$363 Million is the total value of ELLINGTON MANAGEMENT GROUP LLC's 625 reported holdings in Q3 2016. The portfolio turnover from Q2 2016 to Q3 2016 was 274.7% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EFC | ELLINGTON FINANCIAL LLC | $16,313,000 | -2.7% | 978,613 | 0.0% | 4.49% | -80.7% | |
| SPY | New | SPDR S&P 500 ETF TRtr unit | $6,430,000 | – | 29,725 | +100.0% | 1.77% | – |
| CAG | Buy | CONAGRA FOODS INC | $3,425,000 | +1154.6% | 72,700 | +1175.4% | 0.94% | +148.4% |
| HSIC | New | SCHEIN HENRY INC | $2,021,000 | – | 12,400 | +100.0% | 0.56% | – |
| TAP | New | MOLSON COORS BREWING COcl b | $2,020,000 | – | 18,400 | +100.0% | 0.56% | – |
| PVH | New | PVH CORP | $2,011,000 | – | 18,200 | +100.0% | 0.55% | – |
| FITB | New | FIFTH THIRD BANCORP | $1,997,000 | – | 97,600 | +100.0% | 0.55% | – |
| NRG | New | NRG ENERGY INC | $1,838,000 | – | 164,000 | +100.0% | 0.51% | – |
| BHI | New | BAKER HUGHES INC | $1,787,000 | – | 35,400 | +100.0% | 0.49% | – |
| SCG | New | SCANA CORP NEW | $1,780,000 | – | 24,600 | +100.0% | 0.49% | – |
| HPQ | Buy | HP INC | $1,774,000 | +221.4% | 114,200 | +159.5% | 0.49% | -36.3% |
| LUK | New | LEUCADIA NATL CORP | $1,776,000 | – | 93,300 | +100.0% | 0.49% | – |
| MAT | New | MATTEL INC | $1,729,000 | – | 57,100 | +100.0% | 0.48% | – |
| ACN | New | ACCENTURE PLC IRELAND | $1,698,000 | – | 13,900 | +100.0% | 0.47% | – |
| CPRT | New | COPART INC | $1,676,000 | – | 31,300 | +100.0% | 0.46% | – |
| UAL | New | UNITED CONTL HLDGS INC | $1,648,000 | – | 31,400 | +100.0% | 0.45% | – |
| MELI | New | MERCADOLIBRE INC | $1,646,000 | – | 8,900 | +100.0% | 0.45% | – |
| KSS | New | KOHLS CORP | $1,571,000 | – | 35,900 | +100.0% | 0.43% | – |
| FINL | Buy | FINISH LINE INCcl a | $1,503,000 | +234.0% | 65,100 | +191.9% | 0.41% | -33.9% |
| DHI | Buy | D R HORTON INC | $1,495,000 | +390.2% | 49,500 | +410.3% | 0.41% | -3.1% |
| APC | New | ANADARKO PETE CORP | $1,483,000 | – | 23,400 | +100.0% | 0.41% | – |
| PYPL | New | PAYPAL HLDGS INC | $1,479,000 | – | 36,100 | +100.0% | 0.41% | – |
| COG | New | CABOT OIL & GAS CORP | $1,478,000 | – | 57,300 | +100.0% | 0.41% | – |
| POOL | New | POOL CORPORATION | $1,465,000 | – | 15,500 | +100.0% | 0.40% | – |
| SUI | New | SUN CMNTYS INC | $1,460,000 | – | 18,600 | +100.0% | 0.40% | – |
| FNSR | New | FINISAR CORP | $1,454,000 | – | 48,800 | +100.0% | 0.40% | – |
| MAR | Buy | MARRIOTT INTL INC NEWcl a | $1,441,000 | +416.5% | 21,400 | +409.5% | 0.40% | +2.3% |
| QCOM | New | QUALCOMM INC | $1,439,000 | – | 21,000 | +100.0% | 0.40% | – |
| ROST | New | ROSS STORES INC | $1,427,000 | – | 22,200 | +100.0% | 0.39% | – |
| LKQ | Buy | LKQ CORP | $1,411,000 | +430.5% | 39,800 | +373.8% | 0.39% | +5.1% |
| CAA | New | CALATLANTIC GROUP INC | $1,394,000 | – | 41,700 | +100.0% | 0.38% | – |
| CCK | New | CROWN HOLDINGS INC | $1,387,000 | – | 24,300 | +100.0% | 0.38% | – |
| FFIV | New | F5 NETWORKS INC | $1,384,000 | – | 11,100 | +100.0% | 0.38% | – |
| MT | Buy | ARCELORMITTAL SA LUXEMBOURGny registry sh | $1,348,000 | +478.5% | 223,200 | +346.4% | 0.37% | +14.5% |
| NBR | Buy | NABORS INDUSTRIES LTD | $1,346,000 | +550.2% | 110,700 | +437.4% | 0.37% | +28.8% |
| IFF | New | INTERNATIONAL FLAVORS&FRAGRA | $1,344,000 | – | 9,400 | +100.0% | 0.37% | – |
| ED | New | CONSOLIDATED EDISON INC | $1,318,000 | – | 17,500 | +100.0% | 0.36% | – |
| LVS | New | LAS VEGAS SANDS CORP | $1,312,000 | – | 22,800 | +100.0% | 0.36% | – |
| THO | Buy | THOR INDS INC | $1,304,000 | +474.4% | 15,400 | +340.0% | 0.36% | +13.6% |
| FLT | Buy | FLEETCOR TECHNOLOGIES INC | $1,303,000 | +551.5% | 7,500 | +435.7% | 0.36% | +29.1% |
| TIF | New | TIFFANY & CO NEW | $1,300,000 | – | 17,900 | +100.0% | 0.36% | – |
| AGCO | New | AGCO CORP | $1,282,000 | – | 26,000 | +100.0% | 0.35% | – |
| JCI | New | JOHNSON CTLS INTL PLC | $1,275,000 | – | 27,404 | +100.0% | 0.35% | – |
| BCS | New | BARCLAYS PLCadr | $1,266,000 | – | 145,700 | +100.0% | 0.35% | – |
| INWK | New | INNERWORKINGS INC | $1,239,000 | – | 131,500 | +100.0% | 0.34% | – |
| PFG | Buy | PRINCIPAL FINL GROUP INC | $1,216,000 | +384.5% | 23,600 | +286.9% | 0.34% | -4.0% |
| IGT | Buy | INTERNATIONAL GAME TECHNOLOG | $1,207,000 | +411.4% | 49,500 | +292.9% | 0.33% | +1.2% |
| VLO | New | VALERO ENERGY CORP NEW | $1,198,000 | – | 22,600 | +100.0% | 0.33% | – |
| WAB | New | WABTEC CORP | $1,192,000 | – | 14,600 | +100.0% | 0.33% | – |
| TXN | New | TEXAS INSTRS INC | $1,179,000 | – | 16,800 | +100.0% | 0.32% | – |
| FCAU | New | FIAT CHRYSLER AUTOMOBILES N | $1,177,000 | – | 183,900 | +100.0% | 0.32% | – |
| PGR | New | PROGRESSIVE CORP OHIO | $1,172,000 | – | 37,200 | +100.0% | 0.32% | – |
| GPS | New | GAP INC DEL | $1,159,000 | – | 52,100 | +100.0% | 0.32% | – |
| COH | New | COACH INC | $1,155,000 | – | 31,600 | +100.0% | 0.32% | – |
| BTI | New | BRITISH AMERN TOB PLCsponsored adr | $1,149,000 | – | 9,000 | +100.0% | 0.32% | – |
| SINA | New | SINA CORPord | $1,144,000 | – | 15,500 | +100.0% | 0.32% | – |
| VALEP | New | VALE S Aadr repstg pfd | $1,127,000 | – | 239,300 | +100.0% | 0.31% | – |
| UHS | New | UNIVERSAL HLTH SVCS INCcl b | $1,121,000 | – | 9,100 | +100.0% | 0.31% | – |
| WOOF | New | VCA INC | $1,113,000 | – | 15,900 | +100.0% | 0.31% | – |
| SNX | New | SYNNEX CORP | $1,095,000 | – | 9,600 | +100.0% | 0.30% | – |
| CMI | New | CUMMINS INC | $1,064,000 | – | 8,300 | +100.0% | 0.29% | – |
| SAFM | Buy | SANDERSON FARMS INC | $1,060,000 | +336.2% | 11,000 | +292.9% | 0.29% | -13.6% |
| ZTS | New | ZOETIS INCcl a | $1,051,000 | – | 20,200 | +100.0% | 0.29% | – |
| INFO | New | IHS MARKIT LTD | $1,025,000 | – | 27,300 | +100.0% | 0.28% | – |
| HAR | New | HARMAN INTL INDS INC | $1,022,000 | – | 12,100 | +100.0% | 0.28% | – |
| BUFF | New | BLUE BUFFALO PET PRODS INC | $1,019,000 | – | 42,900 | +100.0% | 0.28% | – |
| BOX | New | BOX INCcl a | $1,012,000 | – | 64,200 | +100.0% | 0.28% | – |
| MLCO | New | MELCO CROWN ENTMT LTDadr | $1,013,000 | – | 62,900 | +100.0% | 0.28% | – |
| NTES | New | NETEASE INCsponsored adr | $1,011,000 | – | 4,200 | +100.0% | 0.28% | – |
| AYI | New | ACUITY BRANDS INC | $1,005,000 | – | 3,800 | +100.0% | 0.28% | – |
| BAM | New | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $1,003,000 | – | 28,500 | +100.0% | 0.28% | – |
| SBAC | New | SBA COMMUNICATIONS CORP | $998,000 | – | 8,900 | +100.0% | 0.28% | – |
| NMBL | New | NIMBLE STORAGE INC | $996,000 | – | 112,800 | +100.0% | 0.27% | – |
| TECD | New | TECH DATA CORP | $991,000 | – | 11,700 | +100.0% | 0.27% | – |
| RAI | New | REYNOLDS AMERICAN INC | $990,000 | – | 21,000 | +100.0% | 0.27% | – |
| BCR | New | BARD C R INC | $987,000 | – | 4,400 | +100.0% | 0.27% | – |
| MSCI | New | MSCI INC | $982,000 | – | 11,700 | +100.0% | 0.27% | – |
| PPL | New | PPL CORP | $985,000 | – | 28,500 | +100.0% | 0.27% | – |
| EOG | New | EOG RES INC | $977,000 | – | 10,100 | +100.0% | 0.27% | – |
| TRMB | New | TRIMBLE NAVIGATION LTD | $971,000 | – | 34,000 | +100.0% | 0.27% | – |
| JWN | New | NORDSTROM INC | $965,000 | – | 18,600 | +100.0% | 0.27% | – |
| DEO | New | DIAGEO P L Cspon adr new | $963,000 | – | 8,300 | +100.0% | 0.26% | – |
| VR | New | VALIDUS HOLDINGS LTD | $962,000 | – | 19,300 | +100.0% | 0.26% | – |
| ES | New | EVERSOURCE ENERGY | $959,000 | – | 17,700 | +100.0% | 0.26% | – |
| EGN | New | ENERGEN CORP | $952,000 | – | 16,500 | +100.0% | 0.26% | – |
| RIO | New | RIO TINTO PLCsponsored adr | $939,000 | – | 28,100 | +100.0% | 0.26% | – |
| AMBA | New | AMBARELLA INC | $927,000 | – | 12,600 | +100.0% | 0.26% | – |
| MXIM | New | MAXIM INTEGRATED PRODS INC | $914,000 | – | 22,900 | +100.0% | 0.25% | – |
| SMG | New | SCOTTS MIRACLE GRO COcl a | $908,000 | – | 10,900 | +100.0% | 0.25% | – |
| GNTX | New | GENTEX CORP | $894,000 | – | 50,900 | +100.0% | 0.25% | – |
| HMSY | New | HMS HLDGS CORP | $880,000 | – | 39,700 | +100.0% | 0.24% | – |
| UTHR | New | UNITED THERAPEUTICS CORP DEL | $874,000 | – | 7,400 | +100.0% | 0.24% | – |
