Ellington Management Group as of Dec. 31, 2019
Portfolio Holdings for Ellington Management Group
Ellington Management Group holds 487 positions in its portfolio as reported in the December 2019 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Nabors Industries Ltd convertible security | 9.2 | $44M | 57M | 0.76 | |
| Ford Motor Company (F) | 6.6 | $31M | 3.3M | 9.30 | |
| Ellington Financial Inc ellington financ (EFC) | 3.3 | $16M | 850k | 18.33 | |
| Geo Group Inc/the reit (GEO) | 2.3 | $11M | 661k | 16.61 | |
| American Axle & Manufact. Holdings (AXL) | 1.9 | $8.8M | 819k | 10.76 | |
| Altria (MO) | 1.8 | $8.6M | 173k | 49.91 | |
| Whiting Pete Corp New Note 1.250% 4/0 bond | 1.6 | $7.7M | 7.9M | 0.98 | |
| Bed Bath & Beyond | 1.6 | $7.3M | 420k | 17.30 | |
| Herbalife Ltd Com Stk (HLF) | 1.5 | $7.2M | 150k | 47.67 | |
| MGIC Investment (MTG) | 1.5 | $6.9M | 484k | 14.17 | |
| Redwood Trust (RWT) | 1.4 | $6.6M | 401k | 16.54 | |
| Tesla Motors (TSLA) | 1.4 | $6.6M | 16k | 418.34 | |
| Radian (RDN) | 1.1 | $5.4M | 216k | 25.16 | |
| Essent (ESNT) | 1.1 | $5.1M | 99k | 51.99 | |
| Pulte (PHM) | 1.0 | $4.7M | 120k | 38.80 | |
| SM Energy (SM) | 1.0 | $4.6M | 413k | 11.24 | |
| Netflix (NFLX) | 1.0 | $4.5M | 14k | 324.00 | |
| Sm Energy Co note 1.500% 7/0 | 0.8 | $4.0M | 4.2M | 0.95 | |
| Delta Air Lines (DAL) | 0.8 | $3.9M | 66k | 58.48 | |
| Hanesbrands (HBI) | 0.8 | $3.7M | 249k | 14.85 | |
| Sirius Xm Holdings | 0.8 | $3.6M | 500k | 7.15 | |
| Front Yard Residential Corp | 0.8 | $3.6M | 289k | 12.34 | |
| V.F. Corporation (VFC) | 0.7 | $3.4M | 35k | 99.65 | |
| United States Steel Corporation (X) | 0.7 | $3.3M | 290k | 11.41 | |
| Antero Midstream Corp antero midstream (AM) | 0.7 | $3.1M | 414k | 7.59 | |
| Ww Intl (WW) | 0.7 | $3.2M | 83k | 38.21 | |
| TransDigm Group Incorporated (TDG) | 0.7 | $3.1M | 5.5k | 560.00 | |
| Teva Pharmaceutical Industries (TEVA) | 0.7 | $3.1M | 313k | 9.80 | |
| Arlington Asset Investment | 0.6 | $3.0M | 533k | 5.57 | |
| Oasis Petroleum | 0.6 | $2.8M | 863k | 3.26 | |
| Domino's Pizza (DPZ) | 0.6 | $2.8M | 9.5k | 293.79 | |
| Wal-Mart Stores (WMT) | 0.6 | $2.7M | 23k | 118.82 | |
| Crocs (CROX) | 0.6 | $2.7M | 65k | 41.89 | |
| Six Flags Entertainment (SIX) | 0.6 | $2.7M | 61k | 45.11 | |
| Designer Brands (DBI) | 0.5 | $2.5M | 161k | 15.74 | |
| DISH Network | 0.5 | $2.5M | 70k | 35.47 | |
| Goodyear Tire & Rubber Company (GT) | 0.5 | $2.4M | 156k | 15.56 | |
| Gap (GAP) | 0.5 | $2.4M | 135k | 17.68 | |
| TJX Companies (TJX) | 0.5 | $2.4M | 39k | 61.06 | |
| Cheesecake Factory Incorporated (CAKE) | 0.5 | $2.3M | 58k | 38.86 | |
| Nike (NKE) | 0.5 | $2.1M | 21k | 101.32 | |
| Wynn Resorts (WYNN) | 0.5 | $2.1M | 16k | 138.84 | |
| California Res Corp | 0.5 | $2.2M | 239k | 9.04 | |
| Stitch Fix (SFIX) | 0.5 | $2.1M | 82k | 25.66 | |
| MGM Resorts International. (MGM) | 0.4 | $2.1M | 63k | 33.27 | |
| Ready Cap Corp Com reit (RC) | 0.4 | $2.1M | 135k | 15.42 | |
| Ollies Bargain Outlt Hldgs I (OLLI) | 0.4 | $2.0M | 31k | 65.29 | |
| CVS Caremark Corporation (CVS) | 0.4 | $1.9M | 26k | 74.30 | |
| General Mills (GIS) | 0.4 | $1.9M | 36k | 53.57 | |
| Pennymac Financial Services (PFSI) | 0.4 | $1.8M | 52k | 34.03 | |
| United Rentals (URI) | 0.4 | $1.8M | 11k | 166.86 | |
| Spirit Airlines (SAVEQ) | 0.4 | $1.7M | 43k | 40.30 | |
| L Brands | 0.4 | $1.8M | 97k | 18.12 | |
| Michael Kors Holdings Ord (CPRI) | 0.4 | $1.7M | 45k | 38.14 | |
| Lyft (LYFT) | 0.4 | $1.8M | 41k | 43.01 | |
| Restaurant Brands Intl Inc Com equity / large cap (QSR) | 0.3 | $1.7M | 26k | 63.77 | |
