ELLINGTON MANAGEMENT GROUP LLC

Add to watchlist

$71.8 Million is the total value of ELLINGTON MANAGEMENT GROUP LLC's 241 reported holdings in Q2 2016. The portfolio turnover from Q1 2016 to Q2 2016 was 100.0% .

All

			Value		Shares		↓ Weighting
NMIH	Exit	NMI HLDGS INCcl a	$0	–	-15,000	-100.0%	-0.03%	–
CARA	Exit	CARA THERAPEUTICS INC	$0	–	-13,700	-100.0%	-0.04%	–
MTW	Exit	MANITOWOC INC	$0	–	-19,600	-100.0%	-0.04%	–
RGLS	Exit	REGULUS THERAPEUTICS INC	$0	–	-12,700	-100.0%	-0.04%	–
ASC	Exit	ARDMORE SHIPPING CORP	$0	–	-10,400	-100.0%	-0.04%	–
TUESQ	Exit	TUESDAY MORNING CORP	$0	–	-11,600	-100.0%	-0.04%	–
MUFG	Exit	MITSUBISHI UFJ FINL GROUP INsponsored adr	$0	–	-21,400	-100.0%	-0.04%	–
CC	Exit	CHEMOURS CO	$0	–	-14,700	-100.0%	-0.04%	–
TTMI	Exit	TTM TECHNOLOGIES INC	$0	–	-15,600	-100.0%	-0.04%	–
CMRE	Exit	COSTAMARE INC	$0	–	-12,200	-100.0%	-0.05%	–
TROX	Exit	TRONOX LTD	$0	–	-17,400	-100.0%	-0.05%	–
BSMX	Exit	GRUPO FINANCIERO SANTANDER M	$0	–	-12,600	-100.0%	-0.05%	–
EMKR	Exit	EMCORE CORP	$0	–	-22,851	-100.0%	-0.05%	–
AAVL	Exit	AVALANCHE BIOTECHNOLOGIES IN	$0	–	-22,400	-100.0%	-0.05%	–
BLCM	Exit	BELLICUM PHARMACEUTICALS INC	$0	–	-12,800	-100.0%	-0.05%	–
NVAX	Exit	NOVAVAX INC	$0	–	-23,600	-100.0%	-0.05%	–
EXAS	Exit	EXACT SCIENCES CORP	$0	–	-18,000	-100.0%	-0.05%	–
VIV	Exit	TELEFONICA BRASIL SAsponsored adr	$0	–	-10,000	-100.0%	-0.05%	–
STNG	Exit	SCORPIO TANKERS INC	$0	–	-21,800	-100.0%	-0.05%	–
GOLD	Exit	BARRICK GOLD CORP	$0	–	-10,200	-100.0%	-0.06%	–
BGCP	Exit	BGC PARTNERS INCcl a	$0	–	-15,800	-100.0%	-0.06%	–
HALO	Exit	HALOZYME THERAPEUTICS INC	$0	–	-15,000	-100.0%	-0.06%	–
GRPN	Exit	GROUPON INC	$0	–	-36,400	-100.0%	-0.06%	–
NYLDA	Exit	NRG YIELD INCcl a new	$0	–	-10,600	-100.0%	-0.06%	–
TSU	Exit	TIM PARTICIPACOES S Asponsored adr	$0	–	-13,000	-100.0%	-0.06%	–
NWBI	Exit	NORTHWEST BANCSHARES INC MD	$0	–	-10,900	-100.0%	-0.06%	–
SNC	Exit	STATE NATL COS INC	$0	–	-11,900	-100.0%	-0.06%	–
PAAS	Exit	PAN AMERICAN SILVER CORP	$0	–	-14,000	-100.0%	-0.06%	–
SSINQ	Exit	STAGE STORES INC	$0	–	-19,364	-100.0%	-0.07%	–
FREDQ	Exit	FREDS INCcl a	$0	–	-10,736	-100.0%	-0.07%	–
SGMS	Exit	SCIENTIFIC GAMES CORPcl a	$0	–	-17,400	-100.0%	-0.07%	–
OCLR	Exit	OCLARO INC	$0	–	-30,100	-100.0%	-0.07%	–
TNET	Exit	TRINET GROUP INC	$0	–	-11,400	-100.0%	-0.07%	–
VTAE	Exit	VITAE PHARMACEUTICALS INC	$0	–	-24,900	-100.0%	-0.07%	–
CSTM	Exit	CONSTELLIUM NVcl a	$0	–	-31,800	-100.0%	-0.07%	–
FRPT	Exit	FRESHPET INC	$0	–	-22,900	-100.0%	-0.07%	–
CPN	Exit	CALPINE CORP	$0	–	-11,000	-100.0%	-0.07%	–
ESV	Exit	ENSCO PLC	$0	–	-16,300	-100.0%	-0.07%	–
FLDM	Exit	FLUIDIGM CORP DEL	$0	–	-21,200	-100.0%	-0.07%	–
SRI	Exit	STONERIDGE INC	$0	–	-11,900	-100.0%	-0.07%	–
CZZ	Exit	COSAN LTD	$0	–	-35,200	-100.0%	-0.07%	–
TSL	Exit	TRINA SOLAR LIMITEDspon adr	$0	–	-17,300	-100.0%	-0.07%	–
ISIL	Exit	INTERSIL CORPcl a	$0	–	-12,900	-100.0%	-0.07%	–
	Exit	TARENA INTL INCadr	$0	–	-16,300	-100.0%	-0.08%	–
LBIO	Exit	LION BIOTECHNOLOGIES INC	$0	–	-34,600	-100.0%	-0.08%	–
RICE	Exit	RICE ENERGY INC	$0	–	-12,500	-100.0%	-0.08%	–
