Ellington Management Group

Ellington Management Group as of June 30, 2017

Portfolio Holdings for Ellington Management Group

Ellington Management Group holds 604 positions in its portfolio as reported in the June 2017 quarterly 13F filing

Company (Ticker)
Portfolio Weight
Valued At
Change in Shares
Share Count
Share Price
Powershares Qqq Trust Put Put Option 29.2 $203M 1.5M 137.64
Ishares Tr Russell 2000 Etf Put Option (IWM) 14.2 $99M 700k 140.92
Ellington Financial 2.4 $17M 1.0M 16.21
Bonanza Creek Energy Com New 1.7 $12M 373k 31.71
Select Sector Spdr Tr Sbi Int-finl Call Option (XLF) 1.7 $12M 467k 24.67
Hertz Global Holdings 1.4 $9.7M 845k 11.51
Candj Energy Svcs 1.3 $9.0M 262k 34.27
Ishares Tr China Lg-cap Etf (FXI) 0.5 $3.6M 91k 39.72
Chesapeake Energy Corp Note 5.500% 9/1 (Principal) 0.4 $3.0M 3.2M 0.94
NutriSystem 0.4 $2.6M 50k 52.05
H&R Block (HRB) 0.4 $2.6M 84k 30.91
J.C. Penney Company 0.3 $2.4M 515k 4.65
Burlington Stores (BURL) 0.3 $2.4M 26k 92.00
Micron Technology (MU) 0.3 $2.3M 77k 29.86
Sprouts Fmrs Mkt (SFM) 0.3 $2.3M 101k 22.67
Acuity Brands (AYI) 0.3 $2.3M 11k 203.24
Expedia Inc Del Com New (EXPE) 0.3 $2.2M 15k 148.98
Chipotle Mexican Grill (CMG) 0.3 $2.2M 5.2k 416.15
Ollies Bargain Outlt Hldgs I (OLLI) 0.3 $2.1M 50k 42.60
American Eagle Outfitters (AEO) 0.3 $2.1M 175k 12.05
Five Below (FIVE) 0.3 $2.1M 42k 49.38
Dick's Sporting Goods (DKS) 0.3 $2.0M 51k 39.82
Seaworld Entertainment (PRKS) 0.3 $2.0M 126k 16.27
Cabot Oil & Gas Corporation (CTRA) 0.3 $2.0M 81k 25.08
Transocean Reg Shs (RIG) 0.3 $1.9M 234k 8.23
Valero Energy Corporation (VLO) 0.3 $1.9M 28k 67.45
McDonald's Corporation (MCD) 0.3 $1.9M 12k 153.20
Lowe's Companies (LOW) 0.3 $1.8M 24k 77.52
Gamestop Corp Cl A (GME) 0.3 $1.8M 85k 21.61
Lululemon Athletica (LULU) 0.3 $1.8M 29k 59.66
Tiffany & Co. 0.3 $1.7M 19k 93.89
Invesco SHS (IVZ) 0.2 $1.7M 48k 35.20
Cracker Barrel Old Country Store (CBRL) 0.2 $1.7M 10k 167.30
Shake Shack Cl A (SHAK) 0.2 $1.7M 48k 34.88
Hanesbrands (HBI) 0.2 $1.7M 72k 23.16
V.F. Corporation (VFC) 0.2 $1.6M 28k 57.62
Tree (TREE) 0.2 $1.6M 9.0k 172.31
Comerica Incorporated (CMA) 0.2 $1.5M 20k 73.23
Vmware Cl A Com 0.2 $1.5M 17k 87.43
Icon SHS (ICLR) 0.2 $1.4M 15k 97.77
Humana (HUM) 0.2 $1.4M 6.0k 240.67
Wix SHS (WIX) 0.2 $1.4M 20k 69.61
T. Rowe Price (TROW) 0.2 $1.4M 19k 74.19
SM Energy (SM) 0.2 $1.4M 84k 16.53
Sociedad Quimica Minera De C Spon Adr Ser B (SQM) 0.2 $1.4M 41k 33.02
Xpo Logistics Inc equity (XPO) 0.2 $1.4M 21k 64.64
Ypf Sociedad Anonima Spon Adr Cl D (YPF) 0.2 $1.3M 61k 21.90
Centene Corporation (CNC) 0.2 $1.3M 17k 79.88
DSW Cl A 0.2 $1.3M 73k 17.70
SEI Investments Company (SEIC) 0.2 $1.3M 24k 53.79
Williams-Sonoma (WSM) 0.2 $1.3M 26k 48.48
Vistra Energy (VST) 0.2 $1.2M 74k 16.79
Ulta Salon, Cosmetics & Fragrance (ULTA) 0.2 $1.2M 4.3k 287.44
American Axle & Manufact. Holdings (AXL) 0.2 $1.2M 79k 15.60
Gaming & Leisure Pptys (GLPI) 0.2 $1.2M 33k 37.68
Cdk Global Inc equities 0.2 $1.2M 20k 62.04
Herbalife Com Usd Shs (HLF) 0.2 $1.2M 17k 71.35
Dollar General (DG) 0.2 $1.2M 17k 72.08
Asml Holding N V N Y Registry Shs (ASML) 0.2 $1.2M 9.2k 130.33
EQT Corporation (EQT) 0.2 $1.2M 20k 58.58
Arris Intl SHS 0.2 $1.1M 41k 28.02
Hasbro (HAS) 0.2 $1.1M 10k 111.55
Prologis (PLD) 0.2 $1.1M 20k 58.62
SL Green Realty 0.2 $1.1M 11k 105.83
Restaurant Brands Intl Inc Com equity / large cap (QSR) 0.2 $1.1M 18k 62.54
National-Oilwell Var 0.2 $1.1M 34k 32.95
