$355 Million is the total value of ELLINGTON MANAGEMENT GROUP LLC's 676 reported holdings in Q3 2015. The portfolio turnover from Q2 2015 to Q3 2015 was 336.8% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CIEN | Buy | CIENA CORP | $3,311,000 | +176.4% | 159,812 | +215.8% | 0.93% | +218.4% |
| CALM | Buy | CAL MAINE FOODS INC | $2,255,000 | +26.0% | 41,300 | +20.4% | 0.64% | +45.0% |
| NSAM | Buy | NORTHSTAR ASSET MGMT GROUP I | $2,249,000 | +571.3% | 156,622 | +765.3% | 0.63% | +672.0% |
| MAR | New | MARRIOTT INTL INC NEWcl a | $2,101,000 | – | 30,800 | +100.0% | 0.59% | – |
| TECD | Buy | TECH DATA CORP | $2,097,000 | +27.4% | 30,617 | +7.1% | 0.59% | +47.0% |
| SPY | Buy | SPDR S&P 500 ETF TRtr unit | $2,050,000 | +77.8% | 10,700 | +91.1% | 0.58% | +104.6% |
| LULU | Buy | LULULEMON ATHLETICA INC | $2,047,000 | +104.9% | 40,412 | +164.1% | 0.58% | +136.5% |
| ETFC | New | E TRADE FINANCIAL CORP | $2,043,000 | – | 77,600 | +100.0% | 0.58% | – |
| AZPN | Buy | ASPEN TECHNOLOGY INC | $1,990,000 | +16.0% | 52,480 | +39.4% | 0.56% | +33.9% |
| PBF | Buy | PBF ENERGY INCcl a | $1,897,000 | +304.5% | 67,206 | +306.9% | 0.53% | +364.3% |
| EXPR | Buy | EXPRESS INC | $1,859,000 | +466.8% | 104,013 | +474.5% | 0.52% | +555.0% |
| CRUS | Buy | CIRRUS LOGIC INC | $1,812,000 | +365.8% | 57,513 | +403.7% | 0.51% | +436.8% |
| EXC | New | EXELON CORP | $1,797,000 | – | 60,500 | +100.0% | 0.51% | – |
| CS | New | CREDIT SUISSE GROUPsponsored adr | $1,797,000 | – | 74,800 | +100.0% | 0.51% | – |
| JAH | New | JARDEN CORP | $1,746,000 | – | 35,722 | +100.0% | 0.49% | – |
| MAS | New | MASCO CORP | $1,722,000 | – | 68,400 | +100.0% | 0.48% | – |
| CNC | New | CENTENE CORP DEL | $1,692,000 | – | 31,200 | +100.0% | 0.48% | – |
| HLF | New | HERBALIFE LTD | $1,651,000 | – | 30,298 | +100.0% | 0.46% | – |
| TNK | New | TEEKAY TANKERS LTDcl a | $1,625,000 | – | 235,500 | +100.0% | 0.46% | – |
| BC | New | BRUNSWICK CORP | $1,600,000 | – | 33,400 | +100.0% | 0.45% | – |
| NFX | Buy | NEWFIELD EXPL CO | $1,566,000 | +410.1% | 47,590 | +459.9% | 0.44% | +488.0% |
| SRE | New | SEMPRA ENERGY | $1,558,000 | – | 16,110 | +100.0% | 0.44% | – |
| CTRP | New | CTRIP COM INTL LTD | $1,529,000 | – | 24,200 | +100.0% | 0.43% | – |
| BR | Buy | BROADRIDGE FINL SOLUTIONS IN | $1,500,000 | +512.2% | 27,100 | +453.1% | 0.42% | +605.0% |
| HAIN | New | HAIN CELESTIAL GROUP INC | $1,491,000 | – | 28,900 | +100.0% | 0.42% | – |
| VLO | Buy | VALERO ENERGY CORP NEW | $1,472,000 | +534.5% | 24,500 | +562.2% | 0.42% | +628.1% |
| EXPD | Buy | EXPEDITORS INTL WASH INC | $1,459,000 | +8.7% | 31,000 | +6.5% | 0.41% | +25.3% |
| MPC | Buy | MARATHON PETE CORP | $1,455,000 | +356.1% | 31,400 | +414.8% | 0.41% | +425.6% |
| VC | Buy | VISTEON CORP | $1,415,000 | +124.6% | 13,979 | +133.0% | 0.40% | +159.1% |
| TSRA | Buy | TESSERA TECHNOLOGIES INC | $1,407,000 | +132.9% | 43,400 | +173.0% | 0.40% | +167.6% |
| PLAY | Buy | DAVE & BUSTERS ENTMT INC | $1,381,000 | +131.7% | 36,500 | +121.0% | 0.39% | +166.4% |
| CBRL | Buy | CRACKER BARREL OLD CTRY STOR | $1,356,000 | +429.7% | 9,205 | +437.4% | 0.38% | +506.3% |
| RLGY | Buy | REALOGY HLDGS CORP | $1,347,000 | +478.1% | 35,800 | +616.9% | 0.38% | +564.9% |
| CAH | Buy | CARDINAL HEALTH INC | $1,344,000 | +221.5% | 17,500 | +250.0% | 0.38% | +271.6% |
| LDOS | Buy | LEIDOS HLDGS INC | $1,338,000 | +193.4% | 32,400 | +186.7% | 0.38% | +239.6% |
| SDRL | Buy | SEADRILL LIMITED | $1,327,000 | -41.4% | 224,900 | +2.7% | 0.37% | -32.5% |
| JACK | Buy | JACK IN THE BOX INC | $1,310,000 | +31.0% | 17,000 | +49.9% | 0.37% | +51.2% |
| CXO | New | CONCHO RES INC | $1,307,000 | – | 13,300 | +100.0% | 0.37% | – |
| EAT | Buy | BRINKER INTL INC | $1,296,000 | +129.4% | 24,600 | +151.0% | 0.36% | +164.5% |
| CMC | Buy | COMMERCIAL METALS CO | $1,270,000 | +42.4% | 93,700 | +68.8% | 0.36% | +64.2% |
| SPR | Buy | SPIRIT AEROSYSTEMS HLDGS INC | $1,267,000 | -9.8% | 26,200 | +2.7% | 0.36% | +3.8% |
| C | New | CITIGROUP INC | $1,263,000 | – | 25,455 | +100.0% | 0.36% | – |
| NEBLQ | Buy | NOBLE CORP PLC | $1,243,000 | -22.2% | 113,900 | +9.7% | 0.35% | -10.3% |
| YRCW | New | YRC WORLDWIDE INC | $1,234,000 | – | 93,091 | +100.0% | 0.35% | – |
| HCBK | New | HUDSON CITY BANCORP | $1,215,000 | – | 119,500 | +100.0% | 0.34% | – |
| BLMN | Buy | BLOOMIN BRANDS INC | $1,202,000 | +163.0% | 66,100 | +208.5% | 0.34% | +202.7% |
| RGC | New | REGAL ENTMT GROUPcl a | $1,198,000 | – | 64,084 | +100.0% | 0.34% | – |
| TSO | Buy | TESORO CORP | $1,196,000 | +43.1% | 12,300 | +24.2% | 0.34% | +65.2% |
| YOKU | Buy | YOUKU TUDOU INCsponsored adr | $1,157,000 | -6.0% | 65,600 | +30.7% | 0.33% | +8.3% |
| UVE | Buy | UNIVERSAL INS HLDGS INC | $1,156,000 | +38.9% | 39,125 | +13.7% | 0.33% | +60.6% |
| OC | New | OWENS CORNING NEW | $1,153,000 | – | 27,500 | +100.0% | 0.32% | – |
| HA | Buy | HAWAIIAN HOLDINGS INC | $1,134,000 | +50.6% | 45,964 | +45.0% | 0.32% | +73.4% |
| AMED | Buy | AMEDISYS INC | $1,128,000 | +105.5% | 29,709 | +115.0% | 0.32% | +137.3% |
| EBAY | New | EBAY INC | $1,119,000 | – | 45,800 | +100.0% | 0.32% | – |
| BGGSQ | New | BRIGGS & STRATTON CORP | $1,113,000 | – | 57,639 | +100.0% | 0.31% | – |
| SMG | New | SCOTTS MIRACLE GRO COcl a | $1,110,000 | – | 18,249 | +100.0% | 0.31% | – |
| MANH | Buy | MANHATTAN ASSOCS INC | $1,109,000 | +44.2% | 17,800 | +38.0% | 0.31% | +66.0% |
| EVR | New | EVERCORE PARTNERS INCclass a | $1,098,000 | – | 21,850 | +100.0% | 0.31% | – |
| FFIV | Buy | F5 NETWORKS INC | $1,089,000 | +29.3% | 9,400 | +34.3% | 0.31% | +49.0% |
| WWAV | New | WHITEWAVE FOODS CO | $1,076,000 | – | 26,800 | +100.0% | 0.30% | – |
| AGNC | New | AMERICAN CAPITAL AGENCY CORP | $1,077,000 | – | 57,600 | +100.0% | 0.30% | – |
| V | New | VISA INC | $1,073,000 | – | 15,400 | +100.0% | 0.30% | – |
| EWBC | Buy | EAST WEST BANCORP INC | $1,064,000 | -7.6% | 27,700 | +7.8% | 0.30% | +6.4% |
| FNF | Buy | FIDELITY NATIONAL FINANCIAL | $1,039,000 | +186.2% | 29,300 | +199.0% | 0.29% | +229.2% |
