HoldingsChannel.com
All Stocks Held By Ellington Management Group LLC
As of  12/31/2019
   EntityAmountChange
 09/30/2019 to 12/31/2019
Position Size
($ in 1000's)
NABORS INDS INC NEW      $43,407
     NOTE 057,190,000+25,090,000$43,407
FORD MTR CO DEL      $16,368
     Call2,540,000+570,000$23,622
     Put780,000UNCH$7,254
ELLINGTON FINANCIAL INC 850,250 -178,306 $15,585
     EFC850,250-178,306$15,585
SM ENERGY CO      $8,606
     SM412,825+218,832$4,640
     NOTE 14,161,000+4,161,000$3,966
WHITING PETE CORP NEW      $7,741
     NOTE 17,893,000-20,847,000$7,741
MGIC INVT CORP WIS 483,688 -557,800 $6,854
     MTG483,688+232,300$6,854
REDWOOD TR INC 401,104 +262,093 $6,634
     RWT401,104+262,093$6,634
RADIAN GROUP INC 215,490 -77,156 $5,422
     RDN215,490+34,244$5,422
ESSENT GROUP LTD 98,674 +7,000 $5,130
     ESNT98,674+7,000$5,130
AMERICAN AXLE & MFG HLDGS IN      $4,943
     Call387,500+212,500$4,170
     AXL251,740-208,870$2,709
     Put180,000-200,000$1,936
NETFLIX INC      $4,530
     Call13,000-40,000$4,206
     NFLX1,000-8,400$324
DELTA AIR LINES INC DEL 66,400 +66,400 $3,883
     DAL66,400+66,400$3,883
HANESBRANDS INC 249,132 +111,048 $3,700
     HBI249,132+111,048$3,700
SIRIUS XM HLDGS INC      $3,575
     Call500,000+500,000$3,575
FRONT YD RESIDENTIAL CORP 288,806 +33,640 $3,564
     RESI288,806+33,640$3,564
V F CORP 34,500 +7,700 $3,438
     VFC34,500+7,700$3,438
WW INTL INC 82,600 +34,200 $3,156
     WW82,600+34,200$3,156
ARLINGTON ASSET INVT CORP 532,908 -765,470 $2,968
     AI532,908-765,470$2,968
OASIS PETE INC NEW 863,270 +503,591 $2,814
     OAS863,270+503,591$2,814
DOMINOS PIZZA INC 9,500 +9,500 $2,791
     DPZ9,500+9,500$2,791
SIX FLAGS ENTMT CORP NEW 60,869 +56,596 $2,746
     SIX60,869+56,596$2,746
CROCS INC 65,200 +65,200 $2,731
     CROX65,200+65,200$2,731
WALMART INC 22,900 +8,600 $2,721
     WMT22,900+8,600$2,721
DESIGNER BRANDS INC 161,100 +91,200 $2,536
     DBI161,100+91,200$2,536
DISH NETWORK CORP 69,775 +365 $2,475
     DISHV69,775+365$2,475
GOODYEAR TIRE & RUBR CO 156,125 +29,089 $2,429
     GT156,125+29,089$2,429
GAP INC 134,800 +19,700 $2,383
     GPS134,800+19,700$2,383
TJX COS INC NEW 38,600 +38,600 $2,357
     TJX38,600+38,600$2,357
CHEESECAKE FACTORY INC 58,000 +18,200 $2,254
     CAKE58,000+18,200$2,254
NIKE INC 21,200 -3,100 $2,148
     NKE21,200-3,100$2,148
WYNN RESORTS LTD 15,464 -24,367 $2,147
     WYNN15,464-24,367$2,147
STITCH FIX INC 82,100 +82,100 $2,107
     SFIX82,100+82,100$2,107
MGM RESORTS INTERNATIONAL 62,755 -37,446 $2,088
     MGM62,755-37,446$2,088
READY CAP CORP 134,570 +134,570 $2,075
     RC134,570+134,570$2,075
OLLIES BARGAIN OUTLT HLDGS I 30,600 +7,800 $1,998
     OLLI30,600+7,800$1,998
GENERAL MLS INC 36,400 +10,000 $1,950
     GIS36,400+10,000$1,950
CVS HEALTH CORP 25,800 +25,800 $1,917
     CVS25,800+25,800$1,917
PENNYMAC FINL SVCS INC 51,864 +16,036 $1,765
     PFSI51,864+16,036$1,765
L BRANDS INC 97,107 +82,907 $1,760
     LB97,107+82,907$1,760
LYFT INC 40,800 +10,100 $1,755
     LYFT40,800+10,100$1,755
SPIRIT AIRLS INC 42,900 -33,500 $1,729
     SAVE42,900-33,500$1,729
CAPRI HOLDINGS LIMITED 45,200 +45,200 $1,724
     CPRI45,200+45,200$1,724
RESTAURANT BRANDS INTL INC 26,000 +7,900 $1,658
     QSR26,000+7,900$1,658
HERTZ GLOBAL HLDGS INC 100,558 -207,910 $1,584
     HTZ100,558-207,910$1,584
UBER TECHNOLOGIES INC 53,176 +36,176 $1,581
     UBER53,176+36,176$1,581
TAPESTRY INC 57,100 -106,300 $1,540
     TPR57,100-106,300$1,540
APPLE INC 5,200 +5,200 $1,527
     AAPL5,200+5,200$1,527
DUNKIN BRANDS GROUP INC 19,900 +3,300 $1,503
     DNKN19,900+3,300$1,503
CALAVO GROWERS INC 16,100 +1,300 $1,458
     CVGW16,100+1,300$1,458
BURLINGTON STORES INC 6,300 +4,500 $1,437
     BURL6,300+4,500$1,437
AMC NETWORKS INC 34,755 +22,752 $1,373
     AMCX34,755+22,752$1,373
ANTERO RES CORP      $1,368
     Call480,000UNCH$1,368
FIVE BELOW INC 10,700 +8,000 $1,368
     FIVE10,700+8,000$1,368
RH 6,400 +6,400 $1,366
     RH6,400+6,400$1,366
PITNEY BOWES INC 332,363 +12,310 $1,339
     PBI332,363+12,310$1,339
MONSTER BEVERAGE CORP NEW 20,800 +20,800 $1,322
     MNST20,800+20,800$1,322
GAMESTOP CORP NEW 215,600 +215,600 $1,311
     GME215,600+215,600$1,311
FRESHPET INC 22,000 +22,000 $1,300
     FRPT22,000+22,000$1,300
DECKERS OUTDOOR CORP 7,600 +7,600 $1,283
     DECK7,600+7,600$1,283
MURPHY OIL CORP 46,433 +46,433 $1,244
     MUR46,433+46,433$1,244
NVIDIA CORP 5,200 +5,200 $1,224
     NVDA5,200+5,200$1,224
LULULEMON ATHLETICA INC 5,100 -12,000 $1,182
     LULU5,100-12,000$1,182
ZUMIEZ INC 34,100 +15,600 $1,178
     ZUMZ34,100+15,600$1,178
KOHLS CORP 22,700 +22,700 $1,157
     KSS22,700+22,700$1,157
DILLARDS INC 15,500 -11,400 $1,139
     DDS15,500-11,400$1,139
GRANITE PT MTG TR INC 61,228 +61,228 $1,125
     GPMT61,228+61,228$1,125
LIVE NATION ENTERTAINMENT IN 15,608 +15,608 $1,116
     LYV15,608+15,608$1,116
TARGET CORP 8,600 +8,600 $1,103
     TGT8,600+8,600$1,103
BROWN FORMAN CORP      $1,095
     BF.B16,200+16,200$1,095
POST HLDGS INC 9,925 +9,925 $1,083
     POST9,925+9,925$1,083
KEURIG DR PEPPER INC 36,800 +36,800 $1,065
     KDP36,800+36,800$1,065
COCA COLA CO 18,800 +18,800 $1,041
     KO18,800+18,800$1,041
WESTERN ASSET MTG CAP CORP      $1,020
     NOTE 61,000,000+1,000,000$1,020
BRISTOL MYERS SQUIBB CO 15,100 +8,900 $969
     BMY15,100+8,900$969
WILLIAMS SONOMA INC 13,100 -42,100 $962
     WSM13,100-42,100$962
SHAKE SHACK INC 16,000 -2,800 $953
     SHAK16,000-2,800$953
IAC INTERACTIVECORP 3,800 +3,800 $947
     IAC3,800+3,800$947
GRUBHUB INC 19,100 -37,900 $929
     GRUB19,100-37,900$929
HUNT COS FIN TR INC 285,344 UNCH $922
     HCFT285,344UNCH$922
ANNALY CAP MGMT INC 96,783 +96,783 $912
     NLY96,783+96,783$912
OLIN CORP 52,685 +11,764 $909
     OLN52,685+11,764$909
SPOTIFY TECHNOLOGY S A 5,800 +4,000 $867
     SPOT5,800+4,000$867
DUPONT DE NEMOURS INC 13,400 +13,400 $860
     DD13,400+13,400$860
HUNTSMAN CORP 35,300 +35,300 $853
     HUN35,300+35,300$853
MCCORMICK & CO INC 5,000 +5,000 $849
     MKC5,000+5,000$849
MURPHY USA INC 7,200 +7,200 $842
     MUSA7,200+7,200$842
O REILLY AUTOMOTIVE INC NEW 1,900 +1,900 $833
     ORLY1,900+1,900$833
URBAN OUTFITTERS INC 29,700 -115,100 $825
