Ellington Management Group

Ellington Management Group as of Dec. 31, 2017

Portfolio Holdings for Ellington Management Group

Ellington Management Group holds 558 positions in its portfolio as reported in the December 2017 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares Russell 2000 Index (IWM) 27.7 $169M 1.1M 152.46
HSBC Holdings (HSBC) 5.1 $31M 600k 51.64
iShares FTSE/Xinhua China 25 Index (FXI) 3.4 $21M 450k 46.17
Ellington Financial 2.4 $15M 1.0M 14.51
Spdr S&p 500 Etf (SPY) 2.2 $14M 51k 266.86
Pitney Bowes (PBI) 1.5 $9.1M 818k 11.18
Ferroglobe (GSM) 1.3 $8.1M 500k 16.20
United States Steel Corporation (X) 1.2 $7.6M 215k 35.17
Hertz Global Holdings 0.9 $5.8M 263k 22.10
Kohl's Corporation (KSS) 0.8 $4.8M 89k 54.23
Lowe's Companies (LOW) 0.8 $4.6M 50k 92.94
GameStop (GME) 0.6 $3.9M 215k 17.95
Five Below (FIVE) 0.6 $3.9M 58k 66.32
Williams-Sonoma (WSM) 0.6 $3.8M 74k 51.71
Garmin (GRMN) 0.6 $3.8M 63k 59.57
Hldgs (UAL) 0.6 $3.6M 53k 67.40
American Eagle Outfitters (AEO) 0.6 $3.5M 185k 18.80
TJX Companies (TJX) 0.6 $3.4M 45k 76.45
Hanesbrands (HBI) 0.6 $3.4M 161k 20.91
Sprouts Fmrs Mkt (SFM) 0.5 $3.3M 135k 24.35
Chesapeake Energy Corporation 0.5 $3.2M 802k 3.96
Tailored Brands 0.5 $3.2M 145k 21.83
Michaels Cos Inc/the 0.5 $3.0M 123k 24.19
Six Flags Entertainment (SIX) 0.5 $2.8M 43k 66.57
Wayfair (W) 0.5 $2.8M 35k 80.26
McDonald's Corporation (MCD) 0.4 $2.4M 14k 172.13
Pennymac Financial Service A 0.4 $2.2M 99k 22.35
Western Digital (WDC) 0.3 $2.1M 27k 79.52
Nike (NKE) 0.3 $2.1M 34k 62.55
Leucadia National 0.3 $2.1M 78k 26.49
Micron Technology (MU) 0.3 $2.1M 51k 41.11
AES Corporation (AES) 0.3 $2.0M 184k 10.83
Shake Shack Inc cl a (SHAK) 0.3 $2.0M 47k 43.21
Ollies Bargain Outlt Hldgs I (OLLI) 0.3 $2.0M 38k 53.25
Discovery Communications 0.3 $1.9M 84k 22.38
FedEx Corporation (FDX) 0.3 $1.8M 7.4k 249.59
Paychex (PAYX) 0.3 $1.9M 27k 68.07
Visa (V) 0.3 $1.8M 16k 114.01
Fomento Economico Mexicano SAB (FMX) 0.3 $1.7M 18k 93.90
JetBlue Airways Corporation (JBLU) 0.3 $1.7M 77k 22.34
Wells Fargo & Company (WFC) 0.3 $1.7M 27k 60.66
Industries N shs - a - (LYB) 0.3 $1.7M 15k 110.33
MSC Industrial Direct (MSM) 0.3 $1.6M 16k 96.69
SL Green Realty 0.2 $1.5M 15k 100.93
Chico's FAS 0.2 $1.5M 175k 8.82
Dollar General (DG) 0.2 $1.5M 16k 92.99
Adobe Systems Incorporated (ADBE) 0.2 $1.5M 8.5k 175.29
J.M. Smucker Company (SJM) 0.2 $1.5M 12k 124.27
Amc Networks Inc Cl A (AMCX) 0.2 $1.5M 27k 54.10
Essex Property Trust (ESS) 0.2 $1.4M 5.8k 241.38
Celgene Corporation 0.2 $1.4M 14k 104.38
Medtronic (MDT) 0.2 $1.4M 17k 80.75
Owens Corning (OC) 0.2 $1.3M 14k 91.94
Discover Financial Services (DFS) 0.2 $1.3M 17k 76.90
Costco Wholesale Corporation (COST) 0.2 $1.4M 7.3k 186.16
Pfizer (PFE) 0.2 $1.3M 37k 36.21
Pioneer Natural Resources 0.2 $1.3M 7.8k 172.82
Gw Pharmaceuticals Plc ads 0.2 $1.4M 10k 132.02
Renaissance Re Holdings Ltd Cmn (RNR) 0.2 $1.3M 10k 125.60
Casey's General Stores (CASY) 0.2 $1.3M 11k 111.96
American Axle & Manufact. Holdings (AXL) 0.2 $1.3M 76k 17.03
Burlington Stores (BURL) 0.2 $1.3M 10k 123.04
Eaton Vance 0.2 $1.2M 21k 56.40
