Ellington Management Group

Ellington Management as of March 31, 2017

Portfolio Holdings for Ellington Management

Ellington Management holds 648 positions in its portfolio as reported in the March 2017 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
PowerShares QQQ Trust, Series 1 76.8 $2.3B 1.7M 1323.80
iShares iBoxx $ High Yid Corp Bond (HYG) 7.2 $211M 2.4M 87.78
Spdr S&p 500 Etf (SPY) 1.3 $38M 162k 235.74
CSX Corporation (CSX) 0.6 $18M 384k 46.55
Ellington Financial 0.6 $17M 1.0M 15.83
Candj Energy Svcs 0.5 $15M 425k 34.05
Financial Select Sector SPDR (XLF) 0.5 $14M 581k 23.73
United States Steel Corporation 0.2 $5.0M 149k 33.81
Hertz Global Holdings 0.1 $4.1M 233k 17.54
Frontier Communications 0.1 $2.8M 1.3M 2.14
FirstEnergy (FE) 0.1 $2.2M 70k 31.82
Facebook Inc cl a (META) 0.1 $2.2M 16k 142.05
Liberty Global Inc Com Ser A 0.1 $2.1M 59k 35.88
J.C. Penney Company 0.1 $1.7M 275k 6.16
Kroger (KR) 0.1 $1.7M 59k 29.49
Occidental Petroleum Corporation (OXY) 0.1 $1.6M 26k 63.35
Tech Data Corporation 0.1 $1.8M 19k 93.92
Mosaic (MOS) 0.1 $1.7M 58k 29.19
Cbre Group Inc Cl A (CBRE) 0.1 $1.7M 48k 34.78
Momo 0.1 $1.6M 48k 34.07
Weatherford Intl Ltd Note 5.875% 7/0 bond 0.1 $1.8M 273k 6.65
Lear Corporation (LEA) 0.1 $1.4M 9.6k 141.56
Affiliated Managers (AMG) 0.1 $1.4M 8.5k 163.88
Agrium 0.1 $1.5M 16k 95.58
PerkinElmer (RVTY) 0.1 $1.4M 24k 58.06
Cemex SAB de CV (CX) 0.1 $1.4M 152k 9.07
ConocoPhillips (COP) 0.1 $1.4M 29k 49.86
Merck & Co (MRK) 0.1 $1.5M 24k 63.53
NCR Corporation (VYX) 0.1 $1.5M 32k 45.68
National Beverage (FIZZ) 0.1 $1.5M 18k 84.55
Louisiana-Pacific Corporation (LPX) 0.1 $1.6M 64k 24.82
Cirrus Logic (CRUS) 0.1 $1.4M 23k 60.70
Deckers Outdoor Corporation (DECK) 0.1 $1.5M 26k 59.73
Fortinet (FTNT) 0.1 $1.5M 40k 38.34
Opko Health (OPK) 0.1 $1.4M 176k 8.00
Pacific Ethanol 0.1 $1.4M 210k 6.85
Burlington Stores (BURL) 0.1 $1.5M 16k 97.31
Chemours (CC) 0.1 $1.6M 41k 38.50
Under Armour Inc Cl C (UA) 0.1 $1.4M 79k 18.30
Progressive Corporation (PGR) 0.0 $1.2M 31k 39.18
Ameriprise Financial (AMP) 0.0 $1.1M 8.6k 129.65
Suntrust Banks Inc $1.00 Par Cmn 0.0 $1.3M 24k 55.30
Cabot Oil & Gas Corporation (CTRA) 0.0 $1.2M 52k 23.91
Devon Energy Corporation (DVN) 0.0 $1.3M 31k 41.70
IAC/InterActive 0.0 $1.1M 14k 73.71
Walt Disney Company (DIS) 0.0 $1.2M 11k 113.43
AES Corporation (AES) 0.0 $1.2M 110k 11.18
Host Hotels & Resorts (HST) 0.0 $1.3M 69k 18.65
Gartner (IT) 0.0 $1.2M 11k 107.94
Pepsi (PEP) 0.0 $1.2M 11k 111.82
Schlumberger (SLB) 0.0 $1.2M 16k 78.08
Unilever 0.0 $1.1M 21k 49.67
Dr Pepper Snapple 0.0 $1.3M 13k 97.89
Toro Company (TTC) 0.0 $1.0M 17k 62.48
NetEase (NTES) 0.0 $1.1M 3.9k 284.10
CONSOL Energy 0.0 $1.1M 65k 16.78
Under Armour (UAA) 0.0 $1.2M 60k 19.78
ArcelorMittal 0.0 $1.2M 149k 8.35
iShares Russell 2000 Index (IWM) 0.0 $1.3M 9.3k 137.53
Jones Lang LaSalle Incorporated (JLL) 0.0 $1.1M 10k 111.49
W&T Offshore (WTI) 0.0 $1.1M 400k 2.77
BHP Billiton (BHP) 0.0 $1.2M 34k 36.32
Cognex Corporation (CGNX) 0.0 $1.2M 14k 83.96
Vail Resorts (MTN) 0.0 $1.1M 5.5k 191.82
Nektar Therapeutics 0.0 $1.2M 50k 23.47
Associated Banc- (ASB) 0.0 $1.0M 42k 24.39
Kimco Realty Corporation (KIM) 0.0 $1.2M 54k 22.09
Masimo Corporation (MASI) 0.0 $1.3M 14k 93.26
Vale 0.0 $1.3M 145k 8.98
Thomson Reuters Corp 0.0 $1.1M 25k 43.24
Camden Property Trust (CPT) 0.0 $1.1M 13k 80.46
DuPont Fabros Technology 0.0 $1.1M 23k 49.60
Valeant Pharmaceuticals Int 0.0 $1.1M 101k 11.03
Motorola Solutions (MSI) 0.0 $1.3M 15k 86.21
Targa Res Corp (TRGP) 0.0 $1.0M 18k 59.89
