Ellington Management as of Sept. 30, 2011
Portfolio Holdings for Ellington Management
Ellington Management holds 405 positions in its portfolio as reported in the September 2011 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Ellington Financial | 25.9 | $43M | 2.5M | 17.18 | |
| Barclays Bk Plc ipth s^p vix | 2.6 | $4.4M | 82k | 53.37 | |
| Jabil Circuit (JBL) | 0.8 | $1.2M | 70k | 17.78 | |
| Herman Miller (MLKN) | 0.5 | $875k | 49k | 17.86 | |
| SYNNEX Corporation (SNX) | 0.5 | $849k | 32k | 26.20 | |
| Leap Wireless International | 0.5 | $833k | 121k | 6.91 | |
| Thor Industries (THO) | 0.5 | $813k | 37k | 22.15 | |
| Braskem SA (BAK) | 0.5 | $781k | 50k | 15.62 | |
| American Greetings Corporation | 0.4 | $707k | 38k | 18.51 | |
| Telecom Argentina (TEO) | 0.4 | $687k | 37k | 18.62 | |
| Steelcase (SCS) | 0.4 | $642k | 102k | 6.31 | |
| AGCO Corporation (AGCO) | 0.4 | $640k | 19k | 34.59 | |
| Arcos Dorados Holdings (ARCO) | 0.4 | $621k | 27k | 23.17 | |
| Grand Canyon Education (LOPE) | 0.3 | $556k | 34k | 16.16 | |
| Banco Itau Holding Financeira (ITUB) | 0.3 | $570k | 37k | 15.53 | |
| Teradyne (TER) | 0.3 | $559k | 51k | 11.00 | |
| Spdr S&p 500 Etf (SPY) | 0.3 | $543k | 4.8k | 113.12 | |
| Dorman Products (DORM) | 0.3 | $545k | 17k | 33.03 | |
| KIT digital | 0.3 | $552k | 66k | 8.40 | |
| Medifast (MED) | 0.3 | $522k | 32k | 16.16 | |
| ITT Corporation | 0.3 | $525k | 13k | 42.00 | |
| Dolby Laboratories (DLB) | 0.3 | $519k | 19k | 27.46 | |
| Brightpoint | 0.3 | $516k | 56k | 9.21 | |
| Edison International (EIX) | 0.3 | $513k | 13k | 38.28 | |
| Motorola Solutions (MSI) | 0.3 | $507k | 12k | 41.90 | |
| Petroleo Brasileiro SA (PBR.A) | 0.3 | $501k | 24k | 20.70 | |
| Newfield Exploration | 0.3 | $504k | 13k | 39.69 | |
| First Midwest Ban | 0.3 | $493k | 67k | 7.31 | |
| WuXi PharmaTech | 0.3 | $496k | 43k | 11.64 | |
| Finish Line | 0.3 | $500k | 25k | 20.00 | |
| United States Steel Corporation | 0.3 | $493k | 22k | 22.01 | |
| Brookfield Asset Management | 0.3 | $482k | 18k | 27.54 | |
| Eastman Chemical Company (EMN) | 0.3 | $473k | 6.9k | 68.55 | |
| Spreadtrum Communications | 0.3 | $488k | 27k | 17.94 | |
| Warner Chilcott Plc - | 0.3 | $473k | 33k | 14.29 | |
| PNM Resources (TXNM) | 0.3 | $473k | 29k | 16.42 | |
| Navistar International Corporation | 0.3 | $472k | 15k | 32.11 | |
| Fusion-io | 0.3 | $485k | 26k | 19.02 | |
| Exterran Holdings | 0.3 | $465k | 48k | 9.73 | |
| LifePoint Hospitals | 0.3 | $465k | 13k | 36.61 | |
| Accenture (ACN) | 0.3 | $458k | 8.7k | 52.64 | |
| Banco Macro SA (BMA) | 0.3 | $470k | 24k | 20.00 | |
| SPX Corporation | 0.3 | $471k | 10k | 45.29 | |
| Foster Wheeler Ltd Com Stk | 0.3 | $461k | 26k | 17.80 | |
| Cme (CME) | 0.3 | $444k | 1.8k | 246.67 | |
| Hartford Financial Services (HIG) | 0.3 | $452k | 28k | 16.14 | |
| PNC Financial Services (PNC) | 0.3 | $448k | 9.3k | 48.17 | |