Westlake Chemical Corporation (WLK) 0.2 $1.2M 12k 106.52
Dell Technologies Inc Class V equity 0.2 $1.2M 15k 81.31
Liberty Ventures - Ser A 0.2 $1.2M 22k 54.24
PennyMac Mortgage Investment Trust (PMT) 0.2 $1.2M 74k 16.07
Exxon Mobil Corporation (XOM) 0.2 $1.2M 14k 83.66
Helmerich & Payne (HP) 0.2 $1.2M 18k 64.62
First Industrial Realty Trust (FR) 0.2 $1.1M 36k 31.47
Toll Brothers (TOL) 0.2 $1.2M 24k 48.01
Entergy Corporation (ETR) 0.2 $1.2M 14k 81.41
Lululemon Athletica (LULU) 0.2 $1.1M 15k 78.56
Carter's (CRI) 0.2 $1.1M 9.4k 117.45
DaVita (DVA) 0.2 $1.1M 15k 72.28
Abbvie (ABBV) 0.2 $1.1M 11k 96.67
Petroleo Brasileiro SA (PBR.A) 0.2 $1.0M 103k 9.83
Waste Management (WM) 0.2 $1.0M 12k 86.30
Digital Realty Trust (DLR) 0.2 $1.0M 8.9k 113.93
Charles River Laboratories (CRL) 0.2 $1.0M 9.5k 109.47
Illinois Tool Works (ITW) 0.2 $1.1M 6.4k 166.88
Jones Lang LaSalle Incorporated (JLL) 0.2 $1.0M 7.0k 149.00
Key (KEY) 0.2 $1.0M 50k 20.18
Navistar International Corporation 0.2 $1.1M 25k 42.89
Aramark Hldgs (ARMK) 0.2 $1.0M 24k 42.72
Wingstop (WING) 0.2 $1.0M 27k 38.98
Agnc Invt Corp Com reit (AGNC) 0.2 $1.0M 50k 20.20
Vistra Energy (VST) 0.2 $1.0M 56k 18.33
Air Products & Chemicals (APD) 0.2 $1.0M 6.1k 164.10
Altria (MO) 0.2 $993k 14k 71.44
Steel Dynamics (STLD) 0.2 $1.0M 23k 43.13
Banco Itau Holding Financeira (ITUB) 0.2 $965k 74k 13.01
Jabil Circuit (JBL) 0.2 $974k 37k 26.25
Hexcel Corporation (HXL) 0.2 $965k 16k 61.86
United Therapeutics Corporation (UTHR) 0.2 $1.0M 6.8k 147.94
General Motors Company (GM) 0.2 $998k 24k 40.99
Antero Res (AR) 0.2 $1.0M 53k 18.99
Autohome Inc- (ATHM) 0.2 $1.0M 16k 64.68
JPMorgan Chase & Co. (JPM) 0.1 $898k 8.4k 106.90
Incyte Corporation (INCY) 0.1 $928k 9.8k 94.69
NCR Corporation (VYX) 0.1 $895k 26k 33.98
Cintas Corporation (CTAS) 0.1 $919k 5.9k 155.76
FactSet Research Systems (FDS) 0.1 $906k 4.7k 192.77
Texas Capital Bancshares (TCBI) 0.1 $916k 10k 88.93
Intuit (INTU) 0.1 $915k 5.8k 157.76
Essent (ESNT) 0.1 $925k 21k 43.43
Tegna (TGNA) 0.1 $887k 63k 14.09
Hp (HPQ) 0.1 $933k 44k 21.01
Infosys Technologies (INFY) 0.1 $858k 53k 16.22
Legg Mason 0.1 $831k 20k 41.97
FirstEnergy (FE) 0.1 $830k 27k 30.63
KBR (KBR) 0.1 $875k 44k 19.84
Mohawk Industries (MHK) 0.1 $883k 3.2k 275.94
Cousins Properties 0.1 $847k 92k 9.25
Radian (RDN) 0.1 $831k 40k 20.62
Skechers USA (SKX) 0.1 $878k 23k 37.84
Children's Place Retail Stores (PLCE) 0.1 $858k 5.9k 145.42
Teradyne (TER) 0.1 $829k 20k 41.87
Melco Crown Entertainment (MLCO) 0.1 $822k 28k 29.05
Aercap Holdings Nv Ord Cmn (AER) 0.1 $800k 15k 52.63
Caterpillar (CAT) 0.1 $772k 4.9k 157.55
Rollins (ROL) 0.1 $777k 17k 46.53
Sealed Air (SEE) 0.1 $813k 17k 49.27
Automatic Data Processing (ADP) 0.1 $773k 6.6k 117.12
EOG Resources (EOG) 0.1 $799k 7.4k 107.97
Cheniere Energy (LNG) 0.1 $802k 15k 53.83
VMware 0.1 $815k 6.5k 125.38
Cbre Group Inc Cl A (CBRE) 0.1 $784k 18k 43.31
Express Scripts Holding 0.1 $821k 11k 74.64
Arista Networks (ANET) 0.1 $801k 3.4k 235.59
BioMarin Pharmaceutical (BMRN) 0.1 $749k 8.4k 89.17
Hologic (HOLX) 0.1 $705k 17k 42.73
