Ellington Management

Latest statistics and disclosures from ELLINGTON MANAGEMENT's latest quarterly 13F-HR filing:

ELLINGTON MANAGEMENT portfolio companies for December 2013 quarter

Ticker Name Portfolio Weight Change Share Count Price Last Trade
Ellington Financial 16.29 2014585 22.67 0.00
CVC Cablevision Systems Corporation 0.72 NEW 112100 17.93 16.96
WDR Waddell & Reed Financial 0.58 +230.00% 25100 65.14 68.50
ODP Office Depot 0.56 NEW 295600 5.29 4.20
Renewable Energy 0.55 NEW 135700 11.46 0.00
SCHL Scholastic Corporation 0.51 NEW 42200 34.00 33.17
HUM Humana 0.51 NEW 13800 103.19 107.60
Cavium 0.51 +142.00% 41400 34.52 0.00
EVR Evercore Partners 0.43 NEW 20200 59.80 52.18
Seaworld Entertainment 0.42 NEW 41100 28.76 0.00
FSLR First Solar 0.40 NEW 20300 54.63 70.82
Realogy Hldgs 0.40 +400.00% 22500 49.47 0.00
Deutsche Bank Ag-registered 0.39 -70.00% 22500 48.22 0.00
RWT Redwood Trust 0.38 +292.00% 55300 19.37 21.29
GME GameStop 0.38 NEW 21900 49.27 41.65
Ubs Ag Cmn 0.37 NEW 53500 19.25 0.00
HTH Hilltop Holdings 0.37 +248.00% 44900 23.14 23.87
NEU NewMarket Corporation 0.37 NEW 3100 334.19 396.50
RJF Raymond James Financial 0.37 NEW 20000 52.20 50.90
Sanmina 0.36 NEW 60100 16.71 0.00
EMN Eastman Chemical Company 0.35 NEW 12100 80.66 88.66
POOL Pool Corporation 0.35 NEW 16900 58.17 58.04
AMWD American Woodmark Corporation 0.35 24600 39.51 32.39
ROC Rockwood Holdings 0.35 NEW 13600 71.91 73.56
Cbre Group Inc Cl A 0.35 NEW 37600 26.30 0.00
Zeltiq Aesthetics 0.35 NEW 52500 18.91 0.00
Cdw 0.35 NEW 41700 23.36 0.00
SPG Simon Property 0.34 +342.00% 6200 152.10 170.48
Citi 0.34 +5.00% 18200 52.09 0.00
Ing U S 0.34 NEW 27200 35.15 0.00
NCR NCR Corporation 0.33 +134.00% 27400 34.05 34.70
Dean Foods Company 0.33 NEW 54600 17.20 0.00
ALGN Align Technology 0.32 NEW 15800 57.15 52.15
LAD Lithia Motors 0.32 NEW 12900 69.46 67.64
PRAA Portfolio Recovery Associates 0.32 +510.00% 17100 52.87 59.32
CAH Cardinal Health 0.31 +108.00% 12900 66.82 68.57
WRLD World Acceptance 0.31 10000 87.50 81.44
Inteliquent 0.31 NEW 75200 11.41 0.00
PBR.A Petroleo Brasileiro SA 0.30 +34.00% 57900 14.70 0.00
BEN Franklin Resources 0.30 +818.00% 14700 57.76 54.20
WCG WellCare Health Plans 0.30 -73.00% 12000 70.42 65.05
FLIR FLIR Systems 0.30 +59.00% 27600 30.11 36.67
MEI Methode Electronics 0.30 -45.00% 24600 34.19 29.89
CRUS Cirrus Logic 0.30 -82.00% 40800 20.42 19.31
Ubiquiti Networks 0.30 NEW 18100 45.97 0.00
Libertyinteractivecorp lbtventcoma 0.30 NEW 6900 122.61 0.00
ETFC E TRADE Financial Corporation 0.29 -4.00% 41800 19.64 21.18
MCO Moody's Corporation 0.29 -68.00% 10300 78.45 79.60
HST Host Hotels & Resorts 0.29 +258.00% 42000 19.43 21.00
PENN Penn National Gaming 0.29 NEW 57500 14.33 13.37
Invesco Ltd shs 0.29 NEW 22300 36.41 0.00
HNT Health Net 0.29 -21.00% 27400 29.67 32.73
ALK Alaska Air 0.29 -33.00% 10900 73.39 96.25
RS Reliance Steel & Aluminum 0.29 NEW 10600 75.85 71.81
HLX Helix Energy Solutions 0.29 NEW 34500 23.19 24.05
NCS NCI Building Systems 0.29 +117.00% 47100 17.54 16.84
MHP McGraw-Hill Companies 0.28 -70.00% 10100 78.22 0.00
FCE.A Forest City Enterprises 0.28 +36.00% 40800 19.09 0.00
KKD Krispy Kreme Doughnuts 0.28 +179.00% 41300 19.30 17.75
THO Thor Industries 0.28 -26.00% 14300 55.24 62.61
INFN Infinera 0.28 NEW 80100 9.78 8.94
UGI UGI Corporation 0.28 +149.00% 18700 41.44 45.93
Orbotech Ltd Com Stk 0.28 +351.00% 58700 13.53 0.00
