Ellington Management Group LLC — Q2 2016 13F Holdings

Name: Ellington Management Group LLC — 13F Holdings, Q2 2016
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 241 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	EFC	Ellington Financial Inc.	Stock-Other	23.34%	—	—
2	SWBI	Smith & Wesson Brands, Inc.	Stock-Other	1.06%	—	-34.35%
3	STLD	Steel Dynamics INC	Stock-Materials	0.91%	—	+99.25%
4	✓		Stock-Other	0.79%	—	-35.51%
5	HPQ	Hp INC	Stock-Tech	0.77%	—	-77.56%
6	UPBD	Upbound Group INC	Stock-Other	0.72%	—	+70.33%
7	✓	Engility Hldgs INC	Stock-Other	0.72%	—	—
8	QUAD	Quad Graphics INC	Stock-Other	0.68%	—	-23.83%
9	FITEUR	Fitbit INC - A	Stock-Other	0.68%	—	+215.87%
10	KOF	Coca-cola Femsa Sab-sp Adr	Stock-Other	0.65%	—	-28.21%
11	AGX	Argan INC	Stock-Industrials	0.64%	—	—
12	TG7	Triumph Group INC	Stock-Other	0.63%	—	—
13	✓	Finish Line INC Cl A	Stock-Other	0.63%	—	+134.74%
14	TDC	Teradata CORP	Stock-Tech	0.59%	—	—
15	COR1EUR	Coresite Realty CORP	Stock-Other	0.58%	—	—
16	NUE	Nucor CORP	Stock-Materials	0.58%	—	—
17	AMCX	Amc Global Media INC	Stock-Other	0.53%	—	—
18	INTU	Intuit INC	Stock-Tech	0.53%	—	—
19	REGIEUR	Renewable Energy Group INC	Stock-Other	0.52%	—	+125.67%
20	ASPSZ	Altisource Portfolio Solutions S.A.	Stock-Other	0.51%	—	-82.02%
21	NTGR	Netgear INC	Stock-Other	0.51%	—	—
22	TX	Ternium Sa-sponsored Adr	Stock-Other	0.51%	—	-22.28%
23	SYMCEUR	Symantec CORP	Stock-Other	0.50%	—	—
24	BMA	Banco Macro Sa-adr	Stock-Other	0.50%	—	-46.67%
25	WRLD	World Acceptance CORP	Stock-Other	0.49%	—	-49.34%
26	PDCOEUR	Patterson Cos INC	Stock-Other	0.49%	—	—
27	EPEEUR	Ep Energy Corp-cl A	Stock-Other	0.48%	—	—
28	PANW	Palo Alto Networks INC	Stock-Tech	0.48%	—	-24.32%
29	WD	Walker & Dunlop INC	Stock-Other	0.48%	—	—
30	AU3EUR	Anglogold Ashanti-spon Adr	Stock-Other	0.47%	—	—
31	RDN	Radian Group INC	Stock-Financials	0.47%	—	—
32	TBI	Trueblue INC	Stock-Other	0.47%	—	—
33	ICLR	ICON Public Limited Company	Stock-Healthcare	0.47%	—	—
34	MANH	Manhattan Associates INC	Stock-Tech	0.46%	—	-57.38%
35	EAT	Brinker International INC	Stock-Consumer Disc	0.46%	—	+5.88%
36	✓	Enel Americas S A	Stock-Other	0.46%	—	-66.10%
37	HAN	Hawaiian Holdings INC	Stock-Other	0.45%	—	+38.71%
38	NSP	Insperity INC	Stock-Other	0.45%	—	-82.35%
39	PWR	Quanta Services INC	Stock-Industrials	0.45%	—	—
40	OII	Oceaneering Intl INC	Stock-Energy	0.45%	—	+16.13%
41	UIS	Unisys CORP	Stock-Other	0.44%	—	-64.27%
42	REFI	Chicago Atlantic Real Estate Finance, Inc.	Stock-Other	0.44%	—	—
43	✓		Stock-Other	0.43%	—	-59.09%
44	SSYS	Stratasys Ltd.	Stock-Other	0.43%	—	-48.28%
45	VMWEUR	Vmware Inc-class A	Stock-Other	0.43%	—	-70.17%
46	TCSUSD	Container Store Group Inc/th	Stock-Other	0.43%	—	—
47	GSBC	Great Southern Bancorp, Inc.	Stock-Other	0.43%	—	—
48	POST	Post Holdings INC	Stock-Consumer Staples	0.43%	—	—
49	PLCE	Children's Place Inc/the	Stock-Other	0.42%	—	-11.63%
50	DHI	Dr Horton INC	Stock-Consumer Disc	0.42%	—	—

