Ellington Management Group as of March 31, 2018
Portfolio Holdings for Ellington Management Group
Ellington Management Group holds 779 positions in its portfolio as reported in the March 2018 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Spdr S&p 500 Etf (SPY) | 39.9 | $556M | 2.1M | 263.15 | |
| iShares Russell 2000 Index (IWM) | 7.2 | $100M | 657k | 151.83 | |
| Barclays Bk Plc put | 3.9 | $54M | 1.1M | 47.31 | |
| Financial Select Sector SPDR (XLF) | 2.4 | $33M | 1.2M | 27.56 | |
| Ellington Financial | 1.1 | $15M | 1.0M | 14.81 | |
| Advanced Micro Devices (AMD) | 0.7 | $9.5M | 950k | 10.05 | |
| Lululemon Athletica (LULU) | 0.5 | $7.3M | 82k | 89.12 | |
| Lowe's Companies (LOW) | 0.5 | $7.3M | 83k | 87.75 | |
| Hldgs (UAL) | 0.5 | $6.7M | 97k | 69.47 | |
| O'reilly Automotive (ORLY) | 0.5 | $6.7M | 27k | 247.38 | |
| Pitney Bowes (PBI) | 0.5 | $6.5M | 600k | 10.89 | |
| Williams-Sonoma (WSM) | 0.4 | $6.1M | 116k | 52.76 | |
| Five Below (FIVE) | 0.4 | $6.1M | 83k | 73.34 | |
| Kohl's Corporation (KSS) | 0.4 | $5.3M | 80k | 65.51 | |
| Netflix (NFLX) | 0.4 | $5.2M | 18k | 295.33 | |
| NRG Energy (NRG) | 0.3 | $4.7M | 154k | 30.53 | |
| Children's Place Retail Stores (PLCE) | 0.3 | $4.1M | 30k | 135.27 | |
| DSW | 0.3 | $3.9M | 175k | 22.46 | |
| Gap (GPS) | 0.3 | $3.7M | 119k | 31.20 | |
| Ameren Corporation (AEE) | 0.3 | $3.6M | 64k | 56.64 | |
| Casey's General Stores (CASY) | 0.2 | $3.5M | 32k | 109.78 | |
| Under Armour Inc Cl C (UA) | 0.2 | $3.5M | 247k | 14.35 | |
| JetBlue Airways Corporation (JBLU) | 0.2 | $3.4M | 166k | 20.32 | |
| Abercrombie & Fitch (ANF) | 0.2 | $3.3M | 136k | 24.21 | |
| Chemours (CC) | 0.2 | $3.3M | 68k | 48.71 | |
| Jones Lang LaSalle Incorporated (JLL) | 0.2 | $3.3M | 19k | 174.65 | |
| Evercore Partners (EVR) | 0.2 | $3.2M | 37k | 87.20 | |
| Garmin (GRMN) | 0.2 | $3.2M | 54k | 58.94 | |
| Iron Mountain (IRM) | 0.2 | $3.2M | 98k | 32.86 | |
| Shake Shack Inc cl a (SHAK) | 0.2 | $3.2M | 77k | 41.64 | |
| Noble Energy | 0.2 | $2.8M | 93k | 30.30 | |
| Northrop Grumman Corporation (NOC) | 0.2 | $2.8M | 8.0k | 349.12 | |
| Penske Automotive (PAG) | 0.2 | $2.8M | 63k | 44.32 | |
| Chesapeake Energy Corp convertible security | 0.2 | $2.8M | 3.2M | 0.86 | |
| J.B. Hunt Transport Services (JBHT) | 0.2 | $2.6M | 22k | 117.13 | |
| Howard Hughes | 0.2 | $2.7M | 19k | 139.13 | |
| Pandora Media | 0.2 | $2.7M | 527k | 5.03 | |
| Cyrusone | 0.2 | $2.7M | 52k | 51.21 | |
| Burlington Stores (BURL) | 0.2 | $2.6M | 20k | 133.15 | |
| V.F. Corporation (VFC) | 0.2 | $2.4M | 33k | 74.12 | |
| Micron Technology (MU) | 0.2 | $2.5M | 48k | 52.15 | |
| Urban Outfitters (URBN) | 0.2 | $2.5M | 67k | 36.96 | |
| Rockwell Automation (ROK) | 0.2 | $2.4M | 14k | 174.21 | |
| Chevron Corporation (CVX) | 0.2 | $2.4M | 21k | 114.04 | |
| Continental Resources | 0.2 | $2.3M | 40k | 58.94 | |
| Encana Corp | 0.2 | $2.3M | 213k | 11.00 | |
| EOG Resources (EOG) | 0.2 | $2.3M | 22k | 105.27 | |
| Diamond Offshore Drilling | 0.2 | $2.2M | 152k | 14.66 | |
| General Dynamics Corporation (GD) | 0.2 | $2.2M | 10k | 220.90 | |
| Huntington Ingalls Inds (HII) | 0.2 | $2.2M | 8.5k | 257.76 | |
| Pennymac Financial Service A | 0.2 | $2.2M | 98k | 22.65 | |
| BP (BP) | 0.1 | $2.0M | 50k | 40.54 | |
| Adobe Systems Incorporated (ADBE) | 0.1 | $2.1M | 9.9k | 216.06 | |
| Anadarko Petroleum Corporation | 0.1 | $2.1M | 34k | 60.42 | |
| BJ's Restaurants (BJRI) | 0.1 | $2.1M | 47k | 44.89 | |
| Kinder Morgan (KMI) | 0.1 | $2.1M | 141k | 15.06 | |
| Vistra Energy (VST) | 0.1 | $2.0M | 98k | 20.83 | |
| Xcel Energy (XEL) | 0.1 | $2.0M | 44k | 45.48 | |
| Ulta Salon, Cosmetics & Fragrance (ULTA) | 0.1 | $1.9M | 9.4k | 204.26 | |
| Centene Corporation (CNC) | 0.1 | $2.0M | 19k | 106.84 | |
| Texas Roadhouse (TXRH) | 0.1 | $2.0M | 34k | 57.79 | |
| United States Steel Corporation (X) | 0.1 | $2.0M | 56k | 35.19 | |
| American Water Works (AWK) | 0.1 | $2.0M | 24k | 82.12 | |
| Pinnacle West Capital Corporation (PNW) | 0.1 | $1.9M | 24k | 79.80 | |
| Nationstar Mortgage | 0.1 | $2.0M | 111k | 17.96 | |
| Hd Supply | 0.1 | $1.9M | 51k | 37.94 | |
| Progressive Corporation (PGR) | 0.1 | $1.8M | 30k | 60.93 | |
| Boeing Company (BA) | 0.1 | $1.8M | 5.6k | 327.86 | |
| Western Digital (WDC) | 0.1 | $1.8M | 20k | 92.28 | |
| DaVita (DVA) | 0.1 | $1.8M | 27k | 65.92 | |
| Anheuser-Busch InBev NV (BUD) | 0.1 | $1.8M | 16k | 109.94 | |
| Vail Resorts (MTN) | 0.1 | $1.8M | 8.1k | 221.73 | |
| MGM Resorts International. (MGM) | 0.1 | $1.8M | 50k | 35.02 | |
| Teradyne (TER) | 0.1 | $1.8M | 40k | 45.71 | |
| Motorola Solutions (MSI) | 0.1 | $1.7M | 17k | 105.30 | |
| Mgp Ingredients Inc Common Sto (MGPI) | 0.1 | $1.8M | 20k | 89.60 | |
| Wec Energy Group (WEC) | 0.1 | $1.8M | 29k | 62.70 | |
| Ollies Bargain Outlt Hldgs I (OLLI) | 0.1 | $1.8M | 30k | 60.31 | |
| Tailored Brands | 0.1 | $1.9M | 74k | 25.05 | |
| Tractor Supply Company (TSCO) | 0.1 | $1.7M | 26k | 63.03 | |
| Allstate Corporation (ALL) | 0.1 | $1.7M | 18k | 94.78 | |
| Live Nation Entertainment (LYV) | 0.1 | $1.7M | 41k | 42.14 | |
| Korn/Ferry International (KFY) | 0.1 | $1.6M | 32k | 51.60 | |
| Universal Display Corporation (OLED) | 0.1 | $1.7M | 16k | 100.98 | |
| Hibbett Sports (HIBB) | 0.1 | $1.7M | 72k | 23.95 | |
| InterDigital (IDCC) | 0.1 | $1.7M | 23k | 73.58 | |
| Westlake Chemical Corporation (WLK) | 0.1 | $1.7M | 15k | 111.17 | |
| Restaurant Brands Intl Inc Com equity / large cap (QSR) | 0.1 | $1.6M | 29k | 56.91 | |
| Lamar Advertising Co-a (LAMR) | 0.1 | $1.7M | 26k | 63.66 | |
| Atara Biotherapeutics (ATRA) | 0.1 | $1.6M | 42k | 38.99 | |