| SRPT | New | SAREPTA THERAPEUTICS INC | $866,000 | – | 14,100 | +100.0% | 0.24% | – |
| APLE | New | APPLE HOSPITALITY REIT INC | $859,000 | – | 46,400 | +100.0% | 0.24% | – |
| PRU | Buy | PRUDENTIAL FINL INC | $857,000 | +328.5% | 10,500 | +275.0% | 0.24% | -15.1% |
| EVH | New | EVOLENT HEALTH INCcl a | $857,000 | – | 34,800 | +100.0% | 0.24% | – |
| SBNY | Buy | SIGNATURE BK NEW YORK N Y | $853,000 | +197.2% | 7,200 | +213.0% | 0.24% | -41.1% |
| ELLI | New | ELLIE MAE INC | $853,000 | – | 8,100 | +100.0% | 0.24% | – |
| LII | New | LENNOX INTL INC | $848,000 | – | 5,400 | +100.0% | 0.23% | – |
| PINC | New | PREMIER INCcl a | $851,000 | – | 26,300 | +100.0% | 0.23% | – |
| RCII | Buy | RENT A CTR INC NEW | $846,000 | +64.3% | 66,900 | +59.7% | 0.23% | -67.5% |
| TLRDQ | Buy | TAILORED BRANDS INC | $845,000 | +205.1% | 53,800 | +145.7% | 0.23% | -39.6% |
| APA | New | APACHE CORP | $843,000 | – | 13,200 | +100.0% | 0.23% | – |
| Y | New | ALLEGHANY CORP DEL | $840,000 | – | 1,600 | +100.0% | 0.23% | – |
| CW | New | CURTISS WRIGHT CORP | $820,000 | – | 9,000 | +100.0% | 0.23% | – |
| TECH | New | BIO TECHNE CORP | $821,000 | – | 7,500 | +100.0% | 0.23% | – |
| ECA | New | ENCANA CORP | $819,000 | – | 78,200 | +100.0% | 0.23% | – |
| NICE | New | NICE LTDsponsored adr | $817,000 | – | 12,200 | +100.0% | 0.22% | – |
| CME | New | CME GROUP INC | $815,000 | – | 7,800 | +100.0% | 0.22% | – |
| YUM | New | YUM BRANDS INC | $817,000 | – | 9,000 | +100.0% | 0.22% | – |
| PLKI | New | POPEYES LA KITCHEN INC | $813,000 | – | 15,300 | +100.0% | 0.22% | – |
| MBBYF | New | MOBILEYE N V AMSTELVEEN | $813,000 | – | 19,100 | +100.0% | 0.22% | – |
| PCAR | New | PACCAR INC | $811,000 | – | 13,800 | +100.0% | 0.22% | – |
| LLY | New | LILLY ELI & CO | $811,000 | – | 10,100 | +100.0% | 0.22% | – |
| FISV | New | FISERV INC | $806,000 | – | 8,100 | +100.0% | 0.22% | – |
| AEM | New | AGNICO EAGLE MINES LTD | $802,000 | – | 14,800 | +100.0% | 0.22% | – |
| USG | New | U S G CORP | $801,000 | – | 31,000 | +100.0% | 0.22% | – |
| PNM | New | PNM RES INC | $798,000 | – | 24,400 | +100.0% | 0.22% | – |
| AFSI | New | AMTRUST FINL SVCS INC | $797,000 | – | 29,700 | +100.0% | 0.22% | – |
| OSK | New | OSHKOSH CORP | $790,000 | – | 14,100 | +100.0% | 0.22% | – |
| IART | New | INTEGRA LIFESCIENCES HLDGS C | $792,000 | – | 9,600 | +100.0% | 0.22% | – |
| MAS | New | MASCO CORP | $786,000 | – | 22,900 | +100.0% | 0.22% | – |
| UNFI | New | UNITED NAT FOODS INC | $789,000 | – | 19,700 | +100.0% | 0.22% | – |
| CARA | New | CARA THERAPEUTICS INC | $780,000 | – | 93,400 | +100.0% | 0.22% | – |
| R | New | RYDER SYS INC | $778,000 | – | 11,800 | +100.0% | 0.21% | – |
| HALO | New | HALOZYME THERAPEUTICS INC | $777,000 | – | 64,300 | +100.0% | 0.21% | – |
| NAVI | New | NAVIENT CORP | $776,000 | – | 53,600 | +100.0% | 0.21% | – |
| ARR | New | ARMOUR RESIDENTIAL REIT INC | $771,000 | – | 34,200 | +100.0% | 0.21% | – |
| GOLD | New | RANDGOLD RES LTDadr | $771,000 | – | 7,700 | +100.0% | 0.21% | – |
| MTCH | New | MATCH GROUP INC | $770,000 | – | 43,300 | +100.0% | 0.21% | – |
| WEN | Buy | WENDYS CO | $770,000 | +640.4% | 71,300 | +560.2% | 0.21% | +46.2% |
| CVBF | New | CVB FINL CORP | $768,000 | – | 43,600 | +100.0% | 0.21% | – |
| QGEN | New | QIAGEN NV | $768,000 | – | 28,000 | +100.0% | 0.21% | – |
| MCK | Buy | MCKESSON CORP | $767,000 | +173.9% | 4,600 | +206.7% | 0.21% | -45.9% |
| MA | New | MASTERCARD INCORPORATEDcl a | $763,000 | – | 7,500 | +100.0% | 0.21% | – |
| NEBLQ | New | NOBLE CORP PLC | $762,000 | – | 120,200 | +100.0% | 0.21% | – |
| AERI | New | AERIE PHARMACEUTICALS INC | $759,000 | – | 20,100 | +100.0% | 0.21% | – |
| YRCW | New | YRC WORLDWIDE INC | $760,000 | – | 61,700 | +100.0% | 0.21% | – |
| ABBV | New | ABBVIE INC | $757,000 | – | 12,000 | +100.0% | 0.21% | – |
| FRAN | New | FRANCESCAS HLDGS CORP | $756,000 | – | 49,000 | +100.0% | 0.21% | – |
| CELG | New | CELGENE CORP | $753,000 | – | 7,200 | +100.0% | 0.21% | – |
| NTRI | Buy | NUTRI SYS INC NEW | $751,000 | +195.7% | 25,300 | +153.0% | 0.21% | -41.5% |
| EXAS | New | EXACT SCIENCES CORP | $752,000 | – | 40,500 | +100.0% | 0.21% | – |
| MIC | New | MACQUARIE INFRASTRUCTURE COR | $749,000 | – | 9,000 | +100.0% | 0.21% | – |
| PBRA | New | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $744,000 | – | 89,500 | +100.0% | 0.20% | – |
| NTAP | New | NETAPP INC | $741,000 | – | 20,700 | +100.0% | 0.20% | – |
| LAMR | New | LAMAR ADVERTISING CO NEWcl a | $738,000 | – | 11,300 | +100.0% | 0.20% | – |
| TMUS | New | T MOBILE US INC | $738,000 | – | 15,800 | +100.0% | 0.20% | – |
| RSPP | New | RSP PERMIAN INC | $733,000 | – | 18,900 | +100.0% | 0.20% | – |
| CLR | New | CONTINENTAL RESOURCES INC | $733,000 | – | 14,100 | +100.0% | 0.20% | – |
| DPZ | New | DOMINOS PIZZA INC | $729,000 | – | 4,800 | +100.0% | 0.20% | – |
| BCPC | New | BALCHEM CORP | $729,000 | – | 9,400 | +100.0% | 0.20% | – |
| TSRA | New | TESSERA TECHNOLOGIES INC | $730,000 | – | 19,000 | +100.0% | 0.20% | – |
| QIWI | New | QIWI PLCspon adr rep b | $728,000 | – | 49,740 | +100.0% | 0.20% | – |
| HRI | New | HERC HLDGS INC | $721,000 | – | 21,401 | +100.0% | 0.20% | – |
| DXCM | New | DEXCOM INC | $719,000 | – | 8,200 | +100.0% | 0.20% | – |
| ELNK | Buy | EARTHLINK HLDGS CORP | $720,000 | +239.6% | 116,100 | +249.7% | 0.20% | -32.9% |
| CLC | New | CLARCOR INC | $715,000 | – | 11,000 | +100.0% | 0.20% | – |
| NKE | New | NIKE INCcl b | $711,000 | – | 13,500 | +100.0% | 0.20% | – |
| UNP | New | UNION PAC CORP | $712,000 | – | 7,300 | +100.0% | 0.20% | – |
| JBSS | New | SANFILIPPO JOHN B & SON INC | $713,000 | – | 13,900 | +100.0% | 0.20% | – |
| SWHC | Sell | SMITH & WESSON HLDG CORP | $710,000 | -7.1% | 26,700 | -5.0% | 0.20% | -81.6% |
| VRSN | New | VERISIGN INC | $704,000 | – | 9,000 | +100.0% | 0.19% | – |
| NVS | New | NOVARTIS A Gsponsored adr | $703,000 | – | 8,900 | +100.0% | 0.19% | – |
| GPK | Buy | GRAPHIC PACKAGING HLDG CO | $701,000 | +335.4% | 50,100 | +291.4% | 0.19% | -13.8% |
| GHL | New | GREENHILL & CO INC | $698,000 | – | 29,600 | +100.0% | 0.19% | – |
| XLNX | New | XILINX INC | $696,000 | – | 12,800 | +100.0% | 0.19% | – |
| BK | New | BANK NEW YORK MELLON CORP | $694,000 | – | 17,400 | +100.0% | 0.19% | – |
| AMT | New | AMERICAN TOWER CORP NEW | $691,000 | – | 6,100 | +100.0% | 0.19% | – |
| SPB | New | SPECTRUM BRANDS HLDGS INC | $688,000 | – | 5,000 | +100.0% | 0.19% | – |
| DKS | New | DICKS SPORTING GOODS INC | $686,000 | – | 12,100 | +100.0% | 0.19% | – |
| IAC | New | IAC INTERACTIVECORP | $687,000 | – | 11,000 | +100.0% | 0.19% | – |
| DB | New | DEUTSCHE BANK AGnamen akt | $682,000 | – | 52,100 | +100.0% | 0.19% | – |
| LLL | New | L-3 COMMUNICATIONS HLDGS INC | $678,000 | – | 4,500 | +100.0% | 0.19% | – |
| DISH | New | DISH NETWORK CORPcl a | $679,000 | – | 12,400 | +100.0% | 0.19% | – |
| STNG | New | SCORPIO TANKERS INC | $673,000 | – | 145,300 | +100.0% | 0.18% | – |
| NXPI | New | NXP SEMICONDUCTORS N V | $673,000 | – | 6,600 | +100.0% | 0.18% | – |
| FAF | New | FIRST AMERN FINL CORP | $672,000 | – | 17,100 | +100.0% | 0.18% | – |
| OPK | New | OPKO HEALTH INC | $667,000 | – | 63,000 | +100.0% | 0.18% | – |
| OASPQ | New | OASIS PETE INC NEW | $665,000 | – | 58,000 | +100.0% | 0.18% | – |
| TDG | New | TRANSDIGM GROUP INC | $665,000 | – | 2,300 | +100.0% | 0.18% | – |
| TRCO | New | TRIBUNE MEDIA COcl a | $657,000 | – | 18,000 | +100.0% | 0.18% | – |
| MCD | New | MCDONALDS CORP | $658,000 | – | 5,700 | +100.0% | 0.18% | – |
| HZO | New | MARINEMAX INC | $656,000 | – | 31,300 | +100.0% | 0.18% | – |
| BZUN | New | BAOZUN INCsponsored adr | $656,000 | – | 43,500 | +100.0% | 0.18% | – |
| ESV | New | ENSCO PLC | $653,000 | – | 76,800 | +100.0% | 0.18% | – |
| UAA | New | UNDER ARMOUR INCcl a | $654,000 | – | 16,900 | +100.0% | 0.18% | – |
| KT | New | KT CORPsponsored adr | $655,000 | – | 40,800 | +100.0% | 0.18% | – |
