ELLINGTON MANAGEMENT GROUP LLC

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$280 Million is the total value of ELLINGTON MANAGEMENT GROUP LLC's 542 reported holdings in Q4 2013. The portfolio turnover from Q3 2013 to Q4 2013 was - .

All

			Value		Shares		↓ Weighting
CVC	New	CABLEVISION SYS CORPcl a ny cablvs	$2,010,000	–	112,100	+100.0%	0.72%	–
WDR	New	WADDELL & REED FINL INCcl a	$1,635,000	–	25,100	+100.0%	0.58%	–
ODP	New	OFFICE DEPOT INC	$1,564,000	–	295,600	+100.0%	0.56%	–
SCHL	New	SCHOLASTIC CORP	$1,435,000	–	42,200	+100.0%	0.51%	–
EVR	New	EVERCORE PARTNERS INCclass a	$1,208,000	–	20,200	+100.0%	0.43%	–
DB	New	DEUTSCHE BANK AGnamen akt	$1,085,000	–	22,500	+100.0%	0.39%	–
RWT	New	REDWOOD TR INC	$1,071,000	–	55,300	+100.0%	0.38%	–
RJF	New	RAYMOND JAMES FINANCIAL INC	$1,044,000	–	20,000	+100.0%	0.37%	–
HTH	New	HILLTOP HOLDINGS INC	$1,039,000	–	44,900	+100.0%	0.37%	–
ZLTQ	New	ZELTIQ AESTHETICS INC	$993,000	–	52,500	+100.0%	0.35%	–
POOL	New	POOL CORPORATION	$983,000	–	16,900	+100.0%	0.35%	–
ROC	New	ROCKWOOD HLDGS INC	$978,000	–	13,600	+100.0%	0.35%	–
CDW	New	CDW CORP	$974,000	–	41,700	+100.0%	0.35%	–
VOYA	New	ING U S INC	$956,000	–	27,200	+100.0%	0.34%	–
SPG	New	SIMON PPTY GROUP INC NEW	$943,000	–	6,200	+100.0%	0.34%	–
DFODQ	New	DEAN FOODS CO NEW	$939,000	–	54,600	+100.0%	0.34%	–
ALGN	New	ALIGN TECHNOLOGY INC	$903,000	–	15,800	+100.0%	0.32%	–
LAD	New	LITHIA MTRS INCcl a	$896,000	–	12,900	+100.0%	0.32%	–
CAH	New	CARDINAL HEALTH INC	$862,000	–	12,900	+100.0%	0.31%	–
BEN	New	FRANKLIN RES INC	$849,000	–	14,700	+100.0%	0.30%	–
LVNTA	New	LIBERTY INTERACTIVE CORP	$846,000	–	6,900	+100.0%	0.30%	–
WCG	New	WELLCARE HEALTH PLANS INC	$845,000	–	12,000	+100.0%	0.30%	–
MEI	New	METHODE ELECTRS INC	$841,000	–	24,600	+100.0%	0.30%	–
NCS	New	NCI BUILDING SYS INC	$826,000	–	47,100	+100.0%	0.30%	–
PENN	New	PENN NATL GAMING INC	$824,000	–	57,500	+100.0%	0.29%	–
ETFC	New	E TRADE FINANCIAL CORP	$821,000	–	41,800	+100.0%	0.29%	–
RS	New	RELIANCE STEEL & ALUMINUM CO	$804,000	–	10,600	+100.0%	0.29%	–
EGL	New	ENGILITY HLDGS INC	$798,000	–	23,900	+100.0%	0.28%	–
HLX	New	HELIX ENERGY SOLUTIONS GRP I	$800,000	–	34,500	+100.0%	0.28%	–
PSX	New	PHILLIPS 66	$787,000	–	10,200	+100.0%	0.28%	–
HTS	New	HATTERAS FINL CORP	$753,000	–	46,100	+100.0%	0.27%	–
BERY	New	BERRY PLASTICS GROUP INC	$754,000	–	31,700	+100.0%	0.27%	–
LTM	New	LIFE TIME FITNESS INC	$752,000	–	16,000	+100.0%	0.27%	–
EXPR	New	EXPRESS INC	$752,000	–	40,300	+100.0%	0.27%	–
BOBE	New	BOB EVANS FARMS INC	$749,000	–	14,800	+100.0%	0.27%	–
DAKT	New	DAKTRONICS INC	$737,000	–	47,000	+100.0%	0.26%	–
MCD	New	MCDONALDS CORP	$737,000	–	7,600	+100.0%	0.26%	–
CNW	New	CON-WAY INC	$731,000	–	18,400	+100.0%	0.26%	–