| Hertz Global Holdings | 0.3 | $1.6M | 101k | 15.75 | |
| Uber Technologies (UBER) | 0.3 | $1.6M | 53k | 29.73 | |
| Tapestry (TPR) | 0.3 | $1.5M | 57k | 26.97 | |
| Apple (AAPL) | 0.3 | $1.5M | 5.2k | 293.65 | |
| Dunkin' Brands Group | 0.3 | $1.5M | 20k | 75.53 | |
| Calavo Growers (CVGW) | 0.3 | $1.5M | 16k | 90.56 | |
| Burlington Stores (BURL) | 0.3 | $1.4M | 6.3k | 228.10 | |
| Pitney Bowes (PBI) | 0.3 | $1.3M | 332k | 4.03 | |
| Amc Networks Inc Cl A (AMCX) | 0.3 | $1.4M | 35k | 39.51 | |
| Five Below (FIVE) | 0.3 | $1.4M | 11k | 127.85 | |
| Antero Res (AR) | 0.3 | $1.4M | 480k | 2.85 | |
| Rh (RH) | 0.3 | $1.4M | 6.4k | 213.44 | |
| GameStop (GME) | 0.3 | $1.3M | 216k | 6.08 | |
| Freshpet (FRPT) | 0.3 | $1.3M | 22k | 59.09 | |
| Monster Beverage Corp (MNST) | 0.3 | $1.3M | 21k | 63.56 | |
| Deckers Outdoor Corporation (DECK) | 0.3 | $1.3M | 7.6k | 168.82 | |
| NVIDIA Corporation (NVDA) | 0.3 | $1.2M | 5.2k | 235.38 | |
| Murphy Oil Corporation (MUR) | 0.3 | $1.2M | 46k | 26.79 | |
| Kohl's Corporation (KSS) | 0.2 | $1.2M | 23k | 50.97 | |
| Lululemon Athletica (LULU) | 0.2 | $1.2M | 5.1k | 231.76 | |
| Zumiez (ZUMZ) | 0.2 | $1.2M | 34k | 34.55 | |
| Dillard's (DDS) | 0.2 | $1.1M | 16k | 73.48 | |
| Live Nation Entertainment (LYV) | 0.2 | $1.1M | 16k | 71.50 | |
| Granite Pt Mtg Tr (GPMT) | 0.2 | $1.1M | 61k | 18.37 | |
| Brown-Forman Corporation (BF.B) | 0.2 | $1.1M | 16k | 67.59 | |
| Target Corporation (TGT) | 0.2 | $1.1M | 8.6k | 128.26 | |
| Post Holdings Inc Common (POST) | 0.2 | $1.1M | 9.9k | 109.12 | |
| Keurig Dr Pepper (KDP) | 0.2 | $1.1M | 37k | 28.94 | |
| Coca-Cola Company (KO) | 0.2 | $1.0M | 19k | 55.37 | |
| Western Asset Mtg Cap Corp note 6.750%10/0 | 0.2 | $1.0M | 1.0M | 1.02 | |
| Bristol Myers Squibb (BMY) | 0.2 | $969k | 15k | 64.17 | |
| IAC/InterActive | 0.2 | $947k | 3.8k | 249.21 | |
| Williams-Sonoma (WSM) | 0.2 | $962k | 13k | 73.44 | |
| Grubhub | 0.2 | $929k | 19k | 48.64 | |
| Shake Shack Inc cl a (SHAK) | 0.2 | $953k | 16k | 59.56 | |
| Hunt Cos Fin Tr | 0.2 | $922k | 285k | 3.23 | |
| Annaly Capital Management | 0.2 | $912k | 97k | 9.42 | |
| Olin Corporation (OLN) | 0.2 | $909k | 53k | 17.25 | |
| Huntsman Corporation (HUN) | 0.2 | $853k | 35k | 24.16 | |
| Urban Outfitters (URBN) | 0.2 | $825k | 30k | 27.78 | |
| McCormick & Company, Incorporated (MKC) | 0.2 | $849k | 5.0k | 169.80 | |
| O'reilly Automotive (ORLY) | 0.2 | $833k | 1.9k | 438.42 | |
| Murphy Usa (MUSA) | 0.2 | $842k | 7.2k | 116.94 | |
| Spotify Technology Sa (SPOT) | 0.2 | $867k | 5.8k | 149.48 | |
| Dupont De Nemours (DD) | 0.2 | $860k | 13k | 64.18 | |
| MasterCard Incorporated (MA) | 0.2 | $776k | 2.6k | 298.46 | |
| Visa (V) | 0.2 | $789k | 4.2k | 187.86 | |
| B&G Foods (BGS) | 0.2 | $808k | 45k | 17.93 | |
| Unisys Corporation (UIS) | 0.2 | $778k | 66k | 11.86 | |
| Coupa Software | 0.2 | $819k | 5.6k | 146.25 | |
| AmerisourceBergen (COR) | 0.2 | $731k | 8.6k | 85.00 | |
| SL Green Realty | 0.2 | $763k | 8.3k | 91.93 | |
| Avis Budget (CAR) | 0.2 | $774k | 24k | 32.24 | |
| Omega Healthcare Investors (OHI) | 0.2 | $741k | 18k | 42.34 | |
| British American Tobac (BTI) | 0.2 | $739k | 17k | 42.47 | |
| Ciena Corporation (CIEN) | 0.2 | $756k | 18k | 42.71 | |
| Molina Healthcare (MOH) | 0.2 | $760k | 5.6k | 135.69 | |
| Viacomcbs (PARA) | 0.2 | $747k | 18k | 41.97 | |
| State Street Corporation (STT) | 0.1 | $712k | 9.0k | 79.11 | |
| Affiliated Managers (AMG) | 0.1 | $720k | 8.5k | 84.71 | |
| Brookfield Asset Management | 0.1 | $694k | 12k | 57.83 | |
| Dollar Tree (DLTR) | 0.1 | $724k | 7.7k | 94.03 | |