| AAN | Buy | AARONS INC | $653,000 | +200.9% | 25,700 | +159.6% | 0.18% | -40.4% |
| SAVE | New | SPIRIT AIRLS INC | $655,000 | – | 15,400 | +100.0% | 0.18% | – |
| FOR | Buy | FORESTAR GROUP INC | $648,000 | +146.4% | 55,300 | +150.2% | 0.18% | -51.1% |
| CROX | New | CROCS INC | $650,000 | – | 78,300 | +100.0% | 0.18% | – |
| ANIP | New | ANI PHARMACEUTICALS INC | $650,000 | – | 9,800 | +100.0% | 0.18% | – |
| ENIA | Buy | ENERSIS AMERICAS SAsponsored adr | $646,000 | +97.6% | 78,900 | +107.1% | 0.18% | -60.9% |
| AGX | Sell | ARGAN INC | $645,000 | +39.3% | 10,900 | -1.8% | 0.18% | -72.4% |
| EXEL | Buy | EXELIXIS INC | $640,000 | +263.6% | 50,000 | +122.2% | 0.18% | -28.2% |
| MDU | New | MDU RES GROUP INC | $636,000 | – | 25,000 | +100.0% | 0.18% | – |
| AMGN | New | AMGEN INC | $634,000 | – | 3,800 | +100.0% | 0.18% | – |
| DPS | New | DR PEPPER SNAPPLE GROUP INC | $630,000 | – | 6,900 | +100.0% | 0.17% | – |
| VMW | Buy | VMWARE INC | $631,000 | +104.2% | 8,600 | +59.3% | 0.17% | -59.5% |
| EVR | New | EVERCORE PARTNERS INCclass a | $628,000 | – | 12,200 | +100.0% | 0.17% | – |
| LBRDK | New | LIBERTY BROADBAND CORP | $629,000 | – | 8,800 | +100.0% | 0.17% | – |
| NUS | New | NU SKIN ENTERPRISES INCcl a | $628,000 | – | 9,700 | +100.0% | 0.17% | – |
| GTLS | Buy | CHART INDS INC | $624,000 | +105.3% | 19,000 | +50.8% | 0.17% | -59.3% |
| TRGP | New | TARGA RES CORP | $619,000 | – | 12,600 | +100.0% | 0.17% | – |
| MPWR | New | MONOLITHIC PWR SYS INC | $620,000 | – | 7,700 | +100.0% | 0.17% | – |
| HF | New | HFF INCcl a | $620,000 | – | 22,400 | +100.0% | 0.17% | – |
| SRC | New | SPIRIT RLTY CAP INC NEW | $616,000 | – | 46,200 | +100.0% | 0.17% | – |
| QUAD | Buy | QUAD / GRAPHICS INC | $617,000 | +25.7% | 23,100 | +9.5% | 0.17% | -75.1% |
| JNPR | New | JUNIPER NETWORKS INC | $616,000 | – | 25,600 | +100.0% | 0.17% | – |
| HDB | New | HDFC BANK LTD | $611,000 | – | 8,500 | +100.0% | 0.17% | – |
| FHI | New | FEDERATED INVS INC PAcl b | $610,000 | – | 20,600 | +100.0% | 0.17% | – |
| FDX | New | FEDEX CORP | $611,000 | – | 3,500 | +100.0% | 0.17% | – |
| HRS | New | HARRIS CORP DEL | $605,000 | – | 6,600 | +100.0% | 0.17% | – |
| FR | New | FIRST INDUSTRIAL REALTY TRUS | $604,000 | – | 21,400 | +100.0% | 0.17% | – |
| AMAT | New | APPLIED MATLS INC | $600,000 | – | 19,900 | +100.0% | 0.16% | – |
| AGN | New | ALLERGAN PLC | $599,000 | – | 2,600 | +100.0% | 0.16% | – |
| SAP | New | SAP SEspon adr | $594,000 | – | 6,500 | +100.0% | 0.16% | – |
| STX | New | SEAGATE TECHNOLOGY PLC | $590,000 | – | 15,300 | +100.0% | 0.16% | – |
| ERIE | Buy | ERIE INDTY COcl a | $592,000 | +138.7% | 5,800 | +132.0% | 0.16% | -52.8% |
| RDSA | New | ROYAL DUTCH SHELL PLCspons adr a | $591,000 | – | 11,800 | +100.0% | 0.16% | – |
| AOS | New | SMITH A O | $583,000 | – | 5,900 | +100.0% | 0.16% | – |
| PNRA | New | PANERA BREAD COcl a | $584,000 | – | 3,000 | +100.0% | 0.16% | – |
| AVY | New | AVERY DENNISON CORP | $583,000 | – | 7,500 | +100.0% | 0.16% | – |
| GILD | New | GILEAD SCIENCES INC | $585,000 | – | 7,400 | +100.0% | 0.16% | – |
| COST | New | COSTCO WHSL CORP NEW | $580,000 | – | 3,800 | +100.0% | 0.16% | – |
| VEEV | Buy | VEEVA SYS INC | $582,000 | +189.6% | 14,100 | +139.0% | 0.16% | -42.9% |
| LVLT | New | LEVEL 3 COMMUNICATIONS INC | $580,000 | – | 12,500 | +100.0% | 0.16% | – |
| BBBY | New | BED BATH & BEYOND INC | $582,000 | – | 13,500 | +100.0% | 0.16% | – |
| EQIX | New | EQUINIX INC | $576,000 | – | 1,600 | +100.0% | 0.16% | – |
| DY | New | DYCOM INDS INC | $572,000 | – | 7,000 | +100.0% | 0.16% | – |
| PCG | New | PG&E CORP | $569,000 | – | 9,300 | +100.0% | 0.16% | – |
| BLUE | New | BLUEBIRD BIO INC | $569,000 | – | 8,400 | +100.0% | 0.16% | – |
| RUBI | New | RUBICON PROJ INC | $570,000 | – | 68,900 | +100.0% | 0.16% | – |
| FSLR | New | FIRST SOLAR INC | $569,000 | – | 14,400 | +100.0% | 0.16% | – |
| BC | New | BRUNSWICK CORP | $571,000 | – | 11,700 | +100.0% | 0.16% | – |
| SCHW | New | SCHWAB CHARLES CORP NEW | $565,000 | – | 17,900 | +100.0% | 0.16% | – |
| UIS | Buy | UNISYS CORP | $562,000 | +78.4% | 57,700 | +33.3% | 0.16% | -64.6% |
| BAP | New | CREDICORP LTD | $563,000 | – | 3,700 | +100.0% | 0.16% | – |
| TSN | New | TYSON FOODS INCcl a | $560,000 | – | 7,500 | +100.0% | 0.15% | – |
| DCI | New | DONALDSON INC | $560,000 | – | 15,000 | +100.0% | 0.15% | – |
| IDCC | New | INTERDIGITAL INC | $554,000 | – | 7,000 | +100.0% | 0.15% | – |
| CHKP | New | CHECK POINT SOFTWARE TECH LTord | $551,000 | – | 7,100 | +100.0% | 0.15% | – |
| ROG | New | ROGERS CORP | $550,000 | – | 9,000 | +100.0% | 0.15% | – |
| TREX | New | TREX CO INC | $552,000 | – | 9,400 | +100.0% | 0.15% | – |
| JKHY | New | HENRY JACK & ASSOC INC | $548,000 | – | 6,400 | +100.0% | 0.15% | – |
| KMPR | New | KEMPER CORP DEL | $547,000 | – | 13,900 | +100.0% | 0.15% | – |
| BV | New | BAZAARVOICE INC | $548,000 | – | 92,800 | +100.0% | 0.15% | – |
| ETR | New | ENTERGY CORP NEW | $545,000 | – | 7,100 | +100.0% | 0.15% | – |
| WEC | New | WEC ENERGY GROUP INC | $545,000 | – | 9,100 | +100.0% | 0.15% | – |
| RNR | New | RENAISSANCERE HOLDINGS LTD | $541,000 | – | 4,500 | +100.0% | 0.15% | – |
| MOMO | New | MOMO INCadr | $542,000 | – | 24,100 | +100.0% | 0.15% | – |
| JPM | New | JPMORGAN CHASE & CO | $539,000 | – | 8,100 | +100.0% | 0.15% | – |
| HUN | New | HUNTSMAN CORP | $539,000 | – | 33,100 | +100.0% | 0.15% | – |
| FCH | Buy | FELCOR LODGING TR INC | $539,000 | +245.5% | 83,900 | +234.3% | 0.15% | -31.8% |
| STT | Buy | STATE STR CORP | $536,000 | +142.5% | 7,700 | +87.8% | 0.15% | -51.9% |
| ELY | New | CALLAWAY GOLF CO | $539,000 | – | 46,400 | +100.0% | 0.15% | – |
| MTN | New | VAIL RESORTS INC | $533,000 | – | 3,400 | +100.0% | 0.15% | – |
| WIX | New | WIX COM LTD | $525,000 | – | 12,080 | +100.0% | 0.14% | – |
| CNP | Buy | CENTERPOINT ENERGY INC | $527,000 | +117.8% | 22,700 | +124.8% | 0.14% | -57.0% |
| HD | New | HOME DEPOT INC | $528,000 | – | 4,100 | +100.0% | 0.14% | – |
| SC | Buy | SANTANDER CONSUMER USA HDG I | $522,000 | +104.7% | 42,900 | +73.7% | 0.14% | -59.4% |
| ACTG | Buy | ACACIA RESH CORP | $519,000 | +198.3% | 79,600 | +100.9% | 0.14% | -40.9% |
| EPAC | New | ACTUANT CORPcl a new | $518,000 | – | 22,300 | +100.0% | 0.14% | – |
| ABEV | New | AMBEV SAsponsored adr | $519,000 | – | 85,300 | +100.0% | 0.14% | – |
| HIG | New | HARTFORD FINL SVCS GROUP INC | $518,000 | – | 12,100 | +100.0% | 0.14% | – |
| ABB | New | ABB LTDsponsored adr | $515,000 | – | 22,900 | +100.0% | 0.14% | – |
| GEO | New | GEO GROUP INC NEW | $516,000 | – | 21,700 | +100.0% | 0.14% | – |
| PEB | New | PEBBLEBROOK HOTEL TR | $516,000 | – | 19,400 | +100.0% | 0.14% | – |
| M | New | MACYS INC | $511,000 | – | 13,800 | +100.0% | 0.14% | – |
| STAR | New | ISTAR INC | $511,000 | – | 47,600 | +100.0% | 0.14% | – |
| ARAY | New | ACCURAY INC | $513,000 | – | 80,500 | +100.0% | 0.14% | – |
| HZN | New | HORIZON GLOBAL CORP | $508,000 | – | 25,500 | +100.0% | 0.14% | – |
| WDC | New | WESTERN DIGITAL CORP | $509,000 | – | 8,700 | +100.0% | 0.14% | – |
| YNDX | Buy | YANDEX N V | $507,000 | +77.3% | 24,100 | +84.0% | 0.14% | -64.8% |
| EXC | New | EXELON CORP | $503,000 | – | 15,100 | +100.0% | 0.14% | – |
| HES | New | HESS CORP | $504,000 | – | 9,400 | +100.0% | 0.14% | – |
| MNKKQ | New | MALLINCKRODT PUB LTD CO | $502,000 | – | 7,200 | +100.0% | 0.14% | – |
| PAYX | New | PAYCHEX INC | $498,000 | – | 8,600 | +100.0% | 0.14% | – |
| MCO | New | MOODYS CORP | $498,000 | – | 4,600 | +100.0% | 0.14% | – |
| INGR | New | INGREDION INC | $492,000 | – | 3,700 | +100.0% | 0.14% | – |
| TTM | New | TATA MTRS LTDsponsored adr | $492,000 | – | 12,300 | +100.0% | 0.14% | – |
| FIVN | Buy | FIVE9 INC | $495,000 | +164.7% | 31,600 | +101.3% | 0.14% | -47.7% |
| KND | New | KINDRED HEALTHCARE INC | $491,000 | – | 48,000 | +100.0% | 0.14% | – |
| FE | New | FIRSTENERGY CORP | $490,000 | – | 14,800 | +100.0% | 0.14% | – |
| MRC | Buy | MRC GLOBAL INC | $491,000 | +130.5% | 29,900 | +99.3% | 0.14% | -54.4% |