Amc Networks Inc Cl A 0.28 +118.00% 11600 68.10 0.00
Phillips 66 0.28 +56.00% 10200 77.16 0.00
Engility Hldgs 0.28 +222.00% 23900 33.39 0.00
Flagstar Ban 0.28 -51.00% 39500 19.62 0.00
DV DeVry 0.27 NEW 21500 35.49 41.01
LTM Life Time Fitness 0.27 +247.00% 16000 47.00 50.33
ELY Callaway Golf Company 0.27 +427.00% 91200 8.43 9.58
COF Capital One Financial 0.27 NEW 9800 76.63 74.91
CS Credit Suisse Group AG 0.27 +17.00% 24800 31.05 31.46
SAFM Sanderson Farms 0.27 NEW 10300 72.33 83.15
SIRO Sirona Dental Systems 0.27 -39.00% 10700 70.19 75.78
BOBE Bob Evans Farms 0.27 +4.00% 14800 50.61 45.02
HTS Hatteras Financial 0.27 NEW 46100 16.33 19.68
EXPR Express 0.27 NEW 40300 18.66 14.82
Maiden Holdings Ltd shs 0.27 NEW 68000 10.93 0.00
Berry Plastics 0.27 NEW 31700 23.79 0.00
CCK Crown Holdings 0.26 +63.00% 16500 44.55 46.74
SEIC SEI Investments Company 0.26 -34.00% 21300 34.74 31.51
MCD McDonald's Corporation 0.26 NEW 7600 96.97 99.73
CNW Con-way 0.26 NEW 18400 39.73 42.37
SNA Snap-on Incorporated 0.26 +26.00% 6700 109.55 117.23
TCBI Texas Capital Bancshares 0.26 -74.00% 11700 62.22 64.49
Assured Guaranty 0.26 +227.00% 30800 23.60 0.00
DAKT Daktronics 0.26 +75.00% 47000 15.68 13.62
MET MetLife 0.26 NEW 13400 53.96 51.97
BBD Banco Bradesco SA 0.26 NEW 58600 12.53 14.66
LII Lennox International 0.26 NEW 8500 85.06 86.20
Sensata Technologies Hldg Bv 0.26 NEW 18500 38.76 0.00
CHMT Chemtura Corporation 0.26 NEW 25800 27.91 22.92
Covidien 0.26 +94.00% 10700 68.13 0.00
Everbank Finl 0.26 NEW 39100 18.34 0.00
Fleetmatics 0.26 NEW 16900 43.25 0.00
IDTI Integrated Device Technology 0.25 NEW 69200 10.17 11.68
RKT Rock-Tenn Company 0.25 +164.00% 6600 105.00 99.38
SPECTRUM BRANDS Hldgs 0.25 NEW 10100 70.59 0.00
Huntington Ingalls Inds 0.25 NEW 7800 90.00 0.00
Gnc Holdings Inc Cl A 0.25 -15.00% 11900 58.49 0.00
Fiesta Restaurant 0.25 -73.00% 13200 52.27 0.00
Zoetis Inc Cl A 0.25 -74.00% 21200 32.69 0.00
MCHP Microchip Technology 0.24 +111.00% 15000 44.73 47.88
RF Regions Financial Corporation 0.24 -70.00% 68700 9.88 10.45
CLF Cliffs Natural Resources 0.24 NEW 25700 26.23 18.13
ICA Empresas ICA SA 0.24 NEW 80500 8.45 6.71
CVD Covance 0.24 NEW 7700 88.05 94.45
OME Omega Protein Corporation 0.24 +167.00% 55200 12.28 11.93
CALD Callidus Software 0.24 +102.00% 48300 13.73 10.61
GWW W.W. Grainger 0.23 NEW 2500 255.60 253.20
NUS Nu Skin Enterprises 0.23 -16.00% 4600 138.26 88.67
QCOM QUALCOMM 0.23 +26.00% 8500 74.24 80.99
NTRI NutriSystem 0.23 +56.00% 40000 16.45 14.55
CSIQ Canadian Solar 0.23 NEW 21600 29.81 29.00
FOR Forestar 0.23 -23.00% 30700 21.27 17.79
GWR Genesee & Wyoming 0.23 +30.00% 6800 96.03 97.60
BKD Brookdale Senior Living 0.23 +126.00% 23800 27.18 31.67
QEP QEP Resources 0.23 +168.00% 21200 30.66 31.41
Epl Oil & Gas 0.23 +23.00% 22500 28.49 0.00
KMX CarMax 0.22 NEW 13200 47.05 43.92
BLT Blount International 0.22 +94.00% 41700 14.46 11.53
EFII Electronics For Imaging 0.22 NEW 15700 38.73 39.23
TSO Tesoro Corporation 0.22 +73.00% 10600 58.49 53.24
AHS AMN Healthcare Services 0.22 -8.00% 41900 14.70 12.80
EQIX Equinix 0.22 -39.00% 3400 177.35 180.26
RSO Resource Capital 0.22 -2.00% 103400 5.93 5.49
UFPI Universal Forest Products 0.22 NEW 11700 52.14 53.19
IGTE iGATE Corporation 0.22 -2.00% 15100 40.13 36.73
RJET Republic Airways Holdings 0.22 -18.00% 58700 10.70 8.23
SWKS Skyworks Solutions 0.22 NEW 21100 28.58 37.33
MSG Madison Square Garden 0.22 -12.00% 10800 57.59 55.44