     URBN29,700-115,100$825
COUPA SOFTWARE INC 5,600 +5,600 $819
     COUP5,600+5,600$819
B & G FOODS INC NEW 45,069 +17,063 $808
     BGS45,069+17,063$808
VISA INC 4,200 +4,200 $789
     V4,200+4,200$789
UNISYS CORP 65,600 -46,600 $778
     UIS65,600-46,600$778
MASTERCARD INC 2,600 +2,600 $776
     MA2,600+2,600$776
AVIS BUDGET GROUP INC 24,011 -55,612 $774
     CAR24,011-55,612$774
SL GREEN RLTY CORP 8,300 +8,300 $763
     SLG8,300+8,300$763
MOLINA HEALTHCARE INC 5,601 +5,601 $760
     MOH5,601+5,601$760
CIENA CORP 17,700 -9,800 $756
     CIEN17,700-9,800$756
VIACOMCBS INC 17,800 +17,800 $747
     CBS17,800+17,800$747
OMEGA HEALTHCARE INVS INC 17,500 +12,000 $741
     OHI17,500+12,000$741
BRITISH AMERN TOB PLC 17,400 +17,400 $739
     BTI17,400+17,400$739
AMERISOURCEBERGEN CORP 8,600 +1,200 $731
     ABC8,600+1,200$731
DOLLAR TREE INC 7,700 +3,400 $724
     DLTR7,700+3,400$724
AFFILIATED MANAGERS GROUP IN 8,500 +5,900 $720
     AMG8,500+5,900$720
BOSTON PROPERTIES INC 5,200 +5,200 $717
     BXP5,200+5,200$717
STATE STR CORP 9,000 +5,300 $712
     STT9,000+5,300$712
XPERI CORP 38,400 +24,400 $710
     XPER38,400+24,400$710
BROOKFIELD ASSET MGMT INC 12,000 +12,000 $694
     BAM12,000+12,000$694
KRAFT HEINZ CO 21,100 +21,100 $678
     KHC21,100+21,100$678
KEYSIGHT TECHNOLOGIES INC 6,600 +2,700 $677
     KEYS6,600+2,700$677
STEEL DYNAMICS INC 19,700 +19,700 $671
     STLD19,700+19,700$671
DARDEN RESTAURANTS INC 6,000 -600 $654
     DRI6,000-600$654
TOLL BROTHERS INC 16,559 -4,598 $654
     TOL16,559-4,598$654
THE CHARLES SCHWAB CORPORATI 13,400 +6,200 $637
     SCHW13,400+6,200$637
HUMANA INC 1,700 -600 $623
     HUM1,700-600$623
CINCINNATI BELL INC NEW 58,154 -36,354 $609
     CBB58,154-36,354$609
INTERCEPT PHARMACEUTICALS IN 4,900 +1,500 $607
     ICPT4,900+1,500$607
BOSTON BEER INC 1,600 +1,600 $605
     SAM1,600+1,600$605
AON PLC 2,900 +2,900 $604
     AON2,900+2,900$604
BANK NEW YORK MELLON CORP 12,000 +6,600 $604
     BK12,000+6,600$604
MAGNA INTL INC 10,900 +2,900 $598
     MGA10,900+2,900$598
HSBC HLDGS PLC 15,100 +15,100 $590
     HSBC15,100+15,100$590
PROCTER & GAMBLE CO 4,700 -2,100 $587
     PG4,700-2,100$587
MEDNAX INC 21,043 +21,043 $585
     MD21,043+21,043$585
HELEN OF TROY CORP LTD 3,200 +3,200 $575
     HELE3,200+3,200$575
DEVON ENERGY CORP NEW 22,100 +22,100 $574
     DVN22,100+22,100$574
IMMUNOMEDICS INC 26,800 +26,800 $567
     IMMU26,800+26,800$567
UNITED THERAPEUTICS CORP DEL 6,400 +6,400 $564
     UTHR6,400+6,400$564
ELANCO ANIMAL HEALTH INC 19,125 +19,125 $563
     ELAN19,125+19,125$563
RUSH ENTERPRISES INC 12,000 +12,000 $558
     RUSHA12,000+12,000$558
TRONOX HOLDINGS PLC 48,851 -88,922 $558
     TROX48,851-88,922$558
NUVASIVE INC 7,200 +7,200 $557
     NUVA7,200+7,200$557
LIBERTY GLOBAL PLC 24,264 +11,864 $552
     LBTYA24,264+11,864$552
NETEASE INC 1,800 -100 $552
     NTES1,800-100$552
PENN NATL GAMING INC 21,201 -23,035 $542
     PENN21,201-23,035$542
AMERICAN AIRLS GROUP INC 18,811 +18,811 $539
     AAL18,811+18,811$539
SEALED AIR CORP NEW 13,528 +13,528 $539
     SEE13,528+13,528$539
EURONET WORLDWIDE INC 3,400 +3,400 $536
     EEFT3,400+3,400$536
ENERGIZER HLDGS INC NEW 10,515 -32,084 $528
     ENR10,515-32,084$528
GENERAL ELECTRIC CO 47,300 +47,300 $528
     GE47,300+47,300$528
ZIMMER BIOMET HLDGS INC 3,500 +100 $524
     ZBH3,500+100$524
COCA COLA FEMSA S A B DE C V 8,600 -100 $521
     KOF8,600-100$521
HANOVER INS GROUP INC 3,800 +1,100 $519
     THG3,800+1,100$519
PETROLEO BRASILEIRO SA PETRO      $518
     PBR17,700-76,400$282
     PBR.A15,800-6,600$236
TENARIS S A 22,900 -1,700 $518
     TS22,900-1,700$518
DXC TECHNOLOGY CO 13,700 +13,700 $515
     DXC13,700+13,700$515
PARKER HANNIFIN CORP 2,500 +2,500 $515
     PH2,500+2,500$515
AQUA AMERICA INC 10,800 -16,000 $507
     WTR10,800-16,000$507
ALLSTATE CORP 4,500 +2,100 $506
     ALL4,500+2,100$506
BERKSHIRE HATHAWAY INC DEL      $498
     BRK.B2,200+1,200$498
AUTOHOME INC 6,200 +6,200 $496
     ATHM6,200+6,200$496
INFOSYS LTD 48,000 +48,000 $495
     INFY48,000+48,000$495
ZTO EXPRESS CAYMAN INC 21,200 +5,100 $495
     ZTO21,200+5,100$495
NATIONAL OILWELL VARCO INC 19,700 +2,500 $493
     NOV19,700+2,500$493
NEWMARK GROUP INC 36,200 +36,200 $487
     NMRK36,200+36,200$487
KEYCORP NEW 23,900 +23,900 $484
     KEY23,900+23,900$484
VODAFONE GROUP PLC NEW 25,000 +25,000 $483
     VOD25,000+25,000$483
MOMO INC 14,400 +14,400 $482
     MOMO14,400+14,400$482
DTE ENERGY CO 3,700 +3,700 $481
     DTE3,700+3,700$481
INVESCO LTD 26,700 +26,700 $480
     IVZ26,700+26,700$480
LEAR CORP 3,500 +3,500 $480
     LEA3,500+3,500$480
OSHKOSH CORP 5,000 +5,000 $473
     OSK5,000+5,000$473
INVITATION HOMES INC 15,700 +15,700 $471
     INVH15,700+15,700$471
TECHNIPFMC PLC 21,900 +21,900 $470
     FTI21,900+21,900$470
LPL FINL HLDGS INC 5,100 -1,900 $470
     LPLA5,100-1,900$470
SUNCOKE ENERGY INC 75,300 +75,300 $469
     SXC75,300+75,300$469
BERRY GLOBAL GROUP INC 9,828 +9,828 $467
     BERY9,828+9,828$467
MOHAWK INDS INC 3,400 +3,400 $464
     MHK3,400+3,400$464
NEW RESIDENTIAL INVT CORP 28,600 +28,600 $461
     NRZ28,600+28,600$461
ALLIANCE DATA SYSTEMS CORP 4,100 +2,000 $460
     ADS4,100+2,000$460
COLFAX CORP 12,609 +12,609 $459
     CFX12,609+12,609$459
SANDERSON FARMS INC 2,600 +2,600 $458
     SAFM2,600+2,600$458
ACUITY BRANDS INC 3,300 +3,300 $455
     AYI3,300+3,300$455
GALAPAGOS NV 2,200 +2,200 $455
     GLPG2,200+2,200$455
COMMERCIAL METALS CO 20,400 -7,200 $454
     CMC20,400-7,200$454
HASBRO INC 4,300 +4,300 $454
     HAS4,300+4,300$454
BRIGHTSPHERE INVT GROUP INC 44,200 +44,200 $452
     BSIG44,200+44,200$452
FIRSTENERGY CORP 9,300 +9,300 $452
     FE9,300+9,300$452
SPIRIT AEROSYSTEMS HLDGS INC 6,200 +1,800 $452
     SPR6,200+1,800$452
FEDERAL REALTY INVT TR 3,500 +3,500 $451
     FRT3,500+3,500$451
REATA PHARMACEUTICALS INC 2,200 +2,200 $450
     RETA2,200+2,200$450
QUANEX BUILDING PRODUCTS COR 26,100 +9,206 $446
     NX26,100+9,206$446
ECOLAB INC 2,300 +2,300 $444
     ECL2,300+2,300$444
HOWARD HUGHES CORP 3,501 +3,501 $444
     HHC3,501+3,501$444
CURO GROUP HLDGS CORP 36,400 +17,800 $443
     CURO36,400+17,800$443
ARROW ELECTRS INC 5,200 -2,400 $441
     ARW5,200-2,400$441