| CAVM | New | CAVIUM INC | $489,000 | – | 8,400 | +100.0% | 0.14% | – |
| MASI | New | MASIMO CORP | $488,000 | – | 8,200 | +100.0% | 0.13% | – |
| ADBE | New | ADOBE SYS INC | $488,000 | – | 4,500 | +100.0% | 0.13% | – |
| CSL | New | CARLISLE COS INC | $482,000 | – | 4,700 | +100.0% | 0.13% | – |
| HCA | New | HCA HOLDINGS INC | $484,000 | – | 6,400 | +100.0% | 0.13% | – |
| GGAL | New | GRUPO FINANCIERO GALICIA S Asp adr 10 sh b | $482,000 | – | 15,500 | +100.0% | 0.13% | – |
| B | New | BARNES GROUP INC | $478,000 | – | 11,800 | +100.0% | 0.13% | – |
| OZRK | New | BANK OF THE OZARKS INC | $480,000 | – | 12,500 | +100.0% | 0.13% | – |
| STWD | New | STARWOOD PPTY TR INC | $480,000 | – | 21,300 | +100.0% | 0.13% | – |
| EZPW | Buy | EZCORP INCcl a non vtg | $479,000 | +99.6% | 43,300 | +36.2% | 0.13% | -60.5% |
| TTMI | New | TTM TECHNOLOGIES INC | $480,000 | – | 41,900 | +100.0% | 0.13% | – |
| LNTH | New | LANTHEUS HLDGS INC | $476,000 | – | 57,500 | +100.0% | 0.13% | – |
| LBTYK | New | LIBERTY GLOBAL PLC | $472,000 | – | 14,300 | +100.0% | 0.13% | – |
| NXRT | New | NEXPOINT RESIDENTIAL TR INC | $468,000 | – | 23,800 | +100.0% | 0.13% | – |
| VALE | New | VALE S Aadr | $468,000 | – | 85,100 | +100.0% | 0.13% | – |
| FIS | New | FIDELITY NATL INFORMATION SV | $470,000 | – | 6,100 | +100.0% | 0.13% | – |
| ORA | New | ORMAT TECHNOLOGIES INC | $465,000 | – | 9,600 | +100.0% | 0.13% | – |
| TAL | New | TAL ED GROUP | $460,000 | – | 6,500 | +100.0% | 0.13% | – |
| MRK | New | MERCK & CO INC | $456,000 | – | 7,300 | +100.0% | 0.13% | – |
| DCT | New | DCT INDUSTRIAL TRUST INC | $456,000 | – | 9,400 | +100.0% | 0.13% | – |
| HELE | New | HELEN OF TROY CORP LTD | $457,000 | – | 5,300 | +100.0% | 0.13% | – |
| SNA | New | SNAP ON INC | $456,000 | – | 3,000 | +100.0% | 0.13% | – |
| TGT | New | TARGET CORP | $453,000 | – | 6,600 | +100.0% | 0.12% | – |
| ZOES | New | ZOES KITCHEN INC | $450,000 | – | 20,300 | +100.0% | 0.12% | – |
| DW | Buy | DREW INDS INC | $451,000 | +104.1% | 4,600 | +76.9% | 0.12% | -59.7% |
| CUK | New | CARNIVAL PLCadr | $447,000 | – | 9,100 | +100.0% | 0.12% | – |
| MYRG | New | MYR GROUP INC DEL | $445,000 | – | 14,800 | +100.0% | 0.12% | – |
| AVP | New | AVON PRODS INC | $447,000 | – | 78,900 | +100.0% | 0.12% | – |
| GPRE | New | GREEN PLAINS INC | $443,000 | – | 16,900 | +100.0% | 0.12% | – |
| ALOG | New | ANALOGIC CORP | $443,000 | – | 5,000 | +100.0% | 0.12% | – |
| MED | New | MEDIFAST INC | $442,000 | – | 11,700 | +100.0% | 0.12% | – |
| NVO | New | NOVO-NORDISK A Sadr | $441,000 | – | 10,600 | +100.0% | 0.12% | – |
| CLCD | New | COLUCID PHARMACEUTICALS INC | $439,000 | – | 11,500 | +100.0% | 0.12% | – |
| BGC | New | GENERAL CABLE CORP DEL NEW | $440,000 | – | 29,400 | +100.0% | 0.12% | – |
| EL | Buy | LAUDER ESTEE COS INCcl a | $434,000 | +53.9% | 4,900 | +58.1% | 0.12% | -69.5% |
| IQNT | New | INTELIQUENT INC | $436,000 | – | 27,000 | +100.0% | 0.12% | – |
| HLF | New | HERBALIFE LTD | $434,000 | – | 7,000 | +100.0% | 0.12% | – |
| JAZZ | New | JAZZ PHARMACEUTICALS PLC | $437,000 | – | 3,600 | +100.0% | 0.12% | – |
| PFGC | New | PERFORMANCE FOOD GROUP CO | $436,000 | – | 17,600 | +100.0% | 0.12% | – |
| TEVA | New | TEVA PHARMACEUTICAL INDS LTDadr | $432,000 | – | 9,400 | +100.0% | 0.12% | – |
| AES | New | AES CORP | $432,000 | – | 33,600 | +100.0% | 0.12% | – |
| SRG | New | SERITAGE GROWTH PPTYScl a | $431,000 | – | 8,500 | +100.0% | 0.12% | – |
| JACK | New | JACK IN THE BOX INC | $432,000 | – | 4,500 | +100.0% | 0.12% | – |
| SPWH | New | SPORTSMANS WHSE HLDGS INC | $427,000 | – | 40,600 | +100.0% | 0.12% | – |
| WY | New | WEYERHAEUSER CO | $428,000 | – | 13,400 | +100.0% | 0.12% | – |
| TSE | New | TRINSEO S A | $430,000 | – | 7,600 | +100.0% | 0.12% | – |
| CENT | New | CENTRAL GARDEN & PET CO | $426,000 | – | 16,400 | +100.0% | 0.12% | – |
| TIER | New | TIER REIT INC | $426,000 | – | 27,600 | +100.0% | 0.12% | – |
| IT | New | GARTNER INC | $425,000 | – | 4,800 | +100.0% | 0.12% | – |
| PGNX | New | PROGENICS PHARMACEUTICALS IN | $425,000 | – | 67,200 | +100.0% | 0.12% | – |
| MTD | New | METTLER TOLEDO INTERNATIONAL | $420,000 | – | 1,000 | +100.0% | 0.12% | – |
| VIAV | New | VIAVI SOLUTIONS INC | $421,000 | – | 57,000 | +100.0% | 0.12% | – |
| RYAM | Buy | RAYONIER ADVANCED MATLS INC | $420,000 | +68.0% | 31,400 | +70.7% | 0.12% | -66.7% |
| RDC | New | ROWAN COMPANIES PLC | $420,000 | – | 27,700 | +100.0% | 0.12% | – |
| TV | New | GRUPO TELEVISA SAspon adr rep ord | $416,000 | – | 16,200 | +100.0% | 0.12% | – |
| IDXX | New | IDEXX LABS INC | $417,000 | – | 3,700 | +100.0% | 0.12% | – |
| MPC | New | MARATHON PETE CORP | $418,000 | – | 10,300 | +100.0% | 0.12% | – |
| SSYS | Buy | STRATASYS LTD | $419,000 | +35.6% | 17,400 | +28.9% | 0.12% | -73.3% |
| SIGM | New | SIGMA DESIGNS INC | $412,000 | – | 52,945 | +100.0% | 0.11% | – |
| SBRA | New | SABRA HEALTH CARE REIT INC | $413,000 | – | 16,400 | +100.0% | 0.11% | – |
| PIPR | New | PIPER JAFFRAY COS | $411,000 | – | 8,500 | +100.0% | 0.11% | – |
| NSIT | New | INSIGHT ENTERPRISES INC | $410,000 | – | 12,600 | +100.0% | 0.11% | – |
| ADS | New | ALLIANCE DATA SYSTEMS CORP | $408,000 | – | 1,900 | +100.0% | 0.11% | – |
| BID | New | SOTHEBYS | $407,000 | – | 10,700 | +100.0% | 0.11% | – |
| ASML | New | ASML HOLDING N V | $405,000 | – | 3,700 | +100.0% | 0.11% | – |
| DRE | New | DUKE REALTY CORP | $407,000 | – | 14,900 | +100.0% | 0.11% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $405,000 | – | 4,500 | +100.0% | 0.11% | – |
| NFG | New | NATIONAL FUEL GAS CO N J | $406,000 | – | 7,500 | +100.0% | 0.11% | – |
| PTEN | Buy | PATTERSON UTI ENERGY INC | $403,000 | +75.2% | 18,000 | +66.7% | 0.11% | -65.3% |
| MX | New | MAGNACHIP SEMICONDUCTOR CORP | $404,000 | – | 48,500 | +100.0% | 0.11% | – |
| EMN | New | EASTMAN CHEM CO | $399,000 | – | 5,900 | +100.0% | 0.11% | – |
| DV | New | DEVRY ED GROUP INC | $399,000 | – | 17,300 | +100.0% | 0.11% | – |
| NHI | New | NATIONAL HEALTH INVS INC | $400,000 | – | 5,100 | +100.0% | 0.11% | – |
| URBN | Buy | URBAN OUTFITTERS INC | $397,000 | +97.5% | 11,500 | +57.5% | 0.11% | -61.1% |
| PRFT | New | PERFICIENT INC | $397,000 | – | 19,700 | +100.0% | 0.11% | – |
| RGLD | New | ROYAL GOLD INC | $395,000 | – | 5,100 | +100.0% | 0.11% | – |
| DDD | Buy | 3-D SYS CORP DEL | $391,000 | +103.6% | 21,800 | +55.7% | 0.11% | -59.6% |
| AHT | Buy | ASHFORD HOSPITALITY TR INC | $391,000 | +185.4% | 66,400 | +159.4% | 0.11% | -43.5% |
| OME | New | OMEGA PROTEIN CORP | $388,000 | – | 16,600 | +100.0% | 0.11% | – |
| RHT | New | RED HAT INC | $388,000 | – | 4,800 | +100.0% | 0.11% | – |
| RJF | New | RAYMOND JAMES FINANCIAL INC | $390,000 | – | 6,700 | +100.0% | 0.11% | – |
| EXR | New | EXTRA SPACE STORAGE INC | $389,000 | – | 4,900 | +100.0% | 0.11% | – |
| DRI | New | DARDEN RESTAURANTS INC | $386,000 | – | 6,300 | +100.0% | 0.11% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $384,000 | – | 8,900 | +100.0% | 0.11% | – |
| MDT | New | MEDTRONIC PLC | $380,000 | – | 4,400 | +100.0% | 0.10% | – |
| GCO | New | GENESCO INC | $382,000 | – | 7,023 | +100.0% | 0.10% | – |
| WELL | New | WELLTOWER INC | $381,000 | – | 5,100 | +100.0% | 0.10% | – |
| CMC | New | COMMERCIAL METALS CO | $379,000 | – | 23,400 | +100.0% | 0.10% | – |
| AXTA | New | AXALTA COATING SYS LTD | $376,000 | – | 13,300 | +100.0% | 0.10% | – |
| RPM | New | RPM INTL INC | $376,000 | – | 7,000 | +100.0% | 0.10% | – |
| LPX | New | LOUISIANA PAC CORP | $377,000 | – | 20,000 | +100.0% | 0.10% | – |
| SKX | New | SKECHERS U S A INCcl a | $373,000 | – | 16,300 | +100.0% | 0.10% | – |
| UVE | New | UNIVERSAL INS HLDGS INC | $375,000 | – | 14,900 | +100.0% | 0.10% | – |
| JBL | New | JABIL CIRCUIT INC | $375,000 | – | 17,200 | +100.0% | 0.10% | – |
| WBC | Buy | WABCO HLDGS INC | $375,000 | +86.6% | 3,300 | +50.0% | 0.10% | -63.2% |
| NMIH | New | NMI HLDGS INCcl a | $370,000 | – | 48,600 | +100.0% | 0.10% | – |
