Ellington Management Group

Ellington Management as of June 30, 2011

Portfolio Holdings for Ellington Management

Ellington Management holds 549 positions in its portfolio as reported in the June 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ellington Financial 10.9 $55M 2.6M 21.05
H&R Block (HRB) 0.9 $4.5M 280k 16.04
Kronos Worldwide (KRO) 0.8 $3.8M 121k 31.45
BP (BP) 0.7 $3.3M 76k 44.29
Cosan Ltd shs a 0.7 $3.3M 266k 12.29
Hanesbrands (HBI) 0.6 $3.2M 113k 28.55
OmniVision Technologies 0.6 $3.2M 91k 34.81
Dolby Laboratories (DLB) 0.6 $3.1M 72k 42.45
NRG Energy (NRG) 0.6 $3.0M 123k 24.58
US Airways 0.6 $3.0M 340k 8.91
Discover Financial Services 0.6 $3.0M 111k 26.75
Nike (NKE) 0.6 $2.9M 33k 89.97
Marvell Technology Group 0.6 $2.9M 198k 14.76
Actuant Corporation 0.5 $2.7M 101k 26.83
China Petroleum & Chemical 0.5 $2.7M 26k 101.44
Hess (HES) 0.5 $2.7M 36k 74.75
Vera Bradley (VRA) 0.5 $2.6M 68k 38.20
eBay (EBAY) 0.5 $2.4M 74k 32.27
Bed Bath & Beyond 0.5 $2.3M 40k 58.36
Vodafone 0.5 $2.3M 88k 26.72
Group 1 Automotive (GPI) 0.5 $2.3M 57k 41.18
Silver Standard Res 0.5 $2.3M 88k 26.69
McMoRan Exploration 0.5 $2.2M 122k 18.48
Brown-Forman Corporation (BF.B) 0.4 $2.2M 29k 74.69
Cirrus Logic (CRUS) 0.4 $2.2M 140k 15.90
Hartford Financial Services (HIG) 0.4 $2.2M 83k 26.38
Lexington Realty Trust (LXP) 0.4 $2.1M 234k 9.13
Trina Solar 0.4 $2.2M 97k 22.41
Precision Drilling Corporation 0.4 $2.1M 150k 14.36
Nordson Corporation (NDSN) 0.4 $2.1M 39k 54.85
Robbins & Myers 0.4 $2.1M 40k 52.85
AVEO Pharmaceuticals 0.4 $2.1M 103k 20.61
Vimpel 0.4 $2.1M 162k 12.76
Energen Corporation 0.4 $2.1M 36k 56.51
Lindsay Corporation (LNN) 0.4 $2.0M 30k 68.81
Omega Healthcare Investors (OHI) 0.4 $2.0M 96k 21.01
FedEx Corporation (FDX) 0.4 $1.9M 20k 94.85
AES Corporation (AES) 0.4 $2.0M 154k 12.74
International Rectifier Corporation 0.4 $1.9M 69k 27.97
La-Z-Boy Incorporated (LZB) 0.4 $1.9M 194k 9.87
Wyndham Worldwide Corporation 0.4 $1.9M 57k 33.66
NetScout Systems (NTCT) 0.4 $1.9M 92k 20.89
Exxon Mobil Corporation (XOM) 0.4 $1.9M 23k 81.36
Autoliv (ALV) 0.4 $1.9M 24k 78.45
Hecla Mining Company (HL) 0.4 $1.8M 239k 7.69
Public Storage (PSA) 0.4 $1.8M 16k 114.01
Apple (AAPL) 0.4 $1.8M 5.4k 335.74
Cabela's Incorporated 0.3 $1.8M 65k 27.14
Amarin Corporation 0.3 $1.7M 119k 14.43
First Republic Bank/san F (FRCB) 0.3 $1.7M 54k 32.28
Melco Crown Entertainment (MLCO) 0.3 $1.7M 130k 12.77
Compuware Corporation 0.3 $1.6M 168k 9.76
Liberty Media 0.3 $1.7M 19k 85.77
Mbia (MBI) 0.3 $1.6M 188k 8.69
Delta Air Lines (DAL) 0.3 $1.7M 183k 9.17
Citigroup (C) 0.3 $1.7M 40k 41.64
Novartis (NVS) 0.3 $1.6M 27k 61.09
Siemens (SIEGY) 0.3 $1.6M 12k 137.54
Navistar International Corporation 0.3 $1.6M 29k 56.46
LG Display (LPL) 0.3 $1.6M 112k 14.05
Monsanto Company 0.3 $1.5M 21k 72.55
Herman Miller (MLKN) 0.3 $1.5M 57k 27.22
Men's Wearhouse 0.3 $1.6M 46k 33.71
WMS Industries 0.3 $1.5M 50k 30.72
Rex Energy Corporation 0.3 $1.6M 154k 10.27
