Ellington Management Group LLC — Q3 2018 13F Holdings

Name: Ellington Management Group LLC — 13F Holdings, Q3 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 490 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	EFC	Ellington Financial Inc.	Stock-Other	4.40%	—	+0.18%
2	MFAUSD	Mfa Financial INC	Stock-Other	2.46%	-0.32%	EXIT
3	HLF	Herbalife Ltd.	Stock-Other	2.44%	—	+1403.60%
4	NFLX	Netflix INC	Stock-Comm Services	1.54%	—	+862.50%
5	GT	Goodyear Tire & Rubber Co	Stock-Consumer Disc	1.25%	—	+1566.67%
6	LEN	Lennar Corp-a	Stock-Consumer Disc	1.11%	—	—
7	URI	United Rentals INC	Stock-Industrials	1.10%	—	+160.42%
8	IVREUR	Invesco Mortgage Capital	Stock-Other	1.03%	—	—
9	SHAK	Shake Shack INC - Class A	Stock-Consumer Disc	0.99%	—	+13.32%
10	CRI	Carter's INC	Stock-Other	0.97%	—	—
11	BBBYEUR	20230930-dk-butterfly-1 INC	Stock-Other	0.97%	—	+35.44%
12	KSS	Kohls CORP	Stock-Consumer Disc	0.96%	—	+15.90%
13	CASY	Casey's General Stores INC	Stock-Consumer Disc	0.92%	—	—
14	GRMN	Garmin Ltd.	Stock-Tech	0.87%	—	-17.58%
15	NBR	Nabors Industries Ltd.	Stock-Other	0.80%	—	-20.01%
16	AAL	American Airlines Group INC	Stock-Industrials	0.80%	-0.45%	EXIT
17	W	Wayfair Inc- Class A	Stock-Consumer Disc	0.78%	—	-33.22%
18	LULU	Lululemon Athletica INC	Stock-Consumer Disc	0.76%	—	+101.15%
19	SFIX	Stitch Fix Inc-class A	Stock-Other	0.70%	—	+604.71%
20	JBLU	Jetblue Airways CORP	Stock-Industrials	0.68%	—	+872.59%
21	TSCO	Tractor Supply Company	Stock-Consumer Disc	0.67%	—	—
22	VISN	Vistance Networks INC	Stock-Tech	0.67%	—	+224.27%
23	OLLI	Ollie's Bargain Outlet Holdi	Stock-Consumer Staples	0.66%	—	+4.05%
24	AAPL	Apple INC	Stock-Tech	0.66%	—	—
25	WWEUSD	World Wrestling Entertain-a	Stock-Other	0.63%	—	—
26	AEO	American Eagle Outfitters	Stock-Consumer Disc	0.62%	—	+29.06%
27	FTREUR	Frontier Communications CORP	Stock-Other	0.61%	—	-10.30%
28	FIVE	Five Below	Stock-Consumer Disc	0.60%	—	-16.83%
29	MIKUSD	Michaels Cos Inc/the	Stock-Other	0.60%	—	—
30	COST	Costco Wholesale CORP	Stock-Consumer Staples	0.60%	—	+58.33%
31	SPOT	Spotify Technology S.A.	Stock-Comm Services	0.59%	—	—
32	MUSA	Murphy USA INC	Stock-Consumer Disc	0.59%	—	—
33	CHTR	Charter Communications Inc-a	Stock-Comm Services	0.58%	—	-15.04%
34	ETSY	Etsy INC	Stock-Consumer Disc	0.58%	—	+195.07%
35	EFX	Equifax INC	Stock-Industrials	0.57%	—	—
36	GAP	Gap Inc/the	Stock-Consumer Disc	0.57%	—	—
37	HRB	H&r Block INC	Stock-Consumer Disc	0.54%	—	+43.09%
38	LBEUR	L Brands INC	Stock-Other	0.54%	—	-20.53%
39	WFRD 5.875 07-01-21	Weatherford Intl LTD	Stock-Energy	0.53%	—	—
40	WING	Wingstop INC	Stock-Consumer Disc	0.52%	—	-46.82%
41	GM	General Motors Co	Stock-Consumer Disc	0.52%	—	+192.94%
42	LBTYA	Liberty Global Ltd.	Stock-Other	0.52%	—	—
43	BJRI	Bj's Restaurants INC	Stock-Other	0.50%	—	—
44	✓	Dsw INC	Stock-Other	0.50%	—	-58.77%
45	GME	GameStop Corp.	Stock-Consumer Disc	0.50%	—	—
46	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	0.48%	-10.24%	EXIT
47	DCH	Dauch Corporation	Stock-Other	0.47%	—	—
48	TGNA	Tegna INC	Stock-Other	0.46%	—	-13.78%
49	MGM	Mgm Resorts International	Stock-Consumer Disc	0.46%	—	+115.33%
50	TJX	Tjx Companies INC	Stock-Consumer Disc	0.46%	—	—