VALE.P Vale 0.22 -49.00% 44900 14.01 0.00
KAR KAR Auction Services 0.22 NEW 20400 29.56 30.50
Linn 0.22 NEW 20300 30.79 0.00
SFI iStar Financial 0.21 NEW 42100 14.28 0.00
KMR Kinder Morgan Management 0.21 NEW 7900 75.70 74.15
TKR Timken Company 0.21 NEW 10800 55.09 60.33
GPK Graphic Packaging Holding Company 0.21 NEW 62700 9.60 10.12
HW Headwaters Incorporated 0.21 +279.00% 59200 9.80 12.46
ENOC EnerNOC 0.21 -11.00% 33600 17.20 22.81
LSCC Lattice Semiconductor 0.21 +173.00% 107600 5.49 8.12
BMR BioMed Realty Trust 0.21 NEW 32000 18.12 20.53
VPFG ViewPoint Financial 0.21 -36.00% 21800 27.43 26.90
HHC Howard Hughes 0.21 +2.00% 5000 120.20 143.24
WSDT WisdomTree Investments 0.21 -88.00% 32600 17.70 0.00
Yandex Nv-a 0.21 NEW 13800 43.12 0.00
Geospace Technologies 0.21 6100 94.59 0.00
IBKR Interactive Brokers 0.20 NEW 23500 24.34 24.02
SLM SLM Corporation 0.20 -60.00% 21600 26.30 25.98
GXP Great Plains Energy Incorporated 0.20 NEW 22700 24.23 26.55
XLNX Xilinx 0.20 NEW 12500 45.92 52.61
WTW Weight Watchers International 0.20 NEW 16600 32.95 21.27
WOOF VCA Antech 0.20 -8.00% 17800 31.35 31.03
LO Lorillard 0.20 -84.00% 10900 50.64 54.89
GCA Global Cash Access Holdings 0.20 NEW 56500 9.98 6.69
OSK Oshkosh Corporation 0.20 -6.00% 10900 50.37 57.55
GEO Geo 0.20 NEW 17100 32.22 32.72
SUSQ Susquehanna Bancshares 0.20 +62.00% 44100 12.83 11.06
TSLA Tesla Motors 0.20 NEW 3700 150.54 215.80
Ag Mtg Invt Tr 0.20 +242.00% 35300 15.64 0.00
HF HFF 0.19 NEW 19400 26.86 33.27
STRA Strayer Education 0.19 -6.00% 15700 34.46 44.41
UMPQ Umpqua Holdings Corporation 0.19 -15.00% 28300 19.15 18.31
LRCX Lam Research Corporation 0.19 -42.00% 9600 54.48 53.51
AAWW Atlas Air Worldwide Holdings 0.19 +15.00% 13200 41.14 35.86
AIRM Air Methods Corporation 0.19 -73.00% 9200 58.26 52.59
ULTA Ulta Salon, Cosmetics & Fragrance 0.19 NEW 5400 96.48 89.51
RGEN Repligen Corporation 0.19 39500 13.65 16.13
VMW VMware 0.19 +59.00% 5900 89.66 106.65
TGI Triumph 0.19 +75.00% 7000 76.00 65.22
QLTY Quality Distribution 0.19 NEW 41900 12.84 13.10
Brightcove 0.19 NEW 37900 14.14 0.00
Blucora 0.19 -74.00% 18700 29.14 0.00
Bloomin Brands 0.19 NEW 21900 24.02 0.00
Silver Spring Networks 0.19 NEW 25900 21.00 0.00
PBR Petroleo Brasileiro SA 0.18 -37.00% 35600 13.79 13.63
CLH Clean Harbors 0.18 NEW 8200 60.00 57.66
EXP Eagle Materials 0.18 +45.00% 6400 77.50 87.82
TEO Telecom Argentina S.A. 0.18 +124.00% 28500 17.23 19.76
ABFS Arkansas Best Corporation 0.18 NEW 15300 33.66 38.79
CYBX Cyberonics 0.18 -9.00% 7900 65.44 62.75
BGC General Cable Corporation 0.18 NEW 17300 29.42 25.49
TOWR Tower International 0.18 NEW 23700 21.39 27.15
Starz - Liberty Capital stock 0.18 -85.00% 17300 29.25 0.00
Ofg Ban 0.18 NEW 29700 17.34 0.00
BRO Brown & Brown 0.17 14800 31.42 28.44
EIX Edison International 0.17 +26.00% 10500 46.29 57.01
ATW Atwood Oceanics 0.17 NEW 9100 53.41 48.96
CPL CPFL Energia S.A. 0.17 NEW 28900 16.02 17.33
OSIS OSI Systems 0.17 NEW 9100 53.08 61.50
CALM Cal-Maine Foods 0.17 -36.00% 7900 60.25 62.92
MOV Movado 0.17 +2.00% 10600 44.06 42.57
ACOR Acorda Therapeutics 0.17 NEW 15900 29.18 35.47
ANIK Anika Therapeutics 0.17 NEW 12500 38.16 41.36
Addus Homecare 0.17 -49.00% 20800 22.45 0.00
CFFND Capitol Federal Financial 0.17 NEW 39500 12.10 0.00
PACB Pacific Biosciences of California 0.17 NEW 88700 5.23 4.69
TA TravelCenters of America 0.17 +234.00% 47900 9.75 7.75
Facebook Inc cl a 0.17 -66.00% 8600 54.65 0.00
