Ellington Management Group LLC — Q2 2015 13F Holdings

Name: Ellington Management Group LLC — 13F Holdings, Q2 2015
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 663 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	EFC	Ellington Financial Inc.	Stock-Other	9.21%	—	—
2	✓	Integrated Device Technology INC	Stock-Other	0.85%	—	+24.53%
3	PPC	Pilgrim's Pride CORP	Stock-Consumer Staples	0.59%	—	+79.12%
4	LBEUR	L Brands INC	Stock-Other	0.58%	—	+972.85%
5	WGO	Winnebago Industries	Stock-Other	0.56%	—	—
6	SDRL	Seadrill Limited	Stock-Other	0.55%	—	—
7	UVV	Universal Corp/va	Stock-Other	0.55%	—	+37.07%
8	✓	Invensense INC	Stock-Other	0.55%	—	—
9	CENX	Century Aluminum Company	Stock-Materials	0.54%	—	+37.02%
10	VRSK	Verisk Analytics INC	Stock-Industrials	0.52%	—	—
11	TSM	Taiwan Semiconductor-sp Adr	Stock-Tech	0.51%	—	—
12	AANUSD	Aaron's INC	Stock-Other	0.50%	—	—
13	CSIQ	Canadian Solar INC	Stock-Other	0.50%	—	+284.47%
14	MCK	Mckesson CORP	Stock-Healthcare	0.50%	—	—
15	OIS	Oil States International INC	Stock-Other	0.50%	—	-22.24%
16	✓	Cyberark Software LTD	Stock-Other	0.49%	—	+400.28%
17	LOW	Lowe's Companies, Inc.	Stock-Consumer Disc	0.49%	—	—
18	HN9	Hanesbrands INC	Stock-Other	0.47%	—	+4.73%
19	FDS	Factset Research Systems INC	Stock-Financials	0.47%	—	—
20	INTU	Intuit INC	Stock-Tech	0.46%	—	—
21	AEO	American Eagle Outfitters	Stock-Consumer Disc	0.46%	—	+124.72%
22	MTOR	Meritor INC	Stock-Other	0.45%	—	—
23	✓		Stock-Other	0.45%	—	+38.01%
24	WT	Wisdomtree INC	Stock-Other	0.45%	—	+641.07%
25	CALM	Cal-maine Foods INC	Stock-Consumer Staples	0.44%	—	—
26	✓	Om Asset Management LTD	Stock-Other	0.43%	—	+283.55%
27	PTEN	Patterson-uti Energy INC	Stock-Energy	0.42%	—	—
28	AZPNUSD	Aspen Technology INC	Stock-Other	0.42%	—	—
29	STLD	Steel Dynamics INC	Stock-Materials	0.42%	—	-51.84%
30	PBR-A	Petroleo Brasil-sp Pref Adr	Stock-Other	0.42%	—	+408.78%
31	BG	Bunge Global SA	Stock-Consumer Staples	0.41%	—	—
32	DISH	Dish Network Corp-a	Stock-Other	0.41%	—	—
33	PBR	Petroleo Brasileiro-spon Adr	Stock-Energy	0.41%	—	+271.86%
34	TECD1USD	Tech Data CORP	Stock-Other	0.40%	—	-34.70%
35	LTH	Life Time Group Holdings, Inc.	Stock-Other	0.40%	—	+51.61%
36	✓	Gigamon INC	Stock-Other	0.40%	—	+380.56%
37	CYH	Community Health Systems INC	Stock-Other	0.40%	—	+13.60%
38	BERYEUR	Berry Global Group INC	Stock-Other	0.40%	—	—
39	✓	Outerwall INC	Stock-Other	0.39%	—	+122.23%
40	NE	Noble Corporation plc	Stock-Energy	0.39%	—	—
41	✓	Dsw INC	Stock-Other	0.38%	—	+695.88%
42	CRTO	Criteo Sa-spon Adr	Stock-Other	0.38%	—	-20.83%
43	EVEUR	Eaton Vance CORP	Stock-Other	0.38%	—	—
44	ROST	Ross Stores INC	Stock-Consumer Disc	0.38%	—	—
45	✓		Stock-Other	0.37%	—	-32.00%
46	XXI	Twenty One Capital, Inc.	Stock-Other	0.37%	—	+94.98%
47	GDOT	Green Dot Corp-class A	Stock-Other	0.37%	—	—
48	✓	Agl Res INC	Stock-Other	0.37%	—	—
49	✓	Qlik Technologies INC	Stock-Other	0.36%	—	+45.70%
50	✓		Stock-Other	0.36%	—	—

