Ellington Management Group

Ellington Management as of Dec. 31, 2016

Portfolio Holdings for Ellington Management

Ellington Management holds 511 positions in its portfolio as reported in the December 2016 quarterly 13F filing

Company (Ticker)
Portfolio Weight
Valued At
Change in Shares
Share Count
Share Price
Spdr S&p 500 Etf (SPY) 13.0 $86M 382k 223.54
Caterpillar (CAT) 11.3 $74M 802k 92.74
iShares MSCI Brazil Index (EWZ) 10.0 $65M 2.0M 33.34
Halliburton Company (HAL) 8.6 $56M 1.0M 54.08
Chevron Corporation (CVX) 5.6 $37M 314k 117.70
iShares MSCI Emerging Markets Indx (EEM) 4.8 $31M 897k 35.01
iShares Barclays 20+ Yr Treas.Bond (TLT) 3.6 $24M 200k 119.13
Ellington Financial 2.5 $16M 1.0M 15.52
iShares FTSE/Xinhua China 25 Index (FXI) 1.1 $6.9M 200k 34.71
iShares iBoxx $ High Yid Corp Bond (HYG) 0.7 $4.4M 51k 86.55
Hertz Global Holdings 0.5 $3.2M 150k 21.56
Forest City Realty Trust Inc Class A 0.3 $2.1M 99k 20.84
F5 Networks (FFIV) 0.3 $1.8M 13k 144.72
Hilton Worldwide Holdings (HLT) 0.3 $1.8M 65k 27.20
Cemex SAB de CV (CX) 0.2 $1.6M 201k 8.03
Scotts Miracle-Gro Company (SMG) 0.2 $1.6M 17k 95.56
Allstate Corporation (ALL) 0.2 $1.5M 21k 74.11
Senior Housing Properties Trust 0.2 $1.4M 75k 18.92
Regency Centers Corporation (REG) 0.2 $1.4M 21k 68.94
Vale 0.2 $1.5M 211k 6.89
NRG Energy (NRG) 0.2 $1.4M 112k 12.26
Bank of New York Mellon Corporation (BK) 0.2 $1.4M 29k 47.36
ConocoPhillips (COP) 0.2 $1.4M 28k 50.14
CoStar (CSGP) 0.2 $1.4M 7.3k 188.49
Federal Realty Inv. Trust 0.2 $1.4M 9.5k 142.11
E TRADE Financial Corporation 0.2 $1.3M 38k 34.66
WellCare Health Plans 0.2 $1.3M 9.5k 137.05
Unilever 0.2 $1.3M 32k 41.07
Unilever (UL) 0.2 $1.3M 32k 40.69
Synchrony Financial (SYF) 0.2 $1.3M 35k 36.26
Syngenta 0.2 $1.2M 16k 79.03
Novo Nordisk A/S (NVO) 0.2 $1.3M 35k 35.87
Toll Brothers (TOL) 0.2 $1.2M 40k 31.00
Finisar Corporation 0.2 $1.2M 40k 30.27
Credicorp (BAP) 0.2 $1.2M 7.9k 157.85
Monster Beverage Corp (MNST) 0.2 $1.3M 29k 44.34
Synopsys (SNPS) 0.2 $1.2M 20k 58.84
Air Products & Chemicals (APD) 0.2 $1.2M 8.3k 143.86
Chicago Bridge & Iron Company 0.2 $1.2M 38k 31.76
Calatlantic 0.2 $1.2M 35k 34.02
Carter's (CRI) 0.2 $1.1M 13k 86.43
Travelers Companies (TRV) 0.2 $1.1M 9.2k 122.39
Fluor Corporation (FLR) 0.2 $1.1M 21k 52.51
Donaldson Company (DCI) 0.2 $1.1M 26k 42.09
Align Technology (ALGN) 0.2 $1.1M 12k 96.15
Ametek (AME) 0.2 $1.1M 23k 48.61
American International (AIG) 0.2 $1.1M 18k 65.31
Realogy Hldgs (HOUS) 0.2 $1.1M 45k 25.73
Commscope Hldg (COMM) 0.2 $1.1M 29k 37.19
Discover Financial Services (DFS) 0.2 $1.0M 14k 72.10
Costco Wholesale Corporation (COST) 0.2 $1.0M 6.4k 160.16
Bunge 0.2 $1.0M 14k 72.24
Nike (NKE) 0.2 $1.0M 20k 50.84
Staples 0.2 $1.1M 116k 9.05
Bank of the Ozarks 0.2 $1.0M 20k 52.58
Lululemon Athletica (LULU) 0.2 $1.1M 16k 65.00
Old Dominion Freight Line (ODFL) 0.2 $1.1M 12k 85.81