| Boston Properties (BXP) | 0.1 | $717k | 5.2k | 137.88 | |
| Uniti Group Inc Com reit (UNIT) | 0.1 | $709k | 87k | 8.20 | |
| Xperi | 0.1 | $710k | 38k | 18.49 | |
| Charles Schwab Corporation (SCHW) | 0.1 | $637k | 13k | 47.54 | |
| Darden Restaurants (DRI) | 0.1 | $654k | 6.0k | 109.00 | |
| Toll Brothers (TOL) | 0.1 | $654k | 17k | 39.50 | |
| Steel Dynamics (STLD) | 0.1 | $671k | 20k | 34.06 | |
| Keysight Technologies (KEYS) | 0.1 | $677k | 6.6k | 102.58 | |
| Kraft Heinz (KHC) | 0.1 | $678k | 21k | 32.13 | |
| HSBC Holdings (HSBC) | 0.1 | $590k | 15k | 39.07 | |
| Bank of New York Mellon Corporation (BK) | 0.1 | $604k | 12k | 50.33 | |
| Magna Intl Inc cl a (MGA) | 0.1 | $598k | 11k | 54.86 | |
| Humana (HUM) | 0.1 | $623k | 1.7k | 366.47 | |
| Boston Beer Company (SAM) | 0.1 | $605k | 1.6k | 378.12 | |
| Aon | 0.1 | $604k | 2.9k | 208.28 | |
| Intercept Pharmaceuticals In | 0.1 | $607k | 4.9k | 123.88 | |
| Cincinnati Bell | 0.1 | $609k | 58k | 10.47 | |
| Devon Energy Corporation (DVN) | 0.1 | $574k | 22k | 25.97 | |
| Helen Of Troy (HELE) | 0.1 | $575k | 3.2k | 179.69 | |
| Procter & Gamble Company (PG) | 0.1 | $587k | 4.7k | 124.89 | |
| Penn National Gaming (PENN) | 0.1 | $542k | 21k | 25.56 | |
| NetEase (NTES) | 0.1 | $552k | 1.8k | 306.67 | |
| Rush Enterprises (RUSHA) | 0.1 | $558k | 12k | 46.50 | |
| NuVasive | 0.1 | $557k | 7.2k | 77.36 | |
| United Therapeutics Corporation (UTHR) | 0.1 | $564k | 6.4k | 88.12 | |
| Mednax (MD) | 0.1 | $585k | 21k | 27.80 | |
| Immunomedics | 0.1 | $567k | 27k | 21.16 | |
| Liberty Global Inc Com Ser A | 0.1 | $552k | 24k | 22.75 | |
| Elanco Animal Health (ELAN) | 0.1 | $563k | 19k | 29.44 | |
| Tronox Holdings (TROX) | 0.1 | $558k | 49k | 11.42 | |
| Infosys Technologies (INFY) | 0.1 | $495k | 48k | 10.31 | |
| Tenaris (TS) | 0.1 | $518k | 23k | 22.62 | |
| Berkshire Hathaway (BRK.B) | 0.1 | $498k | 2.2k | 226.36 | |
| Coca-Cola FEMSA, S.A.B. de C.V. (KOF) | 0.1 | $521k | 8.6k | 60.58 | |
| General Electric Company | 0.1 | $528k | 47k | 11.16 | |
| Sealed Air (SEE) | 0.1 | $539k | 14k | 39.84 | |
| Allstate Corporation (ALL) | 0.1 | $506k | 4.5k | 112.44 | |
| Parker-Hannifin Corporation (PH) | 0.1 | $515k | 2.5k | 206.00 | |
| Zimmer Holdings (ZBH) | 0.1 | $524k | 3.5k | 149.71 | |
| Euronet Worldwide (EEFT) | 0.1 | $536k | 3.4k | 157.65 | |
| Hanover Insurance (THG) | 0.1 | $519k | 3.8k | 136.58 | |
| Aqua America | 0.1 | $507k | 11k | 46.94 | |
| American Airls (AAL) | 0.1 | $539k | 19k | 28.65 | |
| Autohome Inc- (ATHM) | 0.1 | $496k | 6.2k | 80.00 | |
| Energizer Holdings (ENR) | 0.1 | $528k | 11k | 50.21 | |
| Zto Express Cayman (ZTO) | 0.1 | $495k | 21k | 23.35 | |
| Dxc Technology (DXC) | 0.1 | $515k | 14k | 37.59 | |
| Hasbro (HAS) | 0.1 | $454k | 4.3k | 105.58 | |
| Lear Corporation (LEA) | 0.1 | $480k | 3.5k | 137.14 | |
| FirstEnergy (FE) | 0.1 | $452k | 9.3k | 48.60 | |
| Commercial Metals Company (CMC) | 0.1 | $454k | 20k | 22.25 | |
| Mohawk Industries (MHK) | 0.1 | $464k | 3.4k | 136.47 | |
| National-Oilwell Var | 0.1 | $493k | 20k | 25.03 | |
| Alliance Data Systems Corporation (BFH) | 0.1 | $460k | 4.1k | 112.20 | |
| Invesco (IVZ) | 0.1 | $480k | 27k | 17.98 | |
| Key (KEY) | 0.1 | $484k | 24k | 20.25 | |
| Sanderson Farms | 0.1 | $458k | 2.6k | 176.15 | |
| Oshkosh Corporation (OSK) | 0.1 | $473k | 5.0k | 94.60 | |
| Acuity Brands (AYI) | 0.1 | $455k | 3.3k | 137.88 | |
| DTE Energy Company (DTE) | 0.1 | $481k | 3.7k | 130.00 | |
| Federal Realty Inv. Trust | 0.1 | $451k | 3.5k | 128.86 | |