Adecoagro S A (AGRO) 0.0 $1.1M 97k 11.46
Mgp Ingredients Inc Common Sto (MGPI) 0.0 $1.2M 22k 54.23
Realogy Hldgs (HOUS) 0.0 $1.0M 35k 29.80
Spirit Realty reit 0.0 $1.2M 114k 10.13
Anthem (ELV) 0.0 $1.1M 6.7k 165.37
Equinix (EQIX) 0.0 $1.2M 2.9k 400.34
Tegna (TGNA) 0.0 $1.0M 41k 25.62
Forest City Realty Trust Inc Class A 0.0 $1.1M 49k 21.79
Huntington Bancshares Incorporated (HBAN) 0.0 $761k 57k 13.40
Cit 0.0 $936k 22k 42.94
Crown Holdings (CCK) 0.0 $868k 16k 52.93
NRG Energy (NRG) 0.0 $813k 44k 18.69
Owens Corning (OC) 0.0 $853k 14k 61.37
Taiwan Semiconductor Mfg (TSM) 0.0 $752k 23k 32.84
Aercap Holdings Nv Ord Cmn (AER) 0.0 $998k 22k 45.99
Cme (CME) 0.0 $843k 7.1k 118.73
Total System Services 0.0 $834k 16k 53.46
Tractor Supply Company (TSCO) 0.0 $752k 11k 68.99
Via 0.0 $788k 17k 46.63
Great Plains Energy Incorporated 0.0 $806k 28k 29.20
Franklin Resources (BEN) 0.0 $767k 18k 42.14
Harsco Corporation (NVRI) 0.0 $755k 59k 12.75
Nucor Corporation (NUE) 0.0 $788k 13k 59.70
Adobe Systems Incorporated (ADBE) 0.0 $846k 6.5k 130.15
Automatic Data Processing (ADP) 0.0 $768k 7.5k 102.40
Boeing Company (BA) 0.0 $743k 4.2k 176.90
Nordstrom 0.0 $834k 18k 46.59
C.R. Bard 0.0 $920k 3.7k 248.65
Vulcan Materials Company (VMC) 0.0 $904k 7.5k 120.53
Analog Devices (ADI) 0.0 $836k 10k 81.96
Interpublic Group of Companies (IPG) 0.0 $737k 30k 24.57
Cadence Design Systems (CDNS) 0.0 $860k 27k 31.39
Crane 0.0 $965k 13k 74.81
Newfield Exploration 0.0 $982k 27k 36.92
Williams-Sonoma (WSM) 0.0 $783k 15k 53.63
Computer Sciences Corporation 0.0 $738k 11k 68.97
Telefonaktiebolaget LM Ericsson (ERIC) 0.0 $1.0M 154k 6.64
Parker-Hannifin Corporation (PH) 0.0 $1.0M 6.3k 160.32
Rio Tinto (RIO) 0.0 $773k 19k 40.68
Williams Companies (WMB) 0.0 $796k 27k 29.59
Manpower (MAN) 0.0 $749k 7.3k 102.60
Abercrombie & Fitch (ANF) 0.0 $812k 68k 11.92
Prestige Brands Holdings (PBH) 0.0 $850k 15k 55.56
Fifth Third Ban (FITB) 0.0 $765k 30k 25.42
Deluxe Corporation (DLX) 0.0 $801k 11k 72.16
Hershey Company (HSY) 0.0 $972k 8.9k 109.21
Sempra Energy (SRE) 0.0 $884k 8.0k 110.50
Oracle Corporation (ORCL) 0.0 $754k 17k 44.62
Amphenol Corporation (APH) 0.0 $989k 14k 71.15
ON Semiconductor (ON) 0.0 $908k 59k 15.49
Steel Dynamics (STLD) 0.0 $765k 22k 34.77
Zions Bancorporation (ZION) 0.0 $991k 24k 41.99
Alaska Air (ALK) 0.0 $1.0M 11k 92.20
Cliffs Natural Resources 0.0 $788k 96k 8.21
Huntsman Corporation (HUN) 0.0 $736k 30k 24.53
Iridium Communications (IRDM) 0.0 $886k 92k 9.65
Korn/Ferry International (KFY) 0.0 $834k 27k 31.47
Companhia Brasileira de Distrib. 0.0 $814k 42k 19.20
CenterPoint Energy (CNP) 0.0 $1.0M 37k 27.57
Grupo Financiero Galicia (GGAL) 0.0 $746k 20k 37.87
InterDigital (IDCC) 0.0 $751k 8.7k 86.32
IPG Photonics Corporation (IPGP) 0.0 $1.0M 8.5k 120.71
Ingersoll-rand Co Ltd-cl A 0.0 $886k 11k 81.28
Middleby Corporation (MIDD) 0.0 $737k 5.4k 136.48
EnPro Industries (NPO) 0.0 $1.0M 14k 71.18
British American Tobac (BTI) 0.0 $909k 14k 66.35
Lennox International (LII) 0.0 $820k 4.9k 167.35
MGM Resorts International. (MGM) 0.0 $940k 34k 27.41
Unilever (UL) 0.0 $873k 18k 49.32
Halozyme Therapeutics (HALO) 0.0 $886k 68k 12.95
OraSure Technologies (OSUR) 0.0 $961k 74k 12.93
Alexandria Real Estate Equities (ARE) 0.0 $807k 7.3k 110.55
Ypf Sa (YPF) 0.0 $1.0M 42k 24.29
Mednax (MD) 0.0 $770k 11k 69.37
Rayonier (RYN) 0.0 $879k 31k 28.35
Liberty Property Trust 0.0 $837k 22k 38.57
Simon Property (SPG) 0.0 $740k 4.3k 172.09
Garmin (GRMN) 0.0 $946k 19k 51.14
Genpact (G) 0.0 $768k 31k 24.77
