Ellington Management Group

Ellington Management as of Sept. 30, 2014

Portfolio Holdings for Ellington Management

Ellington Management holds 282 positions in its portfolio as reported in the September 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ellington Financial 30.9 $45M 2.0M 22.22
VAALCO Energy (EGY) 0.8 $1.1M 131k 8.50
Kate Spade & Co 0.8 $1.1M 42k 26.23
Nokia Corporation (NOK) 0.7 $1.0M 121k 8.46
Companhia Energetica Minas Gerais (CIG) 0.7 $1.0M 163k 6.23
Scotts Miracle-Gro Company (SMG) 0.7 $1.0M 19k 55.00
Trex Company (TREX) 0.7 $996k 29k 34.58
Edwards Lifesciences (EW) 0.7 $960k 9.4k 102.13
Arris 0.6 $896k 32k 28.35
Thor Industries (THO) 0.6 $876k 17k 51.53
American Capital Mortgage In 0.6 $875k 47k 18.82
Delta Air Lines (DAL) 0.6 $860k 24k 36.13
Lannett Company 0.6 $850k 19k 45.70
Alaska Air (ALK) 0.6 $827k 19k 43.53
Symmetry Medical 0.6 $819k 81k 10.09
BGC Partners 0.6 $802k 108k 7.43
United States Steel Corporation 0.6 $799k 20k 39.17
Freescale Semiconductor Holdin 0.5 $773k 40k 19.52
Nationstar Mortgage 0.5 $767k 22k 34.24
MWI Veterinary Supply 0.5 $757k 5.1k 148.43
Marathon Petroleum Corp (MPC) 0.5 $754k 8.9k 84.72
Eaton Vance 0.5 $728k 19k 37.72
Matrix Service Company (MTRX) 0.5 $724k 30k 24.13
Nektar Therapeutics 0.5 $705k 58k 12.07
Tyco International Ltd S hs 0.5 $682k 15k 44.58
Big Lots (BIGGQ) 0.5 $680k 16k 43.04
Cablevision Systems Corporation 0.5 $683k 39k 17.51
Linear Technology Corporation 0.5 $675k 15k 44.41
Penn National Gaming (PENN) 0.5 $667k 60k 11.21
Santander Consumer Usa 0.4 $607k 34k 17.80
Piper Jaffray Companies (PIPR) 0.4 $596k 11k 52.28
Aspen Technology 0.4 $600k 16k 37.74
Skechers USA 0.4 $576k 11k 53.33
United Natural Foods (UNFI) 0.4 $578k 9.4k 61.49
SciClone Pharmaceuticals 0.4 $582k 84k 6.90
Comcast Corporation 0.4 $540k 10k 53.47
Gilead Sciences (GILD) 0.4 $532k 5.0k 106.40
Winnebago Industries (WGO) 0.4 $531k 24k 21.76
World Acceptance (WRLD) 0.4 $527k 7.8k 67.56
MarineMax (HZO) 0.4 $521k 31k 16.86
Chemtura Corporation 0.4 $518k 22k 23.33
Meritor 0.4 $518k 48k 10.86
Net 1 UEPS Technologies (LSAK) 0.3 $509k 42k 12.06
Medivation 0.3 $504k 5.1k 98.82
Spectrum Pharmaceuticals 0.3 $514k 63k 8.13
Six Flags Entertainment (SIX) 0.3 $512k 15k 34.36
Qiwi (QIWI) 0.3 $512k 16k 31.60
Sociedad Quimica y Minera (SQM) 0.3 $502k 19k 26.15
Cummins (CMI) 0.3 $502k 3.8k 132.11
Briggs & Stratton Corporation 0.3 $494k 27k 18.03
NutriSystem 0.3 $498k 32k 15.37
InterDigital (IDCC) 0.3 $498k 13k 39.84
