Ellington Management Group LLC — Q1 2020 13F Holdings

Name: Ellington Management Group LLC — 13F Holdings, Q1 2020
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 503 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	NBR 0.75 01-15-24	Nabors Industries INC	Stock-Other	5.78%	-6.85%	EXIT
2	F	Ford Motor Co	Stock-Consumer Disc	5.16%	—	+37.07%
3	T	At&t INC	Stock-Comm Services	4.07%	—	—
4	AAL	American Airlines Group INC	Stock-Industrials	2.69%	-0.45%	EXIT
5	VZ	Verizon Communications INC	Stock-Comm Services	2.26%	—	—
6	TSLA	Tesla INC	Stock-Consumer Disc	1.93%	—	—
7	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	1.28%	-10.24%	EXIT
8	EFC	Ellington Financial INC	Stock-Other	1.14%	-1.68%	EXIT
9	LEN	Lennar Corp-a	Stock-Consumer Disc	1.12%	—	—
10	PBI	Pitney Bowes INC	Stock-Other	1.05%	—	+557.67%
11	AGNC	Agnc Investment CORP	Stock-Real Estate	0.85%	-2.36%	EXIT
12	DCH	Dauch Corporation	Stock-Other	0.82%	—	+17.63%
13	NFLX	Netflix INC	Stock-Comm Services	0.77%	—	-37.86%
14	S9Q	Spirit Aerosystems Hold-cl A	Stock-Other	0.67%	-0.20%	EXIT
15	WMT	Walmart INC	Stock-Consumer Staples	0.65%	—	+5.68%
16	NLYEUR	Annaly Capital Management In	Stock-Other	0.61%	-0.95%	EXIT
17	TOL	Toll Brothers INC	Stock-Consumer Disc	0.61%	—	+714.42%
18	✓		Stock-Other	0.61%	—	—
19	RC	Ready Capital CORP	Stock-Other	0.60%	-0.50%	EXIT
20	DISH	Dish Network Corp-a	Stock-Other	0.56%	—	+71.41%
21	SPOT	Spotify Technology S.A.	Stock-Comm Services	0.53%	—	+222.41%
22	PZZA	Papa John's Intl INC	Stock-Other	0.52%	—	+874.42%
23	PETS	Petmed Express INC	Stock-Other	0.50%	—	—
24	INTU	Intuit INC	Stock-Tech	0.50%	—	—
25	HRL	Hormel Foods CORP	Stock-Consumer Staples	0.49%	—	—
26	MGM	Mgm Resorts International	Stock-Consumer Disc	0.49%	—	+182.34%
27	FDX	Fedex CORP	Stock-Industrials	0.47%	—	—
28	ESS	Essex Property Trust INC	Stock-Real Estate	0.47%	—	—
29	ESNT	Essent Group Ltd.	Stock-Financials	0.46%	-0.70%	EXIT
30	TRU	Transunion	Stock-Financials	0.44%	—	—
31	AAP	Advance Auto Parts INC	Stock-Consumer Disc	0.43%	—	—
32	CSX	Csx CORP	Stock-Industrials	0.43%	—	—
33	COTY	Coty Inc-cl A	Stock-Other	0.42%	—	—
34	FAF	First American Financial	Stock-Financials	0.42%	—	—
35	CI	THE Cigna Group	Stock-Healthcare	0.42%	—	—
36	ICE	Intercontinental Exchange In	Stock-Financials	0.41%	—	—
37	WW6	Ww International INC	Stock-Other	0.41%	—	+23.83%
38	MTG	Mgic Investment CORP	Stock-Financials	0.40%	-1.54%	EXIT
39	SAIC	Science Applications Inte	Stock-Tech	0.39%	—	—
40	CVS	Cvs Health CORP	Stock-Healthcare	0.39%	—	+7.95%
41	TEAM	Atlassian Corporation	Stock-Tech	0.38%	—	+372.00%
42	SFM	Sprouts Farmers Market INC	Stock-Consumer Staples	0.38%	—	—
43	AMCX	Amc Global Media INC	Stock-Other	0.38%	—	+89.56%
44	BG	Bunge Global SA	Stock-Consumer Staples	0.37%	—	+646.15%
45	KMB	Kimberly-clark CORP	Stock-Consumer Staples	0.37%	—	+284.38%
46	PFSI	Pennymac Financial Services	Stock-Other	0.35%	-0.50%	EXIT
47	WING	Wingstop INC	Stock-Consumer Disc	0.35%	—	—
48	ASML	ASML Holding N.V.	Stock-Tech	0.35%	—	—
49	SSNC	Ss&c Technologies Holdings	Stock-Tech	0.35%	—	+805.91%
50	TCOM	Trip.com Group Ltd-adr	Stock-Consumer Disc	0.35%	—	—