Sherwin-Williams Company (SHW) 0.1 $738k 1.8k 410.00
Target Corporation (TGT) 0.1 $718k 11k 65.27
Pampa Energia (PAM) 0.1 $706k 11k 67.24
Copa Holdings Sa-class A (CPA) 0.1 $737k 5.5k 134.00
SM Energy (SM) 0.1 $731k 33k 22.08
Hd Supply 0.1 $749k 19k 40.05
International Game Technology (IGT) 0.1 $732k 28k 26.52
Eli Lilly & Co. (LLY) 0.1 $701k 8.3k 84.46
Chevron Corporation (CVX) 0.1 $651k 5.2k 125.19
Everest Re Group (EG) 0.1 $664k 3.0k 221.33
Royal Dutch Shell 0.1 $669k 9.8k 68.27
Accenture (ACN) 0.1 $643k 4.2k 153.10
Terex Corporation (TEX) 0.1 $661k 14k 48.25
Capstead Mortgage Corporation 0.1 $649k 75k 8.65
KLA-Tencor Corporation (KLAC) 0.1 $693k 6.6k 105.00
PacWest Ban 0.1 $696k 14k 50.43
Nabors Industries 0.1 $652k 96k 6.83
Boise Cascade (BCC) 0.1 $698k 18k 39.89
Perrigo Company (PRGO) 0.1 $689k 7.9k 87.22
Hmh Holdings 0.1 $658k 71k 9.29
Washington Prime (WB) 0.1 $672k 6.5k 103.38
Beigene 0.1 $645k 6.6k 97.73
Arch Coal Inc cl a 0.1 $643k 6.9k 93.19
Park Hotels & Resorts Inc-wi (PK) 0.1 $702k 24k 28.77
CMS Energy Corporation (CMS) 0.1 $582k 12k 47.32
MGIC Investment (MTG) 0.1 $598k 42k 14.10
Sony Corporation (SONY) 0.1 $598k 13k 44.96
Genuine Parts Company (GPC) 0.1 $627k 6.6k 95.00
Becton, Dickinson and (BDX) 0.1 $599k 2.8k 213.93
General Mills (GIS) 0.1 $611k 10k 59.32
HDFC Bank (HDB) 0.1 $630k 6.2k 101.61
Ultimate Software 0.1 $611k 2.8k 218.21
Mack-Cali Realty (VRE) 0.1 $593k 28k 21.56
Piper Jaffray Companies (PIPR) 0.1 $604k 7.0k 86.29
Cimarex Energy 0.1 $622k 5.1k 121.96
MasTec (MTZ) 0.1 $641k 13k 48.93
Ultra Clean Holdings (UCTT) 0.1 $610k 26k 23.11
Unisys Corporation (UIS) 0.1 $634k 78k 8.15
Hollyfrontier Corp 0.1 $584k 11k 51.23
American Tower Reit (AMT) 0.1 $613k 4.3k 142.56
Jazz Pharmaceuticals (JAZZ) 0.1 $633k 4.7k 134.68
Palo Alto Networks (PANW) 0.1 $594k 4.1k 144.88
Equinix (EQIX) 0.1 $589k 1.3k 453.08
Houlihan Lokey Inc cl a (HLI) 0.1 $600k 13k 45.45
Floor & Decor Hldgs Inc cl a (FND) 0.1 $633k 13k 48.69
China Petroleum & Chemical 0.1 $521k 7.1k 73.38
Noble Energy 0.1 $522k 18k 29.16
United States Cellular Corporation (USM) 0.1 $549k 15k 37.60
Red Hat 0.1 $528k 4.4k 120.00
Shoe Carnival (SCVL) 0.1 $570k 21k 26.76
Cemex SAB de CV (CX) 0.1 $544k 73k 7.50
Umpqua Holdings Corporation 0.1 $547k 26k 20.80
Toro Company (TTC) 0.1 $581k 8.9k 65.28
Assured Guaranty (AGO) 0.1 $562k 17k 33.86
Cognex Corporation (CGNX) 0.1 $557k 9.1k 61.21
FMC Corporation (FMC) 0.1 $568k 6.0k 94.67
Knoll 0.1 $537k 23k 23.05
Providence Service Corporation 0.1 $540k 9.1k 59.34
Alexandria Real Estate Equities (ARE) 0.1 $562k 4.3k 130.70
O'reilly Automotive (ORLY) 0.1 $577k 2.4k 240.42
Marathon Petroleum Corp (MPC) 0.1 $528k 8.0k 66.00
Ofg Ban (OFG) 0.1 $539k 57k 9.41
Jd (JD) 0.1 $563k 14k 41.40
Appfolio (APPF) 0.1 $523k 13k 41.51
Barnes & Noble Ed 0.1 $562k 68k 8.24
Progressive Corporation (PGR) 0.1 $496k 8.8k 56.36
Schnitzer Steel Industries (RDUS) 0.1 $459k 14k 33.50
AmerisourceBergen (COR) 0.1 $487k 5.3k 91.89
Universal Health Services (UHS) 0.1 $465k 4.1k 113.41
Potash Corp. Of Saskatchewan I 0.1 $506k 25k 20.65