| CENT | New | CENTRAL GARDEN & PET CO | $1,033,000 | – | 66,775 | +100.0% | 0.29% | – |
| HUBB | New | HUBBELL INCcl b | $1,019,000 | – | 12,000 | +100.0% | 0.29% | – |
| INFN | New | INFINERA CORPORATION | $1,015,000 | – | 51,900 | +100.0% | 0.29% | – |
| TSEM | Buy | TOWER SEMICONDUCTOR LTD | $1,015,000 | +410.1% | 78,829 | +512.1% | 0.29% | +483.7% |
| WD | New | WALKER & DUNLOP INC | $1,004,000 | – | 38,500 | +100.0% | 0.28% | – |
| ELNK | New | EARTHLINK HLDGS CORP | $1,001,000 | – | 128,700 | +100.0% | 0.28% | – |
| NAT | Buy | NORDIC AMERICAN TANKERS LIMI | $996,000 | +264.8% | 65,551 | +241.9% | 0.28% | +319.4% |
| NUS | Buy | NU SKIN ENTERPRISES INCcl a | $966,000 | +122.6% | 23,400 | +154.3% | 0.27% | +156.6% |
| JBL | Buy | JABIL CIRCUIT INC | $966,000 | +130.5% | 43,200 | +119.3% | 0.27% | +166.7% |
| SPG | New | SIMON PPTY GROUP INC NEW | $958,000 | – | 5,213 | +100.0% | 0.27% | – |
| SYT | New | SYNGENTA AGsponsored adr | $957,000 | – | 15,000 | +100.0% | 0.27% | – |
| RL | Buy | RALPH LAUREN CORPcl a | $957,000 | +244.2% | 8,100 | +285.7% | 0.27% | +297.1% |
| KMT | New | KENNAMETAL INC | $956,000 | – | 38,400 | +100.0% | 0.27% | – |
| CENTA | New | CENTRAL GARDEN & PET COcl a non-vtg | $946,000 | – | 58,702 | +100.0% | 0.27% | – |
| PAY | Buy | VERIFONE SYS INC | $913,000 | +14.4% | 32,921 | +40.1% | 0.26% | +31.8% |
| BID | New | SOTHEBYS | $911,000 | – | 28,500 | +100.0% | 0.26% | – |
| GNCIQ | Buy | GNC HLDGS INC | $909,000 | +48.0% | 22,500 | +63.0% | 0.26% | +70.7% |
| MWW | Buy | MONSTER WORLDWIDE INC | $906,000 | +80.8% | 141,059 | +84.1% | 0.26% | +109.0% |
| FIVE | New | FIVE BELOW INC | $897,000 | – | 26,700 | +100.0% | 0.25% | – |
| MJN | Buy | MEAD JOHNSON NUTRITION CO | $894,000 | +73.9% | 12,700 | +122.8% | 0.25% | +100.0% |
| BEAV | New | B/E AEROSPACE INC | $891,000 | – | 20,300 | +100.0% | 0.25% | – |
| KATE | Buy | KATE SPADE & CO | $885,000 | +86.7% | 46,300 | +110.5% | 0.25% | +114.7% |
| MELI | Buy | MERCADOLIBRE INC | $883,000 | -30.0% | 9,700 | +9.0% | 0.25% | -19.2% |
| ADS | New | ALLIANCE DATA SYSTEMS CORP | $881,000 | – | 3,400 | +100.0% | 0.25% | – |
| JBHT | New | HUNT J B TRANS SVCS INC | $871,000 | – | 12,200 | +100.0% | 0.24% | – |
| IHS | New | IHS INCcl a | $870,000 | – | 7,500 | +100.0% | 0.24% | – |
| HRS | New | HARRIS CORP DEL | $867,000 | – | 11,852 | +100.0% | 0.24% | – |
| SCI | New | SERVICE CORP INTL | $854,000 | – | 31,500 | +100.0% | 0.24% | – |
| MDCA | New | MDC PARTNERS INCcl a sub vtg | $851,000 | – | 46,175 | +100.0% | 0.24% | – |
| FIX | New | COMFORT SYS USA INC | $834,000 | – | 30,600 | +100.0% | 0.24% | – |
| RSPP | New | RSP PERMIAN INC | $836,000 | – | 41,261 | +100.0% | 0.24% | – |
| ASPS | New | ALTISOURCE PORTFOLIO SOLNS S | $836,000 | – | 35,062 | +100.0% | 0.24% | – |
| WBA | New | WALGREENS BOOTS ALLIANCE INC | $831,000 | – | 10,000 | +100.0% | 0.23% | – |
| PDCE | Buy | PDC ENERGY INC | $832,000 | +260.2% | 15,700 | +265.1% | 0.23% | +317.9% |
| TSCO | New | TRACTOR SUPPLY CO | $826,000 | – | 9,800 | +100.0% | 0.23% | – |
| JNS | Buy | JANUS CAP GROUP INC | $827,000 | +137.6% | 60,800 | +199.3% | 0.23% | +174.1% |
| AMZN | New | AMAZON COM INC | $819,000 | – | 1,600 | +100.0% | 0.23% | – |
| NTES | Buy | NETEASE INCsponsored adr | $817,000 | +145.3% | 6,800 | +195.7% | 0.23% | +184.0% |
| MHK | Buy | MOHAWK INDS INC | $818,000 | +291.4% | 4,500 | +311.3% | 0.23% | +351.0% |
| ANTM | Buy | ANTHEM INC | $812,000 | +59.5% | 5,800 | +87.1% | 0.23% | +84.7% |
| TITN | New | TITAN MACHY INC | $809,000 | – | 70,500 | +100.0% | 0.23% | – |
| MA | New | MASTERCARD INCcl a | $802,000 | – | 8,900 | +100.0% | 0.23% | – |
| RHT | New | RED HAT INC | $798,000 | – | 11,100 | +100.0% | 0.22% | – |
| AAP | New | ADVANCE AUTO PARTS INC | $796,000 | – | 4,200 | +100.0% | 0.22% | – |
| ELP | Buy | COMPANHIA PARANAENSE ENERG Cspon adr pfd | $786,000 | -14.5% | 95,700 | +14.6% | 0.22% | -1.8% |
| SHW | New | SHERWIN WILLIAMS CO | $780,000 | – | 3,500 | +100.0% | 0.22% | – |
| SCHN | Buy | SCHNITZER STL INDScl a | $779,000 | +79.9% | 57,526 | +132.0% | 0.22% | +106.6% |
| CCRN | New | CROSS CTRY HEALTHCARE INC | $771,000 | – | 56,665 | +100.0% | 0.22% | – |
| OA | Buy | ORBITAL ATK INC | $762,000 | +18.0% | 10,600 | +20.5% | 0.22% | +36.1% |
| AMT | New | AMERICAN TOWER CORP NEW | $757,000 | – | 8,600 | +100.0% | 0.21% | – |
| NFLX | New | NETFLIX INC | $754,000 | – | 7,300 | +100.0% | 0.21% | – |
| SABR | Buy | SABRE CORP | $742,000 | +228.3% | 27,300 | +187.4% | 0.21% | +280.0% |
| FAF | New | FIRST AMERN FINL CORP | $738,000 | – | 18,900 | +100.0% | 0.21% | – |
| MSTR | New | MICROSTRATEGY INCcl a new | $732,000 | – | 3,726 | +100.0% | 0.21% | – |
| KLAC | New | KLA-TENCOR CORP | $730,000 | – | 14,600 | +100.0% | 0.21% | – |
| KOP | New | KOPPERS HOLDINGS INC | $727,000 | – | 36,046 | +100.0% | 0.20% | – |
| GPN | New | GLOBAL PMTS INC | $723,000 | – | 6,300 | +100.0% | 0.20% | – |
| LAD | Buy | LITHIA MTRS INCcl a | $724,000 | +233.6% | 6,700 | +249.7% | 0.20% | +284.9% |
| AMBC | New | AMBAC FINL GROUP INC | $721,000 | – | 49,797 | +100.0% | 0.20% | – |
| BA | New | BOEING CO | $709,000 | – | 5,417 | +100.0% | 0.20% | – |
| AAPL | Buy | APPLE INC | $706,000 | +94.0% | 6,402 | +120.8% | 0.20% | +123.6% |
| MOV | New | MOVADO GROUP INC | $708,000 | – | 27,425 | +100.0% | 0.20% | – |
| ENTG | New | ENTEGRIS INC | $704,000 | – | 53,400 | +100.0% | 0.20% | – |
| NCS | New | NCI BUILDING SYS INC | $701,000 | – | 66,306 | +100.0% | 0.20% | – |
| HZO | New | MARINEMAX INC | $696,000 | – | 49,245 | +100.0% | 0.20% | – |
| ESV | New | ENSCO PLC | $696,000 | – | 49,400 | +100.0% | 0.20% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $684,000 | – | 10,918 | +100.0% | 0.19% | – |
| ORLY | New | O REILLY AUTOMOTIVE INC NEW | $675,000 | – | 2,700 | +100.0% | 0.19% | – |
| ACETQ | New | ACETO CORP | $669,000 | – | 24,383 | +100.0% | 0.19% | – |