Diamond Offshore Drilling 0.3 $1.5M 22k 70.41
Nordstrom 0.3 $1.5M 32k 46.95
Pan American Silver Corp Can (PAAS) 0.3 $1.5M 49k 30.89
Oxford Industries (OXM) 0.3 $1.5M 44k 33.76
Finish Line 0.3 $1.4M 67k 21.41
H.B. Fuller Company (FUL) 0.3 $1.5M 60k 24.42
Thoratec Corporation 0.3 $1.4M 43k 32.82
Forest City Enterprises 0.3 $1.4M 76k 18.66
Align Technology (ALGN) 0.3 $1.4M 62k 22.80
NuVasive 0.3 $1.4M 42k 32.89
Basic Energy Services 0.3 $1.4M 45k 31.48
SuccessFactors 0.3 $1.4M 48k 29.40
Broadcom Corporation 0.3 $1.4M 40k 33.63
Enersis 0.3 $1.4M 59k 23.10
OYO Geospace Corporation 0.3 $1.4M 14k 100.00
Nanometrics Incorporated 0.3 $1.4M 72k 18.98
Ferro Corporation 0.3 $1.3M 97k 13.44
Korn/Ferry International (KFY) 0.3 $1.3M 59k 21.99
MIPS Technologies 0.3 $1.3M 186k 6.91
Hldgs (UAL) 0.3 $1.3M 57k 22.63
Accuride Corporation 0.3 $1.3M 102k 12.63
MasterCard Incorporated (MA) 0.2 $1.2M 4.1k 301.22
Gold Fields (GFI) 0.2 $1.2M 85k 14.59
PerkinElmer (RVTY) 0.2 $1.2M 46k 26.91
Silicon Graphics International 0.2 $1.3M 74k 17.20
Chevron Corporation (CVX) 0.2 $1.2M 12k 102.88
Partner Re 0.2 $1.2M 17k 68.84
Smithfield Foods 0.2 $1.2M 55k 21.87
Ez (EZPW) 0.2 $1.2M 33k 35.57
Copa Holdings Sa-class A (CPA) 0.2 $1.2M 18k 66.74
Tanger Factory Outlet Centers (SKT) 0.2 $1.2M 44k 26.76
Hyatt Hotels Corporation (H) 0.2 $1.2M 30k 40.81
Pilgrim's Pride Corporation (PPC) 0.2 $1.2M 225k 5.41
Xl Group 0.2 $1.2M 54k 21.99
Chelsea Therapeutics International 0.2 $1.2M 233k 5.10
Expeditors International of Washington (EXPD) 0.2 $1.1M 22k 51.18
Best Buy (BBY) 0.2 $1.1M 36k 31.42
Avista Corporation (AVA) 0.2 $1.2M 46k 25.70
Tele Norte Leste Participacoes SA 0.2 $1.1M 73k 15.55
Arch Capital Group (ACGL) 0.2 $1.2M 37k 31.92
Cascade Corporation 0.2 $1.1M 24k 47.55
Health Net 0.2 $1.2M 36k 32.09
Lumber Liquidators Holdings 0.2 $1.1M 44k 25.40
Baidu (BIDU) 0.2 $1.1M 7.9k 140.13
Comtech Telecomm (CMTL) 0.2 $1.1M 39k 28.05
Stone Energy Corporation 0.2 $1.1M 37k 30.38
Terex Corporation (TEX) 0.2 $1.1M 38k 28.46
Goodrich Petroleum Corporation 0.2 $1.1M 60k 18.41
BRF Brasil Foods SA 0.2 $1.1M 63k 17.33
QEP Resources 0.2 $1.1M 26k 41.83
Lear Corporation (LEA) 0.2 $1.0M 19k 53.47
Total System Services 0.2 $1.1M 57k 18.57
Lincoln National Corporation (LNC) 0.2 $1.0M 37k 28.48
Legg Mason 0.2 $1.0M 32k 32.76
CapitalSource 0.2 $1.1M 166k 6.45
IAC/InterActive 0.2 $1.0M 28k 38.18
NYSE Euronext 0.2 $1.1M 31k 34.27
Sherwin-Williams Company (SHW) 0.2 $1.1M 13k 83.89
Molson Coors Brewing Company (TAP) 0.2 $1.0M 23k 44.74
Cabot Corporation (CBT) 0.2 $1.0M 26k 39.89
Regions Financial Corporation (RF) 0.2 $1.1M 169k 6.20
Western Digital (WDC) 0.2 $1.1M 29k 36.37
Whirlpool Corporation (WHR) 0.2 $1.0M 13k 81.32
Manitowoc Company 0.2 $1.1M 64k 16.83
Plantronics 0.2 $1.1M 29k 36.54
Eastman Chemical Company (EMN) 0.2 $1.1M 10k 102.04
AstraZeneca (AZN) 0.2 $1.1M 21k 50.05
AGCO Corporation (AGCO) 0.2 $1.1M 21k 49.34
Schlumberger (SLB) 0.2 $1.1M 12k 86.42