ASTEC INDS INC 10,500 +2,000 $441
     ASTE10,500+2,000$441
KIMBERLY CLARK CORP 3,200 -10,100 $440
     KMB3,200-10,100$440
BJS WHSL CLUB HLDGS INC 19,300 +19,300 $439
     BJ19,300+19,300$439
S&P GLOBAL INC 1,600 -600 $437
     SPGI1,600-600$437
UBIQUITI INC 2,300 +2,300 $435
     UI2,300+2,300$435
STMICROELECTRONICS N V 16,100 +16,100 $433
     STM16,100+16,100$433
CINTAS CORP 1,600 +1,600 $431
     CTAS1,600+1,600$431
SANMINA CORPORATION 12,600 +300 $431
     SANM12,600+300$431
PROLOGIS INC 4,800 +400 $428
     PLD4,800+400$428
REALTY INCOME CORP 5,800 +5,800 $427
     O5,800+5,800$427
VORNADO RLTY TR 6,400 +6,400 $426
     VNO6,400+6,400$426
EXXON MOBIL CORP 6,100 +6,100 $426
     XOM6,100+6,100$426
MDU RES GROUP INC 14,300 +14,300 $425
     MDU14,300+14,300$425
AIR PRODS & CHEMS INC 1,800 +1,800 $423
     APD1,800+1,800$423
ARAMARK 9,623 +4,323 $418
     ARMK9,623+4,323$418
QUANTA SVCS INC 10,200 +10,200 $415
     PWR10,200+10,200$415
INGERSOLL RAND PLC 3,100 +3,100 $412
     IR3,100+3,100$412
RENAISSANCERE HOLDINGS LTD 2,100 +2,100 $412
     RNR2,100+2,100$412
TWO HBRS INVT CORP 28,203 +28,203 $412
     TWO28,203+28,203$412
CONOCOPHILLIPS 6,300 -600 $410
     COP6,300-600$410
EMPIRE ST RLTY TR INC 29,400 +29,400 $410
     ESRT29,400+29,400$410
WALKER & DUNLOP INC 6,300 +6,300 $407
     WD6,300+6,300$407
WIX COM LTD 3,300 -1,800 $404
     WIX3,300-1,800$404
FIBROGEN INC 9,400 +3,700 $403
     FGEN9,400+3,700$403
SCHLUMBERGER LTD 10,000 +10,000 $402
     SLB10,000+10,000$402
STERICYCLE INC 6,200 +6,200 $396
     SRCL6,200+6,200$396
RYANAIR HLDGS PLC 4,500 +1,284 $394
     RYAAY4,500+1,284$394
ASBURY AUTOMOTIVE GROUP INC 3,500 +3,500 $391
     ABG3,500+3,500$391
C H ROBINSON WORLDWIDE INC 5,000 +5,000 $391
     CHRW5,000+5,000$391
PERRIGO CO PLC 7,500 +7,500 $387
     PRGO7,500+7,500$387
FIDELITY NATIONAL FINANCIAL 8,500 -3,100 $385
     FNF8,500-3,100$385
HCA HEALTHCARE INC 2,600 -1,923 $384
     HCA2,600-1,923$384
CITIGROUP INC 4,800 -2,600 $383
     C4,800-2,600$383
POPULAR INC 6,500 +6,500 $382
     BPOP6,500+6,500$382
FORTIVE CORP 5,000 +5,000 $382
     FTV5,000+5,000$382
MADISON SQUARE GARDEN CO NEW 1,300 +1,300 $382
     MSG1,300+1,300$382
EPR PPTYS 5,400 +5,400 $381
     EPR5,400+5,400$381
QURATE RETAIL INC 44,953 -140,247 $379
     QRTEA44,953-140,247$379
DOLBY LABORATORIES INC 5,500 +5,500 $378
     DLB5,500+5,500$378
TEREX CORP NEW 12,700 -3,600 $378
     TEX12,700-3,600$378
SKYWORKS SOLUTIONS INC 3,100 +3,100 $375
     SWKS3,100+3,100$375
MCKESSON CORP 2,700 +1,300 $373
     MCK2,700-200$373
WESTROCK CO 8,700 -7,100 $373
     WRK8,700-7,100$373
TTEC HLDGS INC 9,400 +9,400 $372
     TTEC9,400+9,400$372
CISCO SYS INC 7,700 +7,700 $369
     CSCO7,700+7,700$369
AMERIPRISE FINL INC 2,200 -900 $366
     AMP2,200-900$366
CASEYS GEN STORES INC 2,300 +2,300 $366
     CASY2,300+2,300$366
INTERNATIONAL MNY EXPRESS IN 30,200 +30,200 $364
     IMXI30,200+30,200$364
AECOM 8,300 -31,900 $358
     ACM8,300-31,900$358
BOISE CASCADE CO DEL 9,800 +9,800 $358
     BCC9,800+9,800$358
COPA HOLDINGS SA 3,300 +3,300 $357
     CPA3,300+3,300$357
PAYPAL HLDGS INC 3,300 -3,300 $357
     PYPL3,300-3,300$357
VIRGIN GALACTIC HOLDINGS INC 30,800 +30,800 $356
     SPCE30,800+30,800$356
DISCOVERY INC 10,800 -2,700 $354
     DISCA10,800-2,700$354
COMPANHIA PARANAENSE ENERG C 20,900 +8,000 $354
     ELP20,900+8,000$354
ENSTAR GROUP LIMITED 1,700 +1,700 $352
     ESGR1,700+1,700$352
CORECIVIC INC 20,200 +20,200 $351
     CXW20,200+20,200$351
PRIMO WTR CORP 31,300 +13,700 $351
     PRMW31,300+13,700$351
LOCKHEED MARTIN CORP 900 -100 $350
     LMT900-100$350
KAMAN CORP 5,300 +5,300 $349
     KAMN5,300+5,300$349
UNDER ARMOUR INC 16,100 +16,100 $348
     UAA16,100+16,100$348
RELIANCE STEEL & ALUMINUM CO 2,900 +2,900 $347
     RS2,900+2,900$347
WILLIAMS COS INC DEL 14,600 +4,600 $346
     WMB14,600+4,600$346
PENUMBRA INC 2,100 +2,100 $345
     PEN2,100+2,100$345
VICI PPTYS INC 13,500 +13,500 $345
     VICI13,500+13,500$345
GARRETT MOTION INC 34,200 +34,200 $342
     GTX34,200+34,200$342
PEPSICO INC 2,500 -300 $342
     PEP2,500-300$342
ZYNGA INC 55,100 +55,100 $337
     ZNGA55,100+55,100$337
ACCO BRANDS CORP 35,900 +35,900 $336
     ACCO35,900+35,900$336
MELCO RESORTS AND ENTMT LTD 13,900 +13,900 $336
     MLCO13,900+13,900$336
VISTRA ENERGY CORP 14,603 -15,397 $336
     VST14,603-15,397$336
ALIGN TECHNOLOGY INC 1,200 +1,200 $335
     ALGN1,200+1,200$335
JABIL INC 8,100 -9,800 $335
     JBL8,100-9,800$335
LANDS END INC NEW 19,888 +19,888 $334
     LE19,888+19,888$334
BALL CORP 5,100 +5,100 $330
     BLL5,100+5,100$330
HOMESTREET INC 9,700 +9,700 $330
     HMST9,700+9,700$330
VALE S A 24,700 +3,500 $326
     VALE24,700+3,500$326
ACADIA PHARMACEUTICALS INC 7,600 -400 $325
     ACAD7,600-400$325
OWENS & MINOR INC NEW 62,700 -8,200 $324
     OMI62,700-8,200$324
EVERI HLDGS INC 23,700 +23,700 $318
     EVRI23,700+23,700$318
ASSURANT INC 2,400 +500 $315
     AIZ2,400+500$315
APACHE CORP 12,300 +12,300 $315
     APA12,300+12,300$315
ENOVA INTL INC 13,100 -7,000 $315
     ENVA13,100-7,000$315
PLEXUS CORP 4,100 +4,100 $315
     PLXS4,100+4,100$315
WYNDHAM HOTELS & RESORTS INC 5,000 +5,000 $314
     WH5,000+5,000$314
ANDERSONS INC 12,400 +12,400 $313
     ANDE12,400+12,400$313
BIOMARIN PHARMACEUTICAL INC 3,700 +3,700 $313
     BMRN3,700+3,700$313
EATON CORP PLC 3,300 +3,300 $313
     ETN3,300+3,300$313
JAZZ PHARMACEUTICALS PLC 2,100 +2,100 $313
     JAZZ2,100+2,100$313
SONY CORP 4,600 -14,100 $313
     SNE4,600-14,100$313
IAA INC 6,600 +6,600 $311
     IAA6,600+6,600$311
VISTA OUTDOOR INC 41,500 +41,500 $310
     VSTO41,500+41,500$310
SERVICEMASTER GLOBAL HLDGS I 8,003 +8,003 $309
     SERV8,003+8,003$309
AMARIN CORP PLC 14,300 +14,300 $307
     AMRN14,300+14,300$307
CAMPING WORLD HLDGS INC 20,700 +20,700 $305
     CWH20,700+20,700$305
GRAINGER W W INC 900 -1,000 $305
     GWW900-1,000$305
AMPHENOL CORP NEW 2,800 +2,800 $303
     APH2,800+2,800$303
NN INC 32,800 +1,000 $303
     NNBR32,800+1,000$303
ATLASSIAN CORP PLC 2,500 +2,500 $301
     TEAM2,500+2,500$301
PRESTIGE CONSMR HEALTHCARE I 7,404 +7,404 $300
     PBH7,404+7,404$300
REGENERON PHARMACEUTICALS 800 -2,100 $300
