Ellington Management Group

Ellington Management as of June 30, 2016

Portfolio Holdings for Ellington Management

Ellington Management holds 241 positions in its portfolio as reported in the June 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ellington Financial 23.3 $17M 979k 17.13
Smith & Wesson Holding Corporation 1.1 $764k 28k 27.19
Steel Dynamics (STLD) 0.9 $654k 27k 24.49
Joy Global 0.8 $564k 27k 21.12
Hp (HPQ) 0.8 $552k 44k 12.55
Rent-A-Center (UPBD) 0.7 $515k 42k 12.29
Engility Hldgs 0.7 $515k 24k 21.11
Quad/Graphics (QUAD) 0.7 $491k 21k 23.27
Fitbit 0.7 $486k 40k 12.21
Coca-Cola FEMSA, S.A.B. de C.V. (KOF) 0.7 $465k 5.6k 83.04
Argan (AGX) 0.6 $463k 11k 41.71
Finish Line 0.6 $450k 22k 20.18
Triumph (TGI) 0.6 $451k 13k 35.51
Teradata Corporation (TDC) 0.6 $424k 17k 25.09
Nucor Corporation (NUE) 0.6 $415k 8.4k 49.40
CoreSite Realty 0.6 $417k 4.7k 88.72
Intuit (INTU) 0.5 $379k 3.4k 111.47
Amc Networks Inc Cl A (AMCX) 0.5 $381k 6.3k 60.48
Renewable Energy 0.5 $373k 42k 8.84
Altisource Portfolio Solns S reg 0.5 $367k 13k 27.80
Ternium (TX) 0.5 $364k 19k 19.06
NetGear (NTGR) 0.5 $366k 7.7k 47.53
Symantec Corporation 0.5 $357k 17k 20.52
Banco Macro SA (BMA) 0.5 $356k 4.8k 74.17
Patterson Companies (PDCO) 0.5 $350k 7.3k 47.95
World Acceptance (WRLD) 0.5 $351k 7.7k 45.58
Walker & Dunlop (WD) 0.5 $342k 15k 22.80
Palo Alto Networks (PANW) 0.5 $343k 2.8k 122.50
Ep Energy 0.5 $346k 67k 5.19
AngloGold Ashanti 0.5 $341k 19k 18.04
TrueBlue (TBI) 0.5 $335k 18k 18.93
Radian (RDN) 0.5 $340k 33k 10.43
Iconix Brand 0.5 $335k 50k 6.77
Brinker International (EAT) 0.5 $328k 7.2k 45.56
Manhattan Associates (MANH) 0.5 $333k 5.2k 64.04
Enersis 0.5 $327k 38k 8.58
Hawaiian Holdings 0.5 $326k 8.6k 37.91
Quanta Services (PWR) 0.5 $324k 14k 23.14
Oceaneering International (OII) 0.5 $322k 11k 29.81
Insperity (NSP) 0.5 $324k 4.2k 77.14
Chicago Bridge & Iron Company 0.4 $315k 9.1k 34.62
Unisys Corporation (UIS) 0.4 $315k 43k 7.27
Great Plains Energy Incorporated 0.4 $307k 10k 30.40
VMware 0.4 $309k 5.4k 57.22
Michael Kors Holdings 0.4 $312k 6.3k 49.52
Post Holdings Inc Common (POST) 0.4 $306k 3.7k 82.70
Stratasys (SSYS) 0.4 $309k 14k 22.89
Container Store (TCS) 0.4 $309k 58k 5.36
D.R. Horton (DHI) 0.4 $305k 9.7k 31.44
UGI Corporation (UGI) 0.4 $299k 6.6k 45.30
Children's Place Retail Stores (PLCE) 0.4 $305k 3.8k 80.26
Chart Industries (GTLS) 0.4 $304k 13k 24.13
Anthem (ELV) 0.4 $302k 2.3k 131.30
Capital One Financial (COF) 0.4 $298k 4.7k 63.40
Lowe's Companies (LOW) 0.4 $293k 3.7k 79.19
Signature Bank (SBNY) 0.4 $287k 2.3k 124.78