| Cnx Resources Corporation (CNX) | 0.1 | $1.7M | 111k | 15.43 | |
| Assurant (AIZ) | 0.1 | $1.5M | 16k | 91.43 | |
| TD Ameritrade Holding | 0.1 | $1.5M | 25k | 59.24 | |
| American Express Company (AXP) | 0.1 | $1.5M | 16k | 93.29 | |
| Costco Wholesale Corporation (COST) | 0.1 | $1.5M | 8.2k | 188.41 | |
| Cisco Systems (CSCO) | 0.1 | $1.5M | 34k | 42.90 | |
| T. Rowe Price (TROW) | 0.1 | $1.5M | 14k | 108.00 | |
| Red Hat | 0.1 | $1.5M | 10k | 149.51 | |
| AGCO Corporation (AGCO) | 0.1 | $1.5M | 23k | 64.85 | |
| Amphenol Corporation (APH) | 0.1 | $1.5M | 18k | 86.11 | |
| Smith & Nephew (SNN) | 0.1 | $1.5M | 40k | 38.14 | |
| Masimo Corporation (MASI) | 0.1 | $1.5M | 18k | 87.94 | |
| American Tower Reit (AMT) | 0.1 | $1.5M | 10k | 145.34 | |
| Investors Ban | 0.1 | $1.5M | 110k | 13.64 | |
| Charter Communications Inc New Cl A cl a (CHTR) | 0.1 | $1.6M | 5.0k | 311.25 | |
| Melco Crown Entertainment (MLCO) | 0.1 | $1.5M | 50k | 28.98 | |
| Owens Corning (OC) | 0.1 | $1.4M | 18k | 80.40 | |
| Northern Trust Corporation (NTRS) | 0.1 | $1.4M | 13k | 103.11 | |
| Ecolab (ECL) | 0.1 | $1.3M | 9.7k | 137.11 | |
| Dick's Sporting Goods (DKS) | 0.1 | $1.4M | 39k | 35.05 | |
| At&t (T) | 0.1 | $1.3M | 38k | 35.66 | |
| LKQ Corporation (LKQ) | 0.1 | $1.4M | 37k | 37.96 | |
| CACI International (CACI) | 0.1 | $1.3M | 8.9k | 151.35 | |
| Koninklijke Philips Electronics NV (PHG) | 0.1 | $1.4M | 38k | 38.31 | |
| CoStar (CSGP) | 0.1 | $1.4M | 3.9k | 362.56 | |
| Walker & Dunlop (WD) | 0.1 | $1.4M | 23k | 59.43 | |
| Mosaic (MOS) | 0.1 | $1.4M | 56k | 24.29 | |
| Yandex Nv-a (YNDX) | 0.1 | $1.4M | 34k | 39.45 | |
| Xylem (XYL) | 0.1 | $1.4M | 18k | 76.94 | |
| Tenet Healthcare Corporation (THC) | 0.1 | $1.5M | 60k | 24.24 | |
| Global Blood Therapeutics In | 0.1 | $1.3M | 28k | 48.32 | |
| Supervalu | 0.1 | $1.4M | 92k | 15.22 | |
| Arthur J. Gallagher & Co. (AJG) | 0.1 | $1.3M | 19k | 68.71 | |
| Harris Corporation | 0.1 | $1.2M | 7.6k | 161.32 | |
| Morgan Stanley (MS) | 0.1 | $1.2M | 23k | 53.94 | |
| Comerica Incorporated (CMA) | 0.1 | $1.2M | 13k | 95.94 | |
| LifePoint Hospitals | 0.1 | $1.3M | 28k | 47.01 | |
| Texas Instruments Incorporated (TXN) | 0.1 | $1.3M | 12k | 103.87 | |
| Barclays (BCS) | 0.1 | $1.3M | 107k | 11.82 | |
| Owens-Illinois | 0.1 | $1.2M | 57k | 21.65 | |
| ManTech International Corporation | 0.1 | $1.3M | 23k | 55.48 | |
| Regal-beloit Corporation (RRX) | 0.1 | $1.3M | 18k | 73.33 | |
| Companhia Brasileira de Distrib. | 0.1 | $1.2M | 61k | 20.20 | |
| Tanger Factory Outlet Centers (SKT) | 0.1 | $1.3M | 59k | 22.00 | |
| TreeHouse Foods (THS) | 0.1 | $1.3M | 33k | 38.27 | |
| Oneok (OKE) | 0.1 | $1.3M | 23k | 56.90 | |
| KAR Auction Services (KAR) | 0.1 | $1.2M | 22k | 54.18 | |
| Meritor | 0.1 | $1.3M | 64k | 20.56 | |
| Abbvie (ABBV) | 0.1 | $1.2M | 13k | 94.65 | |
| Esperion Therapeutics (ESPR) | 0.1 | $1.2M | 17k | 72.35 | |
| Siteone Landscape Supply (SITE) | 0.1 | $1.2M | 16k | 77.03 | |
| Athene Holding Ltd Cl A | 0.1 | $1.3M | 26k | 47.79 | |
| Arcelormittal Cl A Ny Registry (MT) | 0.1 | $1.3M | 40k | 31.81 | |
| Fomento Economico Mexicano SAB (FMX) | 0.1 | $1.1M | 12k | 91.42 | |
| U.S. Bancorp (USB) | 0.1 | $1.1M | 22k | 50.51 | |
| Republic Services (RSG) | 0.1 | $1.1M | 17k | 66.24 | |
| Cummins (CMI) | 0.1 | $1.1M | 6.5k | 162.15 | |
| Royal Caribbean Cruises (RCL) | 0.1 | $1.2M | 9.8k | 117.76 | |
| Macy's (M) | 0.1 | $1.1M | 36k | 29.73 | |
| Merck & Co (MRK) | 0.1 | $1.1M | 19k | 54.48 | |
| Target Corporation (TGT) | 0.1 | $1.1M | 16k | 69.42 | |
| FactSet Research Systems (FDS) | 0.1 | $1.2M | 5.9k | 199.49 | |
| Amdocs Ltd ord (DOX) | 0.1 | $1.1M | 17k | 66.73 | |
| Louisiana-Pacific Corporation (LPX) | 0.1 | $1.2M | 41k | 28.77 | |
| Edison International (EIX) | 0.1 | $1.1M | 17k | 63.65 | |
| Carrizo Oil & Gas | 0.1 | $1.2M | 74k | 16.00 | |
| Group 1 Automotive (GPI) | 0.1 | $1.2M | 18k | 65.37 | |
| Semtech Corporation (SMTC) | 0.1 | $1.1M | 27k | 39.05 | |
| World Fuel Services Corporation (WKC) | 0.1 | $1.1M | 45k | 24.54 | |
| Unilever (UL) | 0.1 | $1.1M | 20k | 55.57 | |
| Nice Systems (NICE) | 0.1 | $1.1M | 12k | 93.97 | |
| Builders FirstSource (BLDR) | 0.1 | $1.1M | 55k | 19.84 | |
| HCP | 0.1 | $1.1M | 46k | 23.24 | |
| B&G Foods (BGS) | 0.1 | $1.1M | 48k | 23.70 | |
| Xpo Logistics Inc equity (XPO) | 0.1 | $1.1M | 11k | 101.78 | |
| Wpx Energy | 0.1 | $1.1M | 75k | 14.78 | |
| Post Holdings Inc Common (POST) | 0.1 | $1.1M | 14k | 75.76 | |
| Phillips 66 (PSX) | 0.1 | $1.2M | 12k | 95.95 | |
| Facebook Inc cl a (META) | 0.1 | $1.1M | 6.6k | 159.85 | |
| News (NWSA) | 0.1 | $1.1M | 72k | 15.80 | |
| Amc Entmt Hldgs Inc Cl A | 0.1 | $1.1M | 78k | 14.04 | |
| Michaels Cos Inc/the | 0.1 | $1.1M | 57k | 19.70 | |
| Hp (HPQ) | 0.1 | $1.1M | 49k | 21.91 | |
| Conduent Incorporate (CNDT) | 0.1 | $1.1M | 60k | 18.64 | |
| Mammoth Energy Svcs (TUSK) | 0.1 | $1.2M | 36k | 32.06 | |
| Sociedad Quimica y Minera (SQM) | 0.1 | $1.0M | 21k | 49.13 | |
| Principal Financial (PFG) | 0.1 | $1.0M | 17k | 60.89 | |
| Host Hotels & Resorts (HST) | 0.1 | $967k | 52k | 18.63 | |
| Ryder System (R) | 0.1 | $954k | 13k | 72.82 | |
| SVB Financial (SIVBQ) | 0.1 | $1.0M | 4.3k | 240.00 | |
| Laboratory Corp. of America Holdings (LH) | 0.1 | $1.0M | 6.3k | 161.75 | |
| Deere & Company (DE) | 0.1 | $916k | 5.9k | 155.25 | |
| Nextera Energy (NEE) | 0.1 | $947k | 5.8k | 163.28 | |
| Nike (NKE) | 0.1 | $1.0M | 15k | 66.43 | |
| Philip Morris International (PM) | 0.1 | $984k | 9.9k | 99.39 | |
| Torchmark Corporation | 0.1 | $1.0M | 12k | 84.19 | |
| HFF | 0.1 | $1.0M | 20k | 49.70 | |