| Spirit AeroSystems Holdings (SPR) | 0.1 | $452k | 6.2k | 72.90 | |
| Colfax Corporation | 0.1 | $459k | 13k | 36.40 | |
| Suncoke Energy (SXC) | 0.1 | $469k | 75k | 6.23 | |
| Lpl Financial Holdings (LPLA) | 0.1 | $470k | 5.1k | 92.16 | |
| Berry Plastics (BERY) | 0.1 | $467k | 9.8k | 47.52 | |
| Vodafone Group New Adr F (VOD) | 0.1 | $483k | 25k | 19.32 | |
| New Residential Investment (RITM) | 0.1 | $461k | 29k | 16.12 | |
| Momo | 0.1 | $482k | 14k | 33.47 | |
| Galapagos Nv- (GLPG) | 0.1 | $455k | 2.2k | 206.82 | |
| Reata Pharmaceuticals Inc Cl A | 0.1 | $450k | 2.2k | 204.55 | |
| Technipfmc (FTI) | 0.1 | $470k | 22k | 21.46 | |
| Invitation Homes (INVH) | 0.1 | $471k | 16k | 30.00 | |
| Newmark Group (NMRK) | 0.1 | $487k | 36k | 13.45 | |
| Brightsphere Investment Group | 0.1 | $452k | 44k | 10.23 | |
| Renaissance Re Holdings Ltd Cmn (RNR) | 0.1 | $412k | 2.1k | 196.19 | |
| Ecolab (ECL) | 0.1 | $444k | 2.3k | 193.04 | |
| Exxon Mobil Corporation (XOM) | 0.1 | $426k | 6.1k | 69.84 | |
| Kimberly-Clark Corporation (KMB) | 0.1 | $440k | 3.2k | 137.50 | |
| MDU Resources (MDU) | 0.1 | $425k | 14k | 29.72 | |
| Air Products & Chemicals (APD) | 0.1 | $423k | 1.8k | 235.00 | |
| Arrow Electronics (ARW) | 0.1 | $441k | 5.2k | 84.81 | |
| ConocoPhillips (COP) | 0.1 | $410k | 6.3k | 65.08 | |
| Schlumberger (SLB) | 0.1 | $402k | 10k | 40.20 | |
| Cintas Corporation (CTAS) | 0.1 | $431k | 1.6k | 269.38 | |
| Vornado Realty Trust (VNO) | 0.1 | $426k | 6.4k | 66.56 | |
| Quanta Services (PWR) | 0.1 | $415k | 10k | 40.69 | |
| STMicroelectronics (STM) | 0.1 | $433k | 16k | 26.89 | |
| Ingersoll-rand Co Ltd-cl A | 0.1 | $412k | 3.1k | 132.90 | |
| Astec Industries (ASTE) | 0.1 | $441k | 11k | 42.00 | |
| Realty Income (O) | 0.1 | $427k | 5.8k | 73.62 | |
| Quanex Building Products Corporation (NX) | 0.1 | $446k | 26k | 17.09 | |
| Howard Hughes | 0.1 | $444k | 3.5k | 126.82 | |
| Walker & Dunlop (WD) | 0.1 | $407k | 6.3k | 64.60 | |
| Prologis (PLD) | 0.1 | $428k | 4.8k | 89.17 | |
| Sanmina (SANM) | 0.1 | $431k | 13k | 34.21 | |
| Empire St Rlty Tr Inc cl a (ESRT) | 0.1 | $410k | 29k | 13.95 | |
| Wix (WIX) | 0.1 | $404k | 3.3k | 122.42 | |
| Aramark Hldgs (ARMK) | 0.1 | $418k | 9.6k | 43.44 | |
| Fibrogen (FGEN) | 0.1 | $403k | 9.4k | 42.87 | |
| S&p Global (SPGI) | 0.1 | $437k | 1.6k | 273.12 | |
| Two Hbrs Invt Corp Com New reit | 0.1 | $412k | 28k | 14.61 | |
| Curo Group Holdings Corp (CUROQ) | 0.1 | $443k | 36k | 12.17 | |
| Bj's Wholesale Club Holdings (BJ) | 0.1 | $439k | 19k | 22.75 | |
| Ubiquiti (UI) | 0.1 | $435k | 2.3k | 189.13 | |
| Ameriprise Financial (AMP) | 0.1 | $366k | 2.2k | 166.36 | |
| Cisco Systems (CSCO) | 0.1 | $369k | 7.7k | 47.92 | |
| McKesson Corporation (MCK) | 0.1 | $373k | 2.7k | 138.15 | |
| Casey's General Stores (CASY) | 0.1 | $366k | 2.3k | 159.13 | |
| Stericycle (SRCL) | 0.1 | $396k | 6.2k | 63.87 | |
| Discovery Communications | 0.1 | $354k | 11k | 32.78 | |
| C.H. Robinson Worldwide (CHRW) | 0.1 | $391k | 5.0k | 78.20 | |
| Dolby Laboratories (DLB) | 0.1 | $378k | 5.5k | 68.73 | |
| Companhia Paranaense de Energia | 0.1 | $354k | 21k | 16.94 | |
| Asbury Automotive (ABG) | 0.1 | $391k | 3.5k | 111.71 | |
| Copa Holdings Sa-class A (CPA) | 0.1 | $357k | 3.3k | 108.18 | |
| Terex Corporation (TEX) | 0.1 | $378k | 13k | 29.76 | |
| Skyworks Solutions (SWKS) | 0.1 | $375k | 3.1k | 120.97 | |
| AECOM Technology Corporation (ACM) | 0.1 | $358k | 8.3k | 43.13 | |
| Hca Holdings (HCA) | 0.1 | $384k | 2.6k | 147.69 | |
| Citigroup (C) | 0.1 | $383k | 4.8k | 79.79 | |