Ubs Group (UBS) 0.2 $1.0M 65k 15.67
Lennar Corporation (LEN) 0.1 $1.0M 24k 42.92
Bristol Myers Squibb (BMY) 0.1 $1.0M 17k 58.43
Whirlpool Corporation (WHR) 0.1 $963k 5.3k 181.70
Micron Technology (MU) 0.1 $997k 46k 21.91
SBA Communications Corporation 0.1 $1.0M 9.8k 103.27
Spirit AeroSystems Holdings (SPR) 0.1 $963k 17k 58.36
J Global (ZD) 0.1 $990k 12k 81.82
Healthcare Tr Amer Inc cl a 0.1 $1.0M 35k 29.11
Univar 0.1 $1.0M 36k 28.38
Hartford Financial Services (HIG) 0.1 $915k 19k 47.66
Leucadia National 0.1 $900k 39k 23.26
MasterCard Incorporated (MA) 0.1 $940k 9.1k 103.30
LKQ Corporation (LKQ) 0.1 $898k 29k 30.65
Hanesbrands (HBI) 0.1 $887k 41k 21.58
AstraZeneca (AZN) 0.1 $934k 34k 27.31
Credit Suisse Group 0.1 $896k 63k 14.31
FactSet Research Systems (FDS) 0.1 $915k 5.6k 163.39
Eagle Materials (EXP) 0.1 $906k 9.2k 98.48
AvalonBay Communities (AVB) 0.1 $939k 5.3k 177.17
Steel Dynamics (STLD) 0.1 $900k 25k 35.57
Alaska Air (ALK) 0.1 $896k 10k 88.71
Oshkosh Corporation (OSK) 0.1 $930k 14k 64.58
Essex Property Trust (ESS) 0.1 $930k 4.0k 232.50
Energen Corporation 0.1 $946k 16k 57.68
Dex (DXCM) 0.1 $907k 15k 59.67
Industries N shs - a - (LYB) 0.1 $935k 11k 85.78
Microsoft Corporation (MSFT) 0.1 $876k 14k 62.13
TD Ameritrade Holding 0.1 $846k 19k 43.61
Devon Energy Corporation (DVN) 0.1 $863k 19k 45.66
Citrix Systems 0.1 $884k 9.9k 89.29
Exelon Corporation (EXC) 0.1 $823k 23k 35.47
Freeport-McMoRan Copper & Gold (FCX) 0.1 $859k 65k 13.20
D.R. Horton (DHI) 0.1 $866k 32k 27.32
Jones Lang LaSalle Incorporated (JLL) 0.1 $829k 8.2k 101.10
Seagate Technology Com Stk 0.1 $863k 23k 38.19
Wabtec Corporation (WAB) 0.1 $880k 11k 83.02
McCormick & Company, Incorporated (MKC) 0.1 $868k 9.3k 93.33
Flowers Foods (FLO) 0.1 $845k 42k 19.98
SM Energy (SM) 0.1 $845k 25k 34.49
American Water Works (AWK) 0.1 $847k 12k 72.39
Veeva Sys Inc cl a (VEEV) 0.1 $863k 21k 40.71
Apple Hospitality Reit (APLE) 0.1 $849k 43k 19.98
Broad 0.1 $831k 4.7k 176.81
Melco Crown Entertainment (MLCO) 0.1 $812k 51k 15.89
Taiwan Semiconductor Mfg (TSM) 0.1 $779k 27k 28.75
Charles Schwab Corporation (SCHW) 0.1 $785k 20k 39.45
SLM Corporation (SLM) 0.1 $803k 73k 11.02
Cracker Barrel Old Country Store (CBRL) 0.1 $768k 4.6k 166.96
Host Hotels & Resorts (HST) 0.1 $765k 41k 18.84
Nuance Communications 0.1 $770k 52k 14.89
C.R. Bard 0.1 $764k 3.4k 224.71
Akamai Technologies (AKAM) 0.1 $813k 12k 66.64
Universal Health Services (UHS) 0.1 $755k 7.1k 106.34
Aetna 0.1 $781k 6.3k 123.97
Williams Companies (WMB) 0.1 $785k 25k 31.15
WESCO International (WCC) 0.1 $805k 12k 66.53
Celanese Corporation (CE) 0.1 $811k 10k 78.74
Gulfport Energy Corporation 0.1 $781k 36k 21.63
Banco Itau Holding Financeira (ITUB) 0.1 $804k 78k 10.28
Nordson Corporation (NDSN) 0.1 $784k 7.0k 112.00
United Therapeutics Corporation (UTHR) 0.1 $818k 5.7k 143.51
