Ellington Management as of Dec. 31, 2010
Portfolio Holdings for Ellington Management
Ellington Management holds 382 positions in its portfolio as reported in the December 2010 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Ellington Financial | 14.8 | $28M | 1.3M | 22.24 | |
| Hovnanian Enterprises | 2.3 | $4.4M | 1.1M | 4.09 | |
| Potash Corp. Of Saskatchewan I | 1.5 | $2.8M | 18k | 154.83 | |
| Freeport-McMoRan Copper & Gold (FCX) | 1.1 | $2.2M | 18k | 120.11 | |
| D.R. Horton (DHI) | 1.1 | $2.0M | 169k | 11.93 | |
| Lowe's Companies (LOW) | 1.0 | $1.9M | 76k | 25.08 | |
| Oracle Corporation (ORCL) | 1.0 | $1.8M | 58k | 31.29 | |
| Chevron Corporation (CVX) | 0.9 | $1.7M | 19k | 91.26 | |
| Companhia de Bebidas das Americas | 0.8 | $1.6M | 52k | 31.03 | |
| Take-Two Interactive Software (TTWO) | 0.8 | $1.5M | 122k | 12.26 | |
| Taiwan Semiconductor Mfg (TSM) | 0.7 | $1.3M | 100k | 12.53 | |
| Rockwood Holdings | 0.7 | $1.2M | 32k | 39.11 | |
| Weatherford International Lt reg | 0.6 | $1.2M | 53k | 22.79 | |
| Hldgs (UAL) | 0.6 | $1.2M | 49k | 23.81 | |
| GATX Corporation (GATX) | 0.6 | $1.1M | 32k | 35.26 | |
| Statoil ASA | 0.6 | $1.1M | 46k | 23.76 | |
| Sotheby's | 0.6 | $1.1M | 24k | 45.04 | |
| Carlisle Companies (CSL) | 0.6 | $1.1M | 27k | 39.74 | |
| Pepsi (PEP) | 0.6 | $1.0M | 16k | 65.35 | |
| Cisco Systems (CSCO) | 0.5 | $971k | 48k | 20.23 | |
| Scholastic Corporation (SCHL) | 0.5 | $952k | 32k | 29.57 | |
| tw tele | 0.5 | $947k | 56k | 17.06 | |
| Steelcase (SCS) | 0.5 | $898k | 85k | 10.58 | |
| Electronic Arts (EA) | 0.5 | $896k | 55k | 16.38 | |
| Compass Minerals International (CMP) | 0.5 | $883k | 9.9k | 89.19 | |
| Allegiant Travel Company (ALGT) | 0.5 | $877k | 18k | 49.27 | |
| Vivo Participacoes SA | 0.5 | $851k | 26k | 32.61 | |
| Winnebago Industries (WGO) | 0.4 | $833k | 55k | 15.20 | |
| Esterline Technologies Corporation | 0.4 | $830k | 12k | 68.60 | |
| BlackRock | 0.4 | $800k | 4.2k | 190.48 | |
| Pier 1 Imports | 0.4 | $800k | 76k | 10.51 | |
| Herman Miller (MLKN) | 0.4 | $812k | 32k | 25.30 | |
| ReneSola | 0.4 | $788k | 90k | 8.74 | |
| CARBO Ceramics | 0.4 | $787k | 7.6k | 103.55 | |
| Dole Food Company | 0.4 | $782k | 58k | 13.51 | |
| Nordson Corporation (NDSN) | 0.4 | $773k | 8.4k | 92.02 | |
| Spreadtrum Communications | 0.4 | $767k | 42k | 18.39 | |
| Equinix | 0.4 | $756k | 9.3k | 81.29 | |
| Genoptix | 0.4 | $747k | 39k | 19.01 | |
| Bank of New York Mellon Corporation (BK) | 0.4 | $723k | 24k | 30.25 | |
| Hansen Natural Corporation | 0.4 | $716k | 14k | 52.26 | |
| Rambus (RMBS) | 0.4 | $721k | 35k | 20.48 | |
| Knoll | 0.4 | $692k | 41k | 16.71 | |
