$146 Million is the total value of ELLINGTON MANAGEMENT GROUP LLC's 282 reported holdings in Q3 2014. The portfolio turnover from Q2 2014 to Q3 2014 was 100.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| LYG | Exit | LLOYDS BANKING GROUP PLCsponsored adr | $0 | – | -14,100 | -100.0% | -0.03% | – |
| RDNT | Exit | RADNET INC | $0 | – | -11,000 | -100.0% | -0.03% | – |
| SNSS | Exit | SUNESIS PHARMACEUTICALS INC | $0 | – | -12,300 | -100.0% | -0.04% | – |
| WLTGQ | Exit | WALTER ENERGY INC | $0 | – | -14,900 | -100.0% | -0.04% | – |
| GAME | Exit | SHANDA GAMES LTDsp adr reptg a | $0 | – | -12,700 | -100.0% | -0.04% | – |
| MIG | Exit | MEADOWBROOK INS GROUP INC | $0 | – | -12,200 | -100.0% | -0.04% | – |
| EOX | Exit | EMERALD OIL INC | $0 | – | -11,600 | -100.0% | -0.04% | – |
| KFX | Exit | KOFAX LTD | $0 | – | -10,600 | -100.0% | -0.04% | – |
| NQ | Exit | NQ MOBILE INCadr repstg cl a | $0 | – | -15,900 | -100.0% | -0.05% | – |
| POZN | Exit | POZEN INC | $0 | – | -12,100 | -100.0% | -0.05% | – |
| T102SC | Exit | KITE RLTY GROUP TR | $0 | – | -16,400 | -100.0% | -0.05% | – |
| ENZ | Exit | ENZO BIOCHEM INC | $0 | – | -21,600 | -100.0% | -0.05% | – |
| UAM | Exit | UNIVERSAL AMERN CORP NEW | $0 | – | -14,300 | -100.0% | -0.06% | – |
| INWK | Exit | INNERWORKINGS INC | $0 | – | -14,000 | -100.0% | -0.06% | – |
| PBY | Exit | PEP BOYS MANNY MOE & JACK | $0 | – | -10,500 | -100.0% | -0.06% | – |
| EVC | Exit | ENTRAVISION COMMUNICATIONS Ccl a | $0 | – | -19,500 | -100.0% | -0.06% | – |
| RFMD | Exit | RF MICRODEVICES INC | $0 | – | -13,600 | -100.0% | -0.06% | – |
| SB | Exit | SAFE BULKERS INC | $0 | – | -13,500 | -100.0% | -0.06% | – |
| IG | Exit | IGI LABS INC | $0 | – | -25,100 | -100.0% | -0.06% | – |
| NR | Exit | NEWPARK RES INC | $0 | – | -10,900 | -100.0% | -0.06% | – |
| HALO | Exit | HALOZYME THERAPEUTICS INC | $0 | – | -13,900 | -100.0% | -0.06% | – |
| XCO | Exit | EXCO RESOURCES INC | $0 | – | -23,477 | -100.0% | -0.06% | – |
| NCT | Exit | NEWCASTLE INVT CORP | $0 | – | -28,900 | -100.0% | -0.06% | – |
| FBP | Exit | FIRST BANCORP P R | $0 | – | -25,500 | -100.0% | -0.06% | – |
| RKUS | Exit | RUCKUS WIRELESS INC | $0 | – | -11,700 | -100.0% | -0.06% | – |
| S | Exit | SPRINT CORP | $0 | – | -16,800 | -100.0% | -0.07% | – |
| HLIT | Exit | HARMONIC INC | $0 | – | -19,400 | -100.0% | -0.07% | – |
| AF | Exit | ASTORIA FINL CORP | $0 | – | -11,300 | -100.0% | -0.07% | – |
| EZPW | Exit | EZCORP INCcl a non vtg | $0 | – | -13,500 | -100.0% | -0.07% | – |
| EIGI | Exit | ENDURANCE INTL GROUP HLDGS I | $0 | – | -10,400 | -100.0% | -0.07% | – |
| BAK | Exit | BRASKEM S Asp adr pfd a | $0 | – | -13,000 | -100.0% | -0.08% | – |
| RGS | Exit | REGIS CORP MINN | $0 | – | -11,800 | -100.0% | -0.08% | – |
| PVAHQ | Exit | PENN VA CORP | $0 | – | -10,000 | -100.0% | -0.08% | – |
| NOAH | Exit | NOAH HLDGS LTDsponsored ads | $0 | – | -12,700 | -100.0% | -0.08% | – |
| NM | Exit | NAVIOS MARITIME HOLDINGS INC | $0 | – | -18,200 | -100.0% | -0.09% | – |
| EDR | Exit | EDUCATION RLTY TR INC | $0 | – | -17,300 | -100.0% | -0.09% | – |
| NWSA | Exit | NEWS CORP NEWcl a | $0 | – | -10,300 | -100.0% | -0.09% | – |
| CALD | Exit | CALLIDUS SOFTWARE INC | $0 | – | -15,600 | -100.0% | -0.09% | – |
| NAT | Exit | NORDIC AMERICAN TANKERS LIMI | $0 | – | -19,900 | -100.0% | -0.09% | – |
| CTCM | Exit | CTC MEDIA INC | $0 | – | -17,400 | -100.0% | -0.09% | – |
