Ellington Management Group, LLC

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

ELLINGTON MANAGEMENT portfolio companies for December 2016 quarter

Company (Ticker) Portfolio Weight Share Count Price Last Trade
SPDR S&P; 500 ETF (SPY) 13.04 382348 +1186.00% 223.54 233.62
Caterpillar (CAT) 11.34 801494 NEW 92.74 91.51
iShares MSCI Brazil Index (EWZ) 9.96 1.96M NEW 33.34 37.01
Halliburton Company (HAL) 8.56 1.04M NEW 54.08 47.78
Chevron Corporation (CVX) 5.63 313800 NEW 117.70 106.28
iShares MSCI Emerging Markets Indx (EEM) 4.79 896600 NEW 35.01 39.70
iShares Barclays 20+ Yr Treas.Bond (TLT) 3.63 200000 NEW 119.13 121.43
Ellington Financial Llc 2.47 1.04M +6.00% 15.52 0.00
iShares FTSE/Xinhua China 25 Index (FXI) 1.06 200000 NEW 34.71 39.06
iShares iBoxx $ High Yid Corp Bond (HYG) 0.67 50789 NEW 86.55 86.74
Hertz Global Holdings 0.49 150000 NEW 21.56 0.00
Forest City Realty Trust Inc Class A 0.31 98500 NEW 20.84 0.00
F5 Networks (FFIV) 0.28 12700 +14.00% 144.72 146.52
Hilton Worldwide Holdings 0.27 64600 NEW 27.20 0.00
Cemex SAB de CV (CX) 0.25 200500 +832.00% 8.03 8.86
Scotts Miracle-Gro Company (SMG) 0.25 17100 +56.00% 95.56 91.66
Allstate Corporation (ALL) 0.23 20700 NEW 74.11 81.09
Senior Housing Properties Trust (SNH) 0.22 75300 NEW 18.92 20.28
Regency Centers Corporation (REG) 0.22 20700 NEW 68.94 66.45
Vale (VALE.P) 0.22 210900 -11.00% 6.89 0.00
NRG Energy (NRG) 0.21 111500 -32.00% 12.26 18.18
Bank of New York Mellon Corporation (BK) 0.21 29200 +67.00% 47.36 46.25
ConocoPhillips (COP) 0.21 27900 NEW 50.14 44.29
CoStar (CSGP) 0.21 7300 NEW 188.49 208.63
Federal Realty Inv. Trust (FRT) 0.21 9500 NEW 142.11 132.74
E TRADE Financial Corporation (ETFC) 0.20 38000 NEW 34.66 33.55
WellCare Health Plans (WCG) 0.20 9500 +227.00% 137.05 139.02
Unilever N.V. (UN) 0.20 31700 NEW 41.07 50.60
Unilever (UL) 0.20 31800 NEW 40.69 50.30
Synchrony Financial 0.20 35300 NEW 36.26 0.00
Syngenta AG (SYT) 0.19 15500 NEW 79.03 88.34
Novo Nordisk A/S (NVO) 0.19 35100 +231.00% 35.87 34.18
Toll Brothers (TOL) 0.19 39900 NEW 31.00 35.89
Finisar Corporation (FNSR) 0.19 40100 -17.00% 30.27 28.60
Credicorp Ltd Com 0.19 7900 +113.00% 157.85 0.00
Monster Beverage Corp Com stock 0.19 28600 NEW 44.34 0.00
Synopsys (SNPS) 0.18 19900 NEW 58.84 71.36
Air Products & Chemicals (APD) 0.18 8300 NEW 143.86 135.92
Chicago Bridge & Iron Company N.V. (CBI) 0.18 37600 +208.00% 31.76 28.86
Calatlantic 0.18 35300 -15.00% 34.02 0.00
Carter's (CRI) 0.17 12600 NEW 86.43 88.79
Travelers Companies (TRV) 0.17 9200 NEW 122.39 121.01
Fluor Corporation (FLR) 0.17 21100 NEW 52.51 51.39
Donaldson Company (DCI) 0.17 25800 +72.00% 42.09 44.84
Align Technology (ALGN) 0.17 11700 NEW 96.15 114.02
AMETEK (AME) 0.17 23100 NEW 48.61 53.50
American International (AIG) 0.17 17500 NEW 65.31 60.93
Realogy Hldgs 0.17 44500 NEW 25.73 0.00
Commscope Hldg 0.17 29200 NEW 37.19 0.00
Discover Financial Services (DFS) 0.16 14300 NEW 72.10 66.79
Costco Wholesale Corporation (COST) 0.16 6400 +68.00% 160.16 166.15
Bunge Limited 0.16 14300 NEW 72.24 0.00
NIKE (NKE) 0.16 20300 +50.00% 50.84 55.93
Staples (SPLS) 0.16 116400 NEW 9.05 8.36
Bank of the Ozarks (OZRK) 0.16 19800 +58.00% 52.58 49.83
Lululemon Athletica Inc 0.16 16200 NEW 65.00 0.00
Old Dominion Freight Line (ODFL) 0.16 12400 NEW 85.81 84.54
Ubs Group Ag 0.16 65100 NEW 15.67 0.00