Worthington Industries (WOR) 0.4 $288k 6.8k 42.35
Allied World Assurance 0.4 $285k 8.1k 35.19
Yandex Nv-a (NBIS) 0.4 $286k 13k 21.83
McKesson Corporation (MCK) 0.4 $280k 1.5k 186.67
Marriott International (MAR) 0.4 $279k 4.2k 66.43
Isle of Capri Casinos 0.4 $278k 15k 18.29
Estee Lauder Companies (EL) 0.4 $282k 3.1k 90.97
Tailored Brands 0.4 $277k 22k 12.65
ConAgra Foods (CAG) 0.4 $273k 5.7k 47.89
Triple-S Management 0.4 $274k 11k 24.46
AK Steel Holding Corporation 0.4 $275k 59k 4.65
Fly Leasing 0.4 $273k 28k 9.93
Coca Cola European Partners (CCEP) 0.4 $275k 7.7k 35.71
Incyte Corporation (INCY) 0.4 $264k 3.3k 80.00
LKQ Corporation (LKQ) 0.4 $266k 8.4k 31.67
Forestar 0.4 $263k 22k 11.90
Hibbett Sports (HIBB) 0.4 $264k 7.6k 34.74
Swift Transportation Company 0.4 $267k 17k 15.43
Blucora 0.4 $269k 26k 10.35
PPG Industries (PPG) 0.4 $260k 2.5k 104.00
Aetna 0.4 $256k 2.1k 121.90
Net 1 UEPS Technologies (LSAK) 0.4 $258k 26k 10.00
Atwood Oceanics 0.4 $257k 21k 12.54
WebMD Health 0.4 $256k 4.4k 58.18
Terraform Power 0.4 $257k 24k 10.89
Principal Financial (PFG) 0.3 $251k 6.1k 41.15
Altria (MO) 0.3 $248k 3.6k 68.89
Big Lots (BIGGQ) 0.3 $251k 5.0k 50.20
NutriSystem 0.3 $254k 10k 25.40
Alaska Air (ALK) 0.3 $251k 4.3k 58.37
Woodward Governor Company (WWD) 0.3 $248k 4.3k 57.67
Erie Indemnity Company (ERIE) 0.3 $248k 2.5k 99.20
Sprouts Fmrs Mkt (SFM) 0.3 $252k 11k 22.91
Santander Consumer Usa 0.3 $255k 25k 10.32
Rayonier Advanced Matls (RYAM) 0.3 $250k 18k 13.59
Dave & Buster's Entertainmnt (PLAY) 0.3 $253k 5.4k 46.85
Kroger (KR) 0.3 $246k 6.7k 36.72
Sanderson Farms 0.3 $243k 2.8k 86.79
CenterPoint Energy (CNP) 0.3 $242k 10k 23.96
Arlington Asset Investment 0.3 $247k 19k 13.00
National CineMedia 0.3 $241k 16k 15.45
Core Laboratories 0.3 $235k 1.9k 123.68
Ez (EZPW) 0.3 $240k 32k 7.55
ScanSource (SCSC) 0.3 $238k 6.4k 37.19
International Game Technology (BRSL) 0.3 $236k 13k 18.73
California Res Corp 0.3 $238k 20k 12.21
Cadence Design Systems (CDNS) 0.3 $231k 9.5k 24.32
Linear Technology Corporation 0.3 $233k 5.0k 46.60
Patterson-UTI Energy (PTEN) 0.3 $230k 11k 21.30
Thor Industries (THO) 0.3 $227k 3.5k 64.86
ArcelorMittal 0.3 $233k 50k 4.66
Fibria Celulose 0.3 $229k 34k 6.76
Msa Safety Inc equity (MSA) 0.3 $231k 4.4k 52.50
State Street Corporation (STT) 0.3 $221k 4.1k 53.90
SL Green Realty 0.3 $224k 2.1k 106.67
Drew Industries 0.3 $221k 2.6k 85.00
MetLife (MET) 0.3 $223k 5.6k 39.82
Buffalo Wild Wings 0.3 $222k 1.6k 138.75
ePlus (PLUS) 0.3 $221k 2.7k 81.85
Unit Corporation 0.3 $224k 14k 15.56
Brightcove (BCOV) 0.3 $224k 26k 8.78
A10 Networks (ATEN) 0.3 $220k 34k 6.47