Mobile Telesystems Pjsc Sponsored Adr 0.2 $1.1M 134k 8.38
Valeant Pharmaceuticals Int 0.2 $1.1M 64k 17.30
Houlihan Lokey Cl A (HLI) 0.2 $1.1M 31k 34.89
Rio Tinto Sponsored Adr (RIO) 0.2 $1.1M 26k 42.30
Murphy Usa (MUSA) 0.2 $1.1M 15k 74.11
Cirrus Logic (CRUS) 0.2 $1.1M 17k 62.73
Fluor Corporation (FLR) 0.2 $1.1M 23k 45.79
Manpower (MAN) 0.2 $1.1M 9.5k 111.68
Arch Coal Cl A 0.2 $1.1M 16k 68.32
Domino's Pizza (DPZ) 0.2 $1.1M 5.0k 211.60
Lyondellbasell Industries N Shs - A - (LYB) 0.2 $1.1M 13k 84.40
Aetna 0.2 $1.0M 6.9k 151.88
Duke Energy Corp Com New (DUK) 0.1 $1.0M 12k 83.63
Devon Energy Corporation (DVN) 0.1 $1.0M 32k 31.96
Square Cl A (SQ) 0.1 $1.0M 43k 23.46
Bemis Company 0.1 $1.0M 22k 46.26
Equifax (EFX) 0.1 $1.0M 7.3k 137.40
Reinsurance Group Amer Com New (RGA) 0.1 $1.0M 7.8k 128.33
Cyrusone 0.1 $998k 18k 55.75
Molina Healthcare (MOH) 0.1 $996k 14k 69.17
Legg Mason 0.1 $992k 26k 38.15
Eaton Vance Corp Com Non Vtg 0.1 $980k 21k 47.34
Costco Wholesale Corporation (COST) 0.1 $976k 6.1k 160.00
Copa Holdings Sa Cl A (CPA) 0.1 $971k 8.3k 116.99
AES Corporation (AES) 0.1 $971k 87k 11.11
United Rentals (URI) 0.1 $969k 8.6k 112.67
Berry Plastics (BERY) 0.1 $963k 17k 56.98
Oracle Corporation (ORCL) 0.1 $963k 19k 50.16
Select Comfort 0.1 $958k 27k 35.48
Allstate Corporation (ALL) 0.1 $955k 11k 88.43
Blue Buffalo Pet Prods 0.1 $949k 42k 22.81
Kohl's Corporation (KSS) 0.1 $947k 25k 38.65
East West Ban (EWBC) 0.1 $937k 16k 58.56
Broadcom SHS 0.1 $932k 4.0k 233.00
Waste Management (WM) 0.1 $924k 13k 73.33
Ventas (VTR) 0.1 $910k 13k 69.47
Edgewell Pers Care (EPC) 0.1 $906k 12k 76.01
Oxford Industries (OXM) 0.1 $887k 14k 62.46
Public Service Enterprise (PEG) 0.1 $882k 21k 43.02
Digital Realty Trust (DLR) 0.1 $881k 7.8k 112.95
Halliburton Company (HAL) 0.1 $880k 21k 42.72
Texas Capital Bancshares (TCBI) 0.1 $875k 11k 77.43
Thor Industries (THO) 0.1 $868k 8.3k 104.58
Melco Resort Entertainment L Adr (MLCO) 0.1 $864k 39k 22.44
Regency Centers Corporation (REG) 0.1 $858k 14k 62.63
Equity Residential Sh Ben Int (EQR) 0.1 $856k 13k 65.85
Walgreen Boots Alliance (WBA) 0.1 $854k 11k 78.35
O'reilly Automotive (ORLY) 0.1 $853k 3.9k 218.72
Pure Storage Cl A (PSTG) 0.1 $828k 65k 12.82
Ingevity (NGVT) 0.1 $827k 14k 57.43
CarMax (KMX) 0.1 $826k 13k 63.05
Anadarko Petroleum Corporation 0.1 $825k 18k 45.33
Tech Data Corporation 0.1 $818k 8.1k 100.99
Skechers U S A Cl A (SKX) 0.1 $817k 28k 29.49
Biogen Idec (BIIB) 0.1 $814k 3.0k 271.33
PolyOne Corporation 0.1 $814k 21k 38.76
MasTec (MTZ) 0.1 $808k 18k 45.14
Washington Real Estate Invt Sh Ben Int (ELME) 0.1 $807k 25k 31.90
Semtech Corporation (SMTC) 0.1 $804k 23k 35.73
Macquarie Infrastructure Company 0.1 $800k 10k 78.43
Wright Med Group N V Ord Shs 0.03 Par 0.1 $800k 29k 27.49
Schnitzer Stl Inds Cl A (RDUS) 0.1 $791k 31k 25.19
Texas Roadhouse (TXRH) 0.1 $790k 16k 50.97
Neurocrine Biosciences (NBIX) 0.1 $787k 17k 46.02
Activision Blizzard 0.1 $783k 14k 57.57
Affiliated Managers (AMG) 0.1 $780k 4.7k 165.96
Mednax (MD) 0.1 $779k 13k 60.39
Smart Sand (SND) 0.1 $775k 87k 8.91
Spirit Airlines (SAVEQ) 0.1 $770k 15k 51.68
United Natural Foods (UNFI) 0.1 $763k 21k 36.68
First Solar (FSLR) 0.1 $762k 19k 39.90
Live Nation Entertainment (LYV) 0.1 $760k 22k 34.86
Vertex Pharmaceuticals Incorporated (VRTX) 0.1 $760k 5.9k 128.81
Park Hotels & Resorts Inc-wi (PK) 0.1 $747k 28k 26.97
JetBlue Airways Corporation (JBLU) 0.1 $747k 33k 22.84
Mitel Networks Corp 0.1 $745k 101k 7.35
Hldgs (UAL) 0.1 $745k 9.9k 75.25
