Ellington Management Group LLC 13F Holdings Tracker

CIK: 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%.

Browse other institutions with $100M to $1B AUM Browse other institutions starting with "E"

Personality snowflake

Concentration: 0
Portfolio Stability: 100
Momentum/Contrarian: 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.

Recent moves

Sold 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
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 01-15-24	Nabors Industries INC	Stock-Other	7.32%	-6.85%	EXIT
4	DISH 2.375 03-15-24	Dish Network CORP	Stock-Other	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 10-01-22	Western Asset Mtge Cap	Stock-Other	0.28%	-0.23%	EXIT
50	NBR	Nabors Industries Ltd.	Stock-Other	0.28%	—	+75.40%

1–50 of 170

Portfolio Performance

Not enough priced holdings yet to compute performance

Reported value over time

Sector allocation

Sector allocation over time

Quarterly history

Period	Holdings	Total value	Stability	Top holdings
2021-06-30	176	$675.6M	100	1HYG 2AMC 3NBR 0.75 01-15-24 Top holdings2021-06-30 1.HYG 2.AMC 3.NBR 0.75 01-15-24 4.DISH 2.375 03-15-24 5.CAR 6.QQQ 7.KRE 8.PFF 9.RITM 10.EFC
2021-03-31	161	$812.6M	100	1HYG 2SPY 3IWM Top holdings2021-03-31 1.HYG 2.SPY 3.IWM 4.QQQ 5.NBR 0.75 01-15-24 6.DISH 2.375 03-15-24 7.PFF 8.AGNC 9.XLE 10.EFC
2020-12-31	50	$405.6M	79	1HYG 2TSLA 3NBR 0.75 01-15-24 Top holdings2020-12-31 1.HYG 2.TSLA 3.NBR 0.75 01-15-24 4.NLYEUR 5.DISH 2.375 03-15-24 6.PFSI 7.EFC 8.SPY 9.NYMTEUR 10.XLF
2020-09-30	46	$286.3M	100	1HYG 2TSLA 3NBR 0.75 01-15-24 Top holdings2020-09-30 1.HYG 2.TSLA 3.NBR 0.75 01-15-24 4.AAL 5.XLB 6.DISH 2.375 03-15-24 7.PFSI 8.NLYEUR 9.EFC 10.KRE
2020-06-30	37	$236.2M	100	1NBR 0.75 01-15-24 2SPY 3F Top holdings2020-06-30 1.NBR 0.75 01-15-24 2.SPY 3.F 4.VZ 5.DISH 2.375 03-15-24 6.TSLA 7.EFC 8.BA 9.RC 10.OXY
2020-03-31	511	$426.1M	100	1NBR 0.75 01-15-24 2F 3T Top holdings2020-03-31 1.NBR 0.75 01-15-24 2.F 3.T 4.AAL 5.VZ 6.TSLA 7.SPY 8.EFC 9.LEN 10.PBI
2019-12-31	497	$469.9M	100	1NBR 0.75 01-15-24 2F 3EFC Top holdings2019-12-31 1.NBR 0.75 01-15-24 2.F 3.EFC 4.GEO 5.DCH 6.MO 7.WLL 1.25 04-01-20 8.BBBYEUR 9.HLF 10.MTG
2019-09-30	563	$552.9M	100	1WLL 1.25 04-01-20 2F 3NBR 0.75 01-15-24 Top holdings2019-09-30 1.WLL 1.25 04-01-20 2.F 3.NBR 0.75 01-15-24 4.EFC 5.TDG 6.NFLX 7.ARRUSD 8.GEO 9.MTG 10.DCH