TCBI	New	TEXAS CAPITAL BANCSHARES INC	$728,000	–	11,700	+100.0%	0.26%	–
EVER	New	EVERBANK FINL CORP	$717,000	–	39,100	+100.0%	0.26%	–
HII	New	HUNTINGTON INGALLS INDS INC	$702,000	–	7,800	+100.0%	0.25%	–
ZTS	New	ZOETIS INCcl a	$693,000	–	21,200	+100.0%	0.25%	–
OME	New	OMEGA PROTEIN CORP	$678,000	–	55,200	+100.0%	0.24%	–
ICAYY	New	EMPRESAS ICA S A DE CVspons adr new	$680,000	–	80,500	+100.0%	0.24%	–
MCHP	New	MICROCHIP TECHNOLOGY INC	$671,000	–	15,000	+100.0%	0.24%	–
FOR	New	FORESTAR GROUP INC	$653,000	–	30,700	+100.0%	0.23%	–
GWR	New	GENESEE & WYO INCcl a	$653,000	–	6,800	+100.0%	0.23%	–
EPL	New	EPL OIL & GAS INC	$641,000	–	22,500	+100.0%	0.23%	–
GWW	New	GRAINGER W W INC	$639,000	–	2,500	+100.0%	0.23%	–
NUS	New	NU SKIN ENTERPRISES INCcl a	$636,000	–	4,600	+100.0%	0.23%	–
QCOM	New	QUALCOMM INC	$631,000	–	8,500	+100.0%	0.22%	–
TSO	New	TESORO CORP	$620,000	–	10,600	+100.0%	0.22%	–
EFII	New	ELECTRONICS FOR IMAGING INC	$608,000	–	15,700	+100.0%	0.22%	–
BLT	New	BLOUNT INTL INC NEW	$603,000	–	41,700	+100.0%	0.22%	–
KAR	New	KAR AUCTION SVCS INC	$603,000	–	20,400	+100.0%	0.22%	–
HHC	New	HOWARD HUGHES CORP	$601,000	–	5,000	+100.0%	0.21%	–
STAR	New	ISTAR FINL INC	$601,000	–	42,100	+100.0%	0.21%	–
VPFG	New	VIEWPOINT FINL GROUP INC MD	$598,000	–	21,800	+100.0%	0.21%	–
KMR	New	KINDER MORGAN MANAGEMENT LLC	$598,000	–	7,900	+100.0%	0.21%	–
TKR	New	TIMKEN CO	$595,000	–	10,800	+100.0%	0.21%	–
YNDX	New	YANDEX N V	$595,000	–	13,800	+100.0%	0.21%	–
LSCC	New	LATTICE SEMICONDUCTOR CORP	$591,000	–	107,600	+100.0%	0.21%	–
ENOC	New	ENERNOC INC	$578,000	–	33,600	+100.0%	0.21%	–
GEOS	New	GEOSPACE TECHNOLOGIES CORP	$577,000	–	6,100	+100.0%	0.21%	–
XLNX	New	XILINX INC	$574,000	–	12,500	+100.0%	0.20%	–
IBKR	New	INTERACTIVE BROKERS GROUP IN	$572,000	–	23,500	+100.0%	0.20%	–
SUSQ	New	SUSQUEHANNA BANCSHARES INC P	$566,000	–	44,100	+100.0%	0.20%	–
GCA	New	GLOBAL CASH ACCESS HLDGS INC	$564,000	–	56,500	+100.0%	0.20%	–
TSLA	New	TESLA MTRS INC	$557,000	–	3,700	+100.0%	0.20%	–
LO	New	LORILLARD INC	$552,000	–	10,900	+100.0%	0.20%	–
GXP	New	GREAT PLAINS ENERGY INC	$550,000	–	22,700	+100.0%	0.20%	–
WW	New	WEIGHT WATCHERS INTL INC NEW	$547,000	–	16,600	+100.0%	0.20%	–
AAWW	New	ATLAS AIR WORLDWIDE HLDGS IN	$543,000	–	13,200	+100.0%	0.19%	–
SSNI	New	SILVER SPRING NETWORKS INC	$544,000	–	25,900	+100.0%	0.19%	–
UMPQ	New	UMPQUA HLDGS CORP	$542,000	–	28,300	+100.0%	0.19%	–
AIRM	New	AIR METHODS CORP	$536,000	–	9,200	+100.0%	0.19%	–
VMW	New	VMWARE INC	$529,000	–	5,900	+100.0%	0.19%	–
ULTA	New	ULTA SALON COSMETCS & FRAG I	$521,000	–	5,400	+100.0%	0.19%	–
OFG	New	OFG BANCORP	$515,000	–	29,700	+100.0%	0.18%	–
BGC	New	GENERAL CABLE CORP DEL NEW	$509,000	–	17,300	+100.0%	0.18%	–
TOWR	New	TOWER INTL INC	$507,000	–	23,700	+100.0%	0.18%	–
