Ellington Management

Latest statistics and disclosures from Ellington Management's latest quarterly 13F-HR filing:

Companies in the Ellington Management portfolio as of March 2017 quarter

Company (Ticker) Portfolio Weight Share Count Change in Shares Price
PowerShares QQQ Trust, Series 1 (QQQQ) 76.75 1.70M NEW 1323.80
iShares iBoxx $ High Yid Corp Bond (HYG) 7.19 2.40M +4626% 87.78
SPDR S&P; 500 ETF (SPY) 1.30 162000 -57% 235.74
CSX Corporation (CSX) 0.61 384357 NEW 46.55
Ellington Financial Llc 0.56 1.04M 15.83
Candj Energy Svcs Inc New Com Added 0.49 424847 NEW 34.05
Financial Select Sector SPDR (XLF) 0.47 581100 NEW 23.73
United States Steel Corporation (X) 0.17 148700 NEW 33.81
Hertz Global Holdings 0.14 232500 +55% 17.54
Frontier Communications (FTR) 0.09 1.30M NEW 2.14
FirstEnergy (FE) 0.08 69900 NEW 31.82
Facebook Inc cl a 0.08 15600 NEW 142.05
Liberty Global Inc Com Ser A 0.07 58700 +159% 35.88
J.C. Penney Company (JCP) 0.06 274600 +607% 6.16
Kroger (KR) 0.06 59200 NEW 29.49
Occidental Petroleum Corporation (OXY) 0.06 25700 NEW 63.35
Tech Data Corporation (TECD) 0.06 19400 NEW 93.92
Mosaic Co New 0.06 57700 NEW 29.19
Cbre Group Inc Cl A 0.06 48300 NEW 34.78
Momo 0.06 48100 NEW 34.07
Weatherford Intl Ltd Note 5.875% 7/0 bond 0.06 273000 NEW 6.65
Lear Corporation (LEA) 0.05 9600 NEW 141.56
Affiliated Managers (AMG) 0.05 8500 +372% 163.88
Agrium Inc. 0.05 15600 NEW 95.58
PerkinElmer (PKI) 0.05 23700 NEW 58.06
Cemex SAB de CV (CX) 0.05 151900 -24% 9.07
ConocoPhillips (COP) 0.05 28800 +3% 49.86
Merck & Co (MRK) 0.05 23500 NEW 63.53
NCR Corporation (NCR) 0.05 32200 NEW 45.68
National Beverage (FIZZ) 0.05 17800 +143% 84.55
Louisiana-Pacific Corporation (LPX) 0.05 63500 NEW 24.82
Cirrus Logic (CRUS) 0.05 22700 +238% 60.70
Deckers Outdoor Corporation (DECK) 0.05 25700 NEW 59.73
Fortinet (FTNT) 0.05 39800 NEW 38.34
Opko Health (OPK) 0.05 176200 NEW 8.00
Pacific Ethanol 0.05 210000 +556% 6.85
Burlington Stores 0.05 15600 +168% 97.31
Chemours 0.05 41200 NEW 38.50
Under Armour Inc Cl C 0.05 78800 NEW 18.30
Progressive Corporation (PGR) 0.04 30600 +148% 39.18
Ameriprise Financial (AMP) 0.04 8600 NEW 129.65
Suntrust Banks Inc $1.00 Par Cmn 0.04 23600 NEW 55.30
Cabot Oil & Gas Corporation (COG) 0.04 51700 NEW 23.91
Devon Energy Corporation (DVN) 0.04 30500 +61% 41.70
IAC/InterActive (IACI) 0.04 14300 NEW 73.71
Walt Disney Company (DIS) 0.04 10500 NEW 113.43
AES Corporation (AES) 0.04 110200 NEW 11.18
Host Hotels & Resorts (HST) 0.04 69100 +70% 18.65
Gartner (IT) 0.04 10700 +167% 107.94
Pepsi (PEP) 0.04 11000 NEW 111.82
Schlumberger (SLB) 0.04 15600 NEW 78.08
Unilever N.V. (UN) 0.04 21200 -33% 49.67
Dr Pepper Snapple (DPS) 0.04 13300 NEW 97.89
Toro Company (TTC) 0.04 16500 NEW 62.48
NetEase (NTES) 0.04 3900 NEW 284.10
CONSOL Energy (CNX) 0.04 64500 +120% 16.78
Under Armour (UA) 0.04 60300 NEW 19.78
ArcelorMittal (MT) 0.04 149000 +1305% 8.35
iShares Russell 2000 Index (IWM) 0.04 9300 NEW 137.53
Jones Lang LaSalle Incorporated (JLL) 0.04 10100 +23% 111.49
W&T; Offshore (WTI) 0.04 400000 NEW 2.77
BHP Billiton (BHP) 0.04 34200 NEW 36.32
Cognex Corporation (CGNX) 0.04 14400 NEW 83.96
Vail Resorts (MTN) 0.04 5500 NEW 191.82
Nektar Therapeutics (NKTR) 0.04 49600 NEW 23.47
Associated Banc- (ASBC) 0.04 42100 NEW 24.39
Kimco Realty Corporation (KIM) 0.04 54000 NEW 22.09
Masimo Corporation (MASI) 0.04 13500 NEW 93.26
Vale (VALE.P) 0.04 144700 -31% 8.98
Thomson Reuters Corp 0.04 25300 NEW 43.24
Camden Property Trust (CPT) 0.04 13100 NEW 80.46
DuPont Fabros Technology (DFT) 0.04 22700 +152% 49.60
Valeant Pharmaceuticals Int (VRX) 0.04 101200 NEW 11.03
