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Ellington Management Group LLC Historical SEC 13F Holdings & Archive (Q2 2021)
Ellington Management Group LLCCIK: 0001098490
High-turnover traderSector-focused
Total reported value
$675.6M
Reporting period: 2021-06-30 · Number of holdings: 176
ELLINGTON MANAGEMENT GROUP LLC disclosed 176 holdings in its latest 13F filing for the period ending 2021-06-30, with total reported value of $675.6M and a quarterly turnover rate of 109.2%.
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Personality snowflake
- Concentration
- 0
- Portfolio Stability
- 100
- Momentum
- 50
- Sector conviction
- 100
- Diversification
- 0
- Sizing Uniformity
- —
Ellington Management Group LLC's disclosed holdings carry a Herfindahl concentration index of 0.060 — mathematically equivalent to about 17 equally-sized positions, well below its 176 actual disclosed holdings. That gap points to a strategy built around a small core of high-conviction bets rather than broad diversification.
Position sizes vary widely across the portfolio (a coefficient of variation of 3.05), with a handful of outsized bets alongside many smaller positions.
No strong tilt toward either adding to existing winners or initiating outsized new positions was observed in the latest reported quarter.
Sector classification currently covers about 1% of this portfolio's disclosed value; the remainder includes holdings (e.g. unmapped tickers, options, or other security types) not yet covered by our sector mapping.
Source and citation information
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Recent moves
View source Form 13F filing on SEC.govSold out HYG
Sold out SPY
Sold out IWM
Sold out QQQ
Sold out NBR 0.75 01-15-24
Sold out DISH 2.375 03-15-24
Holdings Map
New buyAddUnchangedTrim
Top 10 holdings by weight
Full holdings list this quarter
Showing top 170 holdings (of 176 total)
| # | Ticker | Issuer | Asset Subclass | Weight | Weight Change | Shares Change | 4Q Trend |
|---|---|---|---|---|---|---|---|
| 1 | HYG | Ishr Ibx Usd Hiyld Cb Etf-ui | ETF-High Yield | 17.62% | -28.80% | EXIT | |
| 2 | AMC | AMC Entertainment Holdings, Inc. | Stock-Other | 10.28% | — | — | |
| 3 | NBR 0.75 01-15-24Bond | Nabors Industries Inc | Bond | 7.32% | -6.85% | EXIT | |
| 4 | DISH 2.375 03-15-24Bond | Dish Network CORP | Bond | 6.56% | -4.63% | EXIT | |
| 5 | CAR | Avis Budget Group Inc | Stock-Other | 3.64% | — | — | |
| 6 | QQQ | Invesco Qqq Trust Series 1 | ETF-Tech | 3.41% | -8.84% | EXIT | |
| 7 | KRE | Ss Spdr S&p Regional Bank | ETF-Other | 3.28% | — | — | |
| 8 | PFF | Ishares Preferred & Income S | ETF-Other | 3.14% | -2.55% | EXIT | |
| 9 | RITM | Rithm Capital CORP | Stock-Real Estate | 2.76% | — | — | |
| 10 | EFC | Ellington Financial Inc | Stock-Other | 2.41% | -1.68% | EXIT | |
| 11 | IWM | Ishares Russell 2000 ETF | ETF-Small Cap | 2.38% | -8.97% | EXIT | |
| 12 | SPY | Ss Spdr S&p 500 ETF Trust-us | ETF-Large Cap & Growth | 2.03% | -10.24% | EXIT | |