| Auxilium Pharmaceuticals | 0.3 | $451k | 30k | 14.98 | |
| Martin Marietta Materials (MLM) | 0.3 | $449k | 7.1k | 63.24 | |
| Hologic (HOLX) | 0.3 | $443k | 29k | 15.22 | |
| Autoliv (ALV) | 0.3 | $441k | 9.1k | 48.46 | |
| Yahoo! | 0.3 | $446k | 34k | 13.16 | |
| Magellan Health Services | 0.3 | $444k | 9.2k | 48.26 | |
| US Airways | 0.3 | $447k | 81k | 5.50 | |
| IDT Corporation (IDT) | 0.3 | $445k | 22k | 20.41 | |
| Expeditors International of Washington (EXPD) | 0.3 | $438k | 11k | 40.56 | |
| Global Payments (GPN) | 0.3 | $436k | 11k | 40.37 | |
| Partner Re | 0.3 | $429k | 8.2k | 52.32 | |
| Applied Materials (AMAT) | 0.3 | $437k | 42k | 10.36 | |
| Allscripts Healthcare Solutions (MDRX) | 0.3 | $429k | 24k | 18.03 | |
| Companhia Paranaense de Energia | 0.3 | $430k | 24k | 18.22 | |
| Group 1 Automotive (GPI) | 0.3 | $437k | 12k | 35.53 | |
| Ternium (TX) | 0.3 | $423k | 20k | 20.84 | |
| UIL Holdings Corporation | 0.3 | $431k | 13k | 32.90 | |
| Generac Holdings (GNRC) | 0.3 | $431k | 23k | 18.82 | |
| Principal Financial (PFG) | 0.2 | $415k | 18k | 22.68 | |
| Nucor Corporation (NUE) | 0.2 | $408k | 13k | 31.63 | |
| Live Nation Entertainment (LYV) | 0.2 | $406k | 51k | 8.01 | |
| Netflix (NFLX) | 0.2 | $408k | 3.6k | 113.33 | |
| CENTRAL EUROPEAN MEDIA Enterpr Com Stk | 0.2 | $408k | 52k | 7.82 | |
| Yandex Nv-a (NBIS) | 0.2 | $413k | 20k | 20.45 | |
| Intel Corporation (INTC) | 0.2 | $401k | 19k | 21.33 | |
| Pall Corporation | 0.2 | $394k | 9.3k | 42.37 | |
| Tetra Tech (TTEK) | 0.2 | $399k | 21k | 18.73 | |
| Credit Suisse Group | 0.2 | $401k | 15k | 26.21 | |
| Corn Products International | 0.2 | $392k | 10k | 39.20 | |
| Express Scripts | 0.2 | $393k | 11k | 37.08 | |
| Silicon Image | 0.2 | $393k | 67k | 5.87 | |
| DealerTrack Holdings | 0.2 | $396k | 25k | 15.65 | |
| Carnival (CUK) | 0.2 | $394k | 13k | 30.78 | |
| Ancestry | 0.2 | $402k | 17k | 23.51 | |
| Kraton Performance Polymers | 0.2 | $400k | 25k | 16.19 | |
| Avon Products | 0.2 | $380k | 19k | 19.59 | |
| Eaton Corporation | 0.2 | $373k | 11k | 35.52 | |
| Comerica Incorporated (CMA) | 0.2 | $377k | 16k | 22.99 | |
| TRW Automotive Holdings | 0.2 | $383k | 12k | 32.74 | |
| Oplink Communications | 0.2 | $388k | 26k | 15.16 | |
| Gentiva Health Services | 0.2 | $376k | 68k | 5.52 | |
| H.B. Fuller Company (FUL) | 0.2 | $384k | 21k | 18.20 | |
| Enersis | 0.2 | $386k | 23k | 16.93 | |
| Transcept Pharmaceuticals | 0.2 | $381k | 58k | 6.61 | |
| FedEx Corporation (FDX) | 0.2 | $359k | 5.3k | 67.74 | |
| General Electric Company | 0.2 | $367k | 24k | 15.23 | |
| Transocean (RIG) | 0.2 | $358k | 7.5k | 47.73 | |
| FactSet Research Systems (FDS) | 0.2 | $365k | 4.1k | 89.02 | |
| Constellation Brands (STZ) | 0.2 | $358k | 20k | 17.99 | |
| Old National Ban (ONB) | 0.2 | $361k | 39k | 9.33 | |
| Hecla Mining Company (HL) | 0.2 | $366k | 68k | 5.37 | |