| AutoZone (AZO) | 0.1 | $1.0M | 1.6k | 648.75 | |
| Marvell Technology Group | 0.1 | $907k | 43k | 21.00 | |
| Atlas Air Worldwide Holdings | 0.1 | $991k | 16k | 60.43 | |
| Intuit (INTU) | 0.1 | $1.0M | 5.9k | 173.39 | |
| UGI Corporation (UGI) | 0.1 | $973k | 22k | 44.43 | |
| British American Tobac (BTI) | 0.1 | $975k | 17k | 57.69 | |
| BorgWarner (BWA) | 0.1 | $990k | 20k | 50.25 | |
| Realty Income (O) | 0.1 | $1.0M | 20k | 51.73 | |
| Zumiez (ZUMZ) | 0.1 | $1.0M | 43k | 23.91 | |
| SM Energy (SM) | 0.1 | $913k | 51k | 18.03 | |
| Nabors Industries | 0.1 | $933k | 133k | 6.99 | |
| Acadia Realty Trust (AKR) | 0.1 | $1.0M | 42k | 24.60 | |
| General Motors Company (GM) | 0.1 | $973k | 27k | 36.34 | |
| Ligand Pharmaceuticals In (LGND) | 0.1 | $941k | 5.7k | 165.09 | |
| Cbre Group Inc Cl A (CBRE) | 0.1 | $968k | 21k | 47.22 | |
| Dunkin' Brands Group | 0.1 | $1.0M | 17k | 59.71 | |
| Mrc Global Inc cmn (MRC) | 0.1 | $1.0M | 61k | 16.43 | |
| Beazer Homes Usa (BZH) | 0.1 | $1.0M | 65k | 15.95 | |
| Norwegian Cruise Line Hldgs (NCLH) | 0.1 | $938k | 18k | 52.99 | |
| Metropcs Communications (TMUS) | 0.1 | $945k | 16k | 61.07 | |
| Premier (PINC) | 0.1 | $1.0M | 33k | 31.31 | |
| 58 Com Inc spon adr rep a | 0.1 | $958k | 12k | 79.83 | |
| Endo International (ENDPQ) | 0.1 | $983k | 165k | 5.94 | |
| Fnf (FNF) | 0.1 | $1.0M | 25k | 40.04 | |
| Wayfair (W) | 0.1 | $925k | 14k | 67.52 | |
| Energizer Holdings (ENR) | 0.1 | $918k | 15k | 59.61 | |
| Wingstop (WING) | 0.1 | $1.0M | 22k | 47.23 | |
| Canada Goose Holdings Inc shs sub vtg (GOOS) | 0.1 | $959k | 29k | 33.41 | |
| Candj Energy Svcs | 0.1 | $958k | 37k | 25.82 | |
| Altice Usa Inc cl a (ATUS) | 0.1 | $918k | 50k | 18.47 | |
| E TRADE Financial Corporation | 0.1 | $798k | 14k | 55.42 | |
| Aercap Holdings Nv Ord Cmn (AER) | 0.1 | $883k | 17k | 50.75 | |
| PennyMac Mortgage Investment Trust (PMT) | 0.1 | $811k | 45k | 18.02 | |
| Reinsurance Group of America (RGA) | 0.1 | $801k | 5.2k | 154.04 | |
| MGIC Investment (MTG) | 0.1 | $884k | 68k | 13.00 | |
| Caterpillar (CAT) | 0.1 | $884k | 6.0k | 147.33 | |
| Exxon Mobil Corporation (XOM) | 0.1 | $865k | 12k | 74.57 | |
| Archer Daniels Midland Company (ADM) | 0.1 | $785k | 18k | 43.37 | |
| AES Corporation (AES) | 0.1 | $777k | 68k | 11.38 | |
| Harsco Corporation (NVRI) | 0.1 | $880k | 43k | 20.66 | |
| W.W. Grainger (GWW) | 0.1 | $790k | 2.8k | 282.14 | |
| Brown-Forman Corporation (BF.B) | 0.1 | $865k | 16k | 54.40 | |
| Entegris (ENTG) | 0.1 | $811k | 23k | 34.81 | |
| Coherent | 0.1 | $787k | 4.2k | 187.38 | |
| Weight Watchers International | 0.1 | $799k | 13k | 63.73 | |
| Interpublic Group of Companies (IPG) | 0.1 | $857k | 37k | 23.04 | |
| Sotheby's | 0.1 | $780k | 15k | 51.32 | |
| Unilever | 0.1 | $902k | 16k | 56.38 | |
| Exelon Corporation (EXC) | 0.1 | $889k | 23k | 38.99 | |
| GATX Corporation (GATX) | 0.1 | $788k | 12k | 68.52 | |
| Applied Materials (AMAT) | 0.1 | $790k | 14k | 55.63 | |
| Sinclair Broadcast | 0.1 | $820k | 26k | 31.30 | |
| Nexstar Broadcasting (NXST) | 0.1 | $776k | 12k | 66.47 | |
| PolyOne Corporation | 0.1 | $884k | 21k | 42.50 | |
| World Wrestling Entertainment | 0.1 | $843k | 23k | 36.03 | |
| Banco Bilbao Vizcaya Argentaria SA (BBVA) | 0.1 | $782k | 99k | 7.90 | |
| Cinemark Holdings (CNK) | 0.1 | $825k | 22k | 37.67 | |
| Bottomline Technologies | 0.1 | $837k | 22k | 38.75 | |
| Exelixis (EXEL) | 0.1 | $873k | 39k | 22.16 | |
| Oge Energy Corp (OGE) | 0.1 | $813k | 25k | 32.78 | |
| Terex Corporation (TEX) | 0.1 | $823k | 22k | 37.41 | |
| DXP Enterprises (DXPE) | 0.1 | $802k | 21k | 38.93 | |
| Boston Properties (BXP) | 0.1 | $850k | 6.9k | 123.19 | |
| Prologis (PLD) | 0.1 | $882k | 14k | 63.00 | |
| Air Lease Corp (AL) | 0.1 | $857k | 20k | 42.64 | |
| Pvh Corporation (PVH) | 0.1 | $848k | 5.6k | 151.43 | |
| Yelp Inc cl a (YELP) | 0.1 | $818k | 20k | 41.73 | |
| Lpl Financial Holdings (LPLA) | 0.1 | $855k | 14k | 61.07 | |
| Eaton (ETN) | 0.1 | $783k | 9.8k | 79.90 | |
| Lyon William Homes cl a | 0.1 | $904k | 33k | 27.48 | |
| Seaworld Entertainment (PRKS) | 0.1 | $866k | 58k | 14.84 | |
| Spirit Realty reit | 0.1 | $847k | 109k | 7.76 | |
| Sprouts Fmrs Mkt (SFM) | 0.1 | $886k | 38k | 23.47 | |
| Ringcentral (RNG) | 0.1 | $768k | 12k | 63.47 | |
| Knowles (KN) | 0.1 | $781k | 62k | 12.60 | |
| Enova Intl (ENVA) | 0.1 | $778k | 35k | 22.04 | |
| Lumentum Hldgs (LITE) | 0.1 | $817k | 13k | 63.83 | |
| Duluth Holdings (DLTH) | 0.1 | $768k | 41k | 18.73 | |
| Ion Geophysical Corp | 0.1 | $827k | 31k | 27.11 | |
| Beigene (BGNE) | 0.1 | $773k | 4.6k | 168.04 | |
| Us Foods Hldg Corp call (USFD) | 0.1 | $839k | 26k | 32.77 | |
| Donnelley R R & Sons Co when issued | 0.1 | $865k | 99k | 8.73 | |
| Verso Corp cl a | 0.1 | $820k | 49k | 16.84 | |
| Schneider National Inc cl b (SNDR) | 0.1 | $800k | 31k | 26.06 | |
| Encompass Health Corp (EHC) | 0.1 | $898k | 16k | 57.20 | |
| Petroleo Brasileiro SA (PBR) | 0.1 | $748k | 53k | 14.14 | |
| Petroleo Brasileiro SA (PBR.A) | 0.1 | $718k | 55k | 12.98 | |
| Total System Services | 0.1 | $716k | 8.3k | 86.27 | |
| Crocs (CROX) | 0.1 | $756k | 47k | 16.26 | |
| Incyte Corporation (INCY) | 0.1 | $700k | 8.4k | 83.33 | |
| Eli Lilly & Co. (LLY) | 0.1 | $750k | 9.7k | 77.32 | |
| Nucor Corporation (NUE) | 0.1 | $654k | 11k | 61.12 | |
| Public Storage (PSA) | 0.1 | $741k | 3.7k | 200.27 | |
| Travelers Companies (TRV) | 0.1 | $764k | 5.5k | 138.91 | |
| Verizon Communications (VZ) | 0.1 | $684k | 14k | 47.83 | |
| Nokia Corporation (NOK) | 0.1 | $694k | 127k | 5.47 | |
| AstraZeneca (AZN) | 0.1 | $748k | 21k | 34.95 | |
| Sonic Corporation | 0.1 | $704k | 28k | 25.23 | |
