ELLINGTON MANAGEMENT GROUP LLC

Add to watchlist

$363 Million is the total value of ELLINGTON MANAGEMENT GROUP LLC's 625 reported holdings in Q3 2016. The portfolio turnover from Q2 2016 to Q3 2016 was 89.1% .

All

			Value		Shares		↓ Weighting
SWHC	Sell	SMITH & WESSON HLDG CORP	$710,000	-7.1%	26,700	-5.0%	0.20%	-81.6%
AGX	Sell	ARGAN INC	$645,000	+39.3%	10,900	-1.8%	0.18%	-72.4%
HA	Sell	HAWAIIAN HOLDINGS INC	$355,000	+8.9%	7,300	-15.1%	0.10%	-78.4%
TX	Sell	TERNIUM SAspon adr	$349,000	-4.1%	17,800	-6.8%	0.10%	-81.1%
ATEN	Sell	A10 NETWORKS INC	$335,000	+52.3%	31,300	-7.9%	0.09%	-69.9%
WOR	Sell	WORTHINGTON INDS INC	$322,000	+11.8%	6,700	-1.5%	0.09%	-77.8%
COR	Sell	CORESITE RLTY CORP	$296,000	-29.0%	4,000	-14.9%	0.08%	-85.9%
EGL	Sell	ENGILITY HLDGS INC NEW	$265,000	-48.5%	8,400	-65.6%	0.07%	-89.8%
BMA	Sell	BANCO MACRO SAspon adr b	$243,000	-31.7%	3,100	-35.4%	0.07%	-86.5%
MANH	Sell	MANHATTAN ASSOCS INC	$207,000	-37.8%	3,600	-30.8%	0.06%	-87.7%
BCOV	Sell	BRIGHTCOVE INC	$202,000	-9.8%	15,500	-39.2%	0.06%	-82.1%
NTGR	Sell	NETGEAR INC	$200,000	-45.4%	3,300	-57.1%	0.06%	-89.2%
EPEGQ	Sell	EP ENERGY CORPcl a	$126,000	-63.6%	28,800	-56.8%	0.04%	-92.7%
VG	Sell	VONAGE HLDGS CORP	$108,000	+6.9%	16,300	-1.8%	0.03%	-78.7%
DHX	Sell	DHI GROUP INC	$106,000	-0.9%	13,400	-22.1%	0.03%	-80.5%
SNECQ	Sell	SANCHEZ ENERGY CORP	$94,000	+17.5%	10,600	-7.0%	0.03%	-76.6%
LPSN	Sell	LIVEPERSON INC	$90,000	-45.5%	10,700	-59.0%	0.02%	-89.1%
PESXQ	Exit	PIONEER ENERGY SVCS CORP	$0	–	-11,600	-100.0%	-0.07%	–
NR	Exit	NEWPARK RES INC	$0	–	-10,900	-100.0%	-0.09%	–
GCAP	Exit	GAIN CAP HLDGS INC	$0	–	-10,300	-100.0%	-0.09%	–
KGC	Exit	KINROSS GOLD CORP	$0	–	-13,700	-100.0%	-0.09%	–
RSYS	Exit	RADISYS CORP	$0	–	-15,400	-100.0%	-0.10%	–
RT	Exit	RUBY TUESDAY INC	$0	–	-19,700	-100.0%	-0.10%	–
CALX	Exit	CALIX INC	$0	–	-10,500	-100.0%	-0.10%	–
ZIOP	Exit	ZIOPHARM ONCOLOGY INC	$0	–	-13,300	-100.0%	-0.10%	–
PIR	Exit	PIER 1 IMPORTS INC	$0	–	-14,700	-100.0%	-0.11%	–
RFP	Exit	RESOLUTE FST PRODS INC	$0	–	-14,447	-100.0%	-0.11%	–
NOG	Exit	NORTHERN OIL & GAS INC NEV	$0	–	-17,000	-100.0%	-0.11%	–
DWSN	Exit	DAWSON GEOPHYSICAL CO NEW	$0	–	-10,400	-100.0%	-0.12%	–
TGTX	Exit	TG THERAPEUTICS INC	$0	–	-14,300	-100.0%	-0.12%	–
SMRTQ	Exit	STEIN MART INC	$0	–	-11,300	-100.0%	-0.12%	–
MDR	Exit	MCDERMOTT INTL INC	$0	–	-18,100	-100.0%	-0.12%	–
SYRG	Exit	SYNERGY RES CORP	$0	–	-15,600	-100.0%	-0.14%	–
SGI	Exit	SILICON GRAPHICS INTL CORP	$0	–	-21,200	-100.0%	-0.15%	–