Lennar Corporation (LEN) 0.15 23600 NEW 42.92 50.98
Bristol Myers Squibb (BMY) 0.15 17200 NEW 58.43 56.04
Whirlpool Corporation (WHR) 0.15 5300 NEW 181.70 169.86
Micron Technology (MU) 0.15 45500 +295.00% 21.91 28.76
SBA Communications Corporation (SBAC) 0.15 9800 +10.00% 103.27 117.80
Spirit AeroSystems Holdings (SPR) 0.15 16500 NEW 58.36 56.75
J Global 0.15 12100 NEW 81.82 0.00
Healthcare Tr Amer Inc cl a 0.15 34800 NEW 29.11 0.00
Univar 0.15 35700 NEW 28.38 0.00
Hartford Financial Services (HIG) 0.14 19200 +58.00% 47.66 47.45
Leucadia National (LUK) 0.14 38700 -58.00% 23.26 25.62
MasterCard Incorporated (MA) 0.14 9100 +21.00% 103.30 111.94
LKQ Corporation (LKQX) 0.14 29300 -26.00% 30.65 0.00
Hanesbrands (HBI) 0.14 41100 NEW 21.58 20.46
AstraZeneca (AZN) 0.14 34200 NEW 27.31 31.80
Credit Suisse Group AG (CS) 0.14 62595 NEW 14.31 14.94
FactSet Research Systems (FDS) 0.14 5600 NEW 163.39 174.55
Eagle Materials (EXP) 0.14 9200 NEW 98.48 96.51
AvalonBay Communities (AVB) 0.14 5300 NEW 177.17 184.86
Steel Dynamics (STLD) 0.14 25300 NEW 35.57 33.73
Alaska Air (ALK) 0.14 10100 NEW 88.71 95.00
Oshkosh Corporation (OSK) 0.14 14400 +2.00% 64.58 67.04
Essex Property Trust (ESS) 0.14 4000 NEW 232.50 233.46
Energen Corporation (EGN) 0.14 16400 57.68 51.25
Dex (DXCM) 0.14 15200 +85.00% 59.67 83.40
Industries N shs - a - 0.14 10900 NEW 85.78 0.00
Microsoft Corporation (MSFT) 0.13 14100 NEW 62.13 65.10
TD Ameritrade Holding (AMTD) 0.13 19400 NEW 43.61 37.31
Devon Energy Corporation (DVN) 0.13 18900 NEW 45.66 38.88
Citrix Systems (CTXS) 0.13 9900 NEW 89.29 83.57
Exelon Corporation (EXC) 0.13 23200 +53.00% 35.47 35.84
Freeport-McMoRan Copper & Gold (FCX) 0.13 65100 NEW 13.20 12.21
D.R. Horton (DHI) 0.13 31700 -35.00% 27.32 33.05
Jones Lang LaSalle Incorporated (JLL) 0.13 8200 NEW 101.10 105.34
Seagate Technology Com Stk 0.13 22600 +47.00% 38.19 0.00
Wabtec Corporation (WAB) 0.13 10600 -27.00% 83.02 75.02
McCormick & Company, Incorporated (MKC) 0.13 9300 NEW 93.33 101.36
Flowers Foods (FLO) 0.13 42300 NEW 19.98 19.44
SM Energy (SM) 0.13 24500 NEW 34.49 21.92
American Water Works (AWK) 0.13 11700 NEW 72.39 76.84
Veeva Sys Inc cl a 0.13 21200 +50.00% 40.71 0.00
Apple Hospitality Reit 0.13 42500 -8.00% 19.98 0.00
Broad 0.13 4700 NEW 176.81 0.00
Melco Crown Entertainment (MPEL) 0.12 51100 -18.00% 15.89 19.04
Taiwan Semiconductor Mfg (TSM) 0.12 27100 NEW 28.75 33.17
Charles Schwab Corporation (SCHW) 0.12 19900 +11.00% 39.45 39.42
SLM Corporation (SLM) 0.12 72900 +318.00% 11.02 11.85
Cracker Barrel Old Country Store (CBRL) 0.12 4600 NEW 166.96 157.13
Host Hotels & Resorts (HST) 0.12 40600 NEW 18.84 18.02
Nuance Communications (NUAN) 0.12 51700 NEW 14.89 16.77
C.R. Bard (BCR) 0.12 3400 -22.00% 224.71 250.78
Akamai Technologies (AKAM) 0.12 12200 NEW 66.64 63.09
Universal Health Services (UHS) 0.12 7100 -21.00% 106.34 125.97
Aetna (AET) 0.12 6300 NEW 123.97 126.26
Williams Companies (WMB) 0.12 25200 NEW 31.15 28.66
WESCO International (WCC) 0.12 12100 NEW 66.53 67.70
Celanese Corporation (CE) 0.12 10300 NEW 78.74 89.95
Gulfport Energy Corporation (GPOR) 0.12 36100 NEW 21.63 16.55
Banco Itau Holding Financeira S.A. (ITUB) 0.12 78200 NEW 10.28 12.28
Nordson Corporation (NDSN) 0.12 7000 NEW 112.00 121.27
United Therapeutics Corporation (UTHR) 0.12 5700 -22.00% 143.51 140.50