Twenty-first Century Fox 0.17 NEW 13400 35.15 0.00
CCI Crown Castle International 0.16 -47.00% 6100 73.44 74.17
RCII Rent-A-Center 0.16 NEW 13600 33.31 28.86
CNS Cohen & Steers 0.16 NEW 11300 40.09 39.95
DSW DSW 0.16 NEW 10600 42.74 34.75
HLIT Harmonic 0.16 NEW 59000 7.37 6.86
ING ING Groep N.V. 0.16 -9.00% 31600 14.02 14.11
ABCO Advisory Board Company 0.16 NEW 7200 63.61 60.69
SM SM Energy 0.16 NEW 5300 83.02 77.20
AGX Argan 0.16 NEW 15900 27.55 27.11
Proto Labs 0.16 NEW 6400 71.25 0.00
Oncomed Pharmaceuticals 0.16 NEW 14900 29.53 0.00
TRMB Trimble Navigation 0.15 NEW 12500 34.72 39.54
HOV Hovnanian Enterprises 0.15 NEW 65100 6.62 4.58
Solar Cap 0.15 NEW 19200 22.55 0.00
ABD ACCO Brands Corporation 0.15 +115.00% 61300 6.72 0.00
GCO Genes 0.15 5800 73.10 75.99
MKSI MKS Instruments 0.15 NEW 14000 29.93 28.82
HGG hhgregg 0.15 NEW 30100 13.95 8.73
GERN Geron Corporation 0.15 NEW 88600 4.74 2.03
WLK Westlake Chemical Corporation 0.15 NEW 3500 122.00 66.64
CRS Carpenter Technology Corporation 0.15 NEW 6700 62.24 63.44
EQT EQT Corporation 0.15 -24.00% 4700 89.79 105.99
CADX Cadence Pharmaceuticals 0.15 NEW 47100 9.04 13.98
Genpact Limited shs 0.15 NEW 22800 18.38 0.00
BAH Booz Allen Hamilton Holding Corporation 0.15 NEW 21700 19.17 22.40
Cys Investments 0.15 NEW 58300 7.41 0.00
Post Holdings Inc Common 0.15 NEW 8400 49.29 0.00
Performant Finl 0.15 +154.00% 41000 10.29 0.00
Xoom 0.15 NEW 15100 27.35 0.00
CMCSK Comcast Corporation 0.14 -59.00% 7900 49.87 50.33
IVC Invacare Corporation 0.14 -61.00% 16500 23.21 17.50
MSCI MSCI 0.14 NEW 9000 43.67 42.86
RAD Rite Aid Corporation 0.14 NEW 74900 5.06 7.15
STLD Steel Dynamics 0.14 NEW 19400 19.54 18.29
EGY VAALCO Energy 0.14 NEW 58300 6.90 8.93
CSH Cash America International 0.14 -43.00% 10600 38.30 44.50
ASGN On Assignment 0.14 +26.00% 11000 34.91 36.62
FNSR Finisar Corporation 0.14 NEW 16000 23.94 28.55
CBZ CBIZ 0.14 NEW 42800 9.11 8.86
NPSP NPS Pharmaceuticals 0.14 -50.00% 13000 30.38 26.70
XXIA Ixia 0.14 NEW 30300 13.30 13.10
CLGX CoreLogic 0.14 -13.00% 10700 35.51 28.72
RRTS Roadrunner Transportation Services Hold. 0.14 NEW 14100 26.95 25.40
Industries N shs - a - 0.14 NEW 4800 80.21 0.00
PDM Piedmont Office Realty Trust 0.14 NEW 24200 16.53 17.43
Servicesource 0.14 +35.00% 47500 8.38 0.00
CIT CIT 0.13 +7.00% 7100 52.11 46.62
PFE Pfizer 0.13 NEW 12200 30.66 31.17
RT Ruby Tuesday 0.13 +123.00% 51500 6.93 7.70
UNH UnitedHealth 0.13 NEW 4800 75.21 75.89
SATS Echostar Corporation 0.13 +7.00% 7100 49.72 46.48
MBI MBIA 0.13 +104.00% 30300 11.95 12.32
LYV Live Nation Entertainment 0.13 -70.00% 18800 19.73 21.15
WLL Whiting Petroleum Corporation 0.13 NEW 6100 61.80 74.79
SEAC SeaChange International 0.13 NEW 29000 12.17 10.15
IRDM Iridium Communications 0.13 NEW 58200 6.25 7.01
ATNI Atlantic Tele-Network 0.13 NEW 6500 56.62 62.20
MANH Manhattan Associates 0.13 +10.00% 3200 117.50 33.71
MYGN Myriad Genetics 0.13 -49.00% 17200 20.99 38.81
Orthofix International Nv Com Stk 0.13 +12.00% 16500 22.85 0.00
BLDR Builders FirstSource 0.13 +103.00% 49300 7.14 8.56
PETS PetMed Express 0.13 NEW 21700 16.64 13.30
CALX Calix 0.13 NEW 37700 9.63 8.73
Sodastream International 0.13 NEW 7100 49.58 0.00
shares First Bancorp P R 0.13 +254.00% 61000 6.20 0.00
ChipMOS Technology Bermuda Ltd. shs 0.13 -52.00% 18700 19.25 0.00
Air Lease 0.13 -39.00% 11300 31.06 0.00
D Horizon Pharma 0.13 NEW 48800 7.62 0.00
