Ellington Management

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

ELLINGTON MANAGEMENT portfolio companies for September 2016 quarter

Company (Ticker) Portfolio Weight Share Count Price Last Trade
Ellington Financial 4.49 978613 16.67 0.00
SPDR S&P; 500 ETF (SPY) 1.77 29725 NEW 216.32 205.25
ConAgra Foods (CAG) 0.94 72700 +1175.00% 47.11 33.68
Molson Coors Brewing Company (TAP) 0.56 18400 NEW 109.78 73.49
Henry Schein (HSIC) 0.56 12400 NEW 162.98 136.50
Fifth Third Ban (FITB) 0.55 97600 NEW 20.46 19.04
Pvh Corporation 0.55 18200 NEW 110.49 0.00
NRG Energy (NRG) 0.51 164000 NEW 11.21 23.45
Leucadia National (LUK) 0.49 93300 NEW 19.04 23.15
Baker Hughes Incorporated (BHI) 0.49 35400 NEW 50.48 59.73
SCANA Corporation (SCG) 0.49 24600 NEW 72.36 52.58
Hp 0.49 114200 +159.00% 15.53 0.00
Mattel (MAT) 0.48 57100 NEW 30.28 24.73
Accenture 0.47 13900 NEW 122.16 0.00
Copart (CPRT) 0.46 31300 NEW 53.55 36.58
MercadoLibre (MELI) 0.45 8900 NEW 184.94 124.22
Hldgs 0.45 31400 NEW 52.48 0.00
Kohl's Corporation (KSS) 0.43 35900 NEW 43.76 73.72
Cabot Oil & Gas Corporation (COG) 0.41 57300 NEW 25.79 27.30
Anadarko Petroleum Corporation (APC) 0.41 23400 NEW 63.38 79.89
D.R. Horton (DHI) 0.41 49500 +410.00% 30.20 25.87
Finish Line (FINL) 0.41 65100 +191.00% 23.09 24.26
Paypal Holdings 0.41 36100 NEW 40.97 0.00
QUALCOMM (QCOM) 0.40 21000 NEW 68.52 71.27
Marriott International (MAR) 0.40 21400 +409.00% 67.34 81.60
Pool Corporation (POOL) 0.40 15500 NEW 94.52 67.65
Finisar Corporation (FNSR) 0.40 48800 NEW 29.80 21.81
Sun Communities (SUI) 0.40 18600 NEW 78.49 66.79
LKQ Corporation (LKQX) 0.39 39800 +373.00% 35.45 0.00
Ross Stores (ROST) 0.39 22200 NEW 64.28 105.22
Crown Holdings (CCK) 0.38 24300 NEW 57.08 50.20
F5 Networks (FFIV) 0.38 11100 NEW 124.68 112.86
Calatlantic 0.38 41700 NEW 33.43 0.00
International Flavors & Fragrances (IFF) 0.37 9400 NEW 142.98 117.32
ArcelorMittal (MT) 0.37 223200 +346.00% 6.04 10.31
Nabors Industries Ltd shs 0.37 110700 +437.00% 12.16 0.00
Consolidated Edison (ED) 0.36 17500 NEW 75.31 59.90
Tiffany & Co. (TIF) 0.36 17900 NEW 72.63 83.92
Las Vegas Sands (LVS) 0.36 22800 NEW 57.54 52.42
Thor Industries (THO) 0.36 15400 +340.00% 84.68 60.64
FleetCor Technologies (FLT) 0.36 7500 +435.00% 173.73 149.57
AGCO Corporation (AGCO) 0.35 26000 NEW 49.31 47.82
Barclays (BCS) 0.35 145700 NEW 8.69 15.15
Johnson Controls International Plc equity 0.35 27404 NEW 46.53 0.00
Principal Financial (PFG) 0.34 23600 +286.00% 51.53 49.56
InnerWorkings (INWK) 0.34 131500 NEW 9.42 6.26
Valero Energy Corporation (VLO) 0.33 22600 NEW 53.01 56.99
Wabtec Corporation (WAB) 0.33 14600 NEW 81.64 91.75
International Game Technology 0.33 49500 +292.00% 24.38 0.00
Progressive Corporation (PGR) 0.32 37200 NEW 31.51 26.15
Coach (COH) 0.32 31600 NEW 36.55 40.63
Texas Instruments Incorporated (TXN) 0.32 16800 NEW 70.18 57.48
Gap (GPS) 0.32 52100 NEW 22.25 41.01
Sina Corporation 0.32 15500 NEW 73.81 0.00
British American Tobac (BTI) 0.32 9000 NEW 127.67 108.89
Fiat Chrysler Auto 0.32 183900 NEW 6.40 0.00
Universal Health Services (UHS) 0.31 9100 NEW 123.19 113.94
VCA Antech (WOOF) 0.31 15900 NEW 70.00 52.20
Vale (VALE.P) 0.31 239300 NEW 4.71 0.00
SYNNEX Corporation (SNX) 0.30 9600 NEW 114.06 73.25
Cummins (CMI) 0.29 8300 NEW 128.19 137.75
Sanderson Farms (SAFM) 0.29 11000 +292.00% 96.36 78.54
Zoetis Inc Cl A 0.29 20200 NEW 52.03 0.00
Melco Crown Entertainment (MPEL) 0.28 62900 NEW 16.10 21.14
Brookfield Asset Management (BAM.A) 0.28 28500 NEW 35.19 0.00
Harman International Industries Inc./DE/ (HAR) 0.28 12100 NEW 84.46 131.40
NetEase (NTES) 0.28 4200 NEW 240.71 98.14
Acuity Brands (AYI) 0.28 3800 NEW 264.47 159.34
Box Inc cl a 0.28 64200 NEW 15.76 0.00
Blue Buffalo Pet Prods 0.28 42900 NEW 23.75 0.00
Ihs Markit Ltd Shs stock 0.28 27300 NEW 37.55 0.00
Reynolds American (RAI) 0.27 21000 NEW 47.14 70.03
Trimble Navigation (TRMB) 0.27 34000 NEW 28.56 25.75