     REGN800-2,100$300
BUNGE LIMITED 5,200 +5,200 $299
     BG5,200+5,200$299
COHERENT INC 1,800 +1,800 $299
     COHR1,800+1,800$299
POWELL INDS INC 6,100 +6,100 $299
     POWL6,100+6,100$299
EZCORP INC 43,600 -4,000 $297
     EZPW43,600-4,000$297
HILLENBRAND INC 8,900 -1,100 $296
     HI8,900-1,100$296
WOODWARD INC 2,500 +2,500 $296
     WWD2,500+2,500$296
BORGWARNER INC 6,800 -2,200 $295
     BWA6,800-2,200$295
HILL ROM HLDGS INC 2,600 +2,600 $295
     HRC2,600+2,600$295
PPG INDS INC 2,200 +2,200 $294
     PPG2,200+2,200$294
TELADOC HEALTH INC 3,500 +3,500 $293
     TDOC3,500+3,500$293
PRICE T ROWE GROUP INC 2,400 -2,500 $292
     TROW2,400-2,500$292
BEACON ROOFING SUPPLY INC 9,100 +9,100 $291
     BECN9,100+9,100$291
BRIGHTHOUSE FINL INC 7,400 +7,400 $290
     BHF7,400+7,400$290
HOUGHTON MIFFLIN HARCOURT CO 46,400 +46,400 $290
     HMHC46,400+46,400$290
MRC GLOBAL INC 21,200 +21,200 $289
     MRC21,200+21,200$289
FORTINET INC 2,700 +2,700 $288
     FTNT2,700+2,700$288
EQUINOR ASA 14,300 +14,300 $285
     EQNR14,300+14,300$285
MONOLITHIC PWR SYS INC 1,600 -3,700 $285
     MPWR1,600-3,700$285
NAVISTAR INTL CORP NEW 9,800 -3,500 $284
     NAV9,800-3,500$284
POSCO 5,600 +5,600 $283
     PKX5,600+5,600$283
TWITTER INC 8,800 +8,800 $282
     TWTR8,800+8,800$282
BLUEBIRD BIO INC 3,200 +800 $281
     BLUE3,200+800$281
HORIZON PHARMA INVT LTD      $279
     NOTE 27,700+7,700$279
BEAZER HOMES USA INC 19,700 +19,700 $278
     BZH19,700+19,700$278
DARLING INGREDIENTS INC 9,900 +9,900 $278
     DAR9,900+9,900$278
CREDICORP LTD 1,300 +1,300 $277
     BAP1,300+1,300$277
FIVE9 INC 4,200 -2,000 $275
     FIVN4,200-2,000$275
CALERES INC 11,500 +11,500 $273
     CAL11,500+11,500$273
WARRIOR MET COAL INC 12,900 -14,400 $273
     HCC12,900-14,400$273
IMPAC MTG HLDGS INC 51,900 UNCH $273
     IMH51,900UNCH$273
PAPA JOHNS INTL INC 4,300 -19,300 $272
     PZZA4,300-19,300$272
AES CORP 13,631 +13,631 $271
     AES13,631+13,631$271
AERCAP HOLDINGS NV 4,400 +4,400 $270
     AER4,400+4,400$270
INGREDION INC 2,900 +2,900 $270
     INGR2,900+2,900$270
TIMKEN CO 4,800 +4,800 $270
     TKR4,800+4,800$270
GREAT LAKES DREDGE & DOCK CO 23,600 +10,000 $267
     GLDD23,600+10,000$267
GIBRALTAR INDS INC 5,300 -9,900 $267
     ROCK5,300-9,900$267
ABBVIE INC 3,000 -12,000 $266
     ABBV3,000-12,000$266
GLOBUS MED INC 4,500 +4,500 $265
     GMED4,500+4,500$265
NOVARTIS A G 2,800 -1,700 $265
     NVS2,800-1,700$265
ASTRAZENECA PLC 5,300 +5,300 $264
     AZN5,300+5,300$264
BRUNSWICK CORP 4,400 -900 $264
     BC4,400-900$264
MITSUBISHI UFJ FINL GROUP IN 48,600 +48,600 $264
     MUFG48,600+48,600$264
GARTNER INC 1,700 +1,700 $262
     IT1,700+1,700$262
RPT REALTY 17,400 +17,400 $262
     RPT17,400+17,400$262
GREENHILL & CO INC 15,300 +15,300 $261
     GHL15,300+15,300$261
RPM INTL INC 3,400 +200 $261
     RPM3,400+200$261
SURMODICS INC 6,300 +6,300 $261
     SRDX6,300+6,300$261
DISNEY WALT CO 1,800 +1,800 $260
     DIS1,800+1,800$260
ELECTRONIC ARTS INC 2,400 +2,400 $258
     EA2,400+2,400$258
DELPHI TECHNOLOGIES PLC 2,700 +2,700 $256
     DLPH2,700+2,700$256
M & T BK CORP 1,500 +1,500 $255
     MTB1,500+1,500$255
SCOTTS MIRACLE GRO CO 2,400 -9,800 $255
     SMG2,400-9,800$255
CONCHO RES INC 2,900 +2,900 $254
     CXO2,900+2,900$254
RE MAX HLDGS INC 6,600 +6,600 $254
     RMAX6,600+6,600$254
COMPANHIA DE SANEAMENTO BASI 16,800 +2,000 $253
     SBS16,800+2,000$253
YUM BRANDS INC 2,512 -4,188 $253
     YUM2,512-4,188$253
BLUCORA INC 9,600 +360 $251
     BCOR9,600+360$251
BGC PARTNERS INC 42,200 +42,200 $251
     BGCP42,200+42,200$251
STERLING BANCORP DEL 11,900 +11,900 $251
     STL11,900+11,900$251
ZOETIS INC 1,900 +1,900 $251
     ZTS1,900+1,900$251
NORDSTROM INC 6,100 +6,100 $250
     JWN6,100+6,100$250
KB HOME 7,302 +7,302 $250
     KBH7,302+7,302$250
PPL CORP 6,900 +6,900 $248
     PPL6,900+6,900$248
CONSTELLATION BRANDS INC 1,300 -1,400 $247
     STZ1,300-1,400$247
PRA HEALTH SCIENCES INC 2,200 +2,200 $245
     PRAH2,200+2,200$245
DONNELLEY FINL SOLUTIONS INC 23,200 +23,200 $243
     DFIN23,200+23,200$243
BARRICK GOLD CORPORATION 13,000 -35,800 $242
     GOLD13,000-35,800$242
MATTEL INC 17,798 -14,902 $241
     MAT17,798-14,902$241
EQUITY LIFESTYLE PPTYS INC 3,400 +3,400 $239
     ELS3,400+3,400$239
WEYERHAEUSER CO 7,900 +7,900 $239
     WY7,900+7,900$239
ELASTIC N V 3,700 -6,300 $238
     ESTC3,700-6,300$238
WINMARK CORP 1,200 +1,200 $238
     WINA1,200+1,200$238
CARDTRONICS PLC 5,300 +5,300 $237
     CATM5,300+5,300$237
PETROCHINA CO LTD 4,700 +4,700 $237
     PTR4,700+4,700$237
MANITOWOC CO INC 13,500 -5,600 $236
     MTW13,500-5,600$236
PG&E CORP 21,700 +700 $236
     PCG21,700+700$236
STARWOOD PPTY TR INC 9,500 +9,500 $236
     STWD9,500+9,500$236
KILROY RLTY CORP 2,800 +2,800 $235
     KRC2,800+2,800$235
UNITEDHEALTH GROUP INC 800 +800 $235
     UNH800+800$235
CENTRAIS ELETRICAS BRASILEIR 25,100 +25,100 $234
     EBR25,100+25,100$234
NEW SR INVT GROUP INC 30,600 +30,600 $234
     SNR30,600+30,600$234
TAKEDA PHARMACEUTICAL CO LTD 11,800 +1,200 $233
     TAK11,800+1,200$233
ACCENTURE PLC IRELAND 1,100 +1,100 $232
     ACN1,100+1,100$232
ADOBE INC 700 -2,800 $231
     ADBE700-2,800$231
ALLY FINL INC 7,550 -14,350 $231
     ALLY7,550-14,350$231
ALEXANDERS INC 700 +700 $231
     ALX700+700$231
MANHATTAN ASSOCS INC 2,900 +200 $231
     MANH2,900+200$231
MATRIX SVC CO 10,100 -7,700 $231
     MTRX10,100-7,700$231
AMERICAN TOWER CORP NEW 1,000 -300 $230
     AMT1,000-300$230
DANAHER CORPORATION 1,500 +1,500 $230
     DHR1,500+1,500$230
SS&C TECHNOLOGIES HLDGS INC 3,720 +3,720 $228
     SSNC3,720+3,720$228
AMERICA MOVIL SAB DE CV 14,200 +14,200 $227
     AMX14,200+14,200$227
MERCK & CO INC 2,500 +2,500 $227
     MRK2,500+2,500$227
PERFORMANCE FOOD GROUP CO 4,400 +4,400 $227
     PFGC4,400+4,400$227
AXCELIS TECHNOLOGIES INC 9,400 +9,400 $226
     ACLS9,400+9,400$226
RENEWABLE ENERGY GROUP INC 8,400 +8,400 $226
     REGI8,400+8,400$226
LEIDOS HLDGS INC 2,300 +2,300 $225
     LDOS2,300+2,300$225
PENTAIR PLC 4,900 +4,900 $225
     PNR4,900+4,900$225
BLUEPRINT MEDICINES CORP 2,800 +2,800 $224
     BPMC2,800+2,800$224
POLARIS INC 2,200 +2,200 $224
     PII2,200+2,200$224
STAG INDL INC 7,100 +7,100 $224