TreeHouse Foods (THS) 0.1 $787k 11k 72.20
Albemarle Corporation (ALB) 0.1 $783k 9.1k 86.04
QEP Resources 0.1 $797k 43k 18.41
Mallinckrodt Pub 0.1 $787k 16k 49.81
Science App Int'l (SAIC) 0.1 $806k 9.5k 84.84
BHP Billiton 0.1 $698k 22k 31.44
Signature Bank (SBNY) 0.1 $751k 5.0k 150.20
Nasdaq Omx (NDAQ) 0.1 $711k 11k 67.08
Brookfield Asset Management 0.1 $733k 22k 33.02
Kimberly-Clark Corporation (KMB) 0.1 $753k 6.6k 114.09
Equity Residential (EQR) 0.1 $727k 11k 64.34
Mohawk Industries (MHK) 0.1 $739k 3.7k 199.73
National-Oilwell Var 0.1 $696k 19k 37.42
McKesson Corporation (MCK) 0.1 $702k 5.0k 140.40
MercadoLibre (MELI) 0.1 $718k 4.6k 156.09
Southwest Gas Corporation (SWX) 0.1 $705k 9.2k 76.63
Graphic Packaging Holding Company (GPK) 0.1 $693k 56k 12.49
Huntsman Corporation (HUN) 0.1 $735k 39k 19.09
FMC Corporation (FMC) 0.1 $730k 13k 56.59
Skechers USA (SKX) 0.1 $720k 29k 24.57
Cimarex Energy 0.1 $720k 5.3k 135.85
F.N.B. Corporation (FNB) 0.1 $726k 45k 16.03
Liberty Global Inc Com Ser A 0.1 $691k 23k 30.58
Weatherford Intl Plc ord 0.1 $708k 142k 4.99
Ashland (ASH) 0.1 $732k 6.7k 109.25
Vale (VALE) 0.1 $648k 85k 7.61
Petroleo Brasileiro SA (PBR.A) 0.1 $650k 74k 8.81
HSBC Holdings (HSBC) 0.1 $651k 16k 40.19
Moody's Corporation (MCO) 0.1 $669k 7.1k 94.23
Adobe Systems Incorporated (ADBE) 0.1 $679k 6.6k 102.88
Apartment Investment and Management 0.1 $673k 15k 45.47
Interpublic Group of Companies (IPG) 0.1 $634k 27k 23.39
Valero Energy Corporation (VLO) 0.1 $683k 10k 68.30
Williams-Sonoma (WSM) 0.1 $673k 14k 48.42
Biogen Idec (BIIB) 0.1 $624k 2.2k 283.64
Visa (V) 0.1 $624k 8.0k 78.00
Arch Capital Group (ACGL) 0.1 $639k 7.4k 86.35
Cypress Semiconductor Corporation 0.1 $636k 56k 11.44
Kansas City Southern 0.1 $670k 7.9k 84.81
MasTec (MTZ) 0.1 $677k 18k 38.25
AECOM Technology Corporation (ACM) 0.1 $654k 18k 36.33
Prologis (PLD) 0.1 $686k 13k 52.77
Cyrusone 0.1 $653k 15k 44.73
Twenty-first Century Fox 0.1 $687k 25k 28.04
Axalta Coating Sys (AXTA) 0.1 $626k 23k 27.22
Hubbell (HUBB) 0.1 $630k 5.4k 116.67
Emcor (EME) 0.1 $580k 8.2k 70.73
Yum! Brands (YUM) 0.1 $621k 9.8k 63.37
Arrow Electronics (ARW) 0.1 $585k 8.2k 71.34
GlaxoSmithKline 0.1 $601k 16k 38.53
Maxim Integrated Products 0.1 $559k 15k 38.55
Whole Foods Market 0.1 $572k 19k 30.75
Papa John's Int'l (PZZA) 0.1 $582k 6.8k 85.59
Tesoro Corporation 0.1 $560k 6.4k 87.50
Juniper Networks (JNPR) 0.1 $616k 22k 28.26
Eaton Vance 0.1 $561k 13k 41.87
Brunswick Corporation (BC) 0.1 $562k 10k 54.56
Evercore Partners (EVR) 0.1 $598k 8.7k 68.74
Commerce Bancshares (CBSH) 0.1 $590k 10k 57.84
Celgene Corporation 0.1 $602k 5.2k 115.77
Ciena Corporation (CIEN) 0.1 $608k 25k 24.42
VMware 0.1 $590k 7.5k 78.67
Renewable Energy 0.1 $614k 63k 9.70
Asml Holding (ASML) 0.1 $561k 5.0k 112.20
Berry Plastics (BERY) 0.1 $619k 13k 48.74