OTIC	Exit	OTONOMY INC	$0	–	-11,700	-100.0%	-0.08%	–
PGEM	Exit	PLY GEM HLDGS INC	$0	–	-12,600	-100.0%	-0.08%	–
WFTIQ	Exit	WEATHERFORD INTL PLC	$0	–	-22,900	-100.0%	-0.08%	–
CDE	Exit	COEUR MNG INC	$0	–	-31,900	-100.0%	-0.08%	–
RLYP	Exit	RELYPSA INC	$0	–	-13,500	-100.0%	-0.08%	–
SAAS	Exit	INCONTACT INC	$0	–	-20,500	-100.0%	-0.08%	–
VRNS	Exit	VARONIS SYS INC	$0	–	-10,100	-100.0%	-0.08%	–
PGRE	Exit	PARAMOUNT GROUP INC	$0	–	-11,900	-100.0%	-0.08%	–
KBH	Exit	KB HOME	$0	–	-13,300	-100.0%	-0.08%	–
MOD	Exit	MODINE MFG CO	$0	–	-17,700	-100.0%	-0.08%	–
AGRO	Exit	ADECOAGRO S A	$0	–	-16,900	-100.0%	-0.08%	–
NLY	Exit	ANNALY CAP MGMT INC	$0	–	-19,500	-100.0%	-0.09%	–
SPLS	Exit	STAPLES INC	$0	–	-18,200	-100.0%	-0.09%	–
IVZ	Exit	INVESCO LTD	$0	–	-6,600	-100.0%	-0.09%	–
CLR	Exit	CONTINENTAL RESOURCES INC	$0	–	-6,700	-100.0%	-0.09%	–
CASY	Exit	CASEYS GEN STORES INC	$0	–	-1,800	-100.0%	-0.09%	–
ANET	Exit	ARISTA NETWORKS INC	$0	–	-3,200	-100.0%	-0.09%	–
RPAI	Exit	RETAIL PPTYS AMER INCcl a	$0	–	-12,800	-100.0%	-0.09%	–
COHR	Exit	COHERENT INC	$0	–	-2,200	-100.0%	-0.09%	–
GNTX	Exit	GENTEX CORP	$0	–	-12,900	-100.0%	-0.09%	–
HLF	Exit	HERBALIFE LTD	$0	–	-3,300	-100.0%	-0.09%	–
LGND	Exit	LIGAND PHARMACEUTICALS INC	$0	–	-1,900	-100.0%	-0.09%	–
RNR	Exit	RENAISSANCERE HOLDINGS LTD	$0	–	-1,700	-100.0%	-0.09%	–
AHL	Exit	ASPEN INSURANCE HOLDINGS LTD	$0	–	-4,300	-100.0%	-0.09%	–
BAH	Exit	BOOZ ALLEN HAMILTON HLDG CORcl a	$0	–	-6,800	-100.0%	-0.09%	–
VRA	Exit	VERA BRADLEY INC	$0	–	-10,200	-100.0%	-0.09%	–
THG	Exit	HANOVER INS GROUP INC	$0	–	-2,300	-100.0%	-0.09%	–
DWRE	Exit	DEMANDWARE INC	$0	–	-5,300	-100.0%	-0.09%	–
IPG	Exit	INTERPUBLIC GROUP COS INC	$0	–	-9,000	-100.0%	-0.09%	–
TOWN	Exit	TOWNEBANK PORTSMOUTH VA	$0	–	-10,800	-100.0%	-0.09%	–
ASH	Exit	ASHLAND INC NEW	$0	–	-1,900	-100.0%	-0.09%	–
AMPH	Exit	AMPHASTAR PHARMACEUTICALS IN	$0	–	-17,500	-100.0%	-0.09%	–
CBRE	Exit	CBRE GROUP INCcl a	$0	–	-7,300	-100.0%	-0.09%	–
SHEN	Exit	SHENANDOAH TELECOMMUNICATION	$0	–	-7,900	-100.0%	-0.09%	–
JCOM	Exit	J2 GLOBAL INC	$0	–	-3,400	-100.0%	-0.09%	–
AVY	Exit	AVERY DENNISON CORP	$0	–	-2,900	-100.0%	-0.09%	–
ILMN	Exit	ILLUMINA INC	$0	–	-1,300	-100.0%	-0.09%	–
TEO	Exit	TELECOM ARGENTINA S Aspon adr rep b	$0	–	-11,900	-100.0%	-0.09%	–
SCHW	Exit	SCHWAB CHARLES CORP NEW	$0	–	-7,600	-100.0%	-0.09%	–
TKC	Exit	TURKCELL ILETISIM HIZMETLERIspon adr new	$0	–	-20,500	-100.0%	-0.09%	–
AGIO	Exit	AGIOS PHARMACEUTICALS INC	$0	–	-5,300	-100.0%	-0.09%	–
ADC	Exit	AGREE REALTY CORP	$0	–	-5,600	-100.0%	-0.09%	–
TDW	Exit	TIDEWATER INC	$0	–	-31,400	-100.0%	-0.09%	–
CHU	Exit	CHINA UNICOM (HONG KONG) LTDsponsored adr	$0	–	-16,300	-100.0%	-0.09%	–
LVNTA	Exit	LIBERTY INTERACTIVE CORP	$0	–	-5,500	-100.0%	-0.09%	–
UBSH	Exit	UNION BANKSHARES CORP NEW	$0	–	-8,700	-100.0%	-0.09%	–
HOLI	Exit	HOLLYSYS AUTOMATION TECHNOLO	$0	–	-10,200	-100.0%	-0.09%	–
BOOT	Exit	BOOT BARN HLDGS INC	$0	–	-23,000	-100.0%	-0.09%	–
EGP	Exit	EASTGROUP PPTY INC	$0	–	-3,600	-100.0%	-0.09%	–
MDLZ	Exit	MONDELEZ INTL INCcl a	$0	–	-5,400	-100.0%	-0.09%	–
FTNT	Exit	FORTINET INC	$0	–	-7,100	-100.0%	-0.09%	–