Nordstrom (JWN) 0.27 18600 NEW 51.88 79.23
C.R. Bard (BCR) 0.27 4400 NEW 224.32 166.60
Diageo (DEO) 0.27 8300 NEW 116.02 110.91
EOG Resources (EOG) 0.27 10100 NEW 96.73 86.44
MSCI (MSCI) 0.27 11700 NEW 83.93 55.39
PPL Corporation (PPL) 0.27 28500 NEW 34.56 31.37
SBA Communications Corporation (SBAC) 0.27 8900 NEW 112.13 120.39
Tech Data Corporation (TECD) 0.27 11700 NEW 84.70 56.70
Nimble Storage 0.27 112800 NEW 8.83 0.00
Rio Tinto (RIO) 0.26 28100 NEW 33.42 42.40
Energen Corporation (EGN) 0.26 16500 NEW 57.70 62.96
Validus Holdings 0.26 19300 NEW 49.84 0.00
Ambarella Inc shs 0.26 12600 NEW 73.57 0.00
Eversource Energy 0.26 17700 NEW 54.18 0.00
Maxim Integrated Products (MXIM) 0.25 22900 NEW 39.91 35.28
Gentex Corporation (GNTX) 0.25 50900 NEW 17.56 17.45
Scotts Miracle-Gro Company (SMG) 0.25 10900 NEW 83.30 68.34
Prudential Financial (PRU) 0.24 10500 +275.00% 81.62 80.31
HMS Holdings (HMSY) 0.24 39700 NEW 22.17 16.67
United Therapeutics Corporation (UTHR) 0.24 7400 NEW 118.11 161.87
Sarepta Therapeutics 0.24 14100 NEW 61.42 0.00
Apple Hospitality Reit 0.24 46400 NEW 18.51 0.00
Evolent Health 0.24 34800 NEW 24.63 0.00
Signature Bank (SBNY) 0.23 7200 +213.00% 118.47 124.56
Apache Corporation (APA) 0.23 13200 NEW 63.86 60.29
Curtiss-Wright (CW) 0.23 9000 NEW 91.11 71.17
Rent-A-Center (RCII) 0.23 66900 +59.00% 12.65 26.85
Yum! Brands (YUM) 0.23 9000 NEW 90.78 77.05
Encana 0.23 78200 NEW 10.47 0.00
Alleghany Corporation (Y) 0.23 1600 NEW 525.00 460.40
Lennox International (LII) 0.23 5400 NEW 157.04 107.33
Nice Systems (NICE) 0.23 12200 NEW 66.97 59.46
Ellie Mae 0.23 8100 NEW 105.31 0.00
Premier 0.23 26300 NEW 32.36 0.00
Bio-techne Corporation 0.23 7500 NEW 109.47 0.00
Tailored Brands 0.23 53800 +145.00% 15.71 0.00
CME (CME) 0.22 7800 NEW 104.49 95.64
Eli Lilly & Co. (LLY) 0.22 10100 NEW 80.30 68.81
Masco Corporation (MAS) 0.22 22900 NEW 34.32 25.99
USG Corporation (USG) 0.22 31000 NEW 25.84 27.52
Fiserv (FISV) 0.22 8100 NEW 99.51 77.15
PACCAR (PCAR) 0.22 13800 NEW 58.77 60.73
Amtrust Financial Services (AFSI) 0.22 29700 NEW 26.84 55.19
Oshkosh Corporation (OSK) 0.22 14100 NEW 56.03 46.24
Agni 0.22 14800 NEW 54.19 0.00
Integra LifeSciences Holdings (IART) 0.22 9600 NEW 82.50 58.76
PNM Resources (PNM) 0.22 24400 NEW 32.70 27.18
United Natural Foods (UNFI) 0.22 19700 NEW 40.05 73.98
Popeyes Kitchen 0.22 15300 NEW 53.14 0.00
Mobileye N.v. 0.22 19100 NEW 42.57 0.00
MasterCard Incorporated (MA) 0.21 7500 NEW 101.73 87.52
CVB Financial (CVBF) 0.21 43600 NEW 17.61 15.54
Ryder System (R) 0.21 11800 NEW 65.93 92.14
McKesson Corporation (MCK) 0.21 4600 +206.00% 166.74 221.98
NutriSystem (NTRI) 0.21 25300 +153.00% 29.68 18.95
Macquarie Infrastructure Company (MIC) 0.21 9000 NEW 83.22 79.37
Qiagen N.v. 0.21 28000 NEW 27.43 0.00
Celgene Corporation (CELG) 0.21 7200 NEW 104.58 118.26
Randgold Resources (GOLD) 0.21 7700 NEW 100.13 66.67
Halozyme Therapeutics (HALO) 0.21 64300 NEW 12.08 15.18
EXACT Sciences Corporation (EXAS) 0.21 40500 NEW 18.57 23.58
Wendy's/arby's 0.21 71300 +560.00% 10.80 0.00
Francescas Hldgs 0.21 49000 NEW 15.43 0.00
Yrc Worldwide Inc Com par $.01 0.21 61700 NEW 12.32 0.00
Abbvie 0.21 12000 NEW 63.08 0.00
Noble Corp Plc equity 0.21 120200 NEW 6.34 0.00
Aerie Pharmaceuticals 0.21 20100 NEW 37.76 0.00
Cara Therapeutics 0.21 93400 NEW 8.35 0.00
Navient Corporation equity 0.21 53600 NEW 14.48 0.00
Armour Residential Reit Inc Re 0.21 34200 NEW 22.54 0.00
Match 0.21 43300 NEW 17.78 0.00
Petroleo Brasileiro SA (PBR.A) 0.20 89500 NEW 8.31 0.00
Continental Resources (CLR) 0.20 14100 NEW 51.99 43.64
NetApp (NTAP) 0.20 20700 NEW 35.80 37.63
Union Pacific Corporation (UNP) 0.20 7300 NEW 97.53 114.86
NIKE (NKE) 0.20 13500 NEW 52.67 96.37
Balchem Corporation (BCPC) 0.20 9400 NEW 77.55 55.89
Domino's Pizza (DPZ) 0.20 4800 NEW 151.88 98.89
Tessera Technologies (TSRA) 0.20 19000 NEW 38.42 39.62
CLARCOR (CLC) 0.20 11000 NEW 65.00 63.66