TreeHouse Foods (THS) 0.12 10900 NEW 72.20 83.69
Albemarle Corporation (ALB) 0.12 9100 NEW 86.04 104.60
QEP Resources (QEP) 0.12 43300 NEW 18.41 12.16
Mallinckrodt Pub 0.12 15800 +119.00% 49.81 0.00
Science App Int'l 0.12 9500 NEW 84.84 0.00
BHP Billiton (BBL) 0.11 22200 NEW 31.44 30.63
Signature Bank (SBNY) 0.11 5000 -30.00% 150.20 143.50
NASDAQ OMX (NDAQ) 0.11 10600 NEW 67.08 69.01
Brookfield Asset Management (BAM.A) 0.11 22200 -22.00% 33.02 0.00
Kimberly-Clark Corporation (KMB) 0.11 6600 NEW 114.09 132.36
Equity Residential (EQR) 0.11 11300 +135.00% 64.34 62.20
Mohawk Industries (MHK) 0.11 3700 NEW 199.73 227.63
National-Oilwell Var (NOV) 0.11 18600 NEW 37.42 38.42
McKesson Corporation (MCK) 0.11 5000 +8.00% 140.40 148.50
MercadoLibre (MELI) 0.11 4600 -48.00% 156.09 211.57
Southwest Gas Corporation (SWX) 0.11 9200 NEW 76.63 83.75
Graphic Packaging Holding Company (GPK) 0.11 55500 +10.00% 12.49 12.75
Huntsman Corporation (HUN) 0.11 38500 +16.00% 19.09 22.89
FMC Corporation (FMC) 0.11 12900 NEW 56.59 61.45
Skechers USA (SKX) 0.11 29300 +79.00% 24.57 28.88
Cimarex Energy Co 0.11 5300 NEW 135.85 0.00
F.N.B. Corporation (FNB) 0.11 45300 NEW 16.03 14.43
Liberty Global Inc Com Ser A 0.11 22600 NEW 30.58 0.00
Weatherford Intl Plc ord shs 0.11 141900 NEW 4.99 0.00
Ashland 0.11 6700 NEW 109.25 0.00
Vale (VALE) 0.10 85100 7.61 9.34
Petroleo Brasileiro SA (PBR.A) 0.10 73800 -17.00% 8.81 0.00
HSBC Holdings (HBC) 0.10 16200 NEW 40.19 0.00
Moody's Corporation (MCO) 0.10 7100 +54.00% 94.23 111.41
Adobe Systems Incorporated (ADBE) 0.10 6600 +46.00% 102.88 128.25
Apartment Investment and Management (AIV) 0.10 14800 NEW 45.47 44.22
Interpublic Group of Companies (IPG) 0.10 27100 NEW 23.39 24.04
Valero Energy Corporation (VLO) 0.10 10000 -55.00% 68.30 66.23
Williams-Sonoma (WSM) 0.10 13900 NEW 48.42 48.62
Biogen Idec (BIIB) 0.10 2200 NEW 283.64 275.23
Visa (V) 0.10 8000 NEW 78.00 88.95
Arch Capital Group Ltd 0.10 7400 NEW 86.35 0.00
Cypress Semiconductor Corporation (CY) 0.10 55600 NEW 11.44 14.84
Kansas City Southern (KSU) 0.10 7900 NEW 84.81 83.90
MasTec (MTZ) 0.10 17700 NEW 38.25 38.20
AECOM Technology Corporation (ACM) 0.10 18000 NEW 36.33 33.86
Prologis Inc. 0.10 13000 NEW 52.77 0.00
Cyrusone 0.10 14600 NEW 44.73 0.00
Twenty-first Century Fox 0.10 24500 NEW 28.04 0.00
Axalta Coating Sys 0.10 23000 +72.00% 27.22 0.00
Hubbell 0.10 5400 NEW 116.67 0.00
EMCOR (EME) 0.09 8200 NEW 70.73 61.36
Yum! Brands (YUM) 0.09 9800 +8.00% 63.37 63.51
Arrow Electronics (ARW) 0.09 8200 NEW 71.34 72.75
GlaxoSmithKline (GSK) 0.09 15600 +75.00% 38.53 42.69
Maxim Integrated Products (MXIM) 0.09 14500 -36.00% 38.55 45.09
Whole Foods Market (WFMI) 0.09 18600 NEW 30.75 0.00
Papa John's Int'l (PZZA) 0.09 6800 NEW 85.59 78.46
Tesoro Corporation (TSO) 0.09 6400 NEW 87.50 81.44
Juniper Networks (JNPR) 0.09 21800 -14.00% 28.26 27.75
Eaton Vance (EV) 0.09 13400 NEW 41.87 44.19
Brunswick Corporation (BC) 0.09 10300 -11.00% 54.56 60.53
Evercore Partners (EVR) 0.09 8700 -28.00% 68.74 75.60
Commerce Bancshares (CBSH) 0.09 10200 NEW 57.84 54.70
Celgene Corporation (CELG) 0.09 5200 -27.00% 115.77 124.86
Ciena Corporation (CIEN) 0.09 24900 NEW 24.42 23.67
VMware (VMW) 0.09 7500 -12.00% 78.67 91.90
Renewable Energy 0.09 63300 NEW 9.70 0.00
Asml Holding N.v. 0.09 5000 +35.00% 112.20 0.00
Berry Plastics 0.09 12700 NEW 48.74 0.00