Motorola Solutions (MSI) 0.04 15300 NEW 86.21
Targa Res Corp 0.04 17500 NEW 59.89
Adecoagro S A 0.04 97300 +853% 11.46
Mgp Ingredients Inc Common Sto 0.04 22200 NEW 54.23
Realogy Hldgs 0.04 34600 -22% 29.80
Spirit Realty reit 0.04 114000 NEW 10.13
Anthem 0.04 6700 +131% 165.37
Equinix 0.04 2900 NEW 400.34
Tegna Inc Com stock 0.04 40900 NEW 25.62
Forest City Realty Trust Inc Class A 0.04 49200 -50% 21.79
Huntington Bancshares Incorporated (HBAN) 0.03 56800 +381% 13.40
CIT (CIT) 0.03 21800 NEW 42.94
Crown Holdings (CCK) 0.03 16400 NEW 52.93
NRG Energy (NRG) 0.03 43500 -60% 18.69
Owens Corning (OC) 0.03 13900 NEW 61.37
Taiwan Semiconductor Mfg (TSM) 0.03 22900 -15% 32.84
Aercap Holdings Nv Ord Cmn 0.03 21700 NEW 45.99
CME (CME) 0.03 7100 NEW 118.73
Total System Services (TSS) 0.03 15600 NEW 53.46
Tractor Supply Company (TSCO) 0.03 10900 +122% 68.99
Via (VIA.B) 0.03 16900 NEW 46.63
Great Plains Energy Incorporated (GXP) 0.03 27600 +38% 29.20
Franklin Resources (BEN) 0.03 18200 NEW 42.14
Harsco Corporation (HSC) 0.03 59200 +137% 12.75
Nucor Corporation (NUE) 0.03 13200 NEW 59.70
Adobe Systems Incorporated (ADBE) 0.03 6500 130.15
Automatic Data Processing (ADP) 0.03 7500 NEW 102.40
Boeing Company (BA) 0.03 4200 +20% 176.90
Nordstrom (JWN) 0.03 17900 NEW 46.59
C.R. Bard (BCR) 0.03 3700 +8% 248.65
Vulcan Materials Company (VMC) 0.03 7500 NEW 120.53
Analog Devices (ADI) 0.03 10200 NEW 81.96
Interpublic Group of Companies (IPG) 0.03 30000 +10% 24.57
Cadence Design Systems (CDNS) 0.03 27400 NEW 31.39
Crane (CR) 0.03 12900 +79% 74.81
Newfield Exploration (NFX) 0.03 26600 NEW 36.92
Williams-Sonoma (WSM) 0.03 14600 +5% 53.63
Computer Sciences Corporation (CSC) 0.03 10700 NEW 68.97
Telefonaktiebolaget LM Ericsson (ERIC) 0.03 154300 NEW 6.64
Parker-Hannifin Corporation (PH) 0.03 6300 NEW 160.32
Rio Tinto (RIO) 0.03 19000 NEW 40.68
Williams Companies (WMB) 0.03 26900 +6% 29.59
Manpower (MAN) 0.03 7300 NEW 102.60
Abercrombie & Fitch (ANF) 0.03 68100 NEW 11.92
Prestige Brands Holdings (PBH) 0.03 15300 NEW 55.56
Fifth Third Ban (FITB) 0.03 30100 NEW 25.42
Deluxe Corporation (DLX) 0.03 11100 NEW 72.16
Hershey Company (HSY) 0.03 8900 NEW 109.21
Sempra Energy (SRE) 0.03 8000 NEW 110.50
Oracle Corporation (ORCL) 0.03 16900 NEW 44.62
Amphenol Corporation (APH) 0.03 13900 NEW 71.15
ON Semiconductor (ONNN) 0.03 58600 NEW 15.49
Steel Dynamics (STLD) 0.03 22000 -13% 34.77
Zions Bancorporation (ZION) 0.03 23600 +129% 41.99
Alaska Air (ALK) 0.03 10900 +7% 92.20
Cliffs Natural Resources (CLF) 0.03 96000 +471% 8.21
Huntsman Corporation (HUN) 0.03 30000 -22% 24.53
Iridium Communications (IRDM) 0.03 91800 NEW 9.65
Korn/Ferry International (KFY) 0.03 26500 NEW 31.47
Companhia Brasileira de Distrib. (CBD) 0.03 42400 NEW 19.20
CenterPoint Energy (CNP) 0.03 37000 NEW 27.57
Grupo Financiero Galicia S.A. (GGAL) 0.03 19700 NEW 37.87
InterDigital (IDCC) 0.03 8700 NEW 86.32
IPG Photonics Corporation (IPGP) 0.03 8500 NEW 120.71
Ingersoll-rand Co Ltd-cl A 0.03 10900 +194% 81.28
Middleby Corporation (MIDD) 0.03 5400 NEW 136.48
EnPro Industries (NPO) 0.03 14400 +380% 71.18
British American Tobac (BTI) 0.03 13700 NEW 66.35
Lennox International (LII) 0.03 4900 NEW 167.35
MGM Resorts International. (MGM) 0.03 34300 NEW 27.41
Unilever (UL) 0.03 17700 -44% 49.32
Halozyme Therapeutics (HALO) 0.03 68400 NEW 12.95
OraSure Technologies (OSUR) 0.03 74300 +155% 12.93
Alexandria Real Estate Equities (ARE) 0.03 7300 NEW 110.55
YPF SA (YPF) 0.03 42200 NEW 24.29
Mednax (MD) 0.03 11100 NEW 69.37
Rayonier (RYN) 0.03 31000 NEW 28.35
Liberty Property Trust (LRY) 0.03 21700 NEW 38.57
Simon Property (SPG) 0.03 4300 NEW 172.09