NSA	Exit	NATIONAL STORAGE AFFILIATES	$0	–	-10,300	-100.0%	-0.09%	–
EWBC	Exit	EAST WEST BANCORP INC	$0	–	-6,700	-100.0%	-0.09%	–
AMAT	Exit	APPLIED MATLS INC	$0	–	-10,300	-100.0%	-0.09%	–
CE	Exit	CELANESE CORP DEL	$0	–	-3,300	-100.0%	-0.09%	–
NWL	Exit	NEWELL RUBBERMAID INC	$0	–	-4,900	-100.0%	-0.09%	–
PRXL	Exit	PAREXEL INTL CORP	$0	–	-3,500	-100.0%	-0.09%	–
TAST	Exit	CARROLS RESTAURANT GROUP INC	$0	–	-15,200	-100.0%	-0.09%	–
DLX	Exit	DELUXE CORP	$0	–	-3,500	-100.0%	-0.09%	–
CTXS	Exit	CITRIX SYS INC	$0	–	-2,800	-100.0%	-0.09%	–
HES	Exit	HESS CORP	$0	–	-4,200	-100.0%	-0.10%	–
Z	Exit	ZILLOW GROUP INCcl c cap stk	$0	–	-9,300	-100.0%	-0.10%	–
TRVN	Exit	TREVENA INC	$0	–	-26,700	-100.0%	-0.10%	–
NVDA	Exit	NVIDIA CORP	$0	–	-6,200	-100.0%	-0.10%	–
TXT	Exit	TEXTRON INC	$0	–	-6,100	-100.0%	-0.10%	–
HSY	Exit	HERSHEY CO	$0	–	-2,400	-100.0%	-0.10%	–
ARAY	Exit	ACCURAY INC	$0	–	-38,800	-100.0%	-0.10%	–
LYB	Exit	LYONDELLBASELL INDUSTRIES N	$0	–	-2,600	-100.0%	-0.10%	–
PHG	Exit	KONINKLIJKE PHILIPS N Vny reg sh new	$0	–	-7,800	-100.0%	-0.10%	–
TRU	Exit	TRANSUNION	$0	–	-8,100	-100.0%	-0.10%	–
WIFI	Exit	BOINGO WIRELESS INC	$0	–	-29,000	-100.0%	-0.10%	–
ST	Exit	SENSATA TECHNOLOGIES HLDG NV	$0	–	-5,800	-100.0%	-0.10%	–
RHP	Exit	RYMAN HOSPITALITY PPTYS INC	$0	–	-4,400	-100.0%	-0.10%	–
WEB	Exit	WEB COM GROUP INC	$0	–	-11,400	-100.0%	-0.10%	–
SCAI	Exit	SURGICAL CARE AFFILIATES INC	$0	–	-4,900	-100.0%	-0.10%	–
GNRC	Exit	GENERAC HLDGS INC	$0	–	-6,100	-100.0%	-0.10%	–
KOP	Exit	KOPPERS HOLDINGS INC	$0	–	-10,100	-100.0%	-0.10%	–
VR	Exit	VALIDUS HOLDINGS LTD	$0	–	-4,800	-100.0%	-0.10%	–
MERC	Exit	MERCER INTL INC	$0	–	-23,900	-100.0%	-0.10%	–
FNGN	Exit	FINANCIAL ENGINES INC	$0	–	-7,200	-100.0%	-0.10%	–
KW	Exit	KENNEDY-WILSON HLDGS INC	$0	–	-10,300	-100.0%	-0.10%	–
MON	Exit	MONSANTO CO NEW	$0	–	-2,600	-100.0%	-0.10%	–
KN	Exit	KNOWLES CORP	$0	–	-17,400	-100.0%	-0.10%	–
HELE	Exit	HELEN OF TROY CORP LTD	$0	–	-2,200	-100.0%	-0.10%	–
MORE	Exit	MONOGRAM RESIDENTIAL TR INC	$0	–	-23,400	-100.0%	-0.10%	–
RRGB	Exit	RED ROBIN GOURMET BURGERS IN	$0	–	-3,600	-100.0%	-0.10%	–
BW	Exit	BABCOCK & WILCOX ENTERPRIS I	$0	–	-10,800	-100.0%	-0.10%	–
FNSR	Exit	FINISAR CORP	$0	–	-12,700	-100.0%	-0.10%	–
HCA	Exit	HCA HOLDINGS INC	$0	–	-3,000	-100.0%	-0.10%	–
ADBE	Exit	ADOBE SYS INC	$0	–	-2,500	-100.0%	-0.10%	–
OASPQ	Exit	OASIS PETE INC NEW	$0	–	-32,300	-100.0%	-0.10%	–
IDTI	Exit	INTEGRATED DEVICE TECHNOLOGY	$0	–	-11,500	-100.0%	-0.10%	–
INGR	Exit	INGREDION INC	$0	–	-2,200	-100.0%	-0.10%	–
MX	Exit	MAGNACHIP SEMICONDUCTOR CORP	$0	–	-44,000	-100.0%	-0.10%	–
NUVA	Exit	NUVASIVE INC	$0	–	-4,900	-100.0%	-0.10%	–
PRTA	Exit	PROTHENA CORP PLC	$0	–	-5,800	-100.0%	-0.10%	–
ATO	Exit	ATMOS ENERGY CORP	$0	–	-3,200	-100.0%	-0.10%	–
VNDA	Exit	VANDA PHARMACEUTICALS INC	$0	–	-28,400	-100.0%	-0.10%	–
AMTD	Exit	TD AMERITRADE HLDG CORP	$0	–	-7,600	-100.0%	-0.10%	–
NSM	Exit	NATIONSTAR MTG HLDGS INC	$0	–	-24,200	-100.0%	-0.10%	–
MGM	Exit	MGM RESORTS INTERNATIONAL	$0	–	-11,200	-100.0%	-0.10%	–
IMPV	Exit	IMPERVA INC	$0	–	-4,800	-100.0%	-0.10%	–
