Ellington Management Group LLC — Q2 2018 13F Holdings

Name: Ellington Management Group LLC — 13F Holdings, Q2 2018
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 462 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	67.98%	-10.24%	EXIT
2	FXI	Ishares China Large-cap ETF	ETF-Emerging Markets	5.28%	—	—
3	IWM	Ishares Russell 2000 ETF	ETF-Small Cap	4.66%	-8.97%	EXIT
4	XLF	Ss Financial Select Sector	ETF-Other	1.58%	—	-28.74%
5	EFC	Ellington Financial Inc.	Stock-Other	1.12%	—	—
6	NBR	Nabors Industries Ltd.	Stock-Other	0.27%	—	+354.73%
7	TSLA	Tesla INC	Stock-Consumer Disc	0.27%	—	—
8	UAL	United Airlines Holdings INC	Stock-Industrials	0.25%	—	-46.76%
9	BBBYEUR	20230930-dk-butterfly-1 INC	Stock-Other	0.25%	—	—
10	PRKS	United Parks & Resorts INC	Stock-Other	0.25%	—	+178.24%
11	W	Wayfair Inc- Class A	Stock-Consumer Disc	0.25%	—	+115.33%
12	TIFEUR	Tiffany & Co	Stock-Other	0.24%	—	—
13	HN9	Hanesbrands INC	Stock-Other	0.24%	—	—
14	LOW	Lowe's Cos INC	Stock-Consumer Disc	0.24%	—	-56.61%
15	GRMN	Garmin Ltd.	Stock-Tech	0.24%	—	+4.84%
16	✓	Dsw INC	Stock-Other	0.24%	—	-23.93%
17	SHAK	Shake Shack INC - Class A	Stock-Consumer Disc	0.24%	—	-33.10%
18	URBN	Urban Outfitters INC	Stock-Consumer Disc	0.24%	—	+14.24%
19	PLCE	Children's Place Inc/the	Stock-Other	0.23%	—	-7.33%
20	EXE 5.5 09-15-26	Expand Energy CORP	Stock-Energy	0.23%	—	—
21	LBEUR	L Brands INC	Stock-Other	0.22%	—	+391.50%
22	KSS	Kohls CORP	Stock-Consumer Disc	0.21%	—	-48.25%
23	✓		Stock-Other	0.21%	—	—
24	WING	Wingstop INC	Stock-Consumer Disc	0.19%	—	+142.73%
25	CHTR	Charter Communications Inc-a	Stock-Comm Services	0.16%	—	+55.11%
26	ORLY	O'reilly Automotive INC	Stock-Consumer Disc	0.16%	—	-69.37%
27	FTREUR	Frontier Communications CORP	Stock-Other	0.15%	—	+345.98%
28	FIVE	Five Below	Stock-Consumer Disc	0.14%	—	-74.91%
29	WIX	Wix.com Ltd.	Stock-Tech	0.14%	—	—
30	✓		Stock-Other	0.14%	—	—
31	TGNA	Tegna INC	Stock-Other	0.13%	—	—
32	OLLI	Ollie's Bargain Outlet Holdi	Stock-Consumer Staples	0.13%	—	-16.27%
33	ESNT	Essent Group Ltd.	Stock-Financials	0.12%	-0.70%	EXIT
34	OIEUR	Owens-illinois INC	Stock-Other	0.12%	—	+79.32%
35	AEO	American Eagle Outfitters	Stock-Consumer Disc	0.12%	—	+598.08%
36	NBR 0.75 01-15-24	Nabors Industries INC	Stock-Other	0.11%	-6.85%	EXIT
37	R	Ryder System INC	Stock-Industrials	0.11%	—	+66.41%
38	MTG	Mgic Investment CORP	Stock-Financials	0.10%	-1.54%	EXIT
39	SHOO	Steven Madden LTD	Stock-Other	0.10%	—	—
40	MPC	Marathon Petroleum CORP	Stock-Energy	0.10%	—	—
41	URI	United Rentals INC	Stock-Industrials	0.10%	—	—
42	DISH	Dish Network Corp-a	Stock-Other	0.10%	—	+107.32%
43	PAG	Penske Automotive Group INC	Stock-Consumer Disc	0.09%	—	-54.73%
44	PFSI	PennyMac Financial Services, Inc.	Stock-Other	0.09%	—	-30.63%
45	CSTM	Constellium SE	Stock-Other	0.09%	—	+337.20%
46	COST	Costco Wholesale CORP	Stock-Consumer Staples	0.09%	—	-26.83%
47	HRB	H&r Block INC	Stock-Consumer Disc	0.09%	—	—
48	KREF	Kkr Real Estate Finance Trus	Stock-Other	0.09%	—	—
49	MRO*	Marathon Oil CORP	Stock-Other	0.08%	—	+96.55%
50	DUK	Duke Energy CORP	Stock-Utilities	0.08%	—	—