Garmin Ltd. 0.03 18500 NEW 51.14
Genpact Limited shs 0.03 31000 NEW 24.77
SPECTRUM BRANDS Hldgs Inc 0.03 7100 +121% 139.01
Industries N shs - a - 0.03 9500 -12% 91.16
Prologis Inc. 0.03 15700 +20% 51.91
Ralph Lauren Corp 0.03 9600 NEW 81.67
Francescas Hldgs Corp Com 0.03 59700 NEW 15.34
Metropcs Communications 0.03 14000 NEW 64.57
Mallinckrodt Pub 0.03 18300 +15% 44.59
Taylor Morrison Hom 0.03 35500 +251% 21.32
Vodafone Group New Adr F 0.03 36200 NEW 26.44
Msa Safety Inc equity 0.03 13400 NEW 70.67
Voya Financial 0.03 25100 NEW 37.97
Moelis & Co 0.03 19900 NEW 38.49
Synchrony Financial 0.03 29300 -16% 34.30
Crown Castle Intl 0.03 9100 NEW 94.40
Ubs Group Ag 0.03 57600 -11% 15.95
Enova Intl 0.03 55100 +41% 14.85
Houlihan Lokey Inc cl a 0.03 24400 +130% 34.47
Hp 0.03 47000 NEW 17.87
Ferrari Nv Ord 0.03 12400 +93% 74.35
Triton International 0.03 32700 NEW 25.78
Life Storage Inc reit 0.03 12100 NEW 82.15
Dell Technologies Inc Class V equity 0.03 13300 NEW 64.06
Donnelley R R & Sons Co when issued 0.03 80000 +583% 12.11
Alcoa 0.03 23600 NEW 34.41
Athene Holding Ltd Cl A 0.03 19900 NEW 50.00
Wildhorse Resource Dev Corp Com Added 0.03 67800 NEW 12.43
Stewart Information Services Corporation (STC) 0.02 10600 NEW 44.15
Hasbro (HAS) 0.02 5900 NEW 99.83
Sociedad Quimica y Minera (SQM) 0.02 13000 +80% 34.38
Petroleo Brasileiro SA (PBR.A) 0.02 71500 -3% 9.22
CMS Energy Corporation (CMS) 0.02 10100 NEW 44.75
ANSYS (ANSS) 0.02 5900 NEW 106.95
Broadridge Financial Solutions (BR) 0.02 8200 NEW 67.93
Leucadia National (LUK) 0.02 26500 -31% 26.00
PNC Financial Services (PNC) 0.02 3900 NEW 120.26
SEI Investments Company (SEIC) 0.02 13600 +86% 50.44
Caterpillar (CAT) 0.02 5100 -99% 92.75
Exxon Mobil Corporation (XOM) 0.02 8800 NEW 82.05
Johnson & Johnson (JNJ) 0.02 4500 NEW 124.44
Vertex Pharmaceuticals Incorporated (VRTX) 0.02 4800 NEW 109.38
Martin Marietta Materials (MLM) 0.02 3000 NEW 218.33
Carter's (CRI) 0.02 7200 -42% 89.86
Cisco Systems (CSCO) 0.02 18000 NEW 33.78
Coach (COH) 0.02 17300 NEW 41.33
Hologic (HOLX) 0.02 10400 NEW 42.60
NetApp (NTAP) 0.02 16200 NEW 41.85
Public Storage (PSA) 0.02 3000 NEW 219.00
Sealed Air (SEE) 0.02 12200 NEW 43.61
Stanley Black & Decker (SWK) 0.02 4700 +30% 132.77
Wells Fargo & Company (WFC) 0.02 11300 NEW 55.66
Redwood Trust (RWT) 0.02 29400 NEW 16.60
Comerica Incorporated (CMA) 0.02 6600 NEW 68.64
Mid-America Apartment (MAA) 0.02 6700 NEW 101.79
Universal Corporation (UVV) 0.02 7000 NEW 70.71
United Rentals (URI) 0.02 5300 NEW 125.09
Everest Re Group Ltd. 0.02 2300 NEW 233.91
Equity Residential (EQR) 0.02 9100 -19% 62.20
Mohawk Industries (MHK) 0.02 2700 -27% 229.63
Universal Health Services (UHS) 0.02 4800 -32% 124.38
Plantronics (PLT) 0.02 13300 NEW 54.14
Tyson Foods (TSN) 0.02 10300 +30% 61.75
Synopsys (SNPS) 0.02 8700 -56% 72.18
Raytheon Company (RTN) 0.02 3500 NEW 152.57
Rockwell Collins (COL) 0.02 5400 NEW 97.22
CenturyLink (CTL) 0.02 21400 NEW 23.55
Aetna (AET) 0.02 5000 -20% 127.60
Air Products & Chemicals (APD) 0.02 4200 -49% 135.24
Anadarko Petroleum Corporation (APC) 0.02 10000 NEW 62.00
Apple (AAPL) 0.02 5000 NEW 143.60
Deere & Company (DE) 0.02 4100 -18% 108.78
Liberty Media (LINTA) 0.02 36300 NEW 20.03
Gap (GPS) 0.02 24600 +32% 24.31
Biogen Idec (BIIB) 0.02 2200 273.64
Freeport-McMoRan Copper & Gold (FCX) 0.02 49000 -24% 13.37
Dillard's (DDS) 0.02 11500 NEW 52.26
PG&E; Corporation (PCG) 0.02 10800 NEW 66.39
Starbucks Corporation (SBUX) 0.02 8700 NEW 58.39
Anheuser-Busch InBev NV (BUD) 0.02 4900 NEW 109.80
EOG Resources (EOG) 0.02 5100 NEW 97.65
Cohen & Steers (CNS) 0.02 17400 NEW 39.94