EXP	New	EAGLE MATERIALS INC	$496,000	–	6,400	+100.0%	0.18%	–
CLH	New	CLEAN HARBORS INC	$492,000	–	8,200	+100.0%	0.18%	–
EIX	New	EDISON INTL	$486,000	–	10,500	+100.0%	0.17%	–
ATW	New	ATWOOD OCEANICS INC	$486,000	–	9,100	+100.0%	0.17%	–
OSIS	New	OSI SYSTEMS INC	$483,000	–	9,100	+100.0%	0.17%	–
ANIK	New	ANIKA THERAPEUTICS INC	$477,000	–	12,500	+100.0%	0.17%	–
CFFN	New	CAPITOL FED FINL INC	$478,000	–	39,500	+100.0%	0.17%	–
FOXA	New	TWENTY FIRST CENTY FOX INCcl a	$471,000	–	13,400	+100.0%	0.17%	–
MOV	New	MOVADO GROUP INC	$467,000	–	10,600	+100.0%	0.17%	–
TA	New	TRAVELCENTERS OF AMERICA LLC	$467,000	–	47,900	+100.0%	0.17%	–
PACB	New	PACIFIC BIOSCIENCES CALIF IN	$464,000	–	88,700	+100.0%	0.16%	–
ACOR	New	ACORDA THERAPEUTICS INC	$464,000	–	15,900	+100.0%	0.16%	–
PRLB	New	PROTO LABS INC	$456,000	–	6,400	+100.0%	0.16%	–
CNS	New	COHEN & STEERS INC	$453,000	–	11,300	+100.0%	0.16%	–
RCII	New	RENT A CTR INC NEW	$453,000	–	13,600	+100.0%	0.16%	–
DSW	New	DSW INCcl a	$453,000	–	10,600	+100.0%	0.16%	–
ING	New	ING GROEP N Vsponsored adr	$443,000	–	31,600	+100.0%	0.16%	–
OMED	New	ONCOMED PHARMACEUTICALS INC	$440,000	–	14,900	+100.0%	0.16%	–
AGX	New	ARGAN INC	$438,000	–	15,900	+100.0%	0.16%	–
CYS	New	CYS INVTS INC	$432,000	–	58,300	+100.0%	0.15%	–
SLRC	New	SOLAR CAP LTD	$433,000	–	19,200	+100.0%	0.15%	–
HOV	New	HOVNANIAN ENTERPRISES INCcl a	$431,000	–	65,100	+100.0%	0.15%	–
WLK	New	WESTLAKE CHEM CORP	$427,000	–	3,500	+100.0%	0.15%	–
HGGGQ	New	HHGREGG INC	$420,000	–	30,100	+100.0%	0.15%	–
GERN	New	GERON CORP	$420,000	–	88,600	+100.0%	0.15%	–
MKSI	New	MKS INSTRUMENT INC	$419,000	–	14,000	+100.0%	0.15%	–
CRS	New	CARPENTER TECHNOLOGY CORP	$417,000	–	6,700	+100.0%	0.15%	–
ACCO	New	ACCO BRANDS CORP	$412,000	–	61,300	+100.0%	0.15%	–
XOOM	New	XOOM CORP	$413,000	–	15,100	+100.0%	0.15%	–
CSH	New	CASH AMER INTL INC	$406,000	–	10,600	+100.0%	0.14%	–
PDM	New	PIEDMONT OFFICE REALTY TR IN	$400,000	–	24,200	+100.0%	0.14%	–
EGY	New	VAALCO ENERGY INC	$402,000	–	58,300	+100.0%	0.14%	–
SREV	New	SERVICESOURCE INTL LLC	$398,000	–	47,500	+100.0%	0.14%	–
P103PS	New	NPS PHARMACEUTICALS INC	$395,000	–	13,000	+100.0%	0.14%	–
MSCI	New	MSCI INC	$393,000	–	9,000	+100.0%	0.14%	–
ASGN	New	ON ASSIGNMENT INC	$384,000	–	11,000	+100.0%	0.14%	–
IVC	New	INVACARE CORP	$383,000	–	16,500	+100.0%	0.14%	–
CLGX	New	CORELOGIC INC	$380,000	–	10,700	+100.0%	0.14%	–
RAD	New	RITE AID CORP	$379,000	–	74,900	+100.0%	0.14%	–
MANH	New	MANHATTAN ASSOCS INC	$376,000	–	3,200	+100.0%	0.13%	–
WMC	New	WESTERN ASSET MTG CAP CORP	$375,000	–	25,200	+100.0%	0.13%	–
HZNP	New	HORIZON PHARMA INC	$372,000	–	48,800	+100.0%	0.13%	–
PFE	New	PFIZER INC	$374,000	–	12,200	+100.0%	0.13%	–
CIT	New	CIT GROUP INC	$370,000	–	7,100	+100.0%	0.13%	–