| SWHC | Exit | SMITH & WESSON HLDG CORP | $0 | – | -13,400 | -100.0% | -0.09% | – |
| VALE | Exit | VALE S Aadr | $0 | – | -14,800 | -100.0% | -0.09% | – |
| HZNP | Exit | HORIZON PHARMA INC | $0 | – | -12,600 | -100.0% | -0.09% | – |
| ACOR | Exit | ACORDA THERAPEUTICS INC | $0 | – | -6,000 | -100.0% | -0.09% | – |
| XOOM | Exit | XOOM CORP | $0 | – | -7,600 | -100.0% | -0.09% | – |
| ACHN | Exit | ACHILLION PHARMACEUTICALS IN | $0 | – | -26,400 | -100.0% | -0.09% | – |
| AER | Exit | AERCAP HOLDINGS NV | $0 | – | -4,400 | -100.0% | -0.09% | – |
| MCHP | Exit | MICROCHIP TECHNOLOGY INC | $0 | – | -4,100 | -100.0% | -0.09% | – |
| FLY | Exit | FLY LEASING LTDsponsored adr | $0 | – | -13,900 | -100.0% | -0.09% | – |
| IO | Exit | ION GEOPHYSICAL CORP | $0 | – | -47,900 | -100.0% | -0.09% | – |
| CVA | Exit | COVANTA HLDG CORP | $0 | – | -9,800 | -100.0% | -0.09% | – |
| PACD | Exit | PACIFIC DRILLING SA LUXEMBOU | $0 | – | -20,000 | -100.0% | -0.09% | – |
| ALJ | Exit | ALON USA ENERGY INC | $0 | – | -16,400 | -100.0% | -0.10% | – |
| ICGE | Exit | ICG GROUP INC | $0 | – | -9,700 | -100.0% | -0.10% | – |
| TPC | Exit | TUTOR PERINI CORP | $0 | – | -6,500 | -100.0% | -0.10% | – |
| BLDR | Exit | BUILDERS FIRSTSOURCE INC | $0 | – | -27,400 | -100.0% | -0.10% | – |
| MRVL | Exit | MARVELL TECHNOLOGY GROUP LTDord | $0 | – | -14,300 | -100.0% | -0.10% | – |
| ALR | Exit | ALERE INC | $0 | – | -5,500 | -100.0% | -0.10% | – |
| LMOS | Exit | LUMOS NETWORKS CORP | $0 | – | -14,200 | -100.0% | -0.10% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -2,500 | -100.0% | -0.10% | – |
| DECK | Exit | DECKERS OUTDOOR CORP | $0 | – | -2,400 | -100.0% | -0.10% | – |
| PLXS | Exit | PLEXUS CORP | $0 | – | -4,800 | -100.0% | -0.10% | – |
| CSFL | Exit | CENTERSTATE BANKS INC | $0 | – | -18,500 | -100.0% | -0.10% | – |
| CHDN | Exit | CHURCHILL DOWNS INC | $0 | – | -2,300 | -100.0% | -0.10% | – |
| AMN | Exit | AMN HEALTHCARE SERVICES INC | $0 | – | -17,000 | -100.0% | -0.10% | – |
| AVGO | Exit | AVAGO TECHNOLOGIES LTD | $0 | – | -2,900 | -100.0% | -0.10% | – |
| NSR | Exit | NEUSTAR INCcl a | $0 | – | -8,200 | -100.0% | -0.10% | – |
| SXI | Exit | STANDEX INTL CORP | $0 | – | -2,900 | -100.0% | -0.10% | – |
| GCAP | Exit | GAIN CAP HLDGS INC | $0 | – | -27,300 | -100.0% | -0.10% | – |
| CIT | Exit | CIT GROUP INC | $0 | – | -4,700 | -100.0% | -0.10% | – |
| CPSI | Exit | COMPUTER PROGRAMS & SYS INC | $0 | – | -3,400 | -100.0% | -0.10% | – |
| TEVA | Exit | TEVA PHARMACEUTICAL INDS LTDadr | $0 | – | -4,100 | -100.0% | -0.10% | – |
| ZAGG | Exit | ZAGG INC | $0 | – | -39,700 | -100.0% | -0.10% | – |
| OSUR | Exit | ORASURE TECHNOLOGIES INC | $0 | – | -25,300 | -100.0% | -0.10% | – |
| UFS | Exit | DOMTAR CORP | $0 | – | -5,100 | -100.0% | -0.10% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -4,600 | -100.0% | -0.10% | – |
| REXX | Exit | REX ENERGY CORPORATION | $0 | – | -12,400 | -100.0% | -0.10% | – |
| AR | Exit | ANTERO RES CORP | $0 | – | -3,400 | -100.0% | -0.10% | – |
| ELLI | Exit | ELLIE MAE INC | $0 | – | -7,200 | -100.0% | -0.10% | – |
| OASPQ | Exit | OASIS PETE INC NEW | $0 | – | -4,000 | -100.0% | -0.10% | – |
| ITRI | Exit | ITRON INC | $0 | – | -5,600 | -100.0% | -0.11% | – |
| GME | Exit | GAMESTOP CORP NEWcl a | $0 | – | -5,600 | -100.0% | -0.11% | – |