2019-06-30	557	$585.5M	100	1WLL 1.25 04-01-20 2TDG 3EFC Top holdings2019-06-30 1.WLL 1.25 04-01-20 2.TDG 3.EFC 4.NFLX 5.ESNT 6.AKS 5 11-15-19 7.F 8.GEO 9.RDN 10.MTG
2019-03-31	548	$548.6M	100	1EFC 2SPY 3TDG Top holdings2019-03-31 1.EFC 2.SPY 3.TDG 4.T 5.VSAT 6.TWOEUR 7.F 8.NFLX 9.RL 10.WSM
2018-12-31	369	$329.9M	100	1EFC 2HLF 3NFLX Top holdings2018-12-31 1.EFC 2.HLF 3.NFLX 4.GT 5.PHM 6.VAL 7.URI 8.CHKEUR 9.MTG 10.WLHUSD
2018-09-30	492	$373.5M	100	1EFC 2MFAUSD 3HLF Top holdings2018-09-30 1.EFC 2.MFAUSD 3.HLF 4.NFLX 5.GT 6.LEN 7.URI 8.IVREUR 9.SHAK 10.CRI
2018-06-30	469	$1.4B	90	1SPY 2FXI 3IWM Top holdings2018-06-30 1.SPY 2.FXI 3.IWM 4.XLF 5.EFC 6.NBR 7.TSLA 8.UAL 9.BBBYEUR 10.PRKS
2018-03-31	787	$1.4B	100	1SPY 2IWM 3BCS Top holdings2018-03-31 1.SPY 2.IWM 3.BCS 4.XLF 5.EFC 6.AMD 7.LULU 8.LOW 9.UAL 10.ORLY
2017-12-31	563	$611.6M	100	1IWM 2HSBC 3FXI Top holdings2017-12-31 1.IWM 2.HSBC 3.FXI 4.EFC 5.SPY 6.PBI 7.G33856 8.USX1 9.HTZ-WEUR 10.KSS
2017-09-30	601	$585.3M	100	1IWM 2SPY 3HSBC Top holdings2017-09-30 1.IWM 2.SPY 3.HSBC 4.73935A 5.EEM 6.EFC 7.HTZ-WEUR 8.097793 9.CJ1EUR 10.MU
2017-06-30	607	$693.0M	100	173935A2IWM 3EFC Top holdings2017-06-30 1.73935A 2.IWM 3.EFC 4.097793 5.XLF 6.HTZ-WEUR 7.CJ1EUR 8.FXI 9.165167 10.67069D
2017-03-31	653	$2.9B	100	173935A2HYG 3SPY Top holdings2017-03-31 1.73935A 2.HYG 3.SPY 4.CSX 5.EFC 6.CJ1EUR 7.XLF 8.USX1 9.HTZ-WEUR 10.ULCC
2016-12-31	519	$655.6M	100	1SPY 2CAT 3EWZ Top holdings2016-12-31 1.SPY 2.CAT 3.EWZ 4.HAL 5.CVX 6.EEM 7.TLT 8.EFC 9.FXI 10.HYG
2016-09-30	625	$363.0M	100	1EFC 2SPY 3CAG Top holdings2016-09-30 1.EFC 2.SPY 3.CAG 4.HSIC 5.TAP 6.PVH 7.FITB 8.NRG 9.BKR 10.80589M
2016-06-30	241	$71.8M	100	1EFC 2SWBI 3STLD Top holdings2016-06-30 1.EFC 2.SWBI 3.STLD 4.481165 5.HPQ 6.29286C 7.UPBD 8.QUAD 9.FITEUR 10.KOF
2016-03-31	476	$233.2M	100	1EFC 2HPQ 3AXP Top holdings2016-03-31 1.EFC 2.HPQ 3.AXP 4.DECK 5.MIKUSD 6.FRANUSD 7.NOK 8.BIGGQ 9.TREX 10.LII
2015-12-31	557	$284.7M	100	1SPY 2EFC 3TREE Top holdings2015-12-31 1.SPY 2.EFC 3.TREE 4.690070 5.NE 6.NTGR 7.WT 8.JWNUSD 9.PMT 10.G7665A
2015-09-30	676	$355.0M	100	1EFC 2CIEN 3CALM Top holdings2015-09-30 1.EFC 2.CIEN 3.CALM 4.66705Y 5.MAR 6.TECD1USD 7.SPY 8.LULU 9.ETRA 10.AZPNUSD