| AKS | Buy | AK STL HLDG CORP | $369,000 | +34.2% | 76,400 | +29.3% | 0.10% | -73.4% |
| PSTG | New | PURE STORAGE INCcl a | $371,000 | – | 27,400 | +100.0% | 0.10% | – |
| CEVA | New | CEVA INC | $365,000 | – | 10,400 | +100.0% | 0.10% | – |
| BBAR | New | BBVA BANCO FRANCES S Asponsored adr | $362,000 | – | 18,200 | +100.0% | 0.10% | – |
| RTEC | New | RUDOLPH TECHNOLOGIES INC | $362,000 | – | 20,400 | +100.0% | 0.10% | – |
| ADRO | New | ADURO BIOTECH INC | $364,000 | – | 29,284 | +100.0% | 0.10% | – |
| EOCCY | New | EMPRESA NACIONAL DE ELCTRCIDsponsored adr | $359,000 | – | 18,100 | +100.0% | 0.10% | – |
| TER | New | TERADYNE INC | $360,000 | – | 16,700 | +100.0% | 0.10% | – |
| HA | Sell | HAWAIIAN HOLDINGS INC | $355,000 | +8.9% | 7,300 | -15.1% | 0.10% | -78.4% |
| MSGN | New | MSG NETWORK INCcl a | $357,000 | – | 19,200 | +100.0% | 0.10% | – |
| ADI | New | ANALOG DEVICES INC | $354,000 | – | 5,500 | +100.0% | 0.10% | – |
| P | New | PANDORA MEDIA INC | $353,000 | – | 24,600 | +100.0% | 0.10% | – |
| CPL | New | CPFL ENERGIA S Asponsored adr | $351,000 | – | 23,700 | +100.0% | 0.10% | – |
| CERN | New | CERNER CORP | $352,000 | – | 5,700 | +100.0% | 0.10% | – |
| NWS | New | NEWS CORP NEWcl b | $347,000 | – | 24,400 | +100.0% | 0.10% | – |
| RTRX | New | RETROPHIN INC | $347,000 | – | 15,500 | +100.0% | 0.10% | – |
| TX | Sell | TERNIUM SAspon adr | $349,000 | -4.1% | 17,800 | -6.8% | 0.10% | -81.1% |
| BOFI | Buy | BOFI HLDG INC | $345,000 | +89.6% | 15,400 | +49.5% | 0.10% | -62.5% |
| IRM | New | IRON MTN INC NEW | $345,000 | – | 9,200 | +100.0% | 0.10% | – |
| OLLI | New | OLLIES BARGAIN OUTLT HLDGS I | $341,000 | – | 13,000 | +100.0% | 0.09% | – |
| CBI | Buy | CHICAGO BRIDGE & IRON CO N V | $342,000 | +8.6% | 12,200 | +34.1% | 0.09% | -78.5% |
| MCFT | Buy | MCBC HLDGS INC | $341,000 | +52.9% | 29,900 | +48.0% | 0.09% | -69.7% |
| WCG | New | WELLCARE HEALTH PLANS INC | $340,000 | – | 2,900 | +100.0% | 0.09% | – |
| FBP | New | FIRST BANCORP P R | $338,000 | – | 65,000 | +100.0% | 0.09% | – |
| NCLH | New | NORWEGIAN CRUISE LINE HLDGS | $336,000 | – | 8,900 | +100.0% | 0.09% | – |
| ATEN | Sell | A10 NETWORKS INC | $335,000 | +52.3% | 31,300 | -7.9% | 0.09% | -69.9% |
| WRE | New | WASHINGTON REAL ESTATE INVTsh ben int | $333,000 | – | 10,700 | +100.0% | 0.09% | – |
| CYBE | New | CYBEROPTICS CORP | $334,000 | – | 13,600 | +100.0% | 0.09% | – |
| NGHC | New | NATIONAL GEN HLDGS CORP | $334,000 | – | 15,000 | +100.0% | 0.09% | – |
| ITRI | New | ITRON INC | $329,000 | – | 5,900 | +100.0% | 0.09% | – |
| BRC | New | BRADY CORPcl a | $325,000 | – | 9,400 | +100.0% | 0.09% | – |
| WMT | New | WAL-MART STORES INC | $325,000 | – | 4,500 | +100.0% | 0.09% | – |
| SPA | New | SPARTON CORP | $328,000 | – | 12,500 | +100.0% | 0.09% | – |
| BNFT | New | BENEFITFOCUS INC | $327,000 | – | 8,200 | +100.0% | 0.09% | – |
| CRUS | New | CIRRUS LOGIC INC | $324,000 | – | 6,100 | +100.0% | 0.09% | – |
| TRU | New | TRANSUNION | $324,000 | – | 9,400 | +100.0% | 0.09% | – |
| WOR | Sell | WORTHINGTON INDS INC | $322,000 | +11.8% | 6,700 | -1.5% | 0.09% | -77.8% |
| FLOW | New | SPX FLOW INC | $318,000 | – | 10,300 | +100.0% | 0.09% | – |
| PLAB | New | PHOTRONICS INC | $319,000 | – | 30,900 | +100.0% | 0.09% | – |
| SMTC | New | SEMTECH CORP | $316,000 | – | 11,400 | +100.0% | 0.09% | – |
| CDE | New | COEUR MNG INC | $317,000 | – | 26,800 | +100.0% | 0.09% | – |
| RYAAY | New | RYANAIR HLDGS PLCsponsored adr ne | $315,000 | – | 4,200 | +100.0% | 0.09% | – |
| RRR | New | RED ROCK RESORTS INCcl a | $316,000 | – | 13,400 | +100.0% | 0.09% | – |
| CMA | New | COMERICA INC | $312,000 | – | 6,600 | +100.0% | 0.09% | – |
| CXW | New | CORRECTIONS CORP AMER NEW | $313,000 | – | 22,600 | +100.0% | 0.09% | – |
| AXL | New | AMERICAN AXLE & MFG HLDGS IN | $308,000 | – | 17,900 | +100.0% | 0.08% | – |
| EQR | New | EQUITY RESIDENTIALsh ben int | $309,000 | – | 4,800 | +100.0% | 0.08% | – |
| K | New | KELLOGG CO | $310,000 | – | 4,000 | +100.0% | 0.08% | – |
| EXAR | Buy | EXAR CORP | $306,000 | +123.4% | 32,900 | +93.5% | 0.08% | -56.0% |
| SEIC | New | SEI INVESTMENTS CO | $301,000 | – | 6,600 | +100.0% | 0.08% | – |
| ACHN | New | ACHILLION PHARMACEUTICALS IN | $300,000 | – | 37,000 | +100.0% | 0.08% | – |
| PACW | New | PACWEST BANCORP DEL | $300,000 | – | 7,000 | +100.0% | 0.08% | – |
| COR | Sell | CORESITE RLTY CORP | $296,000 | -29.0% | 4,000 | -14.9% | 0.08% | -85.9% |
| CPK | Buy | CHESAPEAKE UTILS CORP | $299,000 | +45.9% | 4,900 | +58.1% | 0.08% | -71.2% |
| FMS | New | FRESENIUS MED CARE AG&CO KGAsponsored adr | $298,000 | – | 6,800 | +100.0% | 0.08% | – |
| ENVA | Buy | ENOVA INTL INC | $298,000 | +38.6% | 30,800 | +5.5% | 0.08% | -72.6% |
| GSM | Buy | FERROGLOBE PLC | $298,000 | +148.3% | 33,000 | +137.4% | 0.08% | -50.9% |
| VFC | New | V F CORP | $297,000 | – | 5,300 | +100.0% | 0.08% | – |
| ISRG | New | INTUITIVE SURGICAL INC | $290,000 | – | 400 | +100.0% | 0.08% | – |
| DPLO | New | DIPLOMAT PHARMACY INC | $289,000 | – | 10,300 | +100.0% | 0.08% | – |
| SPSC | New | SPS COMM INC | $279,000 | – | 3,800 | +100.0% | 0.08% | – |
| SEDG | New | SOLAREDGE TECHNOLOGIES INC | $277,000 | – | 16,100 | +100.0% | 0.08% | – |
| ABM | New | ABM INDS INC | $274,000 | – | 6,900 | +100.0% | 0.08% | – |
| APH | New | AMPHENOL CORP NEWcl a | $273,000 | – | 4,200 | +100.0% | 0.08% | – |
| TKR | New | TIMKEN CO | $274,000 | – | 7,800 | +100.0% | 0.08% | – |
| MTOR | New | MERITOR INC | $270,000 | – | 24,300 | +100.0% | 0.07% | – |
| CRTO | New | CRITEO S Aspons ads | $270,000 | – | 7,700 | +100.0% | 0.07% | – |
| MUFG | New | MITSUBISHI UFJ FINL GROUP INsponsored adr | $265,000 | – | 52,500 | +100.0% | 0.07% | – |
| EGL | Sell | ENGILITY HLDGS INC NEW | $265,000 | -48.5% | 8,400 | -65.6% | 0.07% | -89.8% |
| ALGT | New | ALLEGIANT TRAVEL CO | $264,000 | – | 2,000 | +100.0% | 0.07% | – |
| AAON | Buy | AAON INC | $265,000 | +26.8% | 9,200 | +21.1% | 0.07% | -74.9% |
| FDP | New | FRESH DEL MONTE PRODUCE INCord | $264,000 | – | 4,400 | +100.0% | 0.07% | – |
| PCMI | New | PCM INC | $265,000 | – | 12,300 | +100.0% | 0.07% | – |
| CCRN | New | CROSS CTRY HEALTHCARE INC | $263,000 | – | 22,300 | +100.0% | 0.07% | – |
| BAK | New | BRASKEM S Asp adr pfd a | $261,000 | – | 17,000 | +100.0% | 0.07% | – |
| HSC | Buy | HARSCO CORP | $263,000 | +115.6% | 26,500 | +44.8% | 0.07% | -57.6% |
| NVRO | New | NEVRO CORP | $261,000 | – | 2,500 | +100.0% | 0.07% | – |
| OCLR | New | OCLARO INC | $261,000 | – | 30,500 | +100.0% | 0.07% | – |
| MIME | New | MIMECAST LTD | $260,000 | – | 13,600 | +100.0% | 0.07% | – |
| AGO | New | ASSURED GUARANTY LTD | $261,000 | – | 9,400 | +100.0% | 0.07% | – |
| WDAY | New | WORKDAY INCcl a | $257,000 | – | 2,800 | +100.0% | 0.07% | – |
| FUL | New | FULLER H B CO | $256,000 | – | 5,500 | +100.0% | 0.07% | – |
| RBS | New | ROYAL BK SCOTLAND GROUP PLCspons adr 2 ord | $258,000 | – | 55,300 | +100.0% | 0.07% | – |
| ATEC | New | ALPHATEC HOLDINGS INC | $253,000 | – | 26,900 | +100.0% | 0.07% | – |
| BREW | New | CRAFT BREW ALLIANCE INC | $250,000 | – | 13,300 | +100.0% | 0.07% | – |
| GTTN | New | GTT COMMUNICATIONS INC | $247,000 | – | 10,500 | +100.0% | 0.07% | – |
| ECPG | New | ENCORE CAP GROUP INC | $247,000 | – | 11,000 | +100.0% | 0.07% | – |
| ASNA | New | ASCENA RETAIL GROUP INC | $246,000 | – | 44,000 | +100.0% | 0.07% | – |
| VSAT | New | VIASAT INC | $246,000 | – | 3,300 | +100.0% | 0.07% | – |
| CLI | New | MACK CALI RLTY CORP | $248,000 | – | 9,100 | +100.0% | 0.07% | – |
| MITL | Buy | MITEL NETWORKS CORP | $246,000 | +43.9% | 33,400 | +22.8% | 0.07% | -71.4% |
| EGP | New | EASTGROUP PPTY INC | $243,000 | – | 3,300 | +100.0% | 0.07% | – |
| UTEK | New | ULTRATECH INC | $245,000 | – | 10,600 | +100.0% | 0.07% | – |
| WBMD | Buy | WEBMD HEALTH CORP | $244,000 | -4.7% | 4,900 | +11.4% | 0.07% | -81.2% |
| SYY | New | SYSCO CORP | $245,000 | – | 5,000 | +100.0% | 0.07% | – |
