13F-HR filed by ELLINGTON MANAGEMENT GROUP LLC
ELLINGTON MANAGEMENT GROUP LLC filed this 13F-HR for the quarter ended 2016-12-31, filed 2017-02-14, with 519 holding rows worth $655,601,000.
- Accession
- 0001085146-17-000789
- Filer
- CIK 1098490
- Filed
- 2017-02-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2016
A combination report, 519 entries on the cover page, a total value of $655,601,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $655,601,000 with VALUE read as thousands by filing date, 13F file number 028-11539. The quarter's positions are built on this report. The resolved quarter.
Other managers
- reports for this filerDLD Asset Management, LP028-17749
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 1,958,900 | $65,310,000 | thousands by filing date | call |
| SPY | 78462F103 | SHS | 250,000 | $55,883,000 | thousands by filing date | put |
| Caterpillar Inc. | 149123101 | COM | 360,000 | $33,386,000 | thousands by filing date | put |
| Caterpillar Inc. | 149123101 | COM | 360,000 | $33,386,000 | thousands by filing date | call |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 896,600 | $31,390,000 | thousands by filing date | put |
| HALLIBURTON CO COM | 406216101 | Stock | 500,000 | $27,045,000 | thousands by filing date | put |
| HALLIBURTON CO COM | 406216101 | Stock | 500,000 | $27,045,000 | thousands by filing date | call |
| ISHARES TR | 464287432 | 20 YR TR BD ETF | 200,000 | $23,826,000 | thousands by filing date | put |
| SPY | 78462F103 | SHS | 100,000 | $22,353,000 | thousands by filing date | call |
| Chevron Corporation | 166764100 | COM | 150,000 | $17,655,000 | thousands by filing date | put |
| Chevron Corporation | 166764100 | COM | 150,000 | $17,655,000 | thousands by filing date | call |
| ELLINGTON FINANCIAL LLC | 288522303 | COM | 1,044,492 | $16,211,000 | thousands by filing date | |
| Caterpillar Inc. | 149123101 | COM | 81,494 | $7,558,000 | thousands by filing date | |
| SPY | 78462F103 | SHS | 32,348 | $7,231,000 | thousands by filing date | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 200,000 | $6,942,000 | thousands by filing date | put |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 50,789 | $4,396,000 | thousands by filing date | |
| HERTZ GLOBAL HLDGS INC | 42806J106 | COM | 150,000 | $3,234,000 | thousands by filing date | call |
| FOREST CITY RLTY TR INC | 345605109 | COM CL A | 98,500 | $2,053,000 | thousands by filing date | |
| HALLIBURTON CO COM | 406216101 | Stock | 37,609 | $2,034,000 | thousands by filing date | |
| F5 INC COM | 315616102 | Stock | 12,700 | $1,838,000 | thousands by filing date | |
| HILTON WORLDWIDE HLDGS INC COM | 43300A203 | Stock | 64,600 | $1,757,000 | thousands by filing date | |
| SCOTTS MIRACLE-GRO CO | 810186106 | CL A | 17,100 | $1,634,000 | thousands by filing date | |
| Chevron Corporation | 166764100 | COM | 13,800 | $1,624,000 | thousands by filing date | |
| CEMEX SAB DE CV SPON ADR NEW | 151290889 | ADR | 200,500 | $1,610,000 | thousands by filing date | |
| ALLSTATE CORP COM | 020002101 | Stock | 20,700 | $1,534,000 | thousands by filing date | |
| Vale Sa | 91912E204 | COM | 210,900 | $1,453,000 | thousands by filing date | |
| REGENCY CTRS CORP COM | 758849103 | REIT | 20,700 | $1,427,000 | thousands by filing date | |
| SENIOR HSG PPTYS TR | 81721M109 | SH BEN INT | 75,300 | $1,425,000 | thousands by filing date | |
| ConocoPhillips | 20825C104 | COM | 27,900 | $1,399,000 | thousands by filing date | |
| BANK OF NY MELLON CORP COM | 064058100 | Stock | 29,200 | $1,383,000 | thousands by filing date | |
| COSTAR GROUP INC COM | 22160N109 | Stock | 7,300 | $1,376,000 | thousands by filing date | |
| NRG ENERGY INC COM NEW | 629377508 | Stock | 111,500 | $1,367,000 | thousands by filing date | |
| FEDERAL REALTY INVESTMENT TRUS | 313747206 | SH BEN INT NEW | 9,500 | $1,350,000 | thousands by filing date | |
| E TRADE FINANCIAL CORP | 269246401 | COM NEW | 38,000 | $1,317,000 | thousands by filing date | |
| UNILEVER N V | 904784709 | N Y SHS NEW | 31,700 | $1,302,000 | thousands by filing date | |
| WELLCARE HEALTH PLANS INC | 94946T106 | COM | 9,500 | $1,302,000 | thousands by filing date | |
| UNILEVER PLC | 904767704 | SPON ADR NEW | 31,800 | $1,294,000 | thousands by filing date | |
| SYNCHRONYFINL | 87165B103 | STOK | 35,300 | $1,280,000 | thousands by filing date | |
| MONSTER BEVERAGE CORP NEW COM | 61174X109 | Stock | 28,600 | $1,268,000 | thousands by filing date | |
| NOVO-NORDISK A S ADR | 670100205 | ADR | 35,100 | $1,259,000 | thousands by filing date | |
| CREDICORP LTD | G2519Y108 | COM | 7,900 | $1,247,000 | thousands by filing date | |
| TOLL BROTHERS INC COM | 889478103 | Stock | 39,900 | $1,237,000 | thousands by filing date | |
| SYNGENTA AG ADR | 87160A100 | SPONS ADR | 15,500 | $1,225,000 | thousands by filing date | |
| FINISAR CORP | 31787A507 | COM NEW | 40,100 | $1,214,000 | thousands by filing date | |
| CALATLANTIC GROUP INC | 128195104 | COM | 35,300 | $1,201,000 | thousands by filing date | |
| AIR PRODS & CHEMS INC | 009158106 | COM | 8,300 | $1,194,000 | thousands by filing date | |
| CHICAGO BRIDGE & IRON CO NV | 167250109 | N Y REGISTRY SH | 37,600 | $1,194,000 | thousands by filing date | |
| SYNOPSYS INC COM | 871607107 | Stock | 19,900 | $1,171,000 | thousands by filing date | |
| Anywhere Real Estate Inc | 75605Y106 | Common Stock | 44,500 | $1,145,000 | thousands by filing date | |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 17,500 | $1,143,000 | thousands by filing date | |
| TRAVELERS COMPANIES INC COM | 89417E109 | Stock | 9,200 | $1,126,000 | thousands by filing date | |
| ALIGN TECHNOLOGY INC COM | 016255101 | Stock | 11,700 | $1,125,000 | thousands by filing date | |
| AMETEK INC COM | 031100100 | Stock | 23,100 | $1,123,000 | thousands by filing date | |
| FLUOR CORP | 343412102 | COM | 21,100 | $1,108,000 | thousands by filing date | |
| CARTERS INC | 146229109 | COM | 12,600 | $1,089,000 | thousands by filing date | |