CHFC	Exit	CHEMICAL FINL CORP	$0	–	-6,900	-100.0%	-0.10%	–
RIO	Exit	RIO TINTO PLCsponsored adr	$0	–	-8,700	-100.0%	-0.10%	–
MAA	Exit	MID-AMER APT CMNTYS INC	$0	–	-2,400	-100.0%	-0.10%	–
GTTN	Exit	GTT COMMUNICATIONS INC	$0	–	-14,800	-100.0%	-0.10%	–
LUV	Exit	SOUTHWEST AIRLS CO	$0	–	-5,500	-100.0%	-0.10%	–
PCTY	Exit	PAYLOCITY HLDG CORP	$0	–	-7,500	-100.0%	-0.10%	–
RCL	Exit	ROYAL CARIBBEAN CRUISES LTD	$0	–	-3,000	-100.0%	-0.10%	–
STAR	Exit	ISTAR INC	$0	–	-25,700	-100.0%	-0.11%	–
KKD	Exit	KRISPY KREME DOUGHNUTS INC	$0	–	-15,900	-100.0%	-0.11%	–
BIDU	Exit	BAIDU INCspon adr rep a	$0	–	-1,300	-100.0%	-0.11%	–
DAL	Exit	DELTA AIR LINES INC DEL	$0	–	-5,100	-100.0%	-0.11%	–
JASO	Exit	JA SOLAR HOLDINGS CO LTDspon adr rep5ord	$0	–	-28,700	-100.0%	-0.11%	–
FTDCQ	Exit	FTD COS INC	$0	–	-9,400	-100.0%	-0.11%	–
AME	Exit	AMETEK INC NEW	$0	–	-5,000	-100.0%	-0.11%	–
FN	Exit	FABRINET	$0	–	-7,800	-100.0%	-0.11%	–
RH	Exit	RESTORATION HARDWARE HLDGS I	$0	–	-6,000	-100.0%	-0.11%	–
WAL	Exit	WESTERN ALLIANCE BANCORP	$0	–	-7,600	-100.0%	-0.11%	–
FITB	Exit	FIFTH THIRD BANCORP	$0	–	-15,400	-100.0%	-0.11%	–
LFC	Exit	CHINA LIFE INS CO LTDspon adr rep h	$0	–	-20,800	-100.0%	-0.11%	–
FIVE	Exit	FIVE BELOW INC	$0	–	-6,200	-100.0%	-0.11%	–
AINV	Exit	APOLLO INVT CORP	$0	–	-46,600	-100.0%	-0.11%	–
FL	Exit	FOOT LOCKER INC	$0	–	-4,000	-100.0%	-0.11%	–
PPL	Exit	PPL CORP	$0	–	-6,800	-100.0%	-0.11%	–
GSK	Exit	GLAXOSMITHKLINE PLCsponsored adr	$0	–	-6,400	-100.0%	-0.11%	–
CSGS	Exit	CSG SYS INTL INC	$0	–	-5,800	-100.0%	-0.11%	–
LEG	Exit	LEGGETT & PLATT INC	$0	–	-5,400	-100.0%	-0.11%	–
DHT	Exit	DHT HOLDINGS INC	$0	–	-45,400	-100.0%	-0.11%	–
BETR	Exit	AMPLIFY SNACK BRANDS	$0	–	-18,300	-100.0%	-0.11%	–
STRZA	Exit	STARZ	$0	–	-10,000	-100.0%	-0.11%	–
PACB	Exit	PACIFIC BIOSCIENCES CALIF IN	$0	–	-31,100	-100.0%	-0.11%	–
STMP	Exit	STAMPS COM INC	$0	–	-2,500	-100.0%	-0.11%	–
EXP	Exit	EAGLE MATERIALS INC	$0	–	-3,800	-100.0%	-0.11%	–
CNL	Exit	CLECO CORP NEW	$0	–	-4,800	-100.0%	-0.11%	–
ERI	Exit	ELDORADO RESORTS INC	$0	–	-23,300	-100.0%	-0.12%	–
AIN	Exit	ALBANY INTL CORPcl a	$0	–	-7,300	-100.0%	-0.12%	–
JBSS	Exit	SANFILIPPO JOHN B & SON INC	$0	–	-4,000	-100.0%	-0.12%	–
SRC	Exit	SPIRIT RLTY CAP INC NEW	$0	–	-24,600	-100.0%	-0.12%	–
AIV	Exit	APARTMENT INVT & MGMT COcl a	$0	–	-6,700	-100.0%	-0.12%	–
CBS	Exit	CBS CORP NEWcl b	$0	–	-5,100	-100.0%	-0.12%	–
SEAS	Exit	SEAWORLD ENTMT INC	$0	–	-13,500	-100.0%	-0.12%	–
TSEM	Exit	TOWER SEMICONDUCTOR LTD	$0	–	-23,500	-100.0%	-0.12%	–
IDCC	Exit	INTERDIGITAL INC	$0	–	-5,100	-100.0%	-0.12%	–
MAN	Exit	MANPOWERGROUP INC	$0	–	-3,500	-100.0%	-0.12%	–
RS	Exit	RELIANCE STEEL & ALUMINUM CO	$0	–	-4,100	-100.0%	-0.12%	–
ACM	Exit	AECOM	$0	–	-9,300	-100.0%	-0.12%	–
AGM	Exit	FEDERAL AGRIC MTG CORPcl c	$0	–	-7,600	-100.0%	-0.12%	–
BTTGY	Exit	BT GROUP PLCadr	$0	–	-9,000	-100.0%	-0.12%	–
OSUR	Exit	ORASURE TECHNOLOGIES INC	$0	–	-40,400	-100.0%	-0.12%	–
M	Exit	MACYS INC	$0	–	-6,600	-100.0%	-0.12%	–
RGC	Exit	REGAL ENTMT GROUPcl a	$0	–	-13,900	-100.0%	-0.13%	–
SJI	Exit	SOUTH JERSEY INDS INC	$0	–	-10,300	-100.0%	-0.13%	–