American Homes 4 Rent-a reit (AMH) 0.1 $579k 28k 20.98
Tailored Brands 0.1 $575k 23k 25.56
American Express Company (AXP) 0.1 $541k 7.3k 74.11
Great Plains Energy Incorporated 0.1 $547k 20k 27.35
Teradata Corporation (TDC) 0.1 $549k 20k 27.18
Sherwin-Williams Company (SHW) 0.1 $511k 1.9k 268.95
Boeing Company (BA) 0.1 $545k 3.5k 155.71
Masco Corporation (MAS) 0.1 $528k 17k 31.62
Eastman Chemical Company (EMN) 0.1 $496k 6.6k 75.15
Crane 0.1 $519k 7.2k 72.08
Deere & Company (DE) 0.1 $515k 5.0k 103.00
Nextera Energy (NEE) 0.1 $550k 4.6k 119.57
UnitedHealth (UNH) 0.1 $528k 3.3k 160.00
ConAgra Foods (CAG) 0.1 $518k 13k 39.54
Varian Medical Systems 0.1 $557k 6.2k 89.84
CONSOL Energy 0.1 $534k 29k 18.23
Mead Johnson Nutrition 0.1 $531k 7.5k 70.80
Wyndham Worldwide Corporation 0.1 $512k 6.7k 76.42
Lam Research Corporation 0.1 $550k 5.2k 105.77
Atmos Energy Corporation (ATO) 0.1 $497k 6.7k 74.18
Quest Diagnostics Incorporated (DGX) 0.1 $533k 5.8k 91.90
Forestar 0.1 $523k 39k 13.31
Jack Henry & Associates (JKHY) 0.1 $524k 5.9k 88.81
Scripps Networks Interactive 0.1 $514k 7.2k 71.39
Tesla Motors (TSLA) 0.1 $513k 2.4k 213.75
ACADIA Pharmaceuticals (ACAD) 0.1 $554k 19k 28.85
Delphi Automotive 0.1 $519k 7.7k 67.40
Pinnacle Foods Inc De 0.1 $556k 10k 53.46
Burlington Stores (BURL) 0.1 $492k 5.8k 84.83
International Game Technology (IGT) 0.1 $508k 20k 25.53
Vareit, Inc reits 0.1 $537k 64k 8.46
Progressive Corporation (PGR) 0.1 $437k 12k 35.53
MGIC Investment (MTG) 0.1 $433k 43k 10.19
Equifax (EFX) 0.1 $449k 3.8k 118.16
Ameren Corporation (AEE) 0.1 $488k 9.3k 52.47
CarMax (KMX) 0.1 $431k 6.7k 64.33
AmerisourceBergen (COR) 0.1 $461k 5.9k 78.14
Xilinx 0.1 $429k 7.1k 60.42
Tyson Foods (TSN) 0.1 $487k 7.9k 61.65
Gilead Sciences (GILD) 0.1 $451k 6.3k 71.59
Hospitality Properties Trust 0.1 $451k 14k 31.76
Vornado Realty Trust (VNO) 0.1 $449k 4.3k 104.42
Public Service Enterprise (PEG) 0.1 $478k 11k 43.85
Ctrip.com International 0.1 $436k 11k 40.00
Advanced Micro Devices (AMD) 0.1 $451k 40k 11.33
Zions Bancorporation (ZION) 0.1 $443k 10k 43.01
Andersons (ANDE) 0.1 $443k 9.9k 44.75
athenahealth 0.1 $463k 4.4k 105.23
China Life Insurance Company 0.1 $485k 38k 12.86
Teradyne (TER) 0.1 $439k 17k 25.38
Validus Holdings 0.1 $468k 8.5k 55.06
American Tower Reit (AMT) 0.1 $476k 4.5k 105.78
Express Scripts Holding 0.1 $454k 6.6k 68.79
Synovus Finl (SNV) 0.1 $435k 11k 41.04
Enova Intl (ENVA) 0.1 $488k 39k 12.54
Corecivic (CXW) 0.1 $440k 18k 24.44
Coca-Cola FEMSA, S.A.B. de C.V. (KOF) 0.1 $400k 6.3k 63.49
FedEx Corporation (FDX) 0.1 $391k 2.1k 186.19
Tractor Supply Company (TSCO) 0.1 $371k 4.9k 75.71
Autodesk (ADSK) 0.1 $400k 5.4k 74.07
Stanley Black & Decker (SWK) 0.1 $413k 3.6k 114.72
T. Rowe Price (TROW) 0.1 $391k 5.2k 75.19
Nu Skin Enterprises (NUS) 0.1 $397k 8.3k 47.83
Becton, Dickinson and (BDX) 0.1 $381k 2.3k 165.65