| DONALDSON INC COM | 257651109 | Stock | 25,800 | $1,086,000 | thousands by filing date | |
| COMMSCOPE HLDG CO INC | 20337X109 | COM | 29,200 | $1,086,000 | thousands by filing date | |
| OLD DOMINION FREIGHT LINE INC COM | 679580100 | Stock | 12,400 | $1,064,000 | thousands by filing date | |
| LULULEMON ATHLETICA INC | 550021109 | COM | 16,200 | $1,053,000 | thousands by filing date | |
| STAPLES INC | 855030102 | COM | 116,400 | $1,053,000 | thousands by filing date | |
| BANK OF THE OZARKS | 063904106 | COM | 19,800 | $1,041,000 | thousands by filing date | |
| BUNGE LTD | G16962105 | COM | 14,300 | $1,033,000 | thousands by filing date | |
| NIKE,Inc. Class B | 654106103 | COM | 20,300 | $1,032,000 | thousands by filing date | |
| DISCOVER FINL SVCS | 254709108 | COM | 14,300 | $1,031,000 | thousands by filing date | |
| Costco Wholesale Corporation | 22160K105 | COM | 6,400 | $1,025,000 | thousands by filing date | |
| UBS GROUP AG SHS | H42097107 | Stock | 65,100 | $1,020,000 | thousands by filing date | |
| LENNAR CORP CL A | 526057104 | Stock | 23,600 | $1,013,000 | thousands by filing date | |
| HEALTHCARE | 42225P501 | CL A NEW | 34,800 | $1,013,000 | thousands by filing date | |
| UNIVAR INC | 91336L107 | COMMON STOCK | 35,700 | $1,013,000 | thousands by filing date | |
| SBA COMMUNICATIONS CORP | 78388J106 | COMMON STOCK | 9,800 | $1,012,000 | thousands by filing date | |
| Bristol-Myers Squibb Company | 110122108 | COM | 17,200 | $1,005,000 | thousands by filing date | |
| Micron Technology,Inc. | 595112103 | COM | 45,500 | $997,000 | thousands by filing date | |
| ZIFF DAVIS INC | 48123V102 | COM | 12,100 | $990,000 | thousands by filing date | |
| WHIRLPOOL CORP COM | 963320106 | Stock | 5,300 | $963,000 | thousands by filing date | |
| SPIRIT AEROSYSTEMS HLDGS INC | 848574109 | COM CL A | 16,500 | $963,000 | thousands by filing date | |
| ENERGEN CORP | 29265N108 | COM | 16,400 | $946,000 | thousands by filing date | |
| MasterCard, Inc | 57636Q104 | COM | 9,100 | $940,000 | thousands by filing date | |
| AVALONBAY CMNTYS INC COM | 053484101 | REIT | 5,300 | $939,000 | thousands by filing date | |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 10,900 | $935,000 | thousands by filing date | |
| ASTRAZENECA PLC SPONSORED ADR | 046353108 | ADR | 34,200 | $934,000 | thousands by filing date | |
| ESSEX PPTY TR INC COM | 297178105 | REIT | 4,000 | $930,000 | thousands by filing date | |
| OSHKOSH CORP COM | 688239201 | Stock | 14,400 | $930,000 | thousands by filing date | |
| FACTSET RESH SYS INC COM | 303075105 | Stock | 5,600 | $915,000 | thousands by filing date | |
| HARTFORD INSURANCE GROUP INC COM | 416515104 | Stock | 19,200 | $915,000 | thousands by filing date | |
| DEXCOM INC COM | 252131107 | Stock | 15,200 | $907,000 | thousands by filing date | |
| EAGLE MATLS INC COM | 26969P108 | Stock | 9,200 | $906,000 | thousands by filing date | |
| STEEL DYNAMICS INC COM | 858119100 | Stock | 25,300 | $900,000 | thousands by filing date | |
| LEUCADIA NATL CORP | 527288104 | COM | 38,700 | $900,000 | thousands by filing date | |
| LKQ CORP COM | 501889208 | Stock | 29,300 | $898,000 | thousands by filing date | |
| ALASKA AIR GROUP INC COM | 011659109 | Stock | 10,100 | $896,000 | thousands by filing date | |
| CREDIT SUISSE GROUP-ADR | 225401108 | SPONSORED ADR | 62,595 | $896,000 | thousands by filing date | |
| HANESBRANDS INC | 410345102 | COM | 41,100 | $887,000 | thousands by filing date | |
| CITRIX SYSTEMS INC | 177376100 | COM | 9,900 | $884,000 | thousands by filing date | |
| WABTEC COM | 929740108 | Stock | 10,600 | $880,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 14,100 | $876,000 | thousands by filing date | |
| MCCORMICK & CO INC COM NON VTG | 579780206 | Stock | 9,300 | $868,000 | thousands by filing date | |
| D R HORTON INC COM | 23331A109 | Stock | 31,700 | $866,000 | thousands by filing date | |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 18,900 | $863,000 | thousands by filing date | |
| VEEVA SYS INC CL A COM | 922475108 | Stock | 21,200 | $863,000 | thousands by filing date | |
| SEAGATE TECHNOLOGY PLC | G7945M107 | SHS | 22,600 | $863,000 | thousands by filing date | |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 65,100 | $859,000 | thousands by filing date | |
| APPLE HOSPITALITY REIT INC COM NEW | 03784Y200 | REIT | 42,500 | $849,000 | thousands by filing date | |
| AMERICAN WTR WKS CO INC NEW COM | 030420103 | Stock | 11,700 | $847,000 | thousands by filing date | |
| TD AMERITRADE HLDG CORP | 87236Y108 | COM | 19,400 | $846,000 | thousands by filing date | |
| FLOWERS FOODS INC COM | 343498101 | Stock | 42,300 | $845,000 | thousands by filing date | |
| SM ENERGY COMPANY COM | 78454L100 | Stock | 24,500 | $845,000 | thousands by filing date | |
| BROADCOM LTD | Y09827109 | SHS | 4,700 | $831,000 | thousands by filing date | |
| JONES LANG LASALLE INC COM | 48020Q107 | Stock | 8,200 | $829,000 | thousands by filing date | |
| EXELON CORP COM | 30161N101 | Stock | 23,200 | $823,000 | thousands by filing date | |
| UNITED THERAPEUTICS CORP DEL COM | 91307C102 | Stock | 5,700 | $818,000 | thousands by filing date | |
| AKAMAI TECHNOLOGIES INC COM | 00971T101 | Stock | 12,200 | $813,000 | thousands by filing date | |
| MELCO RESORTS & ENTERTAINMENT | 585464100 | ADR | 51,100 | $812,000 | thousands by filing date | |
| CELANESE CORP DEL COM | 150870103 | Stock | 10,300 | $811,000 | thousands by filing date | |
| SCIENCE APPLICATIONS INTL CORP COM | 808625107 | Stock | 9,500 | $806,000 | thousands by filing date | |
| WESCO INTL INC COM | 95082P105 | Stock | 12,100 | $805,000 | thousands by filing date | |
| ITAU UNIBANCO HLDG S A SPON ADR REP PFD | 465562106 | ADR | 78,200 | $804,000 | thousands by filing date | |
| SLM CORP COM | 78442P106 | Stock | 72,900 | $803,000 | thousands by filing date | |
| QEP RESOURCES INC | 74733V100 | COM | 43,300 | $797,000 | thousands by filing date | |