American Homes 4 Rent-a reit 0.09 27600 NEW 20.98 0.00
Tailored Brands 0.09 22500 -58.00% 25.56 0.00
American Express Company (AXP) 0.08 7300 NEW 74.11 77.60
Great Plains Energy Incorporated (GXP) 0.08 20000 NEW 27.35 28.87
Teradata Corporation (TDC) 0.08 20200 NEW 27.18 30.41
Sherwin-Williams Company (SHW) 0.08 1900 NEW 268.95 309.47
Boeing Company (BA) 0.08 3500 NEW 155.71 176.10
Masco Corporation (MAS) 0.08 16700 -27.00% 31.62 33.74
Eastman Chemical Company (EMN) 0.08 6600 +11.00% 75.15 77.93
Crane (CR) 0.08 7200 NEW 72.08 72.47
Deere & Company (DE) 0.08 5000 NEW 103.00 107.16
Nextera Energy Inc C om 0.08 4600 NEW 119.57 0.00
UnitedHealth (UNH) 0.08 3300 NEW 160.00 164.60
ConAgra Foods (CAG) 0.08 13100 -81.00% 39.54 40.14
Varian Medical Systems (VAR) 0.08 6200 NEW 89.84 91.65
CONSOL Energy (CNX) 0.08 29300 NEW 18.23 15.62
Mead Johnson Nutrition (MJN) 0.08 7500 NEW 70.80 88.44
Wyndham Worldwide Corporation (WYN) 0.08 6700 NEW 76.42 83.98
Lam Research Corporation (LRCX) 0.08 5200 NEW 105.77 127.80
Atmos Energy Corporation (ATO) 0.08 6700 NEW 74.18 80.31
Quest Diagnostics Incorporated (DGX) 0.08 5800 NEW 91.90 98.64
Forestar (FOR) 0.08 39300 -28.00% 13.31 13.20
Jack Henry & Associates (JKHY) 0.08 5900 -7.00% 88.81 93.62
Scripps Networks Interactive (SNI) 0.08 7200 NEW 71.39 78.53
Tesla Motors (TSLA) 0.08 2400 NEW 213.75 270.22
ACADIA Pharmaceuticals (ACAD) 0.08 19200 NEW 28.85 35.65
Delphi Automotive Plc shs 0.08 7700 NEW 67.40 0.00
Pinnacle Foods Inc De 0.08 10400 NEW 53.46 0.00
Burlington Stores 0.08 5800 NEW 84.83 0.00
International Game Technology 0.08 19900 -59.00% 25.53 0.00
Vareit, Inc reits 0.08 63500 NEW 8.46 0.00
Progressive Corporation (PGR) 0.07 12300 -66.00% 35.53 39.48
MGIC Investment (MTG) 0.07 42500 NEW 10.19 9.91
Equifax (EFX) 0.07 3800 NEW 118.16 135.55
Ameren Corporation (AEE) 0.07 9300 NEW 52.47 56.05
CarMax (KMX) 0.07 6700 NEW 64.33 58.87
AmerisourceBergen (ABC) 0.07 5900 NEW 78.14 87.48
Xilinx (XLNX) 0.07 7100 -44.00% 60.42 58.20
Tyson Foods (TSN) 0.07 7900 +5.00% 61.65 61.84
Gilead Sciences (GILD) 0.07 6300 -14.00% 71.59 67.50
Hospitality Properties Trust (HPT) 0.07 14200 NEW 31.76 30.88
Vornado Realty Trust (VNO) 0.07 4300 NEW 104.42 100.24
Public Service Enterprise (PEG) 0.07 10900 NEW 43.85 44.74
Ctrip.com International (CTRP) 0.07 10900 NEW 40.00 49.29
Advanced Micro Devices (AMD) 0.07 39800 NEW 11.33 13.70
Zions Bancorporation (ZION) 0.07 10300 NEW 43.01 40.78
Andersons (ANDE) 0.07 9900 +54.00% 44.75 38.25
athenahealth (ATHN) 0.07 4400 NEW 105.23 111.16
China Life Insurance Company (LFC) 0.07 37700 NEW 12.86 15.46
Teradyne (TER) 0.07 17300 +3.00% 25.38 30.85
Validus Holdings Ltd 0.07 8500 -55.00% 55.06 0.00
American Tower Reit 0.07 4500 -26.00% 105.78 0.00
Express Scripts Holding 0.07 6600 NEW 68.79 0.00
Synovus Finl 0.07 10600 NEW 41.04 0.00
Enova Intl 0.07 38900 +26.00% 12.54 0.00
Corecivic 0.07 18000 NEW 24.44 0.00
Coca-Cola FEMSA, S.A.B. de C.V. (KOF) 0.06 6300 NEW 63.49 73.39
FedEx Corporation (FDX) 0.06 2100 -40.00% 186.19 187.04
Tractor Supply Company (TSCO) 0.06 4900 NEW 75.71 68.42
Autodesk (ADSK) 0.06 5400 NEW 74.07 85.44
Stanley Black & Decker (SWK) 0.06 3600 NEW 114.72 130.81
T. Rowe Price (TROW) 0.06 5200 NEW 75.19 67.63
Nu Skin Enterprises (NUS) 0.06 8300 -14.00% 47.83 54.23
Becton, Dickinson and (BDX) 0.06 2300 NEW 165.65 183.76