Smith & Wesson Holding Corporation (SWHC) 0.20 26700 -4.00% 26.59 13.59
Dex (DXCM) 0.20 8200 NEW 87.68 58.66
John B. Sanfilippo & Son (JBSS) 0.20 13900 NEW 51.29 36.46
Metropcs Communications 0.20 15800 NEW 46.71 0.00
Qiwi 0.20 49740 NEW 14.64 0.00
Earthlink Holdings 0.20 116100 +249.00% 6.20 0.00
Rsp Permian 0.20 18900 NEW 38.78 0.00
Lamar Advertising Co-a 0.20 11300 NEW 65.31 0.00
Herc Hldgs 0.20 21401 NEW 33.69 0.00
Bank of New York Mellon Corporation (BK) 0.19 17400 NEW 39.89 39.44
IAC/InterActive (IACI) 0.19 11000 NEW 62.45 68.07
Dick's Sporting Goods (DKS) 0.19 12100 NEW 56.69 56.47
Verisign (VRSN) 0.19 9000 NEW 78.22 62.91
Xilinx (XLNX) 0.19 12800 NEW 54.38 39.72
Novartis AG (NVS) 0.19 8900 NEW 78.99 96.03
DISH Network (DISH) 0.19 12400 NEW 54.76 73.44
Graphic Packaging Holding Company (GPK) 0.19 50100 +291.00% 13.99 14.30
Deutsche Bank Ag-registered 0.19 52100 NEW 13.09 0.00
L-3 Communications Holdings (LLL) 0.19 4500 NEW 150.67 125.86
Greenhill & Co (GHL) 0.19 29600 NEW 23.58 39.56
First American Financial (FAF) 0.19 17100 NEW 39.30 33.39
Nxp Semiconductors N V 0.19 6600 NEW 101.97 0.00
Scorpio Tankers Inc shs 0.19 145300 NEW 4.63 0.00
SPECTRUM BRANDS Hldgs 0.19 5000 NEW 137.60 0.00
American Tower Reit 0.19 6100 NEW 113.28 0.00
McDonald's Corporation (MCD) 0.18 5700 NEW 115.44 96.21
Crocs (CROX) 0.18 78300 NEW 8.30 11.25
MDU Resources (MDU) 0.18 25000 NEW 25.44 20.52
KT Corporation (KT) 0.18 40800 NEW 16.05 13.01
Aaron's (AAN.A) 0.18 25700 +159.00% 25.41 0.00
Under Armour (UA) 0.18 16900 NEW 38.70 75.07
MarineMax (HZO) 0.18 31300 NEW 20.96 25.59
Exelixis (EXEL) 0.18 50000 +122.00% 12.80 3.00
Forestar (FOR) 0.18 55300 +150.00% 11.72 15.09
TransDigm Group Incorporated (TDG) 0.18 2300 NEW 289.13 214.68
Enersis S.A. (ENI) 0.18 78900 +107.00% 8.19 15.66
Oasis Petroleum (OAS) 0.18 58000 NEW 11.47 13.82
Opko Health (OPK) 0.18 63000 NEW 10.59 14.08
Argan (AGX) 0.18 10900 59.17 31.69
Spirit Airlines 0.18 15400 NEW 42.53 0.00
Ensco Plc Shs Class A 0.18 76800 NEW 8.50 0.00
Tribune Co New Cl A 0.18 18000 NEW 36.50 0.00
Biosante Pharmaceuticals 0.18 9800 NEW 66.33 0.00
Baozun 0.18 43500 NEW 15.08 0.00
FedEx Corporation (FDX) 0.17 3500 NEW 174.57 170.82
Federated Investors (FII) 0.17 20600 NEW 29.61 33.52
Harris Corporation (HRS) 0.17 6600 NEW 91.67 72.70
Nu Skin Enterprises (NUS) 0.17 9700 NEW 64.74 54.92
Amgen (AMGN) 0.17 3800 NEW 166.84 153.92
First Industrial Realty Trust (FR) 0.17 21400 NEW 28.22 20.16
HFF (HF) 0.17 22400 NEW 27.68 34.34
Dr Pepper Snapple (DPS) 0.17 6900 NEW 91.30 77.36
Applied Materials (AMAT) 0.17 19900 NEW 30.15 23.76
HDFC Bank (HDB) 0.17 8500 NEW 71.88 60.17
Juniper Networks (JNPR) 0.17 25600 NEW 24.06 23.46
Evercore Partners (EVR) 0.17 12200 NEW 51.48 50.69
Monolithic Power Systems (MPWR) 0.17 7700 NEW 80.52 52.78
Chart Industries (GTLS) 0.17 19000 +50.00% 32.84 33.81
VMware (VMW) 0.17 8600 +59.00% 73.37 81.59
Quad/Graphics (QUAD) 0.17 23100 +9.00% 26.71 22.45
Targa Res 0.17 12600 NEW 49.13 0.00
Spirit Realty reit 0.17 46200 NEW 13.33 0.00
Liberty Broadband Cl C 0.17 8800 NEW 71.48 0.00
Allergan 0.17 2600 NEW 230.38 0.00
Charles Schwab Corporation (SCHW) 0.16 17900 NEW 31.56 30.86
Costco Wholesale Corporation (COST) 0.16 3800 NEW 152.63 148.30
Bed Bath & Beyond (BBBY) 0.16 13500 NEW 43.11 74.05
Avery Dennison Corporation (AVY) 0.16 7500 NEW 77.73 51.65
Royal Dutch Shell (RDS.A) 0.16 11800 NEW 50.08 0.00
Gilead Sciences (GILD) 0.16 7400 NEW 79.05 99.53
PG&E; Corporation (PCG) 0.16 9300 NEW 61.18 51.38
SAP AG (SAP) 0.16 6500 NEW 91.38 67.42
First Solar (FSLR) 0.16 14400 NEW 39.51 60.28
Brunswick Corporation (BC) 0.16 11700 NEW 48.80 52.20
Dycom Industries (DY) 0.16 7000 NEW 81.71 43.91
Seagate Technology Com Stk 0.16 15300 NEW 38.56 0.00
Credi 0.16 3700 NEW 152.16 0.00
Panera Bread Company (PNRA) 0.16 3000 NEW 194.67 157.74
A. O. Smith Corporation (AOS) 0.16 5900 NEW 98.81 62.81
