Ellington Management

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

ELLINGTON MANAGEMENT portfolio companies for June 2016 quarter

Company (Ticker) Portfolio Weight Share Count Price Last Trade
Ellington Financial 23.33 978613 17.13 0.00
Smith & Wesson Holding Corporation (SWHC) 1.06 28100 NEW 27.19 13.59
Steel Dynamics (STLD) 0.91 26700 NEW 24.49 17.52
Joy Global (JOYG) 0.78 26700 -43.00% 21.12 0.00
Hp 0.77 44000 NEW 12.55 0.00
Rent-A-Center (RCII) 0.72 41900 NEW 12.29 26.85
Engility Hldgs 0.72 24400 NEW 21.11 0.00
Quad/Graphics (QUAD) 0.68 21100 -19.00% 23.27 22.45
Fitbit 0.68 39800 NEW 12.21 0.00
Coca-Cola FEMSA, S.A.B. de C.V. (KOF) 0.65 5600 NEW 83.04 78.77
Argan (AGX) 0.64 11100 NEW 41.71 31.69
Finish Line (FINL) 0.63 22300 +43.00% 20.18 24.26
Triumph (TGI) 0.63 12700 NEW 35.51 58.72
Teradata Corporation (TDC) 0.59 16900 NEW 25.09 42.00
Nucor Corporation (NUE) 0.58 8400 NEW 49.40 45.99
CoreSite Realty (COR) 0.58 4700 +14.00% 88.72 46.36
Intuit (INTU) 0.53 3400 NEW 111.47 95.52
Amc Networks Inc Cl A 0.53 6300 NEW 60.48 0.00
Renewable Energy 0.52 42200 +116.00% 8.84 0.00
Altisource Portfolio Solns S reg shs 0.51 13200 -40.00% 27.80 0.00
Ternium S.A. (TX) 0.51 19100 NEW 19.06 17.13
NetGear (NTGR) 0.51 7700 -73.00% 47.53 32.78
Symantec Corporation (SYMC) 0.50 17400 NEW 20.52 23.79
Banco Macro SA (BMA) 0.50 4800 NEW 74.17 56.42
Patterson Companies (PDCO) 0.49 7300 NEW 47.95 48.45
World Acceptance (WRLD) 0.49 7700 NEW 45.58 82.60
Walker & Dunlop (WD) 0.48 15000 NEW 22.80 16.38
Palo Alto Networks 0.48 2800 -20.00% 122.50 0.00
Ep Energy 0.48 66700 NEW 5.19 0.00
AngloGold Ashanti (AU) 0.47 18900 NEW 18.04 8.98
TrueBlue (TBI) 0.47 17700 NEW 18.93 22.67
Radian (RDN) 0.47 32600 NEW 10.43 16.13
Iconix Brand (ICON) 0.47 49500 NEW 6.77 33.18
Brinker International (EAT) 0.46 7200 NEW 45.56 58.33
Manhattan Associates (MANH) 0.46 5200 -58.00% 64.04 48.43
Enersis S.A. (ENI) 0.46 38100 -6.00% 8.58 15.66
Hawaiian Holdings (HA) 0.45 8600 NEW 37.91 18.95
Quanta Services (PWR) 0.45 14000 NEW 23.14 28.12
Oceaneering International (OII) 0.45 10800 -7.00% 29.81 51.70
Insperity 0.45 4200 -63.00% 77.14 0.00
Chicago Bridge & Iron Company N.V. (CBI) 0.44 9100 NEW 34.62 46.73
Unisys Corporation (UIS) 0.44 43300 +124.00% 7.27 22.80
Great Plains Energy Incorporated (GXP) 0.43 10100 NEW 30.40 25.78
VMware (VMW) 0.43 5400 -37.00% 57.22 81.59
Michael Kors Holdings Ltd shs 0.43 6300 NEW 49.52 0.00
