23
Exxon Mobil Corporation (XOM) 0.2 $1.3M 16k 82.00
Royal Dutch Shell 0.2 $1.3M 22k 60.60
Freeport-McMoRan Copper & Gold (FCX) 0.2 $1.3M 91k 14.04
HDFC Bank (HDB) 0.2 $1.3M 13k 96.39
Tableau Software Inc Cl A 0.2 $1.3M 17k 74.88
TJX Companies (TJX) 0.2 $1.2M 17k 73.73
DSW 0.2 $1.2M 57k 21.49
Us Silica Hldgs (SLCA) 0.2 $1.2M 39k 31.07
Sociedad Quimica y Minera (SQM) 0.2 $1.2M 22k 55.67
Epr Properties (EPR) 0.2 $1.2M 17k 69.76
Eastman Chemical Company (EMN) 0.2 $1.1M 12k 90.50
Koninklijke Philips Electronics NV (PHG) 0.2 $1.1M 27k 41.19
Royal Dutch Shell 0.2 $1.1M 18k 62.53
FactSet Research Systems (FDS) 0.2 $1.1M 6.3k 180.16
Big Lots (BIGGQ) 0.2 $1.1M 21k 53.57
WABCO Holdings 0.2 $1.1M 7.4k 147.97
Universal Forest Products 0.2 $1.1M 11k 98.18
Essent (ESNT) 0.2 $1.1M 27k 40.49
Ashland (ASH) 0.2 $1.0M 16k 65.38
NRG Energy (NRG) 0.2 $991k 39k 25.59
Leucadia National 0.2 $1.0M 40k 25.25
Coach 0.2 $930k 23k 40.26
Continental Resources 0.2 $931k 24k 38.63
Western Digital (WDC) 0.2 $933k 11k 86.39
Hovnanian Enterprises 0.2 $933k 484k 1.93
First American Financial (FAF) 0.2 $944k 19k 49.95
Embraer S A (ERJ) 0.2 $952k 42k 22.61
Ensco Plc Shs Class A 0.2 $940k 157k 5.97
Boise Cascade (BCC) 0.2 $918k 26k 34.90
Mallinckrodt Pub 0.2 $949k 25k 37.36
Dick's Sporting Goods (DKS) 0.1 $851k 32k 27.02
Accenture (ACN) 0.1 $851k 6.3k 135.08
Oracle Corporation (ORCL) 0.1 $890k 18k 48.37
Amphenol Corporation (APH) 0.1 $872k 10k 84.66
Restaurant Brands Intl Inc Com equity / large cap (QSR) 0.1 $894k 14k 63.86
Etsy (ETSY) 0.1 $885k 52k 16.89
Wingstop (WING) 0.1 $878k 26k 33.26
Zogenix 0.1 $894k 26k 35.06
Cars (CARS) 0.1 $849k 32k 26.61
Himax Technologies (HIMX) 0.1 $803k 74k 10.93
Expeditors International of Washington (EXPD) 0.1 $796k 13k 59.85
Cerner Corporation 0.1 $834k 12k 71.28
Harsco Corporation (NVRI) 0.1 $832k 40k 20.90
Schnitzer Steel Industries (RDUS) 0.1 $842k 30k 28.16
Goldcorp 0.1 $814k 63k 12.96
ON Semiconductor (ON) 0.1 $837k 45k 18.48
salesforce (CRM) 0.1 $794k 8.5k 93.41
Celgene Corporation 0.1 $846k 5.8k 145.86
Post Holdings Inc Common (POST) 0.1 $847k 9.6k 88.23
Petroleo Brasileiro SA (PBR.A) 0.1 $753k 78k 9.65
Moody's Corporation (MCO) 0.1 $752k 5.4k 139.26
American Eagle Outfitters (AEO) 0.1 $765k 54k 14.30
J.B. Hunt Transport Services (JBHT) 0.1 $789k 7.1k 111.13
Briggs & Stratton Corporation 0.1 $743k 32k 23.51
Las Vegas Sands (LVS) 0.1 $776k 12k 64.13
Edison International (EIX) 0.1 $749k 9.7k 77.22
Key (KEY) 0.1 $742k 39k 18.83
Lam Research Corporation 0.1 $740k 4.0k 185.00
Tech Data Corporation 0.1 $764k 8.6k 88.84
Vale 0.1 $740k 79k 9.36
Marathon Petroleum Corp (MPC) 0.1 $757k 14k 56.07
Blackberry (BB) 0.1 $747k 67k 11.18
Voya Financial (VOYA) 0.1 $746k 19k 39.89
Servicemaster Global 0.1 $766k 16k 46.71
Bwx Technologies (BWXT) 0.1 $790k 14k 56.03
Csra 0.1 $736k 23k 32.28
Axcelis Technologies (ACLS) 0.1 $779k 29k 27.33
SEI Investments Company (SEIC) 0.1 $678k 11k 61.08
Avon Products 0.1 $673k 289k 2.33