Booz Allen Hamilton Holding Corporation (BAH) 0.3 $489k 21k 23.40
Boise Cascade (BCC) 0.3 $491k 16k 30.12
DST Systems 0.3 $478k 5.7k 83.86
American Woodmark Corporation (AMWD) 0.3 $475k 13k 36.82
Swift Transportation Company 0.3 $485k 23k 21.00
Omnicare 0.3 $461k 7.4k 62.30
PPL Corporation (PPL) 0.3 $463k 14k 32.84
Yrc Worldwide Inc Com par $.01 0.3 $465k 23k 20.31
Teradyne (TER) 0.3 $450k 23k 19.40
CTPartners Executive Search (CTPR) 0.3 $451k 29k 15.61
Zeltiq Aesthetics 0.3 $446k 20k 22.64
Mondelez Int (MDLZ) 0.3 $452k 13k 34.24
Genworth Financial (GNW) 0.3 $435k 33k 13.10
Biogen Idec (BIIB) 0.3 $430k 1.3k 330.77
Solar Cap (SLRC) 0.3 $436k 23k 18.68
IPG Photonics Corporation (IPGP) 0.3 $440k 6.4k 68.75
VASCO Data Security International 0.3 $443k 24k 18.77
Arcbest (ARCB) 0.3 $436k 12k 37.26
AES Corporation (AES) 0.3 $420k 30k 14.19
Advance Auto Parts (AAP) 0.3 $417k 3.2k 130.31
Advanced Energy Industries (AEIS) 0.3 $428k 23k 18.77
Pantry 0.3 $427k 21k 20.24
Howard Hughes 0.3 $420k 2.8k 150.00
Te Connectivity Ltd for 0.3 $426k 7.7k 55.32
Pacific Ethanol 0.3 $422k 30k 13.97
Leidos Holdings (LDOS) 0.3 $422k 12k 34.31
Broadridge Financial Solutions (BR) 0.3 $408k 9.8k 41.63
Monsanto Company 0.3 $405k 3.6k 112.50
Pitney Bowes (PBI) 0.3 $402k 16k 24.97
Foot Locker 0.3 $406k 7.3k 55.62
GATX Corporation (GATX) 0.3 $403k 6.9k 58.41
American Axle & Manufact. Holdings (AXL) 0.3 $402k 24k 16.75
Companhia Paranaense de Energia 0.3 $406k 30k 13.67
Methode Electronics (MEI) 0.3 $409k 11k 36.85
CenterPoint Energy (CNP) 0.3 $406k 17k 24.46
Universal Insurance Holdings (UVE) 0.3 $411k 32k 12.92
LOGITECH INTERNATIONAL SA APP Com Stk (LOGI) 0.3 $403k 31k 12.83
K12 0.3 $402k 25k 15.95
Federated National Holding C 0.3 $407k 15k 28.07
Comcast Corporation (CMCSA) 0.3 $393k 7.3k 53.84
Schnitzer Steel Industries (RDUS) 0.3 $387k 16k 24.04
Prudential Financial (PRU) 0.3 $387k 4.4k 87.95
Celadon (CGIP) 0.3 $391k 20k 19.45
Chemed Corp Com Stk (CHE) 0.3 $391k 3.8k 102.89
Ofg Ban (OFG) 0.3 $398k 27k 14.96
Luxoft Holding Inc cmn 0.3 $387k 10k 37.21
JetBlue Airways Corporation (JBLU) 0.3 $378k 36k 10.62
Radian (RDN) 0.3 $382k 27k 14.25
FMC Corporation (FMC) 0.3 $383k 6.7k 57.16
Hanover Insurance (THG) 0.3 $381k 6.2k 61.45
Rambus (RMBS) 0.3 $372k 30k 12.48
Spirit AeroSystems Holdings (SPR) 0.3 $373k 9.8k 38.06
Garmin (GRMN) 0.3 $385k 7.4k 52.03
Envision Healthcare Hlds 0.3 $385k 11k 34.68
Valero Energy Corporation (VLO) 0.2 $361k 7.8k 46.28