Post Holdings Inc Common 0.43 3700 NEW 82.70 0.00
Stratasys 0.43 13500 NEW 22.89 0.00
Container Store 0.43 57700 NEW 5.36 0.00
D.R. Horton (DHI) 0.42 9700 +46.00% 31.44 25.87
UGI Corporation (UGI) 0.42 6600 NEW 45.30 31.93
Children's Place Retail Stores (PLCE) 0.42 3800 -40.00% 80.26 57.66
Chart Industries (GTLS) 0.42 12600 NEW 24.13 33.81
Anthem 0.42 2300 NEW 131.30 0.00
Capital One Financial (COF) 0.41 4700 +14.00% 63.40 77.96
Lowe's Companies (LOW) 0.41 3700 NEW 79.19 73.15
Signature Bank (SBNY) 0.40 2300 NEW 124.78 124.56
Worthington Industries (WOR) 0.40 6800 -21.00% 42.35 25.15
Allied World Assurance 0.40 8100 NEW 35.19 0.00
Yandex Nv-a 0.40 13100 -55.00% 21.83 0.00
McKesson Corporation (MCK) 0.39 1500 -42.00% 186.67 221.98
Marriott International (MAR) 0.39 4200 -69.00% 66.43 81.60
Isle of Capri Casinos (ISLE) 0.39 15200 NEW 18.29 13.25
Estee Lauder Companies (EL) 0.39 3100 NEW 90.97 80.58
Tailored Brands 0.39 21900 NEW 12.65 0.00
ConAgra Foods (CAG) 0.38 5700 -71.00% 47.89 33.68
Triple-S Management (GTS) 0.38 11200 -49.00% 24.46 19.66
AK Steel Holding Corporation (AKS) 0.38 59100 NEW 4.65 3.95
Fly Leasing (FLY) 0.38 27500 NEW 9.93 14.98
Coca Cola European Partners shs 0.38 7700 NEW 35.71 0.00
Incyte Corporation (INCY) 0.37 3300 NEW 80.00 88.43
LKQ Corporation (LKQX) 0.37 8400 NEW 31.67 0.00
Forestar (FOR) 0.37 22100 +79.00% 11.90 15.09
Hibbett Sports (HIBB) 0.37 7600 NEW 34.74 51.11
Swift Transportation Company (SWFT) 0.37 17300 NEW 15.43 27.91
Blucora 0.37 26000 NEW 10.35 0.00
PPG Industries (PPG) 0.36 2500 NEW 104.00 225.60
Aetna (AET) 0.36 2100 NEW 121.90 100.76
Net 1 UEPS Technologies (UEPS) 0.36 25800 +32.00% 10.00 14.00
Atwood Oceanics (ATW) 0.36 20500 -70.00% 12.54 28.96
WebMD Health (WBMD) 0.36 4400 NEW 58.18 42.39
Terraform Power 0.36 23600 NEW 10.89 0.00
Principal Financial (PFG) 0.35 6100 +3.00% 41.15 49.56
Altria (MO) 0.35 3600 NEW 68.89 52.47
Big Lots (BIG) 0.35 5000 NEW 50.20 50.09
NutriSystem (NTRI) 0.35 10000 -69.00% 25.40 18.95
Alaska Air (ALK) 0.35 4300 -2.00% 58.37 64.08
Woodward Governor Company (WGOV) 0.35 4300 NEW 57.67 0.00
Erie Indemnity Company (ERIE) 0.35 2500 NEW 99.20 84.37
Sprouts Fmrs Mkt 0.35 11000 NEW 22.91 0.00
Santander Consumer Usa 0.35 24700 NEW 10.32 0.00
Rayonier Advanced Matls 0.35 18400 -50.00% 13.59 0.00
Dave & Buster's Entertainmnt, * 0.35 5400 NEW 46.85 0.00
Kroger (KR) 0.34 6700 +19.00% 36.72 74.09
Sanderson Farms (SAFM) 0.34 2800 NEW 86.79 78.54