Erie Indemnity Company (ERIE) 0.16 5800 +132.00% 102.07 84.37
Level 3 Communications 0.16 12500 NEW 46.40 0.00
Bluebird Bio 0.16 8400 NEW 67.74 0.00
Veeva Sys Inc cl a 0.16 14100 +138.00% 41.28 0.00
Rubicon Proj 0.16 68900 NEW 8.27 0.00
Equinix 0.16 1600 NEW 360.00 0.00
JPMorgan Chase & Co. (JPM) 0.15 8100 NEW 66.54 60.16
Renaissance Re Holdings Ltd Cmn 0.15 4500 NEW 120.22 0.00
State Street Corporation (STT) 0.15 7700 +87.00% 69.61 72.30
Home Depot (HD) 0.15 4100 NEW 128.78 113.11
Tyson Foods (TSN) 0.15 7500 NEW 74.67 37.76
Callaway Golf Company (ELY) 0.15 46400 NEW 11.62 8.55
Trex Company (TREX) 0.15 9400 NEW 58.72 50.21
Donaldson Company (DCI) 0.15 15000 NEW 37.33 37.30
FelCor Lodging Trust Incorporated (FCH) 0.15 83900 +234.00% 6.42 10.50
Entergy Corporation (ETR) 0.15 7100 NEW 76.76 75.05
Huntsman Corporation (HUN) 0.15 33100 NEW 16.28 21.77
CenterPoint Energy (CNP) 0.15 22700 +124.00% 23.22 20.60
InterDigital (IDCC) 0.15 7000 NEW 79.14 53.05
Vail Resorts (MTN) 0.15 3400 NEW 156.76 86.10
Rogers Corporation (ROG) 0.15 9000 NEW 61.11 77.62
CHECK POINT SOFTWARE Technolog Com Stk 0.15 7100 NEW 77.61 0.00
Jack Henry & Associates (JKHY) 0.15 6400 NEW 85.62 65.91
Unisys Corporation (UIS) 0.15 57700 +33.00% 9.74 22.80
Kemper Corp Del 0.15 13900 NEW 39.35 0.00
Bazaarvoice 0.15 92800 NEW 5.91 0.00
Momo 0.15 24100 NEW 22.49 0.00
Wec Energy Group Inc Com stock 0.15 9100 NEW 59.89 0.00
iStar Financial (SFI) 0.14 47600 NEW 10.74 0.00
Hartford Financial Services (HIG) 0.14 12100 NEW 42.81 41.14
Moody's Corporation (MCO) 0.14 4600 NEW 108.26 95.46
Paychex (PAYX) 0.14 8600 NEW 57.91 48.92
Western Digital (WDC) 0.14 8700 NEW 58.51 97.30
Hess (HES) 0.14 9400 NEW 53.62 69.52
Macy's (M) 0.14 13800 NEW 37.03 62.37
Exelon Corporation (EXC) 0.14 15100 NEW 33.31 31.85
Kindred Healthcare (KND) 0.14 48000 NEW 10.23 20.72
Actuant Corporation (ATU) 0.14 22300 NEW 23.23 24.35
Tata Motors (TTM) 0.14 12300 NEW 40.00 46.30
ABB (ABB) 0.14 22900 NEW 22.49 20.21
Acacia Research Corporation (ACTG) 0.14 79600 +100.00% 6.52 11.01
Accuray Incorporated (ARAY) 0.14 80500 NEW 6.37 8.54
Pebblebrook Hotel Trust (PEB) 0.14 19400 NEW 26.60 45.76
Yandex Nv-a 0.14 24100 +83.00% 21.04 0.00
Ingredion Incorporated 0.14 3700 NEW 132.97 0.00
Mrc Global Inc cmn 0.14 29900 +99.00% 16.42 0.00
Mallinckrodt Pub 0.14 7200 NEW 69.72 0.00
Ambev Sa- 0.14 85300 NEW 6.08 0.00
Wix Com Ltd shs 0.14 12080 NEW 43.46 0.00
Santander Consumer Usa 0.14 42900 +73.00% 12.17 0.00
Geo Group Inc/the reit 0.14 21700 NEW 23.78 0.00
Five9 0.14 31600 +101.00% 15.66 0.00
Horizon Global Corporation 0.14 25500 NEW 19.92 0.00
Vale (VALE) 0.13 85100 NEW 5.50 6.09
Starwood Property Trust (STWD) 0.13 21300 NEW 22.54 23.57
Fidelity National Information Services (FIS) 0.13 6100 NEW 77.05 65.10
FirstEnergy (FE) 0.13 14800 NEW 33.11 34.23
Snap-on Incorporated (SNA) 0.13 3000 NEW 152.00 142.04
Adobe Systems Incorporated (ADBE) 0.13 4500 NEW 108.44 76.64
Helen Of Troy 0.13 5300 NEW 86.23 0.00
Barnes (B) 0.13 11800 NEW 40.51 38.70
Merck & Co (MRK) 0.13 7300 NEW 62.47 56.20
Bank of the Ozarks (OZRK) 0.13 12500 NEW 38.40 36.25
Carlisle Companies (CSL) 0.13 4700 NEW 102.55 91.27
EZ (EZPW) 0.13 43300 +36.00% 11.06 10.34
Grupo Financiero Galicia S.A. (GGAL) 0.13 15500 NEW 31.10 23.02
TTM Technologies (TTMI) 0.13 41900 NEW 11.46 8.75
Ormat Technologies (ORA) 0.13 9600 NEW 48.44 34.71
Masimo Corporation (MASI) 0.13 8200 NEW 59.51 30.39
TAL Education (XRS) 0.13 6500 NEW 70.77 31.27
HCA HOLDINGS 0.13 6400 NEW 75.62 0.00
Cavium 0.13 8400 NEW 58.21 0.00
Liberty Global Inc C 0.13 14300 NEW 33.01 0.00
Dct Industrial Trust Inc reit usd.01 0.13 9400 NEW 48.51 0.00
Nexpoint Residential Tr 0.13 23800 NEW 19.66 0.00
Lantheus Holdings Inc Common Stock Usd 0.01 0.13 57500 NEW 8.28 0.00
Teva Pharmaceutical Industries (TEVA) 0.12 9400 NEW 45.96 57.77
AES Corporation (AES) 0.12 33600 NEW 12.86 12.14
Avon Products (AVP) 0.12 78900 NEW 5.67 8.09