Assured Guaranty (AGO) 0.2 $366k 17k 22.18
Deutsche Bank Ag-registered (DB) 0.2 $370k 11k 34.91
Gold Resource Corporation (GORO) 0.2 $364k 71k 5.13
Air Lease Corp (AL) 0.2 $364k 11k 32.50
Ddr Corp 0.2 $360k 22k 16.74
Delphi Automotive 0.2 $362k 5.9k 61.36
Sanmina (SANM) 0.2 $365k 18k 20.86
Inteliquent 0.2 $369k 30k 12.47
Nextera Energy (NEE) 0.2 $347k 3.7k 93.78
Illinois Tool Works (ITW) 0.2 $355k 4.2k 84.52
Enstar Group (ESGR) 0.2 $354k 2.6k 136.15
NewMarket Corporation (NEU) 0.2 $343k 900.00 381.11
Maximus (MMS) 0.2 $353k 8.8k 40.11
Webster Financial Corporation (WBS) 0.2 $344k 12k 29.15
Heidrick & Struggles International (HSII) 0.2 $355k 17k 20.52
Aqua America 0.2 $348k 15k 23.51
LeapFrog Enterprises 0.2 $346k 58k 6.00
Dex (DXCM) 0.2 $356k 8.9k 40.00
WebMD Health 0.2 $351k 8.4k 41.79
Anika Therapeutics (ANIK) 0.2 $348k 9.5k 36.63
Hldgs (UAL) 0.2 $356k 7.6k 46.84
Home Loan Servicing Solution ord 0.2 $350k 17k 21.21
United Ins Hldgs (ACIC) 0.2 $354k 24k 15.00
Starbucks Corporation (SBUX) 0.2 $340k 4.5k 75.56
Amtrust Financial Services 0.2 $338k 8.5k 39.76
Banco Macro SA (BMA) 0.2 $333k 8.4k 39.64
Envestnet (ENV) 0.2 $342k 7.6k 45.00
Affiliated Managers (AMG) 0.2 $321k 1.6k 200.62
Timken Company (TKR) 0.2 $314k 7.4k 42.43
Myers Industries (MYE) 0.2 $316k 18k 17.65
Infinera 0.2 $327k 31k 10.69
Laclede 0.2 $320k 6.9k 46.38
Cal-Maine Foods (CALM) 0.2 $322k 3.6k 89.44
Ensign (ENSG) 0.2 $317k 9.1k 34.84
Jack Henry & Associates (JKHY) 0.2 $317k 5.7k 55.61
Cbre Group Inc Cl A (CBRE) 0.2 $318k 11k 29.72
Advanced Emissions (ARQ) 0.2 $319k 15k 21.27
Franklin Resources (BEN) 0.2 $311k 5.7k 54.56
Mentor Graphics Corporation 0.2 $303k 15k 20.47
Tenne 0.2 $309k 5.9k 52.37
Evercore Partners (EVR) 0.2 $306k 6.5k 47.08
Ingram Micro 0.2 $312k 12k 25.79
Universal Forest Products 0.2 $312k 7.3k 42.74
Belden (BDC) 0.2 $301k 4.7k 64.04
Accuray Incorporated (ARAY) 0.2 $304k 42k 7.26
Mrc Global Inc cmn (MRC) 0.2 $303k 13k 23.31
J.B. Hunt Transport Services (JBHT) 0.2 $289k 3.9k 74.10
Sherwin-Williams Company (SHW) 0.2 $285k 1.3k 219.23
Callaway Golf Company (MODG) 0.2 $291k 40k 7.24
Kindred Healthcare 0.2 $297k 15k 19.41
PolyOne Corporation 0.2 $285k 8.0k 35.62
Manhattan Associates (MANH) 0.2 $294k 8.8k 33.41
EnPro Industries (NPO) 0.2 $284k 4.7k 60.43
UGI Corporation (UGI) 0.2 $293k 8.6k 34.07
Centene Corporation (CNC) 0.2 $298k 3.6k 82.78
Agnico (AEM) 0.2 $290k 10k 29.00
First American Financial (FAF) 0.2 $293k 11k 27.13
Cardtronics 0.2 $296k 8.4k 35.24
