Ellington Management Group LLC — Q3 2019 13F Holdings

Name: Ellington Management Group LLC — 13F Holdings, Q3 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	5.10%	—	-17.11%
2	F	Ford Motor Co	Stock-Consumer Disc	4.60%	—	+212.90%
3	NBR 0.75 01-15-24	Nabors Industries INC	Stock-Other	3.73%	-6.85%	EXIT
4	EFC	Ellington Financial INC	Stock-Other	3.36%	-1.68%	EXIT
5	TDG	Transdigm Group INC	Stock-Industrials	3.15%	-0.54%	EXIT
6	NFLX	Netflix INC	Stock-Comm Services	3.02%	—	+53.98%
7	ARRUSD	Armour Residential Reit INC	Stock-Other	2.76%	—	—
8	GEO	Geo Group Inc/the	Stock-Other	2.51%	—	+104.29%
9	MTG	Mgic Investment CORP	Stock-Financials	2.37%	-1.54%	EXIT
10	DCH	Dauch Corporation	Stock-Other	1.51%	—	+234.26%
11	AIEUR	Arlington Asset Investment-a	Stock-Other	1.29%	—	+132.24%
12	RDN	Radian Group INC	Stock-Financials	1.21%	—	-18.09%
13	HLF	Herbalife Ltd.	Stock-Other	1.03%	—	+200.00%
14	BBBYEUR	20230930-dk-butterfly-1 INC	Stock-Other	0.81%	—	—
15	ESNT	Essent Group Ltd.	Stock-Financials	0.79%	-0.70%	EXIT
16	WYNN	Wynn Resorts LTD	Stock-Consumer Disc	0.78%	—	+154.53%
17	HTZ-WEUR	Hertz Global Holdings INC	Stock-Other	0.77%	—	+101.40%
18	TPR	Tapestry INC	Stock-Consumer Disc	0.77%	—	-29.54%
19	URBN	Urban Outfitters INC	Stock-Consumer Disc	0.74%	—	—
20	TSLA	Tesla INC	Stock-Consumer Disc	0.68%	—	—
21	WSM	Williams-sonoma INC	Stock-Consumer Disc	0.68%	—	-30.91%
22	USX1	United States Steel CORP	Stock-Other	0.65%	—	+10.60%
23	AR	Antero Resources CORP	Stock-Energy	0.61%	—	+32.43%
24	LULU	Lululemon Athletica INC	Stock-Consumer Disc	0.60%	—	+92.13%
25	✓		Stock-Other	0.58%	—	+35.71%
26	RESIEUR	Front Yard Residential CORP	Stock-Other	0.53%	—	-11.39%
27	HPQ	Hp INC	Stock-Tech	0.53%	—	—
28	EXPE	Expedia Group INC	Stock-Consumer Disc	0.50%	-0.31%	EXIT
29	MGM	Mgm Resorts International	Stock-Consumer Disc	0.50%	—	+41.69%
30	SAVEEUR	Spirit Airlines INC	Stock-Other	0.50%	—	+47.49%
31	DKS	Dick's Sporting Goods INC	Stock-Consumer Disc	0.50%	—	+238.00%
32	ADNT	Adient plc	Stock-Other	0.46%	—	—
33	WLLEUR	Whiting Petroleum CORP	Stock-Other	0.45%	—	—
34	SKAA	Skechers USA Inc-cl A	Stock-Other	0.44%	—	+130.85%
35	VFC	Vf CORP	Stock-Consumer Disc	0.43%	—	-64.88%
36	DISH	Dish Network Corp-a	Stock-Other	0.43%	—	+334.14%
37	UAL	United Airlines Holdings INC	Stock-Industrials	0.42%	—	-37.71%
38	NKE	Nike INC -cl B	Stock-Consumer Disc	0.41%	—	—
39	RWT	Redwood Trust INC	Stock-Other	0.41%	—	-65.16%
40	CAR	Avis Budget Group INC	Stock-Other	0.41%	—	+13.68%
41	W	Wayfair Inc- Class A	Stock-Consumer Disc	0.40%	—	-14.96%
42	EAT	Brinker International INC	Stock-Consumer Disc	0.39%	—	+618.31%
43	H	Hyatt Hotels CORP - Cl A	Stock-Consumer Disc	0.39%	—	—
44	UNIT	Uniti Group Inc.	Stock-Other	0.39%	—	+4.38%
45	HN9	Hanesbrands INC	Stock-Other	0.38%	—	+187.23%
46	DELL	Dell Technologies -c	Stock-Tech	0.37%	—	+303.09%
47	DOEUR	Diamond Offshore Drilling	Stock-Other	0.36%	—	—
48	GAP	Gap Inc/the	Stock-Consumer Disc	0.36%	—	—
49	OPRT	Oportun Financial CORP	Stock-Other	0.35%	—	—
50	QVCAUSD	Qurate Retail Inc-series A	Stock-Other	0.35%	—	+60.35%