INSM	Exit	INSMED INC	$0	–	-23,100	-100.0%	-0.13%	–
SIVB	Exit	SVB FINL GROUP	$0	–	-2,900	-100.0%	-0.13%	–
LNKD	Exit	LINKEDIN CORP	$0	–	-2,600	-100.0%	-0.13%	–
ALSN	Exit	ALLISON TRANSMISSION HLDGS I	$0	–	-11,100	-100.0%	-0.13%	–
CX	Exit	CEMEX SAB DE CVspon adr new	$0	–	-41,100	-100.0%	-0.13%	–
OLED	Exit	UNIVERSAL DISPLAY CORP	$0	–	-5,500	-100.0%	-0.13%	–
USNA	Exit	USANA HEALTH SCIENCES INC	$0	–	-2,500	-100.0%	-0.13%	–
BYD	Exit	BOYD GAMING CORP	$0	–	-14,900	-100.0%	-0.13%	–
LLY	Exit	LILLY ELI & CO	$0	–	-4,300	-100.0%	-0.13%	–
AVD	Exit	AMERICAN VANGUARD CORP	$0	–	-19,700	-100.0%	-0.13%	–
ABMD	Exit	ABIOMED INC	$0	–	-3,300	-100.0%	-0.13%	–
NEU	Exit	NEWMARKET CORP	$0	–	-800	-100.0%	-0.14%	–
APD	Exit	AIR PRODS & CHEMS INC	$0	–	-2,200	-100.0%	-0.14%	–
BBOX	Exit	BLACK BOX CORP DEL	$0	–	-23,500	-100.0%	-0.14%	–
ORI	Exit	OLD REP INTL CORP	$0	–	-17,300	-100.0%	-0.14%	–
BPI	Exit	BRIDGEPOINT ED INC	$0	–	-31,700	-100.0%	-0.14%	–
ALGN	Exit	ALIGN TECHNOLOGY INC	$0	–	-4,400	-100.0%	-0.14%	–
IIIN	Exit	INSTEEL INDUSTRIES INC	$0	–	-10,500	-100.0%	-0.14%	–
MSEX	Exit	MIDDLESEX WATER CO	$0	–	-10,400	-100.0%	-0.14%	–
SYKE	Exit	SYKES ENTERPRISES INC	$0	–	-10,700	-100.0%	-0.14%	–
NEBLQ	Exit	NOBLE CORP PLC	$0	–	-31,600	-100.0%	-0.14%	–
SUP	Exit	SUPERIOR INDS INTL INC	$0	–	-14,800	-100.0%	-0.14%	–
MLNX	Exit	MELLANOX TECHNOLOGIES LTD	$0	–	-6,100	-100.0%	-0.14%	–
XXIA	Exit	IXIA	$0	–	-26,700	-100.0%	-0.14%	–
PM	Exit	PHILIP MORRIS INTL INC	$0	–	-3,400	-100.0%	-0.14%	–
LSTR	Exit	LANDSTAR SYS INC	$0	–	-5,200	-100.0%	-0.14%	–
HTHT	Exit	CHINA LODGING GROUP LTDsponsored adr	$0	–	-8,800	-100.0%	-0.14%	–
HLX	Exit	HELIX ENERGY SOLUTIONS GRP I	$0	–	-60,300	-100.0%	-0.14%	–
FFIV	Exit	F5 NETWORKS INC	$0	–	-3,200	-100.0%	-0.14%	–
SAIC	Exit	SCIENCE APPLICATNS INTL CP N	$0	–	-6,400	-100.0%	-0.15%	–
FTI	Exit	FMC TECHNOLOGIES INC	$0	–	-12,500	-100.0%	-0.15%	–
FPRX	Exit	FIVE PRIME THERAPEUTICS INC	$0	–	-8,500	-100.0%	-0.15%	–
CPE	Exit	CALLON PETE CO DEL	$0	–	-39,100	-100.0%	-0.15%	–
EA	Exit	ELECTRONIC ARTS INC	$0	–	-5,200	-100.0%	-0.15%	–
LJPC	Exit	LA JOLLA PHARMACEUTICAL CO	$0	–	-16,500	-100.0%	-0.15%	–
	Exit	HORIZON PHARMA INCnote 5.000%11/1	$0	–	-21,100	-100.0%	-0.15%	–
STWD	Exit	STARWOOD PPTY TR INC	$0	–	-18,800	-100.0%	-0.15%	–
STZ	Exit	CONSTELLATION BRANDS INCcl a	$0	–	-2,400	-100.0%	-0.16%	–
FCEA	Exit	FOREST CITY RLTY TR INC	$0	–	-17,200	-100.0%	-0.16%	–
QEP	Exit	QEP RES INC	$0	–	-25,900	-100.0%	-0.16%	–
MC	Exit	MOELIS & COcl a	$0	–	-13,000	-100.0%	-0.16%	–
AMN	Exit	AMN HEALTHCARE SERVICES INC	$0	–	-10,900	-100.0%	-0.16%	–
DY	Exit	DYCOM INDS INC	$0	–	-5,700	-100.0%	-0.16%	–
ACN	Exit	ACCENTURE PLC IRELAND	$0	–	-3,200	-100.0%	-0.16%	–
WIX	Exit	WIX COM LTD	$0	–	-18,200	-100.0%	-0.16%	–
VCEL	Exit	VERICEL CORP	$0	–	-63,500	-100.0%	-0.16%	–
HNI	Exit	HNI CORP	$0	–	-9,500	-100.0%	-0.16%	–
AOS	Exit	SMITH A O	$0	–	-4,900	-100.0%	-0.16%	–
PEGA	Exit	PEGASYSTEMS INC	$0	–	-14,900	-100.0%	-0.16%	–
PTR	Exit	PETROCHINA CO LTDsponsored adr	$0	–	-5,800	-100.0%	-0.16%	–
	Exit	OM ASSET MGMT PLC	$0	–	-28,900	-100.0%	-0.17%	–
