Ellington Management Group LLC — Q3 2014 13F Holdings

Name: Ellington Management Group LLC — 13F Holdings, Q3 2014
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 282 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	EFC	Ellington Financial Inc.	Stock-Other	30.94%	—	—
2	EGY	Vaalco Energy INC	Stock-Other	0.77%	—	—
3	✓	Kate Spade & Company	Stock-Other	0.75%	—	—
4	NOK	Nokia Corp-spon Adr	Stock-Tech	0.70%	—	—
5	SMG	Scotts Miracle-gro Co	Stock-Materials	0.70%	—	—
6	CIG	Cia Energetica De-spon Adr	Stock-Other	0.70%	—	—
7	TREX	Trex Company INC	Stock-Industrials	0.68%	—	—
8	EW	Edwards Lifesciences CORP	Stock-Healthcare	0.66%	—	—
9	✓	Arris Group INC	Stock-Other	0.62%	—	—
10	THO	Thor Industries INC	Stock-Consumer Disc	0.60%	—	+126.67%
11	✓	American Cap Mtg Invt CORP	Stock-Other	0.60%	—	+108.52%
12	DAL	Delta Air Lines INC	Stock-Industrials	0.59%	—	+186.75%
13	LN5	Lannett Co INC	Stock-Other	0.58%	—	—
14	ALK	Alaska Air Group INC	Stock-Industrials	0.57%	—	+442.86%
15	SMOM	Symmetry Panoramic Sector Momen	Stock-Other	0.56%	—	—
16	BGCPEUR	Bgc Partners Inc-cl A	Stock-Other	0.55%	—	—
17	USX1	United States Steel CORP	Stock-Other	0.55%	—	-47.01%
18	NXPI	NXP Semiconductors N.V.	Stock-Tech	0.53%	—	+88.57%
19	✓		Stock-Other	0.53%	—	—
20	✓	Mwi Veterinary Supply INC Com	Stock-Other	0.52%	—	+96.15%
21	MPC	Marathon Petroleum CORP	Stock-Energy	0.52%	—	-28.80%
22	EVEUR	Eaton Vance CORP	Stock-Other	0.50%	—	—
23	MTRX	Matrix Service Co	Stock-Other	0.50%	—	—
24	NKTREUR	Nektar Therapeutics	Stock-Other	0.48%	—	+256.10%
25	CVCEUR	Cablevision Systems-ny Grp-a	Stock-Other	0.47%	—	-43.97%
26	JCI	Johnson Controls Internation	Stock-Other	0.47%	—	—
27	BIGGQ	Big Lots INC	Stock-Other	0.47%	—	—
28	✓		Stock-Other	0.46%	—	—
29	PENN	Penn Entertainment INC	Stock-Consumer Disc	0.46%	—	+319.01%
30	SC	Santander Consumer USA Holdi	Stock-Other	0.42%	—	+234.31%
31	AZPNUSD	Aspen Technology INC	Stock-Other	0.41%	—	-42.18%
32	62C	Piper Sandler Cos	Stock-Other	0.41%	—	+62.86%
33	✓	Sciclone Pharmaceuticals INC	Stock-Other	0.40%	—	—
34	UNFI	United Natural Foods INC	Stock-Consumer Staples	0.40%	—	—
35	SKAA	Skechers USA Inc-cl A	Stock-Other	0.40%	—	—
36	CMCSA	Comcast Corporation	Stock-Comm Services	0.37%	—	-40.94%
37	GILD	Gilead Sciences INC	Stock-Healthcare	0.37%	—	-21.88%
38	WGO	Winnebago Industries	Stock-Other	0.36%	—	-0.81%
39	WRLD	World Acceptance CORP	Stock-Other	0.36%	—	-30.97%
40	HZO	Marinemax INC	Stock-Other	0.36%	—	—
41	✓	Chemtura CORP	Stock-Other	0.36%	—	-15.27%
42	MTOR	Meritor INC	Stock-Other	0.36%	—	+59.53%
43	SPPIUSD	Spectrum Pharmaceuticals INC	Stock-Other	0.35%	—	—
44	SIXEUR	Six Flags Entertainment CORP	Stock-Other	0.35%	—	—
45	QIW	Qiwi Plc-sponsored Adr	Stock-Other	0.35%	—	—
46	LSAK	Lesaka Technologies INC	Stock-Other	0.35%	—	-13.52%
47	MODV	ModivCare Inc.	Stock-Other	0.35%	—	+10.87%
48	CMI	Cummins INC	Stock-Industrials	0.34%	—	—
49	SQM	Quimica Y Minera Chil-sp Adr	Stock-Other	0.34%	—	—
50	✓	Nutri Sys INC New Com	Stock-Other	0.34%	—	-4.99%