Jack in the Box (JACK) 0.12 4500 NEW 96.00 95.10
Mettler-Toledo International (MTD) 0.12 1000 NEW 420.00 306.26
Gartner (IT) 0.12 4800 NEW 88.54 80.12
Target Corporation (TGT) 0.12 6600 NEW 68.64 77.89
Weyerhaeuser Company (WY) 0.12 13400 NEW 31.94 33.37
Novo Nordisk A/S (NVO) 0.12 10600 NEW 41.60 46.07
Drew Industries (DW) 0.12 4600 +76.00% 98.04 59.24
Central Garden & Pet (CENT) 0.12 16400 NEW 25.98 9.26
Estee Lauder Companies (EL) 0.12 4900 +58.00% 88.57 80.58
Herbalife Ltd Com Stk 0.12 7000 NEW 62.00 0.00
Medifast (MED) 0.12 11700 NEW 37.78 30.70
General Cable Corporation (BGC) 0.12 29400 NEW 14.97 14.92
Progenics Pharmaceuticals (PGNX) 0.12 67200 NEW 6.32 6.71
Carnival (CUK) 0.12 9100 NEW 49.12 45.27
Analogic Corporation (ALOG) 0.12 5000 NEW 88.60 87.93
MYR (MYRG) 0.12 14800 NEW 30.07 25.98
Green Plains Renewable Energy (GPRE) 0.12 16900 NEW 26.21 27.88
Marathon Petroleum 0.12 10300 NEW 40.58 0.00
Jazz Pharmaceuticals 0.12 3600 NEW 121.39 0.00
Rowan Companies 0.12 27700 NEW 15.16 0.00
Stratasys 0.12 17400 +28.00% 24.08 0.00
Inteliquent 0.12 27000 NEW 16.15 0.00
Rayonier Advanced Matls 0.12 31400 +70.00% 13.38 0.00
Zoe's Kitchen 0.12 20300 NEW 22.17 0.00
Sportsmans Whse Hldgs 0.12 40600 NEW 10.52 0.00
Trinseo S A shs 0.12 7600 NEW 56.58 0.00
Colucid Pharmaceuticals 0.12 11500 NEW 38.17 0.00
Viavi Solutions Inc equities 0.12 57000 NEW 7.39 0.00
Tier Reit 0.12 27600 NEW 15.43 0.00
Seritage Growth Pptys Cl A Added 0.12 8500 NEW 50.71 0.00
Performance Food 0.12 17600 NEW 24.77 0.00
Grupo Televisa, S.A. (TV) 0.11 16200 NEW 25.68 34.95
PNC Financial Services (PNC) 0.11 4500 NEW 90.00 93.21
IDEXX Laboratories (IDXX) 0.11 3700 NEW 112.70 149.73
Darden Restaurants (DRI) 0.11 6300 NEW 61.27 62.29
Eastman Chemical Company (EMN) 0.11 5900 NEW 67.63 71.40
DeVry (DV) 0.11 17300 NEW 23.06 35.10
Red Hat (RHT) 0.11 4800 NEW 80.83 65.33
Sotheby's (BID) 0.11 10700 NEW 38.04 40.57
GlaxoSmithKline (GSK) 0.11 8900 NEW 43.15 45.62
Patterson-UTI Energy (PTEN) 0.11 18000 +66.00% 22.39 17.00
Alliance Data Systems Corporation (ADS) 0.11 1900 NEW 214.74 275.30
Ashford Hospitality Trust (AHT) 0.11 66400 +159.00% 5.89 9.63
Genes (GCO) 0.11 7023 NEW 54.39 72.60
Insight Enterprises (NSIT) 0.11 12600 NEW 32.54 26.58
Sigma Designs (SIGM) 0.11 52945 NEW 7.78 7.06
Perficient (PRFT) 0.11 19700 NEW 20.15 19.45
Piper Jaffray Companies (PJC) 0.11 8500 NEW 48.35 52.39
Royal Gold 0.11 5100 NEW 77.45 0.00
Raymond James Financial (RJF) 0.11 6700 NEW 58.21 57.98
Urban Outfitters (URBN) 0.11 11500 +57.00% 34.52 44.81
Duke Realty Corporation (DRE) 0.11 14900 NEW 27.32 20.41
Extra Space Storage (EXR) 0.11 4900 NEW 79.39 64.02
National Fuel Gas (NFG) 0.11 7500 NEW 54.13 59.35
Omega Protein Corporation (OME) 0.11 16600 NEW 23.37 11.10
National Health Investors (NHI) 0.11 5100 NEW 78.43 67.79
3D Systems Corporation (TDSC) 0.11 21800 +55.00% 17.94 0.00
Sabra Health Care REIT (SBRA) 0.11 16400 NEW 25.18 30.80
Magnachip Semiconductor 0.11 48500 NEW 8.33 0.00
Asml Holding N.v. 0.11 3700 NEW 109.46 0.00
Cerner Corporation (CERN) 0.10 5700 NEW 61.75 69.83
RPM International (RPM) 0.10 7000 NEW 53.71 47.86
Commercial Metals Company (CMC) 0.10 23400 NEW 16.20 14.51
Analog Devices (ADI) 0.10 5500 NEW 64.36 57.76
WABCO Holdings (WBC) 0.10 3300 +50.00% 113.64 114.66
Hawaiian Holdings (HA) 0.10 7300 -15.00% 48.63 18.95
Louisiana-Pacific Corporation (LPX) 0.10 20000 NEW 18.85 15.66
Rudolph Technologies (RTEC) 0.10 20400 NEW 17.75 12.34
BBVA Banco Frances S.A. (BFR) 0.10 18200 NEW 19.89 18.99
CPFL Energia S.A. (CPL) 0.10 23700 NEW 14.81 11.14
Empresa Nacional de Electricidad (EOC) 0.10 18100 NEW 19.83 42.86
Jabil Circuit (JBL) 0.10 17200 NEW 21.80 21.29
Skechers USA (SKX) 0.10 16300 NEW 22.88 67.44
Ternium S.A. (TX) 0.10 17800 -6.00% 19.61 17.13
Universal Insurance Holdings (UVE) 0.10 14900 NEW 25.17 24.27
AK Steel Holding Corporation (AKS) 0.10 76400 +29.00% 4.83 3.95
CEVA (CEVA) 0.10 10400 NEW 35.10 20.60