ATNI	New	ATLANTIC TELE NETWORK INC	$368,000	–	6,500	+100.0%	0.13%	–
IRDM	New	IRIDIUM COMMUNICATIONS INC	$364,000	–	58,200	+100.0%	0.13%	–
RM	New	REGIONAL MGMT CORP	$363,000	–	10,700	+100.0%	0.13%	–
UNH	New	UNITEDHEALTH GROUP INC	$361,000	–	4,800	+100.0%	0.13%	–
GIMO	New	GIGAMON INC	$359,000	–	12,800	+100.0%	0.13%	–
RT	New	RUBY TUESDAY INC	$357,000	–	51,500	+100.0%	0.13%	–
SODA	New	SODASTREAM INTERNATIONAL LTD	$352,000	–	7,100	+100.0%	0.13%	–
BLDR	New	BUILDERS FIRSTSOURCE INC	$352,000	–	49,300	+100.0%	0.13%	–
SATS	New	ECHOSTAR CORPcl a	$353,000	–	7,100	+100.0%	0.13%	–
PEGA	New	PEGASYSTEMS INC	$344,000	–	7,000	+100.0%	0.12%	–
BRSWQ	New	BRISTOW GROUP INC	$345,000	–	4,600	+100.0%	0.12%	–
UNF	New	UNIFIRST CORP MASS	$342,000	–	3,200	+100.0%	0.12%	–
SHPG	New	SHIRE PLCsponsored adr	$339,000	–	2,400	+100.0%	0.12%	–
LDOS	New	LEIDOS HLDGS INC	$335,000	–	7,200	+100.0%	0.12%	–
NTLS	New	NTELOS HLDGS CORP	$330,000	–	16,300	+100.0%	0.12%	–
RE	New	EVEREST RE GROUP LTD	$327,000	–	2,100	+100.0%	0.12%	–
JONE	New	JONES ENERGY INC	$324,000	–	22,380	+100.0%	0.12%	–
AMG	New	AFFILIATED MANAGERS GROUP	$325,000	–	1,500	+100.0%	0.12%	–
UFS	New	DOMTAR CORP	$321,000	–	3,400	+100.0%	0.11%	–
MUSA	New	MURPHY USA INC	$320,000	–	7,700	+100.0%	0.11%	–
MDXG	New	MIMEDX GROUP INC	$321,000	–	36,700	+100.0%	0.11%	–
SF	New	STIFEL FINL CORP	$316,000	–	6,600	+100.0%	0.11%	–
RASF	New	RAIT FINANCIAL TRUST	$313,000	–	34,900	+100.0%	0.11%	–
ENTA	New	ENANTA PHARMACEUTICALS INC	$314,000	–	11,500	+100.0%	0.11%	–
YRCW	New	YRC WORLDWIDE INC	$311,000	–	17,900	+100.0%	0.11%	–
HMSY	New	HMS HLDGS CORP	$311,000	–	13,700	+100.0%	0.11%	–
AHT	New	ASHFORD HOSPITALITY TR INC	$309,000	–	37,300	+100.0%	0.11%	–
SEMG	New	SEMGROUP CORPcl a	$307,000	–	4,700	+100.0%	0.11%	–
CIB	New	BANCOLOMBIA S Aspon adr pref	$304,000	–	6,200	+100.0%	0.11%	–
RRGB	New	RED ROBIN GOURMET BURGERS IN	$302,000	–	4,100	+100.0%	0.11%	–
WHG	New	WESTWOOD HLDGS GROUP INC	$303,000	–	4,900	+100.0%	0.11%	–
CCRN	New	CROSS CTRY HEALTHCARE INC	$304,000	–	30,500	+100.0%	0.11%	–
AIG	New	AMERICAN INTL GROUP INC	$301,000	–	5,900	+100.0%	0.11%	–
USG	New	U S G CORP	$301,000	–	10,600	+100.0%	0.11%	–
AXS	New	AXIS CAPITAL HOLDINGS LTD	$300,000	–	6,300	+100.0%	0.11%	–
GTN	New	GRAY TELEVISION INC	$299,000	–	20,100	+100.0%	0.11%	–
OREX	New	OREXIGEN THERAPEUTICS INC	$297,000	–	52,700	+100.0%	0.11%	–
IMMR	New	IMMERSION CORP	$295,000	–	28,400	+100.0%	0.10%	–
ATK	New	ALLIANT TECHSYSTEMS INC	$292,000	–	2,400	+100.0%	0.10%	–
CUBI	New	CUSTOMERS BANCORP INC	$293,000	–	14,300	+100.0%	0.10%	–
UNTD	New	UNITED ONLINE INC	$292,000	–	21,201	+100.0%	0.10%	–
TTM	New	TATA MTRS LTDsponsored adr	$290,000	–	9,400	+100.0%	0.10%	–
AXL	New	AMERICAN AXLE & MFG HLDGS IN	$288,000	–	14,100	+100.0%	0.10%	–