Mcbc Holdings 0.3 $223k 20k 11.04
Atn Intl (ATNI) 0.3 $226k 2.9k 77.93
Compania de Minas Buenaventura SA (BVN) 0.3 $212k 18k 11.98
Cnooc 0.3 $212k 1.7k 124.71
Travelers Companies (TRV) 0.3 $214k 1.8k 118.89
Universal Corporation (UVV) 0.3 $219k 3.8k 57.63
Aaron's 0.3 $217k 9.9k 21.92
Southwest Gas Corporation (SWX) 0.3 $213k 2.7k 78.89
PharMerica Corporation 0.3 $219k 8.9k 24.61
EnerSys (ENS) 0.3 $214k 3.6k 59.44
Emergent BioSolutions (EBS) 0.3 $217k 7.7k 28.18
Mrc Global Inc cmn (MRC) 0.3 $213k 15k 14.20
Earthlink Holdings 0.3 $212k 33k 6.39
Enova Intl (ENVA) 0.3 $215k 29k 7.36
Key (KEY) 0.3 $211k 19k 11.05
Chesapeake Utilities Corporation (CPK) 0.3 $205k 3.1k 66.13
Aaon (AAON) 0.3 $209k 7.6k 27.50
Nabors Industries 0.3 $207k 21k 10.05
Cyrusone 0.3 $206k 3.7k 55.68
Theravance Biopharma (TBPH) 0.3 $209k 9.2k 22.72
Steris 0.3 $206k 3.0k 68.67
Expeditors International of Washington (EXPD) 0.3 $201k 4.1k 49.02
John Wiley & Sons (WLY) 0.3 $204k 3.9k 52.31
Danaher Corporation (DHR) 0.3 $202k 2.0k 101.00
Prudential Financial (PRU) 0.3 $200k 2.8k 71.43
Live Nation Entertainment (LYV) 0.3 $200k 8.5k 23.53
WABCO Holdings 0.3 $201k 2.2k 91.36
Synaptics, Incorporated (SYNA) 0.3 $204k 3.8k 53.68
Banco Itau Holding Financeira (ITUB) 0.3 $203k 22k 9.44
Marten Transport (MRTN) 0.3 $198k 10k 19.80
Urban Outfitters (URBN) 0.3 $201k 7.3k 27.53
Hudson Pacific Properties (HPP) 0.3 $204k 7.0k 29.14
FleetCor Technologies 0.3 $200k 1.4k 142.86
Dynegy 0.3 $200k 12k 17.24
Cdw (CDW) 0.3 $204k 5.1k 40.00
Veeva Sys Inc cl a (VEEV) 0.3 $201k 5.9k 34.07
Calgon Carbon Corporation 0.3 $193k 15k 13.13
3D Systems Corporation (DDD) 0.3 $192k 14k 13.71
Huntington Bancshares Incorporated (HBAN) 0.3 $186k 21k 8.94
Fairpoint Communications 0.3 $189k 13k 14.65
Armada Hoffler Pptys (AHH) 0.3 $185k 14k 13.70
Five9 (FIVN) 0.3 $187k 16k 11.91
Archrock (AROC) 0.3 $187k 20k 9.40
Overseas Shipholding Group I Cl A (OSG) 0.3 $184k 17k 11.02
Banco Bradesco SA (BBD) 0.2 $180k 23k 7.79
BofI Holding 0.2 $182k 10k 17.67
E Commerce China Dangdang 0.2 $176k 29k 6.05
Silver Bay Rlty Tr 0.2 $179k 11k 17.05
Ambac Finl (AMBC) 0.2 $179k 11k 16.42
Nexeo Solutions 0.2 $180k 20k 9.00
Hecla Mining Company (HL) 0.2 $176k 35k 5.10
Exelixis (EXEL) 0.2 $176k 23k 7.82
Acacia Research Corporation (ACTG) 0.2 $174k 40k 4.39
Mitel Networks Corp 0.2 $171k 27k 6.29
Cempra 0.2 $170k 10k 16.50
Mbia (MBI) 0.2 $168k 25k 6.83
LivePerson (LPSN) 0.2 $165k 26k 6.32
Ofg Ban (OFG) 0.2 $164k 20k 8.28
Kcg Holdings Inc Cl A 0.2 $162k 12k 13.28
Northstar Asset Management C 0.2 $168k 17k 10.18