| ACXM | Exit | ACXIOM CORP | $0 | – | -10,500 | -100.0% | -0.11% | – |
| LZB | Exit | LA Z BOY INC | $0 | – | -9,900 | -100.0% | -0.11% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -10,100 | -100.0% | -0.11% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -5,700 | -100.0% | -0.11% | – |
| RIO | Exit | RIO TINTO PLCsponsored adr | $0 | – | -4,200 | -100.0% | -0.11% | – |
| BID | Exit | SOTHEBYS | $0 | – | -5,500 | -100.0% | -0.11% | – |
| MTX | Exit | MINERALS TECHNOLOGIES INC | $0 | – | -3,500 | -100.0% | -0.11% | – |
| HCA | Exit | HCA HOLDINGS INC | $0 | – | -4,100 | -100.0% | -0.11% | – |
| ROST | Exit | ROSS STORES INC | $0 | – | -3,500 | -100.0% | -0.11% | – |
| SCTY | Exit | SOLARCITY CORP | $0 | – | -3,300 | -100.0% | -0.11% | – |
| LMCA | Exit | LIBERTY MEDIA CORP DELAWAREcl a | $0 | – | -1,700 | -100.0% | -0.11% | – |
| PAG | Exit | PENSKE AUTOMOTIVE GRP INC | $0 | – | -4,700 | -100.0% | -0.11% | – |
| GEF | Exit | GREIF INCcl a | $0 | – | -4,300 | -100.0% | -0.11% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -3,500 | -100.0% | -0.11% | – |
| TSLX | Exit | TPG SPECIALTY LENDING INC | $0 | – | -10,800 | -100.0% | -0.11% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -11,000 | -100.0% | -0.11% | – |
| FRGI | Exit | FIESTA RESTAURANT GROUP INC | $0 | – | -5,100 | -100.0% | -0.11% | – |
| AGX | Exit | ARGAN INC | $0 | – | -6,400 | -100.0% | -0.11% | – |
| ETH | Exit | ETHAN ALLEN INTERIORS INC | $0 | – | -9,800 | -100.0% | -0.11% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -3,600 | -100.0% | -0.11% | – |
| GPRE | Exit | GREEN PLAINS INC | $0 | – | -7,400 | -100.0% | -0.11% | – |
| FENG | Exit | PHOENIX NEW MEDIA LTDsponsored ads | $0 | – | -23,000 | -100.0% | -0.12% | – |
| MYCC | Exit | CLUBCORP HLDGS INC | $0 | – | -13,500 | -100.0% | -0.12% | – |
| HVT | Exit | HAVERTY FURNITURE INC | $0 | – | -10,000 | -100.0% | -0.12% | – |
| TOL | Exit | TOLL BROTHERS INC | $0 | – | -6,800 | -100.0% | -0.12% | – |
| MOV | Exit | MOVADO GROUP INC | $0 | – | -6,000 | -100.0% | -0.12% | – |
| ON | Exit | ON SEMICONDUCTOR CORP | $0 | – | -27,700 | -100.0% | -0.12% | – |
| OLED | Exit | UNIVERSAL DISPLAY CORP | $0 | – | -7,900 | -100.0% | -0.12% | – |
| EQT | Exit | EQT CORP | $0 | – | -2,400 | -100.0% | -0.12% | – |
| EGN | Exit | ENERGEN CORP | $0 | – | -2,900 | -100.0% | -0.12% | – |
| CI | Exit | CIGNA CORPORATION | $0 | – | -2,800 | -100.0% | -0.12% | – |
| ADI | Exit | ANALOG DEVICES INC | $0 | – | -4,800 | -100.0% | -0.12% | – |
| BZH | Exit | BEAZER HOMES USA INC | $0 | – | -12,400 | -100.0% | -0.12% | – |
| NOC | Exit | NORTHROP GRUMMAN CORP | $0 | – | -2,200 | -100.0% | -0.12% | – |
| TBI | Exit | TRUEBLUE INC | $0 | – | -9,500 | -100.0% | -0.12% | – |
| CTRN | Exit | CITI TRENDS INC | $0 | – | -12,200 | -100.0% | -0.12% | – |
| T100PS | Exit | CHINA MOBILE GAMES & ENTMT Gsponsored adr | $0 | – | -16,600 | -100.0% | -0.12% | – |
| BRKS | Exit | BROOKS AUTOMATION INC | $0 | – | -24,300 | -100.0% | -0.12% | – |
| CMLS | Exit | CUMULUS MEDIA INCcl a | $0 | – | -39,800 | -100.0% | -0.12% | – |
| BRCD | Exit | BROCADE COMMUNICATIONS SYS I | $0 | – | -28,800 | -100.0% | -0.12% | – |
| B108PS | Exit | ACTAVIS PLC | $0 | – | -1,200 | -100.0% | -0.12% | – |
| IDXX | Exit | IDEXX LABS INC | $0 | – | -2,000 | -100.0% | -0.12% | – |
| WOR | Exit | WORTHINGTON INDS INC | $0 | – | -6,200 | -100.0% | -0.12% | – |