1–50 of 200

Holding changes this quarter

Position changes disclosed by Ellington Management Group LLC for the quarter ending Q3 2019, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	F	Ford Motor Co	+3.1%	+212.90%	Add
2	GEO	Geo Group Inc/the	+1.1%	+104.29%	Add
3	MTG	Mgic Investment CORP	+1.1%	+78.85%	Add
4	DCH	Dauch Corporation	+0.9%	+234.26%	Add
5	HLF	Herbalife Ltd.	+0.7%	+200.00%	Add
6	AIEUR	Arlington Asset Investment-a	+0.6%	+132.24%	Add
7	WYNN	Wynn Resorts LTD	+0.5%	+154.53%	Add
8	DKS	Dick's Sporting Goods INC	+0.4%	+238.00%	Add
9	TDG	Transdigm Group INC	-0.2%	-18.29%	Trim
10	COP	Conocophillips	-0.4%	-83.41%	Trim
11	SIXEUR	Six Flags Entertainment CORP	-0.4%	-92.07%	Trim
12	ULTA	Ulta Beauty INC	-0.5%	-72.92%	Trim
13	WMT	Walmart INC	-0.5%	-64.78%	Trim
14	SPOT	Spotify Technology S.A.	-0.5%	-91.22%	Trim
15	TPR	Tapestry INC	-0.5%	-29.54%	Trim
16	SHAK	Shake Shack INC - Class A	-0.5%	-72.27%	Trim
17	GTN	Gray Media INC	-0.5%	-83.84%	Trim
18	GT	Goodyear Tire & Rubber Co	-0.6%	-64.57%	Trim
19	WLL 1.25 04-01-20	Whiting Petroleum CORP	-0.7%	-17.11%	Trim
20	VFC	Vf CORP	-0.7%	-64.88%	Trim
21	RWT	Redwood Trust INC	-0.7%	-65.16%	Trim
22	LBEUR	L Brands INC	-1.1%	-94.67%	Trim
23	ESNT	Essent Group Ltd.	-1.3%	-65.30%	Trim
24	AKS 5 11-15-19	Ak Steel CORP	-1.7%	-84.75%	Trim
25	NBR 0.75 01-15-24	Nabors Industries INC	—	NEW	New buy
26	ARRUSD	Armour Residential Reit INC	—	NEW	New buy
27	CMG	Chipotle Mexican Grill INC	—	EXIT	Sold out
28	CTLEUR	Centurylink INC	—	EXIT	Sold out
29	LOW	Lowe's Cos INC	—	EXIT	Sold out
30	BBBYEUR	20230930-dk-butterfly-1 INC	—	NEW	New buy
31	CVNA	Carvana Co	—	EXIT	Sold out
32	SFIX	Stitch Fix Inc-class A	—	EXIT	Sold out
33	URBN	Urban Outfitters INC	—	NEW	New buy
34	KSS	Kohls CORP	—	EXIT	Sold out
35	INTU	Intuit INC	—	EXIT	Sold out
36	AKS1EUR	Ak Steel Holding CORP	—	EXIT	Sold out
37	DECK	Deckers Outdoor CORP	—	EXIT	Sold out
38	MCD	Mcdonald's CORP	—	EXIT	Sold out
39	TJX	Tjx Companies INC	—	EXIT	Sold out
40	CBRL	Cracker Barrel Old Country	—	EXIT	Sold out
41	WTWEUR	Ww International INC	—	EXIT	Sold out
42	HPQ	Hp INC	—	NEW	New buy
43	EXPE	Expedia Group INC	—	NEW	New buy
44	TSCO	Tractor Supply Company	—	EXIT	Sold out
45	CHTR	Charter Communications Inc-a	—	EXIT	Sold out
46	ADNT	Adient plc	—	NEW	New buy
47	WLLEUR	Whiting Petroleum CORP	—	NEW	New buy
48	NKE	Nike INC -cl B	—	NEW	New buy
49	NYT	New York Times Co-a	—	EXIT	Sold out
50	H	Hyatt Hotels CORP - Cl A	—	NEW	New buy