Regional Management 0.13 NEW 10700 33.93 0.00
Western Asset Mortgage cmn 0.13 NEW 25200 14.88 0.00
Lifelock 0.13 -66.00% 22300 16.41 0.00
Gigamon 0.13 NEW 12800 28.05 0.00
AMG Affiliated Managers 0.12 NEW 1500 216.67 186.72
Everest Re 0.12 NEW 2100 155.71 0.00
GILD Gilead Sciences 0.12 -44.00% 4500 75.11 72.73
SHPGY Shire 0.12 -31.00% 2400 141.25 0.00
BWS Brown Shoe Company 0.12 NEW 11800 28.14 24.83
AMRI Albany Molecular Research 0.12 -65.00% 34400 10.09 16.62
BRS Bristow 0.12 -36.00% 4600 75.00 75.43
PEGA Pegasystems 0.12 -47.00% 7000 49.14 17.28
PKD Parker Drilling Company 0.12 NEW 42500 8.14 6.66
UNF UniFirst Corporation 0.12 NEW 3200 106.88 95.16
Ntelos Holdings 0.12 -8.00% 16300 20.25 0.00
Leidos Holdings 0.12 NEW 7200 46.53 0.00
Jones Energy Inc A 0.12 NEW 22380 14.48 0.00
VALE Vale 0.11 -45.00% 19400 15.26 13.72
LPL LG Display 0.11 -34.00% 24300 12.14 14.10
OREX Orexigen Therapeutics 0.11 NEW 52700 5.64 5.60
Domtar 0.11 NEW 3400 94.41 0.00
HPQ Hewlett-Packard Company 0.11 -85.00% 10600 28.02 31.79
USG USG Corporation 0.11 +16.00% 10600 28.40 32.44
Axis Capital Holdings 0.11 -64.00% 6300 47.62 0.00
AHT Ashford Hospitality Trust 0.11 -13.00% 37300 8.28 10.30
GTN Gray Television 0.11 NEW 20100 14.88 11.56
ZION Zions Bancorporation 0.11 NEW 10100 30.00 29.24
CCRN Cross Country Healthcare 0.11 NEW 30500 9.97 7.07
DEPO DepoMed 0.11 +5.00% 28300 10.57 13.15
RRGB Red Robin Gourmet Burgers 0.11 -62.00% 4100 73.66 68.92
SKX Skechers USA 0.11 NEW 9400 33.09 36.00
HMSY HMS Holdings 0.11 +11.00% 13700 22.70 16.14
SF Stifel Financial 0.11 NEW 6600 47.88 46.68
CIB Bancolombia S.A. 0.11 NEW 6200 49.03 56.48
IMMR Immersion Corporation 0.11 -44.00% 28400 10.39 11.15
WHG Westwood Holdings 0.11 NEW 4900 61.84 61.30
AIG American International 0.11 -3.00% 5900 51.02 51.09
Hldgs 0.11 NEW 8500 37.88 0.00
Semgroup Corp cl a 0.11 -6.00% 4700 65.32 0.00
MDXG MiMedx 0.11 NEW 36700 8.75 6.02
Rait Financial Trust 0.11 NEW 34900 8.97 0.00
Ralph Lauren 0.11 +21.00% 1700 176.47 0.00
Tangoe 0.11 +29.00% 17700 18.02 0.00
Yrc Worldwide Inc Com par $.01 0.11 -9.00% 17900 17.37 0.00
Enanta Pharmaceuticals 0.11 NEW 11500 27.30 0.00
Murphy Usa 0.11 NEW 7700 41.56 0.00
PNC PNC Financial Services 0.10 NEW 3700 77.57 84.10
BMRN BioMarin Pharmaceutical 0.10 NEW 4000 70.25 60.65
AES AES Corporation 0.10 -64.00% 19100 14.50 14.26
CPRT Copart 0.10 -55.00% 8000 36.62 36.41
WGO Winnebago Industries 0.10 -39.00% 9800 27.45 25.52
AEG AEGON N.V. 0.10 NEW 29600 9.49 8.92
BYI Bally Technologies 0.10 -89.00% 3700 78.38 64.22
TOL Toll Brothers 0.10 NEW 7300 36.99 34.48
DPS Dr Pepper Snapple 0.10 NEW 5700 48.77 54.53
MRO Marathon Oil Corporation 0.10 NEW 7600 35.26 36.44
HTZ Hertz Global Holdings 0.10 NEW 10000 28.60 28.24
DAL Delta Air Lines 0.10 NEW 10600 27.45 36.31
VCLK ValueClick 0.10 -64.00% 12200 23.36 21.00
TRW TRW Automotive Holdings 0.10 -43.00% 3800 74.47 84.31
AXL American Axle & Manufact. Holdings 0.10 NEW 14100 20.43 18.13
ANDE Andersons 0.10 NEW 3300 89.09 64.46
MDCO Medicines Company 0.10 NEW 7300 38.63 25.56
CCMP Cabot Microelectronics Corporation 0.10 NEW 6200 45.65 43.76
GB Greatbatch 0.10 NEW 6500 44.31 47.93
TTM Tata Motors 0.10 -82.00% 9400 30.85 37.83
ATK Alliant Techsystems 0.10 -88.00% 2400 121.67 142.06
CNC Centene Corporation 0.10 -88.00% 4700 58.94 63.76
JKHY Jack Henry & Associates 0.10 NEW 4600 59.13 54.99
GHDX Genomic Health 0.10 NEW 9500 29.26 27.38