MRO	Exit	MARATHON OIL CORP	$0	–	-34,700	-100.0%	-0.17%	–
SNP	Exit	CHINA PETE & CHEM CORP	$0	–	-6,000	-100.0%	-0.17%	–
MSTR	Exit	MICROSTRATEGY INCcl a new	$0	–	-2,200	-100.0%	-0.17%	–
DFODQ	Exit	DEAN FOODS CO NEW	$0	–	-22,800	-100.0%	-0.17%	–
HF	Exit	HFF INCcl a	$0	–	-14,300	-100.0%	-0.17%	–
VER	Exit	VEREIT INC	$0	–	-44,300	-100.0%	-0.17%	–
CRUS	Exit	CIRRUS LOGIC INC	$0	–	-10,900	-100.0%	-0.17%	–
SUI	Exit	SUN CMNTYS INC	$0	–	-5,600	-100.0%	-0.17%	–
AEO	Exit	AMERICAN EAGLE OUTFITTERS NE	$0	–	-24,100	-100.0%	-0.17%	–
DAR	Exit	DARLING INGREDIENTS INC	$0	–	-30,500	-100.0%	-0.17%	–
KODK	Exit	EASTMAN KODAK CO	$0	–	-37,400	-100.0%	-0.17%	–
TSE	Exit	TRINSEO S A	$0	–	-11,000	-100.0%	-0.17%	–
KIRK	Exit	KIRKLANDS INC	$0	–	-23,200	-100.0%	-0.17%	–
EVH	Exit	EVOLENT HEALTH INCcl a	$0	–	-38,600	-100.0%	-0.18%	–
LEA	Exit	LEAR CORP	$0	–	-3,700	-100.0%	-0.18%	–
JLL	Exit	JONES LANG LASALLE INC	$0	–	-3,500	-100.0%	-0.18%	–
PRAH	Exit	PRA HEALTH SCIENCES INC	$0	–	-9,600	-100.0%	-0.18%	–
KTOS	Exit	KRATOS DEFENSE & SEC SOLUTIO	$0	–	-84,100	-100.0%	-0.18%	–
QIWI	Exit	QIWI PLCspon adr rep b	$0	–	-28,700	-100.0%	-0.18%	–
NQ	Exit	NQ MOBILE INCadr repstg cl a	$0	–	-91,700	-100.0%	-0.18%	–
NILE	Exit	BLUE NILE INC	$0	–	-16,400	-100.0%	-0.18%	–
UBS	Exit	UBS GROUP AG	$0	–	-26,600	-100.0%	-0.18%	–
KT	Exit	KT CORPsponsored adr	$0	–	-32,400	-100.0%	-0.19%	–
AAPL	Exit	APPLE INC	$0	–	-4,000	-100.0%	-0.19%	–
SSS	Exit	SOVRAN SELF STORAGE INC	$0	–	-3,700	-100.0%	-0.19%	–
BLOX	Exit	INFOBLOX INC	$0	–	-25,800	-100.0%	-0.19%	–
BRKR	Exit	BRUKER CORP	$0	–	-15,700	-100.0%	-0.19%	–
BPOP	Exit	POPULAR INC	$0	–	-15,500	-100.0%	-0.19%	–
WNC	Exit	WABASH NATL CORP	$0	–	-33,600	-100.0%	-0.19%	–
ROG	Exit	ROGERS CORP	$0	–	-7,400	-100.0%	-0.19%	–
GDDY	Exit	GODADDY INCcl a	$0	–	-13,700	-100.0%	-0.19%	–
HCKT	Exit	HACKETT GROUP INC	$0	–	-29,600	-100.0%	-0.19%	–
LPL	Exit	LG DISPLAY CO LTDspons adr rep	$0	–	-39,500	-100.0%	-0.19%	–
TJX	Exit	TJX COS INC NEW	$0	–	-5,800	-100.0%	-0.20%	–
NUAN	Exit	NUANCE COMMUNICATIONS INC	$0	–	-24,400	-100.0%	-0.20%	–
LC	Exit	LENDINGCLUB CORP	$0	–	-55,900	-100.0%	-0.20%	–
AIR	Exit	AAR CORP	$0	–	-20,000	-100.0%	-0.20%	–
BAK	Exit	BRASKEM S Asp adr pfd a	$0	–	-36,500	-100.0%	-0.20%	–
YRCW	Exit	YRC WORLDWIDE INC	$0	–	-50,800	-100.0%	-0.20%	–
XLNX	Exit	XILINX INC	$0	–	-10,000	-100.0%	-0.20%	–
FLWS	Exit	1 800 FLOWERS COMcl a	$0	–	-61,600	-100.0%	-0.21%	–
MDCA	Exit	MDC PARTNERS INCcl a sub vtg	$0	–	-20,900	-100.0%	-0.21%	–
KND	Exit	KINDRED HEALTHCARE INC	$0	–	-41,200	-100.0%	-0.22%	–
AMED	Exit	AMEDISYS INC	$0	–	-10,600	-100.0%	-0.22%	–
SLCA	Exit	U S SILICA HLDGS INC	$0	–	-22,700	-100.0%	-0.22%	–
KFRC	Exit	KFORCE INC	$0	–	-26,600	-100.0%	-0.22%	–
PIPR	Exit	PIPER JAFFRAY COS	$0	–	-10,500	-100.0%	-0.22%	–
ELY	Exit	CALLAWAY GOLF CO	$0	–	-57,300	-100.0%	-0.22%	–
SXC	Exit	SUNCOKE ENERGY INC	$0	–	-81,400	-100.0%	-0.23%	–
EIX	Exit	EDISON INTL	$0	–	-7,500	-100.0%	-0.23%	–
MSGN	Exit	MSG NETWORK INCcl a	$0	–	-31,800	-100.0%	-0.24%	–
GIII	Exit	G-III APPAREL GROUP LTD	$0	–	-11,300	-100.0%	-0.24%	–