| 6100PS | Exit | BROWN SHOE INC NEW | $0 | – | -9,400 | -100.0% | -0.13% | – |
| U104PS | Exit | PERFECT WORLD CO LTDspon adr rep b | $0 | – | -13,700 | -100.0% | -0.13% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -5,500 | -100.0% | -0.13% | – |
| WYNN | Exit | WYNN RESORTS LTD | $0 | – | -1,300 | -100.0% | -0.13% | – |
| MTN | Exit | VAIL RESORTS INC | $0 | – | -3,500 | -100.0% | -0.13% | – |
| STO | Exit | STATOIL ASAsponsored adr | $0 | – | -8,800 | -100.0% | -0.13% | – |
| ANGI | Exit | ANGIES LIST INC | $0 | – | -22,800 | -100.0% | -0.13% | – |
| EJ | Exit | E HOUSE CHINA HLDGS LTDadr | $0 | – | -31,400 | -100.0% | -0.13% | – |
| KORS | Exit | MICHAEL KORS HLDGS LTD | $0 | – | -3,100 | -100.0% | -0.13% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -6,900 | -100.0% | -0.13% | – |
| RCAPQ | Exit | RCS CAP CORP | $0 | – | -13,000 | -100.0% | -0.13% | – |
| CYBX | Exit | CYBERONICS INC | $0 | – | -4,400 | -100.0% | -0.13% | – |
| CVCO | Exit | CAVCO INDS INC DEL | $0 | – | -3,300 | -100.0% | -0.13% | – |
| TDC | Exit | TERADATA CORP DEL | $0 | – | -7,000 | -100.0% | -0.13% | – |
| CAVM | Exit | CAVIUM INC | $0 | – | -5,700 | -100.0% | -0.13% | – |
| KLAC | Exit | KLA-TENCOR CORP | $0 | – | -3,900 | -100.0% | -0.13% | – |
| HOT | Exit | STARWOOD HOTELS&RESORTS WRLD | $0 | – | -3,500 | -100.0% | -0.13% | – |
| BP | Exit | BP PLCsponsored adr | $0 | – | -5,400 | -100.0% | -0.13% | – |
| SRCL | Exit | STERICYCLE INC | $0 | – | -2,400 | -100.0% | -0.13% | – |
| MLHR | Exit | MILLER HERMAN INC | $0 | – | -9,500 | -100.0% | -0.13% | – |
| BTI | Exit | BRITISH AMERN TOB PLCsponsored adr | $0 | – | -2,400 | -100.0% | -0.13% | – |
| KFRC | Exit | KFORCE INC | $0 | – | -13,200 | -100.0% | -0.13% | – |
| INSYQ | Exit | INSYS THERAPEUTICS INC NEW | $0 | – | -9,200 | -100.0% | -0.13% | – |
| CDW | Exit | CDW CORP | $0 | – | -9,000 | -100.0% | -0.13% | – |
| WGL | Exit | WGL HLDGS INC | $0 | – | -6,700 | -100.0% | -0.14% | – |
| ARUN | Exit | ARUBA NETWORKS INC | $0 | – | -16,600 | -100.0% | -0.14% | – |
| JKS | Exit | JINKOSOLAR HLDG CO LTDsponsored adr | $0 | – | -9,600 | -100.0% | -0.14% | – |
| ENTG | Exit | ENTEGRIS INC | $0 | – | -21,200 | -100.0% | -0.14% | – |
| LSCC | Exit | LATTICE SEMICONDUCTOR CORP | $0 | – | -35,300 | -100.0% | -0.14% | – |
| OWW | Exit | ORBITZ WORLDWIDE INC | $0 | – | -32,900 | -100.0% | -0.14% | – |
| OXM | Exit | OXFORD INDS INC | $0 | – | -4,400 | -100.0% | -0.14% | – |
| AMCC | Exit | APPLIED MICRO CIRCUITS CORP | $0 | – | -27,300 | -100.0% | -0.14% | – |
| ROC | Exit | ROCKWOOD HLDGS INC | $0 | – | -3,900 | -100.0% | -0.14% | – |
| LVNTA | Exit | LIBERTY INTERACTIVE CORP | $0 | – | -4,000 | -100.0% | -0.14% | – |
| VNCE | Exit | VINCE HLDG CORP | $0 | – | -8,100 | -100.0% | -0.14% | – |
| BCS | Exit | BARCLAYS PLCadr | $0 | – | -20,400 | -100.0% | -0.14% | – |
| CMP | Exit | COMPASS MINERALS INTL INC | $0 | – | -3,100 | -100.0% | -0.14% | – |
| CBI | Exit | CHICAGO BRIDGE & IRON CO N V | $0 | – | -4,400 | -100.0% | -0.14% | – |
| RM | Exit | REGIONAL MGMT CORP | $0 | – | -19,300 | -100.0% | -0.14% | – |
| MYL | Exit | MYLAN INC | $0 | – | -5,800 | -100.0% | -0.14% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -3,900 | -100.0% | -0.14% | – |
| AMSG | Exit | AMSURG CORP | $0 | – | -6,600 | -100.0% | -0.14% | – |
| WRE | Exit | WASHINGTON REAL ESTATE INVTsh ben int | $0 | – | -11,700 | -100.0% | -0.14% | – |
