Ellington Management

Latest statistics and disclosures from ELLINGTON MANAGEMENT's latest quarterly 13F-HR filing:

ELLINGTON MANAGEMENT portfolio companies for September 2014 quarter

Ticker Name Portfolio Weight Change Share Count Price Last Trade
Ellington Financial 30.94 2028149 22.22 0.00
EGY VAALCO Energy 0.77 NEW 131400 8.50 5.04
Kate Spade & Co 0.75 NEW 41600 26.23 0.00
NOK Nokia Corporation 0.70 NEW 121200 8.46 7.91
CIG Companhia Energetica Minas Gerais 0.70 NEW 162600 6.23 4.63
SMG Scotts Miracle-Gro Company 0.70 NEW 18600 55.00 61.97
TREX Trex Company 0.68 NEW 28800 34.58 41.52
EW Edwards Lifesciences 0.66 NEW 9400 102.13 133.21
Arris 0.62 NEW 31600 28.35 0.00
THO Thor Industries 0.60 +126.00% 17000 51.53 55.01
American Capital Mortgage In 0.60 +108.00% 46500 18.82 0.00
DAL Delta Air Lines 0.59 +186.00% 23800 36.13 47.38
LCI Lannett Company 0.58 NEW 18600 45.70 44.15
ALK Alaska Air 0.57 +442.00% 19000 43.53 56.16
SMA Symmetry Medical 0.56 NEW 81200 10.09 0.00
BGCP BGC Partners 0.55 NEW 107900 7.43 8.74
X United States Steel Corporation 0.55 -47.00% 20400 39.17 28.59
Freescale Semiconductor Holdin 0.53 +88.00% 39600 19.52 0.00
Nationstar Mortgage 0.53 NEW 22400 34.24 0.00
MWIV MWI Veterinary Supply 0.52 +96.00% 5100 148.43 171.80
Marathon Petroleum 0.52 -28.00% 8900 84.72 0.00
EV Eaton Vance 0.50 NEW 19300 37.72 42.14
MTRX Matrix Service Company 0.50 NEW 30000 24.13 20.29
NKTR Nektar Therapeutics 0.48 +256.00% 58400 12.07 15.69
Tyco International Ltd S hs 0.47 NEW 15300 44.58 0.00
BIG Big Lots 0.47 NEW 15800 43.04 38.39
CVC Cablevision Systems Corporation 0.47 -43.00% 39000 17.51 20.10
LLTC Linear Technology Corporation 0.46 NEW 15200 44.41 45.95
PENN Penn National Gaming 0.46 +319.00% 59500 11.21 13.13
Santander Consumer Usa 0.42 +234.00% 34100 17.80 0.00
PJC Piper Jaffray Companies 0.41 +62.00% 11400 52.28 57.37
AZPN Aspen Technology 0.41 -42.00% 15900 37.74 35.61
SKX Skechers USA 0.40 NEW 10800 53.33 56.48
UNFI United Natural Foods 0.40 NEW 9400 61.49 76.67
SCLN SciClone Pharmaceuticals 0.40 NEW 84400 6.90 8.85
CMCSK Comcast Corporation 0.37 -40.00% 10100 53.47 57.05
GILD Gilead Sciences 0.37 -21.00% 5000 106.40 108.45
WGO Winnebago Industries 0.36 24400 21.76 21.23
WRLD World Acceptance 0.36 -30.00% 7800 67.56 77.59
HZO MarineMax 0.36 NEW 30900 16.86 19.45
CHMT Chemtura Corporation 0.36 -15.00% 22200 23.33 23.48
Meritor 0.36 +59.00% 47700 10.86 0.00
UEPS Net 1 UEPS Technologies 0.35 -13.00% 42200 12.06 11.11
MDVN Medivation 0.35 +10.00% 5100 98.82 108.34
SPPI Spectrum Pharmaceuticals 0.35 NEW 63200 8.13 7.17
SIX Six Flags Entertainment 0.35 NEW 14900 34.36 41.95
Qiwi 0.35 NEW 16200 31.60 0.00
SQM Sociedad Quimica y Minera 0.34 NEW 19200 26.15 23.71
CMI Cummins 0.34 NEW 3800 132.11 143.06
BGG Briggs & Stratton Corporation 0.34 +58.00% 27400 18.03 20.11
NTRI NutriSystem 0.34 -4.00% 32400 15.37 19.56