Cummins (CMI) 0.1 $723k 4.3k 168.14
Leggett & Platt (LEG) 0.1 $683k 14k 47.76
W.W. Grainger (GWW) 0.1 $683k 3.8k 179.74
Dillard's (DDS) 0.1 $706k 13k 56.03
Prestige Brands Holdings (PBH) 0.1 $676k 14k 50.07
Evercore Partners (EVR) 0.1 $690k 8.6k 80.23
IPG Photonics Corporation (IPGP) 0.1 $685k 3.7k 185.14
Raymond James Financial (RJF) 0.1 $708k 8.4k 84.29
Huron Consulting (HURN) 0.1 $703k 21k 34.29
58 Com Inc spon adr rep a 0.1 $688k 11k 63.12
Huntington Bancshares Incorporated (HBAN) 0.1 $628k 45k 13.96
Melco Crown Entertainment (MLCO) 0.1 $658k 27k 24.10
McDonald's Corporation (MCD) 0.1 $658k 4.2k 156.67
Ryder System (R) 0.1 $659k 7.8k 84.49
Travelers Companies (TRV) 0.1 $662k 5.4k 122.59
Gilead Sciences (GILD) 0.1 $616k 7.6k 81.05
Netflix (NFLX) 0.1 $671k 3.7k 181.35
Texas Capital Bancshares (TCBI) 0.1 $635k 7.4k 85.81
Companhia Brasileira de Distrib. 0.1 $667k 28k 23.65
Nordson Corporation (NDSN) 0.1 $652k 5.5k 118.55
SYNNEX Corporation (SNX) 0.1 $620k 4.9k 126.53
SM Energy (SM) 0.1 $667k 38k 17.75
Unisys Corporation (UIS) 0.1 $666k 78k 8.49
NOVA MEASURING Instruments L (NVMI) 0.1 $663k 24k 28.09
Yrc Worldwide Inc Com par $.01 0.1 $673k 49k 13.79
Alexander & Baldwin (ALEX) 0.1 $663k 14k 46.36
Gentherm (THRM) 0.1 $617k 17k 37.17
Workday Inc cl a (WDAY) 0.1 $653k 6.2k 105.32
Realogy Hldgs (HOUS) 0.1 $639k 19k 32.94
Citizens Financial (CFG) 0.1 $670k 18k 37.85
Pra Health Sciences 0.1 $655k 8.6k 76.16
Store Capital Corp reit 0.1 $662k 27k 24.89
Scorpio Bulkers 0.1 $620k 88k 7.05
BP (BP) 0.1 $576k 15k 38.40
Barrick Gold Corp (GOLD) 0.1 $563k 35k 16.09
China Petroleum & Chemical 0.1 $561k 7.4k 75.81
Cognizant Technology Solutions (CTSH) 0.1 $595k 8.2k 72.56
Portland General Electric Company (POR) 0.1 $607k 13k 45.64
iStar Financial 0.1 $591k 50k 11.80
M&T Bank Corporation (MTB) 0.1 $564k 3.5k 161.14
Crocs (CROX) 0.1 $589k 61k 9.70
Norfolk Southern (NSC) 0.1 $595k 4.5k 132.22
At&t (T) 0.1 $576k 15k 39.18
AstraZeneca (AZN) 0.1 $573k 17k 33.91
Becton, Dickinson and (BDX) 0.1 $568k 2.9k 195.86
Wolverine World Wide (WWW) 0.1 $589k 20k 28.87
Colgate-Palmolive Company (CL) 0.1 $597k 8.2k 72.80
Bank of the Ozarks 0.1 $605k 13k 48.02
Louisiana-Pacific Corporation (LPX) 0.1 $582k 22k 27.07
Black Hills Corporation (BKH) 0.1 $613k 8.9k 68.88
Actuant Corporation 0.1 $568k 22k 25.59
FMC Corporation (FMC) 0.1 $563k 6.3k 89.37
A. Schulman 0.1 $604k 18k 34.12
AK Steel Holding Corporation 0.1 $607k 109k 5.59
Dex (DXCM) 0.1 $563k 12k 48.96
Boston Properties (BXP) 0.1 $590k 4.8k 122.92
Bridgepoint Education 0.1 $581k 61k 9.60
Primoris Services (PRIM) 0.1 $565k 19k 29.43
Facebook Inc cl a (META) 0.1 $581k 3.4k 170.88
2u 0.1 $605k 11k 56.02
Grubhub 0.1 $590k 11k 52.68
Momo 0.1 $564k 18k 31.33
Broad 0.1 $606k 2.5k 242.40
LG Display (LPL) 0.1 $537k 40k 13.42
Chevron Corporation (CVX) 0.1 $517k 4.4k 117.50
Carter's (CRI) 0.1 $523k 5.3k 98.68
NetApp (NTAP) 0.1 $512k 12k 43.76
Paychex (PAYX) 0.1 $552k 9.2k 60.00
Electronic Arts (EA) 0.1 $543k 4.6k 118.04