| Steven Madden (SHOO) | 0.2 | $367k | 12k | 30.08 | |
| WebMD Health | 0.2 | $359k | 12k | 30.17 | |
| Heckmann Corporation | 0.2 | $368k | 70k | 5.29 | |
| Liberty Property Trust | 0.2 | $370k | 13k | 29.13 | |
| Dollar General (DG) | 0.2 | $362k | 9.6k | 37.71 | |
| TD Ameritrade Holding | 0.2 | $340k | 23k | 14.72 | |
| American Express Company (AXP) | 0.2 | $341k | 7.6k | 44.87 | |
| Polaris Industries (PII) | 0.2 | $355k | 7.1k | 50.00 | |
| Timken Company (TKR) | 0.2 | $345k | 11k | 32.86 | |
| Energizer Holdings | 0.2 | $352k | 5.3k | 66.42 | |
| eBay (EBAY) | 0.2 | $342k | 12k | 29.48 | |
| First Horizon National Corporation (FHN) | 0.2 | $346k | 58k | 5.97 | |
| Sterlite Industries India | 0.2 | $346k | 38k | 9.20 | |
| BancorpSouth | 0.2 | $335k | 38k | 8.79 | |
| Campbell Soup Company (CPB) | 0.2 | $324k | 10k | 32.40 | |
| Fifth Third Ban (FITB) | 0.2 | $325k | 32k | 10.09 | |
| Umpqua Holdings Corporation | 0.2 | $331k | 38k | 8.80 | |
| Human Genome Sciences | 0.2 | $338k | 27k | 12.71 | |
| Jefferies | 0.2 | $325k | 26k | 12.40 | |
| VeriFone Systems | 0.2 | $333k | 9.5k | 35.05 | |
| Synchronoss Technologies | 0.2 | $336k | 14k | 24.89 | |
| URS Corporation | 0.2 | $326k | 11k | 29.64 | |
| Home BancShares (HOMB) | 0.2 | $335k | 16k | 21.20 | |
| Nabors Industries | 0.2 | $324k | 26k | 12.27 | |
| Oneok (OKE) | 0.2 | $337k | 5.1k | 66.08 | |
| VanceInfo Technologies | 0.2 | $325k | 48k | 6.73 | |
| Nxp Semiconductors N V (NXPI) | 0.2 | $336k | 24k | 14.12 | |
| Bravo Brio Restaurant | 0.2 | $334k | 20k | 16.62 | |
| Cardinal Health (CAH) | 0.2 | $310k | 7.4k | 41.89 | |
| Zebra Technologies (ZBRA) | 0.2 | $309k | 10k | 30.90 | |
| Potash Corp. Of Saskatchewan I | 0.2 | $311k | 7.2k | 43.19 | |
| Target Corporation (TGT) | 0.2 | $309k | 6.3k | 49.05 | |
| Vodafone | 0.2 | $310k | 12k | 25.62 | |
| WellPoint | 0.2 | $320k | 4.9k | 65.31 | |
| EMC Corporation | 0.2 | $309k | 15k | 21.02 | |
| H.J. Heinz Company | 0.2 | $313k | 6.2k | 50.48 | |
| Comtech Telecomm (CMTL) | 0.2 | $312k | 11k | 28.11 | |
| Worthington Industries (WOR) | 0.2 | $309k | 22k | 13.98 | |
| bebe stores | 0.2 | $308k | 46k | 6.72 | |
| NorthWestern Corporation (NWE) | 0.2 | $313k | 9.8k | 31.94 | |
| Energy Partners | 0.2 | $314k | 28k | 11.06 | |
| Camden Property Trust (CPT) | 0.2 | $315k | 5.7k | 55.26 | |
| Swift Transportation Company | 0.2 | $307k | 48k | 6.45 | |
| China Petroleum & Chemical | 0.2 | $297k | 3.1k | 95.81 | |
| Sociedad Quimica y Minera (SQM) | 0.2 | $292k | 6.1k | 47.87 | |
| Emcor (EME) | 0.2 | $297k | 15k | 20.34 | |
| Discover Financial Services | 0.2 | $301k | 13k | 22.98 | |
| Carnival Corporation (CCL) | 0.2 | $291k | 9.6k | 30.31 | |
| Rockwell Collins | 0.2 | $290k | 5.5k | 52.73 | |
| Valero Energy Corporation (VLO) | 0.2 | $290k | 16k | 17.79 | |
| Toll Brothers (TOL) | 0.2 | $291k | 20k | 14.41 | |