| 13 | 07WA | Mr Cooper Group Inc | Stock-Other | 1.93% | -0.41% | EXIT | |
| 14 | PFSI | Pennymac Financial Services | Stock-Other | 1.71% | -0.50% | EXIT | |
| 15 | KSS | Kohls CORP | Stock-Consumer Disc | 1.20% | — | — | |
| 16 | LEA | Lear CORP | Stock-Consumer Disc | 1.10% | — | — | |
| 17 | MFAUSD | Mfa Financial Inc | Stock-Other | 0.96% | -0.32% | EXIT | |
| 18 | 0VVB | Paramount Global-class B | Stock-Other | 0.88% | — | — | |
| 19 | F | Ford Motor Co | Stock-Consumer Disc | 0.84% | — | — | |
| 20 | NWSA | News CORP - Class A | Stock-Comm Services | 0.81% | — | — | |
| 21 | RPT-PC | Rithm Property Trust Inc. | Stock-Other | 0.75% | -0.54% | EXIT | |
| 22 | ✓ | Vpc Impact Acquisition Hldg | Stock-Other | 0.74% | -0.61% | EXIT | |
| 23 | ARES | Ares Management Corporation | Stock-Financials | 0.74% | -0.62% | EXIT | |
| 24 | BWA | Borgwarner Inc | Stock-Consumer Disc | 0.73% | — | — | |
| 25 | JWNUSD | Nordstrom Inc | Stock-Other | 0.60% | -0.26% | EXIT | |
| 26 | XLF | Ss Financial Select Sector | ETF-Other | 0.60% | — | — | |
| 27 | 9EOA | Anzu Special Acquisition Cor | Stock-Other | 0.59% | -0.49% | EXIT | |
| 28 | ✓ | Cerberus Telecom Acquisition | Stock-Other | 0.59% | — | — | |
| 29 | COTY | Coty Inc-cl A | Stock-Other | 0.53% | — | — | |
| 30 | ✓ | Jack Creek Investment CORP | Stock-Other | 0.52% | -0.43% | EXIT | |
| 31 | ✓ | Peridot Acquisition CORP Ii | Stock-Other | 0.52% | -0.43% | EXIT | |
| 32 | RDFN | Redfin CORP | Stock-Other | 0.47% | — | — | |
| 33 | CPB | THE Campbell's Company | Stock-Consumer Staples | 0.44% | — | — | |
| 34 | GEL | Genesis Energy L.p. | Stock-Other | 0.41% | — | — | |
| 35 | HLF | Herbalife Ltd. | Stock-Other | 0.39% | — | — | |
| 36 | PBI | Pitney Bowes Inc | Stock-Other | 0.39% | — | — | |
| 37 | ✓ | Mason Industrial Technolgy I | Stock-Other | 0.37% | -0.31% | EXIT | |
| 38 | ✓ | G Squared Ascend I Inc | Stock-Other | 0.37% | -0.31% | EXIT | |
| 39 | ✓ | Ejf Acquisition CORP | Stock-Other | 0.37% | -0.31% | EXIT | |
| 40 | DISH | Dish Network Corp-a | Stock-Other | 0.37% | — | — | |
| 41 | RC | Ready Capital CORP | Stock-Other | 0.33% | -0.50% | EXIT | |
| 42 | KMI | Kinder Morgan, Inc. | Stock-Energy | 0.32% | -0.24% | EXIT | |
| 43 | CAG | Conagra Brands Inc | Stock-Consumer Staples | 0.30% | — | — | |
| 44 | ✓ | Ftac Hera Acquisition CORP | Stock-Other | 0.30% | -0.25% | EXIT | |
| 45 | ✓ | Hudson Executive Inves Iii | Stock-Other | 0.30% | -0.24% | EXIT | |
| 46 | ✓ | Stock-Other | 0.29% | -0.24% | EXIT | ||
| 47 | WYNN | Wynn Resorts LTD | Stock-Consumer Disc | 0.29% | — | +462.19% | |
| 48 | HAS | Hasbro Inc | Stock-Consumer Disc | 0.28% | — | — | |
| 49 | WMC 6.75 10-01-22Bond | Western Asset Mtge Cap | Bond | 0.28% | -0.23% | EXIT | |
| 50 | NBR | Nabors Industries Ltd. | Stock-Other | 0.28% | — | +75.40% |
1–50 of 170
* This report is exclusively curated by the AlphaSMO team. AlphaSMO is the web's most authoritative 13F / Inside Trader database, delivering precise insider trading and institutional holdings insights.