PSTB	Exit	PARK STERLING CORP	$0	–	-15,200	-100.0%	-0.15%	–
CNHI	Exit	CNH INDL N V	$0	–	-15,200	-100.0%	-0.15%	–
KPTI	Exit	KARYOPHARM THERAPEUTICS INC	$0	–	-16,200	-100.0%	-0.15%	–
CARB	Exit	CARBONITE INC	$0	–	-11,600	-100.0%	-0.16%	–
FOLD	Exit	AMICUS THERAPEUTICS INC	$0	–	-21,000	-100.0%	-0.16%	–
ON	Exit	ON SEMICONDUCTOR CORP	$0	–	-13,600	-100.0%	-0.17%	–
WIN	Exit	WINDSTREAM HLDGS INC	$0	–	-13,400	-100.0%	-0.17%	–
AMBR	Exit	AMBER RD INC	$0	–	-16,500	-100.0%	-0.18%	–
AMSC	Exit	AMERICAN SUPERCONDUCTOR CORP	$0	–	-15,200	-100.0%	-0.18%	–
TNP	Exit	TSAKOS ENERGY NAVIGATION LTD	$0	–	-30,000	-100.0%	-0.20%	–
TMST	Exit	TIMKENSTEEL CORP	$0	–	-14,900	-100.0%	-0.20%	–
WPG	Exit	WP GLIMCHER IN	$0	–	-12,800	-100.0%	-0.20%	–
RWT	Exit	REDWOOD TR INC	$0	–	-10,700	-100.0%	-0.21%	–
TESO	Exit	TESCO CORP	$0	–	-22,200	-100.0%	-0.21%	–
ING	Exit	ING GROEP N Vsponsored adr	$0	–	-14,700	-100.0%	-0.21%	–
AMCC	Exit	APPLIED MICRO CIRCUITS CORP	$0	–	-23,900	-100.0%	-0.21%	–
EXTN	Exit	EXTERRAN CORP	$0	–	-11,900	-100.0%	-0.21%	–
MTG	Exit	MGIC INVT CORP WIS	$0	–	-25,900	-100.0%	-0.21%	–
DAKT	Exit	DAKTRONICS INC	$0	–	-25,300	-100.0%	-0.22%	–
KCG	Exit	KCG HLDGS INCcl a	$0	–	-12,200	-100.0%	-0.23%	–
OFG	Exit	OFG BANCORP	$0	–	-19,800	-100.0%	-0.23%	–
MBI	Exit	MBIA INC	$0	–	-24,600	-100.0%	-0.23%	–
LXRX	Exit	LEXICON PHARMACEUTICALS INC	$0	–	-11,700	-100.0%	-0.23%	–
NSAM	Exit	NORTHSTAR ASSET MGMT GROUP I	$0	–	-16,500	-100.0%	-0.23%	–
CEMP	Exit	CEMPRA INC	$0	–	-10,300	-100.0%	-0.24%	–
DANG	Exit	E-COMMERCE CHINA DANGDANG IN	$0	–	-29,100	-100.0%	-0.24%	–
SBY	Exit	SILVER BAY RLTY TR CORP	$0	–	-10,500	-100.0%	-0.25%	–
AMBC	Exit	AMBAC FINL GROUP INC	$0	–	-10,900	-100.0%	-0.25%	–
NXEO	Exit	NEXEO SOLUTIONS INC	$0	–	-20,000	-100.0%	-0.25%	–
AHH	Exit	ARMADA HOFFLER PPTYS INC	$0	–	-13,500	-100.0%	-0.26%	–
HBAN	Exit	HUNTINGTON BANCSHARES INC	$0	–	-20,800	-100.0%	-0.26%	–
AROC	Exit	ARCHROCK INC	$0	–	-19,900	-100.0%	-0.26%	–
FRP	Exit	FAIRPOINT COMMUNICATIONS INC	$0	–	-12,900	-100.0%	-0.26%	–
CCC	Exit	CALGON CARBON CORP	$0	–	-14,700	-100.0%	-0.27%	–
MRTN	Exit	MARTEN TRANS LTD	$0	–	-10,000	-100.0%	-0.28%	–
DYN	Exit	DYNEGY INC NEW DEL	$0	–	-11,600	-100.0%	-0.28%	–
LYV	Exit	LIVE NATION ENTERTAINMENT IN	$0	–	-8,500	-100.0%	-0.28%	–
EXPD	Exit	EXPEDITORS INTL WASH INC	$0	–	-4,100	-100.0%	-0.28%	–
DHR	Exit	DANAHER CORP DEL	$0	–	-2,000	-100.0%	-0.28%	–
ITUB	Exit	ITAU UNIBANCO HLDG SAspon adr rep pfd	$0	–	-21,500	-100.0%	-0.28%	–
CDW	Exit	CDW CORP	$0	–	-5,100	-100.0%	-0.28%	–