Vale S A Adr Repstg Pfd 0.1 $744k 91k 8.15
Gopro Cl A (GPRO) 0.1 $741k 91k 8.12
Forest City Rlty Tr Com Cl A 0.1 $740k 31k 24.18
Agnc Invt Corp Com reit (AGNC) 0.1 $739k 35k 21.30
Sherwin-Williams Company (SHW) 0.1 $737k 2.1k 350.95
Nrg Energy Com New (NRG) 0.1 $736k 43k 17.21
Spirit Realty reit 0.1 $734k 99k 7.41
Hilton Worldwide Holdings (HLT) 0.1 $730k 12k 61.86
NOVA MEASURING Instruments L (NVMI) 0.1 $729k 33k 22.09
Oneok (OKE) 0.1 $709k 14k 52.13
Webster Financial Corporation (WBS) 0.1 $705k 14k 52.22
Pra Health Sciences 0.1 $698k 9.3k 75.05
Perrigo SHS (PRGO) 0.1 $695k 9.2k 75.54
Everest Re Group (EG) 0.1 $687k 2.7k 254.44
Gilead Sciences (GILD) 0.1 $687k 9.7k 70.82
Huntington Bancshares Incorporated (HBAN) 0.1 $687k 51k 13.52
Pan American Silver Corp Can (PAAS) 0.1 $685k 41k 16.83
Emerson Electric (EMR) 0.1 $680k 11k 59.65
Intuit (INTU) 0.1 $677k 5.1k 132.75
Expeditors International of Washington (EXPD) 0.1 $672k 12k 56.47
salesforce (CRM) 0.1 $667k 7.7k 86.62
3M Company (MMM) 0.1 $666k 3.2k 208.12
Lasalle Hotel Pptys Com Sh Ben Int 0.1 $662k 22k 29.82
Sun Communities (SUI) 0.1 $658k 7.5k 87.73
Donnelley R R & Sons Co when issued 0.1 $655k 52k 12.55
Parsley Energy Cl A 0.1 $655k 24k 27.75
Ing Groep N V Sponsored Adr (ING) 0.1 $652k 38k 17.39
Coherent 0.1 $652k 2.9k 224.83
Kraft Heinz (KHC) 0.1 $651k 7.6k 85.66
Lam Research Corporation 0.1 $636k 4.5k 141.33
F5 Networks (FFIV) 0.1 $635k 5.0k 127.00
Diageo P L C Spon Adr New (DEO) 0.1 $635k 5.3k 119.81
Starwood Property Trust (STWD) 0.1 $634k 28k 22.40
Netease Sponsored Adr (NTES) 0.1 $631k 2.1k 300.48
Wintrust Financial Corporation (WTFC) 0.1 $627k 8.2k 76.46
New Jersey Resources Corporation (NJR) 0.1 $627k 16k 39.68
Habit Restaurants Com Cl A 0.1 $626k 40k 15.81
IPG Photonics Corporation (IPGP) 0.1 $624k 4.3k 145.12
Hca Holdings (HCA) 0.1 $619k 7.1k 87.18
Potlatch Corporation (PCH) 0.1 $617k 14k 45.70
Rudolph Technologies 0.1 $612k 27k 22.84
Alcoa (AA) 0.1 $611k 19k 32.67
Rockwell Collins 0.1 $609k 5.8k 105.00
Alexion Pharmaceuticals 0.1 $608k 5.0k 121.60
Aercap Holdings Nv SHS (AER) 0.1 $608k 13k 46.41
Bazaarvoice 0.1 $607k 123k 4.95
Tetra Tech (TTEK) 0.1 $604k 13k 45.76
Blackberry (BB) 0.1 $597k 60k 9.98
Red Hat 0.1 $594k 6.2k 95.81
Del Taco Restaurants 0.1 $591k 43k 13.74
Pioneer Natural Resources 0.1 $590k 3.7k 159.46
Trimas Corp Com New (TRS) 0.1 $588k 28k 20.85
Popular Com New (BPOP) 0.1 $584k 14k 41.71
Msa Safety Inc equity (MSA) 0.1 $584k 7.2k 81.11
Anthem (ELV) 0.1 $583k 3.1k 188.06
DTE Energy Company (DTE) 0.1 $582k 5.5k 105.82
Wynn Resorts (WYNN) 0.1 $577k 4.3k 134.19
WABCO Holdings 0.1 $574k 4.5k 127.56
Us Foods Hldg Corp call (USFD) 0.1 $574k 21k 27.20
Petroleo Brasileiro Sa Petro Sp Adr Non Vtg (PBR.A) 0.1 $574k 77k 7.46
Hp (HPQ) 0.1 $566k 32k 17.47
Murphy Oil Corporation (MUR) 0.1 $564k 22k 25.64
Statoil Asa Sponsored Adr 0.1 $562k 34k 16.53
ImmunoGen 0.1 $562k 79k 7.10
Louisiana-Pacific Corporation (LPX) 0.1 $557k 23k 24.11
Clovis Oncology 0.1 $552k 5.9k 93.56
Essendant 0.1 $550k 37k 14.82
Grubhub 0.1 $549k 13k 43.57
Avery Dennison Corporation (AVY) 0.1 $548k 6.2k 88.39
Honeywell International (HON) 0.1 $546k 4.1k 133.17
Medical Properties Trust (MPW) 0.1 $544k 42k 12.86
Ye Cl A (YELP) 0.1 $543k 18k 30.00
Zoe's Kitchen 0.1 $542k 46k 11.91
First Republic Bank/san F (FRCB) 0.1 $541k 5.4k 100.19
Netflix (NFLX) 0.1 $538k 3.6k 149.44
Nasdaq Omx (NDAQ) 0.1 $536k 7.5k 71.47