Lexicon Pharmaceuticals (LXRX) 0.2 $168k 12k 14.36
FelCor Lodging Trust Incorporated 0.2 $156k 25k 6.22
Graphic Packaging Holding Company (GPK) 0.2 $161k 13k 12.58
Daktronics (DAKT) 0.2 $158k 25k 6.25
Third Point Reinsurance 0.2 $161k 14k 11.75
MGIC Investment (MTG) 0.2 $154k 26k 5.95
Redwood Trust (RWT) 0.2 $148k 11k 13.83
Companhia de Saneamento Basi (SBS) 0.2 $152k 17k 8.94
Tesco Corporation 0.2 $149k 22k 6.71
Applied Micro Circuits Corporation 0.2 $153k 24k 6.40
ING Groep (ING) 0.2 $152k 15k 10.34
Exterran 0.2 $153k 12k 12.86
Cliffs Natural Resources 0.2 $142k 25k 5.68
Tsakos Energy Navigation 0.2 $141k 30k 4.70
Meetme 0.2 $143k 27k 5.34
Timkensteel (MTUS) 0.2 $143k 15k 9.60
Wp Glimcher 0.2 $143k 13k 11.17
Ashford Hospitality Trust 0.2 $137k 26k 5.35
Exar Corporation 0.2 $137k 17k 8.06
Axovant Sciences 0.2 $135k 11k 12.86
Mobile TeleSystems OJSC 0.2 $128k 15k 8.31
Amber Road 0.2 $127k 17k 7.70
American Superconductor (AMSC) 0.2 $128k 15k 8.42
Harsco Corporation (NVRI) 0.2 $122k 18k 6.67
ON Semiconductor (ON) 0.2 $120k 14k 8.82
Windstream Holdings 0.2 $124k 13k 9.25
Ferroglobe (GSM) 0.2 $120k 14k 8.63
Iridium Communications (IRDM) 0.2 $116k 13k 8.85
Amicus Therapeutics (FOLD) 0.2 $115k 21k 5.48
Corcept Therapeutics Incorporated (CORT) 0.2 $118k 22k 5.44
Carbonite 0.2 $113k 12k 9.74
Silicon Graphics International 0.1 $107k 21k 5.05
Park Sterling Bk Charlott 0.1 $108k 15k 7.11
Cnh Industrial (CNH) 0.1 $109k 15k 7.17
Karyopharm Therapeutics 0.1 $109k 16k 6.73
Dhi (DHX) 0.1 $107k 17k 6.22
Bill Barrett Corporation 0.1 $103k 16k 6.40
Vonage Holdings 0.1 $101k 17k 6.08
Synergy Res Corp 0.1 $104k 16k 6.67
Wendy's/arby's Group (WEN) 0.1 $104k 11k 9.63
Sangamo Biosciences (SGMO) 0.1 $87k 15k 5.76
Stein Mart 0.1 $87k 11k 7.70
McDermott International 0.1 $89k 18k 4.92
IntraLinks Holdings 0.1 $88k 14k 6.47
Tg Therapeutics (TGTX) 0.1 $87k 14k 6.08
Dawson Geophysical (DWSN) 0.1 $85k 10k 8.17
Pier 1 Imports 0.1 $76k 15k 5.17
Northern Oil & Gas 0.1 $79k 17k 4.65
Sanchez Energy Corp C ommon stocks 0.1 $80k 11k 7.02
Resolute Fst Prods In 0.1 $76k 14k 5.26
Ruby Tuesday 0.1 $71k 20k 3.60
RadiSys Corporation 0.1 $69k 15k 4.48
ZIOPHARM Oncology 0.1 $73k 13k 5.49
Calix (CALX) 0.1 $73k 11k 6.95
Arcos Dorados Holdings (ARCO) 0.1 $72k 15k 4.80
SLM Corporation (SLM) 0.1 $67k 11k 6.20
Newpark Resources (NPKI) 0.1 $63k 11k 5.78
Anworth Mortgage Asset Corporation 0.1 $63k 14k 4.67
Kinross Gold Corp (KGC) 0.1 $67k 14k 4.89
Gain Capital Holdings 0.1 $65k 10k 6.31
Cincinnati Bell 0.1 $54k 12k 4.54
Ocular Therapeutix (OCUL) 0.1 $54k 11k 4.91
Pioneer Energy Services 0.1 $53k 12k 4.57