1–50 of 200

Holding changes this quarter

Position changes disclosed by Ellington Management Group LLC for the quarter ending Q3 2018, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	HLF	Herbalife Ltd.	+2.4%	+1403.60%	Add
2	NFLX	Netflix INC	+1.5%	+862.50%	Add
3	GT	Goodyear Tire & Rubber Co	+1.2%	+1566.67%	Add
4	URI	United Rentals INC	+1%	+160.42%	Add
5	SFIX	Stitch Fix Inc-class A	+0.7%	+604.71%	Add
6	LULU	Lululemon Athletica INC	+0.7%	+101.15%	Add
7	JBLU	Jetblue Airways CORP	+0.7%	+872.59%	Add
8	VISN	Vistance Networks INC	+0.6%	+224.27%	Add
9	ETSY	Etsy INC	+0.5%	+195.07%	Add
10	✓	Dsw INC	+0.3%	-58.77%	Trim
11	LOW	Lowe's Cos INC	+0.1%	-70.64%	Trim
12	✓		0%	-71.24%	Trim
13	ORLY	O'reilly Automotive INC	0%	-75.90%	Trim
14	URBN	Urban Outfitters INC	0%	-72.83%	Trim
15	SPY	Ss Spdr S&p 500 ETF Trust-us	-67.5%	-99.83%	Trim
16	FXI	Ishares China Large-cap ETF	—	EXIT	Sold out
17	IWM	Ishares Russell 2000 ETF	—	EXIT	Sold out
18	XLF	Ss Financial Select Sector	—	EXIT	Sold out
19	MFAUSD	Mfa Financial INC	—	NEW	New buy
20	LEN	Lennar Corp-a	—	NEW	New buy
21	TSLA	Tesla INC	—	EXIT	Sold out
22	IVREUR	Invesco Mortgage Capital	—	NEW	New buy
23	CRI	Carter's INC	—	NEW	New buy
24	UAL	United Airlines Holdings INC	—	EXIT	Sold out
25	PRKS	United Parks & Resorts INC	—	EXIT	Sold out
26	TIFEUR	Tiffany & Co	—	EXIT	Sold out
27	HN9	Hanesbrands INC	—	EXIT	Sold out
28	CASY	Casey's General Stores INC	—	NEW	New buy
29	PLCE	Children's Place Inc/the	—	EXIT	Sold out
30	EXE 5.5 09-15-26	Expand Energy CORP	—	EXIT	Sold out
31	AAL	American Airlines Group INC	—	NEW	New buy
32	TSCO	Tractor Supply Company	—	NEW	New buy
33	AAPL	Apple INC	—	NEW	New buy
34	WWEUSD	World Wrestling Entertain-a	—	NEW	New buy
35	MIKUSD	Michaels Cos Inc/the	—	NEW	New buy
36	SPOT	Spotify Technology S.A.	—	NEW	New buy
37	MUSA	Murphy USA INC	—	NEW	New buy
38	EFX	Equifax INC	—	NEW	New buy
39	GAP	Gap Inc/the	—	NEW	New buy
40	WFRD 5.875 07-01-21	Weatherford Intl LTD	—	NEW	New buy
41	✓		—	EXIT	Sold out
42	LBTYA	Liberty Global Ltd.	—	NEW	New buy
43	BJRI	Bj's Restaurants INC	—	NEW	New buy
44	GME	GameStop Corp.	—	NEW	New buy
45	DCH	Dauch Corporation	—	NEW	New buy
46	TJX	Tjx Companies INC	—	NEW	New buy
47	VSAT	Viasat INC	—	NEW	New buy
48	LGIH	Lgi Homes INC	—	NEW	New buy
49	✓	Wmi Holdings CORP	—	NEW	New buy
50	SHOO	Steven Madden LTD	—	EXIT	Sold out