| CATO | Exit | CATO CORP NEWcl a | $0 | – | -9,800 | -100.0% | -0.14% | – |
| LEA | Exit | LEAR CORP | $0 | – | -3,400 | -100.0% | -0.14% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -1,900 | -100.0% | -0.14% | – |
| TSN | Exit | TYSON FOODS INCcl a | $0 | – | -8,200 | -100.0% | -0.14% | – |
| HY | Exit | HYSTER YALE MATLS HANDLING Icl a | $0 | – | -3,500 | -100.0% | -0.14% | – |
| AMSF | Exit | AMERISAFE INC | $0 | – | -7,600 | -100.0% | -0.14% | – |
| MBI | Exit | MBIA INC | $0 | – | -28,300 | -100.0% | -0.15% | – |
| HIBB | Exit | HIBBETT SPORTS INC | $0 | – | -5,800 | -100.0% | -0.15% | – |
| PAM | Exit | PAMPA ENERGIA S Aspons adr lvl i | $0 | – | -32,600 | -100.0% | -0.15% | – |
| AIT | Exit | APPLIED INDL TECHNOLOGIES IN | $0 | – | -6,300 | -100.0% | -0.15% | – |
| RGEN | Exit | REPLIGEN CORP | $0 | – | -14,100 | -100.0% | -0.15% | – |
| SBH | Exit | SALLY BEAUTY HLDGS INC | $0 | – | -12,800 | -100.0% | -0.15% | – |
| ENDP | Exit | ENDO INTL PLC | $0 | – | -4,600 | -100.0% | -0.15% | – |
| IRF | Exit | INTERNATIONAL RECTIFIER CORP | $0 | – | -11,600 | -100.0% | -0.15% | – |
| LOCK | Exit | LIFELOCK INC | $0 | – | -23,300 | -100.0% | -0.15% | – |
| JOE | Exit | ST JOE CO | $0 | – | -12,800 | -100.0% | -0.15% | – |
| MGM | Exit | MGM RESORTS INTERNATIONAL | $0 | – | -12,500 | -100.0% | -0.15% | – |
| RXN | Exit | REXNORD CORP NEW | $0 | – | -11,800 | -100.0% | -0.16% | – |
| FF | Exit | FUTUREFUEL CORPORATION | $0 | – | -20,500 | -100.0% | -0.16% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -12,900 | -100.0% | -0.16% | – |
| UPLMQ | Exit | ULTRA PETROLEUM CORP | $0 | – | -11,700 | -100.0% | -0.16% | – |
| IPAR | Exit | INTER PARFUMS INC | $0 | – | -11,700 | -100.0% | -0.16% | – |
| MUFG | Exit | MITSUBISHI UFJ FINL GROUP INsponsored adr | $0 | – | -56,700 | -100.0% | -0.16% | – |
| LYV | Exit | LIVE NATION ENTERTAINMENT IN | $0 | – | -14,200 | -100.0% | -0.16% | – |
| UNTD | Exit | UNITED ONLINE INC | $0 | – | -33,705 | -100.0% | -0.16% | – |
| PCYC | Exit | PHARMACYCLICS INC | $0 | – | -3,900 | -100.0% | -0.16% | – |
| HLS | Exit | HEALTHSOUTH CORP | $0 | – | -9,900 | -100.0% | -0.17% | – |
| CAB | Exit | CABELAS INC | $0 | – | -5,700 | -100.0% | -0.17% | – |
| NX | Exit | QUANEX BUILDING PRODUCTS COR | $0 | – | -20,000 | -100.0% | -0.17% | – |
| FORR | Exit | FORRESTER RESH INC | $0 | – | -9,500 | -100.0% | -0.17% | – |
| RYL | Exit | RYLAND GROUP INC | $0 | – | -9,200 | -100.0% | -0.17% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GROUP | $0 | – | -8,900 | -100.0% | -0.17% | – |
| EXPD | Exit | EXPEDITORS INTL WASH INC | $0 | – | -8,300 | -100.0% | -0.17% | – |
| ITG | Exit | INVESTMENT TECHNOLOGY GRP NE | $0 | – | -21,800 | -100.0% | -0.17% | – |
| WTFC | Exit | WINTRUST FINL CORP | $0 | – | -8,100 | -100.0% | -0.17% | – |
| MKSI | Exit | MKS INSTRUMENT INC | $0 | – | -12,000 | -100.0% | -0.18% | – |
| MHK | Exit | MOHAWK INDS INC | $0 | – | -2,700 | -100.0% | -0.18% | – |
| PEGA | Exit | PEGASYSTEMS INC | $0 | – | -17,800 | -100.0% | -0.18% | – |
| UCTT | Exit | ULTRA CLEAN HLDGS INC | $0 | – | -42,000 | -100.0% | -0.18% | – |
| ADEP | Exit | ADEPT TECHNOLOGY INC | $0 | – | -36,400 | -100.0% | -0.18% | – |
| DV | Exit | DEVRY ED GROUP INC | $0 | – | -9,100 | -100.0% | -0.18% | – |
| CRAY | Exit | CRAY INC | $0 | – | -14,600 | -100.0% | -0.18% | – |
| GAS | Exit | AGL RES INC | $0 | – | -7,100 | -100.0% | -0.18% | – |