SPECTRUM BRANDS Hldgs 0.0 $987k 7.1k 139.01
Industries N shs - a - (LYB) 0.0 $866k 9.5k 91.16
Prologis (PLD) 0.0 $815k 16k 51.91
Ralph Lauren Corp (RL) 0.0 $784k 9.6k 81.67
Francescas Hldgs Corp 0.0 $916k 60k 15.34
Metropcs Communications (TMUS) 0.0 $904k 14k 64.57
Mallinckrodt Pub 0.0 $816k 18k 44.59
Taylor Morrison Hom (TMHC) 0.0 $757k 36k 21.32
Vodafone Group New Adr F (VOD) 0.0 $957k 36k 26.44
Msa Safety Inc equity (MSA) 0.0 $947k 13k 70.67
Voya Financial (VOYA) 0.0 $953k 25k 37.97
Moelis & Co (MC) 0.0 $766k 20k 38.49
Synchrony Financial (SYF) 0.0 $1.0M 29k 34.30
Crown Castle Intl (CCI) 0.0 $859k 9.1k 94.40
Ubs Group (UBS) 0.0 $919k 58k 15.95
Enova Intl (ENVA) 0.0 $818k 55k 14.85
Houlihan Lokey Inc cl a (HLI) 0.0 $841k 24k 34.47
Hp (HPQ) 0.0 $840k 47k 17.87
Ferrari Nv Ord (RACE) 0.0 $922k 12k 74.35
Triton International 0.0 $843k 33k 25.78
Life Storage Inc reit 0.0 $994k 12k 82.15
Dell Technologies Inc Class V equity 0.0 $852k 13k 64.06
Donnelley R R & Sons Co when issued 0.0 $969k 80k 12.11
Alcoa (AA) 0.0 $812k 24k 34.41
Athene Holding Ltd Cl A 0.0 $995k 20k 50.00
Wildhorse Resource Dev Corp 0.0 $843k 68k 12.43
Stewart Information Services Corporation (STC) 0.0 $468k 11k 44.15
Hasbro (HAS) 0.0 $589k 5.9k 99.83
Sociedad Quimica y Minera (SQM) 0.0 $447k 13k 34.38
Petroleo Brasileiro SA (PBR.A) 0.0 $659k 72k 9.22
CMS Energy Corporation (CMS) 0.0 $452k 10k 44.75
Ansys (ANSS) 0.0 $631k 5.9k 106.95
Broadridge Financial Solutions (BR) 0.0 $557k 8.2k 67.93
Leucadia National 0.0 $689k 27k 26.00
PNC Financial Services (PNC) 0.0 $469k 3.9k 120.26
SEI Investments Company (SEIC) 0.0 $686k 14k 50.44
Caterpillar (CAT) 0.0 $473k 5.1k 92.75
Exxon Mobil Corporation (XOM) 0.0 $722k 8.8k 82.05
Johnson & Johnson (JNJ) 0.0 $560k 4.5k 124.44
Vertex Pharmaceuticals Incorporated (VRTX) 0.0 $525k 4.8k 109.38
Martin Marietta Materials (MLM) 0.0 $655k 3.0k 218.33
Carter's (CRI) 0.0 $647k 7.2k 89.86
Cisco Systems (CSCO) 0.0 $608k 18k 33.78
Coach 0.0 $715k 17k 41.33
Hologic (HOLX) 0.0 $443k 10k 42.60
NetApp (NTAP) 0.0 $678k 16k 41.85
Public Storage (PSA) 0.0 $657k 3.0k 219.00
Sealed Air (SEE) 0.0 $532k 12k 43.61
Stanley Black & Decker (SWK) 0.0 $624k 4.7k 132.77
Wells Fargo & Company (WFC) 0.0 $629k 11k 55.66
Redwood Trust (RWT) 0.0 $488k 29k 16.60
Comerica Incorporated (CMA) 0.0 $453k 6.6k 68.64
Mid-America Apartment (MAA) 0.0 $682k 6.7k 101.79
Universal Corporation (UVV) 0.0 $495k 7.0k 70.71
United Rentals (URI) 0.0 $663k 5.3k 125.09
Everest Re Group (EG) 0.0 $538k 2.3k 233.91
Equity Residential (EQR) 0.0 $566k 9.1k 62.20
Mohawk Industries (MHK) 0.0 $620k 2.7k 229.63
Universal Health Services (UHS) 0.0 $597k 4.8k 124.38
Plantronics 0.0 $720k 13k 54.14
Tyson Foods (TSN) 0.0 $636k 10k 61.75
Synopsys (SNPS) 0.0 $628k 8.7k 72.18
Raytheon Company 0.0 $534k 3.5k 152.57
Rockwell Collins 0.0 $525k 5.4k 97.22
CenturyLink 0.0 $504k 21k 23.55
Aetna 0.0 $638k 5.0k 127.60
Air Products & Chemicals (APD) 0.0 $568k 4.2k 135.24
Anadarko Petroleum Corporation 0.0 $620k 10k 62.00
Apple (AAPL) 0.0 $718k 5.0k 143.60
Deere & Company (DE) 0.0 $446k 4.1k 108.78
Liberty Media 0.0 $727k 36k 20.03
Gap (GAP) 0.0 $598k 25k 24.31
Biogen Idec (BIIB) 0.0 $602k 2.2k 273.64
Freeport-McMoRan Copper & Gold (FCX) 0.0 $655k 49k 13.37
Dillard's (DDS) 0.0 $601k 12k 52.26
PG&E Corporation (PCG) 0.0 $717k 11k 66.39
Starbucks Corporation (SBUX) 0.0 $508k 8.7k 58.39
Anheuser-Busch InBev NV (BUD) 0.0 $538k 4.9k 109.80
EOG Resources (EOG) 0.0 $498k 5.1k 97.65
Cohen & Steers (CNS) 0.0 $695k 17k 39.94