| Apple (AAPL) | 0.1 | $671k | 4.0k | 167.75 | |
| CIGNA Corporation | 0.1 | $738k | 4.4k | 167.73 | |
| DISH Network | 0.1 | $746k | 20k | 37.87 | |
| Parker-Hannifin Corporation (PH) | 0.1 | $667k | 3.9k | 171.03 | |
| Hershey Company (HSY) | 0.1 | $643k | 6.5k | 98.92 | |
| First Solar (FSLR) | 0.1 | $745k | 11k | 70.95 | |
| Pos (PKX) | 0.1 | $718k | 9.1k | 78.90 | |
| Wynn Resorts (WYNN) | 0.1 | $766k | 4.2k | 182.38 | |
| Wyndham Worldwide Corporation | 0.1 | $664k | 5.8k | 114.48 | |
| BGC Partners | 0.1 | $733k | 55k | 13.45 | |
| Brunswick Corporation (BC) | 0.1 | $659k | 11k | 59.37 | |
| Companhia de Saneamento Basi (SBS) | 0.1 | $643k | 61k | 10.59 | |
| Kulicke and Soffa Industries (KLIC) | 0.1 | $715k | 29k | 25.00 | |
| Electro Scientific Industries | 0.1 | $744k | 39k | 19.32 | |
| Medifast (MED) | 0.1 | $654k | 7.0k | 93.43 | |
| American Campus Communities | 0.1 | $699k | 18k | 38.62 | |
| Actuant Corporation | 0.1 | $637k | 27k | 23.25 | |
| Pegasystems (PEGA) | 0.1 | $637k | 11k | 60.67 | |
| Celgene Corporation | 0.1 | $642k | 7.2k | 89.17 | |
| Capstead Mortgage Corporation | 0.1 | $697k | 81k | 8.65 | |
| Allete (ALE) | 0.1 | $744k | 10k | 72.23 | |
| A. O. Smith Corporation (AOS) | 0.1 | $744k | 12k | 63.59 | |
| Nic | 0.1 | $685k | 52k | 13.30 | |
| Triumph (TGI) | 0.1 | $718k | 29k | 25.19 | |
| Prospect Capital Corporation (PSEC) | 0.1 | $718k | 110k | 6.55 | |
| Quad/Graphics (QUAD) | 0.1 | $758k | 30k | 25.35 | |
| Acadia Healthcare (ACHC) | 0.1 | $693k | 18k | 39.15 | |
| Realogy Hldgs (HOUS) | 0.1 | $745k | 27k | 27.29 | |
| L Brands | 0.1 | $651k | 17k | 38.18 | |
| Tri Pointe Homes (TPH) | 0.1 | $697k | 42k | 16.44 | |
| Five Oaks Investment | 0.1 | $709k | 244k | 2.91 | |
| Intrexon | 0.1 | $710k | 46k | 15.33 | |
| Seacoast Bkg Corp Fla (SBCF) | 0.1 | $672k | 25k | 26.46 | |
| Gaming & Leisure Pptys (GLPI) | 0.1 | $646k | 19k | 33.47 | |
| Essent (ESNT) | 0.1 | $638k | 15k | 42.53 | |
| Platform Specialty Prods Cor | 0.1 | $748k | 78k | 9.63 | |
| Sabre (SABR) | 0.1 | $751k | 35k | 21.46 | |
| Washington Prime (WB) | 0.1 | $741k | 6.2k | 119.52 | |
| Sage Therapeutics (SAGE) | 0.1 | $709k | 4.4k | 161.14 | |
| Assembly Biosciences | 0.1 | $762k | 16k | 49.16 | |
| Summit Matls Inc cl a (SUM) | 0.1 | $760k | 25k | 30.28 | |
| Gannett | 0.1 | $690k | 69k | 9.99 | |
| Appfolio (APPF) | 0.1 | $719k | 18k | 40.85 | |
| Comstock Resources (CRK) | 0.1 | $700k | 96k | 7.31 | |
| Ashland (ASH) | 0.1 | $705k | 10k | 69.80 | |
| Washington Prime Group | 0.1 | $716k | 107k | 6.67 | |
| Irhythm Technologies (IRTC) | 0.1 | $762k | 12k | 62.98 | |
| Hilton Grand Vacations (HGV) | 0.1 | $744k | 17k | 43.01 | |
| Keane | 0.1 | $765k | 52k | 14.80 | |
| Frontier Communication | 0.1 | $656k | 89k | 7.42 | |
| Carvana Co cl a (CVNA) | 0.1 | $752k | 33k | 22.93 | |
| Roku (ROKU) | 0.1 | $740k | 24k | 31.09 | |
| Iqvia Holdings (IQV) | 0.1 | $687k | 7.0k | 98.14 | |
| Sensata Technolo (ST) | 0.1 | $762k | 15k | 51.84 | |
| Huntington Bancshares Incorporated (HBAN) | 0.0 | $524k | 35k | 15.10 | |
| Lear Corporation (LEA) | 0.0 | $540k | 2.9k | 186.21 | |
| Sony Corporation (SONY) | 0.0 | $575k | 12k | 48.32 | |
| Lennar Corporation (LEN) | 0.0 | $548k | 9.3k | 58.92 | |
| Lincoln Electric Holdings (LECO) | 0.0 | $549k | 6.1k | 90.00 | |
| Schnitzer Steel Industries (RDUS) | 0.0 | $553k | 17k | 32.34 | |
| MDU Resources (MDU) | 0.0 | $586k | 21k | 28.17 | |
| CVS Caremark Corporation (CVS) | 0.0 | $523k | 8.4k | 62.26 | |
| ConocoPhillips (COP) | 0.0 | $492k | 8.3k | 59.28 | |
| Weyerhaeuser Company (WY) | 0.0 | $497k | 14k | 35.00 | |
| Accenture (ACN) | 0.0 | $491k | 3.2k | 153.44 | |
| Visa (V) | 0.0 | $610k | 5.1k | 119.61 | |
| Toll Brothers (TOL) | 0.0 | $587k | 14k | 43.27 | |
| Scientific Games (LNW) | 0.0 | $520k | 13k | 41.60 | |
| Delta Air Lines (DAL) | 0.0 | $619k | 11k | 54.78 | |
| Hawaiian Holdings (HA) | 0.0 | $577k | 15k | 38.72 | |
| RPC (RES) | 0.0 | $492k | 27k | 18.02 | |
| Middleby Corporation (MIDD) | 0.0 | $569k | 4.6k | 123.70 | |
| Renasant (RNST) | 0.0 | $515k | 12k | 42.56 | |
| Sally Beauty Holdings (SBH) | 0.0 | $620k | 38k | 16.46 | |
| AK Steel Holding Corporation | 0.0 | $534k | 118k | 4.53 | |
| Cal-Maine Foods (CALM) | 0.0 | $503k | 12k | 43.74 | |
| Energen Corporation | 0.0 | $522k | 8.3k | 62.89 | |
| Lennox International (LII) | 0.0 | $593k | 2.9k | 204.48 | |
| Monro Muffler Brake (MNRO) | 0.0 | $595k | 11k | 53.60 | |
| F5 Networks (FFIV) | 0.0 | $607k | 4.2k | 144.52 | |
| Integra LifeSciences Holdings (IART) | 0.0 | $592k | 11k | 55.33 | |
| Immersion Corporation (IMMR) | 0.0 | $510k | 43k | 11.94 | |
| TransDigm Group Incorporated (TDG) | 0.0 | $491k | 1.6k | 306.88 | |
| Commercial Vehicle (CVGI) | 0.0 | $530k | 68k | 7.75 | |
| Arbor Realty Trust (ABR) | 0.0 | $535k | 61k | 8.81 | |
| Potlatch Corporation (PCH) | 0.0 | $505k | 9.7k | 52.06 | |
| Dana Holding Corporation (DAN) | 0.0 | $582k | 23k | 25.75 | |
| Ultra Clean Holdings (UCTT) | 0.0 | $620k | 32k | 19.25 | |
| Web | 0.0 | $534k | 30k | 18.10 | |
| Kraton Performance Polymers | 0.0 | $577k | 12k | 47.69 | |
| Terreno Realty Corporation (TRNO) | 0.0 | $607k | 18k | 34.49 | |
| Mitel Networks Corp | 0.0 | $535k | 58k | 9.29 | |
| WisdomTree Investments (WT) | 0.0 | $496k | 54k | 9.17 | |
| Cooper Standard Holdings (CPS) | 0.0 | $504k | 4.1k | 122.93 | |
| Insperity (NSP) | 0.0 | $584k | 8.4k | 69.52 | |
| Allison Transmission Hldngs I (ALSN) | 0.0 | $555k | 14k | 39.08 | |
| Renewable Energy | 0.0 | $543k | 42k | 12.81 | |
| Epam Systems (EPAM) | 0.0 | $527k | 4.6k | 114.57 | |