Regal Entertainment 0.2 $1.1M 87k 12.35
Dr Pepper Snapple 0.2 $1.1M 25k 41.91
Forest Laboratories 0.2 $1.0M 27k 39.32
NII Holdings 0.2 $1.1M 25k 42.37
TRW Automotive Holdings 0.2 $1.1M 18k 59.05
Medicis Pharmaceutical Corporation 0.2 $1.0M 27k 38.17
Sonic Automotive (SAH) 0.2 $1.0M 70k 14.65
Cheesecake Factory Incorporated (CAKE) 0.2 $1.0M 33k 31.36
Alliant Energy Corporation (LNT) 0.2 $1.0M 26k 40.66
Southwest Airlines (LUV) 0.2 $1.0M 91k 11.42
Rowan Companies 0.2 $1.1M 27k 38.83
Questar Corporation 0.2 $1.0M 58k 17.70
Ternium (TX) 0.2 $1.0M 35k 29.54
Alexion Pharmaceuticals 0.2 $1.0M 22k 47.03
Ashland 0.2 $1.0M 16k 64.63
Cheniere Energy (LNG) 0.2 $1.1M 116k 9.16
United States Steel Corporation 0.2 $1.0M 23k 46.04
National Fuel Gas (NFG) 0.2 $1.0M 14k 72.78
Scotts Miracle-Gro Company (SMG) 0.2 $1.0M 20k 51.29
Ariad Pharmaceuticals 0.2 $1.0M 92k 11.33
Centrais Eletricas Brasileiras SA (EBR.B) 0.2 $1.0M 61k 17.14
Coca-cola Enterprises 0.2 $1.0M 36k 29.18
Motorola Mobility Holdings 0.2 $1.0M 47k 22.03
Ann 0.2 $1.1M 40k 26.10
Ansys (ANSS) 0.2 $1.0M 19k 54.65
Western Union Company (WU) 0.2 $985k 49k 20.02
Pfizer (PFE) 0.2 $1.0M 49k 20.60
DENTSPLY International 0.2 $982k 26k 38.06
KBR (KBR) 0.2 $1.0M 27k 37.70
Deluxe Corporation (DLX) 0.2 $1.0M 41k 24.72
Cyberonics 0.2 $992k 36k 27.94
Akorn 0.2 $989k 141k 7.00
Five Star Quality Care 0.2 $981k 169k 5.81
Republic Airways Holdings 0.2 $1.0M 186k 5.46
Clearwire Corporation 0.2 $998k 264k 3.78
Optimer Pharmaceuticals 0.2 $980k 82k 11.89
Liberty Media 0.2 $956k 13k 75.28
Petroleo Brasileiro SA (PBR.A) 0.2 $933k 30k 30.69
Microsoft Corporation (MSFT) 0.2 $936k 36k 26.00
Sony Corporation (SONY) 0.2 $945k 36k 26.40
Kraft Foods 0.2 $958k 27k 35.22
Steelcase (SCS) 0.2 $975k 86k 11.39
Interpublic Group of Companies (IPG) 0.2 $936k 75k 12.50
VCA Antech 0.2 $962k 45k 21.19
SL Green Realty 0.2 $961k 12k 82.84
Hospitality Properties Trust 0.2 $955k 39k 24.24
HEICO Corporation (HEI) 0.2 $952k 17k 54.71
Worthington Industries (WOR) 0.2 $954k 41k 23.10
DG FastChannel 0.2 $971k 30k 32.05
Mercer International (MERC) 0.2 $972k 96k 10.08
Patriot Coal Corp 0.2 $953k 43k 22.27
iSoftStone Holdings 0.2 $969k 63k 15.31
Youku 0.2 $976k 28k 34.37
Mobile TeleSystems OJSC 0.2 $886k 47k 19.01
Coca-Cola FEMSA, S.A.B. de C.V. (KOF) 0.2 $884k 9.5k 93.05
Dick's Sporting Goods (DKS) 0.2 $911k 24k 38.44
Forest Oil Corporation 0.2 $921k 35k 26.70
Arbitron 0.2 $905k 22k 41.32
Valero Energy Corporation (VLO) 0.2 $903k 35k 25.58
Ciber 0.2 $881k 159k 5.55
Applied Materials (AMAT) 0.2 $887k 68k 13.01
BGC Partners 0.2 $921k 119k 7.73
Companhia Paranaense de Energia 0.2 $926k 34k 27.16
Zions Bancorporation (ZION) 0.2 $927k 39k 24.02
Starwood Hotels & Resorts Worldwide 0.2 $902k 16k 56.02
Salix Pharmaceuticals 0.2 $900k 23k 39.82
Superior Industries International (SSUP) 0.2 $900k 41k 22.11
Titan Machinery (TITN) 0.2 $924k 32k 28.79
AK Steel Holding Corporation 0.2 $883k 56k 15.77