| MLNX | Buy | MELLANOX TECHNOLOGIES LTD | $662,000 | +10.7% | 17,522 | +42.5% | 0.19% | +27.4% |
| ABT | New | ABBOTT LABS | $661,000 | – | 16,439 | +100.0% | 0.19% | – |
| SWKS | New | SKYWORKS SOLUTIONS INC | $657,000 | – | 7,800 | +100.0% | 0.18% | – |
| AOS | New | SMITH A O | $658,000 | – | 10,100 | +100.0% | 0.18% | – |
| MRC | New | MRC GLOBAL INC | $650,000 | – | 58,300 | +100.0% | 0.18% | – |
| IM | Buy | INGRAM MICRO INCcl a | $651,000 | +117.0% | 23,900 | +99.2% | 0.18% | +150.7% |
| AZO | New | AUTOZONE INC | $651,000 | – | 900 | +100.0% | 0.18% | – |
| LCI | New | LANNET INC | $648,000 | – | 15,600 | +100.0% | 0.18% | – |
| SWFT | New | SWIFT TRANSN COcl a | $648,000 | – | 43,162 | +100.0% | 0.18% | – |
| SLB | New | SCHLUMBERGER LTD | $635,000 | – | 9,200 | +100.0% | 0.18% | – |
| KT | Buy | KT CORPsponsored adr | $629,000 | +175.9% | 48,100 | +167.2% | 0.18% | +216.1% |
| LMCA | New | LIBERTY MEDIA CORP DELAWAREcl a | $629,000 | – | 17,600 | +100.0% | 0.18% | – |
| NWL | New | NEWELL RUBBERMAID INC | $619,000 | – | 15,600 | +100.0% | 0.17% | – |
| PIPR | New | PIPER JAFFRAY COS | $617,000 | – | 17,051 | +100.0% | 0.17% | – |
| PSA | New | PUBLIC STORAGE | $614,000 | – | 2,900 | +100.0% | 0.17% | – |
| BOFI | Buy | BOFI HLDG INC | $606,000 | +173.0% | 4,700 | +123.8% | 0.17% | +216.7% |
| MRD | Buy | MEMORIAL RESOURCE DEV CORP | $607,000 | +102.3% | 34,501 | +118.4% | 0.17% | +134.2% |
| POST | New | POST HLDGS INC | $603,000 | – | 10,200 | +100.0% | 0.17% | – |
| COLL | New | COLLEGIUM PHARMACEUTICAL INC | $604,000 | – | 27,300 | +100.0% | 0.17% | – |
| EQIX | New | EQUINIX INC | $601,000 | – | 2,200 | +100.0% | 0.17% | – |
| VRSN | New | VERISIGN INC | $600,000 | – | 8,500 | +100.0% | 0.17% | – |
| PERY | New | ELLIS PERRY INTL INC | $600,000 | – | 27,332 | +100.0% | 0.17% | – |
| COO | New | COOPER COS INC | $595,000 | – | 4,000 | +100.0% | 0.17% | – |
| TXT | New | TEXTRON INC | $595,000 | – | 15,800 | +100.0% | 0.17% | – |
| ANIK | New | ANIKA THERAPEUTICS INC | $594,000 | – | 18,648 | +100.0% | 0.17% | – |
| ZBH | New | ZIMMER BIOMET HLDGS INC | $593,000 | – | 6,308 | +100.0% | 0.17% | – |
| SYNA | New | SYNAPTICS INC | $593,000 | – | 7,187 | +100.0% | 0.17% | – |
| SIVB | New | SVB FINL GROUP | $587,000 | – | 5,082 | +100.0% | 0.16% | – |
| WNC | New | WABASH NATL CORP | $579,000 | – | 54,700 | +100.0% | 0.16% | – |
| YELP | Buy | YELP INCcl a | $578,000 | -5.4% | 26,686 | +87.9% | 0.16% | +9.4% |
| UTX | New | UNITED TECHNOLOGIES CORP | $578,000 | – | 6,500 | +100.0% | 0.16% | – |
| SYNT | New | SYNTEL INC | $575,000 | – | 12,700 | +100.0% | 0.16% | – |
| OXM | Buy | OXFORD INDS INC | $572,000 | +42.3% | 7,742 | +68.3% | 0.16% | +64.3% |
| ALGN | Buy | ALIGN TECHNOLOGY INC | $573,000 | +36.4% | 10,100 | +50.8% | 0.16% | +56.3% |
| B | New | BARNES GROUP INC | $572,000 | – | 15,863 | +100.0% | 0.16% | – |
| NPTN | Buy | NEOPHOTONICS CORP | $569,000 | +60.3% | 83,623 | +114.9% | 0.16% | +83.9% |
| MW | New | MENS WEARHOUSE INC | $566,000 | – | 13,300 | +100.0% | 0.16% | – |
| AMG | New | AFFILIATED MANAGERS GROUP | $564,000 | – | 3,300 | +100.0% | 0.16% | – |
| WUBA | New | 58 COM INCspon adr rep a | $560,000 | – | 11,900 | +100.0% | 0.16% | – |
| WOR | New | WORTHINGTON INDS INC | $561,000 | – | 21,200 | +100.0% | 0.16% | – |
| CBRE | New | CBRE GROUP INCcl a | $554,000 | – | 17,300 | +100.0% | 0.16% | – |
| SNCR | Buy | SYNCHRONOSS TECHNOLOGIES INC | $554,000 | +69.9% | 16,895 | +137.2% | 0.16% | +95.0% |
| SGY | New | STONE ENERGY CORP | $550,000 | – | 110,900 | +100.0% | 0.16% | – |
| HCSG | New | HEALTHCARE SVCS GRP INC | $549,000 | – | 16,300 | +100.0% | 0.16% | – |
| GPI | New | GROUP 1 AUTOMOTIVE INC | $545,000 | – | 6,400 | +100.0% | 0.15% | – |
| HIW | New | HIGHWOODS PPTYS INC | $546,000 | – | 14,100 | +100.0% | 0.15% | – |
| M | New | MACYS INC | $538,000 | – | 10,480 | +100.0% | 0.15% | – |
| AMGN | Buy | AMGEN INC | $539,000 | +59.5% | 3,900 | +77.3% | 0.15% | +83.1% |
| PE | New | PARSLEY ENERGY INCcl a | $538,000 | – | 35,700 | +100.0% | 0.15% | – |
| ATO | New | ATMOS ENERGY CORP | $535,000 | – | 9,200 | +100.0% | 0.15% | – |
| RDC | New | ROWAN COMPANIES PLC | $536,000 | – | 33,200 | +100.0% | 0.15% | – |
| WIX | New | WIX COM LTD | $533,000 | – | 30,603 | +100.0% | 0.15% | – |
| LOCK | New | LIFELOCK INC | $530,000 | – | 60,553 | +100.0% | 0.15% | – |
| LGIH | New | LGI HOMES INC | $521,000 | – | 19,160 | +100.0% | 0.15% | – |
| HF | New | HFF INCcl a | $517,000 | – | 15,300 | +100.0% | 0.15% | – |
| WDC | New | WESTERN DIGITAL CORP | $516,000 | – | 6,500 | +100.0% | 0.14% | – |
| CNP | Buy | CENTERPOINT ENERGY INC | $516,000 | +14.4% | 28,600 | +20.7% | 0.14% | +31.8% |
| LVNTA | Buy | LIBERTY INTERACTIVE CORP | $511,000 | +35.5% | 12,674 | +31.9% | 0.14% | +56.5% |
| MORN | New | MORNINGSTAR INC | $506,000 | – | 6,300 | +100.0% | 0.14% | – |
| CGNX | New | COGNEX CORP | $505,000 | – | 14,700 | +100.0% | 0.14% | – |
| PPG | New | PPG INDS INC | $500,000 | – | 5,700 | +100.0% | 0.14% | – |
| FTNT | New | FORTINET INC | $501,000 | – | 11,800 | +100.0% | 0.14% | – |
| ARCB | New | ARCBEST CORP | $500,000 | – | 19,391 | +100.0% | 0.14% | – |
| New | HORIZON PHARMA INCnote 5.000%11/1 | $492,000 | – | 24,800 | +100.0% | 0.14% | – | |
| CBS | New | CBS CORP NEWcl b | $491,000 | – | 12,314 | +100.0% | 0.14% | – |
| FNFG | New | FIRST NIAGARA FINL GP INC | $479,000 | – | 46,900 | +100.0% | 0.14% | – |
| CULP | Buy | CULP INC | $479,000 | +86.4% | 14,940 | +80.0% | 0.14% | +114.3% |
| ITG | New | INVESTMENT TECHNOLOGY GRP NE | $476,000 | – | 35,714 | +100.0% | 0.13% | – |
| FHN | New | FIRST HORIZON NATL CORP | $475,000 | – | 33,500 | +100.0% | 0.13% | – |
| CFG | New | CITIZENS FINL GROUP INC | $477,000 | – | 19,993 | +100.0% | 0.13% | – |
| FNGN | New | FINANCIAL ENGINES INC | $472,000 | – | 16,000 | +100.0% | 0.13% | – |
| DFS | New | DISCOVER FINL SVCS | $468,000 | – | 9,000 | +100.0% | 0.13% | – |