| TREEHOUSE FOODS INC COM | 89469A104 | Stock | 10,900 | $787,000 | thousands by filing date | |
| Mallinckrodt Plc | G5785G107 | SHS | 15,800 | $787,000 | thousands by filing date | |
| Charles Schwab Corp | 808513105 | COM | 19,900 | $785,000 | thousands by filing date | |
| WILLIAMS COS INC COM | 969457100 | Stock | 25,200 | $785,000 | thousands by filing date | |
| NORDSON CORP | 655663102 | COM | 7,000 | $784,000 | thousands by filing date | |
| ALBEMARLE CORP | 012653101 | COM | 9,100 | $783,000 | thousands by filing date | |
| AETNA INC NEW | 00817Y108 | COM | 6,300 | $781,000 | thousands by filing date | |
| Gulfport Energy | 402635304 | COM | 36,100 | $781,000 | thousands by filing date | |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 27,100 | $779,000 | thousands by filing date | |
| NUANCE COMMUNICATIONS INC | 67020Y100 | COM | 51,700 | $770,000 | thousands by filing date | |
| CRACKER BARREL OLD CTRY STOR | 22410J106 | COM | 4,600 | $768,000 | thousands by filing date | |
| HOST HOTELS & RESORTS INC COM | 44107P104 | REIT | 40,600 | $765,000 | thousands by filing date | |
| BARD C R INC | 067383109 | COM | 3,400 | $764,000 | thousands by filing date | |
| UNIVERSAL HLTH SVCS INC CL B | 913903100 | Stock | 7,100 | $755,000 | thousands by filing date | |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 6,600 | $753,000 | thousands by filing date | |
| SIGNATURE BANK | 82669G104 | COM | 5,000 | $751,000 | thousands by filing date | |
| MOHAWK INDS INC | 608190104 | COM | 3,700 | $739,000 | thousands by filing date | |
| HUNTSMAN CORP | 447011107 | COM | 38,500 | $735,000 | thousands by filing date | |
| BROOKFIELD ASSET MANAGEMENT IN | 112585104 | CL A LTD VT SH | 22,200 | $733,000 | thousands by filing date | |
| ASHLAND INC | 044186104 | COM | 6,700 | $732,000 | thousands by filing date | |
| FMC CORP COM NEW | 302491303 | Stock | 12,900 | $730,000 | thousands by filing date | |
| EQUITY RESIDENTIAL | 29476L107 | SH BEN INT | 11,300 | $727,000 | thousands by filing date | |
| F N B CORP | 302520101 | COM | 45,300 | $726,000 | thousands by filing date | |
| SKECHERS U S A INC | 830566105 | CL A | 29,300 | $720,000 | thousands by filing date | |
| CIMAREX ENERGY CO COM | 171798101 | Stock | 5,300 | $720,000 | thousands by filing date | |
| MERCADOLIBREINC | 58733R102 | STOK | 4,600 | $718,000 | thousands by filing date | |
| NASDAQ INC COM | 631103108 | Stock | 10,600 | $711,000 | thousands by filing date | |
| WEATHERFORD INTL INC ORD SHS | G48833100 | Stock | 141,900 | $708,000 | thousands by filing date | |
| SOUTHWEST GAS HLDGS INC COM | 844895102 | Stock | 9,200 | $705,000 | thousands by filing date | |
| MCKESSON CORP COM | 58155Q103 | Stock | 5,000 | $702,000 | thousands by filing date | |
| BHP BILLITON- ADR | 05545E209 | SPONSORED ADR | 22,200 | $698,000 | thousands by filing date | |
| NATIONAL OILWELL VARCO INC | 637071101 | COM | 18,600 | $696,000 | thousands by filing date | |
| GRAPHIC PACKAGING HLDG CO COM | 388689101 | Stock | 55,500 | $693,000 | thousands by filing date | |
| LIBERTY GLOBAL PLC | G5480U104 | SHS CL A | 22,600 | $691,000 | thousands by filing date | |
| TWENTY FIRST CENTY FOX INC | 90130A101 | CL A | 24,500 | $687,000 | thousands by filing date | |
| Prologis,Inc. | 74340W103 | COM | 13,000 | $686,000 | thousands by filing date | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 10,000 | $683,000 | thousands by filing date | |
| Adobe Inc | 00724F101 | COM | 6,600 | $679,000 | thousands by filing date | |
| MASTEC INC COM | 576323109 | Stock | 17,700 | $677,000 | thousands by filing date | |
| WILLIAMS SONOMA INC COM | 969904101 | Stock | 13,900 | $673,000 | thousands by filing date | |
| APARTMENT INVT & MGMT CO | 03748R101 | CL A | 14,800 | $673,000 | thousands by filing date | |
| KANSAS CITY SOUTHERN | 485170302 | COM NEW | 7,900 | $670,000 | thousands by filing date | |
| MOODYS CORP COM | 615369105 | Stock | 7,100 | $669,000 | thousands by filing date | |
| AECOM COM | 00766T100 | Stock | 18,000 | $654,000 | thousands by filing date | |
| CYRUSONE INC | 23283R100 | COM | 14,600 | $653,000 | thousands by filing date | |
| HSBC HLDGS PLC SPON ADR NEW | 404280406 | ADR | 16,200 | $651,000 | thousands by filing date | |
| PETROLEO BRASILEIRO S A | 71654V101 | SP ADR NON VTG | 73,800 | $650,000 | thousands by filing date | |
| VALE S A | 91912E105 | SPONSORED ADS | 85,100 | $648,000 | thousands by filing date | |
| ARCH CAP GROUP LTD ORD | G0450A105 | Stock | 7,400 | $639,000 | thousands by filing date | |
| CYPRESS SEMICONDUCTOR CORP | 232806109 | COM | 55,600 | $636,000 | thousands by filing date | |
| INTERPUBLIC GROUP COS | 460690100 | COM | 27,100 | $634,000 | thousands by filing date | |
| HUBBELL INC COM | 443510607 | Stock | 5,400 | $630,000 | thousands by filing date | |
| AXALTA COATING SYS LTD COM | G0750C108 | Stock | 23,000 | $626,000 | thousands by filing date | |
| Visa Inc | 92826C839 | COM | 8,000 | $624,000 | thousands by filing date | |
| BIOGEN INC COM | 09062X103 | Stock | 2,200 | $624,000 | thousands by filing date | |
| YUM BRANDS INC COM | 988498101 | Stock | 9,800 | $621,000 | thousands by filing date | |
| BERRY GLOBAL GROUP INC | 08579W103 | COM | 12,700 | $619,000 | thousands by filing date | |
| JUNIPER NETWORKS INC | 48203R104 | COM | 21,800 | $616,000 | thousands by filing date | |
| RENEWABLE ENERGY GROUP INC | 75972A301 | COM NEW | 63,300 | $614,000 | thousands by filing date | |
| CIENA CORP COM NEW | 171779309 | Stock | 24,900 | $608,000 | thousands by filing date | |
| CELGENE CORP | 151020104 | COM | 5,200 | $602,000 | thousands by filing date | |
| GLAXOSMITHKLINE PLC-ADR | 37733W105 | SPONSORED ADR | 15,600 | $601,000 | thousands by filing date | |
| EVERCORE INC CLASS A | 29977A105 | Stock | 8,700 | $598,000 | thousands by filing date | |
| COMMERCE BANCSHARES INC | 200525103 | COM | 10,200 | $590,000 | thousands by filing date | |