British American Tobac (BTI) 0.2 $924k 11k 88.00
Capella Education Company 0.2 $925k 22k 41.86
URS Corporation 0.2 $904k 20k 44.75
Range Resources (RRC) 0.2 $877k 16k 55.51
PetroQuest Energy 0.2 $857k 122k 7.02
Holly Corporation 0.2 $874k 13k 69.37
Nektar Therapeutics 0.2 $857k 118k 7.27
Merit Medical Systems (MMSI) 0.2 $877k 49k 17.97
Susquehanna Bancshares 0.2 $829k 104k 8.00
AU Optronics 0.2 $812k 118k 6.88
Family Dollar Stores 0.2 $825k 16k 52.55
Supervalu 0.2 $825k 88k 9.41
Exterran Holdings 0.2 $807k 41k 19.83
Intermec 0.2 $778k 71k 11.04
Liberty Global 0.2 $824k 19k 42.69
News Corporation 0.2 $820k 46k 17.71
CB Richard Ellis 0.2 $793k 32k 25.09
DepoMed 0.2 $807k 99k 8.18
Pennsylvania R.E.I.T. 0.2 $787k 50k 15.71
Telecomunicacoes de Sao Paulo SA 0.2 $787k 27k 29.70
Canadian Solar (CSIQ) 0.2 $811k 71k 11.50
CVR Energy (CVI) 0.2 $800k 33k 24.62
FARO Technologies (FARO) 0.2 $819k 19k 43.80
Iconix Brand 0.2 $801k 33k 24.20
Applied Micro Circuits Corporation 0.2 $795k 90k 8.86
AsiaInfo-Linkage 0.2 $825k 50k 16.57
McDermott International 0.2 $806k 41k 19.80
Mitcham Industries 0.2 $815k 47k 17.30
Sunstone Hotel Investors (SHO) 0.2 $802k 87k 9.27
Limelight Networks 0.2 $802k 176k 4.56
SciClone Pharmaceuticals 0.2 $794k 132k 6.04
Spectrum Pharmaceuticals 0.2 $803k 87k 9.26
Body Central Acquisition Corporation 0.2 $824k 35k 23.54
Primo Water Corporation 0.2 $791k 55k 14.38
Visteon Corporation (VC) 0.2 $814k 12k 68.40
Packaging Corporation of America (PKG) 0.1 $770k 28k 28.00
Genworth Financial (GNW) 0.1 $741k 72k 10.28
Nucor Corporation (NUE) 0.1 $775k 19k 41.22
Entegris (ENTG) 0.1 $739k 73k 10.12
Cato Corporation (CATO) 0.1 $740k 26k 28.79
Agrium 0.1 $728k 8.3k 87.71
CIGNA Corporation 0.1 $751k 15k 51.44
Ford Motor Company (F) 0.1 $760k 55k 13.79
FactSet Research Systems (FDS) 0.1 $757k 7.4k 102.30
Paccar (PCAR) 0.1 $761k 15k 51.07
AeroVironment (AVAV) 0.1 $753k 21k 35.35
Community Health Systems (CYH) 0.1 $755k 29k 25.68
Coeur d'Alene Mines Corporation (CDE) 0.1 $774k 32k 24.26
RF Micro Devices 0.1 $766k 125k 6.12
Standard Microsystems Corporation 0.1 $775k 29k 27.00
Talisman Energy Inc Com Stk 0.1 $775k 38k 20.50
Allegiant Travel Company (ALGT) 0.1 $743k 15k 49.53
QuinStreet (QNST) 0.1 $733k 57k 12.97
Fresh Market 0.1 $762k 20k 38.68
Zagg 0.1 $765k 57k 13.40
Banco Santander (BSBR) 0.1 $714k 61k 11.70
Fomento Economico Mexicano SAB (FMX) 0.1 $705k 11k 66.51
Pall Corporation 0.1 $692k 12k 56.26
Foot Locker 0.1 $684k 29k 23.75
Ruby Tuesday 0.1 $682k 63k 10.77
SkyWest (SKYW) 0.1 $705k 47k 15.06
ArthroCare Corporation 0.1 $693k 21k 33.48
Ultrapar Participacoes SA (UGP) 0.1 $684k 38k 18.14
Corn Products International 0.1 $697k 13k 55.32
Electro Scientific Industries 0.1 $712k 37k 19.30
Deckers Outdoor Corporation (DECK) 0.1 $687k 7.8k 88.08
F.N.B. Corporation (FNB) 0.1 $685k 66k 10.35
Provident Financial Services (PFS) 0.1 $703k 49k 14.32
EastGroup Properties (EGP) 0.1 $697k 16k 42.50