| UFPI | New | UNIVERSAL FST PRODS INC | $470,000 | – | 8,156 | +100.0% | 0.13% | – |
| TMUS | Buy | T MOBILE US INC | $470,000 | +129.3% | 11,800 | +122.6% | 0.13% | +164.0% |
| ZBRA | Buy | ZEBRA TECHNOLOGIES CORPcl a | $467,000 | -28.7% | 6,100 | +3.4% | 0.13% | -17.5% |
| STWD | New | STARWOOD PPTY TR INC | $464,000 | – | 22,600 | +100.0% | 0.13% | – |
| AEGN | Buy | AEGION CORP | $457,000 | +55.4% | 27,745 | +79.0% | 0.13% | +79.2% |
| KR | New | KROGER CO | $458,000 | – | 12,700 | +100.0% | 0.13% | – |
| PFG | Buy | PRINCIPAL FINL GROUP INC | $454,000 | +7.8% | 9,600 | +17.1% | 0.13% | +24.3% |
| CBD | New | COMPANHIA BRASILEIRA DE DISTspn adr pfd cl a | $454,000 | – | 36,200 | +100.0% | 0.13% | – |
| DXPE | Buy | DXP ENTERPRISES INC NEW | $450,000 | +82.9% | 16,500 | +211.3% | 0.13% | +111.7% |
| CPL | Buy | CPFL ENERGIA S Asponsored adr | $450,000 | +8.4% | 60,000 | +77.0% | 0.13% | +25.7% |
| PANW | Buy | PALO ALTO NETWORKS INC | $447,000 | +28.1% | 2,600 | +30.0% | 0.13% | +48.2% |
| RRD | Buy | DONNELLEY R R & SONS CO | $448,000 | +41.3% | 30,800 | +69.2% | 0.13% | +61.5% |
| MDLZ | New | MONDELEZ INTL INCcl a | $448,000 | – | 10,700 | +100.0% | 0.13% | – |
| TCF | New | TCF FINL CORP | $449,000 | – | 29,600 | +100.0% | 0.13% | – |
| SERV | New | SERVICEMASTER GLOBAL HLDGS I | $446,000 | – | 13,300 | +100.0% | 0.13% | – |
| APLE | New | APPLE HOSPITALITY REIT INC | $442,000 | – | 23,787 | +100.0% | 0.12% | – |
| VAR | New | VARIAN MED SYS INC | $443,000 | – | 6,000 | +100.0% | 0.12% | – |
| XXIA | Buy | IXIA | $445,000 | +166.5% | 30,700 | +128.6% | 0.12% | +204.9% |
| FINL | New | FINISH LINE INCcl a | $442,000 | – | 22,900 | +100.0% | 0.12% | – |
| MHFI | New | MCGRAW HILL FINL INC | $441,000 | – | 5,100 | +100.0% | 0.12% | – |
| TX | New | TERNIUM SAspon adr | $440,000 | – | 35,800 | +100.0% | 0.12% | – |
| JPM | New | JPMORGAN CHASE & CO | $439,000 | – | 7,205 | +100.0% | 0.12% | – |
| OFIX | New | ORTHOFIX INTL N V | $437,000 | – | 12,934 | +100.0% | 0.12% | – |
| DLTR | New | DOLLAR TREE INC | $433,000 | – | 6,500 | +100.0% | 0.12% | – |
| G | New | GENPACT LIMITED | $432,000 | – | 18,300 | +100.0% | 0.12% | – |
| SPTN | Buy | SPARTANNASH CO | $432,000 | -2.5% | 16,700 | +22.8% | 0.12% | +13.0% |
| TEN | Buy | TENNECO INC | $430,000 | +15.3% | 9,600 | +47.9% | 0.12% | +33.0% |
| CNS | New | COHEN & STEERS INC | $431,000 | – | 15,700 | +100.0% | 0.12% | – |
| J | New | JACOBS ENGR GROUP INC DEL | $427,000 | – | 11,400 | +100.0% | 0.12% | – |
| SPNV | New | SUPERIOR ENERGY SVCS INC | $424,000 | – | 33,600 | +100.0% | 0.12% | – |
| XL | New | XL GROUP PLC | $421,000 | – | 11,600 | +100.0% | 0.12% | – |
| KEP | Buy | KOREA ELECTRIC PWRsponsored adr | $418,000 | +88.3% | 20,400 | +87.2% | 0.12% | +118.5% |
| EXP | New | EAGLE MATERIALS INC | $416,000 | – | 6,083 | +100.0% | 0.12% | – |
| SCHW | New | SCHWAB CHARLES CORP NEW | $416,000 | – | 14,565 | +100.0% | 0.12% | – |
| DAL | New | DELTA AIR LINES INC DEL | $412,000 | – | 9,174 | +100.0% | 0.12% | – |
| NMBL | New | NIMBLE STORAGE INC | $412,000 | – | 17,093 | +100.0% | 0.12% | – |
| APA | New | APACHE CORP | $411,000 | – | 10,500 | +100.0% | 0.12% | – |
| MBI | New | MBIA INC | $411,000 | – | 67,521 | +100.0% | 0.12% | – |
| DXCM | New | DEXCOM INC | $412,000 | – | 4,800 | +100.0% | 0.12% | – |
| LKQ | New | LKQ CORP | $408,000 | – | 14,400 | +100.0% | 0.12% | – |
| ES | New | EVERSOURCE ENERGY | $410,000 | – | 8,100 | +100.0% | 0.12% | – |
| VXX | Buy | BARCLAYS BK PLCipath s&p500 vix | $408,000 | +44.2% | 15,900 | +12.8% | 0.12% | +66.7% |
| AFSI | New | AMTRUST FINL SVCS INC | $403,000 | – | 6,400 | +100.0% | 0.11% | – |
| WMC | Buy | WESTERN ASSET MTG CAP CORP | $406,000 | +72.8% | 32,168 | +102.4% | 0.11% | +100.0% |
| ISBC | New | INVESTORS BANCORP INC NEW | $404,000 | – | 32,700 | +100.0% | 0.11% | – |
| ELY | New | CALLAWAY GOLF CO | $404,000 | – | 48,400 | +100.0% | 0.11% | – |
| SCOR | New | COMSCORE INC | $403,000 | – | 8,723 | +100.0% | 0.11% | – |
| WTR | Buy | AQUA AMERICA INC | $400,000 | +51.5% | 15,129 | +40.1% | 0.11% | +73.8% |
| SAM | New | BOSTON BEER INCcl a | $400,000 | – | 1,900 | +100.0% | 0.11% | – |
| JWN | New | NORDSTROM INC | $402,000 | – | 5,600 | +100.0% | 0.11% | – |
| SONC | New | SONIC CORP | $397,000 | – | 17,300 | +100.0% | 0.11% | – |
| SWM | New | SCHWEITZER-MAUDUIT INTL INC | $399,000 | – | 11,600 | +100.0% | 0.11% | – |
| COF | New | CAPITAL ONE FINL CORP | $399,000 | – | 5,500 | +100.0% | 0.11% | – |
| WEN | New | WENDYS CO | $395,000 | – | 45,700 | +100.0% | 0.11% | – |
| JOY | New | JOY GLOBAL INC | $393,000 | – | 26,300 | +100.0% | 0.11% | – |
| SONS | New | SONUS NETWORKS INC | $395,000 | – | 69,102 | +100.0% | 0.11% | – |
| ISIS | New | ISIS PHARMACEUTICALS INC | $392,000 | – | 9,700 | +100.0% | 0.11% | – |
| TREX | New | TREX CO INC | $392,000 | – | 11,759 | +100.0% | 0.11% | – |
| NILE | New | BLUE NILE INC | $392,000 | – | 11,685 | +100.0% | 0.11% | – |
| BAX | New | BAXTER INTL INC | $392,000 | – | 11,927 | +100.0% | 0.11% | – |
| CSTE | New | CAESARSTONE SDOT-YAM LTD | $392,000 | – | 12,884 | +100.0% | 0.11% | – |
| HXL | New | HEXCEL CORP NEW | $388,000 | – | 8,652 | +100.0% | 0.11% | – |
| AAL | New | AMERICAN AIRLS GROUP INC | $388,000 | – | 10,002 | +100.0% | 0.11% | – |
| TTC | New | TORO CO | $388,000 | – | 5,500 | +100.0% | 0.11% | – |
| WHR | New | WHIRLPOOL CORP | $388,000 | – | 2,633 | +100.0% | 0.11% | – |
| JLL | New | JONES LANG LASALLE INC | $388,000 | – | 2,700 | +100.0% | 0.11% | – |
| RLJ | New | RLJ LODGING TR | $384,000 | – | 15,200 | +100.0% | 0.11% | – |
| DHR | New | DANAHER CORP DEL | $383,000 | – | 4,500 | +100.0% | 0.11% | – |
| AVB | Buy | AVALONBAY CMNTYS INC | $385,000 | +83.3% | 2,200 | +67.6% | 0.11% | +111.8% |
| MDSO | New | MEDIDATA SOLUTIONS INC | $380,000 | – | 9,015 | +100.0% | 0.11% | – |
| TSL | Buy | TRINA SOLAR LIMITEDspon adr | $376,000 | +133.5% | 41,900 | +203.6% | 0.11% | +171.8% |