| NRG Energy (NRG) | 0.4 | $674k | 35k | 19.54 | |
| Discover Financial Services | 0.4 | $674k | 36k | 18.57 | |
| KBR (KBR) | 0.4 | $683k | 22k | 30.49 | |
| Macy's (M) | 0.4 | $677k | 27k | 25.26 | |
| W&T Offshore (WTI) | 0.4 | $668k | 37k | 17.86 | |
| Republic Airways Holdings | 0.4 | $681k | 93k | 7.31 | |
| RSC Holdings | 0.4 | $685k | 70k | 9.74 | |
| Quanex Building Products Corporation (NX) | 0.4 | $678k | 36k | 18.99 | |
| Amgen (AMGN) | 0.3 | $653k | 12k | 54.87 | |
| HDFC Bank (HDB) | 0.3 | $652k | 3.9k | 167.18 | |
| IntercontinentalEx.. | 0.3 | $667k | 5.6k | 119.11 | |
| Meritage Homes Corporation (MTH) | 0.3 | $666k | 30k | 22.20 | |
| Cubist Pharmaceuticals | 0.3 | $665k | 31k | 21.38 | |
| Orthofix International Nv Com Stk | 0.3 | $656k | 23k | 29.03 | |
| Cloud Peak Energy | 0.3 | $665k | 29k | 23.25 | |
| WMS Industries | 0.3 | $643k | 14k | 45.28 | |
| Encore Capital (ECPG) | 0.3 | $646k | 28k | 23.41 | |
| Bank of the Ozarks | 0.3 | $643k | 15k | 43.45 | |
| Dolby Laboratories (DLB) | 0.3 | $640k | 9.6k | 66.67 | |
| Central European Distribution | 0.3 | $640k | 28k | 22.94 | |
| iGATE Corporation | 0.3 | $641k | 33k | 19.72 | |
| Southwest Airlines (LUV) | 0.3 | $643k | 50k | 12.99 | |
| ArvinMeritor | 0.3 | $621k | 30k | 20.56 | |
| Capitol Federal Financial | 0.3 | $628k | 53k | 11.92 | |
| Nara Ban | 0.3 | $626k | 64k | 9.86 | |
| Empresa Nacional de Electricidad | 0.3 | $612k | 11k | 56.15 | |
| France Telecom SA | 0.3 | $611k | 29k | 21.07 | |
| Repsol YPF (REPYY) | 0.3 | $629k | 23k | 27.96 | |
| Navistar International Corporation | 0.3 | $620k | 11k | 57.94 | |
| Progress Software Corporation (PRGS) | 0.3 | $610k | 14k | 42.36 | |
| Hersha Hospitality Trust | 0.3 | $597k | 90k | 6.61 | |
| Companhia Energetica Minas Gerais (CIG) | 0.3 | $606k | 37k | 16.60 | |
| Diebold Incorporated | 0.3 | $577k | 18k | 32.06 | |
| Varian Medical Systems | 0.3 | $589k | 8.5k | 69.29 | |
| Tam | 0.3 | $579k | 24k | 24.33 | |
| Macerich Company (MAC) | 0.3 | $587k | 12k | 47.34 | |
| International Coal | 0.3 | $561k | 72k | 7.75 | |
| Collective Brands | 0.3 | $555k | 26k | 21.10 | |
| Parametric Technology | 0.3 | $568k | 25k | 22.54 | |
| Korea Electric Power Corporation (KEP) | 0.3 | $566k | 42k | 13.51 | |
| Intrepid Potash | 0.3 | $560k | 15k | 37.33 | |
| Myr (MYRG) | 0.3 | $571k | 27k | 20.99 | |
| Tyson Foods (TSN) | 0.3 | $541k | 31k | 17.23 | |
| RadioShack Corporation | 0.3 | $541k | 29k | 18.53 | |
| MKS Instruments (MKSI) | 0.3 | $542k | 22k | 24.52 | |
| E-House | 0.3 | $538k | 36k | 14.94 | |
| QLogic Corporation | 0.3 | $544k | 32k | 17.05 | |
| Stillwater Mining Company | 0.3 | $521k | 24k | 21.35 | |