Lancaster Colony (LANC) 0.1 $424k 3.0k 141.33
Gartner (IT) 0.1 $404k 4.0k 101.00
Gap (GAP) 0.1 $417k 19k 22.42
Ca 0.1 $365k 12k 31.74
National Beverage (FIZZ) 0.1 $373k 7.3k 51.10
Dollar Tree (DLTR) 0.1 $370k 4.8k 77.08
Cousins Properties 0.1 $393k 46k 8.51
Xcel Energy (XEL) 0.1 $395k 9.7k 40.72
Fastenal Company (FAST) 0.1 $399k 8.5k 46.94
Constellation Brands (STZ) 0.1 $414k 2.7k 153.33
Delta Air Lines (DAL) 0.1 $374k 7.6k 49.21
Sanderson Farms 0.1 $386k 4.1k 94.15
Cirrus Logic (CRUS) 0.1 $379k 6.7k 56.57
Teleflex Incorporated (TFX) 0.1 $387k 2.4k 161.25
Hexcel Corporation (HXL) 0.1 $376k 7.3k 51.51
Urban Outfitters (URBN) 0.1 $424k 15k 28.46
Astec Industries (ASTE) 0.1 $364k 5.4k 67.41
Equity Lifestyle Properties (ELS) 0.1 $389k 5.4k 72.04
Braskem SA (BAK) 0.1 $411k 19k 21.19
Nanometrics Incorporated 0.1 $401k 16k 25.06
Cosan Ltd shs a 0.1 $378k 50k 7.51
Unisys Corporation (UIS) 0.1 $414k 28k 14.95
DuPont Fabros Technology 0.1 $395k 9.0k 43.89
SPECTRUM BRANDS Hldgs 0.1 $391k 3.2k 122.19
Argan (AGX) 0.1 $381k 5.4k 70.56
Booz Allen Hamilton Holding Corporation (BAH) 0.1 $415k 12k 36.09
Therapeuticsmd 0.1 $382k 66k 5.77
Jones Energy Inc A 0.1 $384k 77k 5.00
American Airls (AAL) 0.1 $374k 8.0k 46.75
Nmi Hldgs Inc cl a (NMIH) 0.1 $397k 37k 10.64
Achaogen 0.1 $391k 30k 13.03
Anthem (ELV) 0.1 $417k 2.9k 143.79
Nrg Yield 0.1 $362k 23k 15.81
Essendant 0.1 $387k 19k 20.92
Ferrari Nv Ord (RACE) 0.1 $372k 6.4k 58.12
Dentsply Sirona (XRAY) 0.1 $416k 7.2k 57.78
Coca Cola European Partners (CCEP) 0.1 $361k 12k 31.39
SEI Investments Company (SEIC) 0.1 $360k 7.3k 49.32
Expeditors International of Washington (EXPD) 0.1 $297k 5.6k 53.04
Genuine Parts Company (GPC) 0.1 $344k 3.6k 95.56
Harsco Corporation (NVRI) 0.1 $339k 25k 13.61
J.C. Penney Company 0.1 $322k 39k 8.30
Zebra Technologies (ZBRA) 0.1 $352k 4.1k 85.85
Pier 1 Imports 0.1 $326k 38k 8.53
Robert Half International (RHI) 0.1 $351k 7.2k 48.75
Domino's Pizza (DPZ) 0.1 $303k 1.9k 159.47
Central Garden & Pet (CENT) 0.1 $311k 9.4k 33.09
Grupo Aeroportuario del Sureste (ASR) 0.1 $302k 2.1k 143.81
NutriSystem 0.1 $343k 9.9k 34.65
GameStop (GME) 0.1 $296k 12k 25.30
China Uni 0.1 $306k 27k 11.55
Molina Healthcare (MOH) 0.1 $326k 6.0k 54.33
Korea Electric Power Corporation (KEP) 0.1 $325k 18k 18.47
Open Text Corp (OTEX) 0.1 $328k 5.3k 61.89
Conn's (CONNQ) 0.1 $311k 25k 12.64
Enersis 0.1 $329k 40k 8.20
Southern Copper Corporation (SCCO) 0.1 $339k 11k 31.98
Silicon Motion Technology (SIMO) 0.1 $336k 7.9k 42.53
Smith & Wesson Holding Corporation 0.1 $314k 15k 21.07
Erie Indemnity Company (ERIE) 0.1 $326k 2.9k 112.41
Hudson Technologies (HDSN) 0.1 $296k 37k 8.02
Pacific Ethanol 0.1 $304k 32k 9.50
Constellium Holdco B V cl a 0.1 $313k 53k 5.89
Portola Pharmaceuticals 0.1 $357k 16k 22.45
Luxoft Holding Inc cmn 0.1 $309k 5.5k 56.18