IRBT iRobot Corporation 0.10 NEW 8200 34.76 39.23
MDAS MedAssets 0.10 -51.00% 14000 19.86 24.62
SFLY Shutterfly 0.10 NEW 5500 50.91 42.74
EGBN Eagle Ban 0.10 -12.00% 9200 30.65 36.26
Fabrinet shs 0.10 -45.00% 13000 20.54 0.00
Customers Ban 0.10 NEW 14300 20.49 0.00
Directv 0.10 -47.00% 4000 69.00 0.00
Del Friscos Restaurant 0.10 NEW 12000 23.58 0.00
Beazer Homes Usa 0.10 NEW 11600 24.40 0.00
New Residential Invt 0.10 NEW 44000 6.68 0.00
Intelsat Sa 0.10 NEW 12400 22.50 0.00
Retailmenot 0.10 NEW 9700 28.76 0.00
United Online Inc Common Stock 0.10 NEW 21201 13.77 0.00
SNP China Petroleum & Chemical 0.09 -67.00% 3000 82.33 93.18
MBT Mobile TeleSystems OJSC 0.09 -65.00% 11300 21.59 17.09
KO Coca-Cola Company 0.09 NEW 5900 41.36 40.60
Bunge 0.09 NEW 3000 82.00 0.00
LKQX LKQ Corporation 0.09 NEW 7900 32.91 0.00
ABM ABM Industries 0.09 -42.00% 8800 28.64 27.88
IRF International Rectifier Corporation 0.09 NEW 10000 26.10 26.72
COO Cooper Companies 0.09 +23.00% 2100 123.81 129.29
WHR Whirlpool Corporation 0.09 NEW 1600 156.88 154.65
PACR Pacer International 0.09 +120.00% 31800 8.27 8.96
YUM Yum! Brands 0.09 NEW 3200 75.62 77.45
FSS Federal Signal Corporation 0.09 -25.00% 16600 14.64 15.07
JEC Jacobs Engineering 0.09 NEW 3900 63.08 64.33
EOG EOG Resources 0.09 -65.00% 1500 168.00 104.28
NTE Nam Tai Electronics 0.09 NEW 34500 7.13 7.02
JNPR Juniper Networks 0.09 NEW 10900 22.57 25.84
MSCC Microsemi Corporation 0.09 NEW 10300 24.95 24.98
NEWP Newport Corporation 0.09 -24.00% 13600 18.09 19.92
QCOR Questcor Pharmaceuticals 0.09 NEW 4600 54.35 78.90
BRKR Bruker Corporation 0.09 NEW 13100 19.77 21.12
DIOD Diodes Incorporated 0.09 +33.00% 11100 23.60 27.63
GRC Gorman-Rupp Company 0.09 NEW 7500 33.47 31.03
GTIV Gentiva Health Services 0.09 NEW 20000 12.40 7.88
TYPE Monotype Imaging Holdings 0.09 -22.00% 7800 31.92 29.13
ASX Advanced Semiconductor Engineering 0.09 NEW 52400 4.81 5.75
AIR AAR 0.09 NEW 8700 28.05 26.45
CCU Compania Cervecerias Unidas S.A. 0.09 NEW 10600 24.15 23.09
REX Rex American Resources 0.09 -31.00% 5900 44.75 67.50
POZN POZEN 0.09 NEW 32200 8.04 9.33
COLB Columbia Banking System 0.09 NEW 9400 27.45 27.10
Validus Holdings 0.09 NEW 6300 40.32 0.00
MPAA Motorcar Parts of America 0.09 NEW 12800 19.30 27.63
RFIL RF Industries 0.09 NEW 28900 9.20 6.53
Synergy Res 0.09 NEW 27000 9.26 0.00
Global Eagle Acquisition Cor 0.09 NEW 17800 14.89 0.00
Voxx International Corporation 0.09 NEW 15500 16.71 0.00
Annie's 0.09 -52.00% 5600 43.04 0.00
Capit Bk Fin A 0.09 NEW 10500 22.76 0.00
Restoration Hardware Hldgs I 0.09 NEW 3900 67.18 0.00
Quintiles Transnatio Hldgs I 0.09 NEW 5600 46.43 0.00
Aercap Holdings Nv Ord Cmn 0.08 -83.00% 6000 38.33 0.00
REGN Regeneron Pharmaceuticals 0.08 -69.00% 800 275.00 311.01
BAM.A Brookfield Asset Management 0.08 NEW 5600 38.75 0.00
POWI Power Integrations 0.08 NEW 4100 55.85 63.55
UNP Union Pacific Corporation 0.08 NEW 1400 167.86 193.24
VZ Verizon Communications 0.08 NEW 4300 49.07 48.21
CR Crane 0.08 NEW 3500 67.14 71.93
Partner Re 0.08 NEW 2000 105.50 0.00
APC Anadarko Petroleum Corporation 0.08 -66.00% 2700 79.26 98.57
RDS.B Royal Dutch Shell 0.08 -80.00% 3000 75.00 0.00
CMLS Cumulus Media 0.08 NEW 29500 7.73 6.85
DW Drew Industries 0.08 NEW 4500 51.11 51.58
Sina Corporation 0.08 NEW 2800 84.29 0.00
MCF Contango Oil & Gas Company 0.08 NEW 4500 47.33 48.65
ANR Alpha Natural Resources 0.08 NEW 31500 7.14 4.23