1–50 of 200

Holding changes this quarter

Position changes disclosed by Ellington Management Group LLC for the quarter ending Q2 2015, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	EFC	Ellington Financial Inc.	+0.8%	—	Unchanged
2	LBEUR	L Brands INC	+0.5%	+972.85%	Add
3	PCRX	Pacira Biosciences INC	-0.4%	-82.27%	Trim
4	GD	General Dynamics CORP	-0.4%	-88.44%	Trim
5	LDOS	Leidos Holdings INC	-0.4%	-79.23%	Trim
6	EA	Electronic Arts INC	-0.4%	-79.27%	Trim
7	AA	Alcoa INC Com	-0.5%	-63.26%	Trim
8	✓	Newfield Expl Co	-0.5%	-89.83%	Trim
9	CAR	Avis Budget Group INC	-0.6%	-86.01%	Trim
10	TTWO	Take-two Interactive Softwre	-0.6%	-91.07%	Trim
11	BBD	Banco Bradesco-adr	-0.6%	-86.51%	Trim
12	REFI	Chicago Atlantic Real Estate Finance, Inc.	-0.6%	-91.86%	Trim
13	BIGGQ	Big Lots INC	-0.7%	-90.42%	Trim
14	JLL	Jones Lang Lasalle INC	—	EXIT	Sold out
15	EXP	Eagle Materials INC	—	EXIT	Sold out
16	ITUB	Itau Unibanco H-spon Prf Adr	—	EXIT	Sold out
17	GPK	Graphic Packaging Holding Co	—	EXIT	Sold out
18	FSLR	First Solar INC	—	EXIT	Sold out
19	CNC	Centene CORP	—	EXIT	Sold out
20	WPXUSD	Wpx Energy INC	—	EXIT	Sold out
21	FTI	TechnipFMC plc	—	EXIT	Sold out
22	STX	Seagate Technology Holdings plc	—	EXIT	Sold out
23	✓		—	EXIT	Sold out
24	WGO	Winnebago Industries	—	NEW	New buy
25	DBDEUR	Diebold Nixdorf INC	—	EXIT	Sold out
26	SDRL	Seadrill Limited	—	NEW	New buy
27	AGCO	Agco CORP	—	EXIT	Sold out
28	✓	Invensense INC	—	NEW	New buy
29	OGE	Oge Energy CORP	—	EXIT	Sold out
30	✓	Companhia Brasileira De Dist	—	EXIT	Sold out
31	VRSK	Verisk Analytics INC	—	NEW	New buy
32	DKS	Dick's Sporting Goods INC	—	EXIT	Sold out
33	CCK	Crown Holdings INC	—	EXIT	Sold out
34	CBRE	Cbre Group INC - A	—	EXIT	Sold out
35	TSM	Taiwan Semiconductor-sp Adr	—	NEW	New buy
36	AANUSD	Aaron's INC	—	NEW	New buy
37	MCK	Mckesson CORP	—	NEW	New buy
38	EVR	Evercore INC - A	—	EXIT	Sold out
39	LOW	Lowe's Companies, Inc.	—	NEW	New buy
40	CRZOEUR	Carrizo Oil & Gas INC	—	EXIT	Sold out
41	FDS	Factset Research Systems INC	—	NEW	New buy
42	TEX	Terex CORP	—	EXIT	Sold out
43	INTU	Intuit INC	—	NEW	New buy
44	MTOR	Meritor INC	—	NEW	New buy
45	CHRW	C.h. Robinson Worldwide INC	—	EXIT	Sold out
46	SFLY	Shutterfly LLC	—	EXIT	Sold out
47	QEP	Qep Resources INC	—	EXIT	Sold out
48	WHR	Whirlpool CORP	—	EXIT	Sold out
49	CALM	Cal-maine Foods INC	—	NEW	New buy
50	✓	Investment Technology Group	—	EXIT	Sold out