| MGAM | Exit | MULTIMEDIA GAMES HLDG CO INC | $0 | – | -13,500 | -100.0% | -0.19% | – |
| DRH | Exit | DIAMONDROCK HOSPITALITY CO | $0 | – | -31,500 | -100.0% | -0.19% | – |
| PRTA | Exit | PROTHENA CORP PLC | $0 | – | -18,000 | -100.0% | -0.19% | – |
| RTN | Exit | RAYTHEON CO | $0 | – | -4,400 | -100.0% | -0.19% | – |
| SLCA | Exit | U S SILICA HLDGS INC | $0 | – | -7,500 | -100.0% | -0.20% | – |
| PDFS | Exit | PDF SOLUTIONS INC | $0 | – | -19,700 | -100.0% | -0.20% | – |
| HCI | Exit | HCI GROUP INC | $0 | – | -10,400 | -100.0% | -0.20% | – |
| PMT | Exit | PENNYMAC MTG INVT TR | $0 | – | -19,700 | -100.0% | -0.20% | – |
| ECA | Exit | ENCANA CORP | $0 | – | -18,300 | -100.0% | -0.20% | – |
| DFODQ | Exit | DEAN FOODS CO NEW | $0 | – | -24,600 | -100.0% | -0.20% | – |
| TARO | Exit | TARO PHARMACEUTICAL INDS LTD | $0 | – | -3,100 | -100.0% | -0.20% | – |
| NCR | Exit | NCR CORP NEW | $0 | – | -12,700 | -100.0% | -0.21% | – |
| BKD | Exit | BROOKDALE SR LIVING INC | $0 | – | -13,500 | -100.0% | -0.21% | – |
| NGHC | Exit | NATIONAL GEN HLDGS CORP | $0 | – | -25,900 | -100.0% | -0.21% | – |
| 1338PS | Exit | UBS AG | $0 | – | -24,700 | -100.0% | -0.21% | – |
| RJETQ | Exit | REPUBLIC AWYS HLDGS INC | $0 | – | -42,700 | -100.0% | -0.22% | – |
| RRGB | Exit | RED ROBIN GOURMET BURGERS IN | $0 | – | -6,500 | -100.0% | -0.22% | – |
| WST | Exit | WEST PHARMACEUTICAL SVSC INC | $0 | – | -11,000 | -100.0% | -0.22% | – |
| AMTG | Exit | APOLLO RESIDENTIAL MTG INC | $0 | – | -27,800 | -100.0% | -0.22% | – |
| BPOP | Exit | POPULAR INC | $0 | – | -13,700 | -100.0% | -0.22% | – |
| CSTE | Exit | CAESARSTONE SDOT-YAM LTD | $0 | – | -9,600 | -100.0% | -0.22% | – |
| FIVE | Exit | FIVE BELOW INC | $0 | – | -11,900 | -100.0% | -0.22% | – |
| CTB | Exit | COOPER TIRE & RUBR CO | $0 | – | -15,900 | -100.0% | -0.22% | – |
| TSL | Exit | TRINA SOLAR LIMITEDspon adr | $0 | – | -37,100 | -100.0% | -0.22% | – |
| HXL | Exit | HEXCEL CORP NEW | $0 | – | -11,700 | -100.0% | -0.22% | – |
| HTWR | Exit | HEARTWARE INTL INC | $0 | – | -5,400 | -100.0% | -0.22% | – |
| MIDD | Exit | MIDDLEBY CORP | $0 | – | -5,800 | -100.0% | -0.22% | – |
| BA | Exit | BOEING CO | $0 | – | -3,800 | -100.0% | -0.23% | – |
| HPTX | Exit | HYPERION THERAPEUTICS INC | $0 | – | -18,500 | -100.0% | -0.23% | – |
| MD | Exit | MEDNAX INC | $0 | – | -8,300 | -100.0% | -0.23% | – |
| LKQ | Exit | LKQ CORP | $0 | – | -18,200 | -100.0% | -0.23% | – |
| OUTR | Exit | OUTERWALL INC | $0 | – | -8,200 | -100.0% | -0.23% | – |
| J | Exit | JACOBS ENGR GROUP INC DEL | $0 | – | -9,200 | -100.0% | -0.23% | – |
| UTHR | Exit | UNITED THERAPEUTICS CORP DEL | $0 | – | -5,600 | -100.0% | -0.23% | – |
| CBST | Exit | CUBIST PHARMACEUTICALS INC | $0 | – | -7,100 | -100.0% | -0.23% | – |
| WTI | Exit | W & T OFFSHORE INC | $0 | – | -30,500 | -100.0% | -0.23% | – |
| PZZA | Exit | PAPA JOHNS INTL INC | $0 | – | -11,800 | -100.0% | -0.23% | – |
| HEI | Exit | HEICO CORP NEW | $0 | – | -9,700 | -100.0% | -0.24% | – |
| BDSI | Exit | BIODELIVERY SCIENCES INTL IN | $0 | – | -42,100 | -100.0% | -0.24% | – |
| HUM | Exit | HUMANA INC | $0 | – | -4,000 | -100.0% | -0.24% | – |
| GNRC | Exit | GENERAC HLDGS INC | $0 | – | -10,500 | -100.0% | -0.24% | – |
| DORM | Exit | DORMAN PRODUCTS INC | $0 | – | -10,500 | -100.0% | -0.24% | – |