| SandRidge Energy | 0.2 | $290k | 52k | 5.57 | |
| Janus Capital | 0.2 | $296k | 49k | 5.99 | |
| Oracle Corporation (ORCL) | 0.2 | $293k | 10k | 28.73 | |
| Kaiser Aluminum (KALU) | 0.2 | $301k | 6.8k | 44.26 | |
| Donaldson Company (DCI) | 0.2 | $301k | 5.5k | 54.73 | |
| ATP Oil & Gas Corporation | 0.2 | $301k | 39k | 7.72 | |
| Banco Bilbao Vizcaya Argentaria SA (BBVA) | 0.2 | $298k | 37k | 8.14 | |
| Central European Distribution | 0.2 | $304k | 43k | 7.00 | |
| Cal-Maine Foods (CALM) | 0.2 | $302k | 9.6k | 31.46 | |
| Cubist Pharmaceuticals | 0.2 | $304k | 8.6k | 35.35 | |
| Pan American Silver Corp Can (PAAS) | 0.2 | $297k | 11k | 26.76 | |
| Tor Dom Bk Cad (TD) | 0.2 | $291k | 4.1k | 70.98 | |
| Axt (AXTI) | 0.2 | $300k | 60k | 5.03 | |
| Acme Packet | 0.2 | $302k | 7.1k | 42.54 | |
| Tesla Motors (TSLA) | 0.2 | $302k | 12k | 24.35 | |
| D Golden Minerals | 0.2 | $294k | 40k | 7.44 | |
| Aon Corporation | 0.2 | $285k | 6.8k | 41.91 | |
| Nasdaq Omx (NDAQ) | 0.2 | $280k | 12k | 23.14 | |
| Cisco Systems (CSCO) | 0.2 | $284k | 18k | 15.52 | |
| Wells Fargo & Company (WFC) | 0.2 | $277k | 12k | 24.09 | |
| McKesson Corporation (MCK) | 0.2 | $276k | 3.8k | 72.63 | |
| Dollar Thrifty Automotive | 0.2 | $287k | 5.1k | 56.27 | |
| Plum Creek Timber | 0.2 | $281k | 8.1k | 34.69 | |
| Domtar Corp | 0.2 | $279k | 4.1k | 68.05 | |
| Dell | 0.2 | $279k | 20k | 14.16 | |
| Cousins Properties | 0.2 | $286k | 49k | 5.85 | |
| BOK Financial Corporation (BOKF) | 0.2 | $277k | 5.9k | 46.95 | |
| Teekay Shipping Marshall Isl | 0.2 | $280k | 12k | 22.58 | |
| NutriSystem | 0.2 | $279k | 23k | 12.13 | |
| Alumina (AWCMY) | 0.2 | $280k | 50k | 5.65 | |
| Associated Estates Realty Corporation | 0.2 | $286k | 19k | 15.46 | |
| Iridium Communications (IRDM) | 0.2 | $275k | 44k | 6.19 | |
| Lam Research Corporation | 0.2 | $285k | 7.5k | 38.00 | |
| Rush Enterprises (RUSHA) | 0.2 | $282k | 20k | 14.17 | |
| Knight Capital | 0.2 | $283k | 23k | 12.15 | |
| NetScout Systems (NTCT) | 0.2 | $286k | 25k | 11.44 | |
| SanDisk Corporation | 0.2 | $274k | 6.8k | 40.29 | |
| Investors Real Estate Trust | 0.2 | $287k | 40k | 7.21 | |
| Liquidity Services (LQDT) | 0.2 | $276k | 8.6k | 32.09 | |
| Realty Income (O) | 0.2 | $274k | 8.5k | 32.24 | |
| Rigel Pharmaceuticals | 0.2 | $274k | 37k | 7.37 | |
| Rambus (RMBS) | 0.2 | $280k | 20k | 14.00 | |
| RBC Bearings Incorporated (RBC) | 0.2 | $275k | 8.1k | 33.95 | |
| Brink's Company (BCO) | 0.2 | $280k | 12k | 23.33 | |
| MetroPCS Communications | 0.2 | $287k | 33k | 8.70 | |
| Bankunited (BKU) | 0.2 | $278k | 13k | 20.75 | |
| Air Lease Corp (AL) | 0.2 | $275k | 14k | 19.23 | |
| U.S. Bancorp (USB) | 0.2 | $268k | 11k | 23.51 | |
| BioMarin Pharmaceutical (BMRN) | 0.2 | $258k | 8.1k | 31.85 | |
| Bristol Myers Squibb (BMY) | 0.2 | $260k | 8.3k | 31.33 | |
| Aetna | 0.2 | $258k | 7.1k | 36.34 | |