Financial Engines 0.2 $287k 8.4k 34.17
Intercontinental Exchange (ICE) 0.2 $293k 1.5k 195.33
Brown & Brown (BRO) 0.2 $276k 8.6k 32.09
Harsco Corporation (NVRI) 0.2 $276k 13k 21.40
Fresh Del Monte Produce (FDP) 0.2 $278k 8.7k 31.95
Goodyear Tire & Rubber Company (GT) 0.2 $273k 12k 22.56
Accenture (ACN) 0.2 $276k 3.4k 81.18
FelCor Lodging Trust Incorporated 0.2 $271k 29k 9.38
Acuity Brands (AYI) 0.2 $271k 2.3k 117.83
Helix Energy Solutions (HLX) 0.2 $280k 13k 22.05
Trinity Industries (TRN) 0.2 $276k 5.9k 46.78
Dollar General (DG) 0.2 $275k 4.5k 61.11
Tower International 0.2 $277k 11k 25.18
Maiden Holdings 0.2 $274k 25k 11.09
Commscope Hldg (COMM) 0.2 $282k 12k 23.90
Xcerra 0.2 $282k 29k 9.79
Arthur J. Gallagher & Co. (AJG) 0.2 $263k 5.8k 45.34
J.C. Penney Company 0.2 $256k 26k 10.04
Stanley Black & Decker (SWK) 0.2 $266k 3.0k 88.67
Blue Nile 0.2 $257k 9.0k 28.56
Tesoro Corporation 0.2 $262k 4.3k 60.93
Daktronics (DAKT) 0.2 $256k 21k 12.31
Alliant Techsystems 0.2 $268k 2.1k 127.62
Industries N shs - a - (LYB) 0.2 $261k 2.4k 108.75
E Commerce China Dangdang 0.2 $264k 22k 12.22
Ubiquiti Networks 0.2 $259k 6.9k 37.54
Mallinckrodt Pub 0.2 $261k 2.9k 90.00
Sprouts Fmrs Mkt (SFM) 0.2 $267k 9.2k 29.02
Aramark Hldgs (ARMK) 0.2 $260k 9.9k 26.26
New Media Inv Grp 0.2 $261k 16k 16.62
MGIC Investment (MTG) 0.2 $252k 32k 7.80
Brown-Forman Corporation (BF.B) 0.2 $253k 2.8k 90.36
Jack in the Box (JACK) 0.2 $252k 3.7k 68.11
Alcoa 0.2 $243k 15k 16.09
Service Corporation International (SCI) 0.2 $254k 12k 21.17
Jarden Corporation 0.2 $252k 4.2k 60.00
DealerTrack Holdings 0.2 $243k 5.6k 43.39
Providence Service Corporation 0.2 $247k 5.1k 48.43
Ja Solar Holdings Co Ltd spon adr rep5ord 0.2 $241k 26k 9.23
Marcus & Millichap (MMI) 0.2 $242k 8.0k 30.25
Hewlett-Packard Company 0.2 $238k 6.7k 35.52
Arch Capital Group (ACGL) 0.2 $230k 4.2k 54.76
Benchmark Electronics (BHE) 0.2 $235k 11k 22.17
Stone Energy Corporation 0.2 $232k 7.4k 31.35
Wright Medical 0.2 $236k 7.8k 30.26
Carnival (CUK) 0.2 $236k 5.9k 40.00
CommVault Systems (CVLT) 0.2 $237k 4.7k 50.43
NeoGenomics (NEO) 0.2 $230k 44k 5.20
ChipMOS Technology Bermuda 0.2 $240k 11k 22.64
Voxx International Corporation (VOXX) 0.2 $229k 25k 9.31
Adt 0.2 $238k 6.7k 35.52
Signature Bank (SBNY) 0.1 $213k 1.9k 112.11
Dick's Sporting Goods (DKS) 0.1 $219k 5.0k 43.80
Mercury General Corporation (MCY) 0.1 $225k 4.6k 48.91
Tuesday Morning Corporation 0.1 $223k 12k 19.39
salesforce (CRM) 0.1 $219k 3.8k 57.63