| MNRO | New | MONRO MUFFLER BRAKE INC | $245,000 | – | 4,000 | +100.0% | 0.07% | – |
| AVX | New | AVX CORP NEW | $245,000 | – | 17,800 | +100.0% | 0.07% | – |
| XOXO | New | XO GROUP INC | $242,000 | – | 12,500 | +100.0% | 0.07% | – |
| BMA | Sell | BANCO MACRO SAspon adr b | $243,000 | -31.7% | 3,100 | -35.4% | 0.07% | -86.5% |
| CHS | New | CHICOS FAS INC | $239,000 | – | 20,100 | +100.0% | 0.07% | – |
| GOOD | New | GLADSTONE COML CORP | $240,000 | – | 12,900 | +100.0% | 0.07% | – |
| CSFL | New | CENTERSTATE BANKS INC | $238,000 | – | 13,400 | +100.0% | 0.07% | – |
| ATW | Buy | ATWOOD OCEANICS INC | $241,000 | -6.2% | 27,700 | +35.1% | 0.07% | -81.6% |
| TRIP | New | TRIPADVISOR INC | $240,000 | – | 3,800 | +100.0% | 0.07% | – |
| MEET | Buy | MEETME INC | $241,000 | +68.5% | 38,900 | +45.1% | 0.07% | -66.8% |
| MCY | New | MERCURY GENL CORP NEW | $236,000 | – | 4,300 | +100.0% | 0.06% | – |
| HUBS | New | HUBSPOT INC | $236,000 | – | 4,100 | +100.0% | 0.06% | – |
| BSAC | New | BANCO SANTANDER CHILE NEW | $232,000 | – | 11,200 | +100.0% | 0.06% | – |
| NYLDA | New | NRG YIELD INCcl a new | $233,000 | – | 14,300 | +100.0% | 0.06% | – |
| FLXS | New | FLEXSTEEL INDS INC | $233,000 | – | 4,500 | +100.0% | 0.06% | – |
| ANDE | New | ANDERSONS INC | $232,000 | – | 6,400 | +100.0% | 0.06% | – |
| SIMO | New | SILICON MOTION TECHNOLOGY COsponsored adr | $233,000 | – | 4,500 | +100.0% | 0.06% | – |
| TMHC | New | TAYLOR MORRISON HOME CORPcl a | $231,000 | – | 13,100 | +100.0% | 0.06% | – |
| ACRS | New | ACLARIS THERAPEUTICS INC | $233,000 | – | 9,117 | +100.0% | 0.06% | – |
| STL | New | STERLING BANCORP DEL | $228,000 | – | 13,000 | +100.0% | 0.06% | – |
| NWSA | New | NEWS CORP NEWcl a | $229,000 | – | 16,400 | +100.0% | 0.06% | – |
| PBYI | New | PUMA BIOTECHNOLOGY INC | $228,000 | – | 3,400 | +100.0% | 0.06% | – |
| HL | Buy | HECLA MNG CO | $227,000 | +29.0% | 39,900 | +15.7% | 0.06% | -74.3% |
| HCKT | New | HACKETT GROUP INC | $230,000 | – | 13,900 | +100.0% | 0.06% | – |
| DDS | New | DILLARDS INCcl a | $227,000 | – | 3,600 | +100.0% | 0.06% | – |
| KATE | New | KATE SPADE & CO | $224,000 | – | 13,100 | +100.0% | 0.06% | – |
| NPTN | New | NEOPHOTONICS CORP | $225,000 | – | 13,800 | +100.0% | 0.06% | – |
| BRSS | New | GLOBAL BRASS & COPPR HLDGS I | $225,000 | – | 7,800 | +100.0% | 0.06% | – |
| CENTA | New | CENTRAL GARDEN & PET COcl a non-vtg | $226,000 | – | 9,100 | +100.0% | 0.06% | – |
| VRTV | New | VERITIV CORP | $226,000 | – | 4,500 | +100.0% | 0.06% | – |
| TLYS | New | TILLYS INCcl a | $225,000 | – | 24,000 | +100.0% | 0.06% | – |
| HOLI | New | HOLLYSYS AUTOMATION TECHNOLO | $226,000 | – | 10,200 | +100.0% | 0.06% | – |
| WETF | New | WISDOMTREE INVTS INC | $221,000 | – | 21,500 | +100.0% | 0.06% | – |
| SFS | New | SMART & FINAL STORES INC | $221,000 | – | 17,300 | +100.0% | 0.06% | – |
| LKFN | New | LAKELAND FINL CORP | $223,000 | – | 6,300 | +100.0% | 0.06% | – |
| WB | New | WEIBO CORPsponsored adr | $223,000 | – | 4,450 | +100.0% | 0.06% | – |
| IONS | New | IONIS PHARMACEUTICALS INC | $216,000 | – | 5,900 | +100.0% | 0.06% | – |
| IL | Buy | INTRALINKS HLDGS INC | $214,000 | +143.2% | 21,300 | +56.6% | 0.06% | -51.6% |
| WMC | New | WESTERN ASSET MTG CAP CORP | $214,000 | – | 20,500 | +100.0% | 0.06% | – |
| TEX | New | TEREX CORP NEW | $213,000 | – | 8,400 | +100.0% | 0.06% | – |
| CHGG | New | CHEGG INC | $215,000 | – | 30,300 | +100.0% | 0.06% | – |
| CECE | New | CECO ENVIRONMENTAL CORP | $213,000 | – | 18,900 | +100.0% | 0.06% | – |
| PLAY | Buy | DAVE & BUSTERS ENTMT INC | $215,000 | -15.0% | 5,500 | +1.9% | 0.06% | -83.2% |
| BBD | Buy | BANCO BRADESCO S Asp adr pfd new | $214,000 | +18.9% | 23,600 | +2.2% | 0.06% | -76.5% |
| BZH | New | BEAZER HOMES USA INC | $213,000 | – | 18,300 | +100.0% | 0.06% | – |
| CLB | CORE LABORATORIES N V | $213,000 | -9.4% | 1,900 | 0.0% | 0.06% | -82.0% | |
| CHU | New | CHINA UNICOM (HONG KONG) LTDsponsored adr | $212,000 | – | 17,400 | +100.0% | 0.06% | – |
| VCRA | New | VOCERA COMMUNICATIONS INC | $210,000 | – | 12,400 | +100.0% | 0.06% | – |
| CUB | New | CUBIC CORP | $211,000 | – | 4,500 | +100.0% | 0.06% | – |
| TPRE | Buy | THIRD PT REINS LTD | $211,000 | +31.1% | 17,600 | +28.5% | 0.06% | -74.1% |
| TILE | New | INTERFACE INC | $209,000 | – | 12,500 | +100.0% | 0.06% | – |
| LANC | New | LANCASTER COLONY CORP | $211,000 | – | 1,600 | +100.0% | 0.06% | – |
| MANH | Sell | MANHATTAN ASSOCS INC | $207,000 | -37.8% | 3,600 | -30.8% | 0.06% | -87.7% |
| NCI | New | NAVIGANT CONSULTING INC | $206,000 | – | 10,200 | +100.0% | 0.06% | – |
| NTRA | New | NATERA INC | $206,000 | – | 18,500 | +100.0% | 0.06% | – |
| ADXS | New | ADVAXIS INC | $202,000 | – | 18,900 | +100.0% | 0.06% | – |
| HCSG | New | HEALTHCARE SVCS GRP INC | $202,000 | – | 5,100 | +100.0% | 0.06% | – |
| LGND | New | LIGAND PHARMACEUTICALS INC | $204,000 | – | 2,000 | +100.0% | 0.06% | – |
| OMAB | New | GRUPO AEROPORTUARIO CTR NORTspon adr | $202,000 | – | 4,300 | +100.0% | 0.06% | – |
| BCOV | Sell | BRIGHTCOVE INC | $202,000 | -9.8% | 15,500 | -39.2% | 0.06% | -82.1% |
| MU | New | MICRON TECHNOLOGY INC | $204,000 | – | 11,500 | +100.0% | 0.06% | – |
| WDFC | New | WD-40 CO | $202,000 | – | 1,800 | +100.0% | 0.06% | – |
| AOSL | New | ALPHA & OMEGA SEMICONDUCTOR | $204,000 | – | 9,400 | +100.0% | 0.06% | – |
| STRA | New | STRAYER ED INC | $205,000 | – | 4,400 | +100.0% | 0.06% | – |
| CTAS | New | CINTAS CORP | $203,000 | – | 1,800 | +100.0% | 0.06% | – |
| BWXT | New | BWX TECHNOLOGIES INC | $203,000 | – | 5,300 | +100.0% | 0.06% | – |
| FULT | New | FULTON FINL CORP PA | $199,000 | – | 13,700 | +100.0% | 0.06% | – |
| LXFT | New | LUXOFT HLDG INC | $201,000 | – | 3,800 | +100.0% | 0.06% | – |
| GNCA | New | GENOCEA BIOSCIENCES INC | $200,000 | – | 39,037 | +100.0% | 0.06% | – |
| GNW | New | GENWORTH FINL INC | $198,000 | – | 39,900 | +100.0% | 0.06% | – |
| LPI | New | LAREDO PETROLEUM INC | $199,000 | – | 15,400 | +100.0% | 0.06% | – |
| WSFS | New | WSFS FINL CORP | $201,000 | – | 5,500 | +100.0% | 0.06% | – |
| NTGR | Sell | NETGEAR INC | $200,000 | -45.4% | 3,300 | -57.1% | 0.06% | -89.2% |
| CLF | Buy | CLIFFS NAT RES INC | $196,000 | +38.0% | 33,500 | +34.0% | 0.05% | -72.7% |
| ALJ | New | ALON USA ENERGY INC | $193,000 | – | 24,000 | +100.0% | 0.05% | – |
| TSEM | New | TOWER SEMICONDUCTOR LTD | $194,000 | – | 12,800 | +100.0% | 0.05% | – |
| LTMAQ | New | LATAM AIRLS GROUP S Asponsored adr | $188,000 | – | 23,100 | +100.0% | 0.05% | – |
| AXGT | Buy | AXOVANT SCIENCES LTD | $188,000 | +39.3% | 13,400 | +27.6% | 0.05% | -72.3% |
| SSNI | New | SILVER SPRING NETWORKS INC | $189,000 | – | 13,300 | +100.0% | 0.05% | – |
| PAAS | New | PAN AMERICAN SILVER CORP | $189,000 | – | 10,700 | +100.0% | 0.05% | – |
| FLML | New | FLAMEL TECHNOLOGIES SAsponsored adr | $184,000 | – | 14,800 | +100.0% | 0.05% | – |
| KBH | New | KB HOME | $182,000 | – | 11,300 | +100.0% | 0.05% | – |
| SBS | Buy | COMPANHIA DE SANEAMENTO BASIsponsored adr | $181,000 | +19.1% | 19,600 | +15.3% | 0.05% | -76.4% |
| PETX | New | ARATANA THERAPEUTICS INC | $181,000 | – | 19,300 | +100.0% | 0.05% | – |
| CZR | New | CAESARS ENTMT CORP | $180,000 | – | 24,200 | +100.0% | 0.05% | – |
| OSG | Buy | OVERSEAS SHIPHOLDING GROUP Icl a new | $183,000 | -0.5% | 17,300 | +3.6% | 0.05% | -80.5% |
| JNS | New | JANUS CAP GROUP INC | $179,000 | – | 12,800 | +100.0% | 0.05% | – |
| EIGI | New | ENDURANCE INTL GROUP HLDGS I | $173,000 | – | 19,800 | +100.0% | 0.05% | – |
| DAR | New | DARLING INGREDIENTS INC | $174,000 | – | 12,900 | +100.0% | 0.05% | – |
| BW | New | BABCOCK & WILCOX ENTERPRIS I | $175,000 | – | 10,600 | +100.0% | 0.05% | – |
| BOJA | New | BOJANGLES INC | $171,000 | – | 10,700 | +100.0% | 0.05% | – |
| SMFG | New | SUMITOMO MITSUI FINL GROUP Isponsored adr | $169,000 | – | 25,000 | +100.0% | 0.05% | – |
| ARRY | New | ARRAY BIOPHARMA INC | $169,000 | – | 25,000 | +100.0% | 0.05% | – |
| FOMX | New | FOAMIX PHARMACEUTICALS LTD | $169,000 | – | 18,300 | +100.0% | 0.05% | – |