| Occidental Petroleum Corporation (OXY) | 0.2 | $272k | 3.8k | 71.58 | |
| Washington Real Estate Investment Trust (ELME) | 0.2 | $273k | 9.7k | 28.14 | |
| Strayer Education | 0.2 | $261k | 3.4k | 76.76 | |
| Westar Energy | 0.2 | $264k | 10k | 26.40 | |
| IntercontinentalEx.. | 0.2 | $260k | 2.2k | 118.18 | |
| Coeur d'Alene Mines Corporation (CDE) | 0.2 | $262k | 12k | 21.48 | |
| Dr. Reddy's Laboratories (RDY) | 0.2 | $268k | 9.0k | 29.78 | |
| Panera Bread Company | 0.2 | $270k | 2.6k | 103.85 | |
| SWS | 0.2 | $260k | 55k | 4.69 | |
| A. O. Smith Corporation (AOS) | 0.2 | $272k | 8.5k | 32.00 | |
| PacWest Ban | 0.2 | $272k | 20k | 13.95 | |
| Neogen Corporation (NEOG) | 0.2 | $257k | 7.4k | 34.73 | |
| Brandywine Realty Trust (BDN) | 0.2 | $270k | 34k | 8.01 | |
| National CineMedia | 0.2 | $273k | 19k | 14.52 | |
| BroadSoft | 0.2 | $258k | 8.5k | 30.35 | |
| China Lodging | 0.2 | $268k | 20k | 13.67 | |
| Industries N shs - a - (LYB) | 0.2 | $261k | 11k | 24.39 | |
| Visteon Corporation (VC) | 0.2 | $267k | 6.2k | 43.06 | |
| Sodastream International | 0.2 | $264k | 8.0k | 33.00 | |
| Archer Daniels Midland Company (ADM) | 0.1 | $253k | 10k | 24.80 | |
| Family Dollar Stores | 0.1 | $254k | 5.0k | 50.80 | |
| National-Oilwell Var | 0.1 | $241k | 4.7k | 51.28 | |
| AstraZeneca (AZN) | 0.1 | $244k | 5.5k | 44.36 | |
| BB&T Corporation | 0.1 | $245k | 12k | 21.30 | |
| Statoil ASA | 0.1 | $256k | 12k | 21.51 | |
| Liberty Media | 0.1 | $251k | 3.8k | 66.05 | |
| Varian Medical Systems | 0.1 | $256k | 4.9k | 52.24 | |
| Penske Automotive (PAG) | 0.1 | $245k | 15k | 16.01 | |
| Hertz Global Holdings | 0.1 | $251k | 28k | 8.90 | |
| ACCO Brands Corporation (ACCO) | 0.1 | $253k | 53k | 4.76 | |
| Webster Financial Corporation (WBS) | 0.1 | $243k | 16k | 15.28 | |
| PetroQuest Energy | 0.1 | $255k | 46k | 5.51 | |
| Rock-Tenn Company | 0.1 | $253k | 5.2k | 48.65 | |
| Steel Dynamics (STLD) | 0.1 | $248k | 25k | 9.92 | |
| Resolute Energy | 0.1 | $245k | 22k | 11.34 | |
| Alexandria Real Estate Equities (ARE) | 0.1 | $252k | 4.1k | 61.46 | |
| Apollo Commercial Real Est. Finance (ARI) | 0.1 | $248k | 19k | 13.19 | |
| Manulife Finl Corp (MFC) | 0.1 | $254k | 22k | 11.34 | |
| AboveNet | 0.1 | $241k | 4.5k | 53.56 | |
| Vectren Corporation | 0.1 | $244k | 9.0k | 27.11 | |
| Vanguard Health Systems | 0.1 | $253k | 25k | 10.16 | |
| Joy Global | 0.1 | $231k | 3.7k | 62.43 | |
| Autodesk (ADSK) | 0.1 | $225k | 8.1k | 27.78 | |
| Bank of Hawaii Corporation (BOH) | 0.1 | $233k | 6.4k | 36.41 | |
| Harris Corporation | 0.1 | $226k | 6.6k | 34.24 | |
| Red Hat | 0.1 | $224k | 5.3k | 42.26 | |
| HDFC Bank (HDB) | 0.1 | $224k | 7.7k | 29.09 | |
| Grupo Aeroportuario del Sureste (ASR) | 0.1 | $224k | 4.5k | 49.78 | |
| Nara Ban | 0.1 | $239k | 39k | 6.08 | |
| Actuant Corporation | 0.1 | $233k | 12k | 19.75 | |