AngloGold Ashanti 0.1 $508k 55k 9.29
Altria (MO) 0.1 $520k 8.2k 63.41
Gra (GGG) 0.1 $519k 4.2k 123.57
Wynn Resorts (WYNN) 0.1 $506k 3.4k 148.82
Abiomed 0.1 $556k 3.3k 168.48
MKS Instruments (MKSI) 0.1 $510k 5.4k 94.44
Telecom Argentina (TEO) 0.1 $537k 17k 30.86
Comtech Telecomm (CMTL) 0.1 $526k 26k 20.55
DTE Energy Company (DTE) 0.1 $505k 4.7k 107.45
Oxford Industries (OXM) 0.1 $515k 8.1k 63.58
West Pharmaceutical Services (WST) 0.1 $539k 5.6k 96.25
Credicorp (BAP) 0.1 $513k 2.5k 205.20
Centene Corporation (CNC) 0.1 $542k 5.6k 96.79
Texas Roadhouse (TXRH) 0.1 $516k 11k 49.14
General Motors Company (GM) 0.1 $549k 14k 40.37
Chesapeake Lodging Trust sh ben int 0.1 $502k 19k 26.99
Dunkin' Brands Group 0.1 $531k 10k 53.10
Puma Biotechnology (PBYI) 0.1 $527k 4.4k 119.77
Moelis & Co (MC) 0.1 $530k 12k 43.09
Edgewell Pers Care (EPC) 0.1 $524k 7.2k 72.78
Transunion (TRU) 0.1 $510k 11k 47.22
Willis Towers Watson (WTW) 0.1 $524k 3.4k 154.12
Acushnet Holdings Corp (GOLF) 0.1 $504k 28k 17.75
Stone Energy 0.1 $526k 18k 29.06
J Jill Inc call 0.1 $534k 49k 10.90
Biohaven Pharmaceutical Holding 0.1 $538k 14k 37.36
Petroleo Brasileiro SA (PBR) 0.1 $441k 44k 10.05
Hartford Financial Services (HIG) 0.1 $482k 8.7k 55.40
Nasdaq Omx (NDAQ) 0.1 $450k 5.8k 77.59
H&R Block (HRB) 0.1 $450k 17k 26.47
Newmont Mining Corporation (NEM) 0.1 $454k 12k 37.52
Noble Energy 0.1 $451k 16k 28.36
Tyson Foods (TSN) 0.1 $472k 6.7k 70.45
Pier 1 Imports 0.1 $453k 108k 4.19
Maxim Integrated Products 0.1 $448k 9.4k 47.66
UnitedHealth (UNH) 0.1 $470k 2.4k 195.83
KT Corporation (KT) 0.1 $465k 34k 13.88
Shire 0.1 $475k 3.1k 153.23
Toll Brothers (TOL) 0.1 $444k 11k 41.50
Pampa Energia (PAM) 0.1 $488k 7.5k 65.07
Nexstar Broadcasting (NXST) 0.1 $484k 7.8k 62.31
American Axle & Manufact. Holdings (AXL) 0.1 $484k 28k 17.58
RPC (RES) 0.1 $466k 19k 24.79
Syntel 0.1 $466k 24k 19.66
Terex Corporation (TEX) 0.1 $486k 11k 45.00
Applied Industrial Technologies (AIT) 0.1 $441k 6.7k 65.82
Gentex Corporation (GNTX) 0.1 $455k 23k 19.78
Corporate Office Properties Trust (CDP) 0.1 $453k 14k 32.83
Westlake Chemical Corporation (WLK) 0.1 $449k 5.4k 83.15
Conn's (CONNQ) 0.1 $445k 16k 28.16
United Natural Foods (UNFI) 0.1 $445k 11k 41.59
Casella Waste Systems (CWST) 0.1 $474k 25k 18.81
Healthsouth 0.1 $468k 10k 46.34
National Retail Properties (NNN) 0.1 $487k 12k 41.62
Pebblebrook Hotel Trust (PEB) 0.1 $481k 13k 36.17
Zagg 0.1 $473k 30k 15.77
Wageworks 0.1 $486k 8.0k 60.75
Icon (ICLR) 0.1 $478k 4.2k 113.81
Sp Plus 0.1 $454k 12k 39.48
Lands' End (LE) 0.1 $494k 37k 13.21
Jd (JD) 0.1 $447k 12k 38.21
International Game Technology (IGT) 0.1 $452k 18k 24.57
Fairmount Santrol Holdings 0.1 $489k 102k 4.78
Coca Cola European Partners (CCEP) 0.1 $474k 11k 41.58
Us Foods Hldg Corp call (USFD) 0.1 $451k 17k 26.69
Atkore Intl (ATKR) 0.1 $443k 23k 19.52
Trade Desk (TTD) 0.1 $486k 7.9k 61.52
Mobile TeleSystems OJSC 0.1 $428k 41k 10.44
Sonoco Products Company (SON) 0.1 $434k 8.6k 50.47