Reported value over time
Sector allocation
Sector allocation over time
Quarterly history
| Period | Holdings | Total value | Stability | Top holdings | |
|---|---|---|---|---|---|
| 2021 Q2 | 176 | $675.6M | 100 | ||
| 2021 Q1 | 161 | $812.6M | 100 | ||
| 2020 Q4 | 50 | $405.6M | 79 | ||
| 2020 Q3 | 46 | $286.3M | 100 | ||
| 2020 Q2 | 37 | $236.2M | 100 | ||
| 2020 Q1 | 511 | $426.1M | 100 | ||
| 2019 Q4 | 497 | $469.9M | 100 | ||
| 2019 Q3 | 563 | $552.9M | 100 | ||
| 2019 Q2 | 557 | $585.5M | 100 | ||
| 2019 Q1 | 548 | $548.6M | 100 | ||
| 2018 Q4 | 369 | $329.9M | 100 | ||
| 2018 Q3 | 492 | $373.5M | 100 | ||
| 2018 Q2 | 469 | $1.4B | 90 | ||
| 2018 Q1 | 787 | $1.4B | 100 | ||
| 2017 Q4 | 563 | $611.6M | 100 | ||
| 2017 Q3 | 601 | $585.3M | 100 | ||
| 2017 Q2 | 607 | $693.0M | 100 | ||
| 2017 Q1 | 653 | $2.9B | 100 | ||
| 2016 Q4 | 519 | $655.6M | 100 | ||
| 2016 Q3 | 625 | $363.0M | 100 | ||
| 2016 Q2 | 241 | $71.8M | 100 | ||
| 2016 Q1 | 476 | $233.2M | 100 | ||
| 2015 Q4 | 557 | $284.7M | 100 | ||
| 2015 Q3 | 676 | $355.0M | 100 | ||
| 2015 Q2 | 663 | $409.0M | 100 | ||
| 2015 Q1 | 653 | $483.1M | 100 | ||
| 2014 Q4 | 544 | $301.5M | 100 | ||
| 2014 Q3 | 282 | $145.6M | 100 | ||
| 2014 Q2 | 424 | $213.8M | 100 | ||
| 2014 Q1 | 586 | $341.8M | 100 | ||
| 2013 Q4 | 542 | $280.4M | 100 | ||
| 2013 Q3 | 735 | $528.4M | 100 | ||
| 2013 Q2 | 763 | $525.7M | 0 |
Holding changes this quarter
Ellington Management Group LLC's most significant position changes for 2021-06-30: Sold out: Ishr Ibx Usd Hiyld Cb Etf-ui (HYG); Sold out: Ss Spdr S&p 500 ETF Trust-us (SPY); Sold out: Ishares Russell 2000 ETF (IWM); Sold out: Invesco Qqq Trust Series 1 (QQQ); Sold out: Nabors Industries Inc (NBR 0.75 01-15-24).
| # | Ticker | Issuer | Weight Change | Shares Change | Action |
|---|---|---|---|---|---|
| 1 | HYG | Ishr Ibx Usd Hiyld Cb Etf-ui | — | EXIT | Sold out |
| 2 | SPY | Ss Spdr S&p 500 ETF Trust-us | — | EXIT | Sold out |
| 3 | IWM | Ishares Russell 2000 ETF | — | EXIT | Sold out |
| 4 | QQQ | Invesco Qqq Trust Series 1 | — | EXIT | Sold out |
| 5 | NBR 0.75 01-15-24Bond | Nabors Industries Inc | — | EXIT | Sold out |
| 6 | DISH 2.375 03-15-24Bond | Dish Network CORP | — | EXIT | Sold out |
| 7 | PFF | Ishares Preferred & Income S | — | EXIT | Sold out |
| 8 | AGNC | Agnc Investment CORP | — | EXIT | Sold out |
| 9 | XLE | Ss Energy Select Sector | — | EXIT | Sold out |
| 10 | EFC | Ellington Financial Inc | — | EXIT | Sold out |
| 11 | MTG | Mgic Investment CORP | — | EXIT | Sold out |
| 12 | NLYEUR | Annaly Capital Management In | — | EXIT | Sold out |
| 13 | ESNT | Essent Group Ltd. | — | EXIT | Sold out |
| 14 | ARES | Ares Management Corporation | — | EXIT | Sold out |
| 15 | ✓ | Vpc Impact Acqu Holdi Iii In | — | EXIT | Sold out |
| 16 | ✓ | Vpc Impact Acquisition Hldg | — | EXIT | Sold out |
| 17 | TDG | Transdigm Group Inc | — | EXIT | Sold out |
| 18 | RPT-PC | Rithm Property Trust Inc. | — | EXIT | Sold out |
| 19 | PFSI | Pennymac Financial Services | — | EXIT | Sold out |
| 20 | RC | Ready Capital CORP | — | EXIT | Sold out |
| 21 | 9EOA | Anzu Special Acquisition Cor | — | EXIT | Sold out |
| 22 | AAL | American Airlines Group Inc | — | EXIT | Sold out |
| 23 | ✓ | Peridot Acquisition CORP Ii | — | EXIT | Sold out |
| 24 | ✓ | Jack Creek Investment CORP | — | EXIT | Sold out |
| 25 | 07WA | Mr Cooper Group Inc | — | EXIT | Sold out |
| 26 | NYMTEUR | Adamas Trust Inc | — | EXIT | Sold out |
| 27 | KHC | Kraft Heinz Co/the | — | EXIT | Sold out |