| VMWARE, INC. | 928563402 | CL A COM | 7,500 | $590,000 | thousands by filing date | |
| ARROW ELECTRS INC | 042735100 | COM | 8,200 | $585,000 | thousands by filing date | |
| PAPA JOHNS INTL INC | 698813102 | COM | 6,800 | $582,000 | thousands by filing date | |
| EMCOR GROUP INC COM | 29084Q100 | Stock | 8,200 | $580,000 | thousands by filing date | |
| AMERICAN HOMES 4 RENT | 02665T306 | CL A | 27,600 | $579,000 | thousands by filing date | |
| TAILORED BRANDS INC | 87403A107 | COM | 22,500 | $575,000 | thousands by filing date | |
| WHOLE FOODS MKT INC | 966837106 | COM | 18,600 | $572,000 | thousands by filing date | |
| BRUNSWICK CORP | 117043109 | COM | 10,300 | $562,000 | thousands by filing date | |
| ASMLHLDGNVFSPONSOREDADR1ADRREPS1ORDSHS | N07059210 | STOK | 5,000 | $561,000 | thousands by filing date | |
| EATON VANCE CORP | 278265103 | COM NON VTG | 13,400 | $561,000 | thousands by filing date | |
| TESORO CORP | 881609101 | COM | 6,400 | $560,000 | thousands by filing date | |
| MAXIM INTEGRATED PRODS INC | 57772K101 | COM | 14,500 | $559,000 | thousands by filing date | |
| VARIAN MED SYS INC | 92220P105 | COM | 6,200 | $557,000 | thousands by filing date | |
| PINNACLE FOODS INC DEL | 72348P104 | COM | 10,400 | $556,000 | thousands by filing date | |
| ACADIA PHARMACEUTICALS INC | 004225108 | COM | 19,200 | $554,000 | thousands by filing date | |
| NextEra Energy,Inc. | 65339F101 | COM | 4,600 | $550,000 | thousands by filing date | |
| LAM RESEARCH CORP | 512807108 | COM | 5,200 | $550,000 | thousands by filing date | |
| TERADATA CORP DEL | 88076W103 | COM | 20,200 | $549,000 | thousands by filing date | |
| GREAT PLAINS ENERGY INC | 391164100 | COM | 20,000 | $547,000 | thousands by filing date | |
| Boeing Company | 097023105 | COM | 3,500 | $545,000 | thousands by filing date | |
| American Express Company | 025816109 | COM | 7,300 | $541,000 | thousands by filing date | |
| VEREIT INC | 92339V100 | COM | 63,500 | $537,000 | thousands by filing date | |
| CONSOL ENERGY INC | 20854P109 | COM | 29,300 | $534,000 | thousands by filing date | |
| QUEST DIAGNOSTICS INC COM | 74834L100 | Stock | 5,800 | $533,000 | thousands by filing date | |
| MEAD JOHNSON NUTRITION CO | 582839106 | COM | 7,500 | $531,000 | thousands by filing date | |
| UnitedHealth Group Inc | 91324P102 | COM | 3,300 | $528,000 | thousands by filing date | |
| MASCO CORP | 574599106 | COM | 16,700 | $528,000 | thousands by filing date | |
| HENRY JACK & ASSOC INC | 426281101 | COM | 5,900 | $524,000 | thousands by filing date | |
| FORESTAR GROUP, INC. | 346233109 | COMMON STOCK | 39,300 | $523,000 | thousands by filing date | |
| CRANE CO | 224399105 | COM | 7,200 | $519,000 | thousands by filing date | |
| DELPHI AUTOMOTIVE PLC | G27823106 | COMMON STOCK-FO | 7,700 | $519,000 | thousands by filing date | |
| CONAGRA FOODS INC | 205887102 | COM | 13,100 | $518,000 | thousands by filing date | |
| Deere & Company | 244199105 | COM | 5,000 | $515,000 | thousands by filing date | |
| SCRIPPS NETWORKS INTERACT IN | 811065101 | CL A COM | 7,200 | $514,000 | thousands by filing date | |
| Tesla Motors, Inc | 88160R101 | COM | 2,400 | $513,000 | thousands by filing date | |
| WYNDHAM DESTINATIONS INC | 98310W108 | COM | 6,700 | $512,000 | thousands by filing date | |
| SHERWIN WILLIAMS CO | 824348106 | COM | 1,900 | $511,000 | thousands by filing date | |
| INTERNATIONAL GAME TECHNOLOG | G4863A108 | SHS USD | 19,900 | $508,000 | thousands by filing date | |
| ATMOS ENERGY CORP COM | 049560105 | Stock | 6,700 | $497,000 | thousands by filing date | |
| EASTMAN CHEM CO COM | 277432100 | Stock | 6,600 | $496,000 | thousands by filing date | |
| BURLINGTON STORES INC COM | 122017106 | Stock | 5,800 | $492,000 | thousands by filing date | |
| AMEREN CORP COM | 023608102 | Stock | 9,300 | $488,000 | thousands by filing date | |
| ENOVA INTL INC | 29357K103 | COM | 38,900 | $488,000 | thousands by filing date | |
| TYSON FOODS INC CL A | 902494103 | Stock | 7,900 | $487,000 | thousands by filing date | |
| CHINA LIFE INSURANCE CO-ADR | 16939P106 | SPON ADR REP H | 37,700 | $485,000 | thousands by filing date | |
| PUBLIC SVC ENTERPRISE GROUP COM | 744573106 | Stock | 10,900 | $478,000 | thousands by filing date | |
| American Tower Corporation | 03027X100 | COM | 4,500 | $476,000 | thousands by filing date | |
| VALIDUS HOLDINGS LTD | G9319H102 | COM SHS | 8,500 | $468,000 | thousands by filing date | |
| ATHENAHEALTH INC | 04685W103 | COMMON STOCK | 4,400 | $463,000 | thousands by filing date | |
| CENCORA INC COM | 03073E105 | Stock | 5,900 | $461,000 | thousands by filing date | |
| EXPRESS SCRIPTS HLDG CO | 30219G108 | COM | 6,600 | $454,000 | thousands by filing date | |
| Advanced Micro Devices,Inc. | 007903107 | COM | 39,800 | $451,000 | thousands by filing date | |
| Gilead Sciences,Inc. | 375558103 | COM | 6,300 | $451,000 | thousands by filing date | |
| HOSPITALITY PROPERTIES TRUST | 44106M102 | COM SH BEN INT | 14,200 | $451,000 | thousands by filing date | |
| EQUIFAX INC COM | 294429105 | Stock | 3,800 | $449,000 | thousands by filing date | |
| VORNADO RLTY TR | 929042109 | SH BEN INT | 4,300 | $449,000 | thousands by filing date | |
| ZIONS BANCORPORATION | 989701107 | COM | 10,300 | $443,000 | thousands by filing date | |
| ANDERSONS INC COM | 034164103 | Stock | 9,900 | $443,000 | thousands by filing date | |
| CORECIVIC INC | 21871N101 | COM | 18,000 | $440,000 | thousands by filing date | |
| TERADYNE INC COM | 880770102 | Stock | 17,300 | $439,000 | thousands by filing date | |
| Progressive Corporation | 743315103 | COM | 12,300 | $437,000 | thousands by filing date | |
| CTRIP COM INTL LTD | 22943F100 | AMERICAN DEP SHS | 10,900 | $436,000 | thousands by filing date | |
| SYNOVUS FINL CORP | 87161C501 | COM NEW | 10,600 | $435,000 | thousands by filing date | |
| MGIC INVT CORP WIS COM | 552848103 | Stock | 42,500 | $433,000 | thousands by filing date | |