Mid-America Apartment (MAA) 0.1 $438k 4.1k 106.83
Interpublic Group of Companies (IPG) 0.1 $397k 19k 20.79
AGCO Corporation (AGCO) 0.1 $420k 5.7k 73.68
ConocoPhillips (COP) 0.1 $410k 8.2k 50.00
Encana Corp 0.1 $426k 36k 11.77
Mitsubishi UFJ Financial (MUFG) 0.1 $381k 59k 6.45
Murphy Oil Corporation (MUR) 0.1 $385k 15k 26.55
Penn National Gaming (PENN) 0.1 $391k 17k 23.41
Varian Medical Systems 0.1 $430k 4.3k 100.00
Sina Corporation 0.1 $413k 3.6k 114.72
Baidu (BIDU) 0.1 $396k 1.6k 247.50
Humana (HUM) 0.1 $390k 1.6k 243.75
Ez (EZPW) 0.1 $390k 41k 9.49
Littelfuse (LFUS) 0.1 $431k 2.2k 195.91
Oshkosh Corporation (OSK) 0.1 $421k 5.1k 82.55
Celadon (CGIP) 0.1 $405k 60k 6.75
Intuit (INTU) 0.1 $384k 2.7k 142.22
VeriFone Systems 0.1 $406k 20k 20.30
Central Garden & Pet (CENTA) 0.1 $394k 11k 37.17
AECOM Technology Corporation (ACM) 0.1 $390k 11k 36.79
Industries N shs - a - (LYB) 0.1 $386k 3.9k 98.97
Ss&c Technologies Holding (SSNC) 0.1 $418k 10k 40.19
Mitel Networks Corp 0.1 $406k 48k 8.39
Sodastream International 0.1 $385k 5.8k 66.38
Wendy's/arby's Group (WEN) 0.1 $439k 28k 15.51
American Tower Reit (AMT) 0.1 $396k 2.9k 136.55
Newlink Genetics Corporation 0.1 $383k 38k 10.19
Popular (BPOP) 0.1 $410k 11k 35.96
Five Oaks Investment 0.1 $420k 94k 4.46
News (NWSA) 0.1 $414k 31k 13.26
Independence Realty Trust In (IRT) 0.1 $385k 38k 10.16
Marcus & Millichap (MMI) 0.1 $399k 15k 26.96
Par Petroleum (PARR) 0.1 $426k 21k 20.78
National Gen Hldgs 0.1 $430k 23k 19.11
Pentair cs (PNR) 0.1 $401k 5.9k 67.97
Rayonier Advanced Matls (RYAM) 0.1 $385k 28k 13.70
Zoe's Kitchen 0.1 $428k 34k 12.63
Catalent 0.1 $419k 11k 39.90
Topbuild (BLD) 0.1 $398k 6.1k 65.25
Essendant 0.1 $389k 30k 13.19
Del Taco Restaurants 0.1 $430k 28k 15.36
Paypal Holdings (PYPL) 0.1 $410k 6.4k 64.06
Match 0.1 $397k 17k 23.22
Arris 0.1 $427k 15k 28.47
Liberty Ventures - Ser A 0.1 $437k 7.6k 57.50
Envision Healthcare 0.1 $382k 8.5k 44.94
Cowen Group Inc New Cl A 0.1 $392k 22k 17.82
E TRADE Financial Corporation 0.1 $379k 8.7k 43.56
China Mobile 0.1 $354k 7.0k 50.57
Cabot Oil & Gas Corporation (CTRA) 0.1 $340k 13k 26.77
Costco Wholesale Corporation (COST) 0.1 $361k 2.2k 164.09
Teva Pharmaceutical Industries (TEVA) 0.1 $327k 19k 17.58
Copart (CPRT) 0.1 $357k 10k 34.33
Core Laboratories 0.1 $336k 3.4k 98.82
Lumber Liquidators Holdings 0.1 $370k 9.5k 38.95
Boeing Company (BA) 0.1 $330k 1.3k 253.85
KBR (KBR) 0.1 $349k 20k 17.90
Comerica Incorporated (CMA) 0.1 $366k 4.8k 76.25
Haemonetics Corporation (HAE) 0.1 $372k 8.3k 44.82
Synopsys (SNPS) 0.1 $362k 4.5k 80.44
Yum! Brands (YUM) 0.1 $361k 4.9k 73.67
Red Hat 0.1 $366k 3.3k 110.91
eBay (EBAY) 0.1 $365k 9.5k 38.42
Macy's (M) 0.1 $362k 17k 21.81
Dollar Tree (DLTR) 0.1 $339k 3.9k 86.92
Regal Entertainment 0.1 $368k 23k 16.00
Investment Technology 0.1 $361k 16k 22.15
Lexington Realty Trust (LXP) 0.1 $329k 32k 10.23
Central Garden & Pet (CENT) 0.1 $369k 9.5k 38.84
Hawaiian Holdings 0.1 $323k 8.6k 37.56