Lancaster Colony (LANC) 0.06 3000 +87.00% 141.33 128.84
Gartner (IT) 0.06 4000 -16.00% 101.00 109.38
Gap (GPS) 0.06 18600 -64.00% 22.42 23.28
CA (CA) 0.06 11500 NEW 31.74 31.70
National Beverage (FIZZ) 0.06 7300 NEW 51.10 81.74
Dollar Tree (DLTR) 0.06 4800 NEW 77.08 76.13
Cousins Properties (CUZ) 0.06 46200 NEW 8.51 8.05
Xcel Energy (XEL) 0.06 9700 NEW 40.72 44.77
Fastenal Company (FAST) 0.06 8500 NEW 46.94 50.04
Constellation Brands (STZ) 0.06 2700 NEW 153.33 163.68
Delta Air Lines (DAL) 0.06 7600 NEW 49.21 46.10
Sanderson Farms (SAFM) 0.06 4100 -62.00% 94.15 102.76
Cirrus Logic (CRUS) 0.06 6700 +9.00% 56.57 60.49
Teleflex Incorporated (TFX) 0.06 2400 NEW 161.25 195.13
Hexcel Corporation (HXL) 0.06 7300 NEW 51.51 53.03
Urban Outfitters (URBN) 0.06 14900 +29.00% 28.46 23.21
Astec Industries (ASTE) 0.06 5400 NEW 67.41 59.97
Equity Lifestyle Properties (ELS) 0.06 5400 NEW 72.04 77.59
Braskem SA (BAK) 0.06 19400 +14.00% 21.19 20.65
Nanometrics Incorporated (NANO) 0.06 16000 NEW 25.06 29.82
Cosan Ltd shs a 0.06 50300 +296.00% 7.51 0.00
Unisys Corporation (UIS) 0.06 27700 -51.00% 14.95 14.10
DuPont Fabros Technology (DFT) 0.06 9000 NEW 43.89 48.26
SPECTRUM BRANDS Hldgs Inc 0.06 3200 -36.00% 122.19 0.00
Argan (AGX) 0.06 5400 -50.00% 70.56 64.45
Booz Allen Hamilton Holding Corporation (BAH) 0.06 11500 NEW 36.09 35.75
Therapeuticsmd 0.06 66200 NEW 5.77 0.00
Jones Energy Inc A 0.06 76800 NEW 5.00 0.00
American Airls 0.06 8000 NEW 46.75 0.00
Nmi Hldgs Inc cl a 0.06 37300 -23.00% 10.64 0.00
Achaogen 0.06 30000 NEW 13.03 0.00
Anthem 0.06 2900 NEW 143.79 0.00
Nrg Yield 0.06 22900 NEW 15.81 0.00
Essendant 0.06 18500 NEW 20.92 0.00
Ferrari Nv Ord 0.06 6400 NEW 58.12 0.00
Dentsply Sirona 0.06 7200 NEW 57.78 0.00
Coca Cola European Partners shs 0.06 11500 NEW 31.39 0.00
SEI Investments Company (SEIC) 0.05 7300 +10.00% 49.32 50.10
Expeditors International of Washington (EXPD) 0.05 5600 NEW 53.04 55.63
Genuine Parts Company (GPC) 0.05 3600 NEW 95.56 92.76
Harsco Corporation (HSC) 0.05 24900 -6.00% 13.61 12.10
J.C. Penney Company (JCP) 0.05 38800 NEW 8.30 5.59
Zebra Technologies (ZBRA) 0.05 4100 NEW 85.85 86.50
Pier 1 Imports (PIR) 0.05 38200 NEW 8.53 6.88
Robert Half International (RHI) 0.05 7200 NEW 48.75 47.15
Domino's Pizza (DPZ) 0.05 1900 -60.00% 159.47 183.95
Central Garden & Pet (CENT) 0.05 9400 -42.00% 33.09 36.55
Grupo Aeroportuario del Sureste (ASR) 0.05 2100 NEW 143.81 175.01
NutriSystem (NTRI) 0.05 9900 -60.00% 34.65 54.25
GameStop (GME) 0.05 11700 NEW 25.30 20.85
China Uni (CHU) 0.05 26500 +52.00% 11.55 13.50
Molina Healthcare (MOH) 0.05 6000 NEW 54.33 45.91
Korea Electric Power Corporation (KEP) 0.05 17600 NEW 18.47 21.24
Open Text Corp Com 0.05 5300 NEW 61.89 0.00
CONN'S (CONN) 0.05 24600 NEW 12.64 8.20
Enersis S.A. (ENI) 0.05 40100 -49.00% 8.20 13.76
Southern Copper Corporation (SCCO) 0.05 10600 NEW 31.98 35.79
Silicon Motion Technology (SIMO) 0.05 7900 +75.00% 42.53 44.99
Smith & Wesson Holding Corporation (SWHC) 0.05 14900 -44.00% 21.07 21.08
Erie Indemnity Company (ERIE) 0.05 2900 -50.00% 112.41 122.32
Hudson Technologies (HDSN) 0.05 36900 NEW 8.02 6.46
Pacific Ethanol 0.05 32000 NEW 9.50 0.00
Constellium Holdco B V cl a 0.05 53100 +205.00% 5.89 0.00
Portola Pharmaceuticals 0.05 15900 NEW 22.45 0.00
Luxoft Holding Inc cmn 0.05 5500 +44.00% 56.18 0.00