| 28 | MFAUSD | Mfa Financial Inc | — | EXIT | Sold out |
| 29 | ✓ | G Squared Ascend I Inc | — | EXIT | Sold out |
| 30 | ✓ | Ejf Acquisition CORP | — | EXIT | Sold out |
| 31 | ✓ | Mason Industrial Technolgy I | — | EXIT | Sold out |
| 32 | EXPE | Expedia Group Inc | — | EXIT | Sold out |
| 33 | CCL1EUR | Carnival CORP LTD | — | EXIT | Sold out |
| 34 | JWNUSD | Nordstrom Inc | — | EXIT | Sold out |
| 35 | ABR | Arbor Realty Trust Inc | — | EXIT | Sold out |
| 36 | ✓ | Ftac Hera Acquisition CORP | — | EXIT | Sold out |
| 37 | ✓ | Hudson Executive Inves Iii | — | EXIT | Sold out |
| 38 | KMI | Kinder Morgan, Inc. | — | EXIT | Sold out |
| 39 | ✓ | — | EXIT | Sold out | |
| 40 | WMC 6.75 10-01-22Bond | Western Asset Mtge Cap | — | EXIT | Sold out |
| 41 | ✓ | Independence Holdings CORP | — | EXIT | Sold out |
| 42 | S9Q | Spirit Aerosystems Hold-cl A | — | EXIT | Sold out |
| 43 | LUMN | Lumen Technologies Inc | — | EXIT | Sold out |
| 44 | ✓ | Kismet Acquisition Three Cor | — | EXIT | Sold out |
| 45 | ✓ | Arctos Northstar Acquis CORP | — | EXIT | Sold out |
| 46 | ✓ | Dhc Acquisition CORP | — | EXIT | Sold out |
| 47 | ✓ | Kernel Group Holdings Inc | — | EXIT | Sold out |
| 48 | ✓ | THE Music Acquisition CORP | — | EXIT | Sold out |
| 49 | ✓ | Scion Tech Growth Ii | — | EXIT | Sold out |
| 50 | 9FKA | Tcw Special Purpose Acquisit | — | EXIT | Sold out |
Filing History
FAQ
What is Ellington Management Group LLC and what type of investor is it?
Ellington Management Group LLC is an investment manager that files SEC Form 13F quarterly, disclosing its U.S. public equity holdings to regulators. As of the most recent reporting period (2021-06-30), the firm manages a tracked equity portfolio valued at approximately $675.6M, spread across 176 disclosed positions.
What are Ellington Management Group LLC's largest equity positions?
Based on the latest 13F filing, Ellington Management Group LLC's top holdings by market value are:
1. Ishr Ibx Usd Hiyld Cb Etf-ui (HYG) — $119.0M (17.6%)
2. AMC Entertainment Holdings, Inc. (AMC) — $69.4M (10.3%)
3. Nabors Industries Inc (NBR 0.75 01-15-24) — $49.5M (7.3%)
4. Dish Network CORP (DISH 2.375 03-15-24) — $44.3M (6.6%)
5. Avis Budget Group Inc (CAR) — $24.6M (3.6%)
What changes did Ellington Management Group LLC make in its most recent portfolio filing?
In the latest quarter, Ellington Management Group LLC took a more defensive posture — trimming 0 positions and completely exiting 50 holdings. The largest of these moves: Sold out: Ishr Ibx Usd Hiyld Cb Etf-ui (HYG); Sold out: Ss Spdr S&p 500 ETF Trust-us (SPY); Sold out: Ishares Russell 2000 ETF (IWM); Sold out: Invesco Qqq Trust Series 1 (QQQ); Sold out: Nabors Industries Inc (NBR 0.75 01-15-24)
What sectors does Ellington Management Group LLC focus on?
Ellington Management Group LLC is concentrated in the following sectors based on its current disclosed equity portfolio:
• Consumer Discretionary: 49.9%
• Consumer Staples: 44.2%
• Financials: 5.9%
Investment Profile
Ellington Management Group LLC's portfolio is broadly diversified and fast-trading, with 49.9% of the portfolio concentrated in Consumer Discretionary.
Its concentration score has fallen from 47 to 0 over the past 4 quarters — a shift toward broader diversification.
It has added to its DISH 2.375 03-15-24 position over the past two quarters (+$27.4M, now $44.3M), while trimming NYMTEUR over the same stretch (-$7.8M, still holding $1.4M).
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Developer Access
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