| Mindspeed Technologies | 0.3 | $520k | 85k | 6.10 | |
| Constellation Energy | 0.3 | $509k | 17k | 30.66 | |
| Schnitzer Steel Industries (RDUS) | 0.3 | $513k | 7.7k | 66.62 | |
| Diageo (DEO) | 0.3 | $499k | 6.7k | 74.48 | |
| Accenture (ACN) | 0.3 | $509k | 11k | 48.48 | |
| ArcelorMittal | 0.3 | $507k | 13k | 38.12 | |
| Chemed Corp Com Stk (CHE) | 0.3 | $502k | 7.9k | 63.54 | |
| Georgia Gulf Corporation | 0.3 | $510k | 21k | 24.06 | |
| Hormel Foods Corporation (HRL) | 0.3 | $503k | 9.8k | 51.33 | |
| Credicorp (BAP) | 0.3 | $501k | 4.2k | 119.29 | |
| Masco Corporation (MAS) | 0.3 | $489k | 39k | 12.67 | |
| Halliburton Company (HAL) | 0.3 | $481k | 12k | 40.76 | |
| Apollo | 0.3 | $490k | 12k | 39.52 | |
| American Campus Communities | 0.3 | $483k | 15k | 31.78 | |
| Genesee & Wyoming | 0.3 | $482k | 9.1k | 52.97 | |
| OYO Geospace Corporation | 0.3 | $487k | 4.9k | 99.39 | |
| Southern Copper Corporation (SCCO) | 0.3 | $488k | 10k | 48.80 | |
| Cognizant Technology Solutions (CTSH) | 0.2 | $477k | 6.5k | 73.38 | |
| Infosys Technologies (INFY) | 0.2 | $472k | 6.2k | 76.13 | |
| Renaissance Re Holdings Ltd Cmn (RNR) | 0.2 | $465k | 7.3k | 63.70 | |
| M&T Bank Corporation (MTB) | 0.2 | $461k | 5.3k | 86.98 | |
| Regis Corporation | 0.2 | $469k | 28k | 16.57 | |
| Royal Dutch Shell | 0.2 | $461k | 6.9k | 66.81 | |
| GMX Resources | 0.2 | $472k | 85k | 5.53 | |
| Banco Bradesco SA (BBD) | 0.2 | $466k | 23k | 20.35 | |
| Nic | 0.2 | $476k | 49k | 9.71 | |
| ICICI Bank (IBN) | 0.2 | $446k | 8.8k | 50.68 | |
| Agilent Technologies Inc C ommon (A) | 0.2 | $456k | 11k | 41.45 | |
| Bally Technologies | 0.2 | $448k | 11k | 42.26 | |
| Estee Lauder Companies (EL) | 0.2 | $444k | 5.5k | 80.73 | |
| Vistaprint N V | 0.2 | $442k | 9.6k | 46.04 | |
| Homex Development | 0.2 | $453k | 13k | 33.81 | |
| Medidata Solutions | 0.2 | $459k | 19k | 23.91 | |
| Huntington Bancshares Incorporated (HBAN) | 0.2 | $439k | 64k | 6.87 | |
| ON Semiconductor (ON) | 0.2 | $426k | 43k | 9.88 | |
| Rogers Communications -cl B (RCI) | 0.2 | $427k | 12k | 34.72 | |
| SFN | 0.2 | $438k | 45k | 9.78 | |
| FMC Corporation (FMC) | 0.2 | $423k | 5.3k | 79.81 | |
| Puda Coal (PUDA) | 0.2 | $436k | 31k | 14.25 | |
| Regeneron Pharmaceuticals (REGN) | 0.2 | $406k | 12k | 32.74 | |
| Goodyear Tire & Rubber Company (GT) | 0.2 | $416k | 35k | 11.85 | |
| Procter & Gamble Company (PG) | 0.2 | $406k | 6.3k | 64.44 | |
| FLIR Systems | 0.2 | $420k | 14k | 29.79 | |
| Sapient Corporation | 0.2 | $406k | 34k | 12.12 | |
| Magma Design Automation | 0.2 | $421k | 84k | 5.01 | |
| Koppers Holdings (KOP) | 0.2 | $405k | 11k | 35.84 | |
| Questar Corporation | 0.2 | $417k | 24k | 17.45 | |