| 4068594 Enphase Energy (ENPH) | 0.0 | $529k | 116k | 4.57 | |
| Retail Properties Of America | 0.0 | $592k | 51k | 11.65 | |
| Stratasys (SSYS) | 0.0 | $493k | 24k | 20.17 | |
| Shutterstock (SSTK) | 0.0 | $616k | 13k | 48.12 | |
| Epizyme | 0.0 | $556k | 31k | 17.76 | |
| Ally Financial (ALLY) | 0.0 | $516k | 19k | 27.16 | |
| Catalent (CTLT) | 0.0 | $595k | 15k | 41.03 | |
| Liberty Tripadvisor Hldgs (LTRPA) | 0.0 | $527k | 49k | 10.76 | |
| Smart & Final Stores | 0.0 | $624k | 113k | 5.55 | |
| Equinix (EQIX) | 0.0 | $502k | 1.2k | 418.33 | |
| Hrg | 0.0 | $501k | 30k | 16.48 | |
| Fitbit | 0.0 | $621k | 122k | 5.10 | |
| Pjt Partners (PJT) | 0.0 | $581k | 12k | 50.09 | |
| Itt (ITT) | 0.0 | $504k | 10k | 48.93 | |
| Firstcash | 0.0 | $496k | 6.1k | 81.31 | |
| Advansix (ASIX) | 0.0 | $584k | 17k | 34.76 | |
| Nutanix Inc cl a (NTNX) | 0.0 | $565k | 12k | 49.13 | |
| Rh (RH) | 0.0 | $572k | 6.0k | 95.33 | |
| Wildhorse Resource Dev Corp | 0.0 | $575k | 30k | 19.10 | |
| Andeavor | 0.0 | $613k | 6.1k | 100.49 | |
| Willscot Corp | 0.0 | $597k | 44k | 13.66 | |
| Brightsphere Inv | 0.0 | $512k | 33k | 15.75 | |
| Broadridge Financial Solutions (BR) | 0.0 | $384k | 3.5k | 109.71 | |
| Renaissance Re Holdings Ltd Cmn (RNR) | 0.0 | $471k | 3.4k | 138.53 | |
| Nasdaq Omx (NDAQ) | 0.0 | $414k | 4.8k | 86.25 | |
| FedEx Corporation (FDX) | 0.0 | $360k | 1.5k | 240.00 | |
| M&T Bank Corporation (MTB) | 0.0 | $406k | 2.2k | 184.55 | |
| Seattle Genetics | 0.0 | $413k | 7.9k | 52.28 | |
| Vertex Pharmaceuticals Incorporated (VRTX) | 0.0 | $456k | 2.8k | 162.86 | |
| RadNet (RDNT) | 0.0 | $395k | 27k | 14.42 | |
| CBS Corporation | 0.0 | $385k | 7.5k | 51.33 | |
| Career Education | 0.0 | $428k | 33k | 13.13 | |
| Franklin Resources (BEN) | 0.0 | $447k | 13k | 34.65 | |
| Lumber Liquidators Holdings (LL) | 0.0 | $450k | 19k | 23.94 | |
| Newmont Mining Corporation (NEM) | 0.0 | $356k | 9.1k | 39.12 | |
| Timken Company (TKR) | 0.0 | $360k | 7.9k | 45.57 | |
| Analog Devices (ADI) | 0.0 | $392k | 4.3k | 91.16 | |
| Universal Corporation (UVV) | 0.0 | $470k | 9.7k | 48.45 | |
| Xilinx | 0.0 | $397k | 5.5k | 72.18 | |
| Haemonetics Corporation (HAE) | 0.0 | $388k | 5.3k | 73.21 | |
| MSC Industrial Direct (MSM) | 0.0 | $468k | 5.1k | 91.76 | |
| BB&T Corporation | 0.0 | $437k | 8.4k | 52.02 | |
| Capital One Financial (COF) | 0.0 | $441k | 4.6k | 95.87 | |
| Domtar Corp | 0.0 | $421k | 9.9k | 42.53 | |
| eBay (EBAY) | 0.0 | $358k | 8.9k | 40.22 | |
| Intuitive Surgical (ISRG) | 0.0 | $372k | 900.00 | 413.33 | |
| Marsh & McLennan Companies (MMC) | 0.0 | $438k | 5.3k | 82.64 | |
| Royal Dutch Shell | 0.0 | $426k | 6.5k | 65.54 | |
| Biogen Idec (BIIB) | 0.0 | $465k | 1.7k | 273.53 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.0 | $466k | 27k | 17.58 | |
| Pool Corporation (POOL) | 0.0 | $453k | 3.1k | 146.13 | |
| SL Green Realty | 0.0 | $455k | 4.7k | 96.81 | |
| Prudential Financial (PRU) | 0.0 | $404k | 3.9k | 103.59 | |
| Deluxe Corporation (DLX) | 0.0 | $414k | 5.6k | 73.93 | |
| Alliance Data Systems Corporation (BFH) | 0.0 | $362k | 1.7k | 212.94 | |
| Marathon Oil Corporation (MRO) | 0.0 | $468k | 29k | 16.14 | |
| Ventas (VTR) | 0.0 | $456k | 9.2k | 49.57 | |
| W.R. Grace & Co. | 0.0 | $367k | 6.0k | 61.17 | |
| Genes (GCO) | 0.0 | $430k | 11k | 40.57 | |
| McGrath Rent (MGRC) | 0.0 | $430k | 8.0k | 53.75 | |
| Quanta Services (PWR) | 0.0 | $423k | 12k | 34.39 | |
| Tenne | 0.0 | $368k | 6.7k | 54.93 | |
| Estee Lauder Companies (EL) | 0.0 | $419k | 2.8k | 149.64 | |
| salesforce (CRM) | 0.0 | $407k | 3.5k | 116.29 | |
| American Vanguard (AVD) | 0.0 | $424k | 21k | 20.19 | |
| Seagate Technology Com Stk | 0.0 | $363k | 6.2k | 58.55 | |
| Syntel | 0.0 | $370k | 15k | 25.52 | |
| Cantel Medical | 0.0 | $412k | 3.7k | 111.35 | |
| Century Aluminum Company (CENX) | 0.0 | $440k | 27k | 16.54 | |
| Herbalife Ltd Com Stk (HLF) | 0.0 | $478k | 4.9k | 97.55 | |
| Huntsman Corporation (HUN) | 0.0 | $369k | 13k | 29.29 | |
| Lam Research Corporation (LRCX) | 0.0 | $427k | 2.1k | 203.33 | |
| MKS Instruments (MKSI) | 0.0 | $382k | 3.3k | 115.76 | |
| Oshkosh Corporation (OSK) | 0.0 | $386k | 5.0k | 77.20 | |
| Align Technology (ALGN) | 0.0 | $452k | 1.8k | 251.11 | |
| Diodes Incorporated (DIOD) | 0.0 | $436k | 14k | 30.49 | |
| Raven Industries | 0.0 | $361k | 10k | 35.05 | |
| Werner Enterprises (WERN) | 0.0 | $369k | 10k | 36.53 | |
| athenahealth | 0.0 | $415k | 2.9k | 143.10 | |
| Chesapeake Utilities Corporation (CPK) | 0.0 | $429k | 6.1k | 70.33 | |
| Alamo (ALG) | 0.0 | $352k | 3.2k | 110.00 | |
| Brookdale Senior Living (BKD) | 0.0 | $391k | 58k | 6.71 | |
| Huron Consulting (HURN) | 0.0 | $377k | 9.9k | 38.08 | |
| ICU Medical, Incorporated (ICUI) | 0.0 | $480k | 1.9k | 252.63 | |
| MasTec (MTZ) | 0.0 | $480k | 10k | 47.06 | |
| Systemax | 0.0 | $383k | 13k | 28.58 | |
| Watts Water Technologies (WTS) | 0.0 | $451k | 5.8k | 77.76 | |
| Barrett Business Services (BBSI) | 0.0 | $390k | 4.7k | 82.98 | |
| Dex (DXCM) | 0.0 | $452k | 6.1k | 74.10 | |
| Superior Energy Services | 0.0 | $370k | 44k | 8.43 | |
| Alexandria Real Estate Equities (ARE) | 0.0 | $425k | 3.4k | 125.00 | |
| Ypf Sa (YPF) | 0.0 | $365k | 17k | 21.60 | |
| Sterling Construction Company (STRL) | 0.0 | $471k | 41k | 11.46 | |
| Spirit AeroSystems Holdings (SPR) | 0.0 | $410k | 4.9k | 83.67 | |
| Hudson Pacific Properties (HPP) | 0.0 | $465k | 14k | 32.52 | |
| Douglas Dynamics (PLOW) | 0.0 | $442k | 10k | 43.33 | |
| IMPAC Mortgage Holdings (IMPM) | 0.0 | $410k | 52k | 7.90 | |
| Te Connectivity Ltd for (TEL) | 0.0 | $460k | 4.6k | 100.00 | |