Atlas Air Worldwide Holdings 0.1 $221k 6.7k 32.99
Portfolio Recovery Associates 0.1 $219k 4.2k 52.14
Sunopta (STKL) 0.1 $215k 18k 12.08
Pacira Pharmaceuticals (PCRX) 0.1 $223k 2.3k 96.96
Lands' End (LE) 0.1 $218k 5.3k 41.13
Osiris Therapeutics 0.1 $198k 16k 12.61
TiVo 0.1 $206k 16k 12.80
Ann 0.1 $206k 5.0k 41.20
Magicjack Vocaltec 0.1 $198k 20k 9.85
American Realty Capital Prop 0.1 $210k 17k 12.07
Retailmenot 0.1 $208k 13k 16.12
Demand Media 0.1 $206k 23k 8.84
Quality Distribution 0.1 $189k 15k 12.77
Kosmos Energy 0.1 $183k 18k 9.95
Everyday Health 0.1 $194k 14k 13.96
Amkor Technology (AMKR) 0.1 $171k 20k 8.42
First Horizon National Corporation (FHN) 0.1 $169k 14k 12.25
PetroQuest Energy 0.1 $180k 32k 5.62
Invesco Mortgage Capital 0.1 $182k 12k 15.69
Global Cash Access Holdings 0.1 $163k 24k 6.74
ShoreTel 0.1 $158k 24k 6.67
Navigant Consulting 0.1 $166k 12k 13.95
Omega Protein Corporation 0.1 $153k 12k 12.54
Inphi Corporation 0.1 $165k 12k 14.35
Spirit Realty reit 0.1 $166k 15k 10.99
Rite Aid Corporation 0.1 $141k 29k 4.85
Cosan Ltd shs a 0.1 $145k 14k 10.74
Cys Investments 0.1 $152k 18k 8.26
Western Asset Mortgage cmn 0.1 $151k 10k 14.80
Ruby Tuesday 0.1 $131k 22k 5.90
Old National Ban (ONB) 0.1 $131k 10k 12.97
Resolute Energy 0.1 $133k 21k 6.27
Furmanite Corporation 0.1 $132k 20k 6.77
Inland Real Estate Corporation 0.1 $124k 13k 9.92
Allot Communications (ALLT) 0.1 $135k 12k 11.44
MaxLinear (MXL) 0.1 $130k 19k 6.88
TravelCenters of America 0.1 $127k 13k 9.84
Supernus Pharmaceuticals (SUPN) 0.1 $132k 15k 8.68
Windstream Hldgs 0.1 $125k 12k 10.78
Christopher & Banks Corporation (CBKCQ) 0.1 $123k 12k 9.92
FormFactor (FORM) 0.1 $123k 17k 7.19
IntraLinks Holdings 0.1 $122k 15k 8.13
Pacific Biosciences of California (PACB) 0.1 $112k 23k 4.91
Midstates Pete 0.1 $110k 22k 5.07
Affymetrix 0.1 $107k 13k 7.99
RealD 0.1 $103k 11k 9.36
Bazaarvoice 0.1 $95k 13k 7.42
Tristate Capital Hldgs 0.1 $95k 11k 9.05
Sungy Mobile Ltd adr rep ord a 0.1 $104k 16k 6.54
Galmed Pharmaceuticals 0.1 $96k 11k 8.57
Frontier Communications 0.1 $94k 15k 6.48
Siliconware Precision Industries 0.1 $83k 12k 6.86
Amicus Therapeutics (FOLD) 0.1 $90k 15k 5.92
Gold Fields (GFI) 0.1 $74k 19k 3.87
Gol Linhas Aereas Inteligentes SA 0.1 $74k 15k 4.84
McClatchy Company 0.1 $71k 21k 3.38
Jive Software 0.1 $66k 11k 5.84
Sigma Designs 0.0 $62k 14k 4.31
Coeur d'Alene Mines Corporation (CDE) 0.0 $54k 11k 5.00
Noranda Aluminum Holding Corporation 0.0 $58k 13k 4.53
Glu Mobile 0.0 $55k 11k 5.14