1–50 of 200

Holding changes this quarter

Position changes disclosed by Ellington Management Group LLC for the quarter ending Q2 2016, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	NSP	Insperity INC	-0.1%	-82.35%	Trim
2	✓	Enel Americas S A	-0.2%	-66.10%	Trim
3	ASPSZ	Altisource Portfolio Solutions S.A.	-0.3%	-82.02%	Trim
4	HPQ	Hp INC	-0.3%	-77.56%	Trim
5	BIGGQ	Big Lots INC	-0.5%	-89.06%	Trim
6	SLM	Slm CORP	-0.7%	-96.11%	Trim
7	AXP	American Express Company	—	EXIT	Sold out
8	DECK	Deckers Outdoor CORP	—	EXIT	Sold out
9	MIKUSD	Michaels Cos Inc/the	—	EXIT	Sold out
10	FRANUSD	Francescas Holdings CORP	—	EXIT	Sold out
11	NOK	Nokia Corp-spon Adr	—	EXIT	Sold out
12	TREX	Trex Company INC	—	EXIT	Sold out
13	LII	Lennox International INC	—	EXIT	Sold out
14	SFLY	Shutterfly LLC	—	EXIT	Sold out
15	RIG	Transocean Ltd.	—	EXIT	Sold out
16	BNED	Barnes & Noble Education, Inc.	—	EXIT	Sold out
17	WT	Wisdomtree INC	—	EXIT	Sold out
18	DKS	Dick's Sporting Goods INC	—	EXIT	Sold out
19	✓		—	EXIT	Sold out
20	EVR	Evercore INC - A	—	EXIT	Sold out
21	DRI	Darden Restaurants INC	—	EXIT	Sold out
22	✓	Rowan Companies PLC	—	EXIT	Sold out
23	PAM	Pampa Energia Sa-spon Adr	—	EXIT	Sold out
24	SHO	Sunstone Hotel Investors INC	—	EXIT	Sold out
25	LBEUR	L Brands INC	—	EXIT	Sold out
26	AEIS	Advanced Energy Industries	—	EXIT	Sold out
27	BWXT	Bwx Technologies INC	—	EXIT	Sold out
28	ERIC	Ericsson (lm) Tel-sp Adr	—	EXIT	Sold out
29	MS	Morgan Stanley	—	EXIT	Sold out
30	TWO	Two Harbors Investment Corp.	—	EXIT	Sold out
31	✓	Companhia Brasileira De Dist	—	EXIT	Sold out
32	ARW	Arrow Electronics INC	—	EXIT	Sold out
33	CRTO	Criteo Sa-spon Adr	—	EXIT	Sold out
34	LULU	Lululemon Athletica INC	—	EXIT	Sold out
35	RUBIEUR	Rubicon Project Inc/the	—	EXIT	Sold out
36	PRSCUSD	Modivcare INC	—	EXIT	Sold out
37	SPY	Ss Spdr S&p 500 ETF Trust-us	—	EXIT	Sold out
38	UGP	Ultrapar Particpac-spon Adr	—	EXIT	Sold out
39	LOGI	Logitech International S.A.	—	EXIT	Sold out
40	AZPNUSD	Aspen Technology INC	—	EXIT	Sold out
41	✓	Cmb Tech NV	—	EXIT	Sold out
42	ERII	Energy Recovery INC	—	EXIT	Sold out
43	WCGEUR	Wellcare Health Plans INC	—	EXIT	Sold out
44	PRTY1EUR	Party City Holdco INC	—	EXIT	Sold out
45	T86	Tri Pointe Homes INC	—	EXIT	Sold out
46	MGLNUSD	Magellan Health INC	—	EXIT	Sold out
47	TIME1EUR	Time INC	—	EXIT	Sold out
48	MCO	Moody's CORP	—	EXIT	Sold out
49	ARRUSD	Armour Residential Reit INC	—	EXIT	Sold out
50	✓		—	EXIT	Sold out