GB	New	GREATBATCH INC	$288,000	–	6,500	+100.0%	0.10%	–
VCLK	New	VALUECLICK INC	$285,000	–	12,200	+100.0%	0.10%	–
IRBT	New	IROBOT CORP	$285,000	–	8,200	+100.0%	0.10%	–
PNC	New	PNC FINL SVCS GROUP INC	$287,000	–	3,700	+100.0%	0.10%	–
EGBN	New	EAGLE BANCORP INC MD	$282,000	–	9,200	+100.0%	0.10%	–
BZH	New	BEAZER HOMES USA INC	$283,000	–	11,600	+100.0%	0.10%	–
DFRG	New	DEL FRISCOS RESTAURANT GROUP	$283,000	–	12,000	+100.0%	0.10%	–
CCMP	New	CABOT MICROELECTRONICS CORP	$283,000	–	6,200	+100.0%	0.10%	–
BMRN	New	BIOMARIN PHARMACEUTICAL INC	$281,000	–	4,000	+100.0%	0.10%	–
AEG	New	AEGON N Vny registry sh	$281,000	–	29,600	+100.0%	0.10%	–
MDAS	New	MEDASSETS INC	$278,000	–	14,000	+100.0%	0.10%	–
AES	New	AES CORP	$277,000	–	19,100	+100.0%	0.10%	–
INTEQ	New	INTELSAT S A	$279,000	–	12,400	+100.0%	0.10%	–
GHDX	New	GENOMIC HEALTH INC	$278,000	–	9,500	+100.0%	0.10%	–
SALE	New	RETAILMENOT INC	$279,000	–	9,700	+100.0%	0.10%	–
CNC	New	CENTENE CORP DEL	$277,000	–	4,700	+100.0%	0.10%	–
DPS	New	DR PEPPER SNAPPLE GROUP INC	$278,000	–	5,700	+100.0%	0.10%	–
TOL	New	TOLL BROTHERS INC	$270,000	–	7,300	+100.0%	0.10%	–
ENT	New	GLOBAL EAGLE ENTMT INC	$265,000	–	17,800	+100.0%	0.10%	–
RFIL	New	RF INDS LTD	$266,000	–	28,900	+100.0%	0.10%	–
PACR	New	PACER INTL INC TENN	$263,000	–	31,800	+100.0%	0.09%	–
REX	New	REX AMERICAN RESOURCES CORP	$264,000	–	5,900	+100.0%	0.09%	–
COO	New	COOPER COS INC	$260,000	–	2,100	+100.0%	0.09%	–
IRF	New	INTERNATIONAL RECTIFIER CORP	$261,000	–	10,000	+100.0%	0.09%	–
DIOD	New	DIODES INC	$262,000	–	11,100	+100.0%	0.09%	–
Q	New	QUINTILES TRANSNATIO HLDGS I	$260,000	–	5,600	+100.0%	0.09%	–
LKQ	New	LKQ CORP	$260,000	–	7,900	+100.0%	0.09%	–
COLB	New	COLUMBIA BKG SYS INC	$258,000	–	9,400	+100.0%	0.09%	–
VOXX	New	VOXX INTL CORPcl a	$259,000	–	15,500	+100.0%	0.09%	–
POZN	New	POZEN INC	$259,000	–	32,200	+100.0%	0.09%	–
CCU	New	COMPANIA CERVECERIAS UNIDASsponsored adr	$256,000	–	10,600	+100.0%	0.09%	–
GRC	New	GORMAN RUPP CO	$251,000	–	7,500	+100.0%	0.09%	–
WHR	New	WHIRLPOOL CORP	$251,000	–	1,600	+100.0%	0.09%	–
TYPE	New	MONOTYPE IMAGING HOLDINGS IN	$249,000	–	7,800	+100.0%	0.09%	–
NEWP	New	NEWPORT CORP	$246,000	–	13,600	+100.0%	0.09%	–
SNP	New	CHINA PETE & CHEM CORP	$247,000	–	3,000	+100.0%	0.09%	–
BG	New	BUNGE LIMITED	$246,000	–	3,000	+100.0%	0.09%	–
MPAA	New	MOTORCAR PTS AMER INC	$247,000	–	12,800	+100.0%	0.09%	–
AIR	New	AAR CORP	$244,000	–	8,700	+100.0%	0.09%	–
YUM	New	YUM BRANDS INC	$242,000	–	3,200	+100.0%	0.09%	–
T104SC	New	ANNIES INC	$241,000	–	5,600	+100.0%	0.09%	–
CBF	New	CAPITAL BK FINL CORP	$239,000	–	10,500	+100.0%	0.08%	–
CYTK	New	CYTOKINETICS INC	$236,000	–	36,300	+100.0%	0.08%	–
UNP	New	UNION PAC CORP	$235,000	–	1,400	+100.0%	0.08%	–
