Ellington Management Group LLC — Q4 2013 13F Holdings

Name: Ellington Management Group LLC — 13F Holdings, Q4 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 542 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	EFC	Ellington Financial Inc.	Stock-Other	16.29%	—	+0.46%
2	CVCEUR	Cablevision Systems-ny Grp-a	Stock-Other	0.72%	—	—
3	WDR	Waddell & Reed Financial-a	Stock-Other	0.58%	—	—
4	ODPEUR	Office Depot INC	Stock-Other	0.56%	—	—
5	REGIEUR	Renewable Energy Group INC	Stock-Other	0.55%	—	+43.90%
6	SCHL	Scholastic CORP	Stock-Other	0.51%	—	—
7	✓	Cavium INC	Stock-Other	0.51%	—	+4.02%
8	HUM	Humana INC	Stock-Healthcare	0.51%	—	+165.38%
9	EVR	Evercore INC - A	Stock-Financials	0.43%	—	—
10	PRKS	United Parks & Resorts INC	Stock-Other	0.42%	—	+315.15%
11	✓		Stock-Other	0.40%	—	+38.04%
12	FSLR	First Solar INC	Stock-Tech	0.40%	—	+217.19%
13	DB	Deutsche Bank Aktiengesellschaft	Stock-Financials	0.39%	—	—
14	GME	Gamestop Corp-class A	Stock-Consumer Disc	0.38%	—	+265.00%
15	RWT	Redwood Trust INC	Stock-Other	0.38%	—	—
16	RJF	Raymond James Financial INC	Stock-Financials	0.37%	—	—
17	HTH	Hilltop Holdings INC	Stock-Other	0.37%	—	—
18	NEU	Newmarket CORP	Stock-Materials	0.37%	—	-35.42%
19	UBS	UBS Group AG	Stock-Financials	0.37%	—	-17.31%
20	SANM	Sanmina CORP	Stock-Tech	0.36%	—	+50.63%
21	✓	Zeltiq Aesthetics INC	Stock-Other	0.35%	—	—
22	CBRE	Cbre Group INC - A	Stock-Real Estate	0.35%	—	+261.54%
23	POOL	Pool CORP	Stock-Industrials	0.35%	—	—
24	✓		Stock-Other	0.35%	—	—
25	EMN	Eastman Chemical Co	Stock-Materials	0.35%	—	+15.24%
26	CDW	Cdw Corp/de	Stock-Tech	0.35%	—	—
27	AHQ	American Woodmark CORP	Stock-Other	0.35%	—	+39.77%
28	VOYA	Voya Financial, Inc.	Stock-Financials	0.34%	—	—
29	C	Citigroup INC	Stock-Financials	0.34%	—	-26.32%
30	SPG	Simon Property Group INC	Stock-Real Estate	0.34%	—	—
31	DFODQ	Dean Foods Co	Stock-Other	0.33%	—	—
32	VYX	Ncr Voyix CORP	Stock-Tech	0.33%	—	+136.21%
33	PRAA	PRA Group, Inc.	Stock-Other	0.32%	—	+180.33%
34	ALGN	Align Technology INC	Stock-Healthcare	0.32%	—	—
35	LAD	Lithia Motors INC	Stock-Consumer Disc	0.32%	—	—
36	WRLD	World Acceptance CORP	Stock-Other	0.31%	—	+63.93%
37	CAH	Cardinal Health INC	Stock-Healthcare	0.31%	—	—
38	✓	Inteliquent INC	Stock-Other	0.31%	—	-26.92%
39	PBR-A	Petroleo Brasil-sp Pref Adr	Stock-Other	0.30%	—	+41.56%
40	BEN	Franklin Resources INC	Stock-Financials	0.30%	—	—
41	USA	Liberty All-Star Equity Fund	Stock-Other	0.30%	—	—
42	WCGEUR	Wellcare Health Plans INC	Stock-Other	0.30%	—	—
43	MEI	Methode Electronics INC	Stock-Other	0.30%	—	—
44	CRUS	Cirrus Logic INC	Stock-Tech	0.30%	—	-77.32%
45	UBNTEUR	Ubiquiti Networks INC	Stock-Other	0.30%	—	+90.53%
46	FLIR	Flir Systems INC	Stock-Other	0.30%	—	+74.68%
47	NCNO	nCino, Inc.	Stock-Other	0.29%	—	—
48	PENN	Penn Entertainment INC	Stock-Consumer Disc	0.29%	—	—
49	ETRA	E*trade Financial CORP	Stock-Other	0.29%	—	—
50	HST	Host Hotels & Resorts INC	Stock-Real Estate	0.29%	—	+41.41%