SYNNEX Corporation (SNX) 0.1 $701k 22k 31.72
MedAssets 0.1 $712k 53k 13.36
Nxp Semiconductors N V (NXPI) 0.1 $698k 26k 26.74
Zebra Technologies (ZBRA) 0.1 $662k 16k 42.17
Kroger (KR) 0.1 $657k 27k 24.79
ZOLL Medical Corporation 0.1 $674k 12k 56.64
Xcel Energy (XEL) 0.1 $663k 27k 24.29
Research In Motion 0.1 $675k 23k 28.85
Amdocs Ltd ord (DOX) 0.1 $647k 21k 30.38
Kelly Services (KELYA) 0.1 $655k 40k 16.50
Associated Estates Realty Corporation 0.1 $674k 42k 16.24
Medifast (MED) 0.1 $641k 27k 23.74
First Financial Bankshares (FFIN) 0.1 $648k 19k 34.47
hhgregg (HGGG) 0.1 $650k 49k 13.40
Anixter International 0.1 $673k 10k 65.34
Universal Stainless & Alloy Products (USAP) 0.1 $645k 14k 46.74
Kratos Defense & Security Solutions (KTOS) 0.1 $660k 54k 12.15
Companhia de Bebidas das Americas 0.1 $611k 18k 33.76
Philippine Long Distance Telephone 0.1 $584k 11k 54.07
International Business Machines (IBM) 0.1 $618k 3.6k 171.67
Encore Capital (ECPG) 0.1 $621k 20k 30.74
Discovery Communications 0.1 $588k 16k 36.52
Energy Xxi 0.1 $605k 18k 33.24
51job 0.1 $617k 11k 56.09
Zimmer Holdings (ZBH) 0.1 $619k 9.8k 63.16
Tesoro Corporation 0.1 $591k 26k 22.91
Brightpoint 0.1 $588k 73k 8.11
Cogent Communications (CCOI) 0.1 $624k 37k 17.00
Nabi Biopharmaceuticals 0.1 $604k 112k 5.38
Telecom Italia S.p.A. (TIIAY) 0.1 $613k 44k 13.90
Wabash National Corporation (WNC) 0.1 $589k 63k 9.36
Agilysys (AGYS) 0.1 $596k 72k 8.34
Flextronics International Ltd Com Stk (FLEX) 0.1 $595k 93k 6.42
Medicines Company 0.1 $626k 38k 16.52
Atmos Energy Corporation (ATO) 0.1 $602k 18k 33.26
JDS Uniphase Corporation 0.1 $605k 36k 16.67
Landauer 0.1 $579k 9.4k 61.60
Rubicon Technology 0.1 $587k 35k 16.87
ScanSource (SCSC) 0.1 $588k 16k 37.45
Foster Wheeler Ltd Com Stk 0.1 $598k 20k 30.36
PS Business Parks 0.1 $606k 11k 55.09
Pentair 0.1 $593k 15k 40.34
Allegheny Technologies Incorporated (ATI) 0.1 $590k 9.3k 63.44
Signet Jewelers (SIG) 0.1 $594k 13k 46.77
KAR Auction Services (KAR) 0.1 $613k 32k 18.92
GulfMark Offshore 0.1 $610k 14k 44.20
EXACT Sciences Corporation (EXAS) 0.1 $596k 69k 8.60
Camelot Information Systems 0.1 $610k 41k 14.95
D Golden Minerals 0.1 $603k 34k 17.79
Glu Mobile 0.1 $603k 114k 5.27
Biolase Technology 0.1 $602k 117k 5.14
Joy Global 0.1 $543k 5.7k 95.26
Commercial Metals Company (CMC) 0.1 $550k 38k 14.36
Campbell Soup Company (CPB) 0.1 $546k 16k 34.56
Humana (HUM) 0.1 $556k 6.9k 80.58
Hibbett Sports (HIBB) 0.1 $550k 14k 40.74
Hill International 0.1 $553k 96k 5.76
VeriFone Systems 0.1 $577k 13k 44.38
Applied Industrial Technologies (AIT) 0.1 $541k 15k 35.59
Veno 0.1 $555k 44k 12.73
PAETEC Holding 0.1 $543k 113k 4.79
Acadia Realty Trust (AKR) 0.1 $565k 28k 20.32
Aegerion Pharmaceuticals 0.1 $528k 34k 15.76
Maiden Holdings 0.1 $541k 60k 9.09
Meritor 0.1 $528k 33k 16.05
Gol Linhas Aereas Inteligentes SA 0.1 $495k 41k 12.16
Analog Devices (ADI) 0.1 $524k 13k 39.10
PG&E Corporation (PCG) 0.1 $513k 12k 42.05