Royal Dutch Shell 0.1 $487k 7.3k 66.71
National Beverage (FIZZ) 0.1 $487k 5.0k 97.40
Dover Corporation (DOV) 0.1 $475k 4.7k 101.06
First Solar (FSLR) 0.1 $493k 7.3k 67.53
Sina Corporation 0.1 $461k 4.6k 100.22
Seagate Technology Com Stk 0.1 $498k 12k 41.85
DSW 0.1 $480k 22k 21.43
SCANA Corporation 0.1 $473k 12k 39.75
Wabtec Corporation (WAB) 0.1 $480k 5.9k 81.36
Scotts Miracle-Gro Company (SMG) 0.1 $503k 4.7k 107.02
NetGear (NTGR) 0.1 $464k 7.9k 58.73
Central Garden & Pet (CENTA) 0.1 $486k 13k 37.67
Simon Property (SPG) 0.1 $481k 2.8k 171.79
Embraer S A (ERJ) 0.1 $512k 21k 23.93
IMPAC Mortgage Holdings (IMPM) 0.1 $462k 46k 10.15
Meritor 0.1 $479k 20k 23.48
Telephone And Data Systems (TDS) 0.1 $509k 18k 27.81
Ingredion Incorporated (INGR) 0.1 $503k 3.6k 139.72
Sanmina (SANM) 0.1 $459k 14k 33.02
Zoe's Kitchen 0.1 $478k 29k 16.71
Sportsmans Whse Hldgs (SPWH) 0.1 $467k 71k 6.61
Fiat Chrysler Auto 0.1 $480k 27k 17.84
Fortive (FTV) 0.1 $463k 6.4k 72.34
Madrigal Pharmaceuticals (MDGL) 0.1 $505k 5.5k 91.82
Centennial Resource Developmen cs 0.1 $459k 23k 19.78
Zto Express Cayman (ZTO) 0.1 $491k 31k 15.84
Frontier Communication 0.1 $483k 71k 6.76
Dowdupont 0.1 $506k 7.1k 71.27
Northern Trust Corporation (NTRS) 0.1 $400k 4.0k 100.00
Coca-Cola FEMSA, S.A.B. de C.V. (KOF) 0.1 $418k 6.0k 69.67
Tractor Supply Company (TSCO) 0.1 $434k 5.8k 74.83
Greif (GEF) 0.1 $454k 7.5k 60.53
Northrop Grumman Corporation (NOC) 0.1 $430k 1.4k 307.14
T. Rowe Price (TROW) 0.1 $409k 3.9k 104.87
Transocean (RIG) 0.1 $412k 39k 10.67
Avery Dennison Corporation (AVY) 0.1 $436k 3.8k 114.74
Akamai Technologies (AKAM) 0.1 $403k 6.2k 65.00
Commercial Metals Company (CMC) 0.1 $407k 19k 21.31
Tyson Foods (TSN) 0.1 $413k 5.1k 80.98
Gilead Sciences (GILD) 0.1 $423k 5.9k 71.69
Ban (TBBK) 0.1 $434k 44k 9.89
Beacon Roofing Supply (BECN) 0.1 $453k 7.1k 63.80
Highwoods Properties (HIW) 0.1 $433k 8.5k 50.94
Thor Industries (THO) 0.1 $437k 2.9k 150.69
Central Garden & Pet (CENT) 0.1 $416k 11k 38.88
Kilroy Realty Corporation (KRC) 0.1 $426k 5.7k 74.74
Middleby Corporation (MIDD) 0.1 $445k 3.3k 134.85
Parker Drilling Company 0.1 $401k 401k 1.00
Centene Corporation (CNC) 0.1 $434k 4.3k 100.93
Potlatch Corporation (PCH) 0.1 $399k 8.0k 49.88
Senior Housing Properties Trust 0.1 $446k 23k 19.14
First American Financial (FAF) 0.1 $403k 7.2k 55.97
American Water Works (AWK) 0.1 $430k 4.7k 91.49
QuinStreet (QNST) 0.1 $410k 49k 8.38
Mitel Networks Corp 0.1 $455k 55k 8.23
Diamondback Energy (FANG) 0.1 $429k 3.4k 126.18
Daqo New Energy Corp- (DQ) 0.1 $404k 6.8k 59.41
Taylor Morrison Hom (TMHC) 0.1 $455k 19k 24.46
Habit Restaurants Inc/the-a 0.1 $434k 45k 9.56
Broad 0.1 $437k 1.7k 257.06
Nutanix Inc cl a (NTNX) 0.1 $420k 12k 35.29
Donnelley R R & Sons Co when issued 0.1 $458k 49k 9.29
Alcoa (AA) 0.1 $447k 8.3k 53.86
Adient (ADNT) 0.1 $441k 5.6k 78.75
Yum China Holdings (YUMC) 0.1 $432k 11k 40.00
Sba Communications Corp (SBAC) 0.1 $457k 2.8k 163.21
Propetro Hldg (PUMP) 0.1 $439k 22k 20.14
Laureate Education Inc cl a (LAUR) 0.1 $447k 33k 13.55
Crown Holdings (CCK) 0.1 $394k 7.0k 56.29