SYNA	Exit	SYNAPTICS INC	$0	–	-3,800	-100.0%	-0.28%	–
HPP	Exit	HUDSON PAC PPTYS INC	$0	–	-7,000	-100.0%	-0.28%	–
JWA	Exit	WILEY JOHN & SONS INCcl a	$0	–	-3,900	-100.0%	-0.28%	–
CONE	Exit	CYRUSONE INC	$0	–	-3,700	-100.0%	-0.29%	–
STE	Exit	STERIS PLC	$0	–	-3,000	-100.0%	-0.29%	–
TBPH	Exit	THERAVANCE BIOPHARMA INC	$0	–	-9,200	-100.0%	-0.29%	–
KEY	Exit	KEYCORP NEW	$0	–	-19,100	-100.0%	-0.29%	–
BVN	Exit	COMPANIA DE MINAS BUENAVENTUsponsored adr	$0	–	-17,700	-100.0%	-0.30%	–
CEO	Exit	CNOOC LTDsponsored adr	$0	–	-1,700	-100.0%	-0.30%	–
SWX	Exit	SOUTHWEST GAS CORP	$0	–	-2,700	-100.0%	-0.30%	–
TRV	Exit	TRAVELERS COMPANIES INC	$0	–	-1,800	-100.0%	-0.30%	–
ENS	Exit	ENERSYS	$0	–	-3,600	-100.0%	-0.30%	–
EBS	Exit	EMERGENT BIOSOLUTIONS INC	$0	–	-7,700	-100.0%	-0.30%	–
UVV	Exit	UNIVERSAL CORP VA	$0	–	-3,800	-100.0%	-0.30%	–
PMC	Exit	PHARMERICA CORP	$0	–	-8,900	-100.0%	-0.30%	–
PLUS	Exit	EPLUS INC	$0	–	-2,700	-100.0%	-0.31%	–
BWLD	Exit	BUFFALO WILD WINGS INC	$0	–	-1,600	-100.0%	-0.31%	–
MET	Exit	METLIFE INC	$0	–	-5,600	-100.0%	-0.31%	–
UNTCQ	Exit	UNIT CORP	$0	–	-14,400	-100.0%	-0.31%	–
SLG	Exit	SL GREEN RLTY CORP	$0	–	-2,100	-100.0%	-0.31%	–
ATNI	Exit	ATN INTL INC	$0	–	-2,900	-100.0%	-0.32%	–
FBR	Exit	FIBRIA CELULOSE S A	$0	–	-33,900	-100.0%	-0.32%	–
CDNS	Exit	CADENCE DESIGN SYSTEM INC	$0	–	-9,500	-100.0%	-0.32%	–
MSA	Exit	MSA SAFETY INC	$0	–	-4,400	-100.0%	-0.32%	–
LLTC	Exit	LINEAR TECHNOLOGY CORP	$0	–	-5,000	-100.0%	-0.32%	–
CRCQQ	Exit	CALIFORNIA RES CORP	$0	–	-19,500	-100.0%	-0.33%	–
SCSC	Exit	SCANSOURCE INC	$0	–	-6,400	-100.0%	-0.33%	–
NCMI	Exit	NATIONAL CINEMEDIA INC	$0	–	-15,600	-100.0%	-0.34%	–
KR	Exit	KROGER CO	$0	–	-6,700	-100.0%	-0.34%	–
AAIC	Exit	ARLINGTON ASSET INVT CORPcl a new	$0	–	-19,000	-100.0%	-0.34%	–
MO	Exit	ALTRIA GROUP INC	$0	–	-3,600	-100.0%	-0.34%	–
WWD	Exit	WOODWARD INC	$0	–	-4,300	-100.0%	-0.34%	–
BIG	Exit	BIG LOTS INC	$0	–	-5,000	-100.0%	-0.35%	–
ALK	Exit	ALASKA AIR GROUP INC	$0	–	-4,300	-100.0%	-0.35%	–
SFM	Exit	SPROUTS FMRS MKT INC	$0	–	-11,000	-100.0%	-0.35%	–
AET	Exit	AETNA INC NEW	$0	–	-2,100	-100.0%	-0.36%	–
TERP	Exit	TERRAFORM PWR INC	$0	–	-23,600	-100.0%	-0.36%	–
UEPS	Exit	NET 1 UEPS TECHNOLOGIES INC	$0	–	-25,800	-100.0%	-0.36%	–
PPG	Exit	PPG INDS INC	$0	–	-2,500	-100.0%	-0.36%	–
HIBB	Exit	HIBBETT SPORTS INC	$0	–	-7,600	-100.0%	-0.37%	–
INCY	Exit	INCYTE CORP	$0	–	-3,300	-100.0%	-0.37%	–
SWFT	Exit	SWIFT TRANSN COcl a	$0	–	-17,300	-100.0%	-0.37%	–
BCOR	Exit	BLUCORA INC	$0	–	-26,000	-100.0%	-0.37%	–