IDCC InterDigital 0.34 NEW 12500 39.84 53.75
BAH Booz Allen Hamilton Holding Corporation 0.34 -29.00% 20900 23.40 26.02
Boise Cascade 0.34 NEW 16300 30.12 0.00
DST DST Systems 0.33 -55.00% 5700 83.86 95.10
AMWD American Woodmark Corporation 0.33 +32.00% 12900 36.82 40.65
SWFT Swift Transportation Company 0.33 +7.00% 23100 21.00 28.90
OCR Omnicare 0.32 NEW 7400 62.30 73.59
PPL PPL Corporation 0.32 NEW 14100 32.84 36.01
Yrc Worldwide Inc Com par $.01 0.32 +205.00% 22900 20.31 0.00
TER Teradyne 0.31 -48.00% 23200 19.40 19.83
CTP CTPartners Executive Search 0.31 NEW 28900 15.61 15.40
Zeltiq Aesthetics 0.31 NEW 19700 22.64 0.00
Mondelez Int 0.31 NEW 13200 34.24 0.00
GNW Genworth Financial 0.30 NEW 33200 13.10 8.59
BIIB Biogen Idec 0.30 NEW 1300 330.77 360.67
Solar Cap 0.30 +84.00% 23337 18.68 0.00
IPGP IPG Photonics Corporation 0.30 NEW 6400 68.75 75.10
VDSI VASCO Data Security International 0.30 NEW 23600 18.77 26.76
Arcbest 0.30 NEW 11700 37.26 0.00
AES AES Corporation 0.29 NEW 29600 14.19 13.50
AAP Advance Auto Parts 0.29 NEW 3200 130.31 159.85
AEIS Advanced Energy Industries 0.29 NEW 22800 18.77 22.70
PTRY Pantry 0.29 NEW 21100 20.24 36.37
HHC Howard Hughes 0.29 NEW 2800 150.00 132.12
Te Connectivity Ltd for 0.29 NEW 7700 55.32 0.00
Pacific Ethanol 0.29 NEW 30200 13.97 0.00
Leidos Holdings 0.29 NEW 12300 34.31 0.00
BR Broadridge Financial Solutions 0.28 NEW 9800 41.63 45.51
MON Monsanto Company 0.28 NEW 3600 112.50 121.12
PBI Pitney Bowes 0.28 NEW 16100 24.97 24.66
FL Foot Locker 0.28 NEW 7300 55.62 53.86
GMT GATX Corporation 0.28 -16.00% 6900 58.41 56.95
AXL American Axle & Manufact. Holdings 0.28 +84.00% 24000 16.75 22.19
ELP Companhia Paranaense de Energia 0.28 NEW 29700 13.67 12.70
MEI Methode Electronics 0.28 -55.00% 11100 36.85 34.92
CNP CenterPoint Energy 0.28 NEW 16600 24.46 23.10
UVE Universal Insurance Holdings 0.28 NEW 31800 12.92 19.86
LOGITECH INTERNATIONAL SA APP Com Stk 0.28 -15.00% 31400 12.83 0.00
LRN K12 0.28 +14.00% 25200 15.95 12.30
Federated National Holding C 0.28 +47.00% 14500 28.07 0.00
CMCSA Comcast Corporation 0.27 NEW 7300 53.84 57.17
SCHN Schnitzer Steel Industries 0.27 NEW 16100 24.04 22.96
PRU Prudential Financial 0.27 NEW 4400 87.95 89.80
CGI Celadon 0.27 NEW 20100 19.45 22.47
Chemed Corp Com Stk 0.27 NEW 3800 102.89 0.00
Ofg Ban 0.27 NEW 26600 14.96 0.00
Luxoft Holding Inc cmn 0.27 NEW 10400 37.21 0.00
JBLU JetBlue Airways Corporation 0.26 NEW 35600 10.62 15.37
RDN Radian 0.26 -35.00% 26800 14.25 16.31
FMC FMC Corporation 0.26 NEW 6700 57.16 56.96
THG Hanover Insurance 0.26 NEW 6200 61.45 69.06
RMBS Rambus 0.26 +186.00% 29800 12.48 11.45
SPR Spirit AeroSystems Holdings 0.26 9800 38.06 41.87
Garmin 0.26 NEW 7400 52.03 0.00
Envision Healthcare Hlds 0.26 NEW 11100 34.68 0.00
VLO Valero Energy Corporation 0.25 +62.00% 7800 46.28 48.88
Assured Guaranty 0.25 NEW 16500 22.18 0.00
Deutsche Bank Ag-registered 0.25 NEW 10600 34.91 0.00