| Travelzoo | 0.2 | $405k | 9.8k | 41.33 | |
| Abb (ABBNY) | 0.2 | $419k | 19k | 22.41 | |
| Movado (MOV) | 0.2 | $420k | 26k | 16.15 | |
| Volterra Semiconductor Corporation | 0.2 | $405k | 18k | 23.14 | |
| National Health Investors (NHI) | 0.2 | $411k | 9.1k | 45.16 | |
| Coca-cola Enterprises | 0.2 | $421k | 17k | 25.06 | |
| Jones Group | 0.2 | $406k | 26k | 15.56 | |
| PNC Financial Services (PNC) | 0.2 | $401k | 6.6k | 60.76 | |
| Tele Norte Leste Participacoes SA | 0.2 | $393k | 27k | 14.72 | |
| AngloGold Ashanti | 0.2 | $389k | 7.9k | 49.24 | |
| Coinstar | 0.2 | $395k | 7.0k | 56.43 | |
| Wyndham Worldwide Corporation | 0.2 | $390k | 13k | 30.00 | |
| China Telecom Corporation | 0.2 | $403k | 7.7k | 52.34 | |
| Standard Motor Products (SMP) | 0.2 | $392k | 29k | 13.71 | |
| Nxp Semiconductors N V (NXPI) | 0.2 | $394k | 19k | 20.96 | |
| Clean Harbors (CLH) | 0.2 | $379k | 4.5k | 84.22 | |
| McKesson Corporation (MCK) | 0.2 | $380k | 5.4k | 70.37 | |
| Cascade Corporation | 0.2 | $383k | 8.1k | 47.28 | |
| GeoEye | 0.2 | $378k | 8.9k | 42.47 | |
| Hi-Tech Pharmacal | 0.2 | $372k | 15k | 24.97 | |
| GSI Commerce | 0.2 | $369k | 16k | 23.21 | |
| Aar (AIR) | 0.2 | $371k | 14k | 27.48 | |
| Applied Industrial Technologies (AIT) | 0.2 | $381k | 12k | 32.56 | |
| China Yuchai Intl (CYD) | 0.2 | $383k | 12k | 31.65 | |
| Web | 0.2 | $367k | 43k | 8.46 | |
| 7 Days Group Holdings | 0.2 | $356k | 17k | 21.32 | |
| Hologic (HOLX) | 0.2 | $350k | 19k | 18.82 | |
| Avista Corporation (AVA) | 0.2 | $356k | 16k | 22.53 | |
| Valassis Communications | 0.2 | $352k | 11k | 32.29 | |
| Callaway Golf Company (MODG) | 0.2 | $363k | 45k | 8.07 | |
| ConocoPhillips (COP) | 0.2 | $348k | 5.1k | 68.24 | |
| Pinnacle Entertainment | 0.2 | $355k | 25k | 14.03 | |
| Jabil Circuit (JBL) | 0.2 | $357k | 18k | 20.06 | |
| NetScout Systems (NTCT) | 0.2 | $362k | 16k | 23.06 | |
| Sequenom | 0.2 | $348k | 43k | 8.04 | |
| Noranda Aluminum Holding Corporation | 0.2 | $348k | 24k | 14.62 | |
| 3D Systems Corporation (DDD) | 0.2 | $353k | 11k | 31.52 | |
| Zagg | 0.2 | $363k | 48k | 7.64 | |
| Globe Specialty Metals | 0.2 | $345k | 20k | 17.08 | |
| Nuance Communications | 0.2 | $329k | 18k | 18.18 | |
| Waddell & Reed Financial | 0.2 | $329k | 9.3k | 35.38 | |
| Total (TTE) | 0.2 | $331k | 6.2k | 53.39 | |
| optionsXpress Holdings | 0.2 | $333k | 21k | 15.63 | |
| CONSOL Energy | 0.2 | $346k | 7.1k | 48.73 | |
| Modine Manufacturing (MOD) | 0.2 | $337k | 22k | 15.53 | |
| RehabCare | 0.2 | $341k | 14k | 23.68 | |
| Patriot Coal Corp | 0.2 | $347k | 18k | 19.39 | |
| Northeast Utilities System | 0.2 | $312k | 9.8k | 31.84 | |
