Ellington Management Group LLC — Q4 2017 13F Holdings

Name: Ellington Management Group LLC — 13F Holdings, Q4 2017
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001098490

Total reported value

$675.6M

← Back to latest quarter

Full holdings list this quarter

Showing top 200 holdings (of 558 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	IWM	Ishares Russell 2000 ETF	ETF-Small Cap	27.68%	-8.97%	EXIT
2	HSBC	Hsbc Holdings Plc-spons Adr	Stock-Financials	5.07%	—	-0.25%
3	FXI	Ishares China Large-cap ETF	ETF-Emerging Markets	3.40%	—	—
4	EFC	Ellington Financial Inc.	Stock-Other	2.43%	—	-1.95%
5	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	2.24%	-10.24%	EXIT
6	PBI	Pitney Bowes INC	Stock-Other	1.50%	—	—
7	✓	Ferroglobe PLC	Stock-Other	1.32%	—	—
8	USX1	United States Steel CORP	Stock-Other	1.24%	—	—
9	HTZ-WEUR	Hertz Global Holdings INC	Stock-Other	0.95%	—	-24.85%
10	KSS	Kohls CORP	Stock-Consumer Disc	0.79%	—	—
11	LOW	Lowe's Cos INC	Stock-Consumer Disc	0.76%	—	+31.58%
12	FIVE	Five Below	Stock-Consumer Disc	0.63%	—	+58.70%
13	GME	Gamestop Corp-class A	Stock-Consumer Disc	0.63%	—	+108.03%
14	WSM	Williams-sonoma INC	Stock-Consumer Disc	0.62%	—	+43.77%
15	GRMN	Garmin Ltd.	Stock-Tech	0.62%	—	—
16	UAL	United Airlines Holdings INC	Stock-Industrials	0.58%	—	+65.48%
17	AEO	American Eagle Outfitters	Stock-Consumer Disc	0.57%	—	+245.42%
18	TJX	Tjx Companies INC	Stock-Consumer Disc	0.56%	—	+168.07%
19	HN9	Hanesbrands INC	Stock-Other	0.55%	—	+59.03%
20	SFM	Sprouts Farmers Market INC	Stock-Consumer Staples	0.54%	—	—
21	CHKEUR	Chesapeake Energy CORP	Stock-Other	0.52%	—	+43.06%
22	TLRDQ	Tailored Brands INC	Stock-Other	0.52%	—	+4.55%
23	MIKUSD	Michaels Cos Inc/the	Stock-Other	0.49%	—	—
24	SIXEUR	Six Flags Entertainment CORP	Stock-Other	0.46%	—	-5.33%
25	W	Wayfair Inc- Class A	Stock-Consumer Disc	0.46%	—	—
26	MCD	Mcdonald's CORP	Stock-Consumer Disc	0.40%	—	+235.71%
27	PFSI	PennyMac Financial Services, Inc.	Stock-Other	0.36%	—	-0.40%
28	WDC	Western Digital CORP	Stock-Tech	0.35%	—	+149.07%
29	NKE	Nike INC -cl B	Stock-Consumer Disc	0.35%	—	—
30	MU	Micron Technology INC	Stock-Tech	0.34%	—	-46.56%
31	✓	Leucadia Natl CORP	Stock-Other	0.34%	—	+93.03%
32	OLLI	Ollie's Bargain Outlet Holdi	Stock-Consumer Staples	0.33%	—	—
33	SHAK	Shake Shack INC - Class A	Stock-Consumer Disc	0.33%	—	+16.13%
34	AES	Aes CORP	Stock-Utilities	0.33%	—	—
35	DISCAUSD	Discovery INC - A	Stock-Other	0.31%	—	—
36	PAYX	Paychex INC	Stock-Tech	0.30%	—	+197.83%
37	FDX	Fedex CORP	Stock-Industrials	0.30%	—	—
38	V	Visa Inc-class A Shares	Stock-Financials	0.29%	—	—
39	JBLU	Jetblue Airways CORP	Stock-Industrials	0.28%	—	—
40	FMX	Fomento Economico Mex-sp Adr	Stock-Other	0.28%	—	+691.30%
41	WFC	Wells Fargo & Co	Stock-Financials	0.27%	—	—
42	LYB	LyondellBasell Industries N.V.	Stock-Materials	0.27%	—	+284.62%
43	MSM	Msc Industrial Direct Co-a	Stock-Industrials	0.26%	—	—
44	CHS1USD	Chico's Fas INC	Stock-Other	0.25%	—	—
45	DG	Dollar General CORP	Stock-Consumer Staples	0.25%	—	—
46	SLG2EUR	Sl Green Realty CORP	Stock-Other	0.25%	—	—
47	ADBE	Adobe INC	Stock-Tech	0.24%	—	-18.27%
48	AMCX	Amc Global Media INC	Stock-Other	0.24%	—	—
49	SJM	Jm Smucker Co/the	Stock-Consumer Staples	0.24%	—	—
50	CELG	Celgene CORP	Stock-Other	0.23%	—	+136.21%

