Ellington Management Group LLC — Q2 2014 13F Holdings

Name: Ellington Management Group LLC — 13F Holdings, Q2 2014
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001098490

Total reported value

$675.6M

← Back to latest quarter

Full holdings list this quarter

Showing top 200 holdings (of 424 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	EFC	Ellington Financial Inc.	Stock-Other	22.77%	—	—
2	MU	Micron Technology INC	Stock-Tech	0.70%	—	-31.14%
3	AZPNUSD	Aspen Technology INC	Stock-Other	0.60%	—	-31.08%
4	CVCEUR	Cablevision Systems-ny Grp-a	Stock-Other	0.57%	—	-33.71%
5	HRB	H&r Block INC	Stock-Consumer Disc	0.57%	—	—
6	ITUB	Itau Unibanco H-spon Prf Adr	Stock-Financials	0.56%	—	-28.88%
7	✓	Dst Sys INC Del Com	Stock-Other	0.55%	—	—
8	CF	Cf Industries Holdings INC	Stock-Materials	0.49%	—	—
9	MGLNUSD	Magellan Health INC	Stock-Other	0.49%	—	—
10	INTU	Intuit INC	Stock-Tech	0.47%	—	—
11	USX1	United States Steel CORP	Stock-Other	0.47%	—	+83.33%
12	MPC	Marathon Petroleum CORP	Stock-Energy	0.46%	—	+7.76%
13	MEI	Methode Electronics INC	Stock-Other	0.44%	—	-38.67%
14	CSGP	Costar Group INC	Stock-Real Estate	0.44%	—	—
15	NJR	New Jersey Resources CORP	Stock-Utilities	0.44%	—	+239.58%
16	NPO	Enpro INC	Stock-Industrials	0.43%	—	+334.48%
17	CMCSA	Comcast Corporation	Stock-Comm Services	0.43%	—	-17.39%
18	NRG	Nrg Energy INC	Stock-Utilities	0.42%	—	-12.00%
19	TER	Teradyne INC	Stock-Tech	0.41%	—	—
20	✓	Intelsat	Stock-Other	0.41%	—	+166.47%
21	ALSN	Allison Transmission Holding	Stock-Consumer Disc	0.41%	—	—
22	WRLD	World Acceptance CORP	Stock-Other	0.40%	—	—
23	✓	Tessera Technologies INC Com	Stock-Other	0.40%	—	+218.03%
24	MNST	Monster Beverage Corporation	Stock-Consumer Staples	0.40%	—	+23.71%
25	APAM	Artisan Partners Asset Ma -a	Stock-Financials	0.39%	—	—
26	ZD	Ziff Davis INC	Stock-Other	0.38%	—	+15.83%
27	BAP	Credicorp Ltd.	Stock-Financials	0.38%	—	-26.76%
28	AVY	Avery Dennison CORP	Stock-Consumer Disc	0.37%	—	-13.56%
29	✓	Cardtronics INC	Stock-Other	0.36%	—	—
30	PFE	Pfizer INC	Stock-Healthcare	0.36%	—	+276.81%
31	MA	Mastercard INC - A	Stock-Financials	0.35%	—	-1.90%
32	✓	Strayer Ed INC Com	Stock-Other	0.35%	—	—
33	✓	Cash Amer Intl INC	Stock-Other	0.35%	—	—
34	WHR	Whirlpool CORP	Stock-Consumer Disc	0.35%	—	-5.36%
35	MITTEUR	AG Mortgage Investment Trust	Stock-Other	0.34%	—	+122.99%
36	LBTYA	Liberty Global Ltd.	Stock-Other	0.34%	—	+60.19%
37	LXPUSD	Lxp Industrial Trust	Stock-Other	0.34%	—	—
38	SAM	Boston Beer Company Inc-a	Stock-Consumer Staples	0.33%	—	—
39	ACHC	Acadia Healthcare Co INC	Stock-Other	0.33%	—	-17.37%
40	✓	Firstmerit CORP Com	Stock-Other	0.33%	—	+18.09%
41	KLIC	Kulicke & Soffa Industries	Stock-Tech	0.33%	—	—
42	✓	Global Eagle Acquisition Cor	Stock-Other	0.33%	—	+126.69%
43	37M	Mrc Global INC	Stock-Other	0.33%	—	+22.77%
44	✓		Stock-Other	0.33%	—	+154.17%
45	BBD	Banco Bradesco-adr	Stock-Other	0.33%	—	—
46	GLUU	Glu Mobile INC	Stock-Other	0.33%	—	-45.14%
47	MDT	Medtronic plc	Stock-Healthcare	0.32%	—	—
48	✓	Chemtura CORP	Stock-Other	0.32%	—	-25.99%
49	✓	Allied World Assurance Co Hlds AG	Stock-Other	0.32%	—	+33.33%
50	FLO	Flowers Foods INC	Stock-Consumer Staples	0.32%	—	+6.62%