CONSOL Energy 0.1 $366k 22k 16.94
CF Industries Holdings (CF) 0.1 $338k 9.6k 35.21
Newpark Resources 0.1 $372k 37k 10.00
Rudolph Technologies 0.1 $350k 13k 26.32
Sanderson Farms 0.1 $339k 2.1k 161.43
Deutsche Bank Ag-registered (DB) 0.1 $380k 22k 17.27
Ternium (TX) 0.1 $356k 12k 30.96
USANA Health Sciences (USNA) 0.1 $329k 5.7k 57.72
Tyler Technologies (TYL) 0.1 $366k 2.1k 174.29
Carnival (CUK) 0.1 $342k 5.3k 64.53
F5 Networks (FFIV) 0.1 $338k 2.8k 120.71
Jack Henry & Associates (JKHY) 0.1 $329k 3.2k 102.81
PS Business Parks 0.1 $334k 2.5k 133.60
Scotts Miracle-Gro Company (SMG) 0.1 $360k 3.7k 97.30
Flowers Foods (FLO) 0.1 $322k 17k 18.83
MDC PARTNERS INC CL A SUB Vtg 0.1 $372k 34k 11.01
KEYW Holding 0.1 $365k 48k 7.60
IMPAC Mortgage Holdings (IMPM) 0.1 $359k 28k 13.05
HEALTH INSURANCE Common equity Innovations shares 0.1 $363k 25k 14.52
News Corp Class B cos (NWS) 0.1 $347k 25k 13.66
A10 Networks (ATEN) 0.1 $355k 47k 7.55
Platform Specialty Prods Cor 0.1 $345k 31k 11.17
Smart & Final Stores 0.1 $339k 43k 7.85
Enova Intl (ENVA) 0.1 $343k 26k 13.45
Monster Beverage Corp (MNST) 0.1 $376k 6.8k 55.29
Everi Hldgs (EVRI) 0.1 $367k 48k 7.60
Cryoport Inc Com Par $0 001 (CYRX) 0.1 $324k 33k 9.85
Forest City Realty Trust Inc Class A 0.1 $329k 13k 25.50
Commercehub Inc Com Ser A 0.1 $325k 14k 22.57
Athene Holding Ltd Cl A 0.1 $328k 6.1k 53.77
Keane 0.1 $325k 20k 16.67
Veritone (VERI) 0.1 $368k 8.1k 45.43
Vale (VALE) 0.1 $298k 30k 10.07
Cnooc 0.1 $272k 2.1k 129.52
Turkcell Iletisim Hizmetleri A.S. (TKC) 0.1 $280k 32k 8.83
Broadridge Financial Solutions (BR) 0.1 $291k 3.6k 80.83
Tractor Supply Company (TSCO) 0.1 $272k 4.3k 63.26
Incyte Corporation (INCY) 0.1 $280k 2.4k 116.67
Vertex Pharmaceuticals Incorporated (VRTX) 0.1 $289k 1.9k 152.11
CBS Corporation 0.1 $267k 4.6k 58.04
Genuine Parts Company (GPC) 0.1 $277k 2.9k 95.52
Heartland Express (HTLD) 0.1 $293k 12k 25.04
LKQ Corporation (LKQ) 0.1 $274k 7.6k 36.05
Zebra Technologies (ZBRA) 0.1 $282k 2.6k 108.46
Vishay Intertechnology (VSH) 0.1 $276k 15k 18.78
Helmerich & Payne (HP) 0.1 $287k 5.5k 52.18
Progress Software Corporation (PRGS) 0.1 $267k 7.0k 38.14
Credit Suisse Group 0.1 $291k 18k 15.82
Halliburton Company (HAL) 0.1 $290k 6.3k 46.03
Procter & Gamble Company (PG) 0.1 $291k 3.2k 90.94
Symantec Corporation 0.1 $302k 9.2k 32.83
Target Corporation (TGT) 0.1 $295k 5.0k 59.00
Mbia (MBI) 0.1 $289k 33k 8.70
EOG Resources (EOG) 0.1 $319k 3.3k 96.67
Heritage-Crystal Clean 0.1 $311k 14k 21.75
St. Joe Company (JOE) 0.1 $296k 16k 18.85
GATX Corporation (GATX) 0.1 $295k 4.8k 61.46
Public Service Enterprise (PEG) 0.1 $287k 6.2k 46.29
Radian (RDN) 0.1 $278k 15k 18.66
Maximus (MMS) 0.1 $284k 4.4k 64.55
Activision Blizzard 0.1 $310k 4.8k 64.58
Andersons (ANDE) 0.1 $305k 8.9k 34.27
Cross Country Healthcare (CCRN) 0.1 $319k 22k 14.24
Energy Recovery (ERII) 0.1 $273k 35k 7.91
Ciena Corporation (CIEN) 0.1 $294k 13k 21.94
Skyworks Solutions (SWKS) 0.1 $285k 2.8k 101.79
Duke Realty Corporation 0.1 $291k 10k 28.81