CPN Calpine Corporation 0.08 NEW 11000 19.55 22.33
CYH Community Health Systems 0.08 -75.00% 5600 39.29 36.94
POL PolyOne Corporation 0.08 NEW 6300 35.40 38.16
CFNL Cardinal Financial Corporation 0.08 -45.00% 12000 18.00 17.87
EEFT Euronet Worldwide 0.08 -55.00% 4500 47.78 44.70
HNI HNI Corporation 0.08 NEW 5600 38.75 35.59
OMG OM 0.08 NEW 6300 36.35 31.25
RNST Renasant 0.08 NEW 7200 31.53 27.81
SLXP Salix Pharmaceuticals 0.08 -94.00% 2400 90.00 110.82
WTFC Wintrust Financial Corporation 0.08 NEW 4800 46.04 46.89
MOH Molina Healthcare 0.08 -52.00% 6300 34.76 35.09
WFSL Washington Federal 0.08 NEW 9100 23.30 0.00
WOR Worthington Industries 0.08 -51.00% 5500 42.00 37.53
ACET Aceto Corporation 0.08 -77.00% 8700 25.06 21.76
TDG TransDigm Group Incorporated 0.08 1400 160.71 182.40
CKEC Carmike Cinemas 0.08 NEW 7700 27.79 30.88
TRS Trimas Corporation 0.08 NEW 5300 39.81 32.67
DAN Dana Holding Corporation 0.08 NEW 10800 19.63 23.25
H Hyatt Hotels Corporation 0.08 NEW 4400 49.55 54.53
GPRE Green Plains Renewable Energy 0.08 -71.00% 12200 19.34 30.71
Aegerion Pharmaceuticals 0.08 -68.00% 3100 70.97 0.00
Ss&c Technologies Holding 0.08 NEW 5300 44.34 0.00
RPTP Raptor Pharmaceutical 0.08 NEW 16600 13.01 8.48
Kinder Morgan 0.08 NEW 6600 36.06 0.00
Bankunited 0.08 NEW 6900 32.90 0.00
Pdc Energy 0.08 NEW 4100 53.17 0.00
Adt 0.08 -60.00% 5300 40.38 0.00
Tile Shop Hldgs 0.08 NEW 11900 18.07 0.00
Paragon Shipping Inc cl a 0.08 NEW 30000 7.37 0.00
Outerwall 0.08 NEW 3300 67.27 0.00
Noodles & Co 0.08 NEW 6300 35.87 0.00
American Residential Pptys I 0.08 NEW 13100 17.18 0.00
Cytokinetics 0.08 NEW 36300 6.50 0.00
Pennymac Financial Service A 0.08 NEW 12000 17.58 0.00
Sterling Bancorp/de 0.08 NEW 16200 13.40 0.00
BVN Compania de Minas Buenaventura SA 0.07 NEW 18200 11.21 12.43
NRG NRG Energy 0.07 NEW 7300 28.77 32.22
IBN ICICI Bank 0.07 -42.00% 5600 37.14 43.79
FE FirstEnergy 0.07 NEW 6100 32.95 33.40
GEF Greif 0.07 -74.00% 3900 52.31 52.40
MHK Mohawk Industries 0.07 -46.00% 1400 148.57 137.14
CBK Christopher & Banks Corporation 0.07 -58.00% 22900 8.56 6.32
PLAB Photronics 0.07 +3.00% 22029 9.03 8.39
AGCO AGCO Corporation 0.07 NEW 3500 59.14 56.91
FMBI First Midwest Ban 0.07 -74.00% 11900 17.56 16.25
MTU Mitsubishi UFJ Financial 0.07 -72.00% 28000 6.68 5.38
SCI Service Corporation International 0.07 -86.00% 10200 18.14 18.95
SYKE Sykes Enterprises, Incorporated 0.07 NEW 9400 21.81 20.14
CF CF Industries Holdings 0.07 -91.00% 900 233.33 243.96
EXAR Exar Corporation 0.07 -26.00% 16900 11.78 11.29
KOP Koppers Holdings 0.07 -57.00% 4500 45.78 45.29
PTRY Pantry 0.07 +10.00% 12100 16.78 16.10
VNDA Vanda Pharmaceuticals 0.07 -87.00% 15200 12.43 15.09
DNR Denbury Resources 0.07 -39.00% 12700 16.46 17.29
PNFP Pinnacle Financial Partners 0.07 NEW 6400 32.50 35.29
RMBS Rambus 0.07 NEW 20600 9.47 12.60
WIBC Wilshire Ban 0.07 -33.00% 18900 10.95 10.65
SINOVAC BIOTECH 0.07 NEW 33800 6.12 0.00
Sierra Wireless 0.07 NEW 8600 24.19 0.00
UCTT Ultra Clean Holdings 0.07 NEW 19500 10.05 11.50
CAP CAI International 0.07 NEW 8500 23.53 23.49
FPO First Potomac Realty Trust 0.07 NEW 16300 11.66 12.99
DANG E Commerce China Dangdang 0.07 NEW 19700 9.54 12.94
IBCP Independent Bank Corporation 0.07 NEW 17000 12.00 12.85
State Street Bank Financial 0.07 NEW 10100 18.22 0.00
Spirit Airlines 0.07 -78.00% 4400 45.45 0.00
Bankrate 0.07 NEW 10900 17.98 0.00
Bbcn Ban 0.07 NEW 11600 16.55 0.00