CenterPoint Energy (CNP) 0.34 10100 NEW 23.96 20.60
Arlington Asset Investment (AI) 0.34 19000 NEW 13.00 24.48
National CineMedia (NCMI) 0.34 15600 NEW 15.45 14.81
Core Laboratories N.V. (CLB) 0.33 1900 -32.00% 123.68 105.11
EZ (EZPW) 0.33 31800 NEW 7.55 10.34
ScanSource (SCSC) 0.33 6400 NEW 37.19 36.82
International Game Technology 0.33 12600 NEW 18.73 0.00
California Res Corp Com New stock 0.33 19500 NEW 12.21 0.00
Cadence Design Systems (CDNS) 0.32 9500 -61.00% 24.32 17.85
Linear Technology Corporation (LLTC) 0.32 5000 -44.00% 46.60 46.86
Patterson-UTI Energy (PTEN) 0.32 10800 -79.00% 21.30 17.00
Thor Industries (THO) 0.32 3500 NEW 64.86 60.64
ArcelorMittal (MT) 0.32 50000 NEW 4.66 10.31
Fibria Celulose S.A. (FBR) 0.32 33900 NEW 6.76 12.43
Msa Safety Inc equity 0.32 4400 NEW 52.50 0.00
State Street Corporation (STT) 0.31 4100 +28.00% 53.90 72.30
SL Green Realty (SLG) 0.31 2100 NEW 106.67 124.46
Drew Industries (DW) 0.31 2600 NEW 85.00 59.24
MetLife (MET) 0.31 5600 NEW 39.82 50.75
Buffalo Wild Wings (BWLD) 0.31 1600 NEW 138.75 184.67
ePlus (PLUS) 0.31 2700 NEW 81.85 83.32
Unit Corporation (UNT) 0.31 14400 -52.00% 15.56 26.14
Brightcove 0.31 25500 NEW 8.78 0.00
A10 Networks 0.31 34000 -9.00% 6.47 0.00
Mcbc Holdings 0.31 20200 NEW 11.04 0.00
* Atn Intl Inc Com stock 0.31 2900 NEW 77.93 0.00
Compania de Minas Buenaventura SA (BVN) 0.30 17700 NEW 11.98 10.28
CNOOC (CEO) 0.30 1700 NEW 124.71 133.62
Travelers Companies (TRV) 0.30 1800 NEW 118.89 105.54
Universal Corporation (UVV) 0.30 3800 NEW 57.63 45.24
Aaron's (AAN.A) 0.30 9900 NEW 21.92 0.00
Southwest Gas Corporation (SWX) 0.30 2700 -65.00% 78.89 54.27
PharMerica Corporation (PMC) 0.30 8900 +32.00% 24.61 26.28
EnerSys (ENS) 0.30 3600 NEW 59.44 63.83
Emergent BioSolutions (EBS) 0.30 7700 NEW 28.18 28.38
Mrc Global Inc cmn 0.30 15000 +3.00% 14.20 0.00
Earthlink Holdings 0.30 33200 -70.00% 6.39 0.00
Enova Intl 0.30 29200 -32.00% 7.36 0.00
Key (KEY) 0.29 19100 NEW 11.05 14.07
Chesapeake Utilities Corporation (CPK) 0.29 3100 NEW 66.13 46.69
AAON (AAON) 0.29 7600 NEW 27.50 21.75
Nabors Industries Ltd shs 0.29 20600 -7.00% 10.05 0.00
Cyrusone 0.29 3700 NEW 55.68 0.00
Theravance Biopharma 0.29 9200 NEW 22.72 0.00
Steris 0.29 3000 -14.00% 68.67 0.00
Expeditors International of Washington (EXPD) 0.28 4100 NEW 49.02 47.74
John Wiley & Sons (JW.A) 0.28 3900 NEW 52.31 0.00
Danaher Corporation (DHR) 0.28 2000 NEW 101.00 84.59
Prudential Financial (PRU) 0.28 2800 NEW 71.43 80.31