Ringcentral 0.05 15300 NEW 20.59 0.00
Rci Hospitality Hldgs 0.05 17800 NEW 17.08 0.00
James River Group Holdings L 0.05 8200 NEW 41.59 0.00
Caleres Inc Com stock 0.05 9100 NEW 32.86 0.00
Houlihan Lokey Inc cl a 0.05 10600 NEW 31.13 0.00
Blue Buffalo Pet Prods 0.05 12300 -71.00% 24.07 0.00
Square Inc cl a 0.05 24400 NEW 13.65 0.00
Instructure 0.05 15900 NEW 19.56 0.00
Nutanix Inc cl a 0.05 11300 NEW 26.55 0.00
Bank Of Nt Butterfield&son L shs 0.05 9500 NEW 31.47 0.00
China Petroleum & Chemical (SNP) 0.04 3700 NEW 71.08 80.89
DST Systems (DST) 0.04 2200 NEW 107.27 117.90
Affiliated Managers (AMG) 0.04 1800 NEW 145.56 159.00
IDEXX Laboratories (IDXX) 0.04 2000 -45.00% 117.50 153.96
SVB Financial (SIVB) 0.04 1700 NEW 171.76 178.70
Vishay Intertechnology (VSH) 0.04 15400 NEW 16.17 16.20
Unum (UNM) 0.04 6500 NEW 44.00 45.43
Sotheby's (BID) 0.04 6700 -37.00% 39.85 45.48
Mitsubishi UFJ Financial (MTU) 0.04 40700 -22.00% 6.17 6.44
MBIA (MBI) 0.04 27200 NEW 10.70 8.16
Illinois Tool Works (ITW) 0.04 1900 NEW 122.63 131.64
Regal Entertainment (RGC) 0.04 11200 NEW 20.62 22.35
Balchem Corporation (BCPC) 0.04 3500 -62.00% 84.00 81.25
TCF Financial Corporation (TCB) 0.04 14400 NEW 19.58 15.83
TeleTech Holdings (TTEC) 0.04 8600 NEW 30.47 29.40
Investment Technology (ITG) 0.04 14600 NEW 19.73 19.79
Gray Television (GTN) 0.04 25900 NEW 10.85 14.00
W.R. Grace & Co. (GRA) 0.04 3500 NEW 67.71 69.01
Companhia de Saneamento Basi (SBS) 0.04 29700 +51.00% 8.69 10.06
Rudolph Technologies (RTEC) 0.04 11000 -46.00% 23.36 22.30
Cantel Medical (CMN) 0.04 3100 NEW 78.71 81.14
DSW (DSW) 0.04 12400 NEW 22.66 20.02
Tsakos Energy Navigation Ltd 0.04 50800 NEW 4.69 0.00
Delek US Holdings (DK) 0.04 9700 NEW 24.02 24.35
Ingersoll-rand Co Ltd-cl A 0.04 3700 NEW 75.14 0.00
Manhattan Associates (MANH) 0.04 4700 +30.00% 52.98 49.54
Prudential Public Limited Company (PUK) 0.04 7400 NEW 39.73 42.96
Raymond James Financial (RJF) 0.04 3700 -44.00% 69.19 73.76
Red Robin Gourmet Burgers (RRGB) 0.04 4300 NEW 56.51 54.95
Monolithic Power Systems (MPWR) 0.04 3200 -58.00% 81.88 91.07
Immersion Corporation (IMMR) 0.04 24700 NEW 10.65 8.44
Nice Systems (NICE) 0.04 3500 -71.00% 68.86 67.62
Orbotech Ltd Com Stk 0.04 7700 NEW 33.38 0.00
RBC Bearings Incorporated (ROLL) 0.04 3000 NEW 92.67 91.93
Schweitzer-Mauduit International (SWM) 0.04 6300 NEW 45.56 40.99
OraSure Technologies (OSUR) 0.04 29100 +123.00% 8.76 12.49
Hooker Furniture Corporation (HOFT) 0.04 6900 NEW 37.97 30.55
CNO Financial (CNO) 0.04 15200 NEW 19.14 20.21
BRF Brasil Foods SA (BRFS) 0.04 17900 NEW 14.75 11.79
Vectren Corporation (VVC) 0.04 4800 NEW 52.08 58.17
Kosmos Energy Ltd 0.04 41300 NEW 7.02 0.00
Imperva 0.04 6300 NEW 38.41 0.00
Depository Vipshop Holdings Ltd - Ads receipt 0.04 23900 NEW 11.00 0.00
Mrc Global Inc cmn 0.04 11600 -61.00% 20.26 0.00
Tillys 0.04 21800 -9.00% 13.21 0.00
Wpp Plc- 0.04 2100 NEW 110.48 0.00
Diamondback Energy 0.04 2300 NEW 100.87 0.00
Tribune Co New Cl A 0.04 7600 -57.00% 35.00 0.00
Quintiles Transnatio Hldgs I 0.04 3600 NEW 76.11 0.00
Seaworld Entertainment 0.04 14200 NEW 18.94 0.00
Benefitfocus 0.04 9900 +20.00% 29.70 0.00
Ring Energy 0.04 18800 NEW 12.98 0.00
Controladora Vuela Cia Spon Ad 0.04 17800 NEW 15.06 0.00
Avianca Holdings Sa 0.04 29600 NEW 9.63 0.00
Intra Cellular Therapies 0.04 18200 NEW 15.11 0.00