FactSet Research Systems (FDS) 0.02 3900 -30% 164.87
Encore Capital (ECPG) 0.02 15100 NEW 30.79
Big Lots (BIG) 0.02 13300 NEW 48.65
WABCO Holdings (WBC) 0.02 5500 NEW 117.45
HDFC Bank (HDB) 0.02 8300 NEW 75.18
Varian Medical Systems (VAR) 0.02 6200 91.13
Kaiser Aluminum (KALU) 0.02 6400 NEW 79.84
Gra (GGG) 0.02 6900 NEW 94.20
Investment Technology (ITG) 0.02 24500 +67% 20.24
Take-Two Interactive Software (TTWO) 0.02 9300 NEW 59.25
New Oriental Education & Tech (EDU) 0.02 8100 NEW 60.37
Quanta Services (PWR) 0.02 15500 NEW 37.10
Activision Blizzard (ATVI) 0.02 12200 NEW 49.84
Estee Lauder Companies (EL) 0.02 7000 NEW 84.86
Illumina (ILMN) 0.02 2800 NEW 170.71
BGC Partners (BGCP) 0.02 58700 +190% 11.36
Companhia de Saneamento Basi (SBS) 0.02 54200 +82% 10.41
Insight Enterprises (NSIT) 0.02 15500 NEW 41.10
Intevac (IVAC) 0.02 52300 NEW 12.50
Owens-Illinois (OI) 0.02 21800 NEW 20.37
ABIOMED (ABMD) 0.02 4300 NEW 125.12
EZ (EZPW) 0.02 78900 NEW 8.15
Oshkosh Corporation (OSK) 0.02 7100 -50% 68.59
Universal Display Corporation (PANL) 0.02 7000 NEW 86.14
Banco Bilbao Vizcaya Argentaria SA (BBVA) 0.02 73400 NEW 7.62
Cedar Shopping Centers (CDR) 0.02 126000 NEW 5.02
Celadon (CGI) 0.02 74600 NEW 6.55
Quest Diagnostics Incorporated (DGX) 0.02 7300 +25% 98.22
Forestar (FOR) 0.02 33100 -15% 13.66
Hill-Rom Holdings (HRC) 0.02 8500 NEW 70.59
Innophos Holdings (IPHS) 0.02 11900 NEW 53.95
Jabil Circuit (JBL) 0.02 16500 NEW 28.91
Medical Properties Trust (MPW) 0.02 36100 NEW 12.88
Raymond James Financial (RJF) 0.02 9200 +148% 76.30
Ramco-Gershenson Properties Trust (RPT) 0.02 35200 NEW 14.03
Rush Enterprises (RUSHA) 0.02 13500 NEW 33.11
A. Schulman (SHLM) 0.02 18400 +178% 31.47
Semtech Corporation (SMTC) 0.02 13600 NEW 33.82
Alexion Pharmaceuticals (ALXN) 0.02 5200 NEW 121.15
Belden (BDC) 0.02 6900 +146% 69.13
General Cable Corporation (BGC) 0.02 38300 NEW 17.94
BorgWarner (BWA) 0.02 11800 NEW 41.78
Greenhill & Co (GHL) 0.02 23800 NEW 29.29
Neurocrine Biosciences (NBIX) 0.02 11600 NEW 43.28
Provident Financial Services (PFS) 0.02 23500 NEW 25.83
Children's Place Retail Stores (PLCE) 0.02 5600 NEW 120.00
Vector (VGR) 0.02 32600 NEW 20.80
Alamo (ALG) 0.02 6200 NEW 76.13
A. O. Smith Corporation (AOS) 0.02 8600 NEW 51.16
Brookdale Senior Living (BKD) 0.02 33800 NEW 13.43
Merit Medical Systems (MMSI) 0.02 24300 NEW 28.89
Stoneridge (SRI) 0.02 26900 NEW 18.14
Sunopta Inc Com 0.02 86300 +185% 6.95
Albemarle Corporation (ALB) 0.02 4700 -48% 105.74
PC Mall (MALL) 0.02 16200 NEW 28.02
Nautilus (NLS) 0.02 29100 NEW 18.25
Providence Service Corporation (PRSC) 0.02 11100 NEW 44.41
Builders FirstSource (BLDR) 0.02 44700 NEW 14.90
Senior Housing Properties Trust (SNH) 0.02 27400 -63% 20.26
Taubman Centers (TCO) 0.02 10300 NEW 66.02
Cray (CRAY) 0.02 27400 NEW 21.90
ONEOK (OKE) 0.02 13000 NEW 55.46
Unisys Corporation (UIS) 0.02 37300 +34% 13.94
Cardiovascular Systems (CSII) 0.02 17500 NEW 28.29
Argan (AGX) 0.02 9000 +66% 66.11
Financial Engines (FNGN) 0.02 11000 NEW 43.55
O'reilly Automotive Inc 0.02 2600 NEW 270.00
TAL Education (XRS) 0.02 5100 NEW 106.67
Te Connectivity Ltd for 0.02 8800 NEW 74.55
Insperity Inc 0.02 5700 NEW 88.60
Magnachip Semiconductor Corp 0.02 58000 NEW 9.55
HCA HOLDINGS Inc 0.02 7200 NEW 89.03
Yandex Nv-a 0.02 20600 NEW 21.94
Pvh Corporation 0.02 6800 NEW 103.53
Carbonite 0.02 33400 +221% 20.30
Xpo Logistics Inc equity 0.02 13000 +150% 47.92
American Tower Reit 0.02 5600 +24% 121.61
Delphi Automotive Plc shs 0.02 8100 +5% 80.49
Laredo Petroleum Holdings 0.02 30800 NEW 14.61
Allison Transmission Hldngs I 0.02 12300 NEW 36.10
Renewable Energy 0.02 47200 -25% 10.44
