| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ELLINGTON FINANCIAL | 970,012 | 17,344,000 | 4.89% | ||
| 2 | CIENA CORP COM NEW | 159,812 | 3,311,000 | 0.93% | ||
| 3 | CAL MAINE FOODS INC | 41,300 | 2,255,000 | 0.64% | ||
| 4 | NORTHSTAR ASSET MGMT GROUP INCORPORATED | 156,622 | 2,249,000 | 0.63% | ||
| 5 | MARRIOTT INTL | 30,800 | 2,101,000 | 0.59% | ||
| 6 | TECH DATA CORP COM | 30,617 | 2,097,000 | 0.59% | ||
| 7 | SPDR S&P 500 ETF TR | 10,700 | 2,050,000 | 0.58% | ||
| 8 | LULULEMON ATHLETICA | 40,412 | 2,047,000 | 0.58% | ||
| 9 | ETRADE GROUP | 77,600 | 2,043,000 | 0.58% | ||
| 10 | ASPEN TECHNOLOGY INC | 52,480 | 1,990,000 | 0.56% | ||
| 11 | PBF ENERGY INC | 67,206 | 1,897,000 | 0.53% | ||
| 12 | EXPRESS INC COM NEW | 104,013 | 1,859,000 | 0.52% | ||
| 13 | CIRRUS LOGIC INC COM | 57,513 | 1,812,000 | 0.51% | ||
| 14 | CREDIT SUISSE GROUP | 74,800 | 1,797,000 | 0.51% | ||
| 15 | EXELON CORP | 60,500 | 1,797,000 | 0.51% | ||
| 16 | JARDEN CORP | 35,722 | 1,746,000 | 0.49% | ||
| 17 | MASCO CORP | 68,400 | 1,722,000 | 0.49% | ||
| 18 | CENTENE CORP DEL | 31,200 | 1,692,000 | 0.48% | ||
| 19 | HERBALIFE LTD | 30,298 | 1,651,000 | 0.47% | ||
| 20 | Teekay Tankers LTD | 235,500 | 1,625,000 | 0.46% | ||
| 21 | BRUNSWICK CORP | 33,400 | 1,600,000 | 0.45% | ||
| 22 | NEWFIELD EXPLOR | 47,590 | 1,566,000 | 0.44% | ||
| 23 | SEMPRA ENERGY | 16,110 | 1,558,000 | 0.44% | ||
| 24 | CTRIP COM INTL LTD | 24,200 | 1,529,000 | 0.43% | ||
| 25 | BROADRIDGE FINL SOLUTIONS IN | 27,100 | 1,500,000 | 0.42% | ||
| 26 | HAIN CELESTIAL GROUP INC COM | 28,900 | 1,491,000 | 0.42% | ||
| 27 | VALERO ENERGY CORP NEW | 24,500 | 1,472,000 | 0.41% | ||
| 28 | EXPEDITORS INTL WASH INC | 31,000 | 1,459,000 | 0.41% | ||
| 29 | MARATHON PETE CORP | 31,400 | 1,455,000 | 0.41% | ||
| 30 | VISTEON CORP COM NEW | 13,979 | 1,415,000 | 0.40% | ||
| 31 | Tessera Technologies Inc | 43,400 | 1,407,000 | 0.40% | ||
| 32 | DAVE & BUSTERS ENTMT INC COM | 36,500 | 1,381,000 | 0.39% | ||
| 33 | CRACKER BARREL OLD COM | 9,205 | 1,356,000 | 0.38% | ||
| 34 | REALOGY HLDGS CORP | 35,800 | 1,347,000 | 0.38% | ||
| 35 | CARDINAL HEALTH INC | 17,500 | 1,344,000 | 0.38% | ||
| 36 | LEIDOS HLDGS INC | 32,400 | 1,338,000 | 0.38% | ||
| 37 | SEADRILL LIMITED | 224,900 | 1,327,000 | 0.37% | ||
| 38 | JACK IN THE BOX INC | 17,000 | 1,310,000 | 0.37% | ||
| 39 | CONCHO RESOURCES | 13,300 | 1,307,000 | 0.37% | ||
| 40 | BRINKER INTL INC | 24,600 | 1,296,000 | 0.37% | ||
| 41 | COMMERCIAL METALS CO COM | 93,700 | 1,270,000 | 0.36% | ||
| 42 | SPIRIT AEROSYSTEMS HLDGS INC COM CL A | 26,200 | 1,267,000 | 0.36% | ||
| 43 | CITIGROUP INC | 25,455 | 1,263,000 | 0.36% | ||
| 44 | NOBLE CORP PLC | 113,900 | 1,243,000 | 0.35% | ||
| 45 | YRC WORLDWIDE INC COM PAR $.01 | 93,091 | 1,234,000 | 0.35% | ||
| 46 | HUDSON CITY BANCORP INC | 119,500 | 1,215,000 | 0.34% | ||
| 47 | BLOOMIN BRANDS INC | 66,100 | 1,202,000 | 0.34% | ||
| 48 | REGAL ENTMT GROUP | 64,084 | 1,198,000 | 0.34% | ||
| 49 | TESORO CORP | 12,300 | 1,196,000 | 0.34% | ||
| 50 | WISDOMTREE INVTS INC | 73,200 | 1,181,000 | 0.33% |
Portfolio data is normalized using SEC Form 13F filings, including the Restatement filing (0001085146-16-003878, filed 2016.05.27).
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.