Teradyne (TER) 0.10 16700 NEW 21.56 18.89
BofI Holding (BOFI) 0.10 15400 +49.00% 22.40 87.64
Pandora Media 0.10 24600 NEW 14.35 0.00
News Corp Class B cos 0.10 24400 NEW 14.22 0.00
Nmi Hldgs Inc cl a 0.10 48600 NEW 7.61 0.00
Retrophin 0.10 15500 NEW 22.39 0.00
Axalta Coating Sys 0.10 13300 NEW 28.27 0.00
Iron Mountain 0.10 9200 NEW 37.50 0.00
Medtronic 0.10 4400 NEW 86.36 0.00
Aduro Biotech 0.10 29284 NEW 12.43 0.00
Welltower Inc Com reit 0.10 5100 NEW 74.71 0.00
Msg Network Inc cl a 0.10 19200 NEW 18.59 0.00
Pure Storage Inc - Class A 0.10 27400 NEW 13.54 0.00
Wal-Mart Stores (WMT) 0.09 4500 NEW 72.22 81.06
Itron (ITRI) 0.09 5900 NEW 55.76 35.27
Comerica Incorporated (CMA) 0.09 6600 NEW 47.27 45.57
Equity Residential (EQR) 0.09 4800 NEW 64.38 75.86
WellCare Health Plans (WCG) 0.09 2900 NEW 117.24 88.95
Photronics (PLAB) 0.09 30900 NEW 10.32 8.25
Washington Real Estate Investment Trust (WRE) 0.09 10700 NEW 31.12 26.64
Kellogg Company (K) 0.09 4000 NEW 77.50 62.16
Brady Corporation (BRC) 0.09 9400 NEW 34.57 25.99
Coeur d'Alene Mines Corporation (CDE) 0.09 26800 NEW 11.83 4.37
Cirrus Logic (CRUS) 0.09 6100 NEW 53.11 33.06
Semtech Corporation (SMTC) 0.09 11400 NEW 27.72 27.13
Chicago Bridge & Iron Company N.V. (CBI) 0.09 12200 +34.00% 28.03 46.73
Worthington Industries (WOR) 0.09 6700 48.06 25.15
Corrections Corporation of America (CXW) 0.09 22600 NEW 13.85 38.55
CyberOptics Corporation (CYBE) 0.09 13600 NEW 24.56 9.21
Sparton Corporation (SPA) 0.09 12500 NEW 26.24 22.72
shares First Bancorp P R 0.09 65000 NEW 5.20 0.00
Norwegian Cruise Line Hldgs shs 0.09 8900 NEW 37.75 0.00
Benefitfocus 0.09 8200 NEW 39.88 0.00
A10 Networks 0.09 31300 -7.00% 10.70 0.00
National Gen Hldgs 0.09 15000 NEW 22.27 0.00
Transunion 0.09 9400 NEW 34.47 0.00
Spx Flow 0.09 10300 NEW 30.87 0.00
Ollies Bargain Outlt Hldgs I 0.09 13000 NEW 26.23 0.00
Mcbc Holdings 0.09 29900 +48.00% 11.40 0.00
Ryanair Holdings 0.09 4200 NEW 75.00 0.00
* Red Rock Resorts Inc Cl A stock 0.09 13400 NEW 23.58 0.00
SEI Investments Company (SEIC) 0.08 6600 NEW 45.61 42.55
V.F. Corporation (VFC) 0.08 5300 NEW 56.04 73.33
Timken Company (TKR) 0.08 7800 NEW 35.13 42.21
ABM Industries (ABM) 0.08 6900 NEW 39.71 29.12
Intuitive Surgical (ISRG) 0.08 400 NEW 725.00 489.66
Amphenol Corporation (APH) 0.08 4200 NEW 65.00 57.35
American Axle & Manufact. Holdings (AXL) 0.08 17900 NEW 17.21 24.36
Exar Corporation (EXAR) 0.08 32900 +93.00% 9.30 10.65
Chesapeake Utilities Corporation (CPK) 0.08 4900 +58.00% 61.02 46.69
Fresenius Medical Care AG & Co. (FMS) 0.08 6800 NEW 43.82 40.45
PacWest Ban (PACW) 0.08 7000 NEW 42.86 45.61
Achillion Pharmaceuticals (ACHN) 0.08 37000 NEW 8.11 11.17
CoreSite Realty (COR) 0.08 4000 -14.00% 74.00 46.36
SPS Commerce (SPSC) 0.08 3800 NEW 73.42 66.00
Enova Intl 0.08 30800 +5.00% 9.68 0.00
Diplomat Pharmacy 0.08 10300 NEW 28.06 0.00
Solaredge Technologies 0.08 16100 NEW 17.20 0.00
Ferroglobe Plc shs 0.08 33000 +137.00% 9.03 0.00
Harsco Corporation (HSC) 0.07 26500 +44.00% 9.92 15.76
Mercury General Corporation (MCY) 0.07 4300 NEW 54.88 54.21
SYSCO Corporation (SYY) 0.07 5000 NEW 49.00 38.41
AVX Corporation (AVX) 0.07 17800 NEW 13.76 14.48
Fresh Del Monte Produce 0.07 4400 NEW 60.00 0.00
Ultratech (UTEK) 0.07 10600 NEW 23.11 17.37
Mitsubishi UFJ Financial (MTU) 0.07 52500 NEW 5.05 6.19
Encore Capital (ECPG) 0.07 11000 NEW 22.45 39.94
ViaSat (VSAT) 0.07 3300 NEW 74.55 63.02
Gladstone Commercial Corporation (GOOD) 0.07 12900 NEW 18.60 17.99
Banco Macro SA (BMA) 0.07 3100 -35.00% 78.39 56.42
Cross Country Healthcare (CCRN) 0.07 22300 NEW 11.79 10.99
Assured Guaranty 0.07 9400 NEW 27.77 0.00
Atwood Oceanics (ATW) 0.07 27700 +35.00% 8.70 28.96
Chico's FAS (CHS) 0.07 20100 NEW 11.89 17.91
Mack-Cali Realty (CLI) 0.07 9100 NEW 27.25 18.37
Allegiant Travel Company (ALGT) 0.07 2000 NEW 132.00 190.33
CenterState Banks (CSFL) 0.07 13400 NEW 17.76 11.83