| Cme (CME) | 0.2 | $321k | 1.0k | 321.00 | |
| Greif (GEF) | 0.2 | $322k | 5.2k | 61.92 | |
| Paychex (PAYX) | 0.2 | $315k | 10k | 30.88 | |
| ABM Industries (ABM) | 0.2 | $324k | 12k | 26.34 | |
| Life Time Fitness | 0.2 | $312k | 7.6k | 41.05 | |
| Alcoa | 0.2 | $324k | 21k | 15.43 | |
| Shinhan Financial (SHG) | 0.2 | $319k | 3.4k | 93.82 | |
| priceline.com Incorporated | 0.2 | $320k | 800.00 | 400.00 | |
| Kulicke and Soffa Industries (KLIC) | 0.2 | $327k | 45k | 7.20 | |
| GrafTech International | 0.2 | $314k | 16k | 19.87 | |
| HEICO Corporation (HEI) | 0.2 | $318k | 6.2k | 51.29 | |
| Radiant Systems | 0.2 | $322k | 17k | 19.52 | |
| Monotype Imaging Holdings | 0.2 | $321k | 29k | 11.11 | |
| ValueVision Media | 0.2 | $320k | 52k | 6.12 | |
| Buckle (BKE) | 0.2 | $310k | 8.2k | 37.80 | |
| Agrium | 0.2 | $303k | 3.3k | 91.82 | |
| International Business Machines (IBM) | 0.2 | $292k | 2.0k | 146.00 | |
| UnitedHealth (UNH) | 0.2 | $307k | 8.5k | 36.12 | |
| Oxford Industries (OXM) | 0.2 | $294k | 12k | 25.57 | |
| OmniVision Technologies | 0.2 | $297k | 10k | 29.70 | |
| Cubic Corporation | 0.2 | $307k | 6.5k | 47.23 | |
| V.F. Corporation (VFC) | 0.1 | $285k | 3.3k | 86.36 | |
| Supervalu | 0.1 | $278k | 29k | 9.65 | |
| Intel Corporation (INTC) | 0.1 | $275k | 13k | 20.99 | |
| Dollar Thrifty Automotive | 0.1 | $273k | 5.8k | 47.07 | |
| Methode Electronics (MEI) | 0.1 | $291k | 22k | 12.99 | |
| Education Realty Trust | 0.1 | $288k | 37k | 7.78 | |
| Greatbatch | 0.1 | $275k | 11k | 24.12 | |
| Vol (VLCM) | 0.1 | $289k | 15k | 18.89 | |
| ViroPharma Incorporated | 0.1 | $277k | 16k | 17.31 | |
| Companhia Siderurgica Nacional (SID) | 0.1 | $255k | 15k | 16.67 | |
| Focus Media Holding | 0.1 | $268k | 12k | 21.97 | |
| Microsoft Corporation (MSFT) | 0.1 | $262k | 9.4k | 27.87 | |
| Rli (RLI) | 0.1 | $263k | 5.0k | 52.60 | |
| Orexigen Therapeutics | 0.1 | $272k | 34k | 8.07 | |
| Lennar Corporation (LEN) | 0.1 | $272k | 15k | 18.76 | |
| Bed Bath & Beyond | 0.1 | $267k | 5.4k | 49.44 | |
| Copart (CPRT) | 0.1 | $262k | 7.0k | 37.43 | |
| HCC Insurance Holdings | 0.1 | $264k | 9.1k | 29.01 | |
| Hertz Global Holdings | 0.1 | $260k | 18k | 14.53 | |
| Marvell Technology Group | 0.1 | $254k | 14k | 18.54 | |
| DSW | 0.1 | $259k | 6.6k | 39.24 | |
| Pep Boys - Manny, Moe & Jack | 0.1 | $266k | 20k | 13.43 | |
| Cirrus Logic (CRUS) | 0.1 | $269k | 17k | 16.01 | |
| F.N.B. Corporation (FNB) | 0.1 | $271k | 28k | 9.82 | |
| FormFactor (FORM) | 0.1 | $265k | 30k | 8.89 | |
| Bronco Drilling Company (BRNC) | 0.1 | $257k | 32k | 8.01 | |
| Buffalo Wild Wings | 0.1 | $263k | 6.0k | 43.83 | |
| Navigant Consulting | 0.1 | $259k | 28k | 9.22 | |