| Popular (BPOP) | 0.1 | $382k | 6.5k | 58.77 | |
| Epr Properties (EPR) | 0.1 | $381k | 5.4k | 70.56 | |
| Boise Cascade (BCC) | 0.1 | $358k | 9.8k | 36.53 | |
| Perrigo Company (PRGO) | 0.1 | $387k | 7.5k | 51.60 | |
| Fnf (FNF) | 0.1 | $385k | 8.5k | 45.29 | |
| Westrock (WRK) | 0.1 | $373k | 8.7k | 42.87 | |
| Paypal Holdings (PYPL) | 0.1 | $357k | 3.3k | 108.18 | |
| Madison Square Garden Cl A (MSGS) | 0.1 | $382k | 1.3k | 293.85 | |
| Ryanair Holdings (RYAAY) | 0.1 | $394k | 4.5k | 87.56 | |
| Fortive (FTV) | 0.1 | $382k | 5.0k | 76.40 | |
| Frontier Communication | 0.1 | $356k | 400k | 0.89 | |
| Ttec Holdings (TTEC) | 0.1 | $372k | 9.4k | 39.57 | |
| Liberty Interactive Corp (QRTEA) | 0.1 | $379k | 45k | 8.43 | |
| International Money Express (IMXI) | 0.1 | $364k | 30k | 12.05 | |
| Virgin Galactic Holdings Inc virgin galactic holdings | 0.1 | $356k | 31k | 11.56 | |
| Melco Crown Entertainment (MLCO) | 0.1 | $336k | 14k | 24.17 | |
| Vale (VALE) | 0.1 | $326k | 25k | 13.20 | |
| Assurant (AIZ) | 0.1 | $315k | 2.4k | 131.25 | |
| BioMarin Pharmaceutical (BMRN) | 0.1 | $313k | 3.7k | 84.59 | |
| Sony Corporation (SONY) | 0.1 | $313k | 4.6k | 68.04 | |
| Apache Corporation | 0.1 | $315k | 12k | 25.61 | |
| Lockheed Martin Corporation (LMT) | 0.1 | $350k | 900.00 | 388.89 | |
| Pepsi (PEP) | 0.1 | $342k | 2.5k | 136.80 | |
| Williams Companies (WMB) | 0.1 | $346k | 15k | 23.70 | |
| Enstar Group (ESGR) | 0.1 | $352k | 1.7k | 207.06 | |
| ACCO Brands Corporation (ACCO) | 0.1 | $336k | 36k | 9.36 | |
| Under Armour (UAA) | 0.1 | $348k | 16k | 21.61 | |
| Andersons (ANDE) | 0.1 | $313k | 12k | 25.24 | |
| Reliance Steel & Aluminum (RS) | 0.1 | $347k | 2.9k | 119.66 | |
| Align Technology (ALGN) | 0.1 | $335k | 1.2k | 279.17 | |
| Jabil Circuit (JBL) | 0.1 | $335k | 8.1k | 41.36 | |
| Plexus (PLXS) | 0.1 | $315k | 4.1k | 76.83 | |
| Kaman Corporation | 0.1 | $349k | 5.3k | 65.85 | |
| Owens & Minor (OMI) | 0.1 | $324k | 63k | 5.17 | |
| Ball Corporation (BALL) | 0.1 | $330k | 5.1k | 64.71 | |
| Amarin Corporation (AMRN) | 0.1 | $307k | 14k | 21.47 | |
| Primo Water Corporation | 0.1 | $351k | 31k | 11.21 | |
| ACADIA Pharmaceuticals (ACAD) | 0.1 | $325k | 7.6k | 42.76 | |
| Zynga | 0.1 | $337k | 55k | 6.12 | |
| Jazz Pharmaceuticals (JAZZ) | 0.1 | $313k | 2.1k | 149.05 | |
| Homestreet (HMST) | 0.1 | $330k | 9.7k | 34.02 | |
| Eaton (ETN) | 0.1 | $313k | 3.3k | 94.85 | |
| Lands' End (LE) | 0.1 | $334k | 20k | 16.79 | |
| Servicemaster Global | 0.1 | $309k | 8.0k | 38.61 | |
| Enova Intl (ENVA) | 0.1 | $315k | 13k | 24.05 | |
| Vistaoutdoor (VSTO) | 0.1 | $310k | 42k | 7.47 | |
| Everi Hldgs (EVRI) | 0.1 | $318k | 24k | 13.42 | |
| Penumbra (PEN) | 0.1 | $345k | 2.1k | 164.29 | |
| Corecivic (CXW) | 0.1 | $351k | 20k | 17.38 | |
| Vistra Energy (VST) | 0.1 | $336k | 15k | 23.01 | |
| Vici Pptys (VICI) | 0.1 | $345k | 14k | 25.56 | |
| Wyndham Hotels And Resorts (WH) | 0.1 | $314k | 5.0k | 62.80 | |
| Garrett Motion (GTX) | 0.1 | $342k | 34k | 10.00 | |
| Iaa | 0.1 | $311k | 6.6k | 47.12 | |
| Petroleo Brasileiro SA (PBR) | 0.1 | $282k | 18k | 15.93 | |
| Aercap Holdings Nv Ord Cmn (AER) | 0.1 | $270k | 4.4k | 61.36 | |
| Regeneron Pharmaceuticals (REGN) | 0.1 | $300k | 800.00 | 375.00 | |
| Walt Disney Company (DIS) | 0.1 | $260k | 1.8k | 144.44 | |
| AES Corporation (AES) | 0.1 | $271k | 14k | 19.88 | |
| Bunge | 0.1 | $299k | 5.2k | 57.50 | |
| Hillenbrand (HI) | 0.1 | $296k | 8.9k | 33.26 | |
| PPG Industries (PPG) | 0.1 | $294k | 2.2k | 133.64 | |
| RPM International (RPM) | 0.1 | $261k | 3.4k | 76.76 | |