Emcor (EME) 0.1 $352k 4.3k 81.86
SLM Corporation (SLM) 0.1 $344k 30k 11.32
Berkshire Hathaway (BRK.B) 0.1 $337k 1.7k 198.24
Abbott Laboratories (ABT) 0.1 $337k 5.9k 57.12
CBS Corporation 0.1 $372k 6.3k 59.05
Harsco Corporation (NVRI) 0.1 $338k 18k 18.67
Hillenbrand (HI) 0.1 $358k 8.0k 44.75
NetApp (NTAP) 0.1 $371k 6.7k 55.37
Apartment Investment and Management 0.1 $345k 7.9k 43.67
Regions Financial Corporation (RF) 0.1 $354k 21k 17.27
Unum (UNM) 0.1 $340k 6.2k 54.84
Ford Motor Company (F) 0.1 $386k 31k 12.49
Tupperware Brands Corporation (TUPBQ) 0.1 $389k 6.2k 62.74
WABCO Holdings 0.1 $387k 2.7k 143.33
Netflix (NFLX) 0.1 $365k 1.9k 192.11
Sinclair Broadcast 0.1 $371k 9.8k 37.86
Mueller Water Products (MWA) 0.1 $341k 27k 12.54
Magellan Health Services 0.1 $348k 3.6k 96.67
Activision Blizzard 0.1 $355k 5.6k 63.39
Kulicke and Soffa Industries (KLIC) 0.1 $355k 15k 24.32
RPC (RES) 0.1 $345k 14k 25.56
Herbalife Ltd Com Stk (HLF) 0.1 $393k 5.8k 67.76
Hibbett Sports (HIBB) 0.1 $339k 17k 20.42
HNI Corporation (HNI) 0.1 $366k 9.5k 38.53
J&J Snack Foods (JJSF) 0.1 $349k 2.3k 151.74
FormFactor (FORM) 0.1 $390k 25k 15.66
Jack Henry & Associates (JKHY) 0.1 $351k 3.0k 117.00
HEICO Corporation (HEI.A) 0.1 $348k 4.4k 79.09
NCI Building Systems 0.1 $378k 20k 19.29
Cosan Ltd shs a 0.1 $372k 38k 9.71
Thomson Reuters Corp 0.1 $357k 8.2k 43.54
Camden Property Trust (CPT) 0.1 $341k 3.7k 92.16
China Lodging 0.1 $361k 2.5k 144.40
8x8 (EGHT) 0.1 $388k 28k 14.11
Ameris Ban (ABCB) 0.1 $337k 7.0k 48.14
shares First Bancorp P R (FBP) 0.1 $392k 77k 5.10
Preferred Apartment Communitie 0.1 $346k 17k 20.23
Ddr Corp 0.1 $395k 44k 8.96
Tesaro 0.1 $389k 4.7k 82.77
Ryman Hospitality Pptys (RHP) 0.1 $359k 5.2k 69.04
Realogy Hldgs (HOUS) 0.1 $347k 13k 26.49
REPCOM cla 0.1 $350k 3.1k 112.90
Fossil (FOSL) 0.1 $377k 49k 7.77
American Airls (AAL) 0.1 $364k 7.0k 52.00
Marcus & Millichap (MMI) 0.1 $368k 11k 32.57
Lands' End (LE) 0.1 $348k 18k 19.55
Navient Corporation equity (NAVI) 0.1 $353k 27k 13.32
Ally Financial (ALLY) 0.1 $385k 13k 29.17
Trupanion (TRUP) 0.1 $360k 12k 29.27
Crown Castle Intl (CCI) 0.1 $377k 3.4k 110.88
Zayo Group Hldgs 0.1 $383k 10k 36.83
Essendant 0.1 $385k 42k 9.28
Archrock (AROC) 0.1 $397k 38k 10.50
Donnelley Finl Solutions (DFIN) 0.1 $347k 18k 19.49
Verso Corp cl a 0.1 $367k 21k 17.56
Lamb Weston Hldgs (LW) 0.1 $373k 6.6k 56.52
Rev (REVG) 0.1 $394k 12k 32.56
Portland General Electric Company (POR) 0.1 $333k 7.3k 45.62
First Financial Ban (FFBC) 0.1 $303k 12k 26.35
Brookfield Asset Management 0.1 $327k 7.5k 43.60
General Electric Company 0.1 $295k 17k 17.46
CarMax (KMX) 0.1 $327k 5.1k 64.12
Core Laboratories 0.1 $285k 2.6k 109.62
Franklin Resources (BEN) 0.1 $316k 7.3k 43.29
Polaris Industries (PII) 0.1 $285k 2.3k 123.91
Watsco, Incorporated (WSO) 0.1 $306k 1.8k 170.00
Boston Scientific Corporation (BSX) 0.1 $310k 13k 24.80
Fresh Del Monte Produce (FDP) 0.1 $296k 6.2k 47.74
Weight Watchers International 0.1 $292k 6.6k 44.24
Herman Miller (MLKN) 0.1 $312k 7.8k 40.00
WellCare Health Plans 0.1 $302k 1.5k 201.33
Campbell Soup Company (CPB) 0.1 $284k 5.9k 48.14