     STAG7,100+7,100$224
VERSO CORP 12,400 -2,300 $224
     VRS12,400-2,300$224
GENUINE PARTS CO 2,100 -100 $223
     GPC2,100-100$223
EVO PMTS INC 8,400 +8,400 $222
     EVOP8,400+8,400$222
NCR CORP NEW 6,327 -12,273 $222
     NCR6,327-12,273$222
REPLIGEN CORP 2,400 +2,400 $222
     RGEN2,400+2,400$222
CALLAWAY GOLF CO 10,400 +10,400 $220
     ELY10,400+10,400$220
DIEBOLD NXDF INC 20,700 +20,700 $219
     DBD20,700+20,700$219
BLUE BIRD CORP 9,500 +9,500 $218
     BLBD9,500+9,500$218
E TRADE FINANCIAL CORP 4,800 +100 $218
     ETFC4,800+100$218
NEXTERA ENERGY INC 900 +900 $218
     NEE900+900$218
AMEDISYS INC 1,300 -700 $217
     AMED1,300-700$217
IQVIA HLDGS INC 1,406 +1,406 $217
     IQV1,406+1,406$217
AVNET INC 5,100 -800 $216
     AVT5,100-800$216
ISHARES TR (IWM) 1,304 +1,304 $216
     IWM1,304+1,304$216
SEI INVESTMENTS CO 3,300 +3,300 $216
     SEIC3,300+3,300$216
HOSTESS BRANDS INC 14,800 +14,800 $215
     TWNK14,800+14,800$215
MANPOWERGROUP INC 2,200 -400 $214
     MAN2,200-400$214
LAUREATE EDUCATION INC 12,100 -1,400 $213
     LAUR12,100-1,400$213
CHECK POINT SOFTWARE TECH LT 1,900 +1,900 $211
     CHKP1,900+1,900$211
GAMING & LEISURE PPTYS INC 4,900 -10,000 $211
     GLPI4,900-10,000$211
IONIS PHARMACEUTICALS INC 3,500 -9,300 $211
     IONS3,500-9,300$211
CANADIAN SOLAR INC 9,500 +9,500 $210
     CSIQ9,500+9,500$210
MICHAELS COS INC 25,900 +25,900 $210
     MIK25,900+25,900$210
SUN CMNTYS INC 1,400 +1,400 $210
     SUI1,400+1,400$210
AGNICO EAGLE MINES LTD 3,400 +3,400 $209
     AEM3,400+3,400$209
FEDERATED INVS INC PA 6,400 +6,400 $209
     FII6,400+6,400$209
CAMPBELL SOUP CO 4,200 +4,200 $208
     CPB4,200+4,200$208
PNC FINL SVCS GROUP INC 1,300 +1,300 $208
     PNC1,300+1,300$208
BILIBILI INC 11,100 +11,100 $207
     BILI11,100+11,100$207
PROVIDENCE SVC CORP 3,500 +3,500 $207
     PRSC3,500+3,500$207
STRATEGIC ED INC 1,300 +1,300 $207
     STRA1,300+1,300$207
BRF SA 23,700 +9,500 $206
     BRFS23,700+9,500$206
GENTEX CORP 7,100 +7,100 $206
     GNTX7,100+7,100$206
INSTEEL INDUSTRIES INC 9,500 +9,500 $204
     IIIN9,500+9,500$204
NOW INC 18,000 -7,000 $202
     DNOW18,000-7,000$202
RETAIL VALUE INC 5,476 -2,924 $202
     RVI5,476-2,924$202
FIRST BANCORP P R 18,500 +18,500 $196
     FBP18,500+18,500$196
CALLON PETE CO DEL 40,459 +40,459 $195
     CPE40,459+40,459$195
HEWLETT PACKARD ENTERPRISE C 11,600 +11,600 $184
     HPE11,600+11,600$184
TUTOR PERINI CORP 14,100 +14,100 $181
     TPC14,100+14,100$181
MOBILE TELESYSTEMS PJSC 17,500 +17,500 $178
     MBT17,500+17,500$178
LIONS GATE ENTMNT CORP      $177
     LGF.A16,600+16,600$177
CLARIVATE ANALYTICS PLC 10,500 +10,500 $176
     CCC10,500+10,500$176
GOGO INC 27,500 +27,500 $176
     GOGO27,500+27,500$176
JOUNCE THERAPEUTICS INC 18,900 +18,900 $165
     JNCE18,900+18,900$165
LIBERTY OILFIELD SVCS INC 14,800 +14,800 $165
     LBRT14,800+14,800$165
SITE CENTERS CORP 11,700 +11,700 $164
     SITC11,700+11,700$164
SIERRA WIRELESS INC 17,200 +17,200 $164
     SWIR17,200+17,200$164
HABIT RESTAURANTS INC 15,500 +15,500 $162
     HABT15,500+15,500$162
BRANDYWINE RLTY TR 10,200 +10,200 $161
     BDN10,200+10,200$161
NAVIENT CORPORATION 11,514 -2,486 $158
     NAVI11,514-2,486$158
DIGITAL TURBINE INC 21,600 +1,800 $154
     APPS21,600+1,800$154
TELEFONICA BRASIL SA 10,700 +10,700 $153
     VIV10,700+10,700$153
OPTINOSE INC 16,500 +16,500 $152
     OPTN16,500+16,500$152
SLM CORP 17,100 -21,000 $152
     SLM17,100-21,000$152
PROQR THRAPEUTICS N V 15,200 +15,200 $151
     PRQR15,200+15,200$151
UPWORK INC 14,100 +14,100 $150
     UPWK14,100+14,100$150
SPARTANNASH CO 10,300 +10,300 $147
     SPTN10,300+10,300$147
OPERA LTD 15,500 +15,500 $143
     OPRA15,500+15,500$143
RUBICON PROJ INC 17,500 -3,200 $143
     RUBI17,500-3,200$143
TELEFONICA S A 20,300 +20,300 $141
     TEF20,300+20,300$141
BANCORP INC DEL 10,700 +10,700 $139
     TBBK10,700+10,700$139
DESPEGAR COM CORP 10,100 +10,100 $136
     DESP10,100+10,100$136
LEXINGTON REALTY TRUST 12,800 +34 $136
     LXP12,800+34$136
MERCER INTL INC 10,800 +10,800 $133
     MERC10,800+10,800$133
CATALYST BIOSCIENCES INC 18,900 +18,900 $129
     CBIO18,900+18,900$129
21VIANET GROUP INC 17,600 +17,600 $128
     VNET17,600+17,600$128
MINERVA NEUROSCIENCES INC 17,800 +17,800 $127
     NERV17,800+17,800$127
EQT CORP 11,600 -2,500 $126
     EQT11,600-2,500$126
GRUPO TELEVISA SA 10,200 +10,200 $120
     TV10,200+10,200$120
ARCHROCK INC 11,900 +1,144 $119
     AROC11,900+1,144$119
EXTERRAN CORP 14,800 +14,800 $116
     EXTN14,800+14,800$116
CORBUS PHARMACEUTICALS HLDGS 20,700 -4,200 $113
     CRBP20,700-4,200$113
SUMITOMO MITSUI FINL GROUP I 14,800 +14,800 $110
     SMFG14,800+14,800$110
KLX ENERGY SERVICS HOLDNGS I 16,000 +16,000 $103
     KLXE16,000+16,000$103
KADMON HLDGS INC 21,900 +21,900 $99
     KDMN21,900+21,900$99
CHESAPEAKE ENERGY CORP      $95
     Call115,000+115,000$95
MCDERMOTT INTL INC      $95
     Call140,000+140,000$95
BEST INC 13,900 +13,900 $77
     BEST13,900+13,900$77
RANGE RES CORP 13,284 +13,284 $64
     RRC13,284+13,284$64
ENTERCOM COMMUNICATIONS CORP 13,500 +13,500 $63
     ETM13,500+13,500$63
W & T OFFSHORE INC 10,000 +10,000 $56
     WTI10,000+10,000$56
DENBURY RES INC      $-226
     Put160,000-600,000$226
UNITI GROUP INC      $-226
     Put57,000UNCH$468
     UNIT29,516-189,161$242
FRONTIER COMMUNICATIONS CORP      $-356
     Put400,000+90,000$356
UNITED RENTALS INC      $-913
     Put8,000UNCH$1,334
     URI2,523-1,744$421
ANTERO MIDSTREAM CORP      $-1,412
     Put300,000+300,000$2,277
     AM113,981+51,981$865
CALIFORNIA RES CORP      $-1,909
     Put225,000+225,000$2,032
     CRC13,607+13,607$123
TEVA PHARMACEUTICAL INDS LTD      $-2,027
     Put260,000+260,000$2,548
     TEVA53,171+53,171$521
TRANSDIGM GROUP INC      $-3,080
     Put5,500-28,000$3,080
UNITED STATES STL CORP NEW      $-3,309
     Put290,000+7,000$3,309
PULTE GROUP INC      $-4,656
     Put120,000+120,000$4,656
TESLA INC      $-6,568
     Put15,700UNCH$6,568
HERBALIFE NUTRITION LTD      $-7,150
     Put150,000UNCH$7,150
BED BATH & BEYOND INC      $-7,266
     Put420,000UNCH$7,266
ALTRIA GROUP INC      $-8,619
     Put172,700+172,700$8,619
GEO GROUP INC NEW 40,522 +799,722 $-9,626