| T. Rowe Price (TROW) | 0.1 | $292k | 2.4k | 121.67 | |
| W.W. Grainger (GWW) | 0.1 | $305k | 900.00 | 338.89 | |
| Timken Company (TKR) | 0.1 | $270k | 4.8k | 56.25 | |
| Coherent | 0.1 | $299k | 1.8k | 166.11 | |
| AstraZeneca (AZN) | 0.1 | $264k | 5.3k | 49.81 | |
| Novartis (NVS) | 0.1 | $265k | 2.8k | 94.64 | |
| Gartner (IT) | 0.1 | $262k | 1.7k | 154.12 | |
| Mitsubishi UFJ Financial (MUFG) | 0.1 | $264k | 49k | 5.43 | |
| Prestige Brands Holdings (PBH) | 0.1 | $300k | 7.4k | 40.52 | |
| Beacon Roofing Supply (BECN) | 0.1 | $291k | 9.1k | 31.98 | |
| Papa John's Int'l (PZZA) | 0.1 | $272k | 4.3k | 63.26 | |
| Pos (PKX) | 0.1 | $283k | 5.6k | 50.54 | |
| Amphenol Corporation (APH) | 0.1 | $303k | 2.8k | 108.21 | |
| Darling International (DAR) | 0.1 | $278k | 9.9k | 28.08 | |
| Brunswick Corporation (BC) | 0.1 | $264k | 4.4k | 60.00 | |
| Ez (EZPW) | 0.1 | $297k | 44k | 6.81 | |
| Gibraltar Industries (ROCK) | 0.1 | $267k | 5.3k | 50.38 | |
| Great Lakes Dredge & Dock Corporation (GLDD) | 0.1 | $267k | 24k | 11.31 | |
| Hill-Rom Holdings | 0.1 | $295k | 2.6k | 113.46 | |
| Credicorp (BAP) | 0.1 | $277k | 1.3k | 213.08 | |
| BorgWarner (BWA) | 0.1 | $295k | 6.8k | 43.38 | |
| Greenhill & Co | 0.1 | $261k | 15k | 17.06 | |
| Monolithic Power Systems (MPWR) | 0.1 | $285k | 1.6k | 178.12 | |
| Powell Industries (POWL) | 0.1 | $299k | 6.1k | 49.02 | |
| SurModics (SRDX) | 0.1 | $261k | 6.3k | 41.43 | |
| Woodward Governor Company (WWD) | 0.1 | $296k | 2.5k | 118.40 | |
| NN (NNBR) | 0.1 | $303k | 33k | 9.24 | |
| Navistar International Corporation | 0.1 | $284k | 9.8k | 28.98 | |
| Fortinet (FTNT) | 0.1 | $288k | 2.7k | 106.67 | |
| IMPAC Mortgage Holdings (IMPM) | 0.1 | $273k | 52k | 5.26 | |
| Ingredion Incorporated (INGR) | 0.1 | $270k | 2.9k | 93.10 | |
| Mrc Global Inc cmn (MRC) | 0.1 | $289k | 21k | 13.63 | |
| Globus Med Inc cl a (GMED) | 0.1 | $265k | 4.5k | 58.89 | |
| Beazer Homes Usa (BZH) | 0.1 | $278k | 20k | 14.11 | |
| Abbvie (ABBV) | 0.1 | $266k | 3.0k | 88.67 | |
| Bluebird Bio (BLUE) | 0.1 | $281k | 3.2k | 87.81 | |
| 0.1 | $282k | 8.8k | 32.05 | ||
| Hmh Holdings | 0.1 | $290k | 46k | 6.25 | |
| Five9 (FIVN) | 0.1 | $275k | 4.2k | 65.48 | |
| Caleres (CAL) | 0.1 | $273k | 12k | 23.74 | |
| Teladoc (TDOC) | 0.1 | $293k | 3.5k | 83.71 | |
| Atlassian Corp Plc cl a | 0.1 | $301k | 2.5k | 120.40 | |
| Horizon Pharma Plc convertible security | 0.1 | $279k | 7.7k | 36.23 | |
| Camping World Hldgs (CWH) | 0.1 | $305k | 21k | 14.73 | |
| Warrior Met Coal (HCC) | 0.1 | $273k | 13k | 21.16 | |
| Brighthouse Finl (BHF) | 0.1 | $290k | 7.4k | 39.19 | |
| Equinor Asa (EQNR) | 0.1 | $285k | 14k | 19.93 | |
| Rpt Realty | 0.1 | $262k | 17k | 15.06 | |
| E TRADE Financial Corporation | 0.1 | $218k | 4.8k | 45.42 | |
| America Movil Sab De Cv spon adr l | 0.1 | $227k | 14k | 15.99 | |
| Barrick Gold Corp (GOLD) | 0.1 | $242k | 13k | 18.62 | |
| Petroleo Brasileiro SA (PBR.A) | 0.1 | $236k | 16k | 14.94 | |
| Starwood Property Trust (STWD) | 0.1 | $236k | 9.5k | 24.84 | |
| SEI Investments Company (SEIC) | 0.1 | $216k | 3.3k | 65.45 | |
| M&T Bank Corporation (MTB) | 0.1 | $255k | 1.5k | 170.00 | |
| KB Home (KBH) | 0.1 | $250k | 7.3k | 34.24 | |
| Diebold Incorporated | 0.1 | $219k | 21k | 10.58 | |
| Genuine Parts Company (GPC) | 0.1 | $223k | 2.1k | 106.19 | |
| Mattel (MAT) | 0.1 | $241k | 18k | 13.54 | |
| Polaris Industries (PII) | 0.1 | $224k | 2.2k | 101.82 | |
| Adobe Systems Incorporated (ADBE) | 0.1 | $231k | 700.00 | 330.00 | |
| Nordstrom (JWN) | 0.1 | $250k | 6.1k | 40.98 | |