GORO Gold Resource Corporation 0.25 +35.00% 71000 5.13 3.17
Air Lease 0.25 NEW 11200 32.50 0.00
Ddr Corp stock 0.25 -25.00% 21500 16.74 0.00
Delphi Automotive Plc shs 0.25 NEW 5900 61.36 0.00
Sanmina 0.25 NEW 17500 20.86 0.00
Inteliquent 0.25 NEW 29600 12.47 0.00
Nextera Energy 0.24 NEW 3700 93.78 0.00
ITW Illinois Tool Works 0.24 NEW 4200 84.52 96.02
Enstar Group Limited shs 0.24 NEW 2600 136.15 0.00
NEU NewMarket Corporation 0.24 NEW 900 381.11 396.79
MMS MAXIMUS 0.24 NEW 8800 40.11 53.32
WBS Webster Financial Corporation 0.24 NEW 11800 29.15 32.40
HSII Heidrick & Struggles International 0.24 NEW 17300 20.52 22.19
WTR Aqua America 0.24 NEW 14800 23.51 26.03
LF LeapFrog Enterprises 0.24 +324.00% 57700 6.00 4.64
DXCM Dex 0.24 NEW 8900 40.00 56.55
WBMD WebMD Health 0.24 NEW 8400 41.79 39.91
ANIK Anika Therapeutics 0.24 +82.00% 9500 36.63 38.14
Hldgs 0.24 NEW 7600 46.84 0.00
Home Loan Servicing Solution ord 0.24 NEW 16500 21.21 0.00
United Ins Hldgs 0.24 NEW 23600 15.00 0.00
SBUX Starbucks Corporation 0.23 NEW 4500 75.56 79.44
AFSI Amtrust Financial Services 0.23 -38.00% 8500 39.76 56.82
BMA Banco Macro SA 0.23 NEW 8400 39.64 42.55
ENV Envestnet 0.23 NEW 7600 45.00 50.42
AMG Affiliated Managers 0.22 -40.00% 1600 200.62 211.16
TKR Timken Company 0.22 NEW 7400 42.43 43.23
MYE Myers Industries 0.22 NEW 17900 17.65 17.04
INFN Infinera 0.22 -30.00% 30600 10.69 15.48
LG Laclede 0.22 -2.00% 6900 46.38 51.86
CALM Cal-Maine Foods 0.22 -21.00% 3600 89.44 43.63
ENSG Ensign 0.22 -7.00% 9100 34.84 44.99
JKHY Jack Henry & Associates 0.22 NEW 5700 55.61 63.24
Cbre Group Inc Cl A 0.22 NEW 10700 29.72 0.00
Advanced Emissions 0.22 NEW 15000 21.27 0.00
BEN Franklin Resources 0.21 NEW 5700 54.56 56.69
MENT Mentor Graphics Corporation 0.21 +35.00% 14800 20.47 21.78
TEN Tenne 0.21 NEW 5900 52.37 55.92
EVR Evercore Partners 0.21 NEW 6500 47.08 51.93
IM Ingram Micro 0.21 NEW 12100 25.79 28.01
UFPI Universal Forest Products 0.21 NEW 7300 42.74 51.81
BDC Belden 0.21 NEW 4700 64.04 78.76
ARAY Accuray Incorporated 0.21 -32.00% 41900 7.26 7.54
Mrc Global Inc cmn 0.21 -47.00% 13000 23.31 0.00
JBHT J.B. Hunt Transport Services 0.20 NEW 3900 74.10 83.83
SHW Sherwin-Williams Company 0.20 NEW 1300 219.23 260.07
ELY Callaway Golf Company 0.20 NEW 40200 7.24 7.33
KND Kindred Healthcare 0.20 NEW 15300 19.41 18.04
POL PolyOne Corporation 0.20 NEW 8000 35.62 36.97
MANH Manhattan Associates 0.20 NEW 8800 33.41 39.73
NPO EnPro Industries 0.20 -62.00% 4700 60.43 60.42
UGI UGI Corporation 0.20 NEW 8600 34.07 37.71
CNC Centene Corporation 0.20 NEW 3600 82.78 106.73
Agni 0.20 +66.00% 10000 29.00 0.00
FAF First American Financial 0.20 NEW 10800 27.13 33.09
CATM Cardtronics 0.20 -62.00% 8400 35.24 38.46
FNGN Financial Engines 0.20 NEW 8400 34.17 38.20
Intercontinentalexchange 0.20 NEW 1500 195.33 0.00
BRO Brown & Brown 0.19 NEW 8600 32.09 32.43
HSC Harsco Corporation 0.19 NEW 12900 21.40 18.19