Phillips 66 0.02 6400 NEW 79.22
Blucora 0.02 35100 NEW 17.29
Allegion Plc equity 0.02 9000 NEW 75.67
Gaming & Leisure Pptys 0.02 20700 NEW 33.43
Ashford Hospitality Prime In 0.02 61000 +288% 10.61
Commscope Hldg 0.02 11600 -60% 41.72
Nmi Hldgs Inc cl a 0.02 39500 +5% 11.39
Ladder Capital Corp Class A 0.02 40200 NEW 14.43
Jd 0.02 21700 NEW 31.11
Caretrust Reit 0.02 32800 NEW 16.83
Cdk Global Inc equities 0.02 8800 NEW 65.00
Fiat Chrysler Auto 0.02 45800 NEW 10.94
Lamar Advertising Co-a 0.02 6300 NEW 74.76
Orbital Atk 0.02 4800 NEW 97.92
Aerojet Rocketdy 0.02 30400 NEW 21.71
Bwx Technologies 0.02 13600 +161% 47.57
Alarm Com Hldgs 0.02 16600 NEW 30.72
Viavi Solutions Inc equities 0.02 43800 +26% 10.73
Pjt Partners 0.02 14000 NEW 35.07
Madison Square Garden Cl A 0.02 2300 NEW 199.57
Match 0.02 30400 NEW 16.32
Pure Storage Inc - Class A 0.02 61808 NEW 9.84
Colony Starwood Homes 0.02 19000 NEW 33.95
Dentsply Sirona 0.02 7900 +9% 62.41
Cotiviti Hldgs Inc Com stock 0.02 11300 NEW 41.59
Gms Inc Com stock 0.02 18683 NEW 35.06
Fortive 0.02 7800 NEW 60.26
Ihs Markit Ltd Shs stock 0.02 13500 NEW 41.93
Grupo Supervielle S A 0.02 29700 +151% 17.00
* Firstcash Inc Com stock 0.02 14000 NEW 49.14
* Tivo Corp Com stock 0.02 38100 +262% 18.74
Elf Beauty 0.02 17000 NEW 28.82
Centennial Resource Developmen cs 0.02 37974 NEW 18.22
Hilton Worldwide Holdings 0.02 9500 -85% 58.42
Coupa Software 0.02 26800 NEW 25.41
Zto Express Cayman Inc sponsored adr added 0.02 48900 NEW 13.09
Compass Minerals International (CMP) 0.01 3000 NEW 68.00
PHH Corporation (PHH) 0.01 14500 NEW 12.76
China Petroleum & Chemical (SNP) 0.01 3600 -2% 81.39
Grupo Televisa, S.A. (TV) 0.01 15300 NEW 25.95
BHP Billiton (BBL) 0.01 7600 -65% 31.18
LG Display (LPL) 0.01 15500 NEW 13.61
Microsoft Corporation (MSFT) 0.01 3300 -76% 65.76
Radware Ltd ord 0.01 12100 +16% 16.20
iStar Financial (SFI) 0.01 12900 +4% 11.78
First Financial Ban (FFBC) 0.01 8800 NEW 27.50
Signature Bank (SBNY) 0.01 2600 -48% 148.46
Two Harbors Investment (TWO) 0.01 26800 NEW 9.59
MGIC Investment (MTG) 0.01 15300 -64% 10.13
Dick's Sporting Goods (DKS) 0.01 6900 NEW 48.70
Seattle Genetics (SGEN) 0.01 3400 NEW 62.94
Abbott Laboratories (ABT) 0.01 9000 NEW 44.44
Baxter International (BAX) 0.01 7700 NEW 51.82
Incyte Corporation (INCY) 0.01 2800 NEW 133.57
Eli Lilly & Co. (LLY) 0.01 4400 NEW 84.09
Cullen/Frost Bankers (CFR) 0.01 3500 NEW 88.86
Cummins (CMI) 0.01 2200 NEW 151.36
Federated Investors (FII) 0.01 14800 NEW 26.35
IDEXX Laboratories (IDXX) 0.01 1700 -15% 154.71
Ryder System (R) 0.01 5400 NEW 75.37
Avery Dennison Corporation (AVY) 0.01 4800 NEW 80.62
Granite Construction (GVA) 0.01 4500 NEW 50.22
Electronic Arts (ERTS) 0.01 2500 NEW 89.60
Cabot Corporation (CBT) 0.01 4100 NEW 60.00
Charles River Laboratories (CRL) 0.01 4200 NEW 90.00
Commercial Metals Company (CMC) 0.01 19400 NEW 19.12
Newell Rubbermaid (NWL) 0.01 5900 NEW 47.12
Avid Technology (AVID) 0.01 61600 NEW 4.66
DaVita (DVA) 0.01 6300 NEW 67.94
International Flavors & Fragrances (IFF) 0.01 2100 NEW 132.38
Cooper Companies (COO) 0.01 1800 NEW 200.00
Vishay Intertechnology (VSH) 0.01 14700 -4% 16.46
Masco Corporation (MAS) 0.01 6800 -59% 33.97
Photronics (PLAB) 0.01 14100 NEW 10.71
Progress Software Corporation (PRGS) 0.01 12400 NEW 29.03
Lockheed Martin Corporation (LMT) 0.01 1600 NEW 267.50
Amgen (AMGN) 0.01 2000 NEW 164.00
Credit Suisse Group AG (CS) 0.01 14800 -76% 14.86
DISH Network (DISH) 0.01 6916 NEW 63.48
John Wiley & Sons (JW.A) 0.01 4400 NEW 53.86
KT Corporation (KT) 0.01 13700 NEW 16.86
Staples (SPLS) 0.01 29900 -74% 8.76
Gilead Sciences (GILD) 0.01 4500 -28% 68.00
