| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ELLINGTON FINANCIAL | 2,034,255 | 40,604,000 | 13.47% | ||
| 2 | BIG LOTS INC COM | 55,100 | 2,205,000 | 0.73% | ||
| 3 | ENCANA CORP | 149,900 | 2,079,000 | 0.69% | ||
| 4 | DYNEGY INCORPORATED NEW DEL | 67,800 | 2,058,000 | 0.68% | ||
| 5 | LYONDELLBASELL INDUSTRIES N | 25,900 | 2,056,000 | 0.68% | ||
| 6 | HEALTH NET INC | 36,200 | 1,938,000 | 0.64% | ||
| 7 | CANADIAN SOLAR INC | 79,300 | 1,918,000 | 0.64% | ||
| 8 | HOUGHTON MIFFLIN HARCOURT CO | 86,100 | 1,783,000 | 0.59% | ||
| 9 | GRAPHIC PACKAGING HLDG CO | 117,700 | 1,603,000 | 0.53% | ||
| 10 | MBIA INC | 167,600 | 1,599,000 | 0.53% | ||
| 11 | GREEN PLAINS INC COM | 64,400 | 1,596,000 | 0.53% | ||
| 12 | BANCO BRADESCO-ADR | 119,000 | 1,591,000 | 0.53% | ||
| 13 | OGE ENERGY CORP | 44,400 | 1,575,000 | 0.52% | ||
| 14 | MOLINA HEALTHCARE INC | 29,200 | 1,563,000 | 0.52% | ||
| 15 | ALON USA ENERGY INC | 123,400 | 1,563,000 | 0.52% | ||
| 16 | LEIDOS HLDGS INC | 35,700 | 1,554,000 | 0.52% | ||
| 17 | Arris Group Inc | 51,100 | 1,543,000 | 0.51% | ||
| 18 | SYNAPTICS INC | 22,400 | 1,542,000 | 0.51% | ||
| 19 | Meritor Inc Com | 96,000 | 1,454,000 | 0.48% | ||
| 20 | CENTENE CORP DEL | 14,000 | 1,454,000 | 0.48% | ||
| 21 | LANDSTAR SYS INC COM | 19,600 | 1,422,000 | 0.47% | ||
| 22 | WESTLAKE CHEM CORP | 23,000 | 1,405,000 | 0.47% | ||
| 23 | SYNCHRONOSS TECHNOLOGIES INC COM | 33,300 | 1,394,000 | 0.46% | ||
| 24 | ZELTIQ AESTHETICS INCORPORATED | 47,700 | 1,331,000 | 0.44% | ||
| 25 | YRC WORLDWIDE INC COM PAR $.01 | 57,500 | 1,293,000 | 0.43% | ||
| 26 | VALERO ENERGY CORP NEW | 25,800 | 1,277,000 | 0.42% | ||
| 27 | GAMESTOP CORP NEW CL A | 37,300 | 1,261,000 | 0.42% | ||
| 28 | SPECTRUM BRANDS HLDGS INC | 13,100 | 1,253,000 | 0.42% | ||
| 29 | U S SILICA HLDGS INC COM | 48,100 | 1,236,000 | 0.41% | ||
| 30 | O REILLY AUTOMOTIVE INC NEW | 6,300 | 1,214,000 | 0.40% | ||
| 31 | WEX INC | 12,200 | 1,207,000 | 0.40% | ||
| 32 | NEWFIELD EXPLOR | 44,500 | 1,207,000 | 0.40% | ||
| 33 | SPIRIT AIRLS INC | 15,900 | 1,202,000 | 0.40% | ||
| 34 | ASSURED GUARANTY LTD COM | 46,100 | 1,198,000 | 0.40% | ||
| 35 | PRUDENTIAL FINL INC | 13,200 | 1,194,000 | 0.40% | ||
| 36 | ISTAR INC COM | 84,500 | 1,153,000 | 0.38% | ||
| 37 | VEEVA SYS INC | 43,300 | 1,144,000 | 0.38% | ||
| 38 | WEYERHAEUSER CO | 31,700 | 1,138,000 | 0.38% | ||
| 39 | NXP SEMICONDUCTORS N V | 45,000 | 1,135,000 | 0.38% | ||
| 40 | NATIONSTAR MTG HLDGS INCORPORATED | 37,500 | 1,057,000 | 0.35% | ||
| 41 | AMERICAN AXLE & MFG HLDGS INC COM | 46,400 | 1,048,000 | 0.35% | ||
| 42 | SELECT COMFORT CORP | 37,800 | 1,022,000 | 0.34% | ||
| 43 | TATA MTRS LTD | 23,900 | 1,010,000 | 0.34% | ||
| 44 | ZULILY INC | 42,800 | 1,002,000 | 0.33% | ||
| 45 | MOBILE TELESYSTEMS PJSC | 137,400 | 987,000 | 0.33% | ||
| 46 | SKECHERS U S A INC | 17,700 | 978,000 | 0.32% | ||
| 47 | BARNES & NOBLE INC | 42,000 | 975,000 | 0.32% | ||
| 48 | GREENHILL & CO INC COM | 21,800 | 950,000 | 0.32% | ||
| 49 | ICICI BANK LIMITED | 82,100 | 948,000 | 0.31% | ||
| 50 | JACK IN THE BOX INC | 11,800 | 944,000 | 0.31% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001085146-15-000691, filed 2015.02.17).
From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.