Live Nation Entertainment (LYV) 0.28 8500 NEW 23.53 25.19
WABCO Holdings (WBC) 0.28 2200 NEW 91.36 114.66
Synaptics, Incorporated (SYNA) 0.28 3800 NEW 53.68 80.76
Banco Itau Holding Financeira S.A. (ITUB) 0.28 21500 -86.00% 9.44 10.68
Marten Transport (MRTN) 0.28 10000 NEW 19.80 21.98
Urban Outfitters (URBN) 0.28 7300 NEW 27.53 44.81
Hudson Pacific Properties (HPP) 0.28 7000 -49.00% 29.14 30.76
FleetCor Technologies (FLT) 0.28 1400 NEW 142.86 149.57
DYNEGY INC Common stock 0.28 11600 -79.00% 17.24 0.00
Cdw 0.28 5100 NEW 40.00 0.00
Veeva Sys Inc cl a 0.28 5900 -15.00% 34.07 0.00
Calgon Carbon Corporation (CCC) 0.27 14700 NEW 13.13 20.35
3D Systems Corporation (TDSC) 0.27 14000 NEW 13.71 0.00
Huntington Bancshares Incorporated (HBAN) 0.26 20800 NEW 8.94 10.78
Fairpoint Communications 0.26 12900 NEW 14.65 0.00
* Armada Hoffler Pptys 0.26 13500 NEW 13.70 0.00
Five9 0.26 15700 NEW 11.91 0.00
Archrock 0.26 19900 -58.00% 9.40 0.00
Overseas Shipholding Group I Cl A New stock 0.26 16700 NEW 11.02 0.00
Banco Bradesco SA (BBD) 0.25 23100 -62.00% 7.79 10.81
BofI Holding (BOFI) 0.25 10300 -9.00% 17.67 87.64
E Commerce China Dangdang (DANG) 0.25 29100 NEW 6.05 8.67
Silver Bay Rlty Tr 0.25 10500 NEW 17.05 0.00
Ambac Finl 0.25 10900 NEW 16.42 0.00
Nexeo Solutions 0.25 20000 NEW 9.00 0.00
Hecla Mining Company (HL) 0.24 34500 NEW 5.10 2.65
Exelixis (EXEL) 0.24 22500 NEW 7.82 3.00
Acacia Research Corporation (ACTG) 0.24 39631 NEW 4.39 11.01
Mitel Networks 0.24 27200 +51.00% 6.29 0.00
Cempra 0.24 10300 NEW 16.50 0.00
MBIA (MBI) 0.23 24600 +8.00% 6.83 9.06
LivePerson (LPSN) 0.23 26100 NEW 6.32 10.99
Ofg Ban 0.23 19800 NEW 8.28 0.00
Kcg Holdings Inc Cl A 0.23 12200 -73.00% 13.28 0.00
Northstar Asset Management C 0.23 16500 NEW 10.18 0.00
Lexicon Pharmaceuticals 0.23 11700 NEW 14.36 0.00
FelCor Lodging Trust Incorporated (FCH) 0.22 25100 NEW 6.22 10.50
Graphic Packaging Holding Company (GPK) 0.22 12800 -29.00% 12.58 14.30
Daktronics (DAKT) 0.22 25300 NEW 6.25 9.99
Third Point Reinsurance 0.22 13700 NEW 11.75 0.00
MGIC Investment (MTG) 0.21 25900 5.95 9.39
Redwood Trust (RWT) 0.21 10700 NEW 13.83 18.25
Companhia de Saneamento Basi (SBS) 0.21 17000 -68.00% 8.94 5.10
Tesco Corporation (TESO) 0.21 22200 NEW 6.71 11.12
Applied Micro Circuits Corporation (AMCC) 0.21 23900 NEW 6.40 5.35
ING Groep N.V. (ING) 0.21 14700 NEW 10.34 14.08
Exterran 0.21 11900 NEW 12.86 0.00
Cliffs Natural Resources (CLF) 0.20 25000 NEW 5.68 5.38