     Put620,000-160,000$10,299
     GEO40,522+19,722$673
AGILENT TECHNOLOGIES INC $0 (exited)
     A0-10,900$0
ADVANCE AUTO PARTS INC $0 (exited)
     AAP0-9,500$0
AXON ENTERPRISE INC $0 (exited)
     AAXN0-14,300$0
ABBOTT LABS $0 (exited)
     ABT0-6,700$0
ARCOSA INC $0 (exited)
     ACA0-6,300$0
ACI WORLDWIDE INC $0 (exited)
     ACIW0-16,200$0
ADIENT PLC $0 (exited)
     Put0-110,000$0
AMEREN CORP $0 (exited)
     AEE0-6,800$0
AMERICAN INTL GROUP INC $0 (exited)
     AIG0-7,200$0
AK STL CORP $0 (exited)
     NOTE 50-1,800,000$0
ALASKA AIR GROUP INC $0 (exited)
     ALK0-6,800$0
AMBARELLA INC $0 (exited)
     AMBA0-13,700$0
ADVANCED MICRO DEVICES INC $0 (exited)
     AMD0-13,700$0
TD AMERITRADE HLDG CORP $0 (exited)
     AMTD0-7,300$0
ANGIODYNAMICS INC $0 (exited)
     ANGO0-16,800$0
ANTHEM INC $0 (exited)
     ANTM0-900$0
ARCH COAL INC $0 (exited)
     ARCH0-4,300$0
ARMOUR RESIDENTIAL REIT INC $0 (exited)
     ARR0-912,118$0
ADTALEM GLOBAL ED INC $0 (exited)
     ATGE0-7,400$0
ATHENE HLDG LTD $0 (exited)
     ATH0-8,000$0
ACTIVISION BLIZZARD INC $0 (exited)
     ATVI0-4,200$0
ANGLOGOLD ASHANTI LTD $0 (exited)
     AU0-36,800$0
BROADCOM INC $0 (exited)
     AVGO0-2,000$0
AVERY DENNISON CORP $0 (exited)
     AVY0-7,000$0
ARMSTRONG WORLD INDS INC NEW $0 (exited)
     AWI0-2,500$0
AXIS CAPITAL HOLDINGS LTD $0 (exited)
     AXS0-8,800$0
BARCLAYS PLC $0 (exited)
     BCS0-24,200$0
BAUSCH HEALTH COS INC $0 (exited)
     BHC0-11,300$0
BENCHMARK ELECTRS INC $0 (exited)
     BHE0-15,000$0
BIG LOTS INC $0 (exited)
     BIG0-21,900$0
BIOGEN INC $0 (exited)
     BIIB0-1,500$0
BAKER HUGHES A GE CO $0 (exited)
     BKR0-9,900$0
BANKUNITED INC $0 (exited)
     BKU0-8,700$0
BUILDERS FIRSTSOURCE INC $0 (exited)
     BLDR0-15,800$0
BANCO MACRO SA $0 (exited)
     BMA0-10,800$0
BRADY CORP $0 (exited)
     BRC0-4,000$0
BRUKER CORP $0 (exited)
     BRKR0-10,000$0
BERRY PETE CORP $0 (exited)
     BRY0-11,500$0
CADENCE BANCORPORATION $0 (exited)
     CADE0-12,300$0
CONAGRA BRANDS INC $0 (exited)
     CAG0-14,000$0
CATERPILLAR INC DEL $0 (exited)
     CAT0-3,200$0
CATO CORP NEW $0 (exited)
     CATO0-11,600$0
CBRE GROUP INC $0 (exited)
     CBRE0-15,700$0
COCA COLA EUROPEAN PARTNERS $0 (exited)
     CCEP0-15,100$0
CROSS CTRY HEALTHCARE INC $0 (exited)
     CCRN0-16,500$0
COEUR MNG INC $0 (exited)
     CDE0-45,200$0
CARDLYTICS INC $0 (exited)
     CDLX0-7,800$0
CAREER EDUCATION CORP $0 (exited)
     CECO0-22,000$0
CENTRAL GARDEN & PET CO $0 (exited)
     CENT0-23,100$0
CENTRAL GARDEN & PET CO $0 (exited)
     CENTA0-13,500$0
CNOOC LTD $0 (exited)
     CEO0-2,200$0
CF INDS HLDGS INC $0 (exited)
     CF0-19,700$0
CHURCH & DWIGHT INC $0 (exited)
     CHD0-6,700$0
CHURCHILL DOWNS INC $0 (exited)
     CHDN0-1,900$0
CHEMED CORP NEW $0 (exited)
     CHE0-700$0
CITY OFFICE REIT INC $0 (exited)
     CIO0-14,360$0
CISION LTD $0 (exited)
     CISN0-15,800$0
CLOUDERA INC $0 (exited)
     CLDR0-62,400$0
CORELOGIC INC $0 (exited)
     CLGX0-4,700$0
COMCAST CORP NEW $0 (exited)
     CMCSA0-4,900$0
CME GROUP INC $0 (exited)
     CME0-1,900$0
CUMMINS INC $0 (exited)
     CMI0-3,300$0
CONCERT PHARMACEUTICALS INC $0 (exited)
     CNCE0-17,300$0
CINEMARK HOLDINGS INC $0 (exited)
     CNK0-15,900$0
CANNAE HLDGS INC $0 (exited)
     CNNE0-10,388$0
COHEN & STEERS INC $0 (exited)
     CNS0-8,200$0
CNX RESOURCES CORPORATION $0 (exited)
     CNX0-10,800$0
CABOT OIL & GAS CORP $0 (exited)
     COG0-37,200$0
COOPER COS INC $0 (exited)
     COO0-700$0
COPART INC $0 (exited)
     CPRT0-4,600$0
AMERICAS CAR MART INC $0 (exited)
     CRMT0-2,500$0
CARPENTER TECHNOLOGY CORP $0 (exited)
     CRS0-4,800$0
CYTOMX THERAPEUTICS INC $0 (exited)
     CTMX0-14,100$0
CONTURA ENERGY INC $0 (exited)
     CTRA0-16,051$0
CARETRUST REIT INC $0 (exited)
     CTRE0-12,700$0
CORTEVA INC $0 (exited)
     CTVA0-9,900$0
COUSINS PPTYS INC $0 (exited)
     CUZ0-12,600$0
CHEVRON CORP NEW $0 (exited)
     CVX0-3,400$0
CYBERARK SOFTWARE LTD $0 (exited)
     CYBR0-2,700$0
DANA INCORPORATED $0 (exited)
     DAN0-10,600$0
DONALDSON INC $0 (exited)
     DCI0-4,700$0
DEERE & CO $0 (exited)
     DE0-1,200$0
DELL TECHNOLOGIES INC $0 (exited)
     DELL0-39,100$0
DOLLAR GEN CORP NEW $0 (exited)
     DG0-3,200$0
DHT HOLDINGS INC $0 (exited)
     DHT0-19,000$0
DICKS SPORTING GOODS INC $0 (exited)
     DKS0-67,600$0
DIAMOND OFFSHORE DRILLING IN $0 (exited)
     Put0-260,000$0
     DO0-101,103$0
DOCUSIGN INC $0 (exited)
     DOCU0-17,400$0
DIAMOND S SHIPPING INC $0 (exited)
     DSSI0-10,900$0
DAVITA INC $0 (exited)
     DVA0-3,800$0
BRINKER INTL INC $0 (exited)
     EAT0-51,000$0
CONSOLIDATED EDISON INC $0 (exited)
     ED0-3,300$0
NEW ORIENTAL ED & TECH GRP I $0 (exited)
     EDU0-3,000$0
ENCOMPASS HEALTH CORP $0 (exited)
     EHC0-4,800$0
E L F BEAUTY INC $0 (exited)
     ELF0-64,700$0
EASTMAN CHEMICAL CO $0 (exited)
     EMN0-10,700$0
EMERSON ELEC CO $0 (exited)
     EMR0-5,500$0
ENPHASE ENERGY INC $0 (exited)
     ENPH0-37,400$0
ENTEGRIS INC $0 (exited)
     ENTG0-10,500$0
EMBRAER S A $0 (exited)
     ERJ0-12,600$0
EVERSOURCE ENERGY $0 (exited)
     ES0-4,100$0
ELEMENT SOLUTIONS INC $0 (exited)
     ESI0-18,300$0
EQUITRANS MIDSTREAM CORPORAT $0 (exited)
     ETRN0-20,100$0
ETSY INC $0 (exited)
     ETSY0-4,100$0
EVERCORE INC $0 (exited)
     EVR0-6,000$0
EXPEDIA GROUP INC $0 (exited)
     EXPE0-20,700$0
NATIONAL VISION HLDGS INC $0 (exited)
     EYE0-41,700$0
FIRST AMERN FINL CORP $0 (exited)
     FAF0-5,600$0
FOUNDATION BLDG MATLS INC $0 (exited)
     FBM0-18,300$0
FIAT CHRYSLER AUTOMOBILES N $0 (exited)
     FCAU0-45,800$0
FREEPORT MCMORAN INC $0 (exited)
     FCX0-41,500$0
FIRST FINL BANKSHARES $0 (exited)
     FFIN0-7,400$0
F5 NETWORKS INC $0 (exited)
     FFIV0-1,900$0
FIRST HORIZON NATL CORP $0 (exited)
     FHN0-47,100$0
FIRST INTST BANCSYSTEM INC $0 (exited)
     FIBK0-5,900$0
FAIR ISAAC CORP $0 (exited)
     FICO0-800$0
FIDELITY NATL INFORMATION SV $0 (exited)
     FIS0-4,000$0
FISERV INC $0 (exited)
     FISV0-8,900$0
FIFTH THIRD BANCORP $0 (exited)
     FITB0-10,900$0
FLUIDIGM CORP DEL $0 (exited)
     FLDM0-14,300$0
FLIR SYS INC $0 (exited)
     FLIR0-13,400$0
FLOWERS FOODS INC $0 (exited)
     FLO0-63,800$0