OMG	New	OM GROUP INC	$229,000	–	6,300	+100.0%	0.08%	–
RNST	New	RENASANT CORP	$227,000	–	7,200	+100.0%	0.08%	–
BKU	New	BANKUNITED INC	$227,000	–	6,900	+100.0%	0.08%	–
NDLS	New	NOODLES & COcl a	$226,000	–	6,300	+100.0%	0.08%	–
TDG	New	TRANSDIGM GROUP INC	$225,000	–	1,400	+100.0%	0.08%	–
ARPI	New	AMERICAN RESIDENTIAL PPTYS I	$225,000	–	13,100	+100.0%	0.08%	–
ANRZQ	New	ALPHA NATURAL RESOURCES INC	$225,000	–	31,500	+100.0%	0.08%	–
RDSB	New	ROYAL DUTCH SHELL PLCspon adr b	$225,000	–	3,000	+100.0%	0.08%	–
WTFC	New	WINTRUST FINL CORP	$221,000	–	4,800	+100.0%	0.08%	–
PRGN	New	PARAGON SHIPPING INCcl a new	$221,000	–	30,000	+100.0%	0.08%	–
MOH	New	MOLINA HEALTHCARE INC	$219,000	–	6,300	+100.0%	0.08%	–
TTSH	New	TILE SHOP HLDGS INC	$215,000	–	11,900	+100.0%	0.08%	–
STL	New	STERLING BANCORP DEL	$217,000	–	16,200	+100.0%	0.08%	–
HNI	New	HNI CORP	$217,000	–	5,600	+100.0%	0.08%	–
CFNL	New	CARDINAL FINL CORP	$216,000	–	12,000	+100.0%	0.08%	–
SLXP	New	SALIX PHARMACEUTICALS INC	$216,000	–	2,400	+100.0%	0.08%	–
RPTP	New	RAPTOR PHARMACEUTICAL CORP	$216,000	–	16,600	+100.0%	0.08%	–
BAM	New	BROOKFIELD ASSET MGMT INCcl a ltd vt sh	$217,000	–	5,600	+100.0%	0.08%	–
DAN	New	DANA HLDG CORP	$212,000	–	10,800	+100.0%	0.08%	–
CKEC	New	CARMIKE CINEMAS INC	$214,000	–	7,700	+100.0%	0.08%	–
WAFD	New	WASHINGTON FED INC	$212,000	–	9,100	+100.0%	0.08%	–
PFSI	New	PENNYMAC FINL SVCS INCcl a	$211,000	–	12,000	+100.0%	0.08%	–
PRE	New	PARTNERRE LTD	$211,000	–	2,000	+100.0%	0.08%	–
NRG	New	NRG ENERGY INC	$210,000	–	7,300	+100.0%	0.08%	–
CF	New	CF INDS HLDGS INC	$210,000	–	900	+100.0%	0.08%	–
VZ	New	VERIZON COMMUNICATIONS INC	$211,000	–	4,300	+100.0%	0.08%	–
IBN	New	ICICI BK LTDadr	$208,000	–	5,600	+100.0%	0.07%	–
MHK	New	MOHAWK INDS INC	$208,000	–	1,400	+100.0%	0.07%	–
SYKE	New	SYKES ENTERPRISES INC	$205,000	–	9,400	+100.0%	0.07%	–
KOP	New	KOPPERS HOLDINGS INC	$206,000	–	4,500	+100.0%	0.07%	–
IBCP	New	INDEPENDENT BANK CORP MICH	$204,000	–	17,000	+100.0%	0.07%	–
PTRY	New	PANTRY INC	$203,000	–	12,100	+100.0%	0.07%	–
FE	New	FIRSTENERGY CORP	$201,000	–	6,100	+100.0%	0.07%	–
EXAR	New	EXAR CORP	$199,000	–	16,900	+100.0%	0.07%	–
PLAB	New	PHOTRONICS INC	$199,000	–	22,029	+100.0%	0.07%	–
CAI	New	CAI INTERNATIONAL INC	$200,000	–	8,500	+100.0%	0.07%	–
RATE	New	BANKRATE INC DEL	$196,000	–	10,900	+100.0%	0.07%	–
UCTT	New	ULTRA CLEAN HLDGS INC	$196,000	–	19,500	+100.0%	0.07%	–
RMBS	New	RAMBUS INC DEL	$195,000	–	20,600	+100.0%	0.07%	–
NBG	New	NATIONAL BK GREECE S Aspn adr rep 1 sh	$194,000	–	34,700	+100.0%	0.07%	–
MUFG	New	MITSUBISHI UFJ FINL GROUP INsponsored adr	$187,000	–	28,000	+100.0%	0.07%	–
VNDA	New	VANDA PHARMACEUTICALS INC	$189,000	–	15,200	+100.0%	0.07%	–
RFP	New	RESOLUTE FST PRODS INC	$184,000	–	11,500	+100.0%	0.07%	–