Public Service Enterprise (PEG) 0.1 $309k 6.0k 51.50
Companhia Paranaense de Energia 0.1 $282k 37k 7.62
DineEquity (DIN) 0.1 $315k 6.2k 50.81
Electro Scientific Industries 0.1 $287k 13k 21.42
Asbury Automotive (ABG) 0.1 $333k 5.2k 64.04
Armstrong World Industries (AWI) 0.1 $279k 4.6k 60.65
Group 1 Automotive (GPI) 0.1 $284k 4.0k 71.00
Ingersoll-rand Co Ltd-cl A 0.1 $285k 3.2k 89.06
MarketAxess Holdings (MKTX) 0.1 $323k 1.6k 201.88
MicroStrategy Incorporated (MSTR) 0.1 $315k 2.4k 131.25
OSI Systems (OSIS) 0.1 $328k 5.1k 64.31
Prudential Public Limited Company (PUK) 0.1 $310k 6.1k 50.82
Alexion Pharmaceuticals 0.1 $323k 2.7k 119.63
Finish Line 0.1 $320k 22k 14.55
Applied Industrial Technologies (AIT) 0.1 $300k 4.4k 68.18
Nice Systems (NICE) 0.1 $285k 3.1k 91.94
Stamps 0.1 $320k 1.7k 188.24
Systemax 0.1 $299k 9.0k 33.22
Zumiez (ZUMZ) 0.1 $332k 16k 20.85
Ametek (AME) 0.1 $283k 3.9k 72.56
Boston Properties (BXP) 0.1 $325k 2.5k 130.00
Omeros Corporation (OMER) 0.1 $301k 16k 19.42
Cubesmart (CUBE) 0.1 $301k 10k 28.94
Caesars Entertainment 0.1 $307k 24k 12.63
Customers Ban (CUBI) 0.1 $333k 13k 26.02
Tower Semiconductor (TSEM) 0.1 $290k 8.5k 34.12
Wpp Plc- (WPP) 0.1 $326k 3.6k 90.56
Aratana Therapeutics 0.1 $304k 58k 5.26
Rayonier Advanced Matls (RYAM) 0.1 $290k 14k 20.42
Parsley Energy Inc-class A 0.1 $330k 11k 29.46
Fnf (FNF) 0.1 $310k 7.9k 39.24
Cdk Global Inc equities 0.1 $328k 4.6k 71.30
Marinus Pharmaceuticals 0.1 $330k 41k 8.15
Outfront Media (OUT) 0.1 $329k 14k 23.17
Mylan Nv 0.1 $326k 7.7k 42.34
National Storage Affiliates shs ben int (NSA) 0.1 $303k 11k 27.30
Westrock (WRK) 0.1 $284k 4.5k 63.11
Msg Network Inc cl a 0.1 $318k 16k 20.25
Quantenna Communications 0.1 $322k 26k 12.20
Ra Pharmaceuticals 0.1 $297k 35k 8.51
Xperi 0.1 $312k 13k 24.38
Altice Usa Inc cl a (ATUS) 0.1 $291k 14k 21.24
Gardner Denver Hldgs 0.1 $329k 9.7k 33.92
G1 Therapeutics 0.1 $294k 15k 19.86
Best 0.1 $280k 31k 8.97
Sociedad Quimica y Minera (SQM) 0.0 $249k 4.2k 59.29
American Express Company (AXP) 0.0 $238k 2.4k 99.17
Principal Financial (PFG) 0.0 $275k 3.9k 70.51
SEI Investments Company (SEIC) 0.0 $266k 3.7k 71.89
Coca-Cola Company (KO) 0.0 $229k 5.0k 45.80
Expeditors International of Washington (EXPD) 0.0 $239k 3.7k 64.59
Lennar Corporation (LEN) 0.0 $228k 3.6k 63.33
Citrix Systems 0.0 $264k 3.0k 88.00
Itron (ITRI) 0.0 $246k 3.6k 68.33
Cabot Corporation (CBT) 0.0 $271k 4.4k 61.59
Masco Corporation (MAS) 0.0 $228k 5.2k 43.85
SkyWest (SKYW) 0.0 $271k 5.1k 53.14
Haemonetics Corporation (HAE) 0.0 $261k 4.5k 58.00
AngloGold Ashanti 0.0 $264k 26k 10.19
Capital One Financial (COF) 0.0 $229k 2.3k 99.57
Domtar Corp 0.0 $238k 4.8k 49.58
Occidental Petroleum Corporation (OXY) 0.0 $258k 3.5k 73.71
Grupo Aeroportuario del Pacifi (PAC) 0.0 $236k 2.3k 102.61
Deluxe Corporation (DLX) 0.0 $223k 2.9k 76.90
Entercom Communications 0.0 $222k 21k 10.78
ACCO Brands Corporation (ACCO) 0.0 $242k 20k 12.22
Companhia de Saneamento Basi (SBS) 0.0 $260k 25k 10.44
Cohu (COHU) 0.0 $215k 9.8k 21.94
Evercore Partners (EVR) 0.0 $216k 2.4k 90.00