1–50 of 200

Holding changes this quarter

Position changes disclosed by Ellington Management Group LLC for the quarter ending Q3 2014, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	EFC	Ellington Financial Inc.	+8.2%	—	Unchanged
2	✓	Dst Sys INC Del Com	-0.2%	-55.12%	Trim
3	MU	Micron Technology INC	—	EXIT	Sold out
4	HRB	H&r Block INC	—	EXIT	Sold out
5	ITUB	Itau Unibanco H-spon Prf Adr	—	EXIT	Sold out
6	EGY	Vaalco Energy INC	—	NEW	New buy
7	✓	Kate Spade & Company	—	NEW	New buy
8	MGLNUSD	Magellan Health INC	—	EXIT	Sold out
9	CF	Cf Industries Holdings INC	—	EXIT	Sold out
10	NOK	Nokia Corp-spon Adr	—	NEW	New buy
11	SMG	Scotts Miracle-gro Co	—	NEW	New buy
12	INTU	Intuit INC	—	EXIT	Sold out
13	CIG	Cia Energetica De-spon Adr	—	NEW	New buy
14	TREX	Trex Company INC	—	NEW	New buy
15	EW	Edwards Lifesciences CORP	—	NEW	New buy
16	CSGP	Costar Group INC	—	EXIT	Sold out
17	NJR	New Jersey Resources CORP	—	EXIT	Sold out
18	NRG	Nrg Energy INC	—	EXIT	Sold out
19	✓	Arris Group INC	—	NEW	New buy
20	✓	Intelsat	—	EXIT	Sold out
21	ALSN	Allison Transmission Holding	—	EXIT	Sold out
22	✓	Tessera Technologies INC Com	—	EXIT	Sold out
23	MNST	Monster Beverage Corporation	—	EXIT	Sold out
24	LN5	Lannett Co INC	—	NEW	New buy
25	APAM	Artisan Partners Asset Ma -a	—	EXIT	Sold out
26	ZD	Ziff Davis INC	—	EXIT	Sold out
27	SMOM	Symmetry Panoramic Sector Momen	—	NEW	New buy
28	BAP	Credicorp Ltd.	—	EXIT	Sold out
29	BGCPEUR	Bgc Partners Inc-cl A	—	NEW	New buy
30	AVY	Avery Dennison CORP	—	EXIT	Sold out
31	PFE	Pfizer INC	—	EXIT	Sold out
32	✓		—	NEW	New buy
33	MA	Mastercard INC - A	—	EXIT	Sold out
34	✓	Strayer Ed INC Com	—	EXIT	Sold out
35	✓	Cash Amer Intl INC	—	EXIT	Sold out
36	WHR	Whirlpool CORP	—	EXIT	Sold out
37	MITTEUR	AG Mortgage Investment Trust	—	EXIT	Sold out
38	LBTYA	Liberty Global Ltd.	—	EXIT	Sold out
39	LXPUSD	Lxp Industrial Trust	—	EXIT	Sold out
40	EVEUR	Eaton Vance CORP	—	NEW	New buy
41	MTRX	Matrix Service Co	—	NEW	New buy
42	SAM	Boston Beer Company Inc-a	—	EXIT	Sold out
43	ACHC	Acadia Healthcare Co INC	—	EXIT	Sold out
44	✓	Firstmerit CORP Com	—	EXIT	Sold out
45	KLIC	Kulicke & Soffa Industries	—	EXIT	Sold out
46	✓	Global Eagle Acquisition Cor	—	EXIT	Sold out
47	✓		—	EXIT	Sold out
48	BBD	Banco Bradesco-adr	—	EXIT	Sold out
49	MDT	Medtronic plc	—	EXIT	Sold out
50	✓	Allied World Assurance Co Hlds AG	—	EXIT	Sold out