New Senior Inv Grp 0.04 29400 NEW 9.80 0.00
New Relic 0.04 10100 NEW 28.22 0.00
Outfront Media 0.04 10000 NEW 24.90 0.00
Dave & Buster's Entertainmnt, * 0.04 4200 -23.00% 56.19 0.00
Communications Sales&leas Incom us equities / etf's 0.04 11100 NEW 25.41 0.00
Nrg Yield Inc Cl A New cs 0.04 15200 +6.00% 15.33 0.00
Kraft Heinz 0.04 2700 NEW 87.41 0.00
Viavi Solutions Inc equities 0.04 34500 -39.00% 8.17 0.00
Atlassian Corp Plc cl a 0.04 11400 NEW 24.12 0.00
Onemain Holdings 0.04 10600 NEW 22.17 0.00
California Res Corp Com New stock 0.04 13800 NEW 21.30 0.00
Hostess Brands 0.04 19300 NEW 13.01 0.00
Sociedad Quimica y Minera (SQM) 0.03 7200 NEW 28.61 32.96
ICICI Bank (IBN) 0.03 22300 NEW 7.49 8.54
Copart (CPRT) 0.03 4000 -87.00% 55.50 62.08
Power Integrations (POWI) 0.03 3000 NEW 68.00 64.25
Transocean Ltd. 0.03 12200 NEW 14.75 0.00
Intel Corporation (INTC) 0.03 5600 NEW 36.25 35.39
AngloGold Ashanti (AU) 0.03 16200 NEW 10.49 11.39
MSCI (MSCI) 0.03 2800 -76.00% 78.93 96.62
Big 5 Sporting Goods Corporation (BGFV) 0.03 13000 NEW 17.38 14.20
GATX Corporation (GMT) 0.03 3700 NEW 61.62 43.97
New York Community Ban (NYB) 0.03 10300 NEW 15.92 0.00
ACCO Brands Corporation (ABD) 0.03 17100 NEW 13.04 0.00
Calpine Corporation (CPN) 0.03 16300 NEW 11.41 10.77
Financial Institutions (FISI) 0.03 5900 NEW 34.24 31.75
Texas Capital Bancshares (TCBI) 0.03 2900 NEW 78.28 80.05
American Axle & Manufact. Holdings (AXL) 0.03 11000 -38.00% 19.27 18.54
BGC Partners (BGCP) 0.03 20200 NEW 10.25 10.90
Northwest Pipe Company (NWPX) 0.03 13000 NEW 17.23 15.47
Daktronics (DAKT) 0.03 19700 NEW 10.71 9.15
EnPro Industries (NPO) 0.03 3000 NEW 67.33 64.63
A. Schulman (SHLM) 0.03 6600 NEW 33.48 31.10
Titan Machinery (TITN) 0.03 13700 NEW 14.60 13.48
TTM Technologies (TTMI) 0.03 14200 -66.00% 13.66 15.57
Belden (BDC) 0.03 2800 NEW 74.64 67.37
PAN AMERICAN SILVER CORP CAN Com 0.03 13200 +23.00% 15.08 0.00
Westmoreland Coal Company (WLB) 0.03 12600 NEW 17.70 14.37
Bob Evans Farms (BOBE) 0.03 3800 NEW 53.16 62.59
BT (BT) 0.03 9400 NEW 22.98 20.48
ICF International (ICFI) 0.03 4000 NEW 55.25 40.95
Sunopta Inc Com 0.03 30200 NEW 7.05 0.00
Hollysys Automation Technolo shs 0.03 11400 +11.00% 18.33 0.00
John B. Sanfilippo & Son (JBSS) 0.03 3200 -76.00% 70.31 70.29
First of Long Island Corporation (FLIC) 0.03 7700 NEW 28.57 26.50
Web (WWWW) 0.03 9500 NEW 21.16 24.72
Addus Homecare Corp 0.03 5700 NEW 35.09 0.00
China Lodging (HTHT) 0.03 4300 NEW 51.86 62.53
8x8 (EGHT) 0.03 15300 NEW 14.31 14.85
Embraer S A Adr adr 0.03 11600 NEW 19.22 0.00
Mitel Networks Corp 0.03 26500 -20.00% 6.79 0.00
Swift Transportation Company (SWFT) 0.03 8700 NEW 24.37 19.58
Willdan (WLDN) 0.03 9400 NEW 22.55 30.30
Bankrate, Inc 0.03 18500 NEW 11.03 0.00
Carbonite 0.03 10400 NEW 16.44 0.00
Xpo Logistics Inc equity 0.03 5200 NEW 43.08 0.00
Yrc Worldwide Inc Com par $.01 0.03 12400 -79.00% 13.31 0.00
Brightcove 0.03 22800 +47.00% 8.07 0.00
Regional Management 0.03 8100 NEW 26.30 0.00
Retail Properties Of America 0.03 11700 NEW 15.30 0.00
Meetme 0.03 36800 -5.00% 4.92 0.00
United Ins Hldgs 0.03 12900 NEW 15.12 0.00
Sibanye Gold 0.03 27900 NEW 7.06 0.00
Silver Spring Networks 0.03 17100 +28.00% 13.33 0.00
Blackhawk Network Hldgs Inc cl a 0.03 6000 NEW 37.67 0.00
Taylor Morrison Hom 0.03 10100 -22.00% 19.31 0.00
Ashford Hospitality Prime In 0.03 15700 NEW 13.63 0.00
