Ellington Management Group LLC — Q4 2019 13F Holdings

Name: Ellington Management Group LLC — 13F Holdings, Q4 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 487 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	NBR 0.75 01-15-24	Nabors Industries INC	Stock-Other	9.24%	-6.85%	EXIT
2	F	Ford Motor Co	Stock-Consumer Disc	6.57%	—	+19.50%
3	EFC	Ellington Financial INC	Stock-Other	3.32%	-1.68%	EXIT
4	GEO	Geo Group Inc/the	Stock-Other	2.33%	—	-17.52%
5	DCH	Dauch Corporation	Stock-Other	1.88%	—	-19.34%
6	MO	Altria Group INC	Stock-Consumer Staples	1.83%	—	—
7	WLL 1.25 04-01-20	Whiting Petroleum CORP	Stock-Other	1.65%	—	-72.54%
8	BBBYEUR	20230930-dk-butterfly-1 INC	Stock-Other	1.55%	—	—
9	HLF	Herbalife Ltd.	Stock-Other	1.52%	—	—
10	MTG	Mgic Investment CORP	Stock-Financials	1.46%	-1.54%	EXIT
11	RWT	Redwood Trust INC	Stock-Other	1.41%	—	+188.54%
12	TSLA	Tesla INC	Stock-Consumer Disc	1.40%	—	—
13	RDN	Radian Group INC	Stock-Financials	1.15%	—	-26.36%
14	ESNT	Essent Group Ltd.	Stock-Financials	1.09%	-0.70%	EXIT
15	PHM	Pultegroup INC	Stock-Consumer Disc	0.99%	—	—
16	SM	Sm Energy Co	Stock-Energy	0.99%	—	+112.80%
17	NFLX	Netflix INC	Stock-Comm Services	0.96%	—	-77.56%
18	SM 1.5 07-01-21	Sm Energy Co	Stock-Energy	0.84%	—	—
19	DAL	Delta Air Lines INC	Stock-Industrials	0.83%	—	—
20	HN9	Hanesbrands INC	Stock-Other	0.79%	—	+80.42%
21	SIRIEUR	Sirius Xm Holdings INC	Stock-Other	0.76%	—	—
22	RESIEUR	Front Yard Residential CORP	Stock-Other	0.76%	—	+13.18%
23	VFC	Vf CORP	Stock-Consumer Disc	0.73%	—	+28.73%
24	USX1	United States Steel CORP	Stock-Other	0.70%	—	-7.35%
25	WW6	Ww International INC	Stock-Other	0.67%	—	+70.66%
26	AM	Antero Midstream CORP	Stock-Energy	0.67%	—	+567.71%
27	TDG	Transdigm Group INC	Stock-Industrials	0.66%	-0.54%	EXIT
28	TEVA	Teva Pharmaceutical-sp Adr	Stock-Healthcare	0.65%	—	—
29	AIEUR	Arlington Asset Investment-a	Stock-Other	0.63%	—	-58.96%
30	OASEUR	Oasis Petroleum INC	Stock-Other	0.60%	—	+140.01%
31	DPZ	Domino's Pizza INC	Stock-Consumer Disc	0.59%	—	—
32	SIXEUR	Six Flags Entertainment CORP	Stock-Other	0.58%	—	+1324.50%
33	CROX	Crocs INC	Stock-Consumer Disc	0.58%	—	—
34	WMT	Walmart INC	Stock-Consumer Staples	0.58%	—	+60.14%
35	DBI	Designer Brands Inc-class A	Stock-Other	0.54%	—	+130.47%
36	DISH	Dish Network Corp-a	Stock-Other	0.53%	—	+0.53%
37	GT	Goodyear Tire & Rubber Co	Stock-Consumer Disc	0.52%	—	+22.90%
38	GAP	Gap Inc/the	Stock-Consumer Disc	0.51%	—	+17.12%
39	TJX	Tjx Companies INC	Stock-Consumer Disc	0.50%	—	—
40	CAKE	Cheesecake Factory Inc/the	Stock-Consumer Disc	0.48%	—	+45.73%
41	CRCEUR	California Resources CORP	Stock-Other	0.46%	—	—
42	NKE	Nike INC -cl B	Stock-Consumer Disc	0.46%	—	-12.76%
43	WYNN	Wynn Resorts LTD	Stock-Consumer Disc	0.46%	—	-61.18%
44	SFIX	Stitch Fix Inc-class A	Stock-Other	0.45%	—	—
45	MGM	Mgm Resorts International	Stock-Consumer Disc	0.44%	—	-37.37%
46	RC	Ready Capital CORP	Stock-Other	0.44%	-0.50%	EXIT
47	OLLI	Ollie's Bargain Outlet Holdi	Stock-Consumer Staples	0.43%	—	+34.21%
48	GIS	General Mills INC	Stock-Consumer Staples	0.41%	—	+37.88%
49	CVS	Cvs Health CORP	Stock-Healthcare	0.41%	—	—
50	PFSI	Pennymac Financial Services	Stock-Other	0.38%	-0.50%	EXIT