| CX | New | CEMEX SAB DE CVspon adr new | $171,000 | – | 21,500 | +100.0% | 0.05% | – |
| CORT | Buy | CORCEPT THERAPEUTICS INC | $168,000 | +42.4% | 25,800 | +18.9% | 0.05% | -72.0% |
| BRKS | New | BROOKS AUTOMATION INC | $163,000 | – | 12,000 | +100.0% | 0.04% | – |
| ANH | Buy | ANWORTH MORTGAGE ASSET CP | $160,000 | +154.0% | 32,500 | +140.7% | 0.04% | -50.0% |
| MBT | Buy | MOBILE TELESYSTEMS PJSCsponsored adr | $155,000 | +21.1% | 20,300 | +31.8% | 0.04% | -75.8% |
| AKBA | New | AKEBIA THERAPEUTICS INC | $156,000 | – | 17,200 | +100.0% | 0.04% | – |
| MHLD | New | MAIDEN HOLDINGS LTD | $156,000 | – | 12,300 | +100.0% | 0.04% | – |
| GES | New | GUESS INC | $152,000 | – | 10,400 | +100.0% | 0.04% | – |
| EXTR | New | EXTREME NETWORKS INC | $151,000 | – | 33,700 | +100.0% | 0.04% | – |
| BBG | Buy | BARRETT BILL CORP | $151,000 | +46.6% | 27,100 | +68.3% | 0.04% | -70.6% |
| AQXP | New | AQUINOX PHARMACEUTICALS INC | $144,000 | – | 10,800 | +100.0% | 0.04% | – |
| EDIT | New | EDITAS MEDICINE INC | $145,000 | – | 10,757 | +100.0% | 0.04% | – |
| NAME | New | RIGHTSIDE GROUP LTD | $143,000 | – | 15,756 | +100.0% | 0.04% | – |
| TAST | New | CARROLS RESTAURANT GROUP INC | $141,000 | – | 10,700 | +100.0% | 0.04% | – |
| ETSY | New | ETSY INC | $143,000 | – | 10,000 | +100.0% | 0.04% | – |
| BRCD | New | BROCADE COMMUNICATIONS SYS I | $142,000 | – | 15,400 | +100.0% | 0.04% | – |
| INVA | New | INNOVIVA INC | $142,000 | – | 12,900 | +100.0% | 0.04% | – |
| HABT | New | HABIT RESTAURANTS INC | $141,000 | – | 10,100 | +100.0% | 0.04% | – |
| INN | New | SUMMIT HOTEL PPTYS | $136,000 | – | 10,300 | +100.0% | 0.04% | – |
| PAH | New | PLATFORM SPECIALTY PRODS COR | $129,000 | – | 15,900 | +100.0% | 0.04% | – |
| SLM | Buy | SLM CORP | $130,000 | +94.0% | 17,400 | +61.1% | 0.04% | -61.3% |
| PGTI | New | PGT INC | $131,000 | – | 12,300 | +100.0% | 0.04% | – |
| CECO | New | CAREER EDUCATION CORP | $130,000 | – | 19,100 | +100.0% | 0.04% | – |
| BBVA | New | BANCO BILBAO VIZCAYA ARGENTAsponsored adr | $128,000 | – | 21,500 | +100.0% | 0.04% | – |
| EPEGQ | Sell | EP ENERGY CORPcl a | $126,000 | -63.6% | 28,800 | -56.8% | 0.04% | -92.7% |
| ARLZ | New | ARALEZ PHARMACEUTICALS INC | $124,000 | – | 25,500 | +100.0% | 0.03% | – |
| CSTM | New | CONSTELLIUM NVcl a | $125,000 | – | 17,400 | +100.0% | 0.03% | – |
| OVAS | New | OVASCIENCE INC | $125,000 | – | 17,400 | +100.0% | 0.03% | – |
| OMN | New | OMNOVA SOLUTIONS INC | $118,000 | – | 14,000 | +100.0% | 0.03% | – |
| OCUL | Buy | OCULAR THERAPEUTIX INC | $116,000 | +114.8% | 16,900 | +53.6% | 0.03% | -57.3% |
| ZGNX | New | ZOGENIX INC | $115,000 | – | 10,100 | +100.0% | 0.03% | – |
| IRDM | Buy | IRIDIUM COMMUNICATIONS INC | $111,000 | -4.3% | 13,700 | +4.6% | 0.03% | -80.7% |
| VG | Sell | VONAGE HLDGS CORP | $108,000 | +6.9% | 16,300 | -1.8% | 0.03% | -78.7% |
| TGH | New | TEXTAINER GROUP HOLDINGS LTD | $109,000 | – | 14,600 | +100.0% | 0.03% | – |
| QURE | New | UNIQURE NV | $108,000 | – | 14,100 | +100.0% | 0.03% | – |
| FNBCQ | New | FIRST NBC BK HLDG CO | $108,000 | – | 11,400 | +100.0% | 0.03% | – |
| GRPN | New | GROUPON INC | $108,000 | – | 21,000 | +100.0% | 0.03% | – |
| OSUR | New | ORASURE TECHNOLOGIES INC | $104,000 | – | 13,000 | +100.0% | 0.03% | – |
| CYS | New | CYS INVTS INC | $105,000 | – | 12,000 | +100.0% | 0.03% | – |
| DHX | Sell | DHI GROUP INC | $106,000 | -0.9% | 13,400 | -22.1% | 0.03% | -80.5% |
| LBIO | New | LION BIOTECHNOLOGIES INC | $102,000 | – | 12,400 | +100.0% | 0.03% | – |
| KTOS | New | KRATOS DEFENSE & SEC SOLUTIO | $103,000 | – | 15,000 | +100.0% | 0.03% | – |
| ASX | New | ADVANCED SEMICONDUCTOR ENGRsponsored adr | $103,000 | – | 17,400 | +100.0% | 0.03% | – |
| SNECQ | Sell | SANCHEZ ENERGY CORP | $94,000 | +17.5% | 10,600 | -7.0% | 0.03% | -76.6% |
| LPSN | Sell | LIVEPERSON INC | $90,000 | -45.5% | 10,700 | -59.0% | 0.02% | -89.1% |
| CYTK | New | CYTOKINETICS INC | $92,000 | – | 10,000 | +100.0% | 0.02% | – |
| CZZ | New | COSAN LTD | $91,000 | – | 12,700 | +100.0% | 0.02% | – |
| EVDY | New | EVERYDAY HEALTH INC | $88,000 | – | 11,500 | +100.0% | 0.02% | – |
| ARCO | Buy | ARCOS DORADOS HOLDINGS INC | $87,000 | +20.8% | 16,500 | +10.0% | 0.02% | -76.0% |
| SGMO | Buy | SANGAMO BIOSCIENCES INC | $79,000 | -9.2% | 17,000 | +12.6% | 0.02% | -81.8% |
| VIP | New | VIMPELCOM LTDsponsored adr | $71,000 | – | 20,500 | +100.0% | 0.02% | – |
| CBB | Buy | CINCINNATI BELL INC NEW | $68,000 | +25.9% | 16,700 | +40.3% | 0.02% | -74.7% |
| FTR | New | FRONTIER COMMUNICATIONS CORP | $68,000 | – | 16,300 | +100.0% | 0.02% | – |
| SGYPQ | New | SYNERGY PHARMACEUTICALS DEL | $64,000 | – | 11,700 | +100.0% | 0.02% | – |
| PESXQ | Exit | PIONEER ENERGY SVCS CORP | $0 | – | -11,600 | -100.0% | -0.07% | – |
| NR | Exit | NEWPARK RES INC | $0 | – | -10,900 | -100.0% | -0.09% | – |
| GCAP | Exit | GAIN CAP HLDGS INC | $0 | – | -10,300 | -100.0% | -0.09% | – |
| KGC | Exit | KINROSS GOLD CORP | $0 | – | -13,700 | -100.0% | -0.09% | – |
| RSYS | Exit | RADISYS CORP | $0 | – | -15,400 | -100.0% | -0.10% | – |
| RT | Exit | RUBY TUESDAY INC | $0 | – | -19,700 | -100.0% | -0.10% | – |
| CALX | Exit | CALIX INC | $0 | – | -10,500 | -100.0% | -0.10% | – |
| ZIOP | Exit | ZIOPHARM ONCOLOGY INC | $0 | – | -13,300 | -100.0% | -0.10% | – |
| PIR | Exit | PIER 1 IMPORTS INC | $0 | – | -14,700 | -100.0% | -0.11% | – |
| RFP | Exit | RESOLUTE FST PRODS INC | $0 | – | -14,447 | -100.0% | -0.11% | – |
| NOG | Exit | NORTHERN OIL & GAS INC NEV | $0 | – | -17,000 | -100.0% | -0.11% | – |
| DWSN | Exit | DAWSON GEOPHYSICAL CO NEW | $0 | – | -10,400 | -100.0% | -0.12% | – |
| TGTX | Exit | TG THERAPEUTICS INC | $0 | – | -14,300 | -100.0% | -0.12% | – |
| SMRTQ | Exit | STEIN MART INC | $0 | – | -11,300 | -100.0% | -0.12% | – |
| MDR | Exit | MCDERMOTT INTL INC | $0 | – | -18,100 | -100.0% | -0.12% | – |
| SYRG | Exit | SYNERGY RES CORP | $0 | – | -15,600 | -100.0% | -0.14% | – |
| SGI | Exit | SILICON GRAPHICS INTL CORP | $0 | – | -21,200 | -100.0% | -0.15% | – |
| PSTB | Exit | PARK STERLING CORP | $0 | – | -15,200 | -100.0% | -0.15% | – |
| CNHI | Exit | CNH INDL N V | $0 | – | -15,200 | -100.0% | -0.15% | – |
| KPTI | Exit | KARYOPHARM THERAPEUTICS INC | $0 | – | -16,200 | -100.0% | -0.15% | – |
| CARB | Exit | CARBONITE INC | $0 | – | -11,600 | -100.0% | -0.16% | – |
| FOLD | Exit | AMICUS THERAPEUTICS INC | $0 | – | -21,000 | -100.0% | -0.16% | – |
| ON | Exit | ON SEMICONDUCTOR CORP | $0 | – | -13,600 | -100.0% | -0.17% | – |
| WIN | Exit | WINDSTREAM HLDGS INC | $0 | – | -13,400 | -100.0% | -0.17% | – |
| AMBR | Exit | AMBER RD INC | $0 | – | -16,500 | -100.0% | -0.18% | – |
| AMSC | Exit | AMERICAN SUPERCONDUCTOR CORP | $0 | – | -15,200 | -100.0% | -0.18% | – |
| TNP | Exit | TSAKOS ENERGY NAVIGATION LTD | $0 | – | -30,000 | -100.0% | -0.20% | – |
| TMST | Exit | TIMKENSTEEL CORP | $0 | – | -14,900 | -100.0% | -0.20% | – |
| WPG | Exit | WP GLIMCHER IN | $0 | – | -12,800 | -100.0% | -0.20% | – |
| RWT | Exit | REDWOOD TR INC | $0 | – | -10,700 | -100.0% | -0.21% | – |
| TESO | Exit | TESCO CORP | $0 | – | -22,200 | -100.0% | -0.21% | – |
| ING | Exit | ING GROEP N Vsponsored adr | $0 | – | -14,700 | -100.0% | -0.21% | – |
| AMCC | Exit | APPLIED MICRO CIRCUITS CORP | $0 | – | -23,900 | -100.0% | -0.21% | – |
| EXTN | Exit | EXTERRAN CORP | $0 | – | -11,900 | -100.0% | -0.21% | – |
| MTG | Exit | MGIC INVT CORP WIS | $0 | – | -25,900 | -100.0% | -0.21% | – |
| DAKT | Exit | DAKTRONICS INC | $0 | – | -25,300 | -100.0% | -0.22% | – |
| KCG | Exit | KCG HLDGS INCcl a | $0 | – | -12,200 | -100.0% | -0.23% | – |
| OFG | Exit | OFG BANCORP | $0 | – | -19,800 | -100.0% | -0.23% | – |
| MBI | Exit | MBIA INC | $0 | – | -24,600 | -100.0% | -0.23% | – |
| LXRX | Exit | LEXICON PHARMACEUTICALS INC | $0 | – | -11,700 | -100.0% | -0.23% | – |
| NSAM | Exit | NORTHSTAR ASSET MGMT GROUP I | $0 | – | -16,500 | -100.0% | -0.23% | – |