Rubicon Proj 0.03 24400 -64.00% 7.42 0.00
Ocular Therapeutix 0.03 21200 +25.00% 8.35 0.00
Paratek Pharmaceuticals 0.03 11600 NEW 15.43 0.00
Juno Therapeutics 0.03 10500 NEW 18.86 0.00
Cellectis S A sponsored ads 0.03 12400 NEW 16.94 0.00
Bojangles 0.03 10800 18.61 0.00
Bwx Technologies 0.03 5200 39.62 0.00
Del Taco Restaurants 0.03 13700 NEW 14.09 0.00
Msg Network Inc cl a 0.03 9300 -51.00% 21.51 0.00
Quotient Technology 0.03 16700 NEW 10.78 0.00
Clearside Biomedical 0.03 22700 NEW 8.94 0.00
* Tivo Corp Com stock 0.03 10500 NEW 20.86 0.00
Donnelley R R & Sons Co when issued 0.03 11700 NEW 16.32 0.00
Agnc Invt Corp Com reit 0.03 10500 NEW 18.10 0.00
Huntington Bancshares Incorporated (HBAN) 0.02 11800 NEW 13.22 13.02
Radware Ltd ord 0.02 10400 NEW 14.62 0.00
iStar Financial (SFI) 0.02 12300 -74.00% 12.36 0.00
Avon Products (AVP) 0.02 20900 -73.00% 5.02 4.21
Office Depot (ODP) 0.02 24700 NEW 4.53 4.42
Southwestern Energy Company (SWN) 0.02 13400 NEW 10.82 7.70
Titan International (TWI) 0.02 10100 NEW 11.19 9.79
Cliffs Natural Resources (CLF) 0.02 16800 -49.00% 8.39 8.26
BioCryst Pharmaceuticals (BCRX) 0.02 17400 NEW 6.32 8.89
Harmonic (HLIT) 0.02 19700 NEW 5.03 5.80
Iconix Brand (ICON) 0.02 12100 NEW 9.34 7.08
Kronos Worldwide (KRO) 0.02 13000 NEW 11.92 15.61
Advanced Semiconductor Engineering (ASX) 0.02 24100 +38.00% 5.02 6.62
Banco Bradesco SA (BBD) 0.02 11600 -50.00% 8.71 10.18
Progenics Pharmaceuticals (PGNX) 0.02 13000 -80.00% 8.62 10.84
Quality Systems (QSII) 0.02 12000 NEW 13.17 15.10
Apollo Investment (AINV) 0.02 25100 NEW 5.86 6.17
Oclaro (OCLR) 0.02 12300 -59.00% 8.94 9.87
Sumitomo Mitsui Financial Grp (SMFG) 0.02 14200 -43.00% 7.61 7.49
Heritage Commerce (HTBK) 0.02 10100 NEW 14.46 13.46
Adecoagro S A 0.02 10200 NEW 10.39 0.00
SYNERGY PHARMACEUTICALS 0.02 19300 +64.00% 6.11 0.00
Emcore Corp Common Stock Npv 0.02 13500 NEW 8.67 0.00
Bazaarvoice 0.02 24700 -73.00% 4.86 0.00
Caesars Entertainment 0.02 16900 -30.00% 8.52 0.00
Tenet Healthcare Corporation stock 0.02 10000 NEW 14.80 0.00
Ja Solar Holdings Co Ltd spon adr rep5ord 0.02 21500 NEW 4.74 0.00
Tg Therapeutics 0.02 29500 NEW 4.64 0.00
Conatus Pharmaceuticals 0.02 29300 NEW 5.26 0.00
Trevena 0.02 23400 NEW 5.90 0.00
Akebia Therapeutics 0.02 11500 -33.00% 10.43 0.00
Hortonworks 0.02 13500 NEW 8.30 0.00
Workiva Inc equity us cm 0.02 10200 NEW 13.63 0.00
Seres Therapeutics 0.02 10800 NEW 9.91 0.00
Nomad Foods 0.02 11600 NEW 9.57 0.00
Baozun 0.02 11000 -74.00% 12.09 0.00
Grupo Supervielle S A 0.02 11800 NEW 13.14 0.00
AEGON N.V. (AEG) 0.01 14400 NEW 5.56 5.23
Dynex Capital (DX) 0.01 14200 NEW 6.83 6.83
Ashford Hospitality Trust (AHT) 0.01 10800 -83.00% 7.78 5.80
FelCor Lodging Trust Incorporated (FCH) 0.01 10300 -87.00% 8.06 7.42
ArcelorMittal (MT) 0.01 10600 -95.00% 7.26 8.26
McDermott International (MDR) 0.01 10000 NEW 7.40 6.29
Extreme Networks (EXTR) 0.01 19200 -43.00% 5.05 6.49
Kemet Corporation Cmn 0.01 10700 NEW 6.64 0.00
Zagg (ZAGG) 0.01 10400 NEW 7.12 6.45
Mitek Systems (MITK) 0.01 12900 NEW 6.12 6.30
Arcos Dorados Holdings, Inc. 0.01 17500 +6.00% 5.43 0.00
Pioneer Energy Services 0.01 12300 NEW 6.83 0.00
Grupo Fin Santander adr b 0.01 12000 NEW 7.17 0.00
Ep Energy 0.01 14000 -51.00% 6.57 0.00
Conformis 0.01 10000 NEW 8.10 0.00

Past 13F-HR SEC Filings for ELLINGTON MANAGEMENT