| Electronic Arts (EA) | 0.1 | $258k | 2.4k | 107.50 | |
| Yum! Brands (YUM) | 0.1 | $253k | 2.5k | 100.72 | |
| Callaway Golf Company (MODG) | 0.1 | $220k | 10k | 21.15 | |
| Avnet (AVT) | 0.1 | $216k | 5.1k | 42.35 | |
| Merck & Co (MRK) | 0.1 | $227k | 2.5k | 90.80 | |
| NCR Corporation (VYX) | 0.1 | $222k | 6.3k | 35.09 | |
| Nextera Energy (NEE) | 0.1 | $218k | 900.00 | 242.22 | |
| UnitedHealth (UNH) | 0.1 | $235k | 800.00 | 293.75 | |
| Weyerhaeuser Company (WY) | 0.1 | $239k | 7.9k | 30.25 | |
| Danaher Corporation (DHR) | 0.1 | $230k | 1.5k | 153.33 | |
| PG&E Corporation (PCG) | 0.1 | $236k | 22k | 10.88 | |
| Accenture (ACN) | 0.1 | $232k | 1.1k | 210.91 | |
| Manpower (MAN) | 0.1 | $214k | 2.2k | 97.27 | |
| PetroChina Company | 0.1 | $237k | 4.7k | 50.43 | |
| PPL Corporation (PPL) | 0.1 | $248k | 6.9k | 35.94 | |
| Constellation Brands (STZ) | 0.1 | $247k | 1.3k | 190.00 | |
| BGC Partners | 0.1 | $251k | 42k | 5.95 | |
| Centrais Eletricas Brasileiras (EBR) | 0.1 | $234k | 25k | 9.32 | |
| Companhia de Saneamento Basi (SBS) | 0.1 | $253k | 17k | 15.06 | |
| iShares Russell 2000 Index (IWM) | 0.1 | $216k | 1.3k | 165.64 | |
| Amedisys (AMED) | 0.1 | $217k | 1.3k | 166.92 | |
| Concho Resources | 0.1 | $254k | 2.9k | 87.59 | |
| Kilroy Realty Corporation (KRC) | 0.1 | $235k | 2.8k | 83.93 | |
| Manhattan Associates (MANH) | 0.1 | $231k | 2.9k | 79.66 | |
| Denbury Resources | 0.1 | $226k | 160k | 1.41 | |
| Equity Lifestyle Properties (ELS) | 0.1 | $239k | 3.4k | 70.29 | |
| Matrix Service Company (MTRX) | 0.1 | $231k | 10k | 22.87 | |
| Repligen Corporation (RGEN) | 0.1 | $222k | 2.4k | 92.50 | |
| Scotts Miracle-Gro Company (SMG) | 0.1 | $255k | 2.4k | 106.25 | |
| Alexander's (ALX) | 0.1 | $231k | 700.00 | 330.00 | |
| Ss&c Technologies Holding (SSNC) | 0.1 | $228k | 3.7k | 61.29 | |
| Winmark Corporation (WINA) | 0.1 | $238k | 1.2k | 198.33 | |
| Takeda Pharmaceutical (TAK) | 0.1 | $233k | 12k | 19.75 | |
| Stag Industrial (STAG) | 0.1 | $224k | 7.1k | 31.55 | |
| American Tower Reit (AMT) | 0.1 | $230k | 1.0k | 230.00 | |
| Renewable Energy | 0.1 | $226k | 8.4k | 26.90 | |
| Blucora | 0.1 | $251k | 9.6k | 26.15 | |
| Zoetis Inc Cl A (ZTS) | 0.1 | $251k | 1.9k | 132.11 | |
| Leidos Holdings (LDOS) | 0.1 | $225k | 2.3k | 97.83 | |
| Sterling Bancorp | 0.1 | $251k | 12k | 21.09 | |
| re Max Hldgs Inc cl a (RMAX) | 0.1 | $254k | 6.6k | 38.48 | |
| Pentair cs (PNR) | 0.1 | $225k | 4.9k | 45.92 | |
| Ally Financial (ALLY) | 0.1 | $231k | 7.6k | 30.60 | |
| New Senior Inv Grp | 0.1 | $234k | 31k | 7.65 | |
| Pra Health Sciences | 0.1 | $245k | 2.2k | 111.36 | |
| Blue Bird Corp (BLBD) | 0.1 | $218k | 9.5k | 22.95 | |
| Blueprint Medicines (BPMC) | 0.1 | $224k | 2.8k | 80.00 | |
| Performance Food (PFGC) | 0.1 | $227k | 4.4k | 51.59 | |
| Cardtronics Plc Shs Cl A | 0.1 | $237k | 5.3k | 44.72 | |
| Axcelis Technologies (ACLS) | 0.1 | $226k | 9.4k | 24.04 | |
| Donnelley Finl Solutions (DFIN) | 0.1 | $243k | 23k | 10.47 | |
| Verso Corp cl a | 0.1 | $224k | 12k | 18.06 | |
| Hostess Brands | 0.1 | $215k | 15k | 14.53 | |
| Laureate Education Inc cl a (LAUR) | 0.1 | $213k | 12k | 17.60 | |
| Iqvia Holdings (IQV) | 0.1 | $217k | 1.4k | 154.34 | |
| Manitowoc Co Inc/the (MTW) | 0.1 | $236k | 14k | 17.48 | |
| Delphi Technologies | 0.1 | $256k | 2.7k | 94.81 | |
| Evo Pmts Inc cl a | 0.1 | $222k | 8.4k | 26.43 | |
| Elastic N V ord (ESTC) | 0.1 | $238k | 3.7k | 64.32 | |
| Mobile TeleSystems OJSC | 0.0 | $178k | 18k | 10.17 | |
| PNC Financial Services (PNC) | 0.0 | $208k | 1.3k | 160.00 | |