FactSet Research Systems (FDS) 0.0 $643k 3.9k 164.87
Encore Capital (ECPG) 0.0 $465k 15k 30.79
Big Lots (BIGGQ) 0.0 $647k 13k 48.65
WABCO Holdings 0.0 $646k 5.5k 117.45
HDFC Bank (HDB) 0.0 $624k 8.3k 75.18
Varian Medical Systems 0.0 $565k 6.2k 91.13
Kaiser Aluminum (KALU) 0.0 $511k 6.4k 79.84
Gra (GGG) 0.0 $650k 6.9k 94.20
Investment Technology 0.0 $496k 25k 20.24
Take-Two Interactive Software (TTWO) 0.0 $551k 9.3k 59.25
New Oriental Education & Tech 0.0 $489k 8.1k 60.37
Quanta Services (PWR) 0.0 $575k 16k 37.10
Activision Blizzard 0.0 $608k 12k 49.84
Estee Lauder Companies (EL) 0.0 $594k 7.0k 84.86
Illumina (ILMN) 0.0 $478k 2.8k 170.71
BGC Partners 0.0 $667k 59k 11.36
Companhia de Saneamento Basi (SBS) 0.0 $564k 54k 10.41
Insight Enterprises (NSIT) 0.0 $637k 16k 41.10
Intevac (IVAC) 0.0 $654k 52k 12.50
Owens-Illinois 0.0 $444k 22k 20.37
Abiomed 0.0 $538k 4.3k 125.12
Ez (EZPW) 0.0 $643k 79k 8.15
Oshkosh Corporation (OSK) 0.0 $487k 7.1k 68.59
Universal Display Corporation (OLED) 0.0 $603k 7.0k 86.14
Banco Bilbao Vizcaya Argentaria SA (BBVA) 0.0 $559k 73k 7.62
Cedar Shopping Centers 0.0 $633k 126k 5.02
Celadon (CGIP) 0.0 $489k 75k 6.55
Quest Diagnostics Incorporated (DGX) 0.0 $717k 7.3k 98.22
Forestar 0.0 $452k 33k 13.66
Hill-Rom Holdings 0.0 $600k 8.5k 70.59
Innophos Holdings 0.0 $642k 12k 53.95
Jabil Circuit (JBL) 0.0 $477k 17k 28.91
Medical Properties Trust (MPW) 0.0 $465k 36k 12.88
Raymond James Financial (RJF) 0.0 $702k 9.2k 76.30
Ramco-Gershenson Properties Trust 0.0 $494k 35k 14.03
Rush Enterprises (RUSHA) 0.0 $447k 14k 33.11
A. Schulman 0.0 $579k 18k 31.47
Semtech Corporation (SMTC) 0.0 $460k 14k 33.82
Alexion Pharmaceuticals 0.0 $630k 5.2k 121.15
Belden (BDC) 0.0 $477k 6.9k 69.13
General Cable Corporation 0.0 $687k 38k 17.94
BorgWarner (BWA) 0.0 $493k 12k 41.78
Greenhill & Co 0.0 $697k 24k 29.29
Neurocrine Biosciences (NBIX) 0.0 $502k 12k 43.28
Provident Financial Services (PFS) 0.0 $607k 24k 25.83
Children's Place Retail Stores (PLCE) 0.0 $672k 5.6k 120.00
Vector (VGR) 0.0 $678k 33k 20.80
Alamo (ALG) 0.0 $472k 6.2k 76.13
A. O. Smith Corporation (AOS) 0.0 $440k 8.6k 51.16
Brookdale Senior Living (BKD) 0.0 $454k 34k 13.43
Merit Medical Systems (MMSI) 0.0 $702k 24k 28.89
Stoneridge (SRI) 0.0 $488k 27k 18.14
Sunopta (STKL) 0.0 $600k 86k 6.95
Albemarle Corporation (ALB) 0.0 $497k 4.7k 105.74
PC Mall 0.0 $454k 16k 28.02
Nautilus (BFXXQ) 0.0 $531k 29k 18.25
Providence Service Corporation 0.0 $493k 11k 44.41
Builders FirstSource (BLDR) 0.0 $666k 45k 14.90
Senior Housing Properties Trust 0.0 $555k 27k 20.26
Taubman Centers 0.0 $680k 10k 66.02
Cray 0.0 $600k 27k 21.90
Oneok (OKE) 0.0 $721k 13k 55.46
Unisys Corporation (UIS) 0.0 $520k 37k 13.94
Cardiovascular Systems 0.0 $495k 18k 28.29
Argan (AGX) 0.0 $595k 9.0k 66.11
Financial Engines 0.0 $479k 11k 43.55
O'reilly Automotive (ORLY) 0.0 $702k 2.6k 270.00
TAL Education (TAL) 0.0 $544k 5.1k 106.67
Te Connectivity Ltd for 0.0 $656k 8.8k 74.55
Insperity (NSP) 0.0 $505k 5.7k 88.60
Magnachip Semiconductor Corp (MX) 0.0 $554k 58k 9.55
Hca Holdings (HCA) 0.0 $641k 7.2k 89.03
Yandex Nv-a (NBIS) 0.0 $452k 21k 21.94
Pvh Corporation (PVH) 0.0 $704k 6.8k 103.53
Carbonite 0.0 $678k 33k 20.30
Xpo Logistics Inc equity (XPO) 0.0 $623k 13k 47.92
American Tower Reit (AMT) 0.0 $681k 5.6k 121.61
Delphi Automotive 0.0 $652k 8.1k 80.49
Laredo Petroleum Holdings 0.0 $450k 31k 14.61
Allison Transmission Hldngs I (ALSN) 0.0 $444k 12k 36.10
Renewable Energy 0.0 $493k 47k 10.44
Phillips 66 (PSX) 0.0 $507k 6.4k 79.22
Blucora 0.0 $607k 35k 17.29