1–50 of 200

Holding changes this quarter

Position changes disclosed by Ellington Management Group LLC for the quarter ending Q4 2013, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	OSK	Oshkosh CORP	-0.2%	-76.41%	Trim
2	THO	Thor Industries INC	-0.3%	-70.39%	Trim
3	SKAA	Skechers USA Inc-cl A	-0.3%	-85.06%	Trim
4	✓	Usec INC	-0.3%	-87.11%	Trim
5	PPC	Pilgrim's Pride CORP	-0.3%	-91.18%	Trim
6	CIG	Cia Energetica De-spon Adr	-0.4%	-92.06%	Trim
7	WT	Wisdomtree INC	-0.4%	-88.38%	Trim
8	BBD	Banco Bradesco-adr	-0.4%	-77.42%	Trim
9	CRUS	Cirrus Logic INC	-0.5%	-77.32%	Trim
10	SPY	Ss Spdr S&p 500 ETF Trust-us	—	EXIT	Sold out
11	VXX	iPath Series B S&P 500 VIX Short-Term Futures ETN	—	EXIT	Sold out
12	✓	Tivo INC	—	EXIT	Sold out
13	BID	Sotheby's	—	EXIT	Sold out
14	✓	Newcastle Invt CORP Com	—	EXIT	Sold out
15	ADM	Archer-daniels-midland Co	—	EXIT	Sold out
16	BC	Brunswick CORP	—	EXIT	Sold out
17	VRTS	Virtus Investment Partners	—	EXIT	Sold out
18	✓	Dst Sys INC Del Com	—	EXIT	Sold out
19	SYNA	Synaptics INC	—	EXIT	Sold out
20	LPX	Louisiana-pacific CORP	—	EXIT	Sold out
21	✓	Forest Oil CORP Com	—	EXIT	Sold out
22	CN4	Conn's INC	—	EXIT	Sold out
23	SD	SandRidge Energy, Inc.	—	EXIT	Sold out
24	✓	Cytec Inds INC	—	EXIT	Sold out
25	CVCEUR	Cablevision Systems-ny Grp-a	—	NEW	New buy
26	✓	Omnivision Technologies INC	—	EXIT	Sold out
27	EXTR	Extreme Networks INC	—	EXIT	Sold out
28	BAC	Bank Of America CORP	—	EXIT	Sold out
29	HES	Hess CORP	—	EXIT	Sold out
30	MDSOEUR	Medidata Solutions INC	—	EXIT	Sold out
31	TSCO	Tractor Supply Company	—	EXIT	Sold out
32	DVA	Davita INC	—	EXIT	Sold out
33	MAR	Marriott International -cl A	—	EXIT	Sold out
34	RGR	Sturm Ruger & Co INC	—	EXIT	Sold out
35	INGM	Ingram Micro Holding Corporation	—	EXIT	Sold out
36	TSN	Tyson Foods Inc-cl A	—	EXIT	Sold out
37	SIG	Signet Jewelers Limited	—	EXIT	Sold out
38	WDR	Waddell & Reed Financial-a	—	NEW	New buy
39	SIMO	Silicon Motion Technology Corporation	—	EXIT	Sold out
40	TTC	Toro Co	—	EXIT	Sold out
41	SDA	Sealed Air CORP	—	EXIT	Sold out
42	✓	Exco Resources INC	—	EXIT	Sold out
43	ODPEUR	Office Depot INC	—	NEW	New buy
44	AFL	Aflac INC	—	EXIT	Sold out
45	JCI	Johnson Controls Internation	—	EXIT	Sold out
46	✓	Angies List INC	—	EXIT	Sold out
47	MNST	Monster Beverage Corporation	—	EXIT	Sold out
48	LRNUSD	Stride INC	—	EXIT	Sold out
49	NVO	Novo-nordisk A/s-spons Adr	—	EXIT	Sold out
50	OLED	Universal Display CORP	—	EXIT	Sold out