| Maidenform Brands | 0.1 | $232k | 9.9k | 23.43 | |
| Textainer Group Holdings | 0.1 | $229k | 11k | 20.27 | |
| Susser Holdings Corporation | 0.1 | $227k | 11k | 19.91 | |
| Alkermes | 0.1 | $239k | 16k | 15.22 | |
| Buffalo Wild Wings | 0.1 | $233k | 3.9k | 59.74 | |
| National Fuel Gas (NFG) | 0.1 | $229k | 4.7k | 48.72 | |
| Novellus Systems | 0.1 | $232k | 8.5k | 27.29 | |
| AZZ Incorporated (AZZ) | 0.1 | $233k | 6.0k | 38.83 | |
| Halozyme Therapeutics (HALO) | 0.1 | $233k | 38k | 6.13 | |
| Colony Financial | 0.1 | $233k | 18k | 12.94 | |
| Oasis Petroleum | 0.1 | $228k | 10k | 22.35 | |
| Xl Group | 0.1 | $231k | 12k | 18.78 | |
| RealPage | 0.1 | $225k | 11k | 20.45 | |
| Vera Bradley (VRA) | 0.1 | $224k | 6.2k | 36.13 | |
| BP (BP) | 0.1 | $213k | 5.9k | 36.10 | |
| Comcast Corporation (CMCSA) | 0.1 | $218k | 10k | 20.96 | |
| Lear Corporation (LEA) | 0.1 | $215k | 5.0k | 43.00 | |
| ICICI Bank (IBN) | 0.1 | $215k | 6.2k | 34.68 | |
| Hawaiian Electric Industries (HE) | 0.1 | $216k | 8.9k | 24.27 | |
| MeadWestva | 0.1 | $209k | 8.5k | 24.59 | |
| Adobe Systems Incorporated (ADBE) | 0.1 | $218k | 9.0k | 24.22 | |
| Electronic Arts (EA) | 0.1 | $211k | 10k | 20.49 | |
| Whirlpool Corporation (WHR) | 0.1 | $210k | 4.2k | 50.00 | |
| Thoratec Corporation | 0.1 | $209k | 6.4k | 32.66 | |
| NCR Corporation (VYX) | 0.1 | $211k | 13k | 16.88 | |
| News Corporation | 0.1 | $218k | 14k | 15.57 | |
| Tupperware Brands Corporation | 0.1 | $220k | 4.1k | 53.66 | |
| AutoZone (AZO) | 0.1 | $223k | 700.00 | 318.57 | |
| ConAgra Foods (CAG) | 0.1 | $216k | 8.9k | 24.27 | |
| Tibco Software | 0.1 | $213k | 9.5k | 22.42 | |
| Tesoro Corporation | 0.1 | $222k | 11k | 19.47 | |
| NetEase (NTES) | 0.1 | $210k | 5.5k | 38.18 | |
| Illumina (ILMN) | 0.1 | $213k | 5.2k | 40.96 | |
| Cbeyond | 0.1 | $223k | 32k | 7.06 | |
| Health Net | 0.1 | $221k | 9.3k | 23.76 | |
| Cash America International | 0.1 | $215k | 4.2k | 51.19 | |
| Horsehead Holding | 0.1 | $217k | 29k | 7.41 | |
| Macquarie Infrastructure Company | 0.1 | $215k | 9.6k | 22.40 | |
| Columbia Sportswear Company (COLM) | 0.1 | $209k | 4.5k | 46.44 | |
| Iconix Brand | 0.1 | $213k | 14k | 15.78 | |
| JDS Uniphase Corporation | 0.1 | $218k | 22k | 9.95 | |
| Oceaneering International (OII) | 0.1 | $219k | 6.2k | 35.32 | |
| Vocus | 0.1 | $211k | 13k | 16.75 | |
| Asml Holding Nv Adr depository receipts | 0.1 | $211k | 6.1k | 34.59 | |
| First Cash Financial Services | 0.1 | $214k | 5.1k | 41.96 | |
| NV Energy | 0.1 | $215k | 15k | 14.73 | |
| Winn-Dixie Stores | 0.1 | $223k | 38k | 5.92 | |
| Agnico (AEM) | 0.1 | $214k | 3.6k | 59.44 | |
| Kinross Gold Corp (KGC) | 0.1 | $214k | 15k | 14.76 | |
| Marcus Corporation (MCS) | 0.1 | $215k | 22k | 9.95 | |
| EQT Corporation (EQT) | 0.1 | $219k | 4.1k | 53.41 | |
| Hyatt Hotels Corporation (H) | 0.1 | $210k | 6.7k | 31.34 | |