Luminex Corporation 0.1 $317k 16k 20.32
Systemax 0.1 $293k 11k 26.40
TreeHouse Foods (THS) 0.1 $291k 4.3k 67.67
PNM Resources (TXNM) 0.1 $282k 7.0k 40.29
Allegheny Technologies Incorporated (ATI) 0.1 $304k 13k 23.94
Sunstone Hotel Investors (SHO) 0.1 $302k 19k 16.06
Aspen Technology 0.1 $320k 5.1k 62.75
BofI Holding 0.1 $296k 10k 28.46
ePlus (PLUS) 0.1 $305k 3.3k 92.42
Ultra Clean Holdings (UCTT) 0.1 $282k 9.2k 30.65
Johnson Outdoors (JOUT) 0.1 $300k 4.1k 73.17
Ebix (EBIXQ) 0.1 $268k 4.1k 65.37
Generac Holdings (GNRC) 0.1 $299k 6.5k 46.00
CoreSite Realty 0.1 $313k 2.8k 111.79
Piedmont Office Realty Trust (PDM) 0.1 $294k 15k 20.14
Maiden Holdings (MHLD) 0.1 $313k 39k 7.94
Insmed (INSM) 0.1 $300k 9.6k 31.25
Te Connectivity Ltd for 0.1 $299k 3.6k 83.06
Rlj Lodging Trust (RLJ) 0.1 $277k 13k 21.98
Aegion 0.1 $272k 12k 23.25
Express Scripts Holding 0.1 $317k 5.0k 63.40
Retail Properties Of America 0.1 $315k 24k 13.12
Dynegy 0.1 $291k 30k 9.80
Banc Of California (BANC) 0.1 $295k 14k 20.77
Arcbest (ARCB) 0.1 $291k 8.7k 33.45
Marinus Pharmaceuticals 0.1 $265k 45k 5.88
Cimpress N V Shs Euro 0.1 $283k 2.9k 97.59
New Relic 0.1 $269k 5.4k 49.81
Lexicon Pharmaceuticals (LXRX) 0.1 $296k 24k 12.28
Armour Residential Reit Inc Re 0.1 $266k 9.9k 26.87
Tier Reit 0.1 $293k 15k 19.28
Liberty Media Corp Series C Li 0.1 $301k 7.9k 38.10
Fortive (FTV) 0.1 $276k 3.9k 70.77
Commercehub Inc Com Ser C 0.1 $312k 15k 21.37
Washington Prime Group 0.1 $282k 34k 8.34
Hilton Worldwide Holdings (HLT) 0.1 $278k 4.0k 69.50
Propetro Hldg (PUMP) 0.1 $271k 19k 14.34
Okta Inc cl a (OKTA) 0.1 $276k 9.8k 28.16
Fomento Economico Mexicano SAB (FMX) 0.0 $220k 2.3k 95.65
Compania de Minas Buenaventura SA (BVN) 0.0 $235k 18k 12.77
State Street Corporation (STT) 0.0 $220k 2.3k 95.65
Lincoln Electric Holdings (LECO) 0.0 $211k 2.3k 91.74
Sealed Air (SEE) 0.0 $256k 6.0k 42.67
Albany International (AIN) 0.0 $230k 4.0k 57.50
Entegris (ENTG) 0.0 $219k 7.6k 28.82
Helen Of Troy (HELE) 0.0 $213k 2.2k 96.82
Equity Residential (EQR) 0.0 $251k 3.8k 66.05
Cadence Design Systems (CDNS) 0.0 $209k 5.3k 39.43
Air Products & Chemicals (APD) 0.0 $227k 1.5k 151.33
Occidental Petroleum Corporation (OXY) 0.0 $225k 3.5k 64.29
Pepsi (PEP) 0.0 $245k 2.2k 111.36
Weyerhaeuser Company (WY) 0.0 $214k 6.3k 33.97
Ford Motor Company (F) 0.0 $223k 19k 11.99
Southern Company (SO) 0.0 $226k 4.6k 49.13
Anheuser-Busch InBev NV (BUD) 0.0 $227k 1.9k 119.47
Novo Nordisk A/S (NVO) 0.0 $221k 4.6k 48.04
Pool Corporation (POOL) 0.0 $260k 2.4k 108.33
Ban (TBBK) 0.0 $210k 25k 8.27
Tupperware Brands Corporation (TUPBQ) 0.0 $260k 4.2k 61.90
Cousins Properties 0.0 $262k 28k 9.36
Patterson-UTI Energy (PTEN) 0.0 $207k 9.9k 20.91
Arch Capital Group (ACGL) 0.0 $246k 2.5k 98.40
Penske Automotive (PAG) 0.0 $243k 5.1k 47.65
Mueller Water Products (MWA) 0.0 $259k 20k 12.82
Magellan Health Services 0.0 $216k 2.5k 86.40
Invesco (IVZ) 0.0 $207k 5.9k 35.08
American Vanguard (AVD) 0.0 $263k 12k 22.87