AutoNation (AN) 0.1 $531k 13k 42.14
Cavium 0.1 $528k 8.5k 62.12
Applied Optoelectronics (AAOI) 0.1 $525k 8.5k 61.76
TreeHouse Foods (THS) 0.1 $523k 6.4k 81.72
Piper Jaffray Companies (PIPR) 0.1 $522k 8.7k 60.00
Spirit Aerosystems Hldgs Com Cl A (SPR) 0.1 $516k 8.9k 57.98
Providence Service Corporation 0.1 $511k 10k 50.59
Supernus Pharmaceuticals (SUPN) 0.1 $509k 12k 43.08
Rubicon Proj 0.1 $509k 99k 5.14
Dct Industrial Trust Com New 0.1 $508k 9.5k 53.47
Triumph (TGI) 0.1 $506k 16k 31.62
A. Schulman 0.1 $506k 16k 32.03
Cooper Cos Com New 0.1 $503k 2.1k 239.52
Freeport-mcmoran CL B (FCX) 0.1 $502k 42k 12.01
Verisign (VRSN) 0.1 $502k 5.4k 92.96
Flowserve Corporation (FLS) 0.1 $501k 11k 46.39
Harsco Corporation (NVRI) 0.1 $499k 31k 16.10
Herc Hldgs (HRI) 0.1 $499k 13k 39.29
Valvoline Inc Common (VVV) 0.1 $496k 21k 23.73
Donaldson Company (DCI) 0.1 $496k 11k 45.50
Weyerhaeuser Company (WY) 0.1 $496k 15k 33.51
America Movil Sab De Cv Spon Adr L Shs 0.1 $495k 31k 15.92
Toll Brothers (TOL) 0.1 $494k 13k 39.52
Comtech Telecommunications C Com New (CMTL) 0.1 $493k 26k 18.96
Banco Santander Sa Adr (SAN) 0.1 $492k 74k 6.68
Red Robin Gourmet Burgers (RRGB) 0.1 $489k 7.5k 65.20
Analogic Corp Com Par $0.05 0.1 $487k 6.7k 72.69
PNC Financial Services (PNC) 0.1 $487k 3.9k 124.87
Hooker Furniture Corporation (HOFT) 0.1 $486k 12k 41.19
Independence Realty Trust In (IRT) 0.1 $483k 49k 9.88
Chubb (CB) 0.1 $480k 3.3k 145.45
Macy's (M) 0.1 $476k 21k 23.22
Bio Rad Labs Cl A (BIO) 0.1 $475k 2.1k 226.19
Vodafone Group Sponsored Adr (VOD) 0.1 $474k 17k 28.73
Post Holdings Inc Common (POST) 0.1 $474k 6.1k 77.70
Delphi Automotive SHS 0.1 $473k 5.4k 87.59
Alnylam Pharmaceuticals (ALNY) 0.1 $471k 5.9k 79.83
Tyson Foods Cl A (TSN) 0.1 $470k 7.5k 62.67
WellCare Health Plans 0.1 $467k 2.6k 179.62
TeleTech Holdings 0.1 $465k 11k 40.79
Neenah Paper 0.1 $465k 5.8k 80.17
IBERIABANK Corporation 0.1 $465k 5.7k 81.58
Western Alliance Bancorporation (WAL) 0.1 $462k 9.4k 49.15
Enova Intl (ENVA) 0.1 $460k 31k 14.84
Winnebago Industries (WGO) 0.1 $459k 13k 35.04
Signature Bank (SBNY) 0.1 $459k 3.2k 143.44
Cutera (CUTR) 0.1 $458k 18k 25.88
Northwest Natural Gas 0.1 $455k 7.6k 59.87
Universal Insurance Holdings (UVE) 0.1 $454k 18k 25.22
Core-Mark Holding Company 0.1 $453k 14k 33.07
EOG Resources (EOG) 0.1 $453k 5.0k 90.60
Vitamin Shoppe 0.1 $452k 39k 11.65
Juniper Networks (JNPR) 0.1 $449k 16k 27.89
Neos Therapeutics 0.1 $447k 61k 7.30
Core Laboratories 0.1 $446k 4.4k 101.36
Hub Group Cl A (HUBG) 0.1 $445k 12k 38.36
Patterson-UTI Energy (PTEN) 0.1 $444k 22k 20.18
F.N.B. Corporation (FNB) 0.1 $442k 31k 14.17
Children's Place Retail Stores (PLCE) 0.1 $439k 4.3k 102.09
AeroVironment (AVAV) 0.1 $439k 12k 38.17
Rpx Corp 0.1 $438k 31k 13.95
Starbucks Corporation (SBUX) 0.1 $437k 7.5k 58.27
Sony Corp Sponsored Adr (SONY) 0.1 $435k 11k 38.16
Sba Communications Corp Cl A (SBAC) 0.1 $432k 3.2k 135.00
Watsco, Incorporated (WSO) 0.1 $432k 2.8k 154.29
stock 0.1 $432k 7.6k 56.84
Primoris Services (PRIM) 0.1 $431k 17k 24.91
National Presto Industries (NPK) 0.1 $431k 3.9k 110.51
Atmos Energy Corporation (ATO) 0.1 $431k 5.2k 82.88
Becton, Dickinson and (BDX) 0.1 $429k 2.2k 195.00
Glaxosmithkline Sponsored Adr 0.1 $427k 9.9k 43.13
Wingstop (WING) 0.1 $427k 14k 30.89
Petroleo Brasileiro Sa Petro Sponsored Adr (PBR) 0.1 $427k 54k 7.98
Raymond James Financial (RJF) 0.1 $425k 5.3k 80.19
Integrated Device Technology 0.1 $423k 16k 25.79
Fortinet (FTNT) 0.1 $423k 11k 37.43