Allegion Plc equity (ALLE) 0.0 $681k 9.0k 75.67
Gaming & Leisure Pptys (GLPI) 0.0 $692k 21k 33.43
Ashford Hospitality Prime In 0.0 $647k 61k 10.61
Commscope Hldg (COMM) 0.0 $484k 12k 41.72
Nmi Hldgs Inc cl a (NMIH) 0.0 $450k 40k 11.39
Ladder Capital Corp Class A (LADR) 0.0 $580k 40k 14.43
Jd (JD) 0.0 $675k 22k 31.11
Caretrust Reit (CTRE) 0.0 $552k 33k 16.83
Cdk Global Inc equities 0.0 $572k 8.8k 65.00
Fiat Chrysler Auto 0.0 $501k 46k 10.94
Lamar Advertising Co-a (LAMR) 0.0 $471k 6.3k 74.76
Orbital Atk 0.0 $470k 4.8k 97.92
Aerojet Rocketdy 0.0 $660k 30k 21.71
Bwx Technologies (BWXT) 0.0 $647k 14k 47.57
Alarm Com Hldgs (ALRM) 0.0 $510k 17k 30.72
Viavi Solutions Inc equities (VIAV) 0.0 $470k 44k 10.73
Pjt Partners (PJT) 0.0 $491k 14k 35.07
Madison Square Garden Cl A (MSGS) 0.0 $459k 2.3k 199.57
Match 0.0 $496k 30k 16.32
Pure Storage Inc - Class A (PSTG) 0.0 $608k 62k 9.84
Colony Starwood Homes 0.0 $645k 19k 33.95
Dentsply Sirona (XRAY) 0.0 $493k 7.9k 62.41
Cotiviti Hldgs 0.0 $470k 11k 41.59
Gms 0.0 $655k 19k 35.06
Fortive (FTV) 0.0 $470k 7.8k 60.26
Ihs Markit 0.0 $566k 14k 41.93
Grupo Supervielle S A (SUPV) 0.0 $505k 30k 17.00
Firstcash 0.0 $688k 14k 49.14
Tivo Corp 0.0 $714k 38k 18.74
Elf Beauty (ELF) 0.0 $490k 17k 28.82
Centennial Resource Developmen cs 0.0 $692k 38k 18.22
Hilton Worldwide Holdings (HLT) 0.0 $555k 9.5k 58.42
Coupa Software 0.0 $681k 27k 25.41
Zto Express Cayman (ZTO) 0.0 $640k 49k 13.09
Compass Minerals International (CMP) 0.0 $204k 3.0k 68.00
PHH Corporation 0.0 $185k 15k 12.76
China Petroleum & Chemical 0.0 $293k 3.6k 81.39
Grupo Televisa (TV) 0.0 $397k 15k 25.95
BHP Billiton 0.0 $237k 7.6k 31.18
LG Display (LPL) 0.0 $211k 16k 13.61
Microsoft Corporation (MSFT) 0.0 $217k 3.3k 65.76
Radware Ltd ord (RDWR) 0.0 $196k 12k 16.20
iStar Financial 0.0 $152k 13k 11.78
First Financial Ban (FFBC) 0.0 $242k 8.8k 27.50
Signature Bank (SBNY) 0.0 $386k 2.6k 148.46
Two Harbors Investment 0.0 $257k 27k 9.59
MGIC Investment (MTG) 0.0 $155k 15k 10.13
Dick's Sporting Goods (DKS) 0.0 $336k 6.9k 48.70
Seattle Genetics 0.0 $214k 3.4k 62.94
Abbott Laboratories (ABT) 0.0 $400k 9.0k 44.44
Baxter International (BAX) 0.0 $399k 7.7k 51.82
Incyte Corporation (INCY) 0.0 $374k 2.8k 133.57
Eli Lilly & Co. (LLY) 0.0 $370k 4.4k 84.09
Cullen/Frost Bankers (CFR) 0.0 $311k 3.5k 88.86
Cummins (CMI) 0.0 $333k 2.2k 151.36
Federated Investors (FHI) 0.0 $390k 15k 26.35
IDEXX Laboratories (IDXX) 0.0 $263k 1.7k 154.71
Ryder System (R) 0.0 $407k 5.4k 75.37
Avery Dennison Corporation (AVY) 0.0 $387k 4.8k 80.62
Granite Construction (GVA) 0.0 $226k 4.5k 50.22
Electronic Arts (EA) 0.0 $224k 2.5k 89.60
Cabot Corporation (CBT) 0.0 $246k 4.1k 60.00
Charles River Laboratories (CRL) 0.0 $378k 4.2k 90.00
Commercial Metals Company (CMC) 0.0 $371k 19k 19.12
Newell Rubbermaid (NWL) 0.0 $278k 5.9k 47.12
Avid Technology 0.0 $287k 62k 4.66
DaVita (DVA) 0.0 $428k 6.3k 67.94
International Flavors & Fragrances (IFF) 0.0 $278k 2.1k 132.38
Cooper Companies 0.0 $360k 1.8k 200.00
Vishay Intertechnology (VSH) 0.0 $242k 15k 16.46
Masco Corporation (MAS) 0.0 $231k 6.8k 33.97
Photronics (PLAB) 0.0 $151k 14k 10.71
Progress Software Corporation (PRGS) 0.0 $360k 12k 29.03
Lockheed Martin Corporation (LMT) 0.0 $428k 1.6k 267.50
Amgen (AMGN) 0.0 $328k 2.0k 164.00
Credit Suisse Group 0.0 $220k 15k 14.86
DISH Network 0.0 $439k 6.9k 63.48
John Wiley & Sons (WLY) 0.0 $237k 4.4k 53.86
KT Corporation (KT) 0.0 $231k 14k 16.86
Staples 0.0 $262k 30k 8.76
Gilead Sciences (GILD) 0.0 $306k 4.5k 68.00