SCI	New	SERVICE CORP INTL	$185,000	–	10,200	+100.0%	0.07%	–
STBZ	New	STATE BK FINL CORP	$184,000	–	10,100	+100.0%	0.07%	–
KCG	New	KCG HLDGS INCcl a	$182,000	–	15,200	+100.0%	0.06%	–
PGI	New	PREMIERE GLOBAL SVCS INC	$175,000	–	15,100	+100.0%	0.06%	–
SCS	New	STEELCASE INCcl a	$174,000	–	11,000	+100.0%	0.06%	–
MITL	New	MITEL NETWORKS CORP	$171,000	–	16,900	+100.0%	0.06%	–
ARC	New	ARC DOCUMENT SOLUTIONS INC	$169,000	–	20,600	+100.0%	0.06%	–
SBGL	New	SIBANYE GOLD LTDsponsored adr	$162,000	–	33,600	+100.0%	0.06%	–
GFF	New	GRIFFON CORP	$162,000	–	12,300	+100.0%	0.06%	–
FENG	New	PHOENIX NEW MEDIA LTDsponsored ads	$160,000	–	16,600	+100.0%	0.06%	–
KEY	New	KEYCORP NEW	$161,000	–	12,000	+100.0%	0.06%	–
EJ	New	E HOUSE CHINA HLDGS LTDadr	$157,000	–	10,400	+100.0%	0.06%	–
JBLU	New	JETBLUE AIRWAYS CORP	$157,000	–	18,400	+100.0%	0.06%	–
OXBT	New	OXYGEN BIOTHERAPEUTICS INC	$154,000	–	34,200	+100.0%	0.06%	–
GASS	New	STEALTHGAS INC	$153,000	–	15,005	+100.0%	0.06%	–
MILLQ	New	MILLER ENERGY RES INC	$151,000	–	21,500	+100.0%	0.05%	–
CWCO	New	CONSOLIDATED WATER CO INCord	$147,000	–	10,400	+100.0%	0.05%	–
ERIC	New	ERICSSONadr b sek 10	$146,000	–	11,900	+100.0%	0.05%	–
GPT	New	GRAMERCY PPTY TR INC	$143,000	–	24,900	+100.0%	0.05%	–
RLD	New	REALD INC	$144,000	–	16,900	+100.0%	0.05%	–
N109SC	New	DEMAND MEDIA INC	$140,000	–	24,300	+100.0%	0.05%	–
VOCS	New	VOCUS INC	$132,000	–	11,600	+100.0%	0.05%	–
LIOX	New	LIONBRIDGE TECHNOLOGIES INC	$132,000	–	22,100	+100.0%	0.05%	–
CVGI	New	COMMERCIAL VEH GROUP INC	$129,000	–	17,800	+100.0%	0.05%	–
SKUL	New	SKULLCANDY INC	$123,000	–	17,100	+100.0%	0.04%	–
FLEX	New	FLEXTRONICS INTL LTDord	$124,000	–	15,900	+100.0%	0.04%	–
ENPH	New	ENPHASE ENERGY INC	$120,000	–	18,900	+100.0%	0.04%	–
BSBR	New	BANCO SANTANDER BRASIL S Aads rep 1 unit	$117,000	–	19,100	+100.0%	0.04%	–
CCIHY	New	CHINACACHE INTL HLDG LTDspon adr	$118,000	–	13,200	+100.0%	0.04%	–
GGAL	New	GRUPO FINANCIERO GALICIA S Asp adr 10 sh b	$108,000	–	10,300	+100.0%	0.04%	–
DX	New	DYNEX CAP INC	$93,000	–	11,600	+100.0%	0.03%	–
PEIX	New	PACIFIC ETHANOL INC	$89,000	–	17,500	+100.0%	0.03%	–
MXWL	New	MAXWELL TECHNOLOGIES INC	$88,000	–	11,300	+100.0%	0.03%	–
PXLW	New	PIXELWORKS INC	$79,000	–	16,300	+100.0%	0.03%	–
KGC	New	KINROSS GOLD CORP	$75,000	–	17,100	+100.0%	0.03%	–
SNTA	New	SYNTA PHARMACEUTICALS CORP	$72,000	–	13,700	+100.0%	0.03%	–
FORM	New	FORMFACTOR INC	$71,000	–	11,800	+100.0%	0.02%	–
PZE	New	PETROBRAS ARGENTINA S Aspons adr	$67,000	–	12,100	+100.0%	0.02%	–
CPE	New	CALLON PETE CO DEL	$67,000	–	10,300	+100.0%	0.02%	–
ZIXI	New	ZIX CORP	$67,000	–	14,700	+100.0%	0.02%	–
EVC	New	ENTRAVISION COMMUNICATIONS Ccl a	$65,000	–	10,600	+100.0%	0.02%	–
CNTY	New	CENTURY CASINOS INC	$64,000	–	12,300	+100.0%	0.02%	–