Shire (SHPGY) 0.01 2100 NEW 174.29
MBIA (MBI) 0.01 17700 -34% 8.47
Marriott International (MAR) 0.01 2200 NEW 94.09
Hospitality Properties Trust (HPT) 0.01 7000 -50% 31.57
Greenlight Capital Re Ltd cl a 0.01 16800 NEW 22.08
HFF (HF) 0.01 12700 NEW 27.64
CoStar (CSGP) 0.01 1900 -73% 207.37
Arch Capital Group Ltd 0.01 3600 -51% 94.72
Pampa Energia S.A. (PAM) 0.01 4300 NEW 54.19
Bank of the Ozarks (OZRK) 0.01 5700 -71% 51.93
Nelnet (NNI) 0.01 4700 NEW 43.83
Meredith Corporation (MDP) 0.01 3200 NEW 64.69
Gray Television (GTN) 0.01 14700 -43% 14.49
Avis Budget (CAR) 0.01 10650 NEW 29.58
Amkor Technology (AMKR) 0.01 34200 NEW 11.58
Darling International (DAR) 0.01 12100 NEW 14.55
Barnes & Noble (BKS) 0.01 47400 NEW 9.24
Silgan Holdings (SLGN) 0.01 5600 NEW 59.29
Grupo Aeroportuario del Sureste (ASR) 0.01 1200 -42% 173.33
Amtrust Financial Services (AFSI) 0.01 17200 NEW 18.49
Brooks Automation (BRKS) 0.01 14200 NEW 22.39
Dycom Industries (DY) 0.01 3000 NEW 93.00
Meritage Homes Corporation (MTH) 0.01 8200 NEW 36.83
RPC (RES) 0.01 15400 NEW 18.31
Rudolph Technologies (RTEC) 0.01 18200 +65% 22.42
Sanderson Farms (SAFM) 0.01 4200 +2% 103.81
Seagate Technology Com Stk 0.01 6700 -70% 45.97
AngioDynamics (ANGO) 0.01 12100 NEW 17.36
Banco Santander-Chile (SAN) 0.01 8400 NEW 25.12
EnerSys (ENS) 0.01 3000 NEW 79.00
Flextronics International Ltd Com Stk 0.01 23400 NEW 16.79
Lam Research Corporation (LRCX) 0.01 1700 -67% 128.24
Pennsylvania R.E.I.T. (PEI) 0.01 17100 NEW 15.15
Perficient (PRFT) 0.01 19800 NEW 17.37
Reliance Steel & Aluminum (RS) 0.01 4900 NEW 80.00
Synaptics, Incorporated (SYNA) 0.01 5200 NEW 49.42
Align Technology (ALGN) 0.01 2200 -81% 114.55
Air Transport Services (ATSG) 0.01 11600 NEW 16.03
Armstrong World Industries (AWI) 0.01 5600 NEW 46.07
BBVA Banco Frances S.A. (BFR) 0.01 13100 NEW 18.40
Brady Corporation (BRC) 0.01 6000 NEW 38.67
Cabot Microelectronics Corporation (CCMP) 0.01 3100 NEW 76.45
Consolidated Communications Holdings (CNSL) 0.01 15600 NEW 23.40
Columbia Sportswear Company (COLM) 0.01 6000 NEW 58.83
Carrizo Oil & Gas (CRZO) 0.01 7600 NEW 28.68
Cooper Tire & Rubber Company (CTB) 0.01 7400 NEW 44.32
Bottomline Technologies (EPAY) 0.01 17600 NEW 23.64
Energy Recovery (ERII) 0.01 18700 NEW 8.34
Exelixis (EXEL) 0.01 18400 NEW 21.68
Infinity Property and Casualty (IPCC) 0.01 2800 NEW 95.36
MarketAxess Holdings (MKTX) 0.01 1900 NEW 187.37
Plexus (PLXS) 0.01 5200 NEW 57.88
Raven Industries (RAVN) 0.01 7600 NEW 29.08
Synchronoss Technologies (SNCR) 0.01 8900 NEW 24.38
Terex Corporation (TEX) 0.01 11600 NEW 31.38
TTM Technologies (TTMI) 0.01 26400 +85% 16.14
Ternium S.A. (TX) 0.01 8300 NEW 26.14
West Pharmaceutical Services (WST) 0.01 4600 NEW 81.52
Wintrust Financial Corporation (WTFC) 0.01 6100 NEW 69.18
AEGEAN MARINE PETROLEUM Networ Com Stk 0.01 27200 NEW 12.06
Credicorp Ltd Com 0.01 1900 -75% 163.16
China Uni (CHU) 0.01 19300 -27% 13.47
KLA-Tencor Corporation (KLAC) 0.01 3600 NEW 95.00
Myriad Genetics (MYGN) 0.01 13100 NEW 19.24
Ocwen Financial Corporation (OCN) 0.01 34700 NEW 5.48
Texas Roadhouse (TXRH) 0.01 4700 NEW 44.47
Astec Industries (ASTE) 0.01 6700 +24% 61.49
Bob Evans Farms (BOBE) 0.01 4300 +13% 64.88
Bancolombia S.A. (CIB) 0.01 6100 NEW 39.84
DXP Enterprises (DXPE) 0.01 8000 NEW 37.88
Equity Lifestyle Properties (ELS) 0.01 4900 -9% 77.14
Comfort Systems USA (FIX) 0.01 6300 NEW 36.67
IBERIABANK Corporation (IBKC) 0.01 2600 NEW 79.23
Inter Parfums (IPAR) 0.01 11700 NEW 36.58
McCormick & Company, Incorporated (MKC) 0.01 4500 -51% 97.56
Otter Tail Corporation (OTTR) 0.01 9200 NEW 37.93
Sasol (SSL) 0.01 8100 NEW 29.38