SPX FLOW INC $0 (exited)
     FLOW0-8,800$0
FLWS 1 800 FLOWERS $0 (exited)
     FLWS0-36,300$0
F M C CORP $0 (exited)
     FMC0-8,500$0
FLOOR & DECOR HLDGS INC $0 (exited)
     FND0-16,700$0
FIESTA RESTAURANT GROUP INC $0 (exited)
     FRGI0-12,500$0
FARFETCH LTD $0 (exited)
     FTCH0-10,400$0
GLOBAL BLOOD THERAPEUTICS IN $0 (exited)
     GBT0-17,900$0
GUESS INC $0 (exited)
     GES0-17,237$0
GRUPO FINANCIERO GALICIA S A $0 (exited)
     GGAL0-11,000$0
GILEAD SCIENCES INC $0 (exited)
     GILD0-4,400$0
GLOBE LIFE INC $0 (exited)
     GL0-4,200$0
GENERAC HLDGS INC $0 (exited)
     GNRC0-4,800$0
GRAPHIC PACKAGING HLDG CO $0 (exited)
     GPK0-48,500$0
GOPRO INC $0 (exited)
     GPRO0-63,600$0
GRACE W R & CO DEL NEW $0 (exited)
     GRA0-6,500$0
GREENSKY INC $0 (exited)
     GSKY0-23,700$0
GRAY TELEVISION INC $0 (exited)
     GTN0-35,799$0
TRIPLE S MGMT CORP $0 (exited)
     GTS0-24,800$0
GW PHARMACEUTICALS PLC $0 (exited)
     GWPH0-5,500$0
HYATT HOTELS CORP $0 (exited)
     H0-29,300$0
HALOZYME THERAPEUTICS INC $0 (exited)
     HALO0-26,000$0
HCP INC $0 (exited)
     HCP0-12,600$0
HOME DEPOT INC $0 (exited)
     HD0-5,400$0
HEICO CORP NEW $0 (exited)
     HEI.A0-2,400$0
HESS CORP $0 (exited)
     HES0-10,700$0
HOLLYFRONTIER CORP $0 (exited)
     HFC0-9,800$0
HIBBETT SPORTS INC $0 (exited)
     HIBB0-14,200$0
HILTON WORLDWIDE HLDGS INC $0 (exited)
     HLT0-6,300$0
HORACE MANN EDUCATORS CORP N $0 (exited)
     HMN0-5,500$0
HARLEY DAVIDSON INC $0 (exited)
     HOG0-35,100$0
HOLLYSYS AUTOMATION TECHNOLO $0 (exited)
     HOLI0-11,500$0
HOLOGIC INC $0 (exited)
     HOLX0-9,200$0
HONEYWELL INTL INC $0 (exited)
     HON0-4,100$0
HELMERICH & PAYNE INC $0 (exited)
     HP0-5,600$0
HP INC $0 (exited)
     HPQ0-155,600$0
HERSHEY CO $0 (exited)
     HSY0-8,600$0
HEALTHCARE TR AMER INC $0 (exited)
     HTA0-9,100$0
HUBSPOT INC $0 (exited)
     HUBS0-1,400$0
HORIZON THERAPEUTICS PUB LTD $0 (exited)
     HZNP0-11,700$0
MARINEMAX INC $0 (exited)
     HZO0-12,900$0
INTERNATIONAL BUSINESS MACHS $0 (exited)
     IBM0-4,700$0
ICICI BK LTD $0 (exited)
     IBN0-64,800$0
INTERCONTINENTAL EXCHANGE IN $0 (exited)
     ICE0-12,300$0
IDACORP INC $0 (exited)
     IDA0-10,900$0
INTERNATIONAL GAME TECHNOLOG $0 (exited)
     IGT0-16,000$0
IHS MARKIT LTD $0 (exited)
     INFO0-7,500$0
ING GROEP N V $0 (exited)
     ING0-17,400$0
SUMMIT HOTEL PPTYS INC $0 (exited)
     INN0-30,800$0
INSMED INC $0 (exited)
     INSM0-24,300$0
INSTRUCTURE INC $0 (exited)
     INST0-18,900$0
IQIYI INC $0 (exited)
     IQ0-46,400$0
IRONWOOD PHARMACEUTICALS INC $0 (exited)
     IRWD0-13,900$0
JETBLUE AWYS CORP $0 (exited)
     JBLU0-50,400$0
JOHNSON CTLS INTL PLC $0 (exited)
     JCI0-10,000$0
J2 GLOBAL INC $0 (exited)
     JCOM0-10,400$0
JD COM INC $0 (exited)
     JD0-11,900$0
JANUS HENDERSON GROUP PLC $0 (exited)
     JHG0-15,600$0
HENRY JACK & ASSOC INC $0 (exited)
     JKHY0-1,500$0
JONES LANG LASALLE INC $0 (exited)
     JLL0-4,100$0
JUNIPER NETWORKS INC $0 (exited)
     JNPR0-11,600$0
KAR AUCTION SVCS INC $0 (exited)
     KAR0-16,200$0
KELLY SVCS INC $0 (exited)
     KELYA0-12,700$0
KINROSS GOLD CORP $0 (exited)
     KGC0-47,200$0
KEMPER CORP DEL $0 (exited)
     KMPR0-8,300$0
CARMAX INC $0 (exited)
     KMX0-9,500$0
KANSAS CITY SOUTHERN $0 (exited)
     KSU0-1,700$0
KONTOOR BRANDS INC $0 (exited)
     KTB0-11,700$0
QUAKER CHEM CORP $0 (exited)
     KWR0-1,600$0
LENDINGCLUB CORP $0 (exited)
     LC0-20,800$0
LCI INDS $0 (exited)
     LCII0-3,400$0
LHC GROUP INC $0 (exited)
     LHCG0-7,800$0
L3HARRIS TECHNOLOGIES INC $0 (exited)
     LHX0-1,300$0
LKQ CORP $0 (exited)
     LKQ0-13,200$0
LAM RESEARCH CORP $0 (exited)
     LRCX0-1,300$0
K12 INC $0 (exited)
     LRN0-14,600$0
LIFE STORAGE INC $0 (exited)
     LSI0-9,700$0
LIBERTY TRIPADVISOR HLDGS IN $0 (exited)
     LTRPA0-23,900$0
LEXINFINTECH HLDGS LTD $0 (exited)
     LX0-15,000$0
MARRIOTT INTL INC NEW $0 (exited)
     MAR0-14,300$0
MBIA INC $0 (exited)
     MBI0-14,500$0
MASTERCRAFT BOAT HLDGS INC $0 (exited)
     MCFT0-24,400$0
MOODYS CORP $0 (exited)
     MCO0-1,800$0
MARCUS CORP $0 (exited)
     MCS0-8,000$0
MEDIFAST INC $0 (exited)
     MED0-10,000$0
MARKETAXESS HLDGS INC $0 (exited)
     MKTX0-2,400$0
MUELLER INDS INC $0 (exited)
     MLI0-14,400$0
MARTIN MARIETTA MATLS INC $0 (exited)
     MLM0-2,000$0
MONRO INC $0 (exited)
     MNRO0-12,600$0
MATCH GROUP INC $0 (exited)
     MTCH0-15,300$0
MERITOR INC $0 (exited)
     MTOR0-12,600$0
MASTEC INC $0 (exited)
     MTZ0-11,000$0
MYOVANT SCIENCES LTD $0 (exited)
     MYOV0-14,100$0
NOBLE ENERGY INC $0 (exited)
     NBL0-10,000$0
NASDAQ INC $0 (exited)
     NDAQ0-6,300$0
NORDSON CORP $0 (exited)
     NDSN0-1,451$0
NATIONAL RETAIL PPTYS INC $0 (exited)
     NNN0-3,800$0
SERVICENOW INC $0 (exited)
     NOW0-1,200$0
NEOPHOTONICS CORP $0 (exited)
     NPTN0-26,600$0
NRG ENERGY INC $0 (exited)
     NRG0-34,600$0
INSIGHT ENTERPRISES INC $0 (exited)
     NSIT0-5,700$0
NETAPP INC $0 (exited)
     NTAP0-7,100$0
NETGEAR INC $0 (exited)
     NTGR0-11,400$0
NUTANIX INC $0 (exited)
     NTNX0-10,100$0
NOVOCURE LTD $0 (exited)
     NVCR0-4,800$0
NOVO NORDISK A S $0 (exited)
     NVO0-10,600$0
NEWELL BRANDS INC $0 (exited)
     NWL0-24,800$0
NEWS CORP NEW $0 (exited)
     NWS0-10,300$0
NEWS CORP NEW $0 (exited)
     NWSA0-16,800$0
OWENS CORNING NEW $0 (exited)
     OC0-4,500$0
OGE ENERGY CORP $0 (exited)
     OGE0-11,800$0
OKTA INC $0 (exited)
     OKTA0-10,500$0
OFFICE PPTYS INCOME TR $0 (exited)
     OPI0-11,318$0
OPORTUN FINL CORP $0 (exited)
     OPRT0-120,700$0
ORBCOMM INC $0 (exited)
     ORBC0-19,300$0
OXFORD INDS INC $0 (exited)
     OXM0-10,300$0
PAN AMERICAN SILVER CORP $0 (exited)
     PAAS0-14,700$0
PAMPA ENERGIA S A $0 (exited)
     PAM0-17,200$0
PACCAR INC $0 (exited)
     PCAR0-5,100$0
PACIRA BIOSCIENCES $0 (exited)
     PCRX0-18,400$0
PINDUODUO INC $0 (exited)
     PDD0-8,800$0
PARSLEY ENERGY INC $0 (exited)
     PE0-19,200$0
PHASEBIO PHARMACEUTICALS INC $0 (exited)
     PHAS0-10,800$0
PERKINELMER INC $0 (exited)
     PKI0-12,500$0
ANAPLAN INC $0 (exited)
     PLAN0-5,100$0
PNM RES INC $0 (exited)
     PNM0-4,200$0
POOL CORPORATION $0 (exited)
     POOL0-2,200$0
