Ellington Management Group LLC — Q3 2013 13F Holdings

Name: Ellington Management Group LLC — 13F Holdings, Q3 2013
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001098490

Total reported value

$675.6M

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Full holdings list this quarter

Showing top 200 holdings (of 735 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	EFC	Ellington Financial Inc.	Stock-Other	8.53%	—	+0.26%
2	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	5.17%	-10.24%	EXIT
3	VXX	iPath Series B S&P 500 VIX Short-Term Futures ETN	Stock-Other	1.70%	—	—
4	✓	Tivo INC	Stock-Other	0.77%	—	+258.36%
5	CRUS	Cirrus Logic INC	Stock-Tech	0.77%	—	-20.89%
6	BBD	Banco Bradesco-adr	Stock-Other	0.68%	—	—
7	BID	Sotheby's	Stock-Other	0.66%	—	—
8	WT	Wisdomtree INC	Stock-Other	0.62%	—	+2.30%
9	✓	Newcastle Invt CORP Com	Stock-Other	0.59%	—	+88.85%
10	ADM	Archer-daniels-midland Co	Stock-Consumer Staples	0.57%	—	—
11	BC	Brunswick CORP	Stock-Consumer Disc	0.55%	—	+140.20%
12	VRTS	Virtus Investment Partners	Stock-Other	0.53%	—	—
13	THO	Thor Industries INC	Stock-Consumer Disc	0.53%	—	+148.97%
14	✓	Dst Sys INC Del Com	Stock-Other	0.49%	—	—
15	SYNA	Synaptics INC	Stock-Other	0.46%	—	+89.58%
16	CIG	Cia Energetica De-spon Adr	Stock-Other	0.46%	—	+54.04%
17	OSK	Oshkosh CORP	Stock-Industrials	0.43%	—	+298.28%
18	LPX	Louisiana-pacific CORP	Stock-Industrials	0.43%	—	-50.75%
19	✓	Forest Oil CORP Com	Stock-Other	0.41%	—	+3139.45%
20	✓		Stock-Other	0.40%	—	—
21	CN4	Conn's INC	Stock-Other	0.40%	—	+151.79%
22	SD	SandRidge Energy, Inc.	Stock-Other	0.39%	—	—
23	SF9	Sanderson Farms INC	Stock-Other	0.38%	—	—
24	✓	Cytec Inds INC	Stock-Other	0.38%	—	+696.77%
25	✓	Omnivision Technologies INC	Stock-Other	0.37%	—	-39.65%
26	SKAA	Skechers USA Inc-cl A	Stock-Other	0.37%	—	—
27	PPC	Pilgrim's Pride CORP	Stock-Consumer Staples	0.36%	—	+66.03%
28	EXTR	Extreme Networks INC	Stock-Other	0.34%	—	—
29	SLM	Slm CORP	Stock-Financials	0.34%	—	+33.33%
30	BAC	Bank Of America CORP	Stock-Financials	0.34%	—	—
31	SEIC	Sei Investments Company	Stock-Financials	0.34%	—	+76.45%
32	AGO	Assured Guaranty Ltd.	Stock-Financials	0.34%	—	+911.70%
33	HES	Hess CORP	Stock-Other	0.34%	—	-58.63%
34	✓	Lifelock INC Com	Stock-Other	0.33%	—	+77.74%
35	MDSOEUR	Medidata Solutions INC	Stock-Other	0.33%	—	—
36	TSCO	Tractor Supply Company	Stock-Consumer Disc	0.33%	—	—
37	DVA	Davita INC	Stock-Healthcare	0.32%	—	+960.71%
38	MAR	Marriott International -cl A	Stock-Consumer Disc	0.32%	—	—
39	RGR	Sturm Ruger & Co INC	Stock-Other	0.32%	—	+50.28%
40	INGM	Ingram Micro Holding Corporation	Stock-Other	0.31%	—	—
41	TSN	Tyson Foods Inc-cl A	Stock-Consumer Staples	0.31%	—	+136.14%
42	SIG	Signet Jewelers Limited	Stock-Consumer Disc	0.31%	—	+269.35%
43	✓	Cavium INC	Stock-Other	0.31%	—	+132.75%
44	✓	Usec INC	Stock-Other	0.31%	—	—
45	SIMO	Silicon Motion Technology Corporation	Stock-Other	0.30%	—	+47.97%
46	TTC	Toro Co	Stock-Industrials	0.30%	—	+200.00%
47	SDA	Sealed Air CORP	Stock-Consumer Disc	0.30%	—	-25.70%
48	✓	Exco Resources INC	Stock-Other	0.30%	—	+1.09%
49	GTE2EUR	Gran Tierra Energy INC	Stock-Other	0.30%	—	-8.62%
50	AFL	Aflac INC	Stock-Financials	0.29%	—	+17.84%

