Ellington Management Group

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 (X) 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 (DFS) 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 (TUPBQ) 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