Alliance Data Systems Corporation (BFH) 0.1 $489k 5.2k 94.04
Hub (HUBG) 0.1 $505k 13k 37.69
Activision Blizzard 0.1 $523k 45k 11.67
Consolidated Graphics 0.1 $506k 9.2k 55.00
Air Methods Corporation 0.1 $508k 6.8k 74.71
Community Bank System (CBU) 0.1 $491k 20k 24.80
Delek US Holdings 0.1 $507k 32k 15.70
Hormel Foods Corporation (HRL) 0.1 $480k 16k 29.81
Alliant Techsystems 0.1 $506k 7.1k 71.27
Allete (ALE) 0.1 $513k 13k 41.04
Lions Gate Entertainment 0.1 $495k 75k 6.62
VanceInfo Technologies 0.1 $515k 22k 23.09
Nielsen Holdings Nv 0.1 $477k 15k 31.18
Albany International (AIN) 0.1 $438k 17k 26.39
ConAgra Foods (CAG) 0.1 $439k 17k 25.82
Meredith Corporation 0.1 $433k 14k 31.15
Imperial Sugar Company 0.1 $450k 23k 20.00
Cbeyond 0.1 $470k 36k 13.20
Micrel, Incorporated 0.1 $475k 45k 10.58
Sirona Dental Systems 0.1 $435k 8.2k 53.05
Banco Itau Holding Financeira (ITUB) 0.1 $429k 18k 23.57
Parametric Technology 0.1 $463k 20k 22.92
Spreadtrum Communications 0.1 $435k 28k 15.76
Arch Chemicals 0.1 $441k 13k 34.45
Monolithic Power Systems (MPWR) 0.1 $446k 29k 15.43
Clarcor 0.1 $449k 9.5k 47.26
Huron Consulting (HURN) 0.1 $474k 16k 30.19
Corporate Office Properties Trust (CDP) 0.1 $467k 15k 31.13
Keynote Systems 0.1 $435k 20k 21.64
Oclaro 0.1 $439k 65k 6.71
Swift Transportation Company 0.1 $440k 33k 13.54
Servicesource 0.1 $429k 19k 22.23
PHH Corporation 0.1 $396k 19k 20.52
Career Education 0.1 $419k 20k 21.16
3M Company (MMM) 0.1 $389k 4.1k 94.88
Avnet (AVT) 0.1 $405k 13k 31.89
Boise 0.1 $383k 49k 7.78
WuXi PharmaTech 0.1 $378k 22k 17.58
Griffon Corporation (GFF) 0.1 $379k 38k 10.08
Education Realty Trust 0.1 $410k 48k 8.58
Modine Manufacturing (MOD) 0.1 $403k 26k 15.38
Northern Oil & Gas 0.1 $414k 19k 22.14
Asml Holding Nv Adr depository receipts 0.1 $388k 11k 36.95
SureWest Communications 0.1 $396k 24k 16.71
Ensign (ENSG) 0.1 $422k 14k 30.36
National Penn Bancshares 0.1 $383k 48k 7.93
Nabors Industries 0.1 $416k 17k 24.62
Ltx Credence Corporation 0.1 $421k 47k 8.94
HiSoft Technology International (HSFT) 0.1 $385k 26k 14.64
China Ming Yang Wind Power 0.1 $386k 61k 6.29
Procera Networks 0.1 $425k 40k 10.73
INC/TN shares Miller Energy 0.1 $418k 65k 6.40
Bunge 0.1 $365k 5.3k 68.87
Arch Coal 0.1 $368k 14k 26.67
Weight Watchers International 0.1 $362k 4.8k 75.42
Molex Incorporated 0.1 $346k 16k 21.49
Grupo Aeroportuario del Pacifi (PAC) 0.1 $360k 8.8k 40.91
East West Ban (EWBC) 0.1 $327k 16k 20.19
Enbridge Energy Management 0.1 $343k 11k 30.90
Alpha Natural Resources 0.1 $341k 7.5k 45.47
Hawaiian Holdings 0.1 $370k 65k 5.70
Fushi Copperweld 0.1 $332k 58k 5.72
Integrated Silicon Solution 0.1 $333k 34k 9.68
JAKKS Pacific 0.1 $359k 20k 18.41
Sauer-Danfoss 0.1 $373k 7.4k 50.41
Amer (UHAL) 0.1 $337k 3.5k 96.29
Koppers Holdings (KOP) 0.1 $341k 9.0k 37.89
OPNET Technologies 0.1 $344k 8.4k 40.95
USANA Health Sciences (USNA) 0.1 $353k 11k 31.24
United Therapeutics Corporation (UTHR) 0.1 $342k 6.2k 55.16