| CARMAX INC COM | 143130102 | Stock | 6,700 | $431,000 | thousands by filing date | |
| XILINX INC | 983919101 | COM | 7,100 | $429,000 | thousands by filing date | |
| MARZETTI COMPANY | 513847103 | COM | 3,000 | $424,000 | thousands by filing date | |
| URBAN OUTFITTERS INC | 917047102 | COM | 14,900 | $424,000 | thousands by filing date | |
| Elevance Health, Inc. | 036752103 | COM | 2,900 | $417,000 | thousands by filing date | |
| GAP INC COM | 364760108 | Stock | 18,600 | $417,000 | thousands by filing date | |
| DENTSPLY SIRONA INC | 24906P109 | COM | 7,200 | $416,000 | thousands by filing date | |
| BOOZ ALLEN HAMILTON HLDG CORP CL A | 099502106 | Stock | 11,500 | $415,000 | thousands by filing date | |
| CONSTELLATION BRANDS INC CL A | 21036P108 | Stock | 2,700 | $414,000 | thousands by filing date | |
| UNISYS CORP | 909214306 | COMMON STOCK | 27,700 | $414,000 | thousands by filing date | |
| STANLEY BLACK & DECKER INC COM | 854502101 | Stock | 3,600 | $413,000 | thousands by filing date | |
| BRASKEM S A SP ADR PFD A | 105532105 | ADR | 19,400 | $411,000 | thousands by filing date | |
| GARTNERINC | 366651107 | STOK | 4,000 | $404,000 | thousands by filing date | |
| NANOMETRICS | 630077105 | COM | 16,000 | $401,000 | thousands by filing date | |
| AUTODESK INC COM | 052769106 | Stock | 5,400 | $400,000 | thousands by filing date | |
| COCA-COLA FEMSA SAB DE CV SPONS ADS REP | 191241108 | ADR | 6,300 | $400,000 | thousands by filing date | |
| FASTENAL CO COM | 311900104 | Stock | 8,500 | $399,000 | thousands by filing date | |
| NMI HLDGS INC | 629209305 | COM | 37,300 | $397,000 | thousands by filing date | |
| NU SKIN ENTERPRISES INC | 67018T105 | CL A | 8,300 | $397,000 | thousands by filing date | |
| XCELENERGY INC | 98389B100 | COM | 9,700 | $395,000 | thousands by filing date | |
| DUPONT FABROS TECHNOLOGY INC | 26613Q106 | COM | 9,000 | $395,000 | thousands by filing date | |
| COUSINS PROPERTIES INC | 222795106 | COM | 46,200 | $393,000 | thousands by filing date | |
| FEDEX CORP COM | 31428X106 | Stock | 2,100 | $391,000 | thousands by filing date | |
| PRICE T ROWE GROUP INC COM | 74144T108 | Stock | 5,200 | $391,000 | thousands by filing date | |
| SPECTRUM BRANDS HLDGS INC | 84763R101 | COM | 3,200 | $391,000 | thousands by filing date | |
| ACHAOGEN INC | 004449104 | COM | 30,000 | $391,000 | thousands by filing date | |
| EQUITY LIFESTYLE PROPERTIES COM | 29472R108 | REIT | 5,400 | $389,000 | thousands by filing date | |
| TELEFLEX INCORPORATED | 879369106 | COM | 2,400 | $387,000 | thousands by filing date | |
| ESSENDANT INC | 296689102 | COM | 18,500 | $387,000 | thousands by filing date | |
| SANDERSON FARMS | 800013104 | COM | 4,100 | $386,000 | thousands by filing date | |
| JONESTOWN BK &TR CO PA COM | 48019R108 | COM | 76,800 | $384,000 | thousands by filing date | |
| THERAPEUTICSMD INC | 88338N107 | COM | 66,200 | $382,000 | thousands by filing date | |
| BECTON DICKINSON & CO | 075887109 | COM | 2,300 | $381,000 | thousands by filing date | |
| ARGAN INC | 04010E109 | COM | 5,400 | $381,000 | thousands by filing date | |
| CIRRUS LOGIC INC COM | 172755100 | Stock | 6,700 | $379,000 | thousands by filing date | |
| COSAN LTD | G25343107 | SHS A | 50,300 | $378,000 | thousands by filing date | |
| HEXCEL CORP NEW | 428291108 | COM | 7,300 | $376,000 | thousands by filing date | |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 7,600 | $374,000 | thousands by filing date | |
| AMERICAN AIRLINES GROUP INC COM | 02376R102 | Stock | 8,000 | $374,000 | thousands by filing date | |
| NATIONAL BEVERAGE CORP COM | 635017106 | Stock | 7,300 | $373,000 | thousands by filing date | |
| FERRARI N V | N3167Y103 | COM | 6,400 | $372,000 | thousands by filing date | |
| TRACTOR SUPPLY CO COM | 892356106 | Stock | 4,900 | $371,000 | thousands by filing date | |
| DOLLAR TREE INC COM | 256746108 | Stock | 4,800 | $370,000 | thousands by filing date | |
| CA INC COM | 12673P105 | COM | 11,500 | $365,000 | thousands by filing date | |
| ASTEC INDS INC | 046224101 | COM | 5,400 | $364,000 | thousands by filing date | |
| NRG YIELD INC | 62942X405 | CL C | 22,900 | $362,000 | thousands by filing date | |
| COCA-COLA EUROPACIFIC PARTNERS SHS | G25839104 | Stock | 11,500 | $361,000 | thousands by filing date | |
| SEI INVTS CO COM | 784117103 | Stock | 7,300 | $360,000 | thousands by filing date | |
| PORTOLA PHARMACEUTICALS INC COM | 737010108 | Stock | 15,900 | $357,000 | thousands by filing date | |
| ZEBRA TECHNOLOGIES CORPORATION CL A | 989207105 | Stock | 4,100 | $352,000 | thousands by filing date | |
| ROBERT HALF INC. COM | 770323103 | Stock | 7,200 | $351,000 | thousands by filing date | |
| GENUINE PARTS CO COM | 372460105 | Stock | 3,600 | $344,000 | thousands by filing date | |
| NUTRI SYS INC NEW | 67069D108 | COM | 9,900 | $343,000 | thousands by filing date | |
| JAMES RIV GROUP LTD | G5005R107 | COM | 8,200 | $341,000 | thousands by filing date | |
| SOUTHERN COPPER CORP | 84265V105 | COM | 10,600 | $339,000 | thousands by filing date | |
| ENVIRI CORP | 415864107 | COM | 24,900 | $339,000 | thousands by filing date | |
| SILICON MOTION TECHNOLOGY CORP SPONSORED ADR | 82706C108 | ADR | 7,900 | $336,000 | thousands by filing date | |
| BLOCK INC CL A | 852234103 | Stock | 24,400 | $333,000 | thousands by filing date | |
| HOULIHAN LOKEY INC CL A | 441593100 | Stock | 10,600 | $330,000 | thousands by filing date | |
| ENEL AMERICAS S.A. (ADR) | 29274F104 | SPONSORED ADR | 40,100 | $329,000 | thousands by filing date | |
| OPEN TEXT CORP COM | 683715106 | Stock | 5,300 | $328,000 | thousands by filing date | |
| ERIE INDTY CO CL A | 29530P102 | Stock | 2,900 | $326,000 | thousands by filing date | |
| MOLINA HEALTHCARE INC | 60855R100 | COM | 6,000 | $326,000 | thousands by filing date | |
| PIER 1 IMPORTS INC | 720279108 | COM | 38,200 | $326,000 | thousands by filing date | |