Fresh Del Monte Produce 0.19 NEW 8700 31.95 0.00
GT Goodyear Tire & Rubber Company 0.19 NEW 12100 22.56 28.08
Accenture 0.19 NEW 3400 81.18 0.00
FCH FelCor Lodging Trust Incorporated 0.19 +136.00% 28900 9.38 10.56
AYI Acuity Brands 0.19 NEW 2300 117.83 137.38
HLX Helix Energy Solutions 0.19 NEW 12700 22.05 21.97
TRN Trinity Industries 0.19 -37.00% 5900 46.78 27.92
DG Dollar General 0.19 +18.00% 4500 61.11 68.56
TOWR Tower International 0.19 NEW 11000 25.18 25.25
Maiden Holdings Ltd shs 0.19 -32.00% 24700 11.09 0.00
Commscope Hldg 0.19 -23.00% 11800 23.90 0.00
Xcerra 0.19 +144.00% 28800 9.79 0.00
AJG Arthur J. Gallagher & Co. 0.18 NEW 5800 45.34 47.42
JCP J.C. Penney Company 0.18 NEW 25500 10.04 6.59
SWK Stanley Black & Decker 0.18 NEW 3000 88.67 96.90
NILE Blue Nile 0.18 NEW 9000 28.56 35.32
TSO Tesoro Corporation 0.18 NEW 4300 60.93 72.00
DAKT Daktronics 0.18 NEW 20800 12.31 12.41
ATK Alliant Techsystems 0.18 NEW 2100 127.62 110.76
Industries N shs - a - 0.18 -27.00% 2400 108.75 0.00
DANG E Commerce China Dangdang 0.18 NEW 21600 12.22 9.19
Ubiquiti Networks 0.18 NEW 6900 37.54 0.00
Mallinckrodt Pub 0.18 NEW 2900 90.00 0.00
Sprouts Fmrs Mkt 0.18 NEW 9200 29.02 0.00
Aramark Hldgs 0.18 -62.00% 9900 26.26 0.00
New Media Inv Grp 0.18 NEW 15701 16.62 0.00
MTG MGIC Investment 0.17 +26.00% 32300 7.80 9.04
BF.B Brown-Forman Corporation 0.17 NEW 2800 90.36 0.00
JACK Jack in the Box 0.17 NEW 3700 68.11 77.32
AA Alcoa 0.17 NEW 15100 16.09 15.94
SCI Service Corporation International 0.17 NEW 12000 21.17 22.45
JAH Jarden Corporation 0.17 NEW 4200 60.00 46.86
TRAK DealerTrack Holdings 0.17 NEW 5600 43.39 45.85
PRSC Providence Service Corporation 0.17 NEW 5100 48.43 36.50
Ja Solar Holdings Co Ltd spon adr rep5ord 0.17 +21.00% 26100 9.23 0.00
Marcus & Millichap 0.17 NEW 8000 30.25 0.00
HPQ Hewlett-Packard Company 0.16 NEW 6700 35.52 39.90
Arch Capital 0.16 NEW 4200 54.76 0.00
BHE Benchmark Electronics 0.16 +3.00% 10600 22.17 24.91
SGY Stone Energy Corporation 0.16 NEW 7400 31.35 18.35
WMGI Wright Medical 0.16 NEW 7800 30.26 27.85
CUK Carnival 0.16 NEW 5900 40.00 44.29
CVLT CommVault Systems 0.16 NEW 4700 50.43 51.62
NGNM NeoGenomics 0.16 NEW 44200 5.20 0.00
ChipMOS Technology Bermuda Ltd. shs 0.16 NEW 10600 22.64 0.00
Voxx International Corporation 0.16 NEW 24600 9.31 0.00
Adt 0.16 NEW 6700 35.52 0.00
SBNY Signature Bank 0.15 NEW 1900 112.11 123.66
DKS Dick's Sporting Goods 0.15 NEW 5000 43.80 50.09
MCY Mercury General Corporation 0.15 NEW 4600 48.91 55.03
TUES Tuesday Morning Corporation 0.15 NEW 11500 19.39 21.27
CRM salesforce 0.15 NEW 3800 57.63 59.86
AAWW Atlas Air Worldwide Holdings 0.15 NEW 6700 32.99 47.00
PRAA Portfolio Recovery Associates 0.15 NEW 4200 52.14 58.06
Sunopta 0.15 NEW 17800 12.08 0.00
Pacira Pharmaceuticals 0.15 NEW 2300 96.96 0.00
Lands' End 0.15 NEW 5300 41.13 0.00
OSIR Osiris Therapeutics 0.14 NEW 15700 12.61 14.33