| CEMP | Exit | CEMPRA INC | $0 | – | -10,300 | -100.0% | -0.24% | – |
| DANG | Exit | E-COMMERCE CHINA DANGDANG IN | $0 | – | -29,100 | -100.0% | -0.24% | – |
| SBY | Exit | SILVER BAY RLTY TR CORP | $0 | – | -10,500 | -100.0% | -0.25% | – |
| AMBC | Exit | AMBAC FINL GROUP INC | $0 | – | -10,900 | -100.0% | -0.25% | – |
| NXEO | Exit | NEXEO SOLUTIONS INC | $0 | – | -20,000 | -100.0% | -0.25% | – |
| AHH | Exit | ARMADA HOFFLER PPTYS INC | $0 | – | -13,500 | -100.0% | -0.26% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -20,800 | -100.0% | -0.26% | – |
| AROC | Exit | ARCHROCK INC | $0 | – | -19,900 | -100.0% | -0.26% | – |
| FRP | Exit | FAIRPOINT COMMUNICATIONS INC | $0 | – | -12,900 | -100.0% | -0.26% | – |
| CCC | Exit | CALGON CARBON CORP | $0 | – | -14,700 | -100.0% | -0.27% | – |
| MRTN | Exit | MARTEN TRANS LTD | $0 | – | -10,000 | -100.0% | -0.28% | – |
| DYN | Exit | DYNEGY INC NEW DEL | $0 | – | -11,600 | -100.0% | -0.28% | – |
| LYV | Exit | LIVE NATION ENTERTAINMENT IN | $0 | – | -8,500 | -100.0% | -0.28% | – |
| EXPD | Exit | EXPEDITORS INTL WASH INC | $0 | – | -4,100 | -100.0% | -0.28% | – |
| DHR | Exit | DANAHER CORP DEL | $0 | – | -2,000 | -100.0% | -0.28% | – |
| ITUB | Exit | ITAU UNIBANCO HLDG SAspon adr rep pfd | $0 | – | -21,500 | -100.0% | -0.28% | – |
| CDW | Exit | CDW CORP | $0 | – | -5,100 | -100.0% | -0.28% | – |
| SYNA | Exit | SYNAPTICS INC | $0 | – | -3,800 | -100.0% | -0.28% | – |
| HPP | Exit | HUDSON PAC PPTYS INC | $0 | – | -7,000 | -100.0% | -0.28% | – |
| JWA | Exit | WILEY JOHN & SONS INCcl a | $0 | – | -3,900 | -100.0% | -0.28% | – |
| CONE | Exit | CYRUSONE INC | $0 | – | -3,700 | -100.0% | -0.29% | – |
| STE | Exit | STERIS PLC | $0 | – | -3,000 | -100.0% | -0.29% | – |
| TBPH | Exit | THERAVANCE BIOPHARMA INC | $0 | – | -9,200 | -100.0% | -0.29% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -19,100 | -100.0% | -0.29% | – |
| BVN | Exit | COMPANIA DE MINAS BUENAVENTUsponsored adr | $0 | – | -17,700 | -100.0% | -0.30% | – |
| CEO | Exit | CNOOC LTDsponsored adr | $0 | – | -1,700 | -100.0% | -0.30% | – |
| SWX | Exit | SOUTHWEST GAS CORP | $0 | – | -2,700 | -100.0% | -0.30% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -1,800 | -100.0% | -0.30% | – |
| ENS | Exit | ENERSYS | $0 | – | -3,600 | -100.0% | -0.30% | – |
| EBS | Exit | EMERGENT BIOSOLUTIONS INC | $0 | – | -7,700 | -100.0% | -0.30% | – |
| UVV | Exit | UNIVERSAL CORP VA | $0 | – | -3,800 | -100.0% | -0.30% | – |
| PMC | Exit | PHARMERICA CORP | $0 | – | -8,900 | -100.0% | -0.30% | – |
| PLUS | Exit | EPLUS INC | $0 | – | -2,700 | -100.0% | -0.31% | – |
| BWLD | Exit | BUFFALO WILD WINGS INC | $0 | – | -1,600 | -100.0% | -0.31% | – |
| MET | Exit | METLIFE INC | $0 | – | -5,600 | -100.0% | -0.31% | – |
| UNTCQ | Exit | UNIT CORP | $0 | – | -14,400 | -100.0% | -0.31% | – |
| SLG | Exit | SL GREEN RLTY CORP | $0 | – | -2,100 | -100.0% | -0.31% | – |
| ATNI | Exit | ATN INTL INC | $0 | – | -2,900 | -100.0% | -0.32% | – |
| FBR | Exit | FIBRIA CELULOSE S A | $0 | – | -33,900 | -100.0% | -0.32% | – |
| CDNS | Exit | CADENCE DESIGN SYSTEM INC | $0 | – | -9,500 | -100.0% | -0.32% | – |
| MSA | Exit | MSA SAFETY INC | $0 | – | -4,400 | -100.0% | -0.32% | – |
| LLTC | Exit | LINEAR TECHNOLOGY CORP | $0 | – | -5,000 | -100.0% | -0.32% | – |
| CRCQQ | Exit | CALIFORNIA RES CORP | $0 | – | -19,500 | -100.0% | -0.33% | – |
| SCSC | Exit | SCANSOURCE INC | $0 | – | -6,400 | -100.0% | -0.33% | – |
| NCMI | Exit | NATIONAL CINEMEDIA INC | $0 | – | -15,600 | -100.0% | -0.34% | – |
| KR | Exit | KROGER CO | $0 | – | -6,700 | -100.0% | -0.34% | – |
| AAIC | Exit | ARLINGTON ASSET INVT CORPcl a new | $0 | – | -19,000 | -100.0% | -0.34% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -3,600 | -100.0% | -0.34% | – |
| WWD | Exit | WOODWARD INC | $0 | – | -4,300 | -100.0% | -0.34% | – |
| BIG | Exit | BIG LOTS INC | $0 | – | -5,000 | -100.0% | -0.35% | – |
| ALK | Exit | ALASKA AIR GROUP INC | $0 | – | -4,300 | -100.0% | -0.35% | – |
| SFM | Exit | SPROUTS FMRS MKT INC | $0 | – | -11,000 | -100.0% | -0.35% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -2,100 | -100.0% | -0.36% | – |
| TERP | Exit | TERRAFORM PWR INC | $0 | – | -23,600 | -100.0% | -0.36% | – |
| UEPS | Exit | NET 1 UEPS TECHNOLOGIES INC | $0 | – | -25,800 | -100.0% | -0.36% | – |
| PPG | Exit | PPG INDS INC | $0 | – | -2,500 | -100.0% | -0.36% | – |
| HIBB | Exit | HIBBETT SPORTS INC | $0 | – | -7,600 | -100.0% | -0.37% | – |
| INCY | Exit | INCYTE CORP | $0 | – | -3,300 | -100.0% | -0.37% | – |
| SWFT | Exit | SWIFT TRANSN COcl a | $0 | – | -17,300 | -100.0% | -0.37% | – |
| BCOR | Exit | BLUCORA INC | $0 | – | -26,000 | -100.0% | -0.37% | – |
| FLY | Exit | FLY LEASING LTDsponsored adr | $0 | – | -27,500 | -100.0% | -0.38% | – |
| GTS | Exit | TRIPLE-S MGMT CORPcl b | $0 | – | -11,200 | -100.0% | -0.38% | – |
| CCEP | Exit | COCA COLA EUROPEAN PARTNERS | $0 | – | -7,700 | -100.0% | -0.38% | – |
| ISLE | Exit | ISLE OF CAPRI CASINOS INC | $0 | – | -15,200 | -100.0% | -0.39% | – |
| AWHHF | Exit | ALLIED WRLD ASSUR COM HLDG A | $0 | – | -8,100 | -100.0% | -0.40% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -3,700 | -100.0% | -0.41% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -4,700 | -100.0% | -0.42% | – |
| UGI | Exit | UGI CORP NEW | $0 | – | -6,600 | -100.0% | -0.42% | – |
| ANTM | Exit | ANTHEM INC | $0 | – | -2,300 | -100.0% | -0.42% | – |
| PLCE | Exit | CHILDRENS PL INC | $0 | – | -3,800 | -100.0% | -0.42% | – |
| POST | Exit | POST HLDGS INC | $0 | – | -3,700 | -100.0% | -0.43% | – |
| GXP | Exit | GREAT PLAINS ENERGY INC | $0 | – | -10,100 | -100.0% | -0.43% | – |
| TCS | Exit | CONTAINER STORE GROUP INC | $0 | – | -57,700 | -100.0% | -0.43% | – |
| KORS | Exit | MICHAEL KORS HLDGS LTD | $0 | – | -6,300 | -100.0% | -0.43% | – |
| OII | Exit | OCEANEERING INTL INC | $0 | – | -10,800 | -100.0% | -0.45% | – |
| NSP | Exit | INSPERITY INC | $0 | – | -4,200 | -100.0% | -0.45% | – |
| PWR | Exit | QUANTA SVCS INC | $0 | – | -14,000 | -100.0% | -0.45% | – |
| EAT | Exit | BRINKER INTL INC | $0 | – | -7,200 | -100.0% | -0.46% | – |
| ICON | Exit | ICONIX BRAND GROUP INC | $0 | – | -49,500 | -100.0% | -0.47% | – |
| TBI | Exit | TRUEBLUE INC | $0 | – | -17,700 | -100.0% | -0.47% | – |
| RDN | Exit | RADIAN GROUP INC | $0 | – | -32,600 | -100.0% | -0.47% | – |
| AU | Exit | ANGLOGOLD ASHANTI LTDsponsored adr | $0 | – | -18,900 | -100.0% | -0.48% | – |
| WD | Exit | WALKER & DUNLOP INC | $0 | – | -15,000 | -100.0% | -0.48% | – |
| PANW | Exit | PALO ALTO NETWORKS INC | $0 | – | -2,800 | -100.0% | -0.48% | – |
| PDCO | Exit | PATTERSON COMPANIES INC | $0 | – | -7,300 | -100.0% | -0.49% | – |
| WRLD | Exit | WORLD ACCEP CORP DEL | $0 | – | -7,700 | -100.0% | -0.49% | – |
| SYMC | Exit | SYMANTEC CORP | $0 | – | -17,400 | -100.0% | -0.50% | – |
| ASPS | Exit | ALTISOURCE PORTFOLIO SOLNS S | $0 | – | -13,200 | -100.0% | -0.51% | – |
| REGI | Exit | RENEWABLE ENERGY GROUP INC | $0 | – | -42,200 | -100.0% | -0.52% | – |
| INTU | Exit | INTUIT | $0 | – | -3,400 | -100.0% | -0.53% | – |
| AMCX | Exit | AMC NETWORKS INCcl a | $0 | – | -6,300 | -100.0% | -0.53% | – |
| NUE | Exit | NUCOR CORP | $0 | – | -8,400 | -100.0% | -0.58% | – |
| TDC | Exit | TERADATA CORP DEL | $0 | – | -16,900 | -100.0% | -0.59% | – |
| TGI | Exit | TRIUMPH GROUP INC NEW | $0 | – | -12,700 | -100.0% | -0.63% | – |
| KOF | Exit | COCA COLA FEMSA S A B DE C Vspon adr rep l | $0 | – | -5,600 | -100.0% | -0.65% | – |
| FIT | Exit | FITBIT INCcl a | $0 | – | -39,800 | -100.0% | -0.68% | – |
| JOY | Exit | JOY GLOBAL INC | $0 | – | -26,700 | -100.0% | -0.78% | – |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -26,700 | -100.0% | -0.91% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2016-11-14
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 | 2024-02-13 |
| 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 |
| SC 13G | 2023-03-27 |
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.