Equity Lifestyle Properties (ELS) 0.1 $350k 5.6k 62.50
Aixtron 0.1 $375k 11k 34.09
Citi Trends (CTRN) 0.1 $359k 24k 15.08
Flotek Industries 0.1 $356k 42k 8.52
Hurco Companies (HURC) 0.1 $332k 10k 32.23
Clearwater Paper (CLW) 0.1 $335k 4.9k 68.37
Myr (MYRG) 0.1 $356k 15k 23.42
Insulet Corporation (PODD) 0.1 $375k 17k 22.19
OpenTable 0.1 $349k 4.2k 83.10
Amtech Systems (ASYS) 0.1 $374k 18k 20.66
Sabra Health Care REIT (SBRA) 0.1 $348k 21k 16.73
NetSpend Holdings 0.1 $368k 37k 10.00
Cooper Companies 0.1 $285k 3.6k 79.17
United Stationers 0.1 $291k 8.2k 35.49
Mohawk Industries (MHK) 0.1 $288k 4.8k 60.00
Hersha Hospitality Trust 0.1 $295k 53k 5.57
Virtusa Corporation 0.1 $279k 15k 18.98
America's Car-Mart (CRMT) 0.1 $284k 8.6k 33.02
Bob Evans Farms 0.1 $322k 9.2k 35.00
Dawson Geophysical Company 0.1 $280k 8.2k 34.15
Merge Healthcare 0.1 $293k 56k 5.20
PROS Holdings (PRO) 0.1 $282k 16k 17.52
Dynegy 0.1 $284k 46k 6.20
Brandywine Realty Trust (BDN) 0.1 $282k 24k 11.60
Complete Genomics 0.1 $315k 21k 15.29
NVIDIA Corporation (NVDA) 0.1 $269k 17k 15.92
Pharmaceutical Product Development 0.1 $231k 8.6k 26.86
RadioShack Corporation 0.1 $252k 19k 13.33
Domtar Corp 0.1 $275k 2.9k 94.83
Panasonic Corporation 0.1 $234k 19k 12.25
Dillard's (DDS) 0.1 $266k 5.1k 52.16
priceline.com Incorporated 0.1 $256k 500.00 512.00
Center Financial Corporation 0.1 $256k 40k 6.35
Tibco Software 0.1 $232k 8.0k 29.00
Clean Energy Fuels (CLNE) 0.1 $227k 17k 13.12
InterNAP Network Services 0.1 $230k 31k 7.35
ArQule 0.1 $248k 40k 6.25
Interactive Intelligence 0.1 $249k 7.1k 35.07
Oriental Financial 0.1 $241k 19k 12.89
ShoreTel 0.1 $231k 23k 10.22
Warner Chilcott Plc - 0.1 $236k 9.8k 24.08
Alon USA Energy 0.1 $272k 24k 11.29
Corrections Corporation of America 0.1 $234k 11k 21.67
Movado (MOV) 0.1 $272k 16k 17.11
MasTec (MTZ) 0.1 $270k 14k 19.71
Navigant Consulting 0.1 $229k 22k 10.50
Olympic Steel (ZEUS) 0.1 $262k 9.5k 27.58
Conn's (CONNQ) 0.1 $247k 29k 8.67
Silicon Motion Technology (SIMO) 0.1 $228k 21k 10.70
United Natural Foods (UNFI) 0.1 $256k 6.0k 42.67
Select Medical Holdings Corporation (SEM) 0.1 $254k 29k 8.88
National CineMedia 0.1 $245k 15k 16.90
VELTI PLC ST Helier 0.1 $247k 15k 16.92
Shanda Games 0.0 $209k 32k 6.51
Trimble Navigation (TRMB) 0.0 $206k 5.2k 39.62
Electronics For Imaging 0.0 $210k 12k 17.21
Honda Motor (HMC) 0.0 $205k 5.3k 38.68
Gannett 0.0 $180k 13k 14.29
Franklin Street Properties (FSP) 0.0 $216k 17k 12.93
HFF 0.0 $204k 14k 15.11
Orbital Sciences 0.0 $184k 11k 16.88
NewMarket Corporation (NEU) 0.0 $205k 1.2k 170.83
NACCO Industries (NC) 0.0 $223k 2.3k 96.96
Teekay Shipping Marshall Isl 0.0 $213k 6.9k 30.87
Grupo Aeroportuario del Sureste (ASR) 0.0 $200k 3.4k 58.82
AMERIGROUP Corporation 0.0 $218k 3.1k 70.32
Centrais Eletricas Brasileiras (EBR) 0.0 $177k 13k 13.51
ION Geophysical Corporation 0.0 $206k 22k 9.45
Petrobras Energia Participaciones SA 0.0 $225k 12k 19.40
Rudolph Technologies 0.0 $208k 19k 10.72