| Medidata Solutions | 0.1 | $222k | 14k | 16.44 | |
| First Republic Bank/san F (FRCB) | 0.1 | $208k | 9.0k | 23.11 | |
| Huntington Bancshares Incorporated (HBAN) | 0.1 | $192k | 40k | 4.79 | |
| CTC Media | 0.1 | $198k | 22k | 8.92 | |
| Ace Limited Cmn | 0.1 | $206k | 3.4k | 60.59 | |
| CVB Financial (CVBF) | 0.1 | $198k | 26k | 7.70 | |
| Lincoln National Corporation (LNC) | 0.1 | $200k | 13k | 15.62 | |
| Bunge | 0.1 | $204k | 3.5k | 58.29 | |
| Tenet Healthcare Corporation | 0.1 | $201k | 49k | 4.12 | |
| Regions Financial Corporation (RF) | 0.1 | $194k | 58k | 3.32 | |
| Western Digital (WDC) | 0.1 | $206k | 8.0k | 25.75 | |
| Manitowoc Company | 0.1 | $201k | 30k | 6.72 | |
| Health Management Associates | 0.1 | $201k | 29k | 6.93 | |
| Macy's (M) | 0.1 | $203k | 7.7k | 26.36 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.1 | $201k | 6.6k | 30.45 | |
| Luxottica Group S.p.A. | 0.1 | $206k | 8.2k | 25.12 | |
| Credit Acceptance (CACC) | 0.1 | $206k | 3.2k | 64.38 | |
| AMR Corporation | 0.1 | $195k | 66k | 2.96 | |
| Delta Air Lines (DAL) | 0.1 | $205k | 27k | 7.51 | |
| Texas Capital Bancshares (TCBI) | 0.1 | $201k | 8.8k | 22.84 | |
| Louisiana-Pacific Corporation (LPX) | 0.1 | $192k | 38k | 5.09 | |
| Green Mountain Coffee Roasters | 0.1 | $204k | 2.2k | 92.73 | |
| Smart Balance | 0.1 | $193k | 33k | 5.90 | |
| Community Health Systems (CYH) | 0.1 | $201k | 12k | 16.61 | |
| BioScrip | 0.1 | $201k | 32k | 6.36 | |
| Alliant Energy Corporation (LNT) | 0.1 | $205k | 5.3k | 38.68 | |
| Energen Corporation | 0.1 | $200k | 4.9k | 40.82 | |
| Empresas ICA SA | 0.1 | $198k | 45k | 4.44 | |
| United Therapeutics Corporation (UTHR) | 0.1 | $206k | 5.5k | 37.45 | |
| Momenta Pharmaceuticals | 0.1 | $196k | 17k | 11.53 | |
| Volterra Semiconductor Corporation | 0.1 | $202k | 11k | 19.24 | |
| North Amern Energy Partners | 0.1 | $197k | 34k | 5.83 | |
| Patriot Coal Corp | 0.1 | $205k | 24k | 8.47 | |
| Kimco Realty Corporation (KIM) | 0.1 | $200k | 13k | 15.04 | |
| Spectrum Pharmaceuticals | 0.1 | $195k | 26k | 7.62 | |
| Centrais Eletricas Brasileiras SA (EBR.B) | 0.1 | $205k | 18k | 11.71 | |
| Coca-cola Enterprises | 0.1 | $204k | 8.2k | 24.88 | |
| Hldgs (UAL) | 0.1 | $203k | 11k | 19.33 | |
| General Growth Properties | 0.1 | $198k | 16k | 12.07 | |
| Aeroflex Holding | 0.1 | $193k | 21k | 9.10 | |
| Mechel OAO | 0.1 | $185k | 18k | 10.16 | |
| Taiwan Semiconductor Mfg (TSM) | 0.1 | $184k | 16k | 11.43 | |
| Affymetrix | 0.1 | $177k | 36k | 4.90 | |
| Deluxe Corporation (DLX) | 0.1 | $188k | 10k | 18.61 | |
| Affymax (AFFY) | 0.1 | $182k | 41k | 4.48 | |
| American Capital | 0.1 | $176k | 26k | 6.82 | |
| InterNAP Network Services | 0.1 | $189k | 38k | 4.95 | |
| Partner Communications Company | 0.1 | $187k | 20k | 9.44 | |
| Rex Energy Corporation | 0.1 | $175k | 14k | 12.68 | |
| Dime Community Bancshares | 0.1 | $185k | 18k | 10.11 | |