Hilltop Holdings (HTH) 0.1 $422k 16k 26.22
Match 0.1 $421k 24k 17.40
Abbvie (ABBV) 0.1 $421k 5.8k 72.59
Renewable Energy Group Com New 0.1 $421k 33k 12.95
Gra (GGG) 0.1 $415k 3.8k 109.21
Yum China Holdings (YUMC) 0.1 $414k 11k 39.43
Sterling Construction Company (STRL) 0.1 $409k 31k 13.07
Applied Materials (AMAT) 0.1 $409k 9.9k 41.31
Steris Shs Usd 0.1 $408k 5.0k 81.60
UnitedHealth (UNH) 0.1 $408k 2.2k 185.45
IDEX Corporation (IEX) 0.1 $407k 3.6k 113.06
Quidel Corporation 0.1 $407k 15k 27.13
RPC (RES) 0.1 $406k 20k 20.20
Everi Hldgs (EVRI) 0.1 $405k 56k 7.28
Ftd Cos 0.1 $402k 20k 20.00
Apollo Investment 0.1 $401k 63k 6.39
Ultra Clean Holdings (UCTT) 0.1 $401k 21k 18.74
Pacific Ethanol Com Par $.001 0.1 $398k 64k 6.25
Public Storage (PSA) 0.1 $396k 1.9k 208.42
Vishay Intertechnology (VSH) 0.1 $395k 24k 16.60
InterDigital (IDCC) 0.1 $394k 5.1k 77.25
Sp Plus 0.1 $394k 13k 30.54
Nextera Energy (NEE) 0.1 $392k 2.8k 140.00
Ternium Sa Spon Adr (TX) 0.1 $390k 14k 28.06
Uniti Group Inc Com reit (UNIT) 0.1 $390k 16k 25.16
Klx Inc Com $0.01 0.1 $390k 7.8k 50.00
Berkshire Hathaway Inc Del Cl B New (BRK.B) 0.1 $390k 2.3k 169.57
Alliance Data Systems Corporation (BFH) 0.1 $385k 1.5k 256.67
Lennar Corp Cl A (LEN) 0.1 $384k 7.2k 53.33
Bob Evans Farms 0.1 $381k 5.3k 71.89
Quad / Graphics Com Cl A (QUAD) 0.1 $380k 17k 22.89
Marriott Vacations Wrldwde Cp (VAC) 0.1 $377k 3.2k 117.81
Hancock Holding Company (HWC) 0.1 $377k 7.7k 48.96
Maiden Holdings SHS (MHLD) 0.1 $375k 34k 11.09
New Oriental Ed & Tech Grp I Spon Adr 0.1 $374k 5.3k 70.57
Franklin Resources (BEN) 0.1 $372k 8.3k 44.82
Taylor Morrison Home Corp Cl A (TMHC) 0.1 $370k 15k 24.03
Vistaoutdoor (VSTO) 0.1 $369k 16k 22.50
Cbre Group Cl A (CBRE) 0.1 $368k 10k 36.44
Himax Technologies Sponsored Adr (HIMX) 0.1 $366k 45k 8.21
Us Silica Hldgs (SLCA) 0.1 $366k 10k 35.53
National Fuel Gas (NFG) 0.1 $363k 6.5k 55.85
Spdr S&p 500 Etf Tr Tr Unit (SPY) 0.1 $363k 1.5k 242.00
Iconix Brand 0.1 $363k 53k 6.90
Helix Energy Solutions (HLX) 0.1 $362k 64k 5.64
Kirby Corporation (KEX) 0.1 $361k 5.4k 66.85
Alaska Air (ALK) 0.1 $359k 4.0k 89.75
Novocure Ord Shs (NVCR) 0.1 $358k 21k 17.29
Abiomed 0.1 $358k 2.5k 143.20
Twenty First Centy Fox CL B 0.1 $357k 13k 27.89
PennyMac Mortgage Investment Trust (PMT) 0.1 $355k 19k 18.30
Stone Energy Corp Com Par 0.1 $355k 19k 18.39
Kosmos Energy SHS 0.1 $351k 55k 6.42
Braskem S A Sp Adr Pfd A (BAK) 0.1 $350k 17k 20.71
Constellation Brands Cl A (STZ) 0.1 $349k 1.8k 193.89
Ionis Pharmaceuticals (IONS) 0.0 $346k 6.8k 50.88
D.R. Horton (DHI) 0.0 $346k 10k 34.60
Air Products & Chemicals (APD) 0.0 $343k 2.4k 142.92
Box Cl A (BOX) 0.0 $341k 19k 18.24
Crocs (CROX) 0.0 $340k 44k 7.71
Twenty First Centy Fox Cl A 0.0 $340k 12k 28.33
Southwestern Energy Company 0.0 $339k 56k 6.08
Sinclair Broadcast Group Cl A 0.0 $336k 10k 32.94
Ormat Technologies (ORA) 0.0 $334k 5.7k 58.60
Lumentum Hldgs (LITE) 0.0 $331k 5.8k 57.07
Great Plains Energy Incorporated 0.0 $331k 11k 29.29
Citi Trends (CTRN) 0.0 $331k 16k 21.22
McKesson Corporation (MCK) 0.0 $329k 2.0k 164.50
Mosaic (MOS) 0.0 $329k 14k 22.85
Athene Hldg Cl A 0.0 $327k 6.6k 49.55
Titan Machinery (TITN) 0.0 $327k 18k 17.97
Toro Company (TTC) 0.0 $326k 4.7k 69.36
Sap Se Spon Adr (SAP) 0.0 $324k 3.1k 104.52
Eagle Materials (EXP) 0.0 $323k 3.5k 92.29
Group 1 Automotive (GPI) 0.0 $323k 5.1k 63.33
WSFS Financial Corporation (WSFS) 0.0 $322k 7.1k 45.35
KB Home (KBH) 0.0 $321k 13k 23.96