Ringcentral (RNG) 0.1 $315k 15k 20.59
Rci Hospitality Hldgs (RICK) 0.1 $304k 18k 17.08
James River Group Holdings L (JRVR) 0.1 $341k 8.2k 41.59
Caleres (CAL) 0.1 $299k 9.1k 32.86
Houlihan Lokey Inc cl a (HLI) 0.1 $330k 11k 31.13
Blue Buffalo Pet Prods 0.1 $296k 12k 24.07
Square Inc cl a (SQ) 0.1 $333k 24k 13.65
Instructure 0.1 $311k 16k 19.56
Nutanix Inc cl a (NTNX) 0.1 $300k 11k 26.55
Bank Of Nt Butterfield&son L (NTB) 0.1 $299k 9.5k 31.47
China Petroleum & Chemical 0.0 $263k 3.7k 71.08
DST Systems 0.0 $236k 2.2k 107.27
Affiliated Managers (AMG) 0.0 $262k 1.8k 145.56
IDEXX Laboratories (IDXX) 0.0 $235k 2.0k 117.50
SVB Financial (SIVBQ) 0.0 $292k 1.7k 171.76
Vishay Intertechnology (VSH) 0.0 $249k 15k 16.17
Unum (UNM) 0.0 $286k 6.5k 44.00
Sotheby's 0.0 $267k 6.7k 39.85
Mitsubishi UFJ Financial (MUFG) 0.0 $251k 41k 6.17
Mbia (MBI) 0.0 $291k 27k 10.70
Illinois Tool Works (ITW) 0.0 $233k 1.9k 122.63
Regal Entertainment 0.0 $231k 11k 20.62
Balchem Corporation (BCPC) 0.0 $294k 3.5k 84.00
TCF Financial Corporation 0.0 $282k 14k 19.58
TeleTech Holdings 0.0 $262k 8.6k 30.47
Investment Technology 0.0 $288k 15k 19.73
Gray Television (GTN) 0.0 $281k 26k 10.85
W.R. Grace & Co. 0.0 $237k 3.5k 67.71
Companhia de Saneamento Basi (SBS) 0.0 $258k 30k 8.69
Rudolph Technologies 0.0 $257k 11k 23.36
Cantel Medical 0.0 $244k 3.1k 78.71
DSW 0.0 $281k 12k 22.66
Tsakos Energy Navigation 0.0 $238k 51k 4.69
Delek US Holdings 0.0 $233k 9.7k 24.02
Ingersoll-rand Co Ltd-cl A 0.0 $278k 3.7k 75.14
Manhattan Associates (MANH) 0.0 $249k 4.7k 52.98
Prudential Public Limited Company (PUK) 0.0 $294k 7.4k 39.73
Raymond James Financial (RJF) 0.0 $256k 3.7k 69.19
Red Robin Gourmet Burgers (RRGB) 0.0 $243k 4.3k 56.51
Monolithic Power Systems (MPWR) 0.0 $262k 3.2k 81.88
Immersion Corporation (IMMR) 0.0 $263k 25k 10.65
Nice Systems (NICE) 0.0 $241k 3.5k 68.86
Orbotech Ltd Com Stk 0.0 $257k 7.7k 33.38
RBC Bearings Incorporated (RBC) 0.0 $278k 3.0k 92.67
Schweitzer-Mauduit International (MATV) 0.0 $287k 6.3k 45.56
OraSure Technologies (OSUR) 0.0 $255k 29k 8.76
Hooker Furniture Corporation (HOFT) 0.0 $262k 6.9k 37.97
CNO Financial (CNO) 0.0 $291k 15k 19.14
BRF Brasil Foods SA (BRFS) 0.0 $264k 18k 14.75
Vectren Corporation 0.0 $250k 4.8k 52.08
Kosmos Energy 0.0 $290k 41k 7.02
Imperva 0.0 $242k 6.3k 38.41
Depository Vipshop Holdings Ltd - Ads receipt (VIPS) 0.0 $263k 24k 11.00
Mrc Global Inc cmn (MRC) 0.0 $235k 12k 20.26
Tillys (TLYS) 0.0 $288k 22k 13.21
Wpp Plc- (WPP) 0.0 $232k 2.1k 110.48
Diamondback Energy (FANG) 0.0 $232k 2.3k 100.87
Tribune Co New Cl A 0.0 $266k 7.6k 35.00
Quintiles Transnatio Hldgs I 0.0 $274k 3.6k 76.11
Seaworld Entertainment (PRKS) 0.0 $269k 14k 18.94
Benefitfocus 0.0 $294k 9.9k 29.70
Ring Energy (REI) 0.0 $244k 19k 12.98
Controladora Vuela Cia Spon Ad (VLRS) 0.0 $268k 18k 15.06
Avianca Holdings Sa 0.0 $285k 30k 9.63