| Rpx Corp | 0.0 | $353k | 33k | 10.70 | |
| Spirit Airlines (SAVE) | 0.0 | $442k | 12k | 37.78 | |
| Suncoke Energy (SXC) | 0.0 | $357k | 33k | 10.75 | |
| Newlink Genetics Corporation | 0.0 | $483k | 67k | 7.25 | |
| Popular (BPOP) | 0.0 | $366k | 8.8k | 41.59 | |
| Blucora | 0.0 | $475k | 19k | 24.61 | |
| Wageworks | 0.0 | $461k | 10k | 45.20 | |
| Alexander & Baldwin (ALEX) | 0.0 | $352k | 15k | 23.16 | |
| Servicenow (NOW) | 0.0 | $447k | 2.7k | 165.56 | |
| Palo Alto Networks (PANW) | 0.0 | $363k | 2.0k | 181.50 | |
| Prothena (PRTA) | 0.0 | $430k | 12k | 36.75 | |
| Pbf Energy Inc cl a (PBF) | 0.0 | $485k | 14k | 33.92 | |
| Global Brass & Coppr Hldgs I | 0.0 | $388k | 12k | 33.45 | |
| Blackberry (BB) | 0.0 | $380k | 33k | 11.52 | |
| Dean Foods Company | 0.0 | $350k | 41k | 8.62 | |
| Benefitfocus | 0.0 | $381k | 16k | 24.42 | |
| Conatus Pharmaceuticals | 0.0 | $356k | 61k | 5.87 | |
| Arcbest (ARCB) | 0.0 | $365k | 11k | 32.02 | |
| Zendesk | 0.0 | $431k | 9.0k | 47.89 | |
| Vectrus (VVX) | 0.0 | $350k | 9.4k | 37.23 | |
| Hortonworks | 0.0 | $350k | 17k | 20.35 | |
| On Deck Capital | 0.0 | $484k | 87k | 5.60 | |
| Fibrogen (FGEN) | 0.0 | $476k | 10k | 46.21 | |
| Bellicum Pharma | 0.0 | $382k | 58k | 6.56 | |
| Dermira | 0.0 | $401k | 50k | 8.00 | |
| Aerojet Rocketdy | 0.0 | $436k | 16k | 27.95 | |
| Univar | 0.0 | $486k | 18k | 27.77 | |
| Lexicon Pharmaceuticals (LXRX) | 0.0 | $471k | 55k | 8.56 | |
| Milacron Holdings | 0.0 | $358k | 18k | 20.11 | |
| Northstar Realty Europe | 0.0 | $379k | 29k | 13.02 | |
| First Data | 0.0 | $370k | 23k | 16.00 | |
| Yirendai (YRD) | 0.0 | $382k | 9.5k | 40.21 | |
| Hertz Global Holdings | 0.0 | $477k | 24k | 19.84 | |
| Star Bulk Carriers Corp shs par (SBLK) | 0.0 | $384k | 33k | 11.64 | |
| Lsc Communications | 0.0 | $379k | 22k | 17.47 | |
| Catalyst Biosciences | 0.0 | $433k | 17k | 25.77 | |
| Xperi | 0.0 | $474k | 22k | 21.16 | |
| Presidio | 0.0 | $377k | 24k | 15.64 | |
| Cision | 0.0 | $445k | 39k | 11.56 | |
| Manitowoc Co Inc/the (MTW) | 0.0 | $453k | 16k | 28.49 | |
| ICICI Bank (IBN) | 0.0 | $307k | 35k | 8.85 | |
| Taiwan Semiconductor Mfg (TSM) | 0.0 | $241k | 5.5k | 43.82 | |
| Microsoft Corporation (MSFT) | 0.0 | $347k | 3.8k | 91.32 | |
| JPMorgan Chase & Co. (JPM) | 0.0 | $330k | 3.0k | 110.00 | |
| MasterCard Incorporated (MA) | 0.0 | $298k | 1.7k | 175.29 | |
| State Street Corporation (STT) | 0.0 | $289k | 2.9k | 99.66 | |
| FTI Consulting (FCN) | 0.0 | $261k | 5.4k | 48.33 | |
| Expeditors International of Washington (EXPD) | 0.0 | $272k | 4.3k | 63.26 | |
| McDonald's Corporation (MCD) | 0.0 | $250k | 1.6k | 156.25 | |
| Johnson & Johnson (JNJ) | 0.0 | $231k | 1.8k | 128.33 | |
| Walt Disney Company (DIS) | 0.0 | $301k | 3.0k | 100.33 | |
| Zebra Technologies (ZBRA) | 0.0 | $306k | 2.2k | 139.09 | |
| AFLAC Incorporated (AFL) | 0.0 | $210k | 4.8k | 43.75 | |
| ACI Worldwide (ACIW) | 0.0 | $225k | 9.5k | 23.68 | |
| CSG Systems International (CSGS) | 0.0 | $322k | 7.1k | 45.35 | |
| Plantronics | 0.0 | $308k | 5.1k | 60.39 | |
| Waters Corporation (WAT) | 0.0 | $238k | 1.2k | 198.33 | |
| Helmerich & Payne (HP) | 0.0 | $233k | 3.5k | 66.57 | |
| Mercury Computer Systems (MRCY) | 0.0 | $324k | 6.7k | 48.36 | |
| Avnet (AVT) | 0.0 | $334k | 8.0k | 41.75 | |
| Shoe Carnival (SCVL) | 0.0 | $226k | 9.5k | 23.79 | |
| Amgen (AMGN) | 0.0 | $341k | 2.0k | 170.50 | |
| Cemex SAB de CV (CX) | 0.0 | $326k | 49k | 6.61 | |
| Halliburton Company (HAL) | 0.0 | $277k | 5.9k | 46.95 | |
| NCR Corporation (VYX) | 0.0 | $333k | 11k | 31.49 | |
| Schlumberger (SLB) | 0.0 | $220k | 3.4k | 64.71 | |
| Telefonica (TEF) | 0.0 | $274k | 28k | 9.86 | |
| First Midwest Ban | 0.0 | $305k | 12k | 24.60 | |
| Shire | 0.0 | $329k | 2.2k | 149.55 | |
| Ban (TBBK) | 0.0 | $332k | 31k | 10.81 | |
| Hilltop Holdings (HTH) | 0.0 | $314k | 13k | 23.43 | |
| C.H. Robinson Worldwide (CHRW) | 0.0 | $319k | 3.4k | 93.82 | |
| Highwoods Properties (HIW) | 0.0 | $223k | 5.1k | 43.73 | |
| IDEX Corporation (IEX) | 0.0 | $214k | 1.5k | 142.67 | |
| Pampa Energia (PAM) | 0.0 | $346k | 5.8k | 59.66 | |
| Southwestern Energy Company (SWN) | 0.0 | $241k | 56k | 4.33 | |
| Lennar Corporation (LEN.B) | 0.0 | $343k | 7.2k | 47.64 | |
| Investment Technology | 0.0 | $276k | 14k | 19.71 | |
| Entravision Communication (EVC) | 0.0 | $231k | 49k | 4.70 | |
| Titan International (TWI) | 0.0 | $279k | 22k | 12.62 | |
| ON Semiconductor (ON) | 0.0 | $249k | 10k | 24.41 | |
| First Horizon National Corporation (FHN) | 0.0 | $230k | 12k | 18.85 | |
| Illumina (ILMN) | 0.0 | $284k | 1.2k | 236.67 | |
| Insight Enterprises (NSIT) | 0.0 | $269k | 7.7k | 34.94 | |
| Newpark Resources (NR) | 0.0 | $237k | 29k | 8.12 | |
| Saia (SAIA) | 0.0 | $240k | 3.2k | 75.00 | |
| Tutor Perini Corporation (TPC) | 0.0 | $225k | 10k | 22.06 | |
| Medicines Company | 0.0 | $273k | 8.3k | 32.89 | |
| Perficient (PRFT) | 0.0 | $227k | 9.9k | 22.93 | |
| Universal Forest Products | 0.0 | $276k | 8.5k | 32.47 | |
| Assured Guaranty (AGO) | 0.0 | $315k | 8.7k | 36.21 | |
| Benchmark Electronics (BHE) | 0.0 | $248k | 8.3k | 29.88 | |
| Concho Resources | 0.0 | $331k | 2.2k | 150.45 | |
| Empresa Nacional de Electricidad | 0.0 | $331k | 14k | 23.81 | |
| Energy Recovery (ERII) | 0.0 | $319k | 39k | 8.22 | |
| H&E Equipment Services (HEES) | 0.0 | $305k | 7.9k | 38.45 | |
| Heidrick & Struggles International (HSII) | 0.0 | $231k | 7.4k | 31.22 | |
| Kronos Worldwide (KRO) | 0.0 | $287k | 13k | 22.60 | |
| M/I Homes (MHO) | 0.0 | $252k | 7.9k | 31.90 | |
| Parker Drilling Company | 0.0 | $321k | 509k | 0.63 | |