MDU Resources (MDU) 0.0 $320k 12k 26.23
Itron (ITRI) 0.0 $318k 4.7k 67.66
Tal Ed Group Ads Repstg Com (TAL) 0.0 $318k 2.6k 122.31
Zoetis Cl A (ZTS) 0.0 $318k 5.1k 62.35
Coca-Cola Company (KO) 0.0 $318k 7.1k 44.79
Veeco Instruments (VECO) 0.0 $317k 11k 27.81
Alon USA Energy 0.0 $313k 24k 13.32
Blucora 0.0 $312k 15k 21.22
Viacom CL B 0.0 $309k 9.2k 33.59
Gap (GAP) 0.0 $308k 14k 22.00
Coach 0.0 $308k 6.5k 47.38
Intellia Therapeutics (NTLA) 0.0 $307k 19k 15.99
Chemed Corp Com Stk (CHE) 0.0 $307k 1.5k 204.67
American Woodmark Corporation (AMWD) 0.0 $306k 3.2k 95.62
Hubbell (HUBB) 0.0 $306k 2.7k 113.33
Coeur Mng Com New (CDE) 0.0 $305k 36k 8.59
NN (NNBR) 0.0 $302k 11k 27.45
Assured Guaranty (AGO) 0.0 $301k 7.2k 41.81
Banner Corp Com New (BANR) 0.0 $300k 5.3k 56.60
Chesapeake Utilities Corporation (CPK) 0.0 $300k 4.0k 75.00
Equinix Com Par $0.001 (EQIX) 0.0 $300k 700.00 428.57
Marathon Petroleum Corp (MPC) 0.0 $298k 5.7k 52.28
Conduent Incorporate (CNDT) 0.0 $296k 19k 15.91
Ihs Markit SHS 0.0 $295k 6.7k 44.03
Artisan Partners Asset Mgmt Cl A (APAM) 0.0 $295k 9.6k 30.73
UGI Corporation (UGI) 0.0 $295k 6.1k 48.36
Bristol Myers Squibb (BMY) 0.0 $295k 5.3k 55.66
Five Oaks Investment 0.0 $294k 60k 4.88
Ameriprise Financial (AMP) 0.0 $293k 2.3k 127.39
Walker & Dunlop (WD) 0.0 $293k 6.0k 48.83
Cohen & Steers (CNS) 0.0 $292k 7.2k 40.56
Chemours (CC) 0.0 $292k 7.7k 37.92
Midland Sts Bancorp Inc Ill (MSBI) 0.0 $292k 8.7k 33.56
Flowers Foods (FLO) 0.0 $291k 17k 17.32
United States Steel Corporation (X) 0.0 $290k 13k 22.12
SYNNEX Corporation (SNX) 0.0 $288k 2.4k 120.00
Mantech Intl Corp Cl A 0.0 $286k 6.9k 41.45
MetLife (MET) 0.0 $286k 5.2k 55.00
Sucampo Pharmaceuticals Cl A 0.0 $286k 27k 10.51
Hawaiian Holdings 0.0 $286k 6.1k 46.89
First Busey Corp Com New (BUSE) 0.0 $284k 9.7k 29.28
Lg Display Spons Adr Rep (LPL) 0.0 $284k 18k 16.05
Jacobs Engineering 0.0 $283k 5.2k 54.42
News Corp CL B (NWS) 0.0 $282k 20k 14.17
Intrexon 0.0 $282k 12k 24.10
Nomad Foods Usd Ord Shs (NOMD) 0.0 $282k 20k 14.10
Om Asset Mgmt SHS 0.0 $282k 19k 14.84
UniFirst Corporation (UNF) 0.0 $281k 2.0k 140.50
Laredo Petroleum Holdings 0.0 $281k 27k 10.52
Au Optronics Corp Sponsored Adr 0.0 $278k 61k 4.56
Intercept Pharmaceuticals In 0.0 $278k 2.3k 120.87
Chart Inds Com Par $0.01 (GTLS) 0.0 $278k 8.0k 34.75
Alexander & Baldwin (ALEX) 0.0 $277k 6.7k 41.34
FirstEnergy (FE) 0.0 $277k 9.5k 29.16
Marvell Technology Group Ord 0.0 $276k 17k 16.53
Financial Engines 0.0 $275k 7.5k 36.67
American Campus Communities 0.0 $274k 5.8k 47.24
Medidata Solutions 0.0 $274k 3.5k 78.29
Companhia Brasileira De Dist Spn Adr Pfd Cl A 0.0 $274k 14k 19.57
Oclaro Com New 0.0 $274k 29k 9.35
Fabrinet SHS (FN) 0.0 $273k 6.4k 42.66
Advanced Energy Industries (AEIS) 0.0 $272k 4.2k 64.76
Loews Corporation (L) 0.0 $271k 5.8k 46.72
Sangamo Biosciences (SGMO) 0.0 $270k 31k 8.79
Hubspot (HUBS) 0.0 $270k 4.1k 65.85
NCR Corporation (VYX) 0.0 $270k 6.6k 40.91
SLM Corporation (SLM) 0.0 $269k 23k 11.50
Bridgepoint Education 0.0 $267k 18k 14.75
Companhia De Saneamento Basi Sponsored Adr (SBS) 0.0 $266k 28k 9.53
Medtronic SHS (MDT) 0.0 $266k 3.0k 88.67
Finisar Corp Com New 0.0 $265k 10k 25.98
Loxo Oncology 0.0 $265k 3.3k 80.30
Veeva Sys Cl A Com (VEEV) 0.0 $264k 4.3k 61.40
Agnico (AEM) 0.0 $262k 5.8k 45.17
Acadia Rlty Tr Com Sh Ben Int (AKR) 0.0 $261k 9.4k 27.77
Coupa Software 0.0 $261k 9.0k 29.00
National Gen Hldgs 0.0 $260k 12k 21.14
Quality Systems 0.0 $258k 15k 17.20