VMware (VMW) 0.01 2300 -69% 92.17
Zumiez (ZUMZ) 0.01 17500 NEW 18.29
Enersis S.A. (ENI) 0.01 37600 -6% 10.40
Flotek Industries (FTK) 0.01 12700 NEW 12.76
Hackett (HCKT) 0.01 19300 NEW 19.48
Insteel Industries (IIIN) 0.01 8900 NEW 36.18
Silicon Motion Technology (SIMO) 0.01 5100 -35% 46.67
Trimas Corporation (TRS) 0.01 14800 NEW 20.74
Erie Indemnity Company (ERIE) 0.01 3400 +17% 122.65
Potlatch Corporation (PCH) 0.01 7600 NEW 45.66
Rex American Resources (REX) 0.01 3400 NEW 90.59
Extreme Networks (EXTR) 0.01 46800 +143% 7.50
Grupo Aeroportuario del Centro Nort (OMAB) 0.01 4700 NEW 43.19
AXT (AXTI) 0.01 34100 NEW 5.81
WSFS Financial Corporation (WSFS) 0.01 9400 NEW 45.96
ePlus (PLUS) 0.01 1900 NEW 135.26
Ultra Clean Holdings (UCTT) 0.01 20700 NEW 16.86
Unit Corporation (UNT) 0.01 12400 NEW 24.19
CBL & Associates Properties (CBL) 0.01 18100 NEW 9.56
Oclaro (OCLR) 0.01 37200 +202% 9.81
Insulet Corporation (PODD) 0.01 5500 NEW 43.09
National CineMedia (NCMI) 0.01 25600 NEW 12.62
Pixelworks (PXLW) 0.01 39669 NEW 4.66
Spectrum Pharmaceuticals (SPPI) 0.01 28500 NEW 6.49
Generac Holdings (GNRC) 0.01 6000 NEW 37.33
Silicom Ltd. 0.01 5600 NEW 49.64
Green Dot Corporation (GDOT) 0.01 7400 NEW 33.38
Six Flags Entertainment (SIX) 0.01 7200 NEW 59.44
Alpha & Omega Semiconductor shs 0.01 12000 NEW 17.17
Quad/Graphics (QUAD) 0.01 10400 NEW 25.19
Sabra Health Care REIT (SBRA) 0.01 11300 NEW 27.96
Tower International (TOWR) 0.01 14300 NEW 27.13
Maiden Holdings Ltd shs 0.01 11600 NEW 13.97
Mitel Networks Corp 0.01 40400 +52% 6.93
Supreme Industries (STS) 0.01 14600 NEW 20.27
Walker & Dunlop (WD) 0.01 5000 NEW 41.60
Visteon Corporation (VC) 0.01 2300 NEW 97.83
CECO Environmental (CECE) 0.01 38500 NEW 10.52
Willdan (WLDN) 0.01 10300 +9% 32.23
Cooper Standard Holdings Inc 0.01 2000 NEW 111.00
Materion Corporation 0.01 12800 NEW 33.52
Bankunited Inc Com 0.01 5700 NEW 37.37
Citigroup Inc 0.01 5900 NEW 59.83
Kosmos Energy Ltd 0.01 38000 -7% 6.66
Boingo Wireless Inc 0.01 21400 NEW 12.99
Bankrate, Inc 0.01 16900 -8% 9.64
Expedia 0.01 2700 NEW 126.30
Yrc Worldwide Inc Com par $.01 0.01 18500 +49% 11.03
Sunpower 0.01 46100 NEW 6.10
Imperva 0.01 4900 -22% 41.02
Newlink Genetics Corporation 0.01 9200 NEW 24.13
Sanchez Energy Corp C ommon stocks 0.01 32900 NEW 9.54
Matador Resources 0.01 9000 NEW 23.78
Nationstar Mortgage 0.01 12500 NEW 15.76
Epam Systems 0.01 5500 NEW 75.45
Caesar Stone Sdot Yam 0.01 8000 NEW 36.25
Ensco Plc Shs Class A 0.01 26700 NEW 8.95
Lpl Financial Holdings 0.01 6845 NEW 39.88
Meetme 0.01 38200 +3% 5.89
Tillys 0.01 21900 9.04
Customers Ban 0.01 7200 NEW 31.53
Five Below 0.01 5900 NEW 43.39
Bloomin Brands 0.01 11400 NEW 19.74
Grupo Fin Santander adr b 0.01 48200 +301% 9.02
DYNEGY INC Common stock 0.01 19600 NEW 7.86
Abbvie 0.01 3900 NEW 65.13
Intercept Pharmaceuticals In 0.01 2600 NEW 113.08
Tri Pointe Homes 0.01 23700 NEW 12.53
Epizyme 0.01 10500 NEW 17.14
Liberty Global Inc C 0.01 7100 NEW 35.07
Ambac Finl 0.01 18000 NEW 18.83
Qiwi 0.01 12400 NEW 17.18
News Corp Class B cos 0.01 26100 NEW 13.49
Blackhawk Network Hldgs Inc cl a 0.01 7000 +16% 40.57
Therapeuticsmd 0.01 41700 -37% 7.19
Ply Gem Holdings 0.01 16400 NEW 19.70
Dean Foods Company 0.01 14100 NEW 19.65
Intrexon 0.01 15800 NEW 19.81
Fox Factory Hldg 0.01 7100 NEW 28.73
Conatus Pharmaceuticals 0.01 25600 -12% 5.78
Sterling Bancorp/de 0.01 8700 NEW 23.68
Advaxis 0.01 38800 NEW 8.17
Qts Realty Trust Inc stock 0.01 6400 NEW 48.75
Avianca Holdings Sa 0.01 39662 +33% 7.72
Navigator Holdings Ltd Com Stk 0.01 22100 NEW 13.76
Par Petroleum 0.01 11400 NEW 16.49
Retrophin 0.01 12200 NEW 18.44
Knowles 0.01 13500 NEW 18.96