| KOREA ELEC PWR CORP SPONSORED ADR | 500631106 | ADR | 17,600 | $325,000 | thousands by filing date | |
| PENNEY J C INC | 708160106 | COM | 38,800 | $322,000 | thousands by filing date | |
| RINGCENTRAL INC | 76680R206 | CL A | 15,300 | $315,000 | thousands by filing date | |
| SMITH & WESSON BRANDS, INC. | 831756101 | COM | 14,900 | $314,000 | thousands by filing date | |
| CONSTELLIUM NV-CLASS A | N22035104 | CL A | 53,100 | $313,000 | thousands by filing date | |
| CENTRAL GARDEN PET CO | 153527106 | COMMON STOCK | 9,400 | $311,000 | thousands by filing date | |
| CONNS INC | 208242107 | COM | 24,600 | $311,000 | thousands by filing date | |
| INSTRUCTURE INC | 45781U103 | COM | 15,900 | $311,000 | thousands by filing date | |
| LUXOFT HLDG INC | G57279104 | ORD SHS CL A | 5,500 | $309,000 | thousands by filing date | |
| CHINA UNICOM HONG KONG | 16945R104 | SPONSORED ADR | 26,500 | $306,000 | thousands by filing date | |
| RCI HOSPITALITY HOLDINGS INC | 74934Q108 | COMMON STOCK | 17,800 | $304,000 | thousands by filing date | |
| PACIFIC ETHANOL INC PAR $.001 | 69423U305 | COM | 32,000 | $304,000 | thousands by filing date | |
| DOMINOS PIZZA INC COM | 25754A201 | Stock | 1,900 | $303,000 | thousands by filing date | |
| GRUPO AEROPORTUARIO DEL SURE | 40051E202 | SPON ADR SER B | 2,100 | $302,000 | thousands by filing date | |
| NUTANIX INC CL A | 67059N108 | Stock | 11,300 | $300,000 | thousands by filing date | |
| CALERES INC | 129500104 | COM | 9,100 | $299,000 | thousands by filing date | |
| BANK OF N T BUTTERFIELD & SO | G0772R208 | SHS NEW | 9,500 | $299,000 | thousands by filing date | |
| EXPEDITORS INTL WASH INC COM | 302130109 | Stock | 5,600 | $297,000 | thousands by filing date | |
| GAMESTOP CORP | 36467W109 | CL A | 11,700 | $296,000 | thousands by filing date | |
| HUDSON TECHNOLOGIES INC | 444144109 | COMMON STOCK | 36,900 | $296,000 | thousands by filing date | |
| BLUE BUFFALO PET PRODS INC | 09531U102 | COM | 12,300 | $296,000 | thousands by filing date | |
| PRUDENTIAL PLC ADR | 74435K204 | ADR | 7,400 | $294,000 | thousands by filing date | |
| BALCHEM CORP | 057665200 | COM | 3,500 | $294,000 | thousands by filing date | |
| CALIFORNIA RES CORP | 13057Q206 | COM NEW | 13,800 | $294,000 | thousands by filing date | |
| BENEFITFOCUS INC | 08180D106 | COM | 9,900 | $294,000 | thousands by filing date | |
| SVB FINANCIAL GROUP | 78486Q101 | COM | 1,700 | $292,000 | thousands by filing date | |
| CNO FINL GROUP INC | 12621E103 | COM | 15,200 | $291,000 | thousands by filing date | |
| MBIA INC | 55262C100 | COMMON STOCK | 27,200 | $291,000 | thousands by filing date | |
| KOSMOS ENERGY LTD | G5315B107 | SHS | 41,300 | $290,000 | thousands by filing date | |
| TILLYS INC | 886885102 | CL A | 21,800 | $288,000 | thousands by filing date | |
| INVESTMENT TECHNOLOGY GROUP | 46145F105 | COMMON STOCK | 14,600 | $288,000 | thousands by filing date | |
| NEW SR INVT GROUP INC | 648691103 | COM | 29,400 | $288,000 | thousands by filing date | |
| SCHWEITZER-MAUDUIT INTL INC | 808541106 | COM | 6,300 | $287,000 | thousands by filing date | |
| UNUM GROUP COM | 91529Y106 | Stock | 6,500 | $286,000 | thousands by filing date | |
| NEW RELIC INC | 64829B100 | COMMON STOCK | 10,100 | $285,000 | thousands by filing date | |
| AVIANCA HLDGS SA | 05367G100 | SPON ADR REP PFD | 29,600 | $285,000 | thousands by filing date | |
| VIAVI SOLUTIONS INC | 925550105 | COM | 34,500 | $282,000 | thousands by filing date | |
| COMMUNICATIONS SALES&LEAS IN | 20341J104 | COM | 11,100 | $282,000 | thousands by filing date | |
| TCF FINL CORP | 872275102 | COM | 14,400 | $282,000 | thousands by filing date | |
| GRAY MEDIA INC | 389375106 | COMMON STOCK | 25,900 | $281,000 | thousands by filing date | |
| DSW INC-CLASS A | 23334L102 | CL A | 12,400 | $281,000 | thousands by filing date | |
| RBC BEARINGS INC COM | 75524B104 | Stock | 3,000 | $278,000 | thousands by filing date | |
| INGERSOLL-RAND PLC | G47791101 | SHS | 3,700 | $278,000 | thousands by filing date | |
| ATLASSIAN CORP | G06242104 | CL A | 11,400 | $275,000 | thousands by filing date | |
| INTRA-CELLULAR THERAPIES INC | 46116X101 | COMMON STOCK | 18,200 | $275,000 | thousands by filing date | |
| Q | 74876Y101 | Stock | 3,600 | $274,000 | thousands by filing date | |
| UNITED PARKS & RESORTS INC | 81282V100 | COM | 14,200 | $269,000 | thousands by filing date | |
| CONTROLADORA VUELA COMP DE A | 21240E105 | SPON ADR RP 10 | 17,800 | $268,000 | thousands by filing date | |
| SOTHEBYS | 835898107 | COM | 6,700 | $267,000 | thousands by filing date | |
| TRIBUNE COMPANY | 896047503 | COMMON | 7,600 | $266,000 | thousands by filing date | |
| BRF SA | 10552T107 | SPONSORED ADR | 17,900 | $264,000 | thousands by filing date | |
| VIPSHOP HLDGS LTD SPONSORED ADS A | 92763W103 | ADR | 23,900 | $263,000 | thousands by filing date | |
| CHINA PETROLEUM AND CHEMICAL-A | 16941R108 | SPON ADR H SHS | 3,700 | $263,000 | thousands by filing date | |
| IMMERSION CORPORATION | 452521107 | COMMON STOCK | 24,700 | $263,000 | thousands by filing date | |
| MONOLITHIC PWR SYS INC COM | 609839105 | Stock | 3,200 | $262,000 | thousands by filing date | |
| AFFILIATED MANAGERS GROUP COM | 008252108 | Stock | 1,800 | $262,000 | thousands by filing date | |
| HOOKER FURNISHINGS CORPORATI | 439038100 | COM | 6,900 | $262,000 | thousands by filing date | |
| TELETECH HOLDINGS INC | 879939106 | COM | 8,600 | $262,000 | thousands by filing date | |
| COMPANHIA DE SANEAMENTO BASICO SPONSORED ADR | 20441A102 | ADR | 29,700 | $258,000 | thousands by filing date | |
| ORBOTECH LTD | M75253100 | ORD | 7,700 | $257,000 | thousands by filing date | |
| RUDOLPH TECHNOLOGIES INC | 781270103 | COM | 11,000 | $257,000 | thousands by filing date | |
| RAYMOND JAMES FINL INC COM | 754730109 | Stock | 3,700 | $256,000 | thousands by filing date | |
| ORASURE TECHNOLOGIES INC | 68554V108 | COM | 29,100 | $255,000 | thousands by filing date | |