| NOW | New | SERVICENOW INC | $373,000 | – | 5,364 | +100.0% | 0.10% | – |
| BCR | New | BARD C R INC | $373,000 | – | 2,000 | +100.0% | 0.10% | – |
| TER | New | TERADYNE INC | $371,000 | – | 20,600 | +100.0% | 0.10% | – |
| ETN | New | EATON CORP PLC | $374,000 | – | 7,300 | +100.0% | 0.10% | – |
| SBUX | Buy | STARBUCKS CORP | $369,000 | +80.9% | 6,500 | +71.1% | 0.10% | +108.0% |
| TILE | New | INTERFACE INC | $370,000 | – | 16,500 | +100.0% | 0.10% | – |
| VOYA | New | VOYA FINL INC | $368,000 | – | 9,500 | +100.0% | 0.10% | – |
| RICE | New | RICE ENERGY INC | $368,000 | – | 22,800 | +100.0% | 0.10% | – |
| OII | New | OCEANEERING INTL INC | $369,000 | – | 9,392 | +100.0% | 0.10% | – |
| ALL | New | ALLSTATE CORP | $361,000 | – | 6,200 | +100.0% | 0.10% | – |
| WPX | New | WPX ENERGY INC | $363,000 | – | 54,823 | +100.0% | 0.10% | – |
| USG | New | U S G CORP | $362,000 | – | 13,600 | +100.0% | 0.10% | – |
| MGLN | New | MAGELLAN HEALTH INC | $361,000 | – | 6,519 | +100.0% | 0.10% | – |
| STI | New | SUNTRUST BKS INC | $363,000 | – | 9,500 | +100.0% | 0.10% | – |
| CROX | New | CROCS INC | $363,000 | – | 28,114 | +100.0% | 0.10% | – |
| GNTX | Buy | GENTEX CORP | $358,000 | +53.6% | 23,100 | +62.7% | 0.10% | +77.2% |
| LTC | New | LTC PPTYS INC | $358,000 | – | 8,400 | +100.0% | 0.10% | – |
| BHE | New | BENCHMARK ELECTRS INC | $355,000 | – | 16,300 | +100.0% | 0.10% | – |
| FE | New | FIRSTENERGY CORP | $351,000 | – | 11,200 | +100.0% | 0.10% | – |
| ADUS | New | ADDUS HOMECARE CORP | $352,000 | – | 11,300 | +100.0% | 0.10% | – |
| FDP | New | FRESH DEL MONTE PRODUCE INCord | $347,000 | – | 8,786 | +100.0% | 0.10% | – |
| NYCB | New | NEW YORK CMNTY BANCORP INC | $349,000 | – | 19,300 | +100.0% | 0.10% | – |
| SXC | New | SUNCOKE ENERGY INC | $348,000 | – | 44,738 | +100.0% | 0.10% | – |
| AEPI | New | AEP INDS INC | $344,000 | – | 6,000 | +100.0% | 0.10% | – |
| RTEC | New | RUDOLPH TECHNOLOGIES INC | $345,000 | – | 27,742 | +100.0% | 0.10% | – |
| KAR | Buy | KAR AUCTION SVCS INC | $342,000 | +47.4% | 9,633 | +55.4% | 0.10% | +68.4% |
| VRA | New | VERA BRADLEY INC | $342,000 | – | 27,117 | +100.0% | 0.10% | – |
| MERC | Buy | MERCER INTL INC | $340,000 | +104.8% | 33,922 | +180.3% | 0.10% | +134.1% |
| MEI | New | METHODE ELECTRS INC | $342,000 | – | 10,710 | +100.0% | 0.10% | – |
| TNP | Buy | TSAKOS ENERGY NAVIGATION LTD | $337,000 | -10.6% | 41,497 | +4.9% | 0.10% | +3.3% |
| RTN | New | RAYTHEON CO | $339,000 | – | 3,100 | +100.0% | 0.10% | – |
| CHUY | New | CHUYS HLDGS INC | $334,000 | – | 11,754 | +100.0% | 0.09% | – |
| SC | New | SANTANDER CONSUMER USA HDG I | $329,000 | – | 16,118 | +100.0% | 0.09% | – |
| RMTI | New | ROCKWELL MED INC | $330,000 | – | 42,834 | +100.0% | 0.09% | – |
| TARO | New | TARO PHARMACEUTICAL INDS LTD | $329,000 | – | 2,300 | +100.0% | 0.09% | – |
| CAVM | New | CAVIUM INC | $325,000 | – | 5,300 | +100.0% | 0.09% | – |
| CINF | New | CINCINNATI FINL CORP | $328,000 | – | 6,100 | +100.0% | 0.09% | – |
| VA | New | VIRGIN AMER INC | $325,000 | – | 9,500 | +100.0% | 0.09% | – |
| JAZZ | New | JAZZ PHARMACEUTICALS PLC | $326,000 | – | 2,451 | +100.0% | 0.09% | – |
| VRNT | New | VERINT SYS INC | $328,000 | – | 7,600 | +100.0% | 0.09% | – |
| EGP | New | EASTGROUP PPTY INC | $325,000 | – | 6,000 | +100.0% | 0.09% | – |
| SNP | New | CHINA PETE & CHEM CORP | $326,000 | – | 5,300 | +100.0% | 0.09% | – |
| NMR | Buy | NOMURA HLDGS INCsponsored adr | $322,000 | -11.0% | 55,400 | +3.4% | 0.09% | +2.2% |
| ODFL | New | OLD DOMINION FGHT LINES INC | $323,000 | – | 5,300 | +100.0% | 0.09% | – |
| AWI | Buy | ARMSTRONG WORLD INDS INC NEW | $320,000 | +13.5% | 6,700 | +26.4% | 0.09% | +30.4% |
| DRII | Buy | DIAMOND RESORTS INTL INC | $320,000 | +59.2% | 13,667 | +115.1% | 0.09% | +83.7% |
| WM | New | WASTE MGMT INC DEL | $319,000 | – | 6,400 | +100.0% | 0.09% | – |
| AGO | New | ASSURED GUARANTY LTD | $318,000 | – | 12,700 | +100.0% | 0.09% | – |
| ACRE | New | ARES COML REAL ESTATE CORP | $315,000 | – | 26,247 | +100.0% | 0.09% | – |
| ADI | New | ANALOG DEVICES INC | $316,000 | – | 5,600 | +100.0% | 0.09% | – |
| ADPTQ | New | ADEPTUS HEALTH INCcl a | $312,000 | – | 3,869 | +100.0% | 0.09% | – |
| HAS | New | HASBRO INC | $312,000 | – | 4,331 | +100.0% | 0.09% | – |
| ULTA | Buy | ULTA SALON COSMETCS & FRAG I | $310,000 | +43.5% | 1,900 | +35.7% | 0.09% | +64.2% |
| WYND | New | WYNDHAM WORLDWIDE CORP | $309,000 | – | 4,300 | +100.0% | 0.09% | – |
| BBBY | New | BED BATH & BEYOND INC | $308,000 | – | 5,400 | +100.0% | 0.09% | – |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $308,000 | – | 3,700 | +100.0% | 0.09% | – |
| PSEC | New | PROSPECT CAPITAL CORPORATION | $308,000 | – | 43,249 | +100.0% | 0.09% | – |
| LAKE | New | LAKELAND INDS INC | $310,000 | – | 22,300 | +100.0% | 0.09% | – |
| GPC | Buy | GENUINE PARTS CO | $307,000 | +37.1% | 3,700 | +48.0% | 0.09% | +56.4% |
| AFL | New | AFLAC INC | $305,000 | – | 5,240 | +100.0% | 0.09% | – |
| VTAE | New | VITAE PHARMACEUTICALS INC | $307,000 | – | 27,911 | +100.0% | 0.09% | – |
| RJETQ | New | REPUBLIC AWYS HLDGS INC | $304,000 | – | 52,600 | +100.0% | 0.09% | – |
| NLY | New | ANNALY CAP MGMT INC | $303,000 | – | 30,700 | +100.0% | 0.08% | – |
| CIT | New | CIT GROUP INC | $300,000 | – | 7,500 | +100.0% | 0.08% | – |
| GTS | New | TRIPLE-S MGMT CORPcl b | $300,000 | – | 16,849 | +100.0% | 0.08% | – |
| DIOD | New | DIODES INC | $300,000 | – | 14,034 | +100.0% | 0.08% | – |
| STNG | Buy | SCORPIO TANKERS INC | $302,000 | +179.6% | 32,960 | +207.7% | 0.08% | +226.9% |
| GEF | New | GREIF INCcl a | $299,000 | – | 9,370 | +100.0% | 0.08% | – |
| RMBS | New | RAMBUS INC DEL | $299,000 | – | 25,300 | +100.0% | 0.08% | – |
| AYI | New | ACUITY BRANDS INC | $298,000 | – | 1,700 | +100.0% | 0.08% | – |
| HOT | New | STARWOOD HOTELS&RESORTS WRLD | $293,000 | – | 4,400 | +100.0% | 0.08% | – |
| TOWR | New | TOWER INTL INC | $294,000 | – | 12,355 | +100.0% | 0.08% | – |