Dycom Industries (DY) 0.0 $258k 3.0k 86.00
Century Aluminum Company (CENX) 0.0 $224k 14k 16.59
Cypress Semiconductor Corporation 0.0 $215k 14k 15.03
Electro Scientific Industries 0.0 $221k 16k 13.90
Gibraltar Industries (ROCK) 0.0 $227k 7.3k 31.10
Iridium Communications (IRDM) 0.0 $243k 24k 10.30
Prosperity Bancshares (PB) 0.0 $256k 3.9k 65.64
Universal Display Corporation (OLED) 0.0 $206k 1.6k 128.75
America's Car-Mart (CRMT) 0.0 $255k 6.2k 41.13
Dime Community Bancshares 0.0 $247k 12k 21.48
Euronet Worldwide (EEFT) 0.0 $237k 2.5k 94.80
Modine Manufacturing (MOD) 0.0 $206k 11k 19.25
Prudential Public Limited Company (PUK) 0.0 $254k 5.3k 47.92
Rush Enterprises (RUSHA) 0.0 $208k 4.5k 46.22
Sally Beauty Holdings (SBH) 0.0 $262k 13k 19.55
Trinity Industries (TRN) 0.0 $262k 8.2k 31.95
KLA-Tencor Corporation (KLAC) 0.0 $223k 2.1k 106.19
Potlatch Corporation (PCH) 0.0 $245k 4.8k 51.04
Getty Realty (GTY) 0.0 $232k 8.1k 28.64
Carpenter Technology Corporation (CRS) 0.0 $259k 5.4k 47.96
Shiloh Industries 0.0 $208k 20k 10.40
Ball Corporation (BALL) 0.0 $252k 6.1k 41.31
Pilgrim's Pride Corporation (PPC) 0.0 $250k 8.8k 28.41
Spectrum Pharmaceuticals 0.0 $221k 16k 14.08
Argan (AGX) 0.0 $222k 3.3k 67.27
Tower International 0.0 $228k 8.4k 27.14
Mitek Systems (MITK) 0.0 $250k 26k 9.51
Willdan (WLDN) 0.0 $211k 6.5k 32.46
Adecoagro S A (AGRO) 0.0 $213k 20k 10.81
Rpx Corp 0.0 $238k 18k 13.30
Federated National Holding C 0.0 $231k 15k 15.61
Enanta Pharmaceuticals (ENTA) 0.0 $257k 5.5k 46.73
Lyon William Homes cl a 0.0 $246k 11k 22.99
Armada Hoffler Pptys (AHH) 0.0 $246k 18k 13.82
Fox Factory Hldg (FOXF) 0.0 $220k 5.1k 43.14
Ambev Sa- (ABEV) 0.0 $219k 33k 6.58
Veeva Sys Inc cl a (VEEV) 0.0 $248k 4.4k 56.36
Autohome Inc- (ATHM) 0.0 $252k 4.2k 60.00
Macrogenics (MGNX) 0.0 $205k 11k 18.47
Malibu Boats (MBUU) 0.0 $212k 6.7k 31.64
Intra Cellular Therapies (ITCI) 0.0 $211k 13k 15.75
Akebia Therapeutics (AKBA) 0.0 $238k 12k 19.67
Now (DNOW) 0.0 $261k 19k 13.81
Fnf (FNF) 0.0 $252k 5.3k 47.55
Truecar (TRUE) 0.0 $227k 14k 15.76
Alder Biopharmaceuticals 0.0 $217k 18k 12.26
Cymabay Therapeutics 0.0 $236k 29k 8.05
Assembly Biosciences 0.0 $258k 7.4k 34.86
Box Inc cl a (BOX) 0.0 $247k 13k 19.30
Xenia Hotels & Resorts (XHR) 0.0 $223k 11k 21.04
Aerojet Rocketdy 0.0 $221k 6.3k 35.08
Lantheus Holdings Inc Common Stock Usd 0.01 (LNTH) 0.0 $206k 12k 17.76
Msg Network Inc cl a 0.0 $233k 11k 21.18
Kura Oncology (KURA) 0.0 $212k 14k 14.93
Syros Pharmaceuticals 0.0 $227k 15k 14.74
Madrigal Pharmaceuticals (MDGL) 0.0 $247k 5.5k 44.91
Zto Express Cayman (ZTO) 0.0 $232k 17k 14.06
Jagged Peak Energy 0.0 $239k 18k 13.66
Daseke 0.0 $254k 20k 13.03
Solaris Oilfield Infrstr (SEI) 0.0 $261k 15k 17.40
AU Optronics 0.0 $154k 38k 4.05
Banco Santander (BSBR) 0.0 $174k 20k 8.74
SLM Corporation (SLM) 0.0 $182k 16k 11.45
Cato Corporation (CATO) 0.0 $173k 13k 13.21
National-Oilwell Var 0.0 $204k 5.7k 35.79
Telefonica (TEF) 0.0 $197k 18k 10.77
Franklin Street Properties (FSP) 0.0 $175k 17k 10.61