1–50 of 200

Holding changes this quarter

Position changes disclosed by Ellington Management Group LLC for the quarter ending Q3 2013, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	✓	Tivo INC	+0.6%	+258.36%	Add
2	✓	Forest Oil CORP Com	+0.4%	+3139.45%	Add
3	BC	Brunswick CORP	+0.4%	+140.20%	Add
4	THO	Thor Industries INC	+0.4%	+148.97%	Add
5	OSK	Oshkosh CORP	+0.4%	+298.28%	Add
6	✓	Cytec Inds INC	+0.3%	+696.77%	Add
7	KR	Kroger Co	-0.3%	-79.13%	Trim
8	✓	Hillshire Brands Co	-0.3%	-77.58%	Trim
9	HES	Hess CORP	-0.4%	-58.63%	Trim
10	✓	Omnivision Technologies INC	-0.4%	-39.65%	Trim
11	NVO	Novo-nordisk A/s-spons Adr	-0.4%	-60.09%	Trim
12	COR	Cencora INC	-0.5%	-75.62%	Trim
13	MPC	Marathon Petroleum CORP	-0.6%	-90.29%	Trim
14	JBL	Jabil INC	-0.6%	-82.15%	Trim
15	SONY	Sony Group CORP - Sp Adr	-0.6%	-93.00%	Trim
16	SPY	Ss Spdr S&p 500 ETF Trust-us	—	NEW	New buy
17	VXX	iPath Series B S&P 500 VIX Short-Term Futures ETN	—	NEW	New buy
18	✓		—	EXIT	Sold out
19	HRB	H&r Block INC	—	EXIT	Sold out
20	SPWRQ	Sunpower CORP	—	EXIT	Sold out
21	INTU	Intuit INC	—	EXIT	Sold out
22	BBD	Banco Bradesco-adr	—	NEW	New buy
23	BSBR	Banco Santander Brasil-ads	—	EXIT	Sold out
24	BID	Sotheby's	—	NEW	New buy
25	DPZ	Domino's Pizza INC	—	EXIT	Sold out
26	DB	Deutsche Bank Aktiengesellschaft	—	EXIT	Sold out
27	AXP	American Express Co	—	EXIT	Sold out
28	✓	Salix Pharmaceuticals INC	—	EXIT	Sold out
29	ADM	Archer-daniels-midland Co	—	NEW	New buy
30	CVI	Cvr Energy INC	—	EXIT	Sold out
31	✓	Lorillard INC	—	EXIT	Sold out
32	VRTS	Virtus Investment Partners	—	NEW	New buy
33	ZTS	Zoetis INC	—	EXIT	Sold out
34	✓	Dst Sys INC Del Com	—	NEW	New buy
35	WCGEUR	Wellcare Health Plans INC	—	EXIT	Sold out
36	VIPS	Vipshop Holdings LTD - Adr	—	EXIT	Sold out
37	KLAC	Kla CORP	—	EXIT	Sold out
38	COP	Conocophillips	—	EXIT	Sold out
39	SWBI	Smith & Wesson Brands, Inc.	—	EXIT	Sold out
40	37M	Mrc Global INC	—	EXIT	Sold out
41	✓		—	NEW	New buy
42	CNC	Centene CORP	—	EXIT	Sold out
43	SD	SandRidge Energy, Inc.	—	NEW	New buy
44	TCBI	Texas Capital Bancshares INC	—	EXIT	Sold out
45	SF9	Sanderson Farms INC	—	NEW	New buy
46	SKAA	Skechers USA Inc-cl A	—	NEW	New buy
47	HIMX	Himax Technologies Inc-adr	—	EXIT	Sold out
48	CF	Cf Industries Holdings INC	—	EXIT	Sold out
49	EXTR	Extreme Networks INC	—	NEW	New buy
50	BAC	Bank Of America CORP	—	NEW	New buy