| Stepan Company (SCL) | 0.0 | $216k | 2.6k | 83.08 | |
| Titan Machinery (TITN) | 0.0 | $221k | 9.4k | 23.51 | |
| Tempur-Pedic International (TPX) | 0.0 | $234k | 5.2k | 45.22 | |
| Cbiz (CBZ) | 0.0 | $279k | 15k | 18.24 | |
| China Telecom Corporation | 0.0 | $258k | 5.8k | 44.48 | |
| China Uni | 0.0 | $273k | 21k | 12.82 | |
| ING Groep (ING) | 0.0 | $312k | 18k | 16.96 | |
| KLA-Tencor Corporation (KLAC) | 0.0 | $229k | 2.1k | 109.05 | |
| Knoll | 0.0 | $222k | 11k | 20.18 | |
| China Life Insurance Company | 0.0 | $259k | 19k | 14.00 | |
| LOGITECH INTERNATIONAL SA APP Com Stk (LOGI) | 0.0 | $272k | 7.4k | 36.76 | |
| Skyworks Solutions (SWKS) | 0.0 | $321k | 3.2k | 100.31 | |
| Compania Cervecerias Unidas (CCU) | 0.0 | $300k | 10k | 29.41 | |
| Bancolombia (CIB) | 0.0 | $265k | 6.3k | 42.06 | |
| IBERIABANK Corporation | 0.0 | $304k | 3.9k | 77.95 | |
| ImmunoGen | 0.0 | $266k | 25k | 10.51 | |
| Investors Real Estate Trust | 0.0 | $315k | 61k | 5.20 | |
| Korea Electric Power Corporation (KEP) | 0.0 | $214k | 14k | 15.40 | |
| Kforce (KFRC) | 0.0 | $265k | 9.8k | 27.04 | |
| Movado (MOV) | 0.0 | $312k | 8.1k | 38.46 | |
| Matrix Service Company (MTRX) | 0.0 | $241k | 18k | 13.69 | |
| Navigant Consulting | 0.0 | $250k | 13k | 19.23 | |
| RBC Bearings Incorporated (RBC) | 0.0 | $273k | 2.2k | 124.09 | |
| Schweitzer-Mauduit International (MATV) | 0.0 | $266k | 6.8k | 39.12 | |
| UniFirst Corporation (UNF) | 0.0 | $291k | 1.8k | 161.67 | |
| VMware | 0.0 | $279k | 2.3k | 121.30 | |
| Encore Wire Corporation (WIRE) | 0.0 | $301k | 5.3k | 56.79 | |
| Olympic Steel (ZEUS) | 0.0 | $336k | 16k | 20.49 | |
| Federal Agricultural Mortgage (AGM) | 0.0 | $296k | 3.4k | 87.06 | |
| Analogic Corporation | 0.0 | $345k | 3.6k | 95.83 | |
| Halozyme Therapeutics (HALO) | 0.0 | $304k | 16k | 19.61 | |
| Orthofix International Nv Com Stk | 0.0 | $323k | 5.5k | 58.73 | |
| United Natural Foods (UNFI) | 0.0 | $288k | 6.7k | 42.99 | |
| ExlService Holdings (EXLS) | 0.0 | $240k | 4.3k | 55.81 | |
| MDC PARTNERS INC CL A SUB Vtg | 0.0 | $222k | 31k | 7.18 | |
| PetMed Express (PETS) | 0.0 | $246k | 5.9k | 41.69 | |
| National Instruments | 0.0 | $258k | 5.1k | 50.59 | |
| Aspen Technology | 0.0 | $331k | 4.2k | 78.81 | |
| Carpenter Technology Corporation (CRS) | 0.0 | $251k | 5.7k | 44.04 | |
| Cerus Corporation (CERS) | 0.0 | $223k | 41k | 5.48 | |
| K12 | 0.0 | $216k | 15k | 14.21 | |
| 1-800-flowers (FLWS) | 0.0 | $280k | 24k | 11.81 | |
| Unit Corporation | 0.0 | $229k | 12k | 19.74 | |
| Altra Holdings | 0.0 | $294k | 6.4k | 45.94 | |
| CNO Financial (CNO) | 0.0 | $254k | 12k | 21.71 | |
| Pilgrim's Pride Corporation (PPC) | 0.0 | $303k | 12k | 24.63 | |
| Vonage Holdings | 0.0 | $253k | 24k | 10.63 | |
| Weingarten Realty Investors | 0.0 | $340k | 12k | 28.10 | |
| QuinStreet (QNST) | 0.0 | $329k | 26k | 12.75 | |
| Unisys Corporation (UIS) | 0.0 | $234k | 22k | 10.77 | |
| Ebix (EBIXQ) | 0.0 | $253k | 3.4k | 74.41 | |
| Covenant Transportation (CVLG) | 0.0 | $224k | 7.5k | 29.87 | |
| Embraer S A (ERJ) | 0.0 | $242k | 9.3k | 26.02 | |
| CoreSite Realty | 0.0 | $281k | 2.8k | 100.36 | |
| Financial Engines | 0.0 | $231k | 6.6k | 35.00 | |
| Simmons First National Corporation (SFNC) | 0.0 | $296k | 10k | 28.46 | |
| TechTarget (TTGT) | 0.0 | $338k | 17k | 19.88 | |
| Tower International | 0.0 | $230k | 8.3k | 27.71 | |
| Zagg | 0.0 | $325k | 27k | 12.22 | |
| Sodastream International | 0.0 | $220k | 2.4k | 91.67 | |
| State Street Bank Financial | 0.0 | $261k | 8.7k | 30.00 | |
| Endocyte | 0.0 | $289k | 32k | 9.09 | |
| Amc Networks Inc Cl A (AMCX) | 0.0 | $348k | 6.7k | 51.75 | |
| Telephone And Data Systems (TDS) | 0.0 | $210k | 7.5k | 28.00 | |
| Us Silica Hldgs (SLCA) | 0.0 | $281k | 11k | 25.55 | |
| Chemocentryx | 0.0 | $343k | 25k | 13.61 | |
| Tillys (TLYS) | 0.0 | $262k | 23k | 11.29 | |
| Del Friscos Restaurant | 0.0 | $284k | 19k | 15.27 | |
| Intercept Pharmaceuticals In | 0.0 | $314k | 5.1k | 61.57 | |
| HEALTH INSURANCE Common equity Innovations shares | 0.0 | $327k | 11k | 28.94 | |
| Liberty Global Inc Com Ser A | 0.0 | $263k | 8.4k | 31.31 | |
| Ambac Finl (AMBC) | 0.0 | $226k | 14k | 15.69 | |
| Tg Therapeutics (TGTX) | 0.0 | $307k | 22k | 14.21 | |
| Constellium Holdco B V cl a | 0.0 | $310k | 29k | 10.84 | |
| Therapeuticsmd | 0.0 | $256k | 53k | 4.87 | |
| Leidos Holdings (LDOS) | 0.0 | $281k | 4.3k | 65.35 | |
| Science App Int'l (SAIC) | 0.0 | $299k | 3.8k | 78.68 | |
| Third Point Reinsurance | 0.0 | $299k | 21k | 13.97 | |
| Hmh Holdings | 0.0 | $307k | 44k | 6.95 | |
| Marcus & Millichap (MMI) | 0.0 | $307k | 8.5k | 36.12 | |
| Paylocity Holding Corporation (PCTY) | 0.0 | $215k | 4.2k | 51.19 | |
| New Media Inv Grp | 0.0 | $303k | 18k | 17.12 | |
| Heron Therapeutics (HRTX) | 0.0 | $243k | 8.8k | 27.61 | |
| Voya Financial (VOYA) | 0.0 | $328k | 6.5k | 50.46 | |
| Pentair cs (PNR) | 0.0 | $218k | 3.2k | 68.12 | |
| Navient Corporation equity (NAVI) | 0.0 | $228k | 17k | 13.10 | |
| Inovio Pharmaceuticals | 0.0 | $308k | 65k | 4.72 | |
| Zoe's Kitchen | 0.0 | $221k | 15k | 14.46 | |
| Geo Group Inc/the reit (GEO) | 0.0 | $250k | 12k | 20.49 | |
| Timkensteel (MTUS) | 0.0 | $214k | 14k | 15.18 | |
| Advanced Drain Sys Inc Del (WMS) | 0.0 | $316k | 12k | 25.90 | |
| Bio-techne Corporation (TECH) | 0.0 | $317k | 2.1k | 150.95 | |
| Paratek Pharmaceuticals | 0.0 | $329k | 25k | 13.00 | |
| Klx Inc Com $0.01 | 0.0 | $284k | 4.0k | 71.00 | |
| Liberty Broadband Corporation (LBRDA) | 0.0 | $339k | 4.0k | 84.75 | |
| Outfront Media (OUT) | 0.0 | $242k | 13k | 18.76 | |
| James River Group Holdings L (JRVR) | 0.0 | $309k | 8.7k | 35.52 | |