| NSM | New | NATIONSTAR MTG HLDGS INC | $290,000 | – | 20,905 | +100.0% | 0.08% | – |
| MYGN | New | MYRIAD GENETICS INC | $292,000 | – | 7,800 | +100.0% | 0.08% | – |
| PRE | New | PARTNERRE LTD | $292,000 | – | 2,100 | +100.0% | 0.08% | – |
| GEO | Buy | GEO GROUP INC NEW | $291,000 | +4.7% | 9,800 | +20.6% | 0.08% | +20.6% |
| PKX | New | POSCOsponsored adr | $291,000 | – | 8,300 | +100.0% | 0.08% | – |
| AMTD | New | TD AMERITRADE HLDG CORP | $286,000 | – | 8,978 | +100.0% | 0.08% | – |
| BNFT | Buy | BENEFITFOCUS INC | $289,000 | -0.7% | 9,242 | +39.2% | 0.08% | +14.1% |
| BRKR | New | BRUKER CORP | $288,000 | – | 17,530 | +100.0% | 0.08% | – |
| DUK | New | DUKE ENERGY CORP NEW | $288,000 | – | 4,000 | +100.0% | 0.08% | – |
| HWAY | New | HEALTHWAYS INC | $287,000 | – | 25,779 | +100.0% | 0.08% | – |
| RASF | Buy | RAIT FINANCIAL TRUST | $288,000 | +84.6% | 58,150 | +127.1% | 0.08% | +113.2% |
| MTD | New | METTLER TOLEDO INTERNATIONAL | $285,000 | – | 1,000 | +100.0% | 0.08% | – |
| FTDCQ | New | FTD COS INC | $283,000 | – | 9,500 | +100.0% | 0.08% | – |
| SNI | New | SCRIPPS NETWORKS INTERACT IN | $285,000 | – | 5,800 | +100.0% | 0.08% | – |
| RRGB | Buy | RED ROBIN GOURMET BURGERS IN | $285,000 | +1.4% | 3,764 | +15.1% | 0.08% | +15.9% |
| SAIA | New | SAIA INC | $281,000 | – | 9,093 | +100.0% | 0.08% | – |
| EHTH | New | EHEALTH INC | $281,000 | – | 21,945 | +100.0% | 0.08% | – |
| WEC | New | WEC ENERGY GROUP INC | $282,000 | – | 5,400 | +100.0% | 0.08% | – |
| NVAX | New | NOVAVAX INC | $279,000 | – | 39,524 | +100.0% | 0.08% | – |
| FARM | New | FARMER BROS CO | $281,000 | – | 10,300 | +100.0% | 0.08% | – |
| HSC | New | HARSCO CORP | $276,000 | – | 30,394 | +100.0% | 0.08% | – |
| PG | New | PROCTER & GAMBLE CO | $273,000 | – | 3,800 | +100.0% | 0.08% | – |
| TIVO | Buy | TIVO INC | $274,000 | +130.3% | 31,600 | +170.1% | 0.08% | +165.5% |
| AIRM | Buy | AIR METHODS CORP | $273,000 | +28.2% | 8,000 | +55.3% | 0.08% | +48.1% |
| AKBA | New | AKEBIA THERAPEUTICS INC | $274,000 | – | 28,397 | +100.0% | 0.08% | – |
| TSS | New | TOTAL SYS SVCS INC | $273,000 | – | 6,017 | +100.0% | 0.08% | – |
| CKEC | New | CARMIKE CINEMAS INC | $274,000 | – | 13,657 | +100.0% | 0.08% | – |
| CRS | New | CARPENTER TECHNOLOGY CORP | $272,000 | – | 9,131 | +100.0% | 0.08% | – |
| KSS | New | KOHLS CORP | $269,000 | – | 5,800 | +100.0% | 0.08% | – |
| DLR | New | DIGITAL RLTY TR INC | $268,000 | – | 4,105 | +100.0% | 0.08% | – |
| DNKN | New | DUNKIN BRANDS GROUP INC | $265,000 | – | 5,400 | +100.0% | 0.08% | – |
| GRUB | New | GRUBHUB INC | $268,000 | – | 11,000 | +100.0% | 0.08% | – |
| WW | Buy | WEIGHT WATCHERS INTL INC NEW | $263,000 | +56.5% | 41,200 | +19.2% | 0.07% | +80.5% |
| TRVN | New | TREVENA INC | $264,000 | – | 25,500 | +100.0% | 0.07% | – |
| LRCX | New | LAM RESEARCH CORP | $261,000 | – | 4,000 | +100.0% | 0.07% | – |
| SSNC | New | SS&C TECHNOLOGIES HLDGS INC | $264,000 | – | 3,763 | +100.0% | 0.07% | – |
| MAA | New | MID-AMER APT CMNTYS INC | $262,000 | – | 3,200 | +100.0% | 0.07% | – |
| PAH | New | PLATFORM SPECIALTY PRODS COR | $264,000 | – | 20,845 | +100.0% | 0.07% | – |
| OSUR | Buy | ORASURE TECHNOLOGIES INC | $259,000 | -0.4% | 58,435 | +21.2% | 0.07% | +14.1% |
| BANR | New | BANNER CORP | $258,000 | – | 5,400 | +100.0% | 0.07% | – |
| LMCK | New | LIBERTY MEDIA CORP DELAWARE | $258,000 | – | 7,500 | +100.0% | 0.07% | – |
| VSAT | New | VIASAT INC | $260,000 | – | 4,042 | +100.0% | 0.07% | – |
| FANG | New | DIAMONDBACK ENERGY INC | $258,000 | – | 4,000 | +100.0% | 0.07% | – |
| IPG | New | INTERPUBLIC GROUP COS INC | $260,000 | – | 13,600 | +100.0% | 0.07% | – |
| SWN | New | SOUTHWESTERN ENERGY CO | $259,000 | – | 20,400 | +100.0% | 0.07% | – |
| FDX | New | FEDEX CORP | $259,000 | – | 1,800 | +100.0% | 0.07% | – |
| ALK | New | ALASKA AIR GROUP INC | $254,000 | – | 3,200 | +100.0% | 0.07% | – |
| IAC | New | IAC INTERACTIVECORP | $255,000 | – | 3,900 | +100.0% | 0.07% | – |
| AVY | New | AVERY DENNISON CORP | $255,000 | – | 4,500 | +100.0% | 0.07% | – |
| GDDY | New | GODADDY INCcl a | $257,000 | – | 10,200 | +100.0% | 0.07% | – |
| PENN | New | PENN NATL GAMING INC | $253,000 | – | 15,100 | +100.0% | 0.07% | – |
| AGCO | New | AGCO CORP | $253,000 | – | 5,432 | +100.0% | 0.07% | – |
| TTEC | New | TELETECH HOLDINGS INC | $252,000 | – | 9,416 | +100.0% | 0.07% | – |
| PCTY | New | PAYLOCITY HLDG CORP | $251,000 | – | 8,360 | +100.0% | 0.07% | – |
| HST | Buy | HOST HOTELS & RESORTS INC | $250,000 | +17.9% | 15,800 | +47.7% | 0.07% | +34.6% |
| PEGA | New | PEGASYSTEMS INC | $248,000 | – | 10,072 | +100.0% | 0.07% | – |
| GCAP | New | GAIN CAP HLDGS INC | $244,000 | – | 33,493 | +100.0% | 0.07% | – |
| LHO | New | LASALLE HOTEL PPTYS | $244,000 | – | 8,600 | +100.0% | 0.07% | – |
| NSR | New | NEUSTAR INCcl a | $245,000 | – | 9,000 | +100.0% | 0.07% | – |
| CUBE | New | CUBESMART | $245,000 | – | 9,000 | +100.0% | 0.07% | – |
| ERA | New | ERA GROUP INC | $245,000 | – | 16,375 | +100.0% | 0.07% | – |
| RLYP | New | RELYPSA INC | $241,000 | – | 13,000 | +100.0% | 0.07% | – |
| LQDT | Buy | LIQUIDITY SERVICES INC | $242,000 | +93.6% | 32,713 | +151.8% | 0.07% | +119.4% |
| ARMK | New | ARAMARK | $240,000 | – | 8,095 | +100.0% | 0.07% | – |
| ALEX | Buy | ALEXANDER & BALDWIN INC NEW | $240,000 | -3.2% | 7,000 | +11.1% | 0.07% | +11.5% |
| NNN | New | NATIONAL RETAIL PPTYS INC | $243,000 | – | 6,700 | +100.0% | 0.07% | – |
| CCS | New | CENTURY CMNTYS INC | $240,000 | – | 12,100 | +100.0% | 0.07% | – |
| FSLR | New | FIRST SOLAR INC | $239,000 | – | 5,600 | +100.0% | 0.07% | – |
| CA | New | CA INC | $239,000 | – | 8,769 | +100.0% | 0.07% | – |
| CHRW | New | C H ROBINSON WORLDWIDE INC | $238,000 | – | 3,512 | +100.0% | 0.07% | – |
| TSN | New | TYSON FOODS INCcl a | $237,000 | – | 5,500 | +100.0% | 0.07% | – |
| GD | Buy | GENERAL DYNAMICS CORP | $238,000 | -1.2% | 1,724 | +1.4% | 0.07% | +13.6% |