Intra Cellular Therapies (ITCI) 0.0 $275k 18k 15.11
New Senior Inv Grp 0.0 $288k 29k 9.80
New Relic 0.0 $285k 10k 28.22
Outfront Media (OUT) 0.0 $249k 10k 24.90
Dave & Buster's Entertainmnt (PLAY) 0.0 $236k 4.2k 56.19
Communications Sales&leas Incom us equities / etf's 0.0 $282k 11k 25.41
Nrg Yield Inc Cl A New cs 0.0 $233k 15k 15.33
Kraft Heinz (KHC) 0.0 $236k 2.7k 87.41
Viavi Solutions Inc equities (VIAV) 0.0 $282k 35k 8.17
Atlassian Corp Plc cl a 0.0 $275k 11k 24.12
Onemain Holdings (OMF) 0.0 $235k 11k 22.17
California Res Corp 0.0 $294k 14k 21.30
Hostess Brands 0.0 $251k 19k 13.01
Sociedad Quimica y Minera (SQM) 0.0 $206k 7.2k 28.61
ICICI Bank (IBN) 0.0 $167k 22k 7.49
Copart (CPRT) 0.0 $222k 4.0k 55.50
Power Integrations (POWI) 0.0 $204k 3.0k 68.00
Transocean (RIG) 0.0 $180k 12k 14.75
Intel Corporation (INTC) 0.0 $203k 5.6k 36.25
AngloGold Ashanti 0.0 $170k 16k 10.49
Msci (MSCI) 0.0 $221k 2.8k 78.93
Big 5 Sporting Goods Corporation (BGFV) 0.0 $226k 13k 17.38
GATX Corporation (GATX) 0.0 $228k 3.7k 61.62
New York Community Ban 0.0 $164k 10k 15.92
ACCO Brands Corporation (ACCO) 0.0 $223k 17k 13.04
Calpine Corporation 0.0 $186k 16k 11.41
Financial Institutions (FISI) 0.0 $202k 5.9k 34.24
Texas Capital Bancshares (TCBI) 0.0 $227k 2.9k 78.28
American Axle & Manufact. Holdings (AXL) 0.0 $212k 11k 19.27
BGC Partners 0.0 $207k 20k 10.25
Northwest Pipe Company (NWPX) 0.0 $224k 13k 17.23
Daktronics (DAKT) 0.0 $211k 20k 10.71
EnPro Industries (NPO) 0.0 $202k 3.0k 67.33
A. Schulman 0.0 $221k 6.6k 33.48
Titan Machinery (TITN) 0.0 $200k 14k 14.60
TTM Technologies (TTMI) 0.0 $194k 14k 13.66
Belden (BDC) 0.0 $209k 2.8k 74.64
Pan American Silver Corp Can (PAAS) 0.0 $199k 13k 15.08
Westmoreland Coal Company 0.0 $223k 13k 17.70
Bob Evans Farms 0.0 $202k 3.8k 53.16
BT 0.0 $216k 9.4k 22.98
ICF International (ICFI) 0.0 $221k 4.0k 55.25
Sunopta (STKL) 0.0 $213k 30k 7.05
Hollysys Automation Technolo (HOLI) 0.0 $209k 11k 18.33
John B. Sanfilippo & Son (JBSS) 0.0 $225k 3.2k 70.31
First of Long Island Corporation (FLIC) 0.0 $220k 7.7k 28.57
Web 0.0 $201k 9.5k 21.16
Addus Homecare Corp (ADUS) 0.0 $200k 5.7k 35.09
China Lodging 0.0 $223k 4.3k 51.86
8x8 (EGHT) 0.0 $219k 15k 14.31
Embraer S A (ERJ) 0.0 $223k 12k 19.22
Mitel Networks Corp 0.0 $180k 27k 6.79
Swift Transportation Company 0.0 $212k 8.7k 24.37
Willdan (WLDN) 0.0 $212k 9.4k 22.55
Bankrate 0.0 $204k 19k 11.03
Carbonite 0.0 $171k 10k 16.44
Xpo Logistics Inc equity (XPO) 0.0 $224k 5.2k 43.08
Yrc Worldwide Inc Com par $.01 0.0 $165k 12k 13.31
Brightcove (BCOV) 0.0 $184k 23k 8.07
Regional Management (RM) 0.0 $213k 8.1k 26.30
Retail Properties Of America 0.0 $179k 12k 15.30
Meetme 0.0 $181k 37k 4.92
United Ins Hldgs (ACIC) 0.0 $195k 13k 15.12
Sibanye Gold 0.0 $197k 28k 7.06
Silver Spring Networks 0.0 $228k 17k 13.33