1–50 of 200

Holding changes this quarter

Position changes disclosed by Ellington Management Group LLC for the quarter ending Q1 2020, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	AAL	American Airlines Group INC	+2.6%	+4901.07%	Add
2	PBI	Pitney Bowes INC	+0.8%	+557.67%	Add
3	S9Q	Spirit Aerosystems Hold-cl A	+0.6%	+1811.29%	Add
4	TDG	Transdigm Group INC	-0.4%	-43.89%	Trim
5	SIXEUR	Six Flags Entertainment CORP	-0.5%	-50.55%	Trim
6	AIEUR	Arlington Asset Investment-a	-0.5%	-58.43%	Trim
7	HN9	Hanesbrands INC	-0.6%	-60.88%	Trim
8	TEVA	Teva Pharmaceutical-sp Adr	-0.6%	-94.67%	Trim
9	ESNT	Essent Group Ltd.	-0.6%	-23.97%	Trim
10	DCH	Dauch Corporation	-1.1%	+17.63%	Add
11	MTG	Mgic Investment CORP	-1.1%	-44.94%	Trim
12	RWT	Redwood Trust INC	-1.2%	-62.64%	Trim
13	F	Ford Motor Co	-1.4%	+37.07%	Add
14	HLF	Herbalife Ltd.	-1.5%	-94.73%	Trim
15	EFC	Ellington Financial INC	-2.2%	+0.07%	Add
16	NBR 0.75 01-15-24	Nabors Industries INC	-3.5%	+100.26%	Add
17	T	At&t INC	—	NEW	New buy
18	GEO	Geo Group Inc/the	—	EXIT	Sold out
19	VZ	Verizon Communications INC	—	NEW	New buy
20	MO	Altria Group INC	—	EXIT	Sold out
21	WLL 1.25 04-01-20	Whiting Petroleum CORP	—	EXIT	Sold out
22	BBBYEUR	20230930-dk-butterfly-1 INC	—	EXIT	Sold out
23	SPY	Ss Spdr S&p 500 ETF Trust-us	—	NEW	New buy
24	RDN	Radian Group INC	—	EXIT	Sold out
25	LEN	Lennar Corp-a	—	NEW	New buy
26	PHM	Pultegroup INC	—	EXIT	Sold out
27	SM	Sm Energy Co	—	EXIT	Sold out
28	SM 1.5 07-01-21	Sm Energy Co	—	EXIT	Sold out
29	DAL	Delta Air Lines INC	—	EXIT	Sold out
30	AGNC	Agnc Investment CORP	—	NEW	New buy
31	SIRIEUR	Sirius Xm Holdings INC	—	EXIT	Sold out
32	RESIEUR	Front Yard Residential CORP	—	EXIT	Sold out
33	VFC	Vf CORP	—	EXIT	Sold out
34	USX1	United States Steel CORP	—	EXIT	Sold out
35	AM	Antero Midstream CORP	—	EXIT	Sold out
36	OASEUR	Oasis Petroleum INC	—	EXIT	Sold out
37	DPZ	Domino's Pizza INC	—	EXIT	Sold out
38	CROX	Crocs INC	—	EXIT	Sold out
39	✓		—	NEW	New buy
40	TJX	Tjx Companies INC	—	EXIT	Sold out
41	CAKE	Cheesecake Factory Inc/the	—	EXIT	Sold out
42	CRCEUR	California Resources CORP	—	EXIT	Sold out
43	WYNN	Wynn Resorts LTD	—	EXIT	Sold out
44	PETS	Petmed Express INC	—	NEW	New buy
45	INTU	Intuit INC	—	NEW	New buy
46	SFIX	Stitch Fix Inc-class A	—	EXIT	Sold out
47	HRL	Hormel Foods CORP	—	NEW	New buy
48	FDX	Fedex CORP	—	NEW	New buy
49	OLLI	Ollie's Bargain Outlet Holdi	—	EXIT	Sold out
50	ESS	Essex Property Trust INC	—	NEW	New buy