| Federated Investors (FHI) | 0.0 | $209k | 6.4k | 32.66 | |
| Campbell Soup Company (CPB) | 0.0 | $208k | 4.2k | 49.52 | |
| Tutor Perini Corporation (TPC) | 0.0 | $181k | 14k | 12.84 | |
| Canadian Solar (CSIQ) | 0.0 | $210k | 9.5k | 22.11 | |
| Agnico (AEM) | 0.0 | $209k | 3.4k | 61.47 | |
| CHECK POINT SOFTWARE Technolog Com Stk (CHKP) | 0.0 | $211k | 1.9k | 111.05 | |
| Callon Pete Co Del Com Stk | 0.0 | $195k | 41k | 4.82 | |
| Gentex Corporation (GNTX) | 0.0 | $206k | 7.1k | 29.01 | |
| Insteel Industries (IIIN) | 0.0 | $204k | 9.5k | 21.47 | |
| Providence Service Corporation | 0.0 | $207k | 3.5k | 59.14 | |
| BRF Brasil Foods SA (BRFS) | 0.0 | $206k | 24k | 8.69 | |
| Sun Communities (SUI) | 0.0 | $210k | 1.4k | 150.00 | |
| shares First Bancorp P R (FBP) | 0.0 | $196k | 19k | 10.59 | |
| Gogo (GOGO) | 0.0 | $176k | 28k | 6.40 | |
| Gaming & Leisure Pptys (GLPI) | 0.0 | $211k | 4.9k | 43.06 | |
| Now (DNOW) | 0.0 | $202k | 18k | 11.22 | |
| Michaels Cos Inc/the | 0.0 | $210k | 26k | 8.11 | |
| Hewlett Packard Enterprise (HPE) | 0.0 | $184k | 12k | 15.86 | |
| Ionis Pharmaceuticals (IONS) | 0.0 | $211k | 3.5k | 60.29 | |
| Lions Gate Entmnt Corp cl a vtg (LGF.A) | 0.0 | $177k | 17k | 10.66 | |
| Jounce Therapeutics | 0.0 | $165k | 19k | 8.73 | |
| Bilibili Ads (BILI) | 0.0 | $207k | 11k | 18.65 | |
| Liberty Oilfield Services -a (LBRT) | 0.0 | $165k | 15k | 11.15 | |
| Retail Value Inc reit | 0.0 | $202k | 5.5k | 36.89 | |
| Strategic Education (STRA) | 0.0 | $207k | 1.3k | 159.23 | |
| Clarivate Analytics Plc sn (CLVT) | 0.0 | $176k | 11k | 16.76 | |
| Grupo Televisa (TV) | 0.0 | $120k | 10k | 11.76 | |
| SLM Corporation (SLM) | 0.0 | $152k | 17k | 8.89 | |
| Telefonica (TEF) | 0.0 | $141k | 20k | 6.95 | |
| Ban (TBBK) | 0.0 | $139k | 11k | 12.99 | |
| Lexington Realty Trust (LXP) | 0.0 | $136k | 13k | 10.62 | |
| Mercer International (MERC) | 0.0 | $133k | 11k | 12.31 | |
| EQT Corporation (EQT) | 0.0 | $126k | 12k | 10.86 | |
| Sierra Wireless | 0.0 | $164k | 17k | 9.53 | |
| Brandywine Realty Trust (BDN) | 0.0 | $161k | 10k | 15.78 | |
| 21vianet Group (VNET) | 0.0 | $128k | 18k | 7.27 | |
| Telefonica Brasil Sa | 0.0 | $153k | 11k | 14.30 | |
| Navient Corporation equity (NAVI) | 0.0 | $158k | 12k | 13.72 | |
| Spartannash (SPTN) | 0.0 | $147k | 10k | 14.27 | |
| Rubicon Proj | 0.0 | $143k | 18k | 8.17 | |
| Minerva Neurosciences | 0.0 | $127k | 18k | 7.13 | |
| Proqr Thrapeutics N V shs euro (PRQR) | 0.0 | $151k | 15k | 9.93 | |
| Habit Restaurants Inc/the-a | 0.0 | $162k | 16k | 10.45 | |
| Digital Turbine (APPS) | 0.0 | $154k | 22k | 7.13 | |
| Archrock (AROC) | 0.0 | $119k | 12k | 10.00 | |
| Catalyst Biosciences | 0.0 | $129k | 19k | 6.83 | |
| Despegar Com Corp ord (DESP) | 0.0 | $136k | 10k | 13.47 | |
| Optinose (OPTN) | 0.0 | $152k | 17k | 9.21 | |
| Opera (OPRA) | 0.0 | $143k | 16k | 9.23 | |
| Site Centers Corp | 0.0 | $164k | 12k | 14.02 | |
| Upwork (UPWK) | 0.0 | $150k | 14k | 10.64 | |
| Chesapeake Energy Corporation | 0.0 | $96k | 115k | 0.83 | |
| Sumitomo Mitsui Financial Grp (SMFG) | 0.0 | $110k | 15k | 7.43 | |
| Corbus Pharmaceuticals Hldgs | 0.0 | $113k | 21k | 5.46 | |
| Exterran | 0.0 | $116k | 15k | 7.84 | |
| Kadmon Hldgs | 0.0 | $99k | 22k | 4.52 | |
| Best | 0.0 | $77k | 14k | 5.54 | |
| Mcdermott International Inc mcdermott intl | 0.0 | $95k | 140k | 0.68 | |
| Klx Energy Servics Holdngs I | 0.0 | $103k | 16k | 6.44 | |
| Range Resources (RRC) | 0.0 | $64k | 13k | 4.82 | |
| Entercom Communications | 0.0 | $63k | 14k | 4.67 | |
| W&T Offshore (WTI) | 0.0 | $56k | 10k | 5.60 |