1–50 of 200

Holding changes this quarter

Position changes disclosed by Ellington Management Group LLC for the quarter ending Q4 2019, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	NBR 0.75 01-15-24	Nabors Industries INC	+5.5%	+78.16%	Add
2	F	Ford Motor Co	+2%	+19.50%	Add
3	RWT	Redwood Trust INC	+1%	+188.54%	Add
4	BBBYEUR	20230930-dk-butterfly-1 INC	+0.7%	—	Unchanged
5	TSLA	Tesla INC	+0.7%	—	Unchanged
6	SM	Sm Energy Co	+0.7%	+112.80%	Add
7	AM	Antero Midstream CORP	+0.6%	+567.71%	Add
8	SIXEUR	Six Flags Entertainment CORP	+0.5%	+1324.50%	Add
9	EFC	Ellington Financial INC	0%	-17.34%	Trim
10	GEO	Geo Group Inc/the	-0.2%	-17.52%	Trim
11	WYNN	Wynn Resorts LTD	-0.3%	-61.18%	Trim
12	AR	Antero Resources CORP	-0.3%	-56.85%	Trim
13	LULU	Lululemon Athletica INC	-0.4%	-70.18%	Trim
14	✓		-0.4%	-66.49%	Trim
15	HTZ-WEUR	Hertz Global Holdings INC	-0.4%	-67.40%	Trim
16	TPR	Tapestry INC	-0.4%	-65.06%	Trim
17	WSM	Williams-sonoma INC	-0.5%	-76.27%	Trim
18	URBN	Urban Outfitters INC	-0.6%	-79.49%	Trim
19	AIEUR	Arlington Asset Investment-a	-0.7%	-58.96%	Trim
20	MTG	Mgic Investment CORP	-0.9%	-53.56%	Trim
21	NFLX	Netflix INC	-2.1%	-77.56%	Trim
22	TDG	Transdigm Group INC	-2.5%	-83.58%	Trim
23	WLL 1.25 04-01-20	Whiting Petroleum CORP	-3.5%	-72.54%	Trim
24	ARRUSD	Armour Residential Reit INC	—	EXIT	Sold out
25	MO	Altria Group INC	—	NEW	New buy
26	PHM	Pultegroup INC	—	NEW	New buy
27	SM 1.5 07-01-21	Sm Energy Co	—	NEW	New buy
28	DAL	Delta Air Lines INC	—	NEW	New buy
29	SIRIEUR	Sirius Xm Holdings INC	—	NEW	New buy
30	TEVA	Teva Pharmaceutical-sp Adr	—	NEW	New buy
31	HPQ	Hp INC	—	EXIT	Sold out
32	DPZ	Domino's Pizza INC	—	NEW	New buy
33	EXPE	Expedia Group INC	—	EXIT	Sold out
34	DKS	Dick's Sporting Goods INC	—	EXIT	Sold out
35	CROX	Crocs INC	—	NEW	New buy
36	ADNT	Adient plc	—	EXIT	Sold out
37	WLLEUR	Whiting Petroleum CORP	—	EXIT	Sold out
38	SKAA	Skechers USA Inc-cl A	—	EXIT	Sold out
39	TJX	Tjx Companies INC	—	NEW	New buy
40	UAL	United Airlines Holdings INC	—	EXIT	Sold out
41	W	Wayfair Inc- Class A	—	EXIT	Sold out
42	EAT	Brinker International INC	—	EXIT	Sold out
43	H	Hyatt Hotels CORP - Cl A	—	EXIT	Sold out
44	CRCEUR	California Resources CORP	—	NEW	New buy
45	SFIX	Stitch Fix Inc-class A	—	NEW	New buy
46	RC	Ready Capital CORP	—	NEW	New buy
47	DELL	Dell Technologies -c	—	EXIT	Sold out
48	DOEUR	Diamond Offshore Drilling	—	EXIT	Sold out
49	OPRT	Oportun Financial CORP	—	EXIT	Sold out
50	CVS	Cvs Health CORP	—	NEW	New buy