Shire 0.0 $366k 2.1k 174.29
Mbia (MBI) 0.0 $150k 18k 8.47
Marriott International (MAR) 0.0 $207k 2.2k 94.09
Hospitality Properties Trust 0.0 $221k 7.0k 31.57
Greenlight Capital Re Ltd cl a (GLRE) 0.0 $371k 17k 22.08
HFF 0.0 $351k 13k 27.64
CoStar (CSGP) 0.0 $394k 1.9k 207.37
Arch Capital Group (ACGL) 0.0 $341k 3.6k 94.72
Pampa Energia (PAM) 0.0 $233k 4.3k 54.19
Bank of the Ozarks 0.0 $296k 5.7k 51.93
Nelnet (NNI) 0.0 $206k 4.7k 43.83
Meredith Corporation 0.0 $207k 3.2k 64.69
Gray Television (GTN) 0.0 $213k 15k 14.49
Avis Budget (CAR) 0.0 $315k 11k 29.58
Amkor Technology (AMKR) 0.0 $396k 34k 11.58
Darling International (DAR) 0.0 $176k 12k 14.55
Barnes & Noble 0.0 $438k 47k 9.24
Silgan Holdings (SLGN) 0.0 $332k 5.6k 59.29
Grupo Aeroportuario del Sureste (ASR) 0.0 $208k 1.2k 173.33
Amtrust Financial Services 0.0 $318k 17k 18.49
Brooks Automation (AZTA) 0.0 $318k 14k 22.39
Dycom Industries (DY) 0.0 $279k 3.0k 93.00
Meritage Homes Corporation (MTH) 0.0 $302k 8.2k 36.83
RPC (RES) 0.0 $282k 15k 18.31
Rudolph Technologies 0.0 $408k 18k 22.42
Sanderson Farms 0.0 $436k 4.2k 103.81
Seagate Technology Com Stk 0.0 $308k 6.7k 45.97
AngioDynamics (ANGO) 0.0 $210k 12k 17.36
Banco Santander-Chile (BSAC) 0.0 $211k 8.4k 25.12
EnerSys (ENS) 0.0 $237k 3.0k 79.00
Flextronics International Ltd Com Stk (FLEX) 0.0 $393k 23k 16.79
Lam Research Corporation 0.0 $218k 1.7k 128.24
Pennsylvania R.E.I.T. 0.0 $259k 17k 15.15
Perficient (PRFT) 0.0 $344k 20k 17.37
Reliance Steel & Aluminum (RS) 0.0 $392k 4.9k 80.00
Synaptics, Incorporated (SYNA) 0.0 $257k 5.2k 49.42
Align Technology (ALGN) 0.0 $252k 2.2k 114.55
Air Transport Services (ATSG) 0.0 $186k 12k 16.03
Armstrong World Industries (AWI) 0.0 $258k 5.6k 46.07
BBVA Banco Frances 0.0 $241k 13k 18.40
Brady Corporation (BRC) 0.0 $232k 6.0k 38.67
Cabot Microelectronics Corporation 0.0 $237k 3.1k 76.45
Consolidated Communications Holdings 0.0 $365k 16k 23.40
Columbia Sportswear Company (COLM) 0.0 $353k 6.0k 58.83
Carrizo Oil & Gas 0.0 $218k 7.6k 28.68
Cooper Tire & Rubber Company 0.0 $328k 7.4k 44.32
Bottomline Technologies 0.0 $416k 18k 23.64
Energy Recovery (ERII) 0.0 $156k 19k 8.34
Exelixis (EXEL) 0.0 $399k 18k 21.68
Infinity Property and Casualty 0.0 $267k 2.8k 95.36
MarketAxess Holdings (MKTX) 0.0 $356k 1.9k 187.37
Plexus (PLXS) 0.0 $301k 5.2k 57.88
Raven Industries 0.0 $221k 7.6k 29.08
Synchronoss Technologies 0.0 $217k 8.9k 24.38
Terex Corporation (TEX) 0.0 $364k 12k 31.38
TTM Technologies (TTMI) 0.0 $426k 26k 16.14
Ternium (TX) 0.0 $217k 8.3k 26.14
West Pharmaceutical Services (WST) 0.0 $375k 4.6k 81.52
Wintrust Financial Corporation (WTFC) 0.0 $422k 6.1k 69.18
AEGEAN MARINE PETROLEUM Networ Com Stk 0.0 $328k 27k 12.06
Credicorp (BAP) 0.0 $310k 1.9k 163.16
China Uni 0.0 $260k 19k 13.47
KLA-Tencor Corporation (KLAC) 0.0 $342k 3.6k 95.00
Myriad Genetics (MYGN) 0.0 $252k 13k 19.24
Ocwen Financial Corporation 0.0 $190k 35k 5.48
Texas Roadhouse (TXRH) 0.0 $209k 4.7k 44.47
Astec Industries (ASTE) 0.0 $412k 6.7k 61.49
Bob Evans Farms 0.0 $279k 4.3k 64.88
Bancolombia 0.0 $243k 6.1k 39.84
DXP Enterprises (DXPE) 0.0 $303k 8.0k 37.88
Equity Lifestyle Properties (ELS) 0.0 $378k 4.9k 77.14
Comfort Systems USA (FIX) 0.0 $231k 6.3k 36.67
IBERIABANK Corporation 0.0 $206k 2.6k 79.23
Inter Parfums (IPAR) 0.0 $428k 12k 36.58
McCormick & Company, Incorporated (MKC) 0.0 $439k 4.5k 97.56
Otter Tail Corporation (OTTR) 0.0 $349k 9.2k 37.93
Sasol (SSL) 0.0 $238k 8.1k 29.38
VMware 0.0 $212k 2.3k 92.17
Zumiez (ZUMZ) 0.0 $320k 18k 18.29
Enersis 0.0 $391k 38k 10.40