| MITSUBISHI UFJ FINANCIAL GROUP SPONSORED ADS | 606822104 | ADR | 40,700 | $251,000 | thousands by filing date | |
| HOSTESS BRANDS INC | 44109J106 | COMMON STOCK | 19,300 | $251,000 | thousands by filing date | |
| VECTREN CORP | 92240G101 | COM | 4,800 | $250,000 | thousands by filing date | |
| VISHAY INTERTECHNOLOGY INC COM | 928298108 | Stock | 15,400 | $249,000 | thousands by filing date | |
| MANHATTAN ASSOCIATES INC COM | 562750109 | Stock | 4,700 | $249,000 | thousands by filing date | |
| OUTFRONT MEDIA INC | 69007J106 | COM | 10,000 | $249,000 | thousands by filing date | |
| CANTEL MEDICAL CORP | 138098108 | COM | 3,100 | $244,000 | thousands by filing date | |
| RING ENERGY INC | 76680V108 | COMMON STOCK | 18,800 | $244,000 | thousands by filing date | |
| RED ROBIN GOURMET BURGERS IN | 75689M101 | COM | 4,300 | $243,000 | thousands by filing date | |
| IMPERVA INC | 45321L100 | COM | 6,300 | $242,000 | thousands by filing date | |
| NICE LTD SPONSORED ADR | 653656108 | ADR | 3,500 | $241,000 | thousands by filing date | |
| TSAKOS ENERGY NAVIGATION LTD | G9108L108 | SHS | 50,800 | $238,000 | thousands by filing date | |
| GRACE W R & CO DEL NEW COM | 38388F108 | Stock | 3,500 | $237,000 | thousands by filing date | |
| KRAFT HEINZ CO COM | 500754106 | Stock | 2,700 | $236,000 | thousands by filing date | |
| DAVE & BUSTERS ENTMT INC | 238337109 | COM | 4,200 | $236,000 | thousands by filing date | |
| DST SYS INC DEL | 233326107 | COM | 2,200 | $236,000 | thousands by filing date | |
| ONEMAIN HLDGS INC COM | 68268W103 | Stock | 10,600 | $235,000 | thousands by filing date | |
| IDEXX LABS INC COM | 45168D104 | Stock | 2,000 | $235,000 | thousands by filing date | |
| MRC GLOBAL INC | 55345K103 | COM | 11,600 | $235,000 | thousands by filing date | |
| ILLINOIS TOOL WKS INC | 452308109 | COM | 1,900 | $233,000 | thousands by filing date | |
| DELEK US HOLDINGS INC | 246647101 | COMMON STOCK | 9,700 | $233,000 | thousands by filing date | |
| NRG YIELD INC | 62942X306 | COM | 15,200 | $233,000 | thousands by filing date | |
| DIAMONDBACK ENERGY INC COM | 25278X109 | Stock | 2,300 | $232,000 | thousands by filing date | |
| WPP PLC NEW ADR | 92937A102 | ADR | 2,100 | $232,000 | thousands by filing date | |
| REGAL ENTMT GROUP | 758766109 | CL A | 11,200 | $231,000 | thousands by filing date | |
| GATX CORP COM | 361448103 | Stock | 3,700 | $228,000 | thousands by filing date | |
| SILVER SPRING NETWORKS INC | 82817Q103 | COM | 17,100 | $228,000 | thousands by filing date | |
| TEXAS CAP BANCSHARES INC | 88224Q107 | COM | 2,900 | $227,000 | thousands by filing date | |
| BLACKHAWK NETWORK HOLDING INC | 09238E104 | COMMON STOCK | 6,000 | $226,000 | thousands by filing date | |
| BIG 5 SPORTING GOODS CORP | 08915P101 | COM | 13,000 | $226,000 | thousands by filing date | |
| SANFILIPPO JOHN B & SON INC | 800422107 | COM | 3,200 | $225,000 | thousands by filing date | |
| XPO INC COM | 983793100 | Stock | 5,200 | $224,000 | thousands by filing date | |
| NWPX INFRASTRUCTURE INC | 667746101 | COM | 13,000 | $224,000 | thousands by filing date | |
| ACCO BRANDS CORP COM | 00081T108 | Stock | 17,100 | $223,000 | thousands by filing date | |
| EMBRAER S.A. | 29082A107 | SPONSORED ADS | 11,600 | $223,000 | thousands by filing date | |
| CHINA LODGING GROUP LTD | 16949N109 | SPONSORED ADR | 4,300 | $223,000 | thousands by filing date | |
| WESTMORELAND COAL CO XXX | 960878106 | COM | 12,600 | $223,000 | thousands by filing date | |
| COPART INC COM | 217204106 | Stock | 4,000 | $222,000 | thousands by filing date | |
| MSCI INC COM | 55354G100 | Stock | 2,800 | $221,000 | thousands by filing date | |
| ICF INTL INC | 44925C103 | COM | 4,000 | $221,000 | thousands by filing date | |
| SCHULMAN (A.) INC | 808194104 | COM | 6,600 | $221,000 | thousands by filing date | |
| FIRST LONG IS CORP | 320734106 | COM | 7,700 | $220,000 | thousands by filing date | |
| TIVO CORP | 88870P106 | COM | 10,500 | $219,000 | thousands by filing date | |
| 8X8 INC | 282914100 | COMMON STOCK | 15,300 | $219,000 | thousands by filing date | |
| BT GROUP-ADR | 05577E101 | ADR | 9,400 | $216,000 | thousands by filing date | |
| ASHFORD HOSPITALITY PRIME IN | 044102101 | COM | 15,700 | $214,000 | thousands by filing date | |
| REGIONAL MANAGEMENT CORP | 75902K106 | COMMON STOCK | 8,100 | $213,000 | thousands by filing date | |
| SUNOPTA INC | 8676EP108 | COM | 30,200 | $213,000 | thousands by filing date | |
| DAUCH CORP | 024061103 | COM | 11,000 | $212,000 | thousands by filing date | |
| WILLDAN GROUP INC | 96924N100 | COM | 9,400 | $212,000 | thousands by filing date | |
| SWIFT TRANSPORTATION CO | 87074U101 | COM | 8,700 | $212,000 | thousands by filing date | |
| DAKTRONICS INC | 234264109 | COM | 19,700 | $211,000 | thousands by filing date | |
| CELLECTIS ADS | 15117K103 | COM | 12,400 | $210,000 | thousands by filing date | |
| BELDEN INC COM | 077454106 | Stock | 2,800 | $209,000 | thousands by filing date | |
| HOLLYSYS AUTOMATION TCHNGY L | G45667105 | SHS | 11,400 | $209,000 | thousands by filing date | |
| BGC PARTNERS INC | 05541T101 | CL A | 20,200 | $207,000 | thousands by filing date | |
| BWX TECHNOLOGIES INC | 05605H100 | COM | 5,200 | $206,000 | thousands by filing date | |
| SOCIEDAD QUIMICA Y MINERA DE C | 833635105 | SPON ADR SER B | 7,200 | $206,000 | thousands by filing date | |
| POWER INTEGRATIONS INC COM | 739276103 | Stock | 3,000 | $204,000 | thousands by filing date | |
| BANKRATE INC DEL | 06647F102 | COM | 18,500 | $204,000 | thousands by filing date | |
| Intel Corp | 458140100 | COM | 5,600 | $203,000 | thousands by filing date | |
| CLEARSIDE BIOMEDICAL INC | 185063104 | COM | 22,700 | $203,000 | thousands by filing date | |
| ENPRO INC | 29355X107 | COM | 3,000 | $202,000 | thousands by filing date | |
| FINANCIAL INSTITUTIONS INC | 317585404 | COMMON STOCK | 5,900 | $202,000 | thousands by filing date | |
| BOB EVANS FARMS | 096761101 | COM | 3,800 | $202,000 | thousands by filing date | |
