Ellington Management Group LLC — Q2 2019 13F Holdings

Name: Ellington Management Group LLC — 13F Holdings, Q2 2019
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 546 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	WLL 1.25 04-01-20	Whiting Petroleum CORP	Stock-Other	5.77%	—	—
2	TDG	Transdigm Group INC	Stock-Industrials	3.39%	-0.54%	EXIT
3	EFC	Ellington Financial INC	Stock-Other	3.16%	-1.68%	EXIT
4	NFLX	Netflix INC	Stock-Comm Services	2.54%	—	+113.29%
5	ESNT	Essent Group Ltd.	Stock-Financials	2.12%	-0.70%	EXIT
6	AKS 5 11-15-19	Ak Steel CORP	Stock-Other	2.02%	—	—
7	F	Ford Motor Co	Stock-Consumer Disc	1.55%	—	+11.10%
8	GEO	Geo Group Inc/the	Stock-Other	1.41%	—	+53.73%
9	RDN	Radian Group INC	Stock-Financials	1.39%	—	+33.27%
10	MTG	Mgic Investment CORP	Stock-Financials	1.31%	-1.54%	EXIT
11	TPR	Tapestry INC	Stock-Consumer Disc	1.26%	—	—
12	LBEUR	L Brands INC	Stock-Other	1.19%	—	+107.24%
13	VFC	Vf CORP	Stock-Consumer Disc	1.14%	—	+2144.12%
14	RWT	Redwood Trust INC	Stock-Other	1.13%	—	+71.29%
15	CMG	Chipotle Mexican Grill INC	Stock-Consumer Disc	0.98%	—	+27.87%
16	CTLEUR	Centurylink INC	Stock-Other	0.94%	—	+145.30%
17	GT	Goodyear Tire & Rubber Co	Stock-Consumer Disc	0.94%	—	+2.26%
18	WSM	Williams-sonoma INC	Stock-Consumer Disc	0.89%	—	-29.54%
19	LOW	Lowe's Cos INC	Stock-Consumer Disc	0.88%	—	+208.43%
20	SHAK	Shake Shack INC - Class A	Stock-Consumer Disc	0.84%	—	-35.80%
21	AR	Antero Resources CORP	Stock-Energy	0.79%	—	+75.04%
22	WMT	Walmart INC	Stock-Consumer Staples	0.77%	—	+40.48%
23	USX1	United States Steel CORP	Stock-Other	0.74%	—	+1725.81%
24	CVNA	Carvana Co	Stock-Consumer Disc	0.71%	—	—
25	SFIX	Stitch Fix Inc-class A	Stock-Other	0.70%	—	+1.75%
26	KSS	Kohls CORP	Stock-Consumer Disc	0.69%	—	—
27	DCH	Dauch Corporation	Stock-Other	0.66%	—	+780.69%
28	AIEUR	Arlington Asset Investment-a	Stock-Other	0.66%	—	+168.90%
29	UAL	United Airlines Holdings INC	Stock-Industrials	0.63%	—	—
30	GTN	Gray Media INC	Stock-Other	0.62%	—	—
31	RESIEUR	Front Yard Residential CORP	Stock-Other	0.60%	—	+5.96%
32	TSLA	Tesla INC	Stock-Consumer Disc	0.60%	—	—
33	INTU	Intuit INC	Stock-Tech	0.59%	—	—
34	W	Wayfair Inc- Class A	Stock-Consumer Disc	0.58%	—	+58.11%
35	AKS1EUR	Ak Steel Holding CORP	Stock-Other	0.58%	—	+293.40%
36	DECK	Deckers Outdoor CORP	Stock-Consumer Disc	0.57%	—	-31.79%
37	ULTA	Ulta Beauty INC	Stock-Consumer Disc	0.57%	—	+26.32%
38	✓		Stock-Other	0.56%	—	+123.40%
39	MCD	Mcdonald's CORP	Stock-Consumer Disc	0.55%	—	+20.00%
40	DBI	Designer Brands Inc-class A	Stock-Other	0.54%	—	—
41	TJX	Tjx Companies INC	Stock-Consumer Disc	0.54%	—	-13.54%
42	CBRL	Cracker Barrel Old Country	Stock-Other	0.53%	—	—
43	PFSI	Pennymac Financial Services	Stock-Other	0.53%	-0.50%	EXIT
44	SPOT	Spotify Technology S.A.	Stock-Comm Services	0.51%	—	+12.64%
45	WTWEUR	Ww International INC	Stock-Other	0.51%	—	—
46	WING	Wingstop INC	Stock-Consumer Disc	0.49%	—	-34.13%
47	TSCO	Tractor Supply Company	Stock-Consumer Disc	0.46%	—	-54.66%
48	SIXEUR	Six Flags Entertainment CORP	Stock-Other	0.46%	—	-17.33%
49	CHTR	Charter Communications Inc-a	Stock-Comm Services	0.44%	—	+106.55%
50	COP	Conocophillips	Stock-Energy	0.43%	—	—