Ez (EZPW) 0.0 $232k 19k 12.21
Lam Research Corporation 0.0 $221k 1.2k 184.17
MKS Instruments (MKSI) 0.0 $274k 2.9k 94.48
Chemed Corp Com Stk (CHE) 0.0 $219k 900.00 243.33
Diodes Incorporated (DIOD) 0.0 $235k 8.2k 28.66
Heidrick & Struggles International (HSII) 0.0 $218k 8.9k 24.49
InterDigital (IDCC) 0.0 $274k 3.6k 76.11
IPG Photonics Corporation (IPGP) 0.0 $236k 1.1k 214.55
Raven Industries 0.0 $216k 6.3k 34.29
Ramco-Gershenson Properties Trust 0.0 $225k 15k 14.71
Teleflex Incorporated (TFX) 0.0 $274k 1.1k 249.09
China Uni 0.0 $233k 17k 13.55
ICF International (ICFI) 0.0 $252k 4.8k 52.50
Independent Bank (INDB) 0.0 $231k 3.3k 70.00
Investors Real Estate Trust 0.0 $272k 48k 5.68
Otter Tail Corporation (OTTR) 0.0 $244k 5.5k 44.36
PriceSmart (PSMT) 0.0 $232k 2.7k 85.93
TreeHouse Foods (THS) 0.0 $275k 5.6k 49.53
Encore Wire Corporation (WIRE) 0.0 $243k 5.0k 48.60
PDF Solutions (PDFS) 0.0 $259k 17k 15.70
HCP 0.0 $232k 8.9k 26.07
Bridgepoint Education 0.0 $217k 26k 8.31
CBL & Associates Properties 0.0 $247k 44k 5.67
Quad/Graphics (QUAD) 0.0 $255k 11k 22.57
Magnachip Semiconductor Corp (MX) 0.0 $251k 25k 9.96
Adecoagro S A (AGRO) 0.0 $252k 24k 10.33
Blucora 0.0 $236k 11k 22.06
Banc Of California (BANC) 0.0 $240k 12k 20.69
Qts Realty Trust 0.0 $222k 4.1k 54.15
Uniqure Nv (QURE) 0.0 $237k 12k 19.59
Platform Specialty Prods Cor 0.0 $227k 23k 9.91
Intra Cellular Therapies (ITCI) 0.0 $246k 17k 14.47
Union Bankshares Corporation 0.0 $246k 6.8k 36.18
Heritage Ins Hldgs (HRTG) 0.0 $218k 12k 18.02
Green Ban 0.0 $221k 11k 20.28
Bellicum Pharma 0.0 $222k 26k 8.41
Iron Mountain (IRM) 0.0 $275k 7.3k 37.67
Momo 0.0 $237k 9.7k 24.43
Edgewell Pers Care (EPC) 0.0 $232k 3.9k 59.49
Mcbc Holdings 0.0 $227k 10k 22.25
Match 0.0 $254k 8.1k 31.36
Armstrong Flooring (AFIIQ) 0.0 $250k 15k 16.89
Nexeo Solutions 0.0 $268k 30k 9.08
Tpi Composites (TPIC) 0.0 $221k 11k 20.46
Halcon Res 0.0 $252k 33k 7.57
Smart Sand (SND) 0.0 $246k 28k 8.66
Stone Energy 0.0 $244k 7.6k 32.11
Tidewater (TDW) 0.0 $237k 9.7k 24.43
Hasbro (HAS) 0.0 $209k 2.3k 90.87
Barrick Gold Corp (GOLD) 0.0 $154k 11k 14.43
Broadridge Financial Solutions (BR) 0.0 $208k 2.3k 90.43
Nokia Corporation (NOK) 0.0 $181k 39k 4.65
Rent-A-Center (UPBD) 0.0 $208k 19k 11.12
Photronics (PLAB) 0.0 $190k 22k 8.52
Telefonica (TEF) 0.0 $182k 19k 9.68
Fastenal Company (FAST) 0.0 $213k 3.9k 54.62
InnerWorkings 0.0 $173k 17k 10.06
Lennar Corporation (LEN.B) 0.0 $207k 4.0k 51.75
Pos (PKX) 0.0 $211k 2.7k 78.15
Entravision Communication (EVC) 0.0 $176k 25k 7.15
Amkor Technology (AMKR) 0.0 $179k 18k 10.06
Brookline Ban (BRKL) 0.0 $185k 12k 15.68
Celadon (CGIP) 0.0 $194k 30k 6.40
Ulta Salon, Cosmetics & Fragrance (ULTA) 0.0 $201k 900.00 223.33
Calavo Growers (CVGW) 0.0 $203k 2.4k 84.58
SYNNEX Corporation (SNX) 0.0 $204k 1.5k 136.00
Sunstone Hotel Investors (SHO) 0.0 $177k 11k 16.54
Extreme Networks (EXTR) 0.0 $169k 14k 12.52
Mercer International (MERC) 0.0 $199k 14k 14.32
Data I/O Corporation (DAIO) 0.0 $205k 17k 12.06
Kennedy-Wilson Holdings (KW) 0.0 $180k 10k 17.31
Oasis Petroleum 0.0 $186k 22k 8.42