Resolute Fst Prods In 0.07 NEW 11500 16.00 0.00
Broadwind Energy 0.07 NEW 19800 9.44 0.00
Tenet Healthcare Corporation stock 0.07 -23.00% 4900 42.04 0.00
National Bk Greece S A spn adr rep 1 sh 0.07 NEW 34700 5.59 0.00
GAME Shanda Games 0.06 NEW 35100 4.59 6.74
VIP Vimpel 0.06 -50.00% 13900 12.95 9.02
GGB Gerdau SA 0.06 NEW 21200 7.83 6.10
SCS Steelcase 0.06 -71.00% 11000 15.82 17.00
JBLU JetBlue Airways Corporation 0.06 -55.00% 18400 8.53 8.92
FCH FelCor Lodging Trust Incorporated 0.06 -66.00% 21200 8.16 9.32
GFF Griffon Corporation 0.06 NEW 12300 13.17 11.15
CIG Companhia Energetica Minas Gerais 0.06 -87.00% 22100 7.78 7.30
UEPS Net 1 UEPS Technologies 0.06 NEW 19200 8.75 8.99
KEY Key 0.06 NEW 12000 13.42 13.77
PGI Premiere Global Services 0.06 NEW 15100 11.59 11.90
EJ E-House 0.06 NEW 10400 15.10 10.62
REN Resolute Energy 0.06 NEW 18300 9.02 7.83
HERO Hercules Offshore 0.06 -85.00% 24400 6.52 4.41
Cosan Ltd shs a 0.06 NEW 12800 13.75 0.00
PPC Pilgrim's Pride Corporation 0.06 -85.00% 10000 16.30 22.16
Mitel Networks 0.06 NEW 16900 10.12 0.00
Phoenix New Media Ltd sponsored ads 0.06 NEW 16600 9.64 0.00
Cempra 0.06 NEW 13300 12.41 0.00
Arc Document Solutions 0.06 NEW 20600 8.20 0.00
Sibanye Gold 0.06 NEW 33600 4.82 0.00
Kcg Holdings Inc Cl A 0.06 NEW 15200 11.97 0.00
ERIC Telefonaktiebolaget LM Ericsson 0.05 -81.00% 11900 12.27 13.07
RFMD RF Micro Devices 0.05 -75.00% 27300 5.16 7.89
VOCS Vocus 0.05 -80.00% 11600 11.38 18.10
CVGI Commercial Vehicle 0.05 NEW 17800 7.25 9.25
CONSOLIDATED WATER CO Inc Com Stk 0.05 NEW 10400 14.13 0.00
Gran Tierra Energy 0.05 -91.00% 19600 7.30 0.00
Stealthgas Inc shs 0.05 -59.00% 15005 10.20 0.00
LIOX Lionbridge Technologies 0.05 NEW 22100 5.97 6.20
RLD RealD 0.05 NEW 16900 8.52 10.47
GCAP Gain Capital Holdings 0.05 NEW 17800 7.53 10.54
Demand Media 0.05 -16.00% 24300 5.76 0.00
INC/TN shares Miller Energy 0.05 NEW 21500 7.02 0.00
Ja Solar Holdings Co Ltd spon adr rep5ord 0.05 NEW 14300 9.16 0.00
Gramercy Ppty Tr 0.05 -7.00% 24900 5.74 0.00
Oxygenbiotherapeutics Inccom Par 0.05 NEW 34200 4.50 0.00
Usec 0.05 NEW 20000 6.60 0.00
BSBR Banco Santander 0.04 -96.00% 19100 6.13 5.69
YGE Yingli Green Energy Hold 0.04 NEW 23900 5.06 4.40
Flextronics International Ltd Com Stk 0.04 -32.00% 15900 7.80 0.00
GGAL Grupo Financiero Galicia S.A. 0.04 NEW 10300 10.49 13.66
SHOR ShoreTel 0.04 NEW 12500 9.28 8.24
CCIH ChinaCache International Holdings 0.04 NEW 13200 8.94 17.07
Adecoagro S A 0.04 -14.00% 15600 8.08 0.00
Universal American 0.04 -6.00% 14300 7.27 0.00
Skullcandy 0.04 NEW 17100 7.19 0.00
4068594 Enphase Energy 0.04 +48.00% 18900 6.35 0.00
DX Dynex Capital 0.03 NEW 11600 8.02 8.68
ONNN ON Semiconductor 0.03 -74.00% 10000 8.20 9.60
MXWL Maxwell Technologies 0.03 NEW 11300 7.79 16.25
SIGM Sigma Designs 0.03 NEW 15500 4.71 4.26
SNTA Synta Pharmaceuticals 0.03 NEW 13700 5.26 4.20
TTMI TTM Technologies 0.03 NEW 10400 8.56 7.97
FORM FormFactor 0.03 -9.00% 11800 6.02 6.37
Kinross Gold 0.03 NEW 17100 4.39 0.00
PXLW Pixelworks 0.03 NEW 16300 4.85 5.49
Pacific Ethanol 0.03 NEW 17500 5.09 0.00
EVC Entravision Communication 0.02 NEW 10600 6.13 5.48
PZE Petrobras Energia Participaciones SA 0.02 NEW 12100 5.54 5.30
SIMG Silicon Image 0.02 -94.00% 11200 6.16 6.53
Callon Pete Co Del Com Stk 0.02 NEW 10300 6.50 0.00
ZIXI Zix Corporation 0.02 NEW 14700 4.56 3.91
CNTY Century Casinos 0.02 NEW 12300 5.20 6.05

Past 13F-HR SEC Filings for ELLINGTON MANAGEMENT