Blackhawk Network Hldgs Inc cl a 0.0 $226k 6.0k 37.67
Taylor Morrison Hom (TMHC) 0.0 $195k 10k 19.31
Ashford Hospitality Prime In 0.0 $214k 16k 13.63
Rubicon Proj 0.0 $181k 24k 7.42
Ocular Therapeutix (OCUL) 0.0 $177k 21k 8.35
Paratek Pharmaceuticals 0.0 $179k 12k 15.43
Juno Therapeutics 0.0 $198k 11k 18.86
Cellectis S A (CLLS) 0.0 $210k 12k 16.94
Bojangles 0.0 $201k 11k 18.61
Bwx Technologies (BWXT) 0.0 $206k 5.2k 39.62
Del Taco Restaurants 0.0 $193k 14k 14.09
Msg Network Inc cl a 0.0 $200k 9.3k 21.51
Quotient Technology 0.0 $180k 17k 10.78
Clearside Biomedical (CLSD) 0.0 $203k 23k 8.94
Tivo Corp 0.0 $219k 11k 20.86
Donnelley R R & Sons Co when issued 0.0 $191k 12k 16.32
Agnc Invt Corp Com reit (AGNC) 0.0 $190k 11k 18.10
Huntington Bancshares Incorporated (HBAN) 0.0 $156k 12k 13.22
Radware Ltd ord (RDWR) 0.0 $152k 10k 14.62
iStar Financial 0.0 $152k 12k 12.36
Avon Products 0.0 $105k 21k 5.02
Office Depot 0.0 $112k 25k 4.53
Southwestern Energy Company 0.0 $145k 13k 10.82
Titan International (TWI) 0.0 $113k 10k 11.19
Cliffs Natural Resources 0.0 $141k 17k 8.39
BioCryst Pharmaceuticals (BCRX) 0.0 $110k 17k 6.32
Harmonic (HLIT) 0.0 $99k 20k 5.03
Iconix Brand 0.0 $113k 12k 9.34
Kronos Worldwide (KRO) 0.0 $155k 13k 11.92
Advanced Semiconductor Engineering 0.0 $121k 24k 5.02
Banco Bradesco SA (BBD) 0.0 $101k 12k 8.71
Progenics Pharmaceuticals 0.0 $112k 13k 8.62
Quality Systems 0.0 $158k 12k 13.17
Apollo Investment 0.0 $147k 25k 5.86
Oclaro 0.0 $110k 12k 8.94
Sumitomo Mitsui Financial Grp (SMFG) 0.0 $108k 14k 7.61
Heritage Commerce (HTBK) 0.0 $146k 10k 14.46
Adecoagro S A (AGRO) 0.0 $106k 10k 10.39
Synergy Pharmaceuticals 0.0 $118k 19k 6.11
Emcore Corp 0.0 $117k 14k 8.67
Bazaarvoice 0.0 $120k 25k 4.86
Caesars Entertainment 0.0 $144k 17k 8.52
Tenet Healthcare Corporation (THC) 0.0 $148k 10k 14.80
Ja Solar Holdings Co Ltd spon adr rep5ord 0.0 $102k 22k 4.74
Tg Therapeutics (TGTX) 0.0 $137k 30k 4.64
Conatus Pharmaceuticals 0.0 $154k 29k 5.26
Trevena 0.0 $138k 23k 5.90
Akebia Therapeutics (AKBA) 0.0 $120k 12k 10.43
Hortonworks 0.0 $112k 14k 8.30
Workiva Inc equity us cm (WK) 0.0 $139k 10k 13.63
Seres Therapeutics (MCRB) 0.0 $107k 11k 9.91
Nomad Foods (NOMD) 0.0 $111k 12k 9.57
Baozun (BZUN) 0.0 $133k 11k 12.09
Grupo Supervielle S A (SUPV) 0.0 $155k 12k 13.14
Aegon 0.0 $80k 14k 5.56
Dynex Capital 0.0 $97k 14k 6.83
Ashford Hospitality Trust 0.0 $84k 11k 7.78
FelCor Lodging Trust Incorporated 0.0 $83k 10k 8.06
ArcelorMittal 0.0 $77k 11k 7.26
McDermott International 0.0 $74k 10k 7.40
Extreme Networks (EXTR) 0.0 $97k 19k 5.05
Kemet Corporation Cmn 0.0 $71k 11k 6.64
Zagg 0.0 $74k 10k 7.12
Mitek Systems (MITK) 0.0 $79k 13k 6.12
Arcos Dorados Holdings (ARCO) 0.0 $95k 18k 5.43
Pioneer Energy Services 0.0 $84k 12k 6.83
Grupo Fin Santander adr b 0.0 $86k 12k 7.17
Ep Energy 0.0 $92k 14k 6.57
Conformis 0.0 $81k 10k 8.10