| WEB.COM GROUP INC | 94733A104 | COMMON STOCK | 9,500 | $201,000 | thousands by filing date | |
| BOJANGLES INC | 097488100 | COM | 10,800 | $201,000 | thousands by filing date | |
| ADDUS HOMECARE CORP | 006739106 | COM | 5,700 | $200,000 | thousands by filing date | |
| TITAN MACHY INC | 88830R101 | COM | 13,700 | $200,000 | thousands by filing date | |
| MSG NETWORK INC | 553573106 | CL A | 9,300 | $200,000 | thousands by filing date | |
| PAN AMERN SILVER CORP | 697900108 | COM | 13,200 | $199,000 | thousands by filing date | |
| JUNO THERAPEUTICS INC | 48205A109 | COM | 10,500 | $198,000 | thousands by filing date | |
| SIBANYE GOLD LTD | 825724206 | SPONSORED ADR | 27,900 | $197,000 | thousands by filing date | |
| TAYLOR MORRISON HOME CORP COM | 87724P106 | Stock | 10,100 | $195,000 | thousands by filing date | |
| AMERICAN COASTAL INSURANCE C | 910710102 | COMMON STOCK | 12,900 | $195,000 | thousands by filing date | |
| TTM TECHNOLOGIES INC | 87305R109 | COM | 14,200 | $194,000 | thousands by filing date | |
| DEL TACO RESTAURANTS INC NEW | 245496104 | COM | 13,700 | $193,000 | thousands by filing date | |
| DONNELLEY R R & SONS CO | 257867200 | COM | 11,700 | $191,000 | thousands by filing date | |
| AGNC INVT CORP COM | 00123Q104 | REIT | 10,500 | $190,000 | thousands by filing date | |
| CALPINE CORP | 131347304 | COM | 16,300 | $186,000 | thousands by filing date | |
| BRIGHTCOVE INC | 10921T101 | COM | 22,800 | $184,000 | thousands by filing date | |
| MEETME INC | 585141104 | COM | 36,800 | $181,000 | thousands by filing date | |
| RUBICON PROJ INC | 78112V102 | COM | 24,400 | $181,000 | thousands by filing date | |
| TRANSOCEAN LTD REGISTERED SHS | H8817H100 | Stock | 12,200 | $180,000 | thousands by filing date | |
| QUOTIENT TECHNOLOGY INC | 749119103 | COMMON STOCK | 16,700 | $180,000 | thousands by filing date | |
| MITEL NETWORKS CORP | 60671Q104 | COM | 26,500 | $180,000 | thousands by filing date | |
| RETAIL PPTYS AMER INC | 76131V202 | CL A | 11,700 | $179,000 | thousands by filing date | |
| PARATEK PHARMACEUTICALS INC | 699374302 | Equity | 11,600 | $179,000 | thousands by filing date | |
| OCULAR THERAPEUTIX INC | 67576A100 | COM | 21,200 | $177,000 | thousands by filing date | |
| CARBONITE INC | 141337105 | COM | 10,400 | $171,000 | thousands by filing date | |
| Anglogold Ashanti Plc | 035128206 | Common | 16,200 | $170,000 | thousands by filing date | |
| ICICI BANK LIMITED ADR | 45104G104 | ADR | 22,300 | $167,000 | thousands by filing date | |
| YRC WORLDWIDE INC | 984249607 | COM | 12,400 | $165,000 | thousands by filing date | |
| NEW YORK COMMUNITY BANCORP | 649445103 | COM | 10,300 | $164,000 | thousands by filing date | |
| QUALITY SYS INC | 747582104 | COM | 12,000 | $158,000 | thousands by filing date | |
| HUNTINGTON BANCSHARES INC COM | 446150104 | Stock | 11,800 | $156,000 | thousands by filing date | |
| KRONOS WORLDWIDE INC COM | 50105F105 | Stock | 13,000 | $155,000 | thousands by filing date | |
| GRUPO SUPERVIELLE S.A. | 40054A108 | CMN | 11,800 | $155,000 | thousands by filing date | |
| CONATUS PHARMACEUTICALS INC | 20600T108 | COM | 29,300 | $154,000 | thousands by filing date | |
| RADWARE LTD | M81873107 | COMMON STOCK | 10,400 | $152,000 | thousands by filing date | |
| ISTAR INC | 45031U101 | COMMON STOCK | 12,300 | $152,000 | thousands by filing date | |
| TENET HEALTHCARE CORP COM NEW | 88033G407 | Stock | 10,000 | $148,000 | thousands by filing date | |
| APOLLO INVT CORP | 03761U106 | COM | 25,100 | $147,000 | thousands by filing date | |
| Heritage Commerce Corp | 426927109 | Common Stock | 10,100 | $146,000 | thousands by filing date | |
| SOUTHWESTERN ENERGY CO | 845467109 | COM | 13,400 | $145,000 | thousands by filing date | |
| CZR | 127686103 | Stock | 16,900 | $144,000 | thousands by filing date | |
| CLIFFS NATURAL RESOURCES | 18683K101 | COMMON STOCK | 16,800 | $141,000 | thousands by filing date | |
| WORKIVA INC COM CL A | 98139A105 | Stock | 10,200 | $139,000 | thousands by filing date | |
| TREVENA INC | 89532E109 | COM | 23,400 | $138,000 | thousands by filing date | |
| TG THERAPEUTICS INC COM | 88322Q108 | Stock | 29,500 | $137,000 | thousands by filing date | |
| BAOZUN INC ADR | 06684L103 | SPONSORED ADR | 11,000 | $133,000 | thousands by filing date | |
| ADVANCED SEMICONDUCTOR ENGR | 00756M404 | SPONSORED ADR | 24,100 | $121,000 | thousands by filing date | |
| AKEBIA THERAPEUTICS INC | 00972D105 | COMMON STOCK | 11,500 | $120,000 | thousands by filing date | |
| BAZAARVOICE INC | 073271108 | COM | 24,700 | $120,000 | thousands by filing date | |
| SYNERGY PHARMACEUTICALS DEL | 871639308 | COM NEW | 19,300 | $118,000 | thousands by filing date | |
| EMCORE CORP | 290846203 | COM | 13,500 | $117,000 | thousands by filing date | |
| TITAN INTERNATIONAL INC | 88830M102 | COMMON STOCK | 10,100 | $113,000 | thousands by filing date | |
| ICONIX BRAND GROUP INC | 451055107 | COM | 12,100 | $113,000 | thousands by filing date | |
| HORTONWORKS INC | 440894103 | COM | 13,500 | $112,000 | thousands by filing date | |
| OFFICE DEPOT INC | 676220106 | COM | 24,700 | $112,000 | thousands by filing date | |
| PROGENICS PHARMACEUTICALS IN | 743187106 | COM | 13,000 | $112,000 | thousands by filing date | |
| NOMAD FOODS LTD USD ORD SHS | G6564A105 | Stock | 11,600 | $111,000 | thousands by filing date | |
| BIOCRYST PHARMACEUTICALS INC COM | 09058V103 | Stock | 17,400 | $110,000 | thousands by filing date | |
| OCLARO INC | 67555N206 | COM | 12,300 | $110,000 | thousands by filing date | |
| SUMITOMO MITSUI FIN GRP INC | 86562M209 | SPONSORED ADR | 14,200 | $108,000 | thousands by filing date | |
| SERES THERAPEUTICS INC | 81750R102 | COM | 10,800 | $107,000 | thousands by filing date | |
| ADECOAGRO S A | L00849106 | COM | 10,200 | $106,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001085146-17-000789 | this filing | 2017-02-14 | acceptance time not in the bulk data set |