| NRZ | Exit | NEW RESIDENTIAL INVT CORP | $0 | – | -82,300 | -100.0% | -0.24% | – |
| EPAC | Exit | ACTUANT CORPcl a new | $0 | – | -15,100 | -100.0% | -0.24% | – |
| GRA | Exit | GRACE W R & CO DEL NEW | $0 | – | -5,600 | -100.0% | -0.25% | – |
| SM | Exit | SM ENERGY CO | $0 | – | -6,300 | -100.0% | -0.25% | – |
| HNT | Exit | HEALTH NET INC | $0 | – | -12,800 | -100.0% | -0.25% | – |
| KFY | Exit | KORN FERRY INTL | $0 | – | -18,200 | -100.0% | -0.25% | – |
| WDR | Exit | WADDELL & REED FINL INCcl a | $0 | – | -8,600 | -100.0% | -0.25% | – |
| CIEN | Exit | CIENA CORP | $0 | – | -24,900 | -100.0% | -0.25% | – |
| BRSWQ | Exit | BRISTOW GROUP INC | $0 | – | -6,700 | -100.0% | -0.25% | – |
| VTNR | Exit | VERTEX ENERGY INC | $0 | – | -56,000 | -100.0% | -0.25% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -4,300 | -100.0% | -0.25% | – |
| KCG | Exit | KCG HLDGS INCcl a | $0 | – | -46,000 | -100.0% | -0.26% | – |
| REX | Exit | REX AMERICAN RESOURCES CORP | $0 | – | -7,500 | -100.0% | -0.26% | – |
| BOFI | Exit | BOFI HLDG INC | $0 | – | -7,500 | -100.0% | -0.26% | – |
| LOGM | Exit | LOGMEIN INC | $0 | – | -11,900 | -100.0% | -0.26% | – |
| CORE | Exit | CORE MARK HOLDING CO INC | $0 | – | -12,300 | -100.0% | -0.26% | – |
| SGMO | Exit | SANGAMO BIOSCIENCES INC | $0 | – | -37,000 | -100.0% | -0.26% | – |
| BGC | Exit | GENERAL CABLE CORP DEL NEW | $0 | – | -22,200 | -100.0% | -0.27% | – |
| PKG | Exit | PACKAGING CORP AMER | $0 | – | -8,000 | -100.0% | -0.27% | – |
| NWN | Exit | NORTHWEST NAT GAS CO | $0 | – | -12,200 | -100.0% | -0.27% | – |
| BERY | Exit | BERRY PLASTICS GROUP INC | $0 | – | -22,400 | -100.0% | -0.27% | – |
| CAH | Exit | CARDINAL HEALTH INC | $0 | – | -8,500 | -100.0% | -0.27% | – |
| SEAS | Exit | SEAWORLD ENTMT INC | $0 | – | -20,700 | -100.0% | -0.27% | – |
| VSH | Exit | VISHAY INTERTECHNOLOGY INC | $0 | – | -38,100 | -100.0% | -0.28% | – |
| BLMN | Exit | BLOOMIN BRANDS INC | $0 | – | -26,400 | -100.0% | -0.28% | – |
| XLS | Exit | EXELIS INC | $0 | – | -35,400 | -100.0% | -0.28% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -5,100 | -100.0% | -0.28% | – |
| BMY | Exit | BRISTOL MYERS SQUIBB CO | $0 | – | -12,500 | -100.0% | -0.28% | – |
| AVAV | Exit | AEROVIRONMENT INC | $0 | – | -19,200 | -100.0% | -0.29% | – |
| SEMG | Exit | SEMGROUP CORPcl a | $0 | – | -7,800 | -100.0% | -0.29% | – |
| PXLW | Exit | PIXELWORKS INC | $0 | – | -82,600 | -100.0% | -0.29% | – |
| LNCOQ | Exit | LINNCO LLC | $0 | – | -20,200 | -100.0% | -0.30% | – |
| DNKN | Exit | DUNKIN BRANDS GROUP INC | $0 | – | -13,800 | -100.0% | -0.30% | – |
| MSTR | Exit | MICROSTRATEGY INCcl a new | $0 | – | -4,500 | -100.0% | -0.30% | – |
| MLCO | Exit | MELCO CROWN ENTMT LTDadr | $0 | – | -17,800 | -100.0% | -0.30% | – |
| SHOO | Exit | MADDEN STEVEN LTD | $0 | – | -18,800 | -100.0% | -0.30% | – |
| PTC | Exit | PTC INC | $0 | – | -16,700 | -100.0% | -0.30% | – |
| HTA | Exit | HEALTHCARE TR AMER INCcl a | $0 | – | -54,100 | -100.0% | -0.30% | – |
| TROX | Exit | TRONOX LTD | $0 | – | -24,400 | -100.0% | -0.31% | – |
| GWRE | Exit | GUIDEWIRE SOFTWARE INC | $0 | – | -16,200 | -100.0% | -0.31% | – |
| IP | Exit | INTL PAPER CO | $0 | – | -13,200 | -100.0% | -0.31% | – |
| DNB | Exit | DUN & BRADSTREET CORP DEL NE | $0 | – | -6,100 | -100.0% | -0.31% | – |
| V | Exit | VISA INC | $0 | – | -3,200 | -100.0% | -0.32% | – |
| SNA | Exit | SNAP ON INC | $0 | – | -5,700 | -100.0% | -0.32% | – |