Kraton Performance Polymers 0.0 $212k 4.4k 48.18
SPECTRUM BRANDS Hldgs 0.0 $202k 1.8k 112.22
Piedmont Office Realty Trust (PDM) 0.0 $208k 11k 19.62
Yrc Worldwide Inc Com par $.01 0.0 $168k 12k 14.36
Newlink Genetics Corporation 0.0 $170k 21k 8.10
Retail Properties Of America 0.0 $180k 13k 13.43
Alexander & Baldwin (ALEX) 0.0 $203k 7.3k 27.81
Tillys (TLYS) 0.0 $214k 15k 14.76
Grupo Fin Santander adr b 0.0 $206k 28k 7.30
Tetraphase Pharmaceuticals 0.0 $170k 27k 6.30
Hci (HCI) 0.0 $209k 7.0k 29.86
Lyon William Homes cl a 0.0 $206k 7.1k 29.01
Tg Therapeutics (TGTX) 0.0 $203k 25k 8.22
Independent Bank 0.0 $203k 3.0k 67.67
Blackberry (BB) 0.0 $154k 14k 11.16
Intrexon 0.0 $205k 18k 11.52
Nmi Hldgs Inc cl a (NMIH) 0.0 $180k 11k 16.98
Achaogen 0.0 $177k 17k 10.73
Heron Therapeutics (HRTX) 0.0 $195k 11k 18.06
Xcerra 0.0 $157k 16k 9.77
Caretrust Reit (CTRE) 0.0 $183k 11k 16.79
Truecar (TRUE) 0.0 $162k 15k 11.17
Cymabay Therapeutics 0.0 $190k 21k 9.22
Calithera Biosciences 0.0 $191k 23k 8.34
On Deck Capital 0.0 $169k 30k 5.73
Easterly Government Properti reit (DEA) 0.0 $211k 9.9k 21.31
Del Taco Restaurants 0.0 $175k 14k 12.15
Quotient Technology 0.0 $199k 17k 11.78
Trade Desk (TTD) 0.0 $206k 4.5k 45.78
Gridsum Hldg Inc adr repsg cl b 0.0 $205k 22k 9.15
Forterra 0.0 $161k 15k 11.10
Extraction Oil And Gas 0.0 $157k 11k 14.27
Daseke 0.0 $163k 11k 14.30
National Grid (NGG) 0.0 $200k 3.4k 58.82
Iovance Biotherapeutics (IOVA) 0.0 $154k 19k 8.02
Turkcell Iletisim Hizmetleri A.S. (TKC) 0.0 $104k 10k 10.20
UMH Properties (UMH) 0.0 $149k 10k 14.90
Ashford Hospitality Trust 0.0 $95k 14k 6.74
Advanced Micro Devices (AMD) 0.0 $114k 11k 10.27
Net 1 UEPS Technologies (LSAK) 0.0 $121k 10k 11.86
Newpark Resources 0.0 $121k 14k 8.58
LivePerson (LPSN) 0.0 $146k 13k 11.50
McDermott International 0.0 $147k 22k 6.59
TrustCo Bank Corp NY 0.0 $99k 11k 9.17
Flotek Industries 0.0 $148k 32k 4.65
Lattice Semiconductor (LSCC) 0.0 $143k 25k 5.79
Cloud Peak Energy 0.0 $124k 28k 4.46
BRF Brasil Foods SA (BRFS) 0.0 $114k 10k 11.29
Opko Health (OPK) 0.0 $112k 23k 4.91
Costamare (CMRE) 0.0 $105k 18k 5.77
Arcos Dorados Holdings (ARCO) 0.0 $139k 13k 10.37
Phoenix New Media 0.0 $138k 21k 6.48
Suncoke Energy (SXC) 0.0 $143k 12k 12.02
Wesco Aircraft Holdings 0.0 $94k 13k 7.40
Renewable Energy 0.0 $123k 10k 11.83
Tile Shop Hldgs (TTSH) 0.0 $129k 13k 9.63
Cytokinetics (CYTK) 0.0 $128k 16k 8.15
Independence Realty Trust In (IRT) 0.0 $133k 13k 10.08
Tuniu Corp sponsored ads cl (TOUR) 0.0 $150k 20k 7.65
Sunrun (RUN) 0.0 $152k 26k 5.89
Resource Cap 0.0 $96k 10k 9.41
Northstar Realty Europe 0.0 $148k 11k 13.45
Colony Northstar 0.0 $126k 11k 11.45
Bbx Capital 0.0 $149k 19k 7.97
Ultra Petroleum 0.0 $101k 11k 9.02
Ribbon Communication (RBBN) 0.0 $109k 14k 7.73
AU Optronics 0.0 $86k 21k 4.15
Southwestern Energy Company 0.0 $70k 13k 5.60
Coeur d'Alene Mines Corporation (CDE) 0.0 $89k 12k 7.48
Hudson Technologies (HDSN) 0.0 $75k 12k 6.10
Glu Mobile 0.0 $60k 17k 3.61
Ardelyx (ARDX) 0.0 $89k 14k 6.59
Alamos Gold Inc New Class A (AGI) 0.0 $90k 14k 6.47
Everi Hldgs (EVRI) 0.0 $81k 11k 7.57