| Mednax (MD) | 0.1 | $263k | 3.9k | 67.44 | |
| Cardtronics | 0.1 | $264k | 15k | 17.72 | |
| Endologix | 0.1 | $262k | 37k | 7.18 | |
| Mobile TeleSystems OJSC | 0.1 | $246k | 12k | 20.85 | |
| Petroleo Brasileiro SA (PBR.A) | 0.1 | $250k | 7.3k | 34.25 | |
| Interval Leisure | 0.1 | $247k | 15k | 16.14 | |
| Franklin Resources (BEN) | 0.1 | $245k | 2.2k | 111.36 | |
| Tellabs | 0.1 | $240k | 35k | 6.78 | |
| AstraZeneca (AZN) | 0.1 | $250k | 5.4k | 46.30 | |
| CEC Entertainment | 0.1 | $248k | 6.4k | 38.75 | |
| Gannett | 0.1 | $250k | 17k | 15.06 | |
| Orbital Sciences | 0.1 | $246k | 14k | 17.08 | |
| Grupo Aeroportuario del Sureste (ASR) | 0.1 | $238k | 4.2k | 56.67 | |
| Delcath Systems | 0.1 | $243k | 25k | 9.80 | |
| Perficient (PRFT) | 0.1 | $235k | 19k | 12.57 | |
| Kronos Worldwide (KRO) | 0.1 | $252k | 5.9k | 42.71 | |
| Monro Muffler Brake (MNRO) | 0.1 | $246k | 7.1k | 34.65 | |
| California Pizza Kitchen | 0.1 | $241k | 14k | 17.34 | |
| Express | 0.1 | $244k | 13k | 18.77 | |
| Higher One Holdings | 0.1 | $243k | 12k | 20.25 | |
| Kemet Corporation Cmn | 0.1 | $246k | 17k | 14.56 | |
| Melco Crown Entertainment (MLCO) | 0.1 | $225k | 35k | 6.37 | |
| Bunge | 0.1 | $222k | 3.4k | 65.29 | |
| Autodesk (ADSK) | 0.1 | $226k | 5.9k | 38.31 | |
| BJ's Wholesale Club | 0.1 | $231k | 4.8k | 48.12 | |
| Plantronics | 0.1 | $231k | 6.2k | 37.26 | |
| Ciber | 0.1 | $227k | 48k | 4.70 | |
| Acergy (ACGY) | 0.1 | $217k | 8.9k | 24.38 | |
| Thor Industries (THO) | 0.1 | $230k | 6.8k | 33.82 | |
| Domino's Pizza (DPZ) | 0.1 | $222k | 14k | 15.97 | |
| CNinsure | 0.1 | $220k | 13k | 17.32 | |
| Newport Corporation | 0.1 | $219k | 13k | 17.38 | |
| Steel Dynamics (STLD) | 0.1 | $233k | 13k | 18.35 | |
| Amedisys (AMED) | 0.1 | $218k | 6.5k | 33.54 | |
| Pioneer Drilling Company | 0.1 | $221k | 25k | 8.80 | |
| ShoreTel | 0.1 | $217k | 28k | 7.83 | |
| Dynamic Materials Corporation | 0.1 | $226k | 10k | 22.60 | |
| NxStage Medical | 0.1 | $225k | 9.1k | 24.73 | |
| Veolia Environnement (VEOEY) | 0.1 | $217k | 7.4k | 29.32 | |
| Clarcor | 0.1 | $219k | 5.1k | 42.94 | |
| EnerNOC | 0.1 | $223k | 9.3k | 23.98 | |
| Caribou Coffee Company | 0.1 | $220k | 22k | 10.05 | |
| Energy Partners | 0.1 | $229k | 15k | 14.87 | |
| Augusta Res Corp | 0.1 | $227k | 60k | 3.81 | |
| Changyou | 0.1 | $234k | 8.2k | 28.54 | |
| China North East Petroleum Hldng | 0.1 | $226k | 39k | 5.75 | |
| Colfax Corporation | 0.1 | $228k | 12k | 18.39 | |
| Hartford Financial Services (HIG) | 0.1 | $202k | 7.6k | 26.58 | |
| Leucadia National | 0.1 | $207k | 7.1k | 29.15 | |
| Shaw Communications Inc cl b conv | 0.1 | $216k | 10k | 21.39 | |