Tsakos Energy Navigation 0.20 30000 NEW 4.70 0.00
Meetme 0.20 26800 NEW 5.34 0.00
Timkensteel 0.20 14900 NEW 9.60 0.00
Wp Glimcher 0.20 12800 NEW 11.17 0.00
Ashford Hospitality Trust (AHT) 0.19 25600 -23.00% 5.35 9.63
Exar Corporation (EXAR) 0.19 17000 NEW 8.06 10.65
Axovant Sciences 0.19 10500 NEW 12.86 0.00
Mobile TeleSystems OJSC (MBT) 0.18 15400 +36.00% 8.31 8.82
Amber Road 0.18 16500 NEW 7.70 0.00
American Superconductor 0.18 15200 NEW 8.42 0.00
Harsco Corporation (HSC) 0.17 18300 NEW 6.67 15.76
ON Semiconductor (ONNN) 0.17 13600 NEW 8.82 12.68
Windstream Holdings 0.17 13400 NEW 9.25 0.00
Ferroglobe Plc shs 0.17 13900 NEW 8.63 0.00
Iridium Communications (IRDM) 0.16 13100 NEW 8.85 9.57
Amicus Therapeutics (FOLD) 0.16 21000 NEW 5.48 8.99
Corcept Therapeutics Incorporated (CORT) 0.16 21700 NEW 5.44 3.91
Carbonite 0.16 11600 NEW 9.74 0.00
Silicon Graphics International (SGI) 0.15 21200 +11.00% 5.05 8.65
Park Sterling Bk Charlott 0.15 15200 NEW 7.11 0.00
Cnh Industrial N.v. 0.15 15200 NEW 7.17 0.00
Karyopharm Therapeutics 0.15 16200 NEW 6.73 0.00
Dhi 0.15 17200 NEW 6.22 0.00
Bill Barrett Corporation (BBG) 0.14 16100 NEW 6.40 8.46
Vonage Holdings (VG) 0.14 16600 NEW 6.08 4.53
Synergy Res 0.14 15600 NEW 6.67 0.00
Wendy's/arby's 0.14 10800 NEW 9.63 0.00
Sangamo Biosciences (SGMO) 0.12 15100 NEW 5.76 16.92
Stein Mart (SMRT) 0.12 11300 NEW 7.70 12.42
McDermott International (MDR) 0.12 18100 NEW 4.92 3.06
IntraLinks Holdings (IL) 0.12 13600 -65.00% 6.47 10.29
Tg Therapeutics 0.12 14300 +38.00% 6.08 0.00
Dawson Geophysical 0.12 10400 NEW 8.17 0.00
Pier 1 Imports (PIR) 0.11 14700 -84.00% 5.17 12.41
Northern Oil & Gas (NOG) 0.11 17000 NEW 4.65 7.09
Sanchez Energy Corp C ommon stocks 0.11 11400 NEW 7.02 0.00
Resolute Fst Prods In 0.11 14447 NEW 5.26 0.00
Ruby Tuesday (RT) 0.10 19700 NEW 3.60 6.21
RadiSys Corporation (RSYS) 0.10 15400 NEW 4.48 2.19
ZIOPHARM Oncology (ZIOP) 0.10 13300 -81.00% 5.49 13.14
Calix (CALX) 0.10 10500 NEW 6.95 8.53
Arcos Dorados Holdings 0.10 15000 NEW 4.80 0.00
SLM Corporation (SLM) 0.09 10800 NEW 6.20 9.06
Newpark Resources (NR) 0.09 10900 NEW 5.78 9.28
Anworth Mortgage Asset Corporation (ANH) 0.09 13500 NEW 4.67 5.14
Kinross Gold 0.09 13700 NEW 4.89 0.00
Gain Capital Holdings (GCAP) 0.09 10300 NEW 6.31 10.07
Cincinnati Bell (CBB) 0.08 11900 NEW 4.54 3.46
Ocular Therapeutix 0.08 11000 NEW 4.91 0.00
Pioneer Energy Services 0.07 11600 NEW 4.57 0.00

Past 13F-HR SEC Filings for ELLINGTON MANAGEMENT