Monro Muffler Brake (MNRO) 0.07 4000 NEW 61.25 62.59
AAON (AAON) 0.07 9200 +21.00% 28.80 21.75
EastGroup Properties (EGP) 0.07 3300 NEW 73.64 58.23
H.B. Fuller Company (FUL) 0.07 5500 NEW 46.55 42.13
PC Mall (MALL) 0.07 12300 NEW 21.54 0.00
Braskem SA (BAK) 0.07 17000 NEW 15.35 7.57
WebMD Health (WBMD) 0.07 4900 +11.00% 49.80 42.39
Royal Bank of Scotland (RBS) 0.07 55300 NEW 4.67 10.69
Oclaro (OCLR) 0.07 30500 NEW 8.56 1.57
Craft Brewers Alliance (HOOK) 0.07 13300 NEW 18.80 0.00
Mitel Networks 0.07 33400 +22.00% 7.37 0.00
Ascena Retail (ASNA) 0.07 44000 NEW 5.59 13.55
Meritor 0.07 24300 NEW 11.11 0.00
Xo 0.07 12500 NEW 19.36 0.00
Tripadvisor 0.07 3800 NEW 63.16 0.00
Meetme 0.07 38900 +45.00% 6.20 0.00
Workday Inc cl a 0.07 2800 NEW 91.79 0.00
Criteo Sa Ads 0.07 7700 NEW 35.06 0.00
Gtt Communications 0.07 10500 NEW 23.52 0.00
Hubspot 0.07 4100 NEW 57.56 0.00
Nevro 0.07 2500 NEW 104.40 0.00
Engility Hldgs 0.07 8400 -65.00% 31.55 0.00
Mimecast 0.07 13600 NEW 19.12 0.00
Alphatec Holdings 0.07 26900 NEW 9.41 0.00
Core Laboratories N.V. (CLB) 0.06 1900 112.11 105.11
Lancaster Colony (LANC) 0.06 1600 NEW 131.88 87.41
Dillard's (DDS) 0.06 3600 NEW 63.06 130.44
Cintas Corporation (CTAS) 0.06 1800 NEW 112.78 82.26
Strayer Education (STRA) 0.06 4400 NEW 46.59 59.36
Micron Technology (MU) 0.06 11500 NEW 17.74 27.78
Andersons (ANDE) 0.06 6400 NEW 36.25 39.30
Banco Santander-Chile (SAN) 0.06 11200 NEW 20.71 6.75
Hecla Mining Company (HL) 0.06 39900 +15.00% 5.69 2.65
Manhattan Associates (MANH) 0.06 3600 -30.00% 57.50 48.43
Terex Corporation (TEX) 0.06 8400 NEW 25.36 25.14
Banco Bradesco SA (BBD) 0.06 23600 +2.00% 9.07 10.81
China Uni (CHU) 0.06 17400 NEW 12.18 15.19
Cubic Corporation (CUB) 0.06 4500 NEW 46.89 50.71
Healthcare Services (HCSG) 0.06 5100 NEW 39.61 32.10
Navigant Consulting (NCI) 0.06 10200 NEW 20.20 12.96
WD-40 Company (WDFC) 0.06 1800 NEW 112.22 81.90
Hackett (HCKT) 0.06 13900 NEW 16.55 8.97
NetGear (NTGR) 0.06 3300 -57.00% 60.61 32.78
Silicon Motion Technology (SIMO) 0.06 4500 NEW 51.78 27.11
Grupo Aeroportuario del Centro Nort (OMAB) 0.06 4300 NEW 46.98 34.42
WSFS Financial Corporation (WSFS) 0.06 5500 NEW 36.55 75.55
Central Garden & Pet (CENTA) 0.06 9100 NEW 24.84 9.88
Flexsteel Industries (FLXS) 0.06 4500 NEW 51.78 29.92
Hollysys Automation Technolo shs 0.06 10200 NEW 22.16 0.00
Lakeland Financial Corporation (LKFN) 0.06 6300 NEW 35.40 39.42
Alpha & Omega Semiconductor shs 0.06 9400 NEW 21.70 0.00
IntraLinks Holdings (IL) 0.06 21300 +56.00% 10.05 10.29
Ligand Pharmaceuticals In 0.06 2000 NEW 102.00 0.00
WisdomTree Investments (WSDT) 0.06 21500 NEW 10.28 0.00
CECO Environmental (CECE) 0.06 18900 NEW 11.27 11.92
Neophotonics 0.06 13800 NEW 16.30 0.00
Brightcove 0.06 15500 -39.00% 13.03 0.00
Vocera Communications 0.06 12400 NEW 16.94 0.00
Interface 0.06 12500 NEW 16.72 0.00
Western Asset Mortgage cmn 0.06 20500 NEW 10.44 0.00
Tillys 0.06 24000 NEW 9.38 0.00
Puma Biotechnology Inc Common Stock 0.06 3400 NEW 67.06 0.00
Beazer Homes Usa 0.06 18300 NEW 11.64 0.00
News 0.06 16400 NEW 13.96 0.00
Taylor Morrison Hom 0.06 13100 NEW 17.63 0.00
Global Brass & Coppr Hldgs I 0.06 7800 NEW 28.85 0.00
Luxoft Holding Inc cmn 0.06 3800 NEW 52.89 0.00
Third Point Reinsurance 0.06 17600 +28.00% 11.99 0.00
Sterling Bancorp/de 0.06 13000 NEW 17.54 0.00
Advaxis 0.06 18900 NEW 10.69 0.00
Chegg 0.06 30300 NEW 7.10 0.00
Kate Spade & Co 0.06 13100 NEW 17.10 0.00
Genocea Biosciences 0.06 39037 NEW 5.12 0.00
Washington Prime 0.06 4450 NEW 50.11 0.00
Veritiv Corp - When Issued 0.06 4500 NEW 50.22 0.00
Smart & Final Stores 0.06 17300 NEW 12.77 0.00
Dave & Buster's Entertainmnt, * 0.06 5500 39.09 0.00
Nrg Yield Inc Cl A New cs 0.06 14300 NEW 16.29 0.00
Bwx Technologies 0.06 5300 NEW 38.30 0.00
Natera 0.06 18500 NEW 11.14 0.00
Ionis Pharmaceuticals 0.06 5900 NEW 36.61 0.00
Aclaris Therapeutics 0.06 9117 NEW 25.56 0.00
Genworth Financial (GNW) 0.05 39900 NEW 4.96 7.13