| FTR | New | FRONTIER COMMUNICATIONS CORP | $238,000 | – | 50,100 | +100.0% | 0.07% | – |
| Y | New | ALLEGHANY CORP DEL | $234,000 | – | 500 | +100.0% | 0.07% | – |
| PAAS | New | PAN AMERICAN SILVER CORP | $236,000 | – | 37,117 | +100.0% | 0.07% | – |
| CTLT | New | CATALENT INC | $236,000 | – | 9,723 | +100.0% | 0.07% | – |
| SKYW | New | SKYWEST INC | $233,000 | – | 13,942 | +100.0% | 0.07% | – |
| ATNI | New | ATLANTIC TELE NETWORK INC | $229,000 | – | 3,100 | +100.0% | 0.06% | – |
| ARE | New | ALEXANDRIA REAL ESTATE EQ IN | $229,000 | – | 2,700 | +100.0% | 0.06% | – |
| ROCK | New | GIBRALTAR INDS INC | $232,000 | – | 12,626 | +100.0% | 0.06% | – |
| TYC | New | TYCO INTL PLC | $231,000 | – | 6,900 | +100.0% | 0.06% | – |
| TLMR | New | TALMER BANCORP INC | $226,000 | – | 13,547 | +100.0% | 0.06% | – |
| YPF | New | YPF SOCIEDAD ANONIMAspon adr cl d | $228,000 | – | 15,000 | +100.0% | 0.06% | – |
| CSOD | New | CORNERSTONE ONDEMAND INC | $228,000 | – | 6,900 | +100.0% | 0.06% | – |
| ACN | New | ACCENTURE PLC IRELAND | $226,000 | – | 2,300 | +100.0% | 0.06% | – |
| AXS | New | AXIS CAPITAL HOLDINGS LTD | $226,000 | – | 4,200 | +100.0% | 0.06% | – |
| GB | New | GREATBATCH INC | $226,000 | – | 3,998 | +100.0% | 0.06% | – |
| CELG | New | CELGENE CORP | $227,000 | – | 2,100 | +100.0% | 0.06% | – |
| FCAU | Buy | FIAT CHRYSLER AUTOMOBILES N | $227,000 | -5.4% | 17,200 | +4.2% | 0.06% | +8.5% |
| MCHP | New | MICROCHIP TECHNOLOGY INC | $224,000 | – | 5,200 | +100.0% | 0.06% | – |
| MLHR | New | MILLER HERMAN INC | $222,000 | – | 7,700 | +100.0% | 0.06% | – |
| AXE | New | ANIXTER INTL INC | $223,000 | – | 3,865 | +100.0% | 0.06% | – |
| MKSI | New | MKS INSTRUMENT INC | $225,000 | – | 6,700 | +100.0% | 0.06% | – |
| EPR | New | EPR PPTYS | $222,000 | – | 4,300 | +100.0% | 0.06% | – |
| CPT | New | CAMDEN PPTY TRsh ben int | $222,000 | – | 3,000 | +100.0% | 0.06% | – |
| NSP | New | INSPERITY INC | $224,000 | – | 5,100 | +100.0% | 0.06% | – |
| BLCM | New | BELLICUM PHARMACEUTICALS INC | $223,000 | – | 15,380 | +100.0% | 0.06% | – |
| LDL | New | LYDALL INC DEL | $225,000 | – | 7,904 | +100.0% | 0.06% | – |
| ESS | New | ESSEX PPTY TR INC | $223,000 | – | 1,000 | +100.0% | 0.06% | – |
| NSA | New | NATIONAL STORAGE AFFILIATES | $220,000 | – | 16,260 | +100.0% | 0.06% | – |
| RELX | New | RELX PLCsponsored adr | $221,000 | – | 12,700 | +100.0% | 0.06% | – |
| LPX | New | LOUISIANA PAC CORP | $221,000 | – | 15,500 | +100.0% | 0.06% | – |
| HALO | New | HALOZYME THERAPEUTICS INC | $221,000 | – | 16,472 | +100.0% | 0.06% | – |
| CSC | New | COMPUTER SCIENCES CORP | $221,000 | – | 3,600 | +100.0% | 0.06% | – |
| HTHT | New | CHINA LODGING GROUP LTDsponsored adr | $221,000 | – | 9,100 | +100.0% | 0.06% | – |
| STX | New | SEAGATE TECHNOLOGY PLC | $215,000 | – | 4,800 | +100.0% | 0.06% | – |
| UN | New | UNILEVER N V | $217,000 | – | 5,400 | +100.0% | 0.06% | – |
| OKE | New | ONEOK INC NEW | $216,000 | – | 6,700 | +100.0% | 0.06% | – |
| WBS | New | WEBSTER FINL CORP CONN | $214,000 | – | 6,000 | +100.0% | 0.06% | – |
| STZ | New | CONSTELLATION BRANDS INCcl a | $213,000 | – | 1,700 | +100.0% | 0.06% | – |
| NAV | New | NAVISTAR INTL CORP NEW | $213,000 | – | 16,744 | +100.0% | 0.06% | – |
| ELGX | New | ENDOLOGIX INC | $208,000 | – | 17,000 | +100.0% | 0.06% | – |
| WWW | New | WOLVERINE WORLD WIDE INC | $210,000 | – | 9,693 | +100.0% | 0.06% | – |
| DERM | New | DERMIRA INC | $211,000 | – | 9,039 | +100.0% | 0.06% | – |
| SIX | New | SIX FLAGS ENTMT CORP NEW | $211,000 | – | 4,600 | +100.0% | 0.06% | – |
| PTR | New | PETROCHINA CO LTDsponsored adr | $209,000 | – | 3,000 | +100.0% | 0.06% | – |
| NBIX | New | NEUROCRINE BIOSCIENCES INC | $211,000 | – | 5,300 | +100.0% | 0.06% | – |
| UNVR | New | UNIVAR INC | $207,000 | – | 11,400 | +100.0% | 0.06% | – |
| LANC | New | LANCASTER COLONY CORP | $205,000 | – | 2,100 | +100.0% | 0.06% | – |
| ARAY | New | ACCURAY INC | $205,000 | – | 40,983 | +100.0% | 0.06% | – |
| ERIC | New | ERICSSONadr b sek 10 | $205,000 | – | 21,000 | +100.0% | 0.06% | – |
| BJRI | Buy | BJS RESTAURANTS INC | $207,000 | +2.0% | 4,800 | +14.3% | 0.06% | +16.0% |
| SHEN | New | SHENANDOAH TELECOMMUNICATION | $205,000 | – | 4,800 | +100.0% | 0.06% | – |
| NXST | New | NEXSTAR BROADCASTING GROUP Icl a | $204,000 | – | 4,300 | +100.0% | 0.06% | – |
| BAM | New | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $204,000 | – | 6,500 | +100.0% | 0.06% | – |
| HOLI | New | HOLLYSYS AUTOMATION TECHNOLO | $202,000 | – | 11,564 | +100.0% | 0.06% | – |
| ESNT | New | ESSENT GROUP LTD | $201,000 | – | 8,100 | +100.0% | 0.06% | – |
| UBS | New | UBS GROUP AG | $203,000 | – | 10,939 | +100.0% | 0.06% | – |
| UIHC | New | UNITED INS HLDGS CORP | $203,000 | – | 15,448 | +100.0% | 0.06% | – |
| ANTH | New | ANTHERA PHARMACEUTICALS INC | $202,000 | – | 33,159 | +100.0% | 0.06% | – |
| SAP | New | SAP SEspon adr | $201,000 | – | 3,100 | +100.0% | 0.06% | – |
| HLIT | New | HARMONIC INC | $201,000 | – | 34,585 | +100.0% | 0.06% | – |
| SBH | New | SALLY BEAUTY HLDGS INC | $204,000 | – | 8,603 | +100.0% | 0.06% | – |
| SALE | Buy | RETAILMENOT INC | $199,000 | -53.1% | 24,143 | +1.4% | 0.06% | -46.2% |
| XNCR | New | XENCOR INC | $199,000 | – | 16,282 | +100.0% | 0.06% | – |
| LOCO | New | EL POLLO LOCO HLDGS INC | $200,000 | – | 18,586 | +100.0% | 0.06% | – |
| NCMI | New | NATIONAL CINEMEDIA INC | $193,000 | – | 14,400 | +100.0% | 0.05% | – |
| ISIL | New | INTERSIL CORPcl a | $190,000 | – | 16,278 | +100.0% | 0.05% | – |
| DFRG | New | DEL FRISCOS RESTAURANT GROUP | $193,000 | – | 13,866 | +100.0% | 0.05% | – |
| SWHC | Buy | SMITH & WESSON HLDG CORP | $189,000 | +7.4% | 11,232 | +6.0% | 0.05% | +23.3% |
| AFOP | New | ALLIANCE FIBER OPTIC PRODS I | $189,000 | – | 11,043 | +100.0% | 0.05% | – |
| BSMX | New | GRUPO FINANCIERO SANTANDER M | $184,000 | – | 25,100 | +100.0% | 0.05% | – |
| PLCM | New | POLYCOM INC | $185,000 | – | 17,686 | +100.0% | 0.05% | – |