Original filings

The following EDGAR filing(s) were analyzed to create this report:

View 13F-HR filed 2014-02-14

Signatures

The EDGAR filing(s) were signed by:

David Rice — Chief Compliance Officer

Top long-term holdings

Name	Quarters owned	Latest quarter owned	Max weighting
MGIC INVT CORP WIS	24	Q1 2021	1.5%
ELLINGTON FINANCIAL LLC	23	Q4 2018	30.9%
GILEAD SCIENCES INC	21	Q3 2019	0.4%
PETROLEO BRASILEIRO SA PETRO	20	Q1 2020	0.4%
AMERICAN AXLE & MFG HLDGS IN	19	Q4 2020	2.0%
REALOGY HLDGS CORP	19	Q2 2021	0.6%
NRG ENERGY INC	18	Q1 2020	0.5%
VMWARE INC	18	Q2 2019	0.4%
UNISYS CORP	18	Q1 2020	0.5%
COMPANHIA DE SANEAMENTO BASI	18	Q4 2019	0.2%

View ELLINGTON MANAGEMENT GROUP LLC's complete holdings history.

Latest significant ownerships (13-D/G)

ELLINGTON MANAGEMENT GROUP LLC Q4 2013 significant holdings filed using form 13D/G when ownership exceeds 5% of a company's total stock issue.
	Filed	Percentage
Great Ajax Corp.^{Sold out}	January 17, 2024	6.1%
Oportun Financial Corp^{Sold out}	January 17, 2024	7.3%
SVB FINANCIAL GROUP^{Sold out}	January 17, 2024	8.6%
SPSS INC^{Sold out}	September 17, 2010	0.0%

View ELLINGTON MANAGEMENT GROUP LLC's complete significant-ownership history.

Latest filings

Type	Filed
N-PX	2024-08-29
13F-NT	2024-08-12
13F-NT	2024-05-15
13F-NT	2024-02-13
SC 13G/A	2024-01-17
SC 13G/A	2024-01-17
SC 13G/A	2024-01-17
13F-NT	2023-11-13
SC 13G	2023-10-30
13F-NT	2023-08-14

View ELLINGTON MANAGEMENT GROUP LLC's complete filings history.

All filings

View complete filings history.

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