| FLO | Exit | FLOWERS FOODS INC | $0 | – | -32,200 | -100.0% | -0.32% | – |
| AWHHF | Exit | ALLIED WRLD ASSUR COM HLDG A | $0 | – | -18,000 | -100.0% | -0.32% | – |
| MDT | Exit | MEDTRONIC INC | $0 | – | -10,800 | -100.0% | -0.32% | – |
| VR | Exit | VALIDUS HOLDINGS LTD | $0 | – | -18,300 | -100.0% | -0.33% | – |
| BBD | Exit | BANCO BRADESCO S Asp adr pfd new | $0 | – | -48,200 | -100.0% | -0.33% | – |
| ENT | Exit | GLOBAL EAGLE ENTMT INC | $0 | – | -56,900 | -100.0% | -0.33% | – |
| KLIC | Exit | KULICKE & SOFFA INDS INC | $0 | – | -49,600 | -100.0% | -0.33% | – |
| FMER | Exit | FIRSTMERIT CORP | $0 | – | -35,900 | -100.0% | -0.33% | – |
| SAM | Exit | BOSTON BEER INCcl a | $0 | – | -3,200 | -100.0% | -0.33% | – |
| ACHC | Exit | ACADIA HEALTHCARE COMPANY IN | $0 | – | -15,700 | -100.0% | -0.33% | – |
| LXP | Exit | LEXINGTON REALTY TRUST | $0 | – | -66,100 | -100.0% | -0.34% | – |
| LBTYA | Exit | LIBERTY GLOBAL PLC | $0 | – | -16,500 | -100.0% | -0.34% | – |
| MITT | Exit | AG MTG INVT TR INC | $0 | – | -38,800 | -100.0% | -0.34% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -5,300 | -100.0% | -0.34% | – |
| CSH | Exit | CASH AMER INTL INC | $0 | – | -16,700 | -100.0% | -0.35% | – |
| MA | Exit | MASTERCARD INCcl a | $0 | – | -10,300 | -100.0% | -0.35% | – |
| STRA | Exit | STRAYER ED INC | $0 | – | -14,400 | -100.0% | -0.35% | – |
| PFE | Exit | PFIZER INC | $0 | – | -26,000 | -100.0% | -0.36% | – |
| AVY | Exit | AVERY DENNISON CORP | $0 | – | -15,300 | -100.0% | -0.37% | – |
| BAP | Exit | CREDICORP LTD | $0 | – | -5,200 | -100.0% | -0.38% | – |
| JCOM | Exit | J2 GLOBAL INC | $0 | – | -16,100 | -100.0% | -0.38% | – |
| APAM | Exit | ARTISAN PARTNERS ASSET MGMTcl a | $0 | – | -14,600 | -100.0% | -0.39% | – |
| MNST | Exit | MONSTER BEVERAGE CORP | $0 | – | -12,000 | -100.0% | -0.40% | – |
| TSRA | Exit | TESSERA TECHNOLOGIES INC | $0 | – | -38,800 | -100.0% | -0.40% | – |
| ALSN | Exit | ALLISON TRANSMISSION HLDGS I | $0 | – | -27,900 | -100.0% | -0.41% | – |
| INTEQ | Exit | INTELSAT S A | $0 | – | -46,100 | -100.0% | -0.41% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -24,200 | -100.0% | -0.42% | – |
| NJR | Exit | NEW JERSEY RES | $0 | – | -16,300 | -100.0% | -0.44% | – |
| CSGP | Exit | COSTAR GROUP INC | $0 | – | -5,900 | -100.0% | -0.44% | – |
| INTU | Exit | INTUIT | $0 | – | -12,600 | -100.0% | -0.48% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -4,400 | -100.0% | -0.50% | – |
| MGLN | Exit | MAGELLAN HEALTH INC | $0 | – | -17,000 | -100.0% | -0.50% | – |
| ITUB | Exit | ITAU UNIBANCO HLDG SAspon adr rep pfd | $0 | – | -83,500 | -100.0% | -0.56% | – |
| HRB | Exit | BLOCK H & R INC | $0 | – | -36,600 | -100.0% | -0.57% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -45,100 | -100.0% | -0.70% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2014-11-14
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)
| Filed | Shares | Percentage | |
|---|---|---|---|
| SPSS INCSold out | September 17, 2010 | 0 | 0.0% |
View ELLINGTON MANAGEMENT GROUP LLC's complete significant-ownership history.
Latest filings
| Type | Filed |
|---|---|
| 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 |
| 13F-NT | 2023-05-12 |
| SC 13G | 2023-03-31 |
| SC 13G | 2023-03-27 |
View ELLINGTON MANAGEMENT GROUP LLC's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.