KB Home (KBH) 0.05 11300 NEW 16.11 13.29
Cemex SAB de CV (CX) 0.05 21500 NEW 7.95 9.12
Janus Capital (JNS) 0.05 12800 NEW 13.98 15.98
Darling International (DAR) 0.05 12900 NEW 13.49 14.51
Array BioPharma (ARRY) 0.05 25000 NEW 6.76 7.97
Companhia de Saneamento Basi (SBS) 0.05 19600 +15.00% 9.23 5.10
Cliffs Natural Resources (CLF) 0.05 33500 +34.00% 5.85 5.38
Fulton Financial (FULT) 0.05 13700 NEW 14.53 12.19
Alon USA Energy (ALJ) 0.05 24000 NEW 8.04 14.28
PAN AMERICAN SILVER CORP CAN 0.05 10700 NEW 17.66 0.00
Flamel Technologies S.A. (FLML) 0.05 14800 NEW 12.43 16.43
Corcept Therapeutics Incorporated (CORT) 0.05 25800 +18.00% 6.51 3.91
Sumitomo Mitsui Financial Grp (SMFG) 0.05 25000 NEW 6.76 7.77
Laredo Petroleum Holdings 0.05 15400 NEW 12.92 0.00
Caesars Entertainment 0.05 24200 NEW 7.44 0.00
Lan Airlines Sa- Adr stock 0.05 23100 NEW 8.14 0.00
Tower Semiconductor 0.05 12800 NEW 15.16 0.00
Silver Spring Networks 0.05 13300 NEW 14.21 0.00
Aratana Therapeutics 0.05 19300 NEW 9.38 0.00
Endurance Intl Group Hldgs I 0.05 19800 NEW 8.74 0.00
Foamix Pharmaceuticals Ltd shs 0.05 18300 NEW 9.23 0.00
Bojangles 0.05 10700 NEW 15.98 0.00
Babcock & Wilcox Enterprises, 0.05 10600 NEW 16.51 0.00
Axovant Sciences 0.05 13400 +27.00% 14.03 0.00
Overseas Shipholding Group I Cl A New stock 0.05 17300 +3.00% 10.58 0.00
Mobile TeleSystems OJSC (MBT) 0.04 20300 +31.00% 7.64 8.82
SLM Corporation (SLM) 0.04 17400 +61.00% 7.47 9.06
Career Education (CECO) 0.04 19100 NEW 6.81 5.50
Brooks Automation (BRKS) 0.04 12000 NEW 13.58 11.50
Bill Barrett Corporation (BBG) 0.04 27100 +68.00% 5.57 8.46
Banco Bilbao Vizcaya Argentaria SA (BBVA) 0.04 21500 NEW 5.95 9.42
Guess? (GES) 0.04 10400 NEW 14.62 17.07
Anworth Mortgage Asset Corporation (ANH) 0.04 32500 +140.00% 4.92 5.14
Extreme Networks (EXTR) 0.04 33700 NEW 4.48 3.28
Brocade Communications Systems (BRCD) 0.04 15400 NEW 9.22 12.05
PGT (PGTI) 0.04 12300 NEW 10.65 10.76
Carrols Restaurant (TAST) 0.04 10700 NEW 13.18 7.63
Maiden Holdings Ltd shs 0.04 12300 NEW 12.68 0.00
Summit Hotel Properties 0.04 10300 NEW 13.20 0.00
Platform Specialty Prods Cor 0.04 15900 NEW 8.11 0.00
Aquinox Pharmaceuticals 0.04 10800 NEW 13.33 0.00
Akebia Therapeutics 0.04 17200 NEW 9.07 0.00
Rightside 0.04 15756 NEW 9.08 0.00
Habit Restaurants Inc/the-a 0.04 10100 NEW 13.96 0.00
Etsy 0.04 10000 NEW 14.30 0.00
Innoviva 0.04 12900 NEW 11.01 0.00
Editas Medicine 0.04 10757 NEW 13.48 0.00
OMNOVA Solutions (OMN) 0.03 14000 NEW 8.43 7.59
Iridium Communications (IRDM) 0.03 13700 +4.00% 8.10 9.57
Textainer Group Holdings 0.03 14600 NEW 7.47 0.00
Advanced Semiconductor Engineering (ASX) 0.03 17400 NEW 5.92 7.58
OraSure Technologies (OSUR) 0.03 13000 NEW 8.00 7.47
Cosan Ltd shs a 0.03 12700 NEW 7.17 0.00
Vonage Holdings (VG) 0.03 16300 6.63 4.53
Kratos Defense & Security Solutions (KTOS) 0.03 15000 NEW 6.87 5.36
Cys Investments 0.03 12000 NEW 8.75 0.00
Groupon 0.03 21000 NEW 5.14 0.00
Sanchez Energy Corp C ommon stocks 0.03 10600 -7.00% 8.87 0.00
Constellium Holdco B V cl a 0.03 17400 NEW 7.18 0.00
Cytokinetics 0.03 10000 NEW 9.20 0.00
First Nbc Bank Holding 0.03 11400 NEW 9.47 0.00
Ovascience 0.03 17400 NEW 7.18 0.00
Uniqure Nv shs 0.03 14100 NEW 7.66 0.00
Ep Energy 0.03 28800 -56.00% 4.38 0.00
Lion Biotechnologies 0.03 12400 NEW 8.23 0.00
Ocular Therapeutix 0.03 16900 +53.00% 6.86 0.00
Dhi 0.03 13400 -22.00% 7.91 0.00
Zogenix 0.03 10100 NEW 11.39 0.00
Aralez Pharmaceuticals Inc Com stock 0.03 25500 NEW 4.86 0.00
Vimpel (VIP) 0.02 20500 NEW 3.46 5.41
Frontier Communications (FTR) 0.02 16300 NEW 4.17 7.40
Cincinnati Bell (CBB) 0.02 16700 +40.00% 4.07 3.46
LivePerson (LPSN) 0.02 10700 -59.00% 8.41 10.99
Sangamo Biosciences (SGMO) 0.02 17000 +12.00% 4.65 16.92
Arcos Dorados Holdings 0.02 16500 +10.00% 5.27 0.00
SYNERGY PHARMACEUTICALS 0.02 11700 NEW 5.47 0.00
Everyday Health 0.02 11500 NEW 7.65 0.00

Past 13F-HR SEC Filings for ELLINGTON MANAGEMENT