Flotek Industries 0.0 $162k 13k 12.76
Hackett (HCKT) 0.0 $376k 19k 19.48
Insteel Industries (IIIN) 0.0 $322k 8.9k 36.18
Silicon Motion Technology (SIMO) 0.0 $238k 5.1k 46.67
Trimas Corporation (TRS) 0.0 $307k 15k 20.74
Erie Indemnity Company (ERIE) 0.0 $417k 3.4k 122.65
Potlatch Corporation (PCH) 0.0 $347k 7.6k 45.66
Rex American Resources (REX) 0.0 $308k 3.4k 90.59
Extreme Networks (EXTR) 0.0 $351k 47k 7.50
Grupo Aeroportuario del Centro Nort (OMAB) 0.0 $203k 4.7k 43.19
Axt (AXTI) 0.0 $198k 34k 5.81
WSFS Financial Corporation (WSFS) 0.0 $432k 9.4k 45.96
ePlus (PLUS) 0.0 $257k 1.9k 135.26
Ultra Clean Holdings (UCTT) 0.0 $349k 21k 16.86
Unit Corporation 0.0 $300k 12k 24.19
CBL & Associates Properties 0.0 $173k 18k 9.56
Oclaro 0.0 $365k 37k 9.81
Insulet Corporation (PODD) 0.0 $237k 5.5k 43.09
National CineMedia 0.0 $323k 26k 12.62
Pixelworks 0.0 $185k 40k 4.66
Spectrum Pharmaceuticals 0.0 $185k 29k 6.49
Generac Holdings (GNRC) 0.0 $224k 6.0k 37.33
Silicom (SILC) 0.0 $278k 5.6k 49.64
Green Dot Corporation (GDOT) 0.0 $247k 7.4k 33.38
Six Flags Entertainment (SIX) 0.0 $428k 7.2k 59.44
Alpha & Omega Semiconductor (AOSL) 0.0 $206k 12k 17.17
Quad/Graphics (QUAD) 0.0 $262k 10k 25.19
Sabra Health Care REIT (SBRA) 0.0 $316k 11k 27.96
Tower International 0.0 $388k 14k 27.13
Maiden Holdings 0.0 $162k 12k 13.97
Mitel Networks Corp 0.0 $280k 40k 6.93
Supreme Industries 0.0 $296k 15k 20.27
Walker & Dunlop (WD) 0.0 $208k 5.0k 41.60
Visteon Corporation (VC) 0.0 $225k 2.3k 97.83
CECO Environmental (CECO) 0.0 $405k 39k 10.52
Willdan (WLDN) 0.0 $332k 10k 32.23
Cooper Standard Holdings (CPS) 0.0 $222k 2.0k 111.00
Materion Corporation (MTRN) 0.0 $429k 13k 33.52
Bankunited (BKU) 0.0 $213k 5.7k 37.37
Citigroup (C) 0.0 $353k 5.9k 59.83
Kosmos Energy 0.0 $253k 38k 6.66
Boingo Wireless 0.0 $278k 21k 12.99
Bankrate 0.0 $163k 17k 9.64
Expedia (EXPE) 0.0 $341k 2.7k 126.30
Yrc Worldwide Inc Com par $.01 0.0 $204k 19k 11.03
Sunpower (SPWRQ) 0.0 $281k 46k 6.10
Imperva 0.0 $201k 4.9k 41.02
Newlink Genetics Corporation 0.0 $222k 9.2k 24.13
Sanchez Energy Corp C ommon stocks 0.0 $314k 33k 9.54
Matador Resources (MTDR) 0.0 $214k 9.0k 23.78
Nationstar Mortgage 0.0 $197k 13k 15.76
Epam Systems (EPAM) 0.0 $415k 5.5k 75.45
Caesar Stone Sdot Yam (CSTE) 0.0 $290k 8.0k 36.25
Ensco Plc Shs Class A 0.0 $239k 27k 8.95
Lpl Financial Holdings (LPLA) 0.0 $273k 6.8k 39.88
Meetme 0.0 $225k 38k 5.89
Tillys (TLYS) 0.0 $198k 22k 9.04
Customers Ban (CUBI) 0.0 $227k 7.2k 31.53
Five Below (FIVE) 0.0 $256k 5.9k 43.39
Bloomin Brands (BLMN) 0.0 $225k 11k 19.74
Grupo Fin Santander adr b 0.0 $435k 48k 9.02
Dynegy 0.0 $154k 20k 7.86
Abbvie (ABBV) 0.0 $254k 3.9k 65.13
Intercept Pharmaceuticals In 0.0 $294k 2.6k 113.08
Tri Pointe Homes (TPH) 0.0 $297k 24k 12.53
Epizyme 0.0 $180k 11k 17.14
Liberty Global Inc C 0.0 $249k 7.1k 35.07
Ambac Finl (AMBC) 0.0 $339k 18k 18.83
Qiwi (QIWI) 0.0 $213k 12k 17.18
News Corp Class B cos (NWS) 0.0 $352k 26k 13.49
Blackhawk Network Hldgs Inc cl a 0.0 $284k 7.0k 40.57
Therapeuticsmd 0.0 $300k 42k 7.19
Ply Gem Holdings 0.0 $323k 16k 19.70
Dean Foods Company 0.0 $277k 14k 19.65
Intrexon 0.0 $313k 16k 19.81
Fox Factory Hldg (FOXF) 0.0 $204k 7.1k 28.73
Conatus Pharmaceuticals 0.0 $148k 26k 5.78
Sterling Bancorp 0.0 $206k 8.7k 23.68
Advaxis 0.0 $317k 39k 8.17
Qts Realty Trust 0.0 $312k 6.4k 48.75
Avianca Holdings Sa 0.0 $306k 40k 7.72
Navigator Holdings Ltd Com Stk (NVGS) 0.0 $304k 22k 13.76
Par Petroleum (PARR) 0.0 $188k 11k 16.49
Retrophin 0.0 $225k 12k 18.44