Kate Spade & Co 0.01 9500 NEW 23.26
Heron Therapeutics 0.01 10400 NEW 15.00
Gtt Communications 0.01 17600 NEW 24.38
Concert Pharmaceuticals I equity 0.01 19000 NEW 17.05
Varonis Sys 0.01 6900 NEW 31.74
National Gen Hldgs 0.01 16900 NEW 23.79
Revance Therapeutics 0.01 16400 NEW 20.79
Intra Cellular Therapies 0.01 15000 -17% 16.27
Arcbest 0.01 8300 NEW 26.02
Rayonier Advanced Matls 0.01 24300 NEW 13.46
Time 0.01 16400 NEW 19.33
Fnf 0.01 8000 NEW 39.00
Kite Rlty Group Tr 0.01 11100 NEW 21.53
Veritiv Corp - When Issued 0.01 4800 NEW 51.88
Intersect Ent 0.01 10300 NEW 17.18
Education Rlty Tr New ret 0.01 5700 NEW 40.88
Calithera Biosciences 0.01 20900 NEW 11.53
Boot Barn Hldgs 0.01 27600 NEW 9.89
Axalta Coating Sys 0.01 12000 -47% 32.17
Atara Biotherapeutics 0.01 10700 NEW 20.56
Pra Health Sciences 0.01 5100 NEW 65.29
Beneficial Ban 0.01 10100 NEW 16.04
Box Inc cl a 0.01 14400 NEW 16.32
Easterly Government Properti reit 0.01 11100 NEW 19.82
Gannett Inc Com stock 0.01 41400 NEW 8.38
Topbuild 0.01 5400 NEW 47.04
Essendant 0.01 23500 +27% 15.15
Fairmount Santrol Holdings 0.01 34300 NEW 7.32
Tier Reit 0.01 11500 NEW 17.39
Everi Hldgs 0.01 55300 NEW 4.79
Ollies Bargain Outlt Hldgs I 0.01 7900 NEW 33.54
Quotient Technology 0.01 39900 +138% 9.55
Novocure Ltd ord shs 0.01 26400 NEW 8.11
Advanced Accelerat spon ads each rep 2 ord shs 0.01 5400 NEW 39.81
Bmc Stk Hldgs Inc Com Added 0.01 9500 NEW 22.63
Tailored Brands 0.01 17600 -21% 14.94
Editas Medicine 0.01 13600 NEW 22.35
Pinnacle Entertainment 0.01 18500 NEW 19.51
Liberty Media Corp Delaware Com A Siriusxm 0.01 5300 NEW 38.87
Siteone Landscape Supply Inc Com stock 0.01 4300 NEW 48.37
Integer Hldgs 0.01 8600 NEW 40.23
Golden Ocean Group Ltd -common stock 0.01 23300 NEW 7.64
Ashland 0.01 3500 -47% 123.71
Advansix Inc Com stock 0.01 10900 NEW 27.34
Airgain 0.01 10400 NEW 15.19
Halcon Res 0.01 55700 NEW 7.70
Bank Of Nt Butterfield&son L shs 0.01 10500 +10% 31.90
Agnc Invt Corp Com reit 0.01 10600 19.91
Hostess Brands 0.01 10300 -46% 15.83
Adient 0.01 3700 NEW 72.70
Arch Coal Inc cl a 0.01 3600 NEW 68.89
Trivago N V spon ads a shs 0.01 14900 NEW 13.02
Tivity Health 0.01 8000 NEW 29.12
Aquaventure Holdings 0.01 18700 NEW 17.06
Himax Technologies (HIMX) 0.00 11200 NEW 9.11
Avon Products (AVP) 0.00 25900 +23% 4.40
Tuesday Morning Corporation (TUES) 0.00 15700 NEW 3.76
Office Depot (ODP) 0.00 25900 +4% 4.67
Kindred Healthcare (KND) 0.00 14700 NEW 8.37
Newpark Resources (NR) 0.00 11100 NEW 8.11
Coeur d'Alene Mines Corporation (CDE) 0.00 14700 NEW 8.10
Sangamo Biosciences (SGMO) 0.00 13700 NEW 5.18
ShoreTel (SHOR) 0.00 22500 NEW 6.13
Investors Real Estate Trust (IRET) 0.00 10900 NEW 5.96
McDermott International (MDR) 0.00 11100 +11% 6.76
Express (EXPR) 0.00 14900 NEW 9.13
Sucampo Pharmaceuticals (SCMP) 0.00 12400 NEW 10.97
shares First Bancorp P R 0.00 25400 NEW 5.67
Neophotonics Corp 0.00 12300 NEW 9.02
Radiant Logistics Inc 0.00 17100 NEW 5.03
Groupon 0.00 21000 NEW 3.95
SYNERGY PHARMACEUTICALS 0.00 11100 -42% 4.68
Sibanye Gold 0.00 14100 -49% 8.79
Eros International 0.00 11200 NEW 10.27
A10 Networks 0.00 11700 NEW 9.15
Sportsmans Whse Hldgs 0.00 21500 NEW 4.79
Mobileiron 0.00 11900 NEW 4.37
Ocular Therapeutix 0.00 12200 -42% 9.26
Foamix Pharmaceuticals Ltd shs 0.00 24700 NEW 4.94
Babcock & Wilcox Enterprises, 0.00 10100 NEW 9.31
Seres Therapeutics 0.00 10600 11.23
Ooma 0.00 12800 NEW 9.92
Teligent 0.00 18200 NEW 7.80
Overseas Shipholding Group I Cl A New stock 0.00 24500 NEW 3.88
Daseke 0.00 10200 NEW 10.10

Past 13F-HR SEC Filings by Ellington Management

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