FLY	Exit	FLY LEASING LTDsponsored adr	$0	–	-27,500	-100.0%	-0.38%	–
GTS	Exit	TRIPLE-S MGMT CORPcl b	$0	–	-11,200	-100.0%	-0.38%	–
CCEP	Exit	COCA COLA EUROPEAN PARTNERS	$0	–	-7,700	-100.0%	-0.38%	–
ISLE	Exit	ISLE OF CAPRI CASINOS INC	$0	–	-15,200	-100.0%	-0.39%	–
AWHHF	Exit	ALLIED WRLD ASSUR COM HLDG A	$0	–	-8,100	-100.0%	-0.40%	–
LOW	Exit	LOWES COS INC	$0	–	-3,700	-100.0%	-0.41%	–
COF	Exit	CAPITAL ONE FINL CORP	$0	–	-4,700	-100.0%	-0.42%	–
UGI	Exit	UGI CORP NEW	$0	–	-6,600	-100.0%	-0.42%	–
ANTM	Exit	ANTHEM INC	$0	–	-2,300	-100.0%	-0.42%	–
PLCE	Exit	CHILDRENS PL INC	$0	–	-3,800	-100.0%	-0.42%	–
POST	Exit	POST HLDGS INC	$0	–	-3,700	-100.0%	-0.43%	–
GXP	Exit	GREAT PLAINS ENERGY INC	$0	–	-10,100	-100.0%	-0.43%	–
TCS	Exit	CONTAINER STORE GROUP INC	$0	–	-57,700	-100.0%	-0.43%	–
KORS	Exit	MICHAEL KORS HLDGS LTD	$0	–	-6,300	-100.0%	-0.43%	–
OII	Exit	OCEANEERING INTL INC	$0	–	-10,800	-100.0%	-0.45%	–
NSP	Exit	INSPERITY INC	$0	–	-4,200	-100.0%	-0.45%	–
PWR	Exit	QUANTA SVCS INC	$0	–	-14,000	-100.0%	-0.45%	–
EAT	Exit	BRINKER INTL INC	$0	–	-7,200	-100.0%	-0.46%	–
ICON	Exit	ICONIX BRAND GROUP INC	$0	–	-49,500	-100.0%	-0.47%	–
TBI	Exit	TRUEBLUE INC	$0	–	-17,700	-100.0%	-0.47%	–
RDN	Exit	RADIAN GROUP INC	$0	–	-32,600	-100.0%	-0.47%	–
AU	Exit	ANGLOGOLD ASHANTI LTDsponsored adr	$0	–	-18,900	-100.0%	-0.48%	–
WD	Exit	WALKER & DUNLOP INC	$0	–	-15,000	-100.0%	-0.48%	–
PANW	Exit	PALO ALTO NETWORKS INC	$0	–	-2,800	-100.0%	-0.48%	–
PDCO	Exit	PATTERSON COMPANIES INC	$0	–	-7,300	-100.0%	-0.49%	–
WRLD	Exit	WORLD ACCEP CORP DEL	$0	–	-7,700	-100.0%	-0.49%	–
SYMC	Exit	SYMANTEC CORP	$0	–	-17,400	-100.0%	-0.50%	–
ASPS	Exit	ALTISOURCE PORTFOLIO SOLNS S	$0	–	-13,200	-100.0%	-0.51%	–
REGI	Exit	RENEWABLE ENERGY GROUP INC	$0	–	-42,200	-100.0%	-0.52%	–
INTU	Exit	INTUIT	$0	–	-3,400	-100.0%	-0.53%	–
AMCX	Exit	AMC NETWORKS INCcl a	$0	–	-6,300	-100.0%	-0.53%	–
NUE	Exit	NUCOR CORP	$0	–	-8,400	-100.0%	-0.58%	–
TDC	Exit	TERADATA CORP DEL	$0	–	-16,900	-100.0%	-0.59%	–
TGI	Exit	TRIUMPH GROUP INC NEW	$0	–	-12,700	-100.0%	-0.63%	–
KOF	Exit	COCA COLA FEMSA S A B DE C Vspon adr rep l	$0	–	-5,600	-100.0%	-0.65%	–
FIT	Exit	FITBIT INCcl a	$0	–	-39,800	-100.0%	-0.68%	–
JOY	Exit	JOY GLOBAL INC	$0	–	-26,700	-100.0%	-0.78%	–
STLD	Exit	STEEL DYNAMICS INC	$0	–	-26,700	-100.0%	-0.91%	–

Original filings

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

View 13F-HR filed 2016-11-14

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 Q3 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