| Harry Winston Diamond Corp Com Stk | 0.1 | $183k | 18k | 10.17 | |
| Kenexa Corporation | 0.1 | $175k | 11k | 15.62 | |
| Marchex (MCHX) | 0.1 | $184k | 22k | 8.48 | |
| U.S. Gold Corporation | 0.1 | $184k | 46k | 4.02 | |
| Constant Contact | 0.1 | $178k | 10k | 17.28 | |
| Investment Technology | 0.1 | $158k | 16k | 9.81 | |
| FreightCar America (RAIL) | 0.1 | $163k | 11k | 14.42 | |
| Cypress Semiconductor Corporation | 0.1 | $171k | 11k | 15.00 | |
| Huntsman Corporation (HUN) | 0.1 | $162k | 17k | 9.64 | |
| Ramco-Gershenson Properties Trust | 0.1 | $160k | 20k | 8.21 | |
| AsiaInfo-Linkage | 0.1 | $173k | 24k | 7.36 | |
| Denbury Resources | 0.1 | $173k | 15k | 11.53 | |
| Clear Channel Outdoor Holdings | 0.1 | $165k | 18k | 9.38 | |
| Merit Medical Systems (MMSI) | 0.1 | $170k | 13k | 13.18 | |
| Ducommun Incorporated (DCO) | 0.1 | $169k | 11k | 14.96 | |
| Excel Trust | 0.1 | $160k | 17k | 9.64 | |
| Demand Media | 0.1 | $170k | 21k | 7.98 | |
| Banco Santander (BSBR) | 0.1 | $149k | 20k | 7.30 | |
| Dean Foods Company | 0.1 | $149k | 17k | 8.87 | |
| Perfect World | 0.1 | $148k | 13k | 11.13 | |
| ON Semiconductor (ON) | 0.1 | $152k | 21k | 7.17 | |
| Rudolph Technologies | 0.1 | $157k | 23k | 6.71 | |
| STMicroelectronics (STM) | 0.1 | $142k | 22k | 6.48 | |
| Celadon (CGIP) | 0.1 | $157k | 18k | 8.87 | |
| Helix Energy Solutions (HLX) | 0.1 | $157k | 12k | 13.08 | |
| Pantry | 0.1 | $149k | 12k | 12.11 | |
| Spansion | 0.1 | $147k | 12k | 12.25 | |
| Ltx Credence Corporation | 0.1 | $154k | 29k | 5.29 | |
| Chesapeake Lodging Trust sh ben int | 0.1 | $144k | 12k | 12.10 | |
| Glimcher Realty Trust | 0.1 | $130k | 18k | 7.07 | |
| Pennsylvania R.E.I.T. | 0.1 | $134k | 17k | 7.75 | |
| Dice Holdings | 0.1 | $130k | 17k | 7.83 | |
| ShoreTel | 0.1 | $128k | 26k | 4.96 | |
| Gen | 0.1 | $126k | 28k | 4.48 | |
| Destination Maternity Corporation | 0.1 | $133k | 10k | 12.91 | |
| Sky mobi | 0.1 | $128k | 39k | 3.26 | |
| ModusLink Global Solutions | 0.1 | $111k | 32k | 3.50 | |
| MedAssets | 0.1 | $116k | 12k | 9.59 | |
| Kemet Corporation Cmn | 0.1 | $115k | 16k | 7.14 | |
| Raptor Pharmaceutical | 0.1 | $110k | 25k | 4.49 | |
| Boyd Gaming Corporation (BYD) | 0.1 | $105k | 22k | 4.88 | |
| Ruby Tuesday | 0.1 | $105k | 15k | 7.14 | |
| BBVA Banco Frances | 0.1 | $107k | 19k | 5.52 | |
| Southwest Airlines (LUV) | 0.1 | $92k | 12k | 8.00 | |
| Cheniere Energy (LNG) | 0.1 | $93k | 18k | 5.17 | |
| Hawaiian Holdings | 0.0 | $72k | 17k | 4.24 | |
| AK Steel Holding Corporation | 0.0 | $74k | 11k | 6.55 | |
| Callidus Software | 0.0 | $66k | 14k | 4.61 | |
| Bon-Ton Stores (BONTQ) | 0.0 | $58k | 12k | 4.93 | |
| Sunrise Senior Living | 0.0 | $48k | 10k | 4.66 | |
| NN (NNBR) | 0.0 | $54k | 11k | 5.09 | |
| Sinotech Energy | 0.0 | $29k | 12k | 2.34 | |
| Comcast Corporation | 0.0 | $17k | 800.00 | 21.25 |