1–50 of 200

Holding changes this quarter

Position changes disclosed by Ellington Management Group LLC for the quarter ending Q2 2019, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	NFLX	Netflix INC	+1.3%	+113.29%	Add
2	ESNT	Essent Group Ltd.	+1.1%	+112.55%	Add
3	VFC	Vf CORP	+1.1%	+2144.12%	Add
4	TDG	Transdigm Group INC	+0.9%	+36.67%	Add
5	USX1	United States Steel CORP	+0.7%	+1725.81%	Add
6	DCH	Dauch Corporation	+0.6%	+780.69%	Add
7	LOW	Lowe's Cos INC	+0.6%	+208.43%	Add
8	LBEUR	L Brands INC	+0.5%	+107.24%	Add
9	GEO	Geo Group Inc/the	+0.5%	+53.73%	Add
10	CTLEUR	Centurylink INC	+0.5%	+145.30%	Add
11	RWT	Redwood Trust INC	+0.4%	+71.29%	Add
12	AKS1EUR	Ak Steel Holding CORP	+0.4%	+293.40%	Add
13	RDN	Radian Group INC	+0.4%	+33.27%	Add
14	MTG	Mgic Investment CORP	+0.4%	+47.33%	Add
15	AAPL	Apple INC	-0.5%	-67.30%	Trim
16	TSCO	Tractor Supply Company	-0.5%	-54.66%	Trim
17	URI	United Rentals INC	-0.5%	-61.51%	Trim
18	PMT	Pennymac Mortgage Investment	-0.6%	-65.10%	Trim
19	LULU	Lululemon Athletica INC	-0.8%	-75.48%	Trim
20	RL	Ralph Lauren CORP	-0.9%	-72.89%	Trim
21	T	At&t INC	-2.2%	-95.72%	Trim
22	WLL 1.25 04-01-20	Whiting Petroleum CORP	—	NEW	New buy
23	SPY	Ss Spdr S&p 500 ETF Trust-us	—	EXIT	Sold out
24	AKS 5 11-15-19	Ak Steel CORP	—	NEW	New buy
25	VSAT	Viasat INC	—	EXIT	Sold out
26	TPR	Tapestry INC	—	NEW	New buy
27	TWOEUR	Two Harbors Investment CORP	—	EXIT	Sold out
28	ANF	Abercrombie & Fitch Co-cl A	—	EXIT	Sold out
29	✓	Dsw INC	—	EXIT	Sold out
30	CRI	Carter's INC	—	EXIT	Sold out
31	ARMK	Aramark	—	EXIT	Sold out
32	CVNA	Carvana Co	—	NEW	New buy
33	KSS	Kohls CORP	—	NEW	New buy
34	UAL	United Airlines Holdings INC	—	NEW	New buy
35	GTN	Gray Media INC	—	NEW	New buy
36	VAL	Valaris Limited	—	EXIT	Sold out
37	TSLA	Tesla INC	—	NEW	New buy
38	INTU	Intuit INC	—	NEW	New buy
39	FDX	Fedex CORP	—	EXIT	Sold out
40	TIFEUR	Tiffany & Co	—	EXIT	Sold out
41	DBI	Designer Brands Inc-class A	—	NEW	New buy
42	CBRL	Cracker Barrel Old Country	—	NEW	New buy
43	GU9	Guess? INC	—	EXIT	Sold out
44	WTWEUR	Ww International INC	—	NEW	New buy
45	AEO	American Eagle Outfitters	—	EXIT	Sold out
46	COP	Conocophillips	—	NEW	New buy
47	CNK	Cinemark Holdings INC	—	EXIT	Sold out
48	DLTR	Dollar Tree INC	—	NEW	New buy
49	SAVEEUR	Spirit Airlines INC	—	NEW	New buy
50	CBB	Cincinnati Bell INC	—	NEW	New buy