CVR Energy (CVI) 0.0 $257k 12k 21.78
International Flavors & Fragrances (IFF) 0.0 $257k 1.9k 135.26
Realogy Hldgs (HOUS) 0.0 $256k 7.9k 32.41
Quantum Corp Com New 0.0 $255k 33k 7.80
Investors Real Estate Tr Sh Ben Int 0.0 $255k 41k 6.20
Workiva Com Cl A (WK) 0.0 $255k 13k 19.03
Rsp Permian 0.0 $255k 7.9k 32.28
TTM Technologies (TTMI) 0.0 $255k 15k 17.35
Cross Country Healthcare (CCRN) 0.0 $254k 20k 12.89
Northern Trust Corporation (NTRS) 0.0 $253k 2.6k 97.31
Diplomat Pharmacy 0.0 $253k 17k 14.80
Ezcorp Cl A Non Vtg (EZPW) 0.0 $253k 33k 7.71
Stmicroelectronics N V Ny Registry (STM) 0.0 $252k 18k 14.40
Tivity Health 0.0 $251k 6.3k 39.84
Outfront Media (OUT) 0.0 $250k 11k 23.15
Terex Corporation (TEX) 0.0 $248k 6.6k 37.58
Commercehub Com Ser C 0.0 $248k 14k 17.46
Guidewire Software (GWRE) 0.0 $247k 3.6k 68.61
Customers Ban (CUBI) 0.0 $246k 8.7k 28.28
United Technologies Corporation 0.0 $244k 2.0k 122.00
Lamar Advertising Cl A (LAMR) 0.0 $243k 3.3k 73.64
MarketAxess Holdings (MKTX) 0.0 $241k 1.2k 200.83
Banco Macro Sa Spon Adr B (BMA) 0.0 $240k 2.6k 92.31
Dave & Buster's Entertainmnt (PLAY) 0.0 $239k 3.6k 66.39
Benchmark Electronics (BHE) 0.0 $239k 7.4k 32.30
Briggs & Stratton Corporation 0.0 $239k 9.9k 24.14
James River Group Holdings L (JRVR) 0.0 $238k 6.0k 39.67
Cme (CME) 0.0 $238k 1.9k 125.26
Jones Lang LaSalle Incorporated (JLL) 0.0 $238k 1.9k 125.26
Guaranty Bancorp Del Com New 0.0 $237k 8.7k 27.24
Seacor Holdings 0.0 $237k 6.9k 34.35
Msg Network Cl A 0.0 $236k 11k 22.48
Adtalem Global Ed (ATGE) 0.0 $235k 6.2k 37.90
Corporate Office Pptys Tr Sh Ben Int (CDP) 0.0 $235k 6.7k 35.07
Mccormick & Co Com Non Vtg (MKC) 0.0 $234k 2.4k 97.50
Evercore Partners Class A (EVR) 0.0 $233k 3.3k 70.61
Iovance Biotherapeutics (IOVA) 0.0 $232k 32k 7.34
Eros Intl Shs New 0.0 $232k 20k 11.43
Fidelity National Information Services (FIS) 0.0 $231k 2.7k 85.56
IXYS Corporation 0.0 $230k 14k 16.43
Intl Fcstone 0.0 $230k 6.1k 37.70
Cognex Corporation (CGNX) 0.0 $229k 2.7k 84.81
Oil States International (OIS) 0.0 $228k 8.4k 27.14
CONSOL Energy 0.0 $226k 15k 14.97
AMN Healthcare Services (AMN) 0.0 $226k 5.8k 38.97
Emergent BioSolutions (EBS) 0.0 $224k 6.6k 33.94
TD Ameritrade Holding 0.0 $224k 5.2k 43.08
Seaspan Corp SHS 0.0 $222k 31k 7.14
Stericycle (SRCL) 0.0 $221k 2.9k 76.21
Norfolk Southern (NSC) 0.0 $219k 1.8k 121.67
Willdan (WLDN) 0.0 $217k 7.1k 30.56
Sunrun (RUN) 0.0 $216k 30k 7.11
Sunopta (STKL) 0.0 $216k 21k 10.19
Amc Entmt Hldgs Cl A Com 0.0 $214k 9.4k 22.77
Mitsubishi Ufj Finl Group In Sponsored Adr (MUFG) 0.0 $214k 32k 6.75
Mtge Invt Corp Com reit 0.0 $214k 11k 18.77
Wendy's/arby's Group (WEN) 0.0 $214k 14k 15.51
Daseke 0.0 $214k 19k 11.15
Consolidated Communications Holdings 0.0 $213k 9.9k 21.52
Banco Santander Brasil S A Ads Rep 1 Unit (BSBR) 0.0 $213k 28k 7.53
Broadridge Financial Solutions (BR) 0.0 $212k 2.8k 75.71
Servicenow (NOW) 0.0 $212k 2.0k 106.00
Rollins (ROL) 0.0 $212k 5.2k 40.77
Cincinnati Bell Com New 0.0 $209k 11k 19.53
Cosan Shs A 0.0 $209k 33k 6.41
Regenxbio Inc equity us cm (RGNX) 0.0 $207k 11k 19.71
Blackbaud (BLKB) 0.0 $206k 2.4k 85.83
Corecivic (CXW) 0.0 $204k 7.4k 27.57
Kaiser Aluminum Corp Com Par $0.01 (KALU) 0.0 $204k 2.3k 88.70
Rayonier (RYN) 0.0 $204k 7.1k 28.73
Sodastream International Usd Shs 0.0 $203k 3.8k 53.42
Spx Flow 0.0 $203k 5.5k 36.91
OSI Systems (OSIS) 0.0 $203k 2.7k 75.19
Viad Corp Com New (PRSU) 0.0 $203k 4.3k 47.21