RHI	Exit	ROBERT HALF INTL INC	$0	–	-12,000	-100.0%	-0.24%	–
ORLY	Exit	O REILLY AUTOMOTIVE INC NEW	$0	–	-2,100	-100.0%	-0.25%	–
SFL	Exit	SHIP FINANCE INTERNATIONAL L	$0	–	-41,700	-100.0%	-0.25%	–
PBF	Exit	PBF ENERGY INCcl a	$0	–	-17,600	-100.0%	-0.25%	–
GME	Exit	GAMESTOP CORP NEWcl a	$0	–	-18,600	-100.0%	-0.25%	–
IVC	Exit	INVACARE CORP	$0	–	-44,800	-100.0%	-0.25%	–
DOFSQ	Exit	DIAMOND OFFSHORE DRILLING IN	$0	–	-27,500	-100.0%	-0.26%	–
ANF	Exit	ABERCROMBIE & FITCH COcl a	$0	–	-19,100	-100.0%	-0.26%	–
ESRX	Exit	EXPRESS SCRIPTS HLDG CO	$0	–	-8,800	-100.0%	-0.26%	–
ELP	Exit	COMPANHIA PARANAENSE ENERG Cspon adr pfd	$0	–	-76,400	-100.0%	-0.26%	–
SLGN	Exit	SILGAN HOLDINGS INC	$0	–	-11,400	-100.0%	-0.26%	–
KEP	Exit	KOREA ELECTRIC PWRsponsored adr	$0	–	-23,900	-100.0%	-0.26%	–
ACCO	Exit	ACCO BRANDS CORP	$0	–	-69,000	-100.0%	-0.27%	–
SSNI	Exit	SILVER SPRING NETWORKS INC	$0	–	-42,200	-100.0%	-0.27%	–
CPL	Exit	CPFL ENERGIA S Asponsored adr	$0	–	-57,600	-100.0%	-0.27%	–
EOCCY	Exit	EMPRESA NACIONAL DE ELCTRCIDsponsored adr	$0	–	-15,100	-100.0%	-0.27%	–
WMC	Exit	WESTERN ASSET MTG CAP CORP	$0	–	-63,700	-100.0%	-0.27%	–
STRA	Exit	STRAYER ED INC	$0	–	-13,200	-100.0%	-0.28%	–
SATS	Exit	ECHOSTAR CORPcl a	$0	–	-14,600	-100.0%	-0.28%	–
VC	Exit	VISTEON CORP	$0	–	-8,200	-100.0%	-0.28%	–
TRN	Exit	TRINITY INDS INC	$0	–	-36,400	-100.0%	-0.29%	–
PLAB	Exit	PHOTRONICS INC	$0	–	-65,200	-100.0%	-0.29%	–
INGN	Exit	INOGEN INC	$0	–	-15,300	-100.0%	-0.30%	–
ITG	Exit	INVESTMENT TECHNOLOGY GRP NE	$0	–	-31,200	-100.0%	-0.30%	–
CAH	Exit	CARDINAL HEALTH INC	$0	–	-8,500	-100.0%	-0.30%	–
HCSG	Exit	HEALTHCARE SVCS GRP INC	$0	–	-19,300	-100.0%	-0.30%	–
MKTX	Exit	MARKETAXESS HLDGS INC	$0	–	-5,700	-100.0%	-0.30%	–
KBR	Exit	KBR INC	$0	–	-46,700	-100.0%	-0.31%	–
VIAV	Exit	VIAVI SOLUTIONS INC	$0	–	-107,636	-100.0%	-0.32%	–
PLOW	Exit	DOUGLAS DYNAMICS INC	$0	–	-32,300	-100.0%	-0.32%	–
GCO	Exit	GENESCO INC	$0	–	-10,400	-100.0%	-0.32%	–
BLD	Exit	TOPBUILD CORP	$0	–	-25,400	-100.0%	-0.32%	–
DWA	Exit	DREAMWORKS ANIMATION SKG INCcl a	$0	–	-30,500	-100.0%	-0.33%	–
SUM	Exit	SUMMIT MATLS INCcl a	$0	–	-39,201	-100.0%	-0.33%	–
TOWR	Exit	TOWER INTL INC	$0	–	-28,400	-100.0%	-0.33%	–
LDOS	Exit	LEIDOS HLDGS INC	$0	–	-15,400	-100.0%	-0.33%	–
WSM	Exit	WILLIAMS SONOMA INC	$0	–	-14,200	-100.0%	-0.33%	–
HAWK	Exit	BLACKHAWK NETWORK HLDGS INC	$0	–	-23,000	-100.0%	-0.34%	–
HYH	Exit	HALYARD HEALTH INC	$0	–	-27,500	-100.0%	-0.34%	–
MDU	Exit	MDU RES GROUP INC	$0	–	-41,600	-100.0%	-0.35%	–
CRAY	Exit	CRAY INC	$0	–	-19,300	-100.0%	-0.35%	–
DSW	Exit	DSW INCcl a	$0	–	-29,500	-100.0%	-0.35%	–
CNC	Exit	CENTENE CORP DEL	$0	–	-13,400	-100.0%	-0.35%	–
RNG	Exit	RINGCENTRAL INCcl a	$0	–	-52,600	-100.0%	-0.36%	–
JCPNQ	Exit	PENNEY J C INC	$0	–	-75,400	-100.0%	-0.36%	–
AXL	Exit	AMERICAN AXLE & MFG HLDGS IN	$0	–	-54,600	-100.0%	-0.36%	–
MAS	Exit	MASCO CORP	$0	–	-26,800	-100.0%	-0.36%	–
SPXC	Exit	SPX CORP	$0	–	-57,000	-100.0%	-0.37%	–
AGNC	Exit	AMERICAN CAPITAL AGENCY CORP	$0	–	-47,900	-100.0%	-0.38%	–
ARR	Exit	ARMOUR RESIDENTIAL REIT INC	$0	–	-41,600	-100.0%	-0.38%	–