1–50 of 200

Holding changes this quarter

Position changes disclosed by Ellington Management Group LLC for the quarter ending Q2 2018, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	SPY	Ss Spdr S&p 500 ETF Trust-us	+28.1%	+69.56%	Add
2	NBR	Nabors Industries Ltd.	+0.2%	+354.73%	Add
3	PRKS	United Parks & Resorts INC	+0.2%	+178.24%	Add
4	W	Wayfair Inc- Class A	+0.2%	+115.33%	Add
5	LBEUR	L Brands INC	+0.2%	+391.50%	Add
6	MU	Micron Technology INC	-0.2%	-86.95%	Trim
7	IRM	Iron Mountain INC	-0.2%	-76.68%	Trim
8	KSS	Kohls CORP	-0.2%	-48.25%	Trim
9	✓	Pandora Media INC	-0.2%	-95.75%	Trim
10	NOC	Northrop Grumman CORP	-0.2%	-86.25%	Trim
11	JBLU	Jetblue Airways CORP	-0.2%	-91.85%	Trim
12	UAL	United Airlines Holdings INC	-0.2%	-46.76%	Trim
13	LOW	Lowe's Cos INC	-0.3%	-56.61%	Trim
14	NRG	Nrg Energy INC	-0.3%	-88.34%	Trim
15	FIVE	Five Below	-0.3%	-74.91%	Trim
16	ORLY	O'reilly Automotive INC	-0.3%	-69.37%	Trim
17	NFLX	Netflix INC	-0.3%	-90.85%	Trim
18	LULU	Lululemon Athletica INC	-0.5%	-89.40%	Trim
19	AMD	Advanced Micro Devices	-0.7%	-98.69%	Trim
20	XLF	Ss Financial Select Sector	-0.8%	-28.74%	Trim
21	IWM	Ishares Russell 2000 ETF	-2.5%	-38.03%	Trim
22	FXI	Ishares China Large-cap ETF	—	NEW	New buy
23	BCS	Barclays PLC	—	EXIT	Sold out
24	PBI	Pitney Bowes INC	—	EXIT	Sold out
25	WSM	Williams-sonoma INC	—	EXIT	Sold out
26	TSLA	Tesla INC	—	NEW	New buy
27	GAP	Gap Inc/the	—	EXIT	Sold out
28	AEE	Ameren Corporation	—	EXIT	Sold out
29	BBBYEUR	20230930-dk-butterfly-1 INC	—	NEW	New buy
30	UA	Under Armour Inc-class C	—	EXIT	Sold out
31	CASY	Casey's General Stores INC	—	EXIT	Sold out
32	TIFEUR	Tiffany & Co	—	NEW	New buy
33	HN9	Hanesbrands INC	—	NEW	New buy
34	CC	Chemours Co/the	—	EXIT	Sold out
35	ANF	Abercrombie & Fitch Co-cl A	—	EXIT	Sold out
36	JLL	Jones Lang Lasalle INC	—	EXIT	Sold out
37	EVR	Evercore INC - A	—	EXIT	Sold out
38	✓		—	NEW	New buy
39	NBL2EUR	Noble Energy INC	—	EXIT	Sold out
40	HHC*	Howard Hughes Corp/the	—	EXIT	Sold out
41	CONE1EUR	Cyrusone INC	—	EXIT	Sold out
42	BURL	Burlington Stores INC	—	EXIT	Sold out
43	JBHT	Hunt (jb) Transprt Svcs INC	—	EXIT	Sold out
44	ROK	Rockwell Automation INC	—	EXIT	Sold out
45	✓	Encana CORP	—	EXIT	Sold out
46	CLRUSD	Continental Resources Inc/ok	—	EXIT	Sold out
47	EOG	Eog Resources INC	—	EXIT	Sold out
48	DOEUR	Diamond Offshore Drilling	—	EXIT	Sold out
49	GD	General Dynamics CORP	—	EXIT	Sold out
50	HII	Huntington Ingalls Industrie	—	EXIT	Sold out