Silicon Image 0.0 $199k 31k 6.46
VAALCO Energy (EGY) 0.0 $199k 33k 6.01
Andersons (ANDE) 0.0 $203k 4.8k 42.29
Cypress Semiconductor Corporation 0.0 $201k 9.5k 21.16
E.W. Scripps Company (SSP) 0.0 $192k 20k 9.65
Neenah Paper 0.0 $211k 9.9k 21.31
Synaptics, Incorporated (SYNA) 0.0 $214k 8.3k 25.78
EPIQ Systems 0.0 $202k 14k 14.23
Home Inns & Hotels Management 0.0 $209k 5.5k 38.00
Harvest Natural Resources 0.0 $201k 18k 11.04
Healthways 0.0 $205k 14k 15.19
Park Electrochemical 0.0 $218k 7.8k 27.95
Park National Corporation (PRK) 0.0 $217k 3.3k 65.76
Sangamo Biosciences (SGMO) 0.0 $204k 35k 5.88
Synchronoss Technologies 0.0 $219k 6.9k 31.74
Textron (TXT) 0.0 $222k 9.4k 23.62
West Pharmaceutical Services (WST) 0.0 $206k 4.7k 43.83
AEGEAN MARINE PETROLEUM Networ Com Stk 0.0 $204k 29k 7.08
Medivation 0.0 $223k 10k 21.44
Compania Cervecerias Unidas (CCU) 0.0 $218k 3.7k 58.92
Independent Bank (INDB) 0.0 $210k 8.0k 26.25
Kaman Corporation 0.0 $223k 6.3k 35.40
Realty Income (O) 0.0 $214k 6.4k 33.44
Ixia 0.0 $206k 16k 12.80
Global Traffic Network 0.0 $184k 16k 11.50
K12 0.0 $205k 6.2k 33.06
Cardiovascular Systems 0.0 $213k 15k 14.59
Generac Holdings (GNRC) 0.0 $213k 11k 19.36
ZIOPHARM Oncology 0.0 $191k 31k 6.12
SMART Technologies 0.0 $209k 37k 5.69
Ameres (AMRC) 0.0 $220k 16k 14.19
RealPage 0.0 $206k 7.8k 26.41
China Lodging 0.0 $178k 10k 17.80
Gold Resource Corporation (GORO) 0.0 $214k 8.6k 24.88
LML Payment Systems 0.0 $223k 57k 3.93
iStar Financial 0.0 $152k 19k 8.13
MGIC Investment (MTG) 0.0 $170k 29k 5.96
Hot Topic 0.0 $150k 20k 7.43
Chiquita Brands International 0.0 $151k 12k 13.02
Liberty Global 0.0 $158k 3.5k 45.14
American Equity Investment Life Holding 0.0 $151k 12k 12.69
Pioneer Drilling Company 0.0 $154k 10k 15.25
Siliconware Precision Industries 0.0 $167k 27k 6.23
China Automotive Systems (CAAS) 0.0 $136k 16k 8.61
Exelixis (EXEL) 0.0 $136k 15k 8.95
Parker Drilling Company 0.0 $175k 30k 5.85
Ramco-Gershenson Properties Trust 0.0 $152k 12k 12.36
Skechers USA 0.0 $153k 11k 14.43
Skilled Healthcare 0.0 $152k 16k 9.44
VASCO Data Security International 0.0 $152k 12k 12.46
Clear Channel Outdoor Holdings 0.0 $144k 11k 12.74
Korea Electric Power Corporation (KEP) 0.0 $150k 11k 13.27
Matrix Service Company (MTRX) 0.0 $135k 10k 13.37
Stoneridge (SRI) 0.0 $161k 11k 14.77
Lattice Semiconductor (LSCC) 0.0 $159k 24k 6.52
Casella Waste Systems (CWST) 0.0 $174k 29k 6.11
TravelCenters of America 0.0 $165k 30k 5.46
First PacTrust Ban 0.0 $150k 10k 14.85
Insmed (INSM) 0.0 $147k 12k 11.95
Shuffle Master 0.0 $108k 12k 9.39
Sinclair Broadcast 0.0 $124k 11k 10.97
Louisiana-Pacific Corporation (LPX) 0.0 $110k 14k 8.15
Exide Technologies 0.0 $121k 16k 7.66
Cal Dive International (CDVIQ) 0.0 $112k 19k 5.96
Global Industries 0.0 $109k 20k 5.48
Great Lakes Dredge & Dock Corporation (GLDD) 0.0 $112k 20k 5.60
Zion Oil & Gas (ZNOG) 0.0 $90k 15k 5.96
PDL BioPharma 0.0 $60k 10k 5.83
Yuhe International (YUII) 0.0 $39k 32k 1.21