Dynex Capital 0.0 $147k 20k 7.28
Sinclair Broadcast 0.0 $202k 6.3k 32.06
Advanced Energy Industries (AEIS) 0.0 $202k 2.5k 80.80
BGC Partners 0.0 $161k 11k 14.50
Companhia Paranaense de Energia 0.0 $183k 21k 8.84
Sangamo Biosciences (SGMO) 0.0 $192k 13k 15.00
Cubic Corporation 0.0 $204k 4.0k 51.00
Cutera (CUTR) 0.0 $203k 4.9k 41.43
Flotek Industries 0.0 $169k 36k 4.66
Vitamin Shoppe 0.0 $157k 29k 5.36
Costamare (CMRE) 0.0 $156k 25k 6.17
Hudson Technologies (HDSN) 0.0 $165k 21k 7.82
shares First Bancorp P R (FBP) 0.0 $156k 31k 5.11
Suncoke Energy (SXC) 0.0 $180k 20k 9.14
Allison Transmission Hldngs I (ALSN) 0.0 $203k 5.4k 37.59
Renewable Energy 0.0 $197k 16k 12.16
Altisource Residential Corp cl b 0.0 $153k 14k 11.09
Sibanye Gold 0.0 $193k 43k 4.47
Evertec (EVTC) 0.0 $170k 11k 15.89
Noble Corp Plc equity 0.0 $190k 41k 4.59
Nmi Hldgs Inc cl a (NMIH) 0.0 $193k 16k 12.37
Ignyta 0.0 $149k 12k 12.31
Navient Corporation equity (NAVI) 0.0 $165k 11k 15.00
Inovio Pharmaceuticals 0.0 $178k 28k 6.33
Aldeyra Therapeutics (ALDX) 0.0 $168k 23k 7.21
Invitae (NVTAQ) 0.0 $172k 18k 9.35
Adaptimmune Therapeutics (ADAP) 0.0 $180k 22k 8.18
Nomad Foods (NOMD) 0.0 $204k 14k 14.57
Teligent 0.0 $154k 23k 6.72
Star Bulk Carriers Corp shs par (SBLK) 0.0 $155k 16k 9.69
Donnelley R R & Sons Co when issued 0.0 $172k 17k 10.30
Halcon Res 0.0 $166k 24k 6.80
Arch Coal Inc cl a 0.0 $201k 2.8k 71.79
Src Energy 0.0 $196k 20k 9.66
Seacor Marine Hldgs (SMHI) 0.0 $169k 11k 15.65
Athenex 0.0 $182k 10k 17.50
ICICI Bank (IBN) 0.0 $135k 16k 8.54
Cemex SAB de CV (CX) 0.0 $102k 11k 9.11
Southwestern Energy Company 0.0 $106k 17k 6.13
Ashford Hospitality Trust 0.0 $105k 16k 6.65
Companhia de Saneamento Basi (SBS) 0.0 $136k 13k 10.46
Community Health Systems (CYH) 0.0 $105k 14k 7.66
Iconix Brand 0.0 $123k 22k 5.69
Synchronoss Technologies 0.0 $123k 13k 9.32
AEGEAN MARINE PETROLEUM Networ Com Stk 0.0 $143k 29k 4.97
VASCO Data Security International 0.0 $140k 12k 12.07
Arbor Realty Trust (ABR) 0.0 $89k 11k 8.17
Royal Bank of Scotland 0.0 $107k 15k 7.28
CBL & Associates Properties 0.0 $127k 15k 8.41
Ecopetrol (EC) 0.0 $140k 15k 9.52
Sumitomo Mitsui Financial Grp (SMFG) 0.0 $119k 15k 7.73
Verastem 0.0 $117k 25k 4.70
Ofg Ban (OFG) 0.0 $116k 13k 9.13
Tetraphase Pharmaceuticals 0.0 $141k 21k 6.84
Grana Y Montero S A A 0.0 $92k 19k 4.79
Tuniu Corp sponsored ads cl (TOUR) 0.0 $124k 16k 7.80
Minerva Neurosciences 0.0 $106k 14k 7.63
Lendingclub 0.0 $124k 20k 6.11
Habit Restaurants Inc/the-a 0.0 $133k 10k 13.04
Vareit, Inc reits 0.0 $99k 12k 8.32
Sunrun (RUN) 0.0 $109k 20k 5.56
Weatherford Intl Ltd Note 5.875% 7/0 bond 0.0 $123k 27k 4.59
Iovance Biotherapeutics (IOVA) 0.0 $107k 14k 7.75
Frontier Communication 0.0 $118k 10k 11.80
Avid Technology 0.0 $46k 10k 4.55
Accuray Incorporated (ARAY) 0.0 $75k 19k 3.99
Pixelworks (PXLW) 0.0 $57k 12k 4.71
Aerohive Networks 0.0 $48k 12k 4.07
Sito Mobile (STTO) 0.0 $79k 11k 7.18
Nexeo Solutions 0.0 $82k 11k 7.32