PS BUSINESS PKS INC CALIF $0 (exited)
     PSB0-1,500$0
PURE STORAGE INC $0 (exited)
     PSTG0-24,000$0
PHILLIPS 66 $0 (exited)
     PSX0-4,600$0
PRUDENTIAL PLC $0 (exited)
     PUK0-5,900$0
PVH CORP $0 (exited)
     PVH0-3,100$0
QUALCOMM INC $0 (exited)
     QCOM0-5,700$0
QUDIAN INC $0 (exited)
     QD0-12,000$0
360 FINANCE INC $0 (exited)
     QFIN0-13,900$0
QUAD GRAPHICS INC $0 (exited)
     QUAD0-25,500$0
RENT A CTR INC NEW $0 (exited)
     RCII0-10,300$0
ROYAL CARIBBEAN CRUISES LTD $0 (exited)
     RCL0-14,600$0
EVEREST RE GROUP LTD $0 (exited)
     RE0-1,500$0
RESOURCES CONNECTION INC $0 (exited)
     RECN0-13,600$0
REGENCY CTRS CORP $0 (exited)
     REG0-3,200$0
REV GROUP INC $0 (exited)
     REVG0-24,800$0
REINSURANCE GRP OF AMERICA I $0 (exited)
     RGA0-1,700$0
TRANSOCEAN LTD $0 (exited)
     RIG0-30,800$0
RAMBUS INC DEL $0 (exited)
     RMBS0-18,800$0
RESMED INC $0 (exited)
     RMD0-2,608$0
RMR GROUP INC $0 (exited)
     RMR0-5,500$0
REVANCE THERAPEUTICS INC $0 (exited)
     RVNC0-23,300$0
SCIENCE APPLICATNS INTL CP N $0 (exited)
     SAIC0-3,000$0
ECHOSTAR CORP $0 (exited)
     SATS0-6,797$0
SABRA HEALTH CARE REIT INC $0 (exited)
     SBRA0-13,400$0
STARBUCKS CORP $0 (exited)
     SBUX0-3,200$0
SERVICE CORP INTL $0 (exited)
     SCI0-17,500$0
SCIPLAY CORP $0 (exited)
     SCPL0-16,100$0
SHOE CARNIVAL INC $0 (exited)
     SCVL0-7,700$0
SEAWORLD ENTMT INC $0 (exited)
     SEAS0-71,500$0
SPROUTS FMRS MKT INC $0 (exited)
     SFM0-45,100$0
SEATTLE GENETICS INC $0 (exited)
     SGEN0-16,800$0
MADDEN STEVEN LTD $0 (exited)
     SHOO0-25,500$0
SILICON MOTION TECHNOLOGY CO $0 (exited)
     SIMO0-6,100$0
SVB FINL GROUP $0 (exited)
     SIVB0-6,000$0
SJW GROUP $0 (exited)
     SJW0-4,600$0
SKECHERS U S A INC $0 (exited)
     SKX0-65,100$0
SKYLINE CHAMPION CORPORATION $0 (exited)
     SKY0-10,200$0
SNAP INC $0 (exited)
     SNAP0-12,300$0
SYNCHRONOSS TECHNOLOGIES INC $0 (exited)
     SNCR0-85,900$0
SYNOPSYS INC $0 (exited)
     SNPS0-2,600$0
SYNNEX CORP $0 (exited)
     SNX0-6,800$0
SONOS INC $0 (exited)
     SONO0-13,400$0
SPLUNK INC $0 (exited)
     SPLK0-3,800$0
SPORTSMANS WHSE HLDGS INC $0 (exited)
     SPWH0-19,600$0
SQUARE INC $0 (exited)
     SQ0-15,900$0
SASOL LTD $0 (exited)
     SSL0-10,500$0
SEAGATE TECHNOLOGY PLC $0 (exited)
     STX0-16,400$0
SERVICE PPTYS TR $0 (exited)
     SVC0-14,900$0
SYNCHRONY FINL $0 (exited)
     SYF0-12,200$0
DEL TACO RESTAURANTS INC $0 (exited)
     TACO0-12,100$0
MOLSON COORS BREWING CO $0 (exited)
     TAP0-8,000$0
TEXAS CAPITAL BANCSHARES INC $0 (exited)
     TCBI0-3,900$0
TAUBMAN CTRS INC $0 (exited)
     TCO0-15,000$0
TELEPHONE & DATA SYS INC $0 (exited)
     TDS0-10,200$0
TECH DATA CORP $0 (exited)
     TECD0-7,800$0
TERADYNE INC $0 (exited)
     TER0-14,700$0
THOR INDS INC $0 (exited)
     THO0-19,300$0
TIFFANY & CO NEW $0 (exited)
     TIF0-4,300$0
TIVO CORP $0 (exited)
     TIVO0-23,500$0
TELARIA INC $0 (exited)
     TLRA0-11,300$0
TENCENT MUSIC ENTMT GROUP $0 (exited)
     TME0-15,100$0
TELENAV INC $0 (exited)
     TNAV0-26,100$0
THIRD PT REINS LTD $0 (exited)
     TPRE0-26,200$0
TARGA RES CORP $0 (exited)
     TRGP0-20,900$0
TRANSUNION $0 (exited)
     TRU0-9,900$0
TAIWAN SEMICONDUCTOR MFG LTD $0 (exited)
     TSM0-22,200$0
TTM TECHNOLOGIES INC $0 (exited)
     TTMI0-17,600$0
TRADEWEB MKTS INC $0 (exited)
     TW0-7,500$0
TEXAS INSTRS INC $0 (exited)
     TXN0-4,300$0
UNITED AIRLINES HLDGS INC $0 (exited)
     UAL0-26,100$0
UNILEVER PLC $0 (exited)
     UL0-5,400$0
ULTA BEAUTY INC $0 (exited)
     ULTA0-2,600$0
UNILEVER N V $0 (exited)
     UN0-4,800$0
UNITED TECHNOLOGIES CORP $0 (exited)
     UTX0-2,200$0
VEECO INSTRS INC DEL $0 (exited)
     VECO0-20,100$0
VEREIT INC $0 (exited)
     VER0-20,900$0
VECTOR GROUP LTD $0 (exited)
     VGR0-14,000$0
VIAVI SOLUTIONS INC $0 (exited)
     VIAV0-25,000$0
VIKING THERAPEUTICS INC $0 (exited)
     VKTX0-22,700$0
VULCAN MATLS CO $0 (exited)
     VMC0-2,100$0
WAYFAIR INC $0 (exited)
     W0-19,900$0
WALGREENS BOOTS ALLIANCE INC $0 (exited)
     WBA0-4,600$0
WD 40 CO $0 (exited)
     WDFC0-2,900$0
WEC ENERGY GROUP INC $0 (exited)
     WEC0-10,400$0
WENDYS CO $0 (exited)
     WEN0-42,100$0
WHIRLPOOL CORP $0 (exited)
     WHR0-7,700$0
BOINGO WIRELESS INC $0 (exited)
     WIFI0-10,800$0
WINGSTOP INC $0 (exited)
     WING0-14,800$0
WORKIVA INC $0 (exited)
     WK0-4,600$0
LYON WILLIAM HOMES $0 (exited)
     WLH0-16,100$0
WPX ENERGY INC $0 (exited)
     WPX0-21,200$0
58 COM INC $0 (exited)
     WUBA0-7,400$0
WOLVERINE WORLD WIDE INC $0 (exited)
     WWW0-28,500$0
CIMAREX ENERGY CO $0 (exited)
     XEC0-7,300$0
XYLEM INC $0 (exited)
     XYL0-8,400$0
YANDEX N V $0 (exited)
     YNDX0-11,500$0

See Summary: Ellington Management Group LLC Top Holdings
See Details: Top 10 Stocks Held By Ellington Management Group LLC

EntityShares/Amount
Change
Position Value
Change
DAL +66,400+$3,883
SIRI +500,000+$3,575
DPZ +9,500+$2,791
CROX +65,200+$2,731
TJX +38,600+$2,357
SFIX +82,100+$2,107
RC +134,570+$2,075
CVS +25,800+$1,917
CPRI +45,200+$1,724
AAPL +5,200+$1,527
EntityShares/Amount
Change
Position Value
Change
ARR -912,118-$15,278
HPQ -155,600-$2,944
EXPE -20,700-$2,782
DKS -67,600-$2,759
SKX -65,100-$2,431
UAL -26,100-$2,308
W -19,900-$2,231
EAT -51,000-$2,176
H -29,300-$2,159
DELL -39,100-$2,028
EntityShares/Amount
Change
Position Value
Change
NABORS INDS INC NEW +25,090,000+$22,790
SM +4,379,832+$6,726
DNR +600,000+$678
F +541,800+$5,210
OAS +503,591+$1,570
RWT +262,093+$4,353
AXL +203,630+$2,842
GEO +179,722+$3,538
AR +167,712+$424
CHK +156,789+$154
EntityShares/Amount
Change
Position Value
Change
WLL -21,158,287-$22,974
AI -765,470-$4,160
MTG -557,800-$6,248
FTR -281,508-$253
AM -248,019-$1,871
HTZ -207,910-$2,685
UNIT -189,161-$1,482
EFC -178,306-$3,001
QRTEA -140,247-$1,531
Size ($ in 1000's)
At 12/31/2019: $469,895
At 09/30/2019: $552,945

Ellington Management Group LLC holdings changes, total fund size, and other information presented on HoldingsChannel.com was derived from Ellington Management Group LLC 13F filings. Link to 13F filings: SEC filings

All Stocks Held By Ellington Management Group LLC | www.HoldingsChannel.com

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