| Harsco Corporation (NVRI) | 0.1 | $201k | 7.1k | 28.31 | |
| International Game Technology | 0.1 | $212k | 12k | 17.67 | |
| Thoratec Corporation | 0.1 | $201k | 7.1k | 28.31 | |
| Matthews International Corporation (MATW) | 0.1 | $207k | 5.9k | 35.08 | |
| CVS Caremark Corporation (CVS) | 0.1 | $205k | 5.9k | 34.75 | |
| Amkor Technology (AMKR) | 0.1 | $211k | 28k | 7.43 | |
| Mindray Medical International | 0.1 | $211k | 8.0k | 26.38 | |
| Companhia Paranaense de Energia | 0.1 | $204k | 8.1k | 25.19 | |
| Exide Technologies | 0.1 | $211k | 22k | 9.42 | |
| JA Solar Holdings | 0.1 | $209k | 30k | 6.92 | |
| Horsehead Holding | 0.1 | $202k | 15k | 13.12 | |
| Oshkosh Corporation (OSK) | 0.1 | $208k | 5.9k | 35.25 | |
| CVR Energy (CVI) | 0.1 | $205k | 14k | 15.19 | |
| Helix Energy Solutions (HLX) | 0.1 | $206k | 17k | 12.12 | |
| Finish Line | 0.1 | $212k | 12k | 17.24 | |
| DG FastChannel | 0.1 | $205k | 7.1k | 28.87 | |
| Mesabi Trust (MSB) | 0.1 | $204k | 5.3k | 38.49 | |
| NN (NNBR) | 0.1 | $215k | 17k | 12.36 | |
| Power-One | 0.1 | $210k | 21k | 10.19 | |
| FSI International | 0.1 | $201k | 45k | 4.44 | |
| Biglari Holdings | 0.1 | $205k | 500.00 | 410.00 | |
| Tower Ban | 0.1 | $200k | 9.1k | 21.98 | |
| Nordion | 0.1 | $199k | 18k | 11.37 | |
| Quiksilver | 0.1 | $192k | 38k | 5.07 | |
| Sara Lee | 0.1 | $185k | 11k | 17.62 | |
| Imperial Sugar Company | 0.1 | $195k | 15k | 13.45 | |
| Cogdell Spencer | 0.1 | $188k | 32k | 5.80 | |
| Titan Machinery (TITN) | 0.1 | $192k | 10k | 19.20 | |
| Geron Corporation (GERN) | 0.1 | $186k | 36k | 5.21 | |
| Rigel Pharmaceuticals | 0.1 | $188k | 25k | 7.55 | |
| Teradyne (TER) | 0.1 | $190k | 14k | 14.07 | |
| Pharmacyclics | 0.1 | $196k | 32k | 6.11 | |
| Northern Dynasty Minerals Lt (NAK) | 0.1 | $186k | 13k | 14.31 | |
| Amarin Corporation | 0.1 | $189k | 23k | 8.18 | |
| interCLICK | 0.1 | $191k | 35k | 5.40 | |
| American Axle & Manufact. Holdings (AXL) | 0.1 | $177k | 14k | 12.92 | |
| Novatel Wireless | 0.1 | $161k | 17k | 9.53 | |
| Harvest Natural Resources | 0.1 | $176k | 15k | 12.14 | |
| Vanda Pharmaceuticals (VNDA) | 0.1 | $165k | 17k | 9.48 | |
| Heartland Payment Systems | 0.1 | $160k | 10k | 15.38 | |
| Clear Channel Outdoor Holdings | 0.1 | $162k | 12k | 14.09 | |
| Clinical Data (CLDA) | 0.1 | $167k | 11k | 15.90 | |
| Pinnacle Financial Partners (PNFP) | 0.1 | $162k | 12k | 13.61 | |
| ShengdaTech | 0.1 | $161k | 33k | 4.91 | |
| Axt (AXTI) | 0.1 | $178k | 17k | 10.47 | |
| Willbros | 0.1 | $160k | 16k | 9.82 | |
| RailAmerica | 0.1 | $176k | 14k | 12.94 | |
| MetroPCS Communications | 0.1 | $172k | 14k | 12.55 | |