| Qorvo (QRVO) | 0.0 | $296k | 4.2k | 70.48 | |
| Eversource Energy (ES) | 0.0 | $265k | 4.5k | 58.89 | |
| Relx (RELX) | 0.0 | $230k | 11k | 20.91 | |
| Alliance One Intl | 0.0 | $292k | 11k | 26.07 | |
| Nrg Yield | 0.0 | $303k | 18k | 17.02 | |
| Pieris Pharmaceuticals (PIRS) | 0.0 | $304k | 45k | 6.82 | |
| Houlihan Lokey Inc cl a (HLI) | 0.0 | $219k | 4.9k | 44.69 | |
| Aimmune Therapeutics | 0.0 | $299k | 9.4k | 31.81 | |
| Ryanair Holdings (RYAAY) | 0.0 | $221k | 1.8k | 122.78 | |
| Archrock (AROC) | 0.0 | $264k | 30k | 8.74 | |
| Rmr Group Inc cl a (RMR) | 0.0 | $259k | 3.7k | 70.00 | |
| Performance Food (PFGC) | 0.0 | $254k | 8.5k | 29.88 | |
| Atlassian Corp Plc cl a | 0.0 | $243k | 4.5k | 54.00 | |
| Onemain Holdings (OMF) | 0.0 | $237k | 7.9k | 30.00 | |
| Aclaris Therapeutics (ACRS) | 0.0 | $329k | 19k | 17.50 | |
| Bluelinx Hldgs (BXC) | 0.0 | $342k | 11k | 32.57 | |
| Grupo Supervielle S A (SUPV) | 0.0 | $246k | 8.1k | 30.37 | |
| Clearside Biomedical (CLSD) | 0.0 | $338k | 32k | 10.73 | |
| At Home Group | 0.0 | $320k | 10k | 32.00 | |
| Versum Matls | 0.0 | $271k | 7.2k | 37.64 | |
| Donnelley Finl Solutions (DFIN) | 0.0 | $299k | 17k | 17.18 | |
| Lions Gate Entmnt Corp cl b non vtg (LGF.B) | 0.0 | $342k | 14k | 24.08 | |
| Gtx Inc Del | 0.0 | $323k | 18k | 17.75 | |
| Arch Coal Inc cl a | 0.0 | $248k | 2.7k | 91.85 | |
| Tivity Health | 0.0 | $214k | 5.4k | 39.63 | |
| Blackline (BL) | 0.0 | $259k | 6.6k | 39.24 | |
| Src Energy | 0.0 | $345k | 37k | 9.43 | |
| Daseke (DSKE) | 0.0 | $222k | 23k | 9.78 | |
| Jounce Therapeutics | 0.0 | $237k | 11k | 22.36 | |
| Hamilton Lane Inc Common (HLNE) | 0.0 | $343k | 9.2k | 37.28 | |
| Bonanza Creek Energy I | 0.0 | $238k | 8.6k | 27.67 | |
| Select Energy Svcs Inc cl a (WTTR) | 0.0 | $226k | 18k | 12.63 | |
| Simply Good Foods (SMPL) | 0.0 | $221k | 16k | 13.73 | |
| Venator Materials | 0.0 | $340k | 19k | 18.09 | |
| Newmark Group (NMRK) | 0.0 | $223k | 15k | 15.17 | |
| AU Optronics | 0.0 | $165k | 36k | 4.56 | |
| Gerdau SA (GGB) | 0.0 | $117k | 25k | 4.68 | |
| American Eagle Outfitters (AEO) | 0.0 | $207k | 10k | 19.90 | |
| Mitsubishi UFJ Financial (MUFG) | 0.0 | $159k | 24k | 6.65 | |
| PG&E Corporation (PCG) | 0.0 | $206k | 4.7k | 43.83 | |
| InnerWorkings | 0.0 | $191k | 21k | 9.05 | |
| Gray Television (GTN) | 0.0 | $168k | 13k | 12.73 | |
| Baidu (BIDU) | 0.0 | $201k | 900.00 | 223.33 | |
| Superior Industries International (SUP) | 0.0 | $146k | 11k | 13.27 | |
| Tata Motors | 0.0 | $200k | 7.8k | 25.64 | |
| TTM Technologies (TTMI) | 0.0 | $190k | 12k | 15.32 | |
| Advanced Semiconductor Engineering | 0.0 | $88k | 12k | 7.27 | |
| Genesee & Wyoming | 0.0 | $205k | 2.9k | 70.69 | |
| Progenics Pharmaceuticals | 0.0 | $149k | 20k | 7.45 | |
| Team | 0.0 | $190k | 14k | 13.77 | |
| 1st Source Corporation (SRCE) | 0.0 | $202k | 4.0k | 50.50 | |
| Sunopta (STKL) | 0.0 | $76k | 11k | 7.10 | |
| Flowers Foods (FLO) | 0.0 | $205k | 9.4k | 21.81 | |
| Flotek Industries | 0.0 | $138k | 23k | 6.08 | |
| John B. Sanfilippo & Son (JBSS) | 0.0 | $203k | 3.5k | 58.00 | |
| Arlington Asset Investment | 0.0 | $153k | 14k | 11.01 | |
| Royal Bank of Scotland | 0.0 | $92k | 12k | 7.42 | |
| National CineMedia | 0.0 | $131k | 25k | 5.20 | |
| Orbcomm | 0.0 | $169k | 18k | 9.39 | |
| Silicom (SILC) | 0.0 | $200k | 5.8k | 34.48 | |
| MediciNova (MNOV) | 0.0 | $129k | 13k | 10.24 | |
| Kosmos Energy | 0.0 | $208k | 33k | 6.30 | |
| Arcos Dorados Holdings (ARCO) | 0.0 | $190k | 21k | 9.13 | |
| 21vianet Group (VNET) | 0.0 | $119k | 17k | 6.96 | |
| Telefonica Brasil Sa | 0.0 | $177k | 12k | 15.39 | |
| Laredo Petroleum Holdings | 0.0 | $134k | 15k | 8.70 | |
| Ofg Ban (OFG) | 0.0 | $115k | 11k | 10.45 | |
| Mallinckrodt Pub | 0.0 | $200k | 14k | 14.49 | |
| Independence Realty Trust In (IRT) | 0.0 | $184k | 20k | 9.20 | |
| Oxford Immunotec Global | 0.0 | $198k | 16k | 12.45 | |
| National Gen Hldgs | 0.0 | $204k | 8.4k | 24.29 | |
| Akebia Therapeutics (AKBA) | 0.0 | $112k | 12k | 9.57 | |
| Sportsmans Whse Hldgs (SPWH) | 0.0 | $73k | 18k | 4.10 | |
| Mobileiron | 0.0 | $96k | 19k | 4.95 | |
| Alder Biopharmaceuticals | 0.0 | $142k | 11k | 12.68 | |
| Ocular Therapeutix (OCUL) | 0.0 | $131k | 20k | 6.52 | |
| Calithera Biosciences | 0.0 | $70k | 11k | 6.31 | |
| Boot Barn Hldgs (BOOT) | 0.0 | $202k | 11k | 17.72 | |
| New Relic | 0.0 | $208k | 2.8k | 74.29 | |
| Vericel (VCEL) | 0.0 | $199k | 20k | 9.95 | |
| Coherus Biosciences (CHRS) | 0.0 | $150k | 14k | 11.03 | |
| Invitae (NVTAQ) | 0.0 | $80k | 17k | 4.68 | |
| Corbus Pharmaceuticals Hldgs | 0.0 | $126k | 21k | 6.09 | |
| Everi Hldgs (EVRI) | 0.0 | $92k | 14k | 6.57 | |
| Quotient Technology | 0.0 | $174k | 13k | 13.08 | |
| Arrowhead Pharmaceuticals (ARWR) | 0.0 | $153k | 21k | 7.22 | |
| Cotiviti Hldgs | 0.0 | $207k | 6.0k | 34.50 | |
| Nexeo Solutions | 0.0 | $136k | 13k | 10.71 | |
| Selecta Biosciences (RNAC) | 0.0 | $126k | 12k | 10.16 | |
| Halcon Res | 0.0 | $99k | 20k | 4.88 | |
| Aquaventure Holdings | 0.0 | $174k | 14k | 12.43 | |
| Colony Northstar | 0.0 | $165k | 29k | 5.61 | |
| Bbx Capital | 0.0 | $206k | 22k | 9.20 | |
| Veritone (VERI) | 0.0 | $200k | 14k | 13.89 | |
| Angi Homeservices (ANGI) | 0.0 | $149k | 11k | 13.55 | |
| Whiting Petroleum Corp | 0.0 | $200k | 5.9k | 33.90 | |
| Forescout Technologies | 0.0 | $208k | 6.4k | 32.50 | |
| Sea Ltd Adr Isin Us81141r1005 (SE) | 0.0 | $202k | 18k | 11.28 | |
| Rise Ed Cayman | 0.0 | $184k | 12k | 15.33 | |
| Front Yard Residential Corp | 0.0 | $194k | 19k | 10.05 | |
| Sorrento Therapeutics (SRNEQ) | 0.0 | $64k | 12k | 5.16 |