California Res Corp Com New 0.0 $203k 24k 8.53
Monolithic Power Systems (MPWR) 0.0 $202k 2.1k 96.19
La-Z-Boy Incorporated (LZB) 0.0 $202k 6.2k 32.58
Bank Of Nt Butterfield&son L Shs New (NTB) 0.0 $201k 5.9k 34.07
LifePoint Hospitals 0.0 $201k 3.0k 67.00
Bmc Stk Hldgs 0.0 $201k 9.2k 21.85
Wiley John & Sons Cl A (WLY) 0.0 $200k 3.8k 52.63
Ooma (OOMA) 0.0 $198k 25k 7.98
Canada Goose Holdings Shs Sub Vtg (GOOS) 0.0 $198k 10k 19.80
Myers Industries (MYE) 0.0 $197k 11k 17.91
Innoviva (INVA) 0.0 $196k 15k 12.81
Tailored Brands 0.0 $194k 17k 11.15
Forum Energy Technolo 0.0 $193k 12k 15.56
BioCryst Pharmaceuticals (BCRX) 0.0 $192k 35k 5.55
Nci Building Sys Com New 0.0 $190k 11k 16.67
Enel Chile S A Sponsored Adr (ENIC) 0.0 $189k 34k 5.51
Casella Waste Sys Cl A (CWST) 0.0 $187k 11k 16.40
Superior Energy Services 0.0 $187k 18k 10.45
Epizyme 0.0 $187k 12k 15.08
Icici Bk Adr (IBN) 0.0 $186k 21k 8.99
Rowan Companies Shs Cl A 0.0 $185k 18k 10.22
UMH Properties (UMH) 0.0 $184k 11k 17.04
Cnh Indl N V SHS (CNH) 0.0 $184k 16k 11.36
Anglogold Ashanti Sponsored Adr 0.0 $182k 19k 9.73
KEYW Holding 0.0 $179k 19k 9.37
Extreme Networks (EXTR) 0.0 $177k 19k 9.22
InnerWorkings 0.0 $177k 15k 11.57
Inovio Pharmaceuticals Com New 0.0 $174k 22k 7.84
Scorpio Bulkers 0.0 $173k 24k 7.12
Ambev Sa Sponsored Adr (ABEV) 0.0 $170k 31k 5.50
Avadel Pharmaceuticals Sponsored Adr 0.0 $169k 15k 11.05
Chegg (CHGG) 0.0 $168k 14k 12.26
Fibria Celulose S A Sp Adr Rep Com 0.0 $167k 16k 10.18
Bgc Partners Cl A 0.0 $164k 13k 12.62
Intevac (IVAC) 0.0 $163k 15k 11.09
Fairmount Santrol Holdings 0.0 $161k 41k 3.89
D Stemline Therapeutics 0.0 $160k 17k 9.20
Aquaventure Hldgs SHS 0.0 $158k 10k 15.19
Meet 0.0 $156k 31k 5.06
Nexeo Solutions Com Shs 0.0 $154k 19k 8.28
Pixelworks Com New (PXLW) 0.0 $153k 33k 4.59
News Corp Cl A (NWSA) 0.0 $151k 11k 13.73
Midstates Pete Com Par 0.0 $151k 12k 12.69
Heritage Ins Hldgs (HRTG) 0.0 $150k 12k 13.04
Arbor Realty Trust (ABR) 0.0 $143k 17k 8.36
Glycomimetics (GLYC) 0.0 $142k 13k 11.18
Telefonica Brasil Sa Sponsored Adr 0.0 $142k 11k 13.52
Ashford Hospitality Prime In 0.0 $141k 14k 10.29
Companhia Paranaense Energ C Spon Adr Pfd 0.0 $140k 19k 7.33
Cempra 0.0 $140k 30k 4.61
Ramco-gershenson Pptys Tr Com Sh Ben Int 0.0 $133k 10k 12.91
Hudson Technologies (HDSN) 0.0 $133k 16k 8.47
Endurance Intl Group Hldgs I 0.0 $130k 16k 8.33
500 Spon Adr Rep A 0.0 $129k 12k 10.93
Star Bulk Carriers Corp Shs Par (SBLK) 0.0 $126k 13k 9.84
Silver Spring Networks 0.0 $125k 11k 11.26
Oasis Petroleum 0.0 $124k 15k 8.05
Arcos Dorados Holdings Shs Class -a - (ARCO) 0.0 $124k 17k 7.43
Cemex Sab De Cv Spon Adr New (CX) 0.0 $122k 13k 9.46
QEP Resources 0.0 $122k 12k 10.08
Enzo Biochem (ENZ) 0.0 $120k 11k 11.01
Yrc Worldwide Com Par $.01 0.0 $117k 11k 11.14
Array BioPharma 0.0 $111k 13k 8.35
Ardelyx (ARDX) 0.0 $110k 22k 5.09
Chico's FAS 0.0 $106k 11k 9.46
Black Box Corporation 0.0 $106k 12k 8.52
Costamare SHS (CMRE) 0.0 $106k 15k 7.31
ShoreTel 0.0 $102k 18k 5.83
On Deck Capital 0.0 $101k 22k 4.68
Conatus Pharmaceuticals 0.0 $100k 17k 5.75
Cymabay Therapeutics 0.0 $98k 17k 5.73
Barnes & Noble 0.0 $96k 13k 7.62
AK Steel Holding Corporation 0.0 $96k 15k 6.58
Minerva Neurosciences 0.0 $95k 11k 8.88
Mitek Sys Com New (MITK) 0.0 $92k 11k 8.44
A10 Networks (ATEN) 0.0 $85k 10k 8.42
Sigma Designs 0.0 $77k 13k 5.88
Avid Technology 0.0 $54k 10k 5.29
Sequans Communications S A Sponsored Ads 0.0 $47k 14k 3.31
Achillion Pharmaceuticals 0.0 $46k 10k 4.60