| EXACT Sciences Corporation (EXAS) | 0.1 | $171k | 29k | 5.98 | |
| VirnetX Holding Corporation | 0.1 | $165k | 11k | 14.86 | |
| Suntech Power Holdings | 0.1 | $148k | 19k | 8.00 | |
| Chiquita Brands International | 0.1 | $158k | 11k | 13.98 | |
| Interpublic Group of Companies (IPG) | 0.1 | $146k | 14k | 10.66 | |
| Electronics For Imaging | 0.1 | $145k | 10k | 14.22 | |
| Cadence Design Systems (CDNS) | 0.1 | $148k | 18k | 8.27 | |
| Leap Wireless International | 0.1 | $143k | 12k | 12.33 | |
| Service Corporation International (SCI) | 0.1 | $145k | 18k | 8.24 | |
| SandRidge Energy | 0.1 | $145k | 20k | 7.36 | |
| Ashford Hospitality Trust | 0.1 | $153k | 16k | 9.68 | |
| AMR Corporation | 0.1 | $145k | 19k | 7.75 | |
| Conceptus | 0.1 | $156k | 11k | 13.81 | |
| US Airways | 0.1 | $144k | 14k | 10.00 | |
| Insight Enterprises (NSIT) | 0.1 | $157k | 12k | 13.19 | |
| VAALCO Energy (EGY) | 0.1 | $144k | 20k | 7.20 | |
| Flextronics International Ltd Com Stk (FLEX) | 0.1 | $147k | 19k | 7.86 | |
| Celera Corporation | 0.1 | $151k | 24k | 6.32 | |
| Harmony Gold Mining (HMY) | 0.1 | $146k | 12k | 12.59 | |
| SWS | 0.1 | $141k | 28k | 5.07 | |
| General Moly Inc Com Stk | 0.1 | $149k | 23k | 6.51 | |
| Precision Drilling Corporation | 0.1 | $155k | 16k | 9.69 | |
| Spectrum Pharmaceuticals | 0.1 | $142k | 21k | 6.93 | |
| Retail Opportunity Investments | 0.1 | $144k | 15k | 9.93 | |
| Genon Energy | 0.1 | $145k | 38k | 3.83 | |
| Multimedia Games | 0.1 | $131k | 23k | 5.60 | |
| Dean Foods Company | 0.1 | $127k | 14k | 8.82 | |
| Atmel Corporation | 0.1 | $127k | 10k | 12.33 | |
| InfoSpace | 0.1 | $127k | 15k | 8.36 | |
| SurModics (SRDX) | 0.1 | $139k | 12k | 11.88 | |
| Savient Pharmaceuticals | 0.1 | $129k | 12k | 11.12 | |
| Clearwire Corporation | 0.1 | $131k | 25k | 5.16 | |
| EnergySolutions | 0.1 | $126k | 23k | 5.60 | |
| Cbiz (CBZ) | 0.1 | $109k | 17k | 6.26 | |
| TFS Financial Corporation (TFSL) | 0.1 | $104k | 12k | 9.04 | |
| Telestone Technologies Corporation (TSTC) | 0.1 | $120k | 11k | 10.71 | |
| La-Z-Boy Incorporated (LZB) | 0.1 | $97k | 11k | 9.07 | |
| Photronics (PLAB) | 0.1 | $91k | 15k | 5.95 | |
| Belo | 0.1 | $102k | 14k | 7.08 | |
| Key (KEY) | 0.1 | $89k | 10k | 8.90 | |
| Lawson Software | 0.1 | $101k | 11k | 9.27 | |
| Abiomed | 0.1 | $103k | 11k | 9.72 | |
| Orbitz Worldwide | 0.1 | $103k | 19k | 5.57 | |
| Halozyme Therapeutics (HALO) | 0.1 | $91k | 12k | 7.91 | |
| Support | 0.1 | $101k | 16k | 6.52 | |
| Seahawk Drilling | 0.1 | $101k | 11k | 9.02 | |
| China Security & Surveillance Tech | 0.0 | $79k | 15k | 5.37 | |
| Polymet Mining Corp | 0.0 | $83k | 35k | 2.39 | |
| KB Home (KBH) | 0.0 | $10k | 500k | 0.02 |