Knowles (KN) 0.0 $256k 14k 18.96
Kate Spade & Co 0.0 $221k 9.5k 23.26
Heron Therapeutics (HRTX) 0.0 $156k 10k 15.00
Gtt Communications 0.0 $429k 18k 24.38
Concert Pharmaceuticals I equity 0.0 $324k 19k 17.05
Varonis Sys (VRNS) 0.0 $219k 6.9k 31.74
National Gen Hldgs 0.0 $402k 17k 23.79
Revance Therapeutics 0.0 $341k 16k 20.79
Intra Cellular Therapies (ITCI) 0.0 $244k 15k 16.27
Arcbest (ARCB) 0.0 $216k 8.3k 26.02
Rayonier Advanced Matls (RYAM) 0.0 $327k 24k 13.46
Time 0.0 $317k 16k 19.33
Fnf (FNF) 0.0 $312k 8.0k 39.00
Kite Rlty Group Tr (KRG) 0.0 $239k 11k 21.53
Veritiv Corp - When Issued 0.0 $249k 4.8k 51.88
Intersect Ent 0.0 $177k 10k 17.18
Education Rlty Tr New ret 0.0 $233k 5.7k 40.88
Calithera Biosciences 0.0 $241k 21k 11.53
Boot Barn Hldgs (BOOT) 0.0 $273k 28k 9.89
Axalta Coating Sys (AXTA) 0.0 $386k 12k 32.17
Atara Biotherapeutics 0.0 $220k 11k 20.56
Pra Health Sciences 0.0 $333k 5.1k 65.29
Beneficial Ban 0.0 $162k 10k 16.04
Box Inc cl a (BOX) 0.0 $235k 14k 16.32
Easterly Government Properti reit 0.0 $220k 11k 19.82
Gannett 0.0 $347k 41k 8.38
Topbuild (BLD) 0.0 $254k 5.4k 47.04
Essendant 0.0 $356k 24k 15.15
Fairmount Santrol Holdings 0.0 $251k 34k 7.32
Tier Reit 0.0 $200k 12k 17.39
Everi Hldgs (EVRI) 0.0 $265k 55k 4.79
Ollies Bargain Outlt Hldgs I (OLLI) 0.0 $265k 7.9k 33.54
Quotient Technology 0.0 $381k 40k 9.55
Novocure Ltd ord (NVCR) 0.0 $214k 26k 8.11
Advanced Accelerat spon ads each rep 2 ord 0.0 $215k 5.4k 39.81
Bmc Stk Hldgs 0.0 $215k 9.5k 22.63
Tailored Brands 0.0 $263k 18k 14.94
Editas Medicine (EDIT) 0.0 $304k 14k 22.35
Pinnacle Entertainment 0.0 $361k 19k 19.51
Liberty Media Corp Delaware Com A Siriusxm 0.0 $206k 5.3k 38.87
Siteone Landscape Supply (SITE) 0.0 $208k 4.3k 48.37
Integer Hldgs (ITGR) 0.0 $346k 8.6k 40.23
Golden Ocean Group Ltd - (GOGL) 0.0 $178k 23k 7.64
Ashland (ASH) 0.0 $433k 3.5k 123.71
Advansix (ASIX) 0.0 $298k 11k 27.34
Airgain (AIRG) 0.0 $158k 10k 15.19
Halcon Res 0.0 $429k 56k 7.70
Bank Of Nt Butterfield&son L (NTB) 0.0 $335k 11k 31.90
Agnc Invt Corp Com reit (AGNC) 0.0 $211k 11k 19.91
Hostess Brands 0.0 $163k 10k 15.83
Adient (ADNT) 0.0 $269k 3.7k 72.70
Arch Coal Inc cl a 0.0 $248k 3.6k 68.89
Trivago N V spon ads a 0.0 $194k 15k 13.02
Tivity Health 0.0 $233k 8.0k 29.12
Aquaventure Holdings 0.0 $319k 19k 17.06
Himax Technologies (HIMX) 0.0 $102k 11k 9.11
Avon Products 0.0 $114k 26k 4.40
Tuesday Morning Corporation 0.0 $59k 16k 3.76
Office Depot 0.0 $121k 26k 4.67
Kindred Healthcare 0.0 $123k 15k 8.37
Newpark Resources (NPKI) 0.0 $90k 11k 8.11
Coeur d'Alene Mines Corporation (CDE) 0.0 $119k 15k 8.10
Sangamo Biosciences (SGMO) 0.0 $71k 14k 5.18
ShoreTel 0.0 $138k 23k 6.13
Investors Real Estate Trust 0.0 $65k 11k 5.96
McDermott International 0.0 $75k 11k 6.76
Express 0.0 $136k 15k 9.13
Sucampo Pharmaceuticals 0.0 $136k 12k 10.97
shares First Bancorp P R (FBP) 0.0 $144k 25k 5.67
Neophotonics Corp 0.0 $111k 12k 9.02
Radiant Logistics (RLGT) 0.0 $86k 17k 5.03
Groupon 0.0 $83k 21k 3.95
Synergy Pharmaceuticals 0.0 $52k 11k 4.68
Sibanye Gold 0.0 $124k 14k 8.79
Eros International 0.0 $115k 11k 10.27
A10 Networks (ATEN) 0.0 $107k 12k 9.15
Sportsmans Whse Hldgs (SPWH) 0.0 $103k 22k 4.79
Mobileiron 0.0 $52k 12k 4.37
Ocular Therapeutix (OCUL) 0.0 $113k 12k 9.26
Foamix Pharmaceuticals 0.0 $122k 25k 4.94
Babcock & Wilcox Enterprises 0.0 $94k 10k 9.31
Seres Therapeutics 0.0 $119k 11k 11.23
Ooma (OOMA) 0.0 $127k 13k 9.92
Teligent 0.0 $142k 18k 7.80
Overseas Shipholding Group I Cl A (OSG) 0.0 $95k 25k 3.88
Daseke 0.0 $103k 10k 10.10