MCO	Exit	MOODYS CORP	$0	–	-9,400	-100.0%	-0.39%	–
TIME	Exit	TIME INC NEW	$0	–	-59,000	-100.0%	-0.39%	–
MGLN	Exit	MAGELLAN HEALTH INC	$0	–	-13,500	-100.0%	-0.39%	–
TPH	Exit	TRI POINTE GROUP INC	$0	–	-78,000	-100.0%	-0.39%	–
PRTY	Exit	PARTY CITY HOLDCO INC	$0	–	-61,600	-100.0%	-0.40%	–
WCG	Exit	WELLCARE HEALTH PLANS INC	$0	–	-10,200	-100.0%	-0.41%	–
ERII	Exit	ENERGY RECOVERY INC	$0	–	-91,700	-100.0%	-0.41%	–
EURN	Exit	EURONAV NV ANTWERPEN	$0	–	-93,800	-100.0%	-0.41%	–
AZPN	Exit	ASPEN TECHNOLOGY INC	$0	–	-26,700	-100.0%	-0.41%	–
LOGI	Exit	LOGITECH INTL S A	$0	–	-60,900	-100.0%	-0.42%	–
UGP	Exit	ULTRAPAR PARTICIPACOES S A	$0	–	-50,500	-100.0%	-0.42%	–
SPY	Exit	SPDR S&P 500 ETF TRtr unit	$0	–	-4,900	-100.0%	-0.43%	–
PRSC	Exit	PROVIDENCE SVC CORP	$0	–	-20,200	-100.0%	-0.44%	–
RUBI	Exit	RUBICON PROJ INC	$0	–	-57,500	-100.0%	-0.45%	–
LULU	Exit	LULULEMON ATHLETICA INC	$0	–	-16,100	-100.0%	-0.47%	–
CRTO	Exit	CRITEO S Aspons ads	$0	–	-26,500	-100.0%	-0.47%	–
TWO	Exit	TWO HBRS INVT CORP	$0	–	-140,400	-100.0%	-0.48%	–
CBD	Exit	COMPANHIA BRASILEIRA DE DISTspn adr pfd cl a	$0	–	-80,100	-100.0%	-0.48%	–
ARW	Exit	ARROW ELECTRS INC	$0	–	-17,300	-100.0%	-0.48%	–
MS	Exit	MORGAN STANLEY	$0	–	-45,100	-100.0%	-0.48%	–
ERIC	Exit	ERICSSONadr b sek 10	$0	–	-121,700	-100.0%	-0.52%	–
BWXT	Exit	BWX TECHNOLOGIES INC	$0	–	-36,800	-100.0%	-0.53%	–
AEIS	Exit	ADVANCED ENERGY INDS	$0	–	-35,700	-100.0%	-0.53%	–
LB	Exit	L BRANDS INC	$0	–	-14,600	-100.0%	-0.55%	–
SHO	Exit	SUNSTONE HOTEL INVS INC NEW	$0	–	-91,800	-100.0%	-0.55%	–
PAM	Exit	PAMPA ENERGIA S Aspons adr lvl i	$0	–	-67,600	-100.0%	-0.62%	–
RDC	Exit	ROWAN COMPANIES PLC	$0	–	-94,300	-100.0%	-0.65%	–
DRI	Exit	DARDEN RESTAURANTS INC	$0	–	-23,000	-100.0%	-0.65%	–
EVR	Exit	EVERCORE PARTNERS INCclass a	$0	–	-31,100	-100.0%	-0.69%	–
CSC	Exit	COMPUTER SCIENCES CORP	$0	–	-47,900	-100.0%	-0.71%	–
DKS	Exit	DICKS SPORTING GOODS INC	$0	–	-37,400	-100.0%	-0.75%	–
WETF	Exit	WISDOMTREE INVTS INC	$0	–	-155,000	-100.0%	-0.76%	–
BKS	Exit	BARNES & NOBLE INC	$0	–	-149,100	-100.0%	-0.79%	–
RIG	Exit	TRANSOCEAN LTD	$0	–	-202,100	-100.0%	-0.79%	–
SFLY	Exit	SHUTTERFLY INC	$0	–	-40,700	-100.0%	-0.81%	–
LII	Exit	LENNOX INTL INC	$0	–	-14,000	-100.0%	-0.81%	–
TREX	Exit	TREX CO INC	$0	–	-40,600	-100.0%	-0.84%	–
NOK	Exit	NOKIA CORPsponsored adr	$0	–	-354,300	-100.0%	-0.90%	–
FRAN	Exit	FRANCESCAS HLDGS CORP	$0	–	-110,300	-100.0%	-0.91%	–
MIK	Exit	MICHAELS COS INC	$0	–	-79,700	-100.0%	-0.96%	–
DECK	Exit	DECKERS OUTDOOR CORP	$0	–	-39,200	-100.0%	-1.01%	–
EXPR	Exit	EXPRESS INC	$0	–	-109,800	-100.0%	-1.01%	–

Original filings

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

View 13F-HR filed 2016-08-15

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 Q2 2016 significant holdings filed using form 13D/G when ownership exceeds 5% of a company's total stock issue.
	Filed	Shares	Percentage
SPSS INC^{Sold 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

View complete filings history.

Compare quarters

Export ELLINGTON MANAGEMENT GROUP LLC's holdings