1–50 of 200

Holding changes this quarter

Position changes disclosed by Ellington Management Group LLC for the quarter ending Q2 2014, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	CRAY	Cray INC	-0.2%	-61.07%	Trim
2	DECK	Deckers Outdoor CORP	-0.4%	-89.14%	Trim
3	GME	Gamestop Corp-class A	-0.5%	-89.61%	Trim
4	DFIN	Donnelley Financial Solutions, Inc.	—	EXIT	Sold out
5	QIW	Qiwi Plc-sponsored Adr	—	EXIT	Sold out
6	TTWO	Take-two Interactive Softwre	—	EXIT	Sold out
7	PCRX	Pacira Biosciences INC	—	EXIT	Sold out
8	AVAL	Grupo Aval Acciones y Valores S.A.	—	EXIT	Sold out
9	WBC1EUR	Wabco Holdings INC	—	EXIT	Sold out
10	BIGGQ	Big Lots INC	—	EXIT	Sold out
11	UIS	Unisys CORP	—	EXIT	Sold out
12	DBDEUR	Diebold Nixdorf INC	—	EXIT	Sold out
13	UVV	Universal Corp/va	—	EXIT	Sold out
14	✓	Companhia Brasileira De Dist	—	EXIT	Sold out
15	BCRUSD	Cr Bard INC	—	EXIT	Sold out
16	EFII	Electronics For Imaging	—	EXIT	Sold out
17	✓	Financial Engines INC Com	—	EXIT	Sold out
18	✓	Kate Spade & Company	—	EXIT	Sold out
19	GEOS	Geospace Technologies CORP	—	EXIT	Sold out
20	AKS1EUR	Ak Steel Holding CORP	—	EXIT	Sold out
21	RNR	RenaissanceRe Holdings Ltd.	—	EXIT	Sold out
22	SF	Stifel Financial CORP	—	EXIT	Sold out
23	HRB	H&r Block INC	—	NEW	New buy
24	BG	Bunge Global SA	—	EXIT	Sold out
25	GPN	Global Payments INC	—	EXIT	Sold out
26	FLR	Fluor CORP	—	EXIT	Sold out
27	✓	Forest City Enterprises INC	—	EXIT	Sold out
28	✓	Dst Sys INC Del Com	—	NEW	New buy
29	ED	Consolidated Edison INC	—	EXIT	Sold out
30	WNC	Wabash National CORP	—	EXIT	Sold out
31	✓		—	EXIT	Sold out
32	✓	Enel Americas S A	—	EXIT	Sold out
33	✓	Shire PLC	—	EXIT	Sold out
34	✓	Susser Holdings CORP	—	EXIT	Sold out
35	MGLNUSD	Magellan Health INC	—	NEW	New buy
36	CF	Cf Industries Holdings INC	—	NEW	New buy
37	✓	Rpx CORP	—	EXIT	Sold out
38	VC	Visteon CORP	—	EXIT	Sold out
39	CLGX	Corelogic INC	—	EXIT	Sold out
40	AAPL	Apple INC	—	EXIT	Sold out
41	JLL	Jones Lang Lasalle INC	—	EXIT	Sold out
42	INTU	Intuit INC	—	NEW	New buy
43	REGIEUR	Renewable Energy Group INC	—	EXIT	Sold out
44	L	Loews CORP	—	EXIT	Sold out
45	NCLH	Norwegian Cruise Line Holdings Ltd.	—	EXIT	Sold out
46	TEN1	Tenneco Inc-class A	—	EXIT	Sold out
47	CBAN	Colony Bankcorp, Inc.	—	EXIT	Sold out
48	M	Macy's INC	—	EXIT	Sold out
49	EEFT	Euronet Worldwide INC	—	EXIT	Sold out
50	KO	Coca-cola Co/the	—	EXIT	Sold out