| HCKT | New | HACKETT GROUP INC | $182,000 | – | 13,258 | +100.0% | 0.05% | – |
| CVLG | New | COVENANT TRANSN GROUP INCcl a | $181,000 | – | 10,071 | +100.0% | 0.05% | – |
| ANH | New | ANWORTH MORTGAGE ASSET CP | $181,000 | – | 36,605 | +100.0% | 0.05% | – |
| SPNC | New | SPECTRANETICS CORP | $175,000 | – | 14,831 | +100.0% | 0.05% | – |
| FLY | New | FLY LEASING LTDsponsored adr | $170,000 | – | 12,900 | +100.0% | 0.05% | – |
| TRR | New | TRC COS INC | $171,000 | – | 14,497 | +100.0% | 0.05% | – |
| SPIL | New | SILICONWARE PRECISION INDS Lsponsd adr spl | $168,000 | – | 26,800 | +100.0% | 0.05% | – |
| ARWR | New | ARROWHEAD RESH CORP | $163,000 | – | 28,325 | +100.0% | 0.05% | – |
| SRNE | Buy | SORRENTO THERAPEUTICS INC | $162,000 | -35.2% | 19,252 | +35.8% | 0.05% | -24.6% |
| JMEI | New | JUMEI INTL HLDG LTDsponsored adr | $165,000 | – | 16,700 | +100.0% | 0.05% | – |
| LXU | New | LSB INDS INC | $162,000 | – | 10,584 | +100.0% | 0.05% | – |
| CNAT | New | CONATUS PHARMACEUTICALS INC | $162,000 | – | 36,300 | +100.0% | 0.05% | – |
| OMER | New | OMEROS CORP | $161,000 | – | 14,678 | +100.0% | 0.04% | – |
| HOSSQ | New | HORNBECK OFFSHORE SVCS INC N | $161,000 | – | 11,883 | +100.0% | 0.04% | – |
| VNCE | Buy | VINCE HLDG CORP | $159,000 | -50.8% | 46,400 | +72.1% | 0.04% | -43.0% |
| MTW | New | MANITOWOC INC | $153,000 | – | 10,225 | +100.0% | 0.04% | – |
| FPO | New | FIRST POTOMAC RLTY TR | $152,000 | – | 13,800 | +100.0% | 0.04% | – |
| SAAS | New | INCONTACT INC | $149,000 | – | 19,832 | +100.0% | 0.04% | – |
| EGLTQ | New | EGALET CORP | $149,000 | – | 11,328 | +100.0% | 0.04% | – |
| PDLI | New | PDL BIOPHARMA INC | $149,000 | – | 29,600 | +100.0% | 0.04% | – |
| EPEGQ | Buy | EP ENERGY CORPcl a | $144,000 | -58.0% | 28,012 | +3.9% | 0.04% | -51.2% |
| TMST | New | TIMKENSTEEL CORP | $143,000 | – | 14,100 | +100.0% | 0.04% | – |
| TUESQ | Buy | TUESDAY MORNING CORP | $143,000 | -13.9% | 26,479 | +80.1% | 0.04% | -2.4% |
| AU | New | ANGLOGOLD ASHANTI LTDsponsored adr | $143,000 | – | 17,500 | +100.0% | 0.04% | – |
| HIVE | New | AEROHIVE NETWORKS INC | $139,000 | – | 23,185 | +100.0% | 0.04% | – |
| ASX | New | ADVANCED SEMICONDUCTOR ENGRsponsored adr | $138,000 | – | 25,200 | +100.0% | 0.04% | – |
| DXLG | New | DESTINATION XL GROUP INC | $131,000 | – | 22,568 | +100.0% | 0.04% | – |
| KEY | New | KEYCORP NEW | $132,000 | – | 10,132 | +100.0% | 0.04% | – |
| CLDX | New | CELLDEX THERAPEUTICS INC NEW | $131,000 | – | 12,440 | +100.0% | 0.04% | – |
| JCPNQ | New | PENNEY J C INC | $127,000 | – | 13,677 | +100.0% | 0.04% | – |
| CALX | New | CALIX INC | $121,000 | – | 15,504 | +100.0% | 0.03% | – |
| GLOG | New | GASLOG LTD | $122,000 | – | 12,700 | +100.0% | 0.03% | – |
| GUID | Buy | GUIDANCE SOFTWARE INC | $116,000 | -15.9% | 19,251 | +18.4% | 0.03% | -2.9% |
| BGCP | New | BGC PARTNERS INCcl a | $118,000 | – | 14,300 | +100.0% | 0.03% | – |
| ITEK | New | INOTEK PHARMACEUTICALS CORP | $115,000 | – | 12,200 | +100.0% | 0.03% | – |
| PGNX | New | PROGENICS PHARMACEUTICALS IN | $115,000 | – | 20,146 | +100.0% | 0.03% | – |
| NMIH | New | NMI HLDGS INCcl a | $109,000 | – | 14,288 | +100.0% | 0.03% | – |
| TNXP | Buy | TONIX PHARMACEUTICALS HLDG C | $107,000 | -6.1% | 20,272 | +59.9% | 0.03% | +7.1% |
| UCTT | New | ULTRA CLEAN HLDGS INC | $108,000 | – | 18,893 | +100.0% | 0.03% | – |
| EMKR | New | EMCORE CORP | $103,000 | – | 15,100 | +100.0% | 0.03% | – |
| BAS | New | BASIC ENERGY SVCS INC NEW | $103,000 | – | 31,100 | +100.0% | 0.03% | – |
| VBLT | New | VASCULAR BIOGENICS LTD | $102,000 | – | 13,670 | +100.0% | 0.03% | – |
| VOXX | Buy | VOXX INTL CORPcl a | $95,000 | +2.2% | 12,740 | +13.8% | 0.03% | +17.4% |
| HMSY | New | HMS HLDGS CORP | $91,000 | – | 10,428 | +100.0% | 0.03% | – |
| MXWL | New | MAXWELL TECHNOLOGIES INC | $84,000 | – | 15,414 | +100.0% | 0.02% | – |
| SHOR | New | SHORETEL INC | $86,000 | – | 11,506 | +100.0% | 0.02% | – |
| NEO | New | NEOGENOMICS INC | $86,000 | – | 14,948 | +100.0% | 0.02% | – |
| NWBO | New | NORTHWEST BIOTHERAPEUTICS IN | $81,000 | – | 13,003 | +100.0% | 0.02% | – |
| BLT | New | BLOUNT INTL INC NEW | $75,000 | – | 13,510 | +100.0% | 0.02% | – |
| SREV | New | SERVICESOURCE INTL LLC | $72,000 | – | 18,100 | +100.0% | 0.02% | – |
| RYAM | New | RAYONIER ADVANCED MATLS INC | $71,000 | – | 11,676 | +100.0% | 0.02% | – |
| THLD | New | THRESHOLD PHARMACEUTICAL INC | $72,000 | – | 17,600 | +100.0% | 0.02% | – |
| ATEN | New | A10 NETWORKS INC | $63,000 | – | 10,566 | +100.0% | 0.02% | – |
| SBGL | New | SIBANYE GOLD LTDsponsored adr | $52,000 | – | 11,100 | +100.0% | 0.02% | – |
| CSLT | New | CASTLIGHT HEALTH INCcl b | $52,000 | – | 12,431 | +100.0% | 0.02% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR/A filed 2016-05-27
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| MGIC INVT CORP WIS | 24 | Q1 2021 | 1.5% |
| ELLINGTON FINANCIAL LLC | 23 | Q4 2018 | 30.9% |
| GILEAD SCIENCES INC | 21 | Q3 2019 | 0.4% |
| PETROLEO BRASILEIRO SA PETRO | 20 | Q1 2020 | 0.4% |
| AMERICAN AXLE & MFG HLDGS IN | 19 | Q4 2020 | 2.0% |
| REALOGY HLDGS CORP | 19 | Q2 2021 | 0.6% |
| NRG ENERGY INC | 18 | Q1 2020 | 0.5% |
| VMWARE INC | 18 | Q2 2019 | 0.4% |
| UNISYS CORP | 18 | Q1 2020 | 0.5% |
| COMPANHIA DE SANEAMENTO BASI | 18 | Q4 2019 | 0.2% |
View ELLINGTON MANAGEMENT GROUP LLC's complete holdings history.
Latest significant ownerships (13-D/G)
| Filed | Shares | Percentage | |
|---|---|---|---|
| SPSS INCSold out | September 17, 2010 | 0 | 0.0% |
View ELLINGTON MANAGEMENT GROUP LLC's complete significant-ownership history.
Latest filings
| Type | Filed |
|---|---|
| 13F-NT | 2024-05-15 |
| 13F-NT | 2024-02-13 |
| SC 13G/A | 2024-01-17 |
| SC 13G/A | 2024-01-17 |
| SC 13G/A | 2024-01-17 |
| 13F-NT | 2023-11-13 |
| SC 13G | 2023-10-30 |
| 13F-NT | 2023-08-14 |
| 13F-NT | 2023-05-12 |
| SC 13G | 2023-03-31 |
View ELLINGTON MANAGEMENT GROUP LLC's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.