1–50 of 200

Holding changes this quarter

Position changes disclosed by Ellington Management Group LLC for the quarter ending Q4 2017, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	IWM	Ishares Russell 2000 ETF	+9.8%	+57.29%	Add
2	AEO	American Eagle Outfitters	+0.4%	+245.42%	Add
3	TJX	Tjx Companies INC	+0.4%	+168.07%	Add
4	MCD	Mcdonald's CORP	+0.3%	+235.71%	Add
5	FIVE	Five Below	+0.3%	+58.70%	Add
6	GME	Gamestop Corp-class A	+0.3%	+108.03%	Add
7	UAL	United Airlines Holdings INC	+0.3%	+65.48%	Add
8	LOW	Lowe's Cos INC	+0.2%	+31.58%	Add
9	MU	Micron Technology INC	-0.3%	-46.56%	Trim
10	RIG	Transocean Ltd.	-0.3%	-82.03%	Trim
11	TROW	T Rowe Price Group INC	-0.4%	-85.66%	Trim
12	HFCUSD	Hollyfrontier CORP	-0.4%	-84.70%	Trim
13	ORLY	O'reilly Automotive INC	-0.4%	-80.17%	Trim
14	THO	Thor Industries INC	-0.4%	-85.71%	Trim
15	HTZ-WEUR	Hertz Global Holdings INC	-0.4%	-24.85%	Trim
16	EFC	Ellington Financial Inc.	-0.4%	-1.95%	Trim
17	ULTA	Ulta Beauty INC	-0.5%	-93.02%	Trim
18	SPY	Ss Spdr S&p 500 ETF Trust-us	-6.9%	-75.93%	Trim
19	✓	Powershares Qqq Trust Ser 1	—	EXIT	Sold out
20	EEM	Ishares Msci Emerging Market	—	EXIT	Sold out
21	FXI	Ishares China Large-cap ETF	—	NEW	New buy
22	PBI	Pitney Bowes INC	—	NEW	New buy
23	✓	Ferroglobe PLC	—	NEW	New buy
24	USX1	United States Steel CORP	—	NEW	New buy
25	✓	Bonanza Creek Energy I Com	—	EXIT	Sold out
26	CJ1EUR	C&j Energy Services INC	—	EXIT	Sold out
27	KSS	Kohls CORP	—	NEW	New buy
28	GRMN	Garmin Ltd.	—	NEW	New buy
29	SFM	Sprouts Farmers Market INC	—	NEW	New buy
30	MIKUSD	Michaels Cos Inc/the	—	NEW	New buy
31	W	Wayfair Inc- Class A	—	NEW	New buy
32	KNX	Knight-swift Transportation	—	EXIT	Sold out
33	✓		—	EXIT	Sold out
34	S9Q	Spirit Aerosystems Hold-cl A	—	EXIT	Sold out
35	NKE	Nike INC -cl B	—	NEW	New buy
36	OLLI	Ollie's Bargain Outlet Holdi	—	NEW	New buy
37	AES	Aes CORP	—	NEW	New buy
38	AMAT	Applied Materials INC	—	EXIT	Sold out
39	DISCAUSD	Discovery INC - A	—	NEW	New buy
40	FDX	Fedex CORP	—	NEW	New buy
41	VLO	Valero Energy CORP	—	EXIT	Sold out
42	V	Visa Inc-class A Shares	—	NEW	New buy
43	DISH	Dish Network Corp-a	—	EXIT	Sold out
44	JBLU	Jetblue Airways CORP	—	NEW	New buy
45	✓	Nutri Sys INC New Com	—	EXIT	Sold out
46	WFC	Wells Fargo & Co	—	NEW	New buy
47	LEA	Lear CORP	—	EXIT	Sold out
48	SIG	Signet Jewelers Limited	—	EXIT	Sold out
49	MSM	Msc Industrial Direct Co-a	—	NEW	New buy
50	DECK	Deckers Outdoor CORP	—	EXIT	Sold out