TIVO TiVo 0.14 NEW 16100 12.80 11.83
Ann 0.14 NEW 5000 41.20 0.00
Magicjack Vocaltec 0.14 +43.00% 20100 9.85 0.00
American Realty Capital Prop 0.14 +58.00% 17400 12.07 0.00
Retailmenot 0.14 -12.00% 12900 16.12 0.00
Demand Media Inc Common Stock 0.14 NEW 23300 8.84 0.00
QLTY Quality Distribution 0.13 -38.00% 14800 12.77 9.78
Kosmos Energy 0.13 NEW 18400 9.95 0.00
Everyday Health 0.13 NEW 13900 13.96 0.00
AMKR Amkor Technology 0.12 NEW 20300 8.42 6.94
FHN First Horizon National Corporation 0.12 -74.00% 13800 12.25 13.39
PQ PetroQuest Energy 0.12 +9.00% 32000 5.62 3.99
IVR Invesco Mortgage Capital 0.12 NEW 11600 15.69 16.30
GCA Global Cash Access Holdings 0.11 -65.00% 24200 6.74 6.79
SHOR ShoreTel 0.11 +49.00% 23700 6.67 7.55
NCI Navigant Consulting 0.11 NEW 11900 13.95 15.39
OME Omega Protein Corporation 0.11 NEW 12200 12.54 9.26
IPHI Inphi Corporation 0.11 -22.00% 11500 14.35 15.12
Spirit Realty reit 0.11 +45.00% 15100 10.99 0.00
RAD Rite Aid Corporation 0.10 +174.00% 29100 4.85 6.77
Cosan Ltd shs a 0.10 NEW 13500 10.74 0.00
Cys Investments 0.10 NEW 18400 8.26 0.00
Western Asset Mortgage cmn 0.10 NEW 10200 14.80 0.00
RT Ruby Tuesday 0.09 +57.00% 22200 5.90 6.43
ONB Old National Ban 0.09 NEW 10100 12.97 14.68
REN Resolute Energy 0.09 -51.00% 21200 6.27 1.31
FRM Furmanite Corporation 0.09 NEW 19500 6.77 7.48
IRC Inland Real Estate Corporation 0.09 NEW 12500 9.92 10.96
Allot Communications Ltd Shs 0.09 NEW 11800 11.44 0.00
MXL MaxLinear 0.09 +62.00% 18900 6.88 7.40
TA TravelCenters of America 0.09 +7.00% 12900 9.84 11.69
Supernus Pharmaceuticals 0.09 NEW 15200 8.68 0.00
Windstream Hldgs 0.09 NEW 11600 10.78 0.00
CBK Christopher & Banks Corporation 0.08 +3.00% 12400 9.92 5.24
FORM FormFactor 0.08 -10.00% 17100 7.19 8.32
IL IntraLinks Holdings 0.08 NEW 15000 8.13 11.42
PACB Pacific Biosciences of California 0.08 -18.00% 22800 4.91 7.50
Midstates Pete 0.08 NEW 21700 5.07 0.00
AFFX Affymetrix 0.07 -16.00% 13400 7.99 9.64
RLD RealD 0.07 -54.00% 11000 9.36 11.46
Bazaarvoice 0.07 NEW 12800 7.42 0.00
Tristate Capital Hldgs 0.07 NEW 10500 9.05 0.00
Sungy Mobile Ltd adr rep ord a 0.07 NEW 15900 6.54 0.00
Galmed Pharmaceuticals Ltd shs 0.07 NEW 11200 8.57 0.00
FTR Frontier Communications 0.06 +2.00% 14500 6.48 6.72
SPIL Siliconware Precision Industries 0.06 NEW 12100 6.86 7.46
FOLD Amicus Therapeutics 0.06 NEW 15200 5.92 8.03
GFI Gold Fields 0.05 NEW 19100 3.87 4.36
GOL Gol Linhas Aereas Inteligentes SA 0.05 -75.00% 15300 4.84 5.23
MNI McClatchy Company 0.05 NEW 21000 3.38 3.37
Jive Software 0.05 NEW 11300 5.84 0.00
SIGM Sigma Designs 0.04 NEW 14400 4.31 5.36
CDE Coeur d'Alene Mines Corporation 0.04 NEW 10800 5.00 4.91
NOR Noranda Aluminum Holding Corporation 0.04 NEW 12800 4.53 3.55
GLUU Glu Mobile 0.04 -92.00% 10700 5.14 4.03

Past 13F-HR SEC Filings for ELLINGTON MANAGEMENT

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