2015-06-30	663	$409.0M	100	1EFC24581183PPC Top holdings2015-06-30 1.EFC 2.458118 3.PPC 4.LBEUR 5.WGO 6.SDRL 7.UVV 8.46123D 9.CENX 10.VRSK
2015-03-31	653	$483.1M	100	1EFC 2BIGGQ 3JLL Top holdings2015-03-31 1.EFC 2.BIGGQ 3.JLL 4.AA 5.REFI 6.STLD 7.BBD 8.EXP 9.ITUB 10.CAR
2014-12-31	544	$301.5M	100	1EFC 2BIGGQ3292505 Top holdings2014-12-31 1.EFC 2.BIGGQ 3.292505 4.DYN 5.LYB 6.LOW 7.CSIQ 8.HMHCUSD 9.GPK 10.MBI
2014-09-30	282	$145.6M	100	1EFC 2EGY3485865 Top holdings2014-09-30 1.EFC 2.EGY 3.485865 4.NOK 5.SMG 6.CIG 7.TREX 8.EW 9.04270V 10.THO
2014-06-30	424	$213.8M	100	1EFC 2MU 3AZPNUSD Top holdings2014-06-30 1.EFC 2.MU 3.AZPNUSD 4.CVCEUR 5.HRB 6.ITUB 7.233326 8.MGLNUSD 9.CF 10.INTU
2014-03-31	586	$341.8M	100	1EFC 2DFIN 3QIW Top holdings2014-03-31 1.EFC 2.DFIN 3.QIW 4.TTWO 5.GME 6.PCRX 7.AVAL 8.WBC1EUR 9.CVCEUR 10.DECK
2013-12-31	542	$280.4M	100	1EFC 2CVCEUR 3WDR Top holdings2013-12-31 1.EFC 2.CVCEUR 3.WDR 4.ODPEUR 5.REGIEUR 6.SCHL 7.14964U 8.HUM 9.EVR 10.PRKS
2013-09-30	735	$528.4M	100	1EFC 2SPY 3VXX Top holdings2013-09-30 1.EFC 2.SPY 3.VXX 4.888706 5.CRUS 6.BBD 7.BID 8.WT 9.65105M 10.ADM
2013-06-30	763	$525.7M	0	1EFC202503X3682128 Top holdings2013-06-30 1.EFC 2.02503X 3.682128 4.CRUS 5.HRB 6.SPWRQ 7.COR 8.LPX 9.HES 10.JBL

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).

Position changes disclosed by Ellington Management Group LLC for the quarter ending 2021-06-30, including ticker, issuer, weight change, shares change, and action
#	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 01-15-24	Nabors Industries INC	—	EXIT	Sold out
6	DISH 2.375 03-15-24	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 10-01-22	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

Period	Filed	Type	EDGAR
2021-06-30	2021-08-16	13F-HR	View on EDGAR
2021-03-31	2021-05-17	13F-HR	View on EDGAR
2020-12-31	2021-02-16	13F-HR	View on EDGAR
2020-09-30	2020-11-16	13F-HR	View on EDGAR
2020-06-30	2020-08-17	13F-HR	View on EDGAR
2020-03-31	2020-05-15	13F-HR	View on EDGAR
2019-12-31	2020-02-14	13F-HR	View on EDGAR
2019-09-30	2019-11-14	13F-HR	View on EDGAR
2019-06-30	2019-08-14	13F-HR	View on EDGAR
2019-03-31	2019-05-15	13F-HR	View on EDGAR
2018-12-31	2019-02-14	13F-HR	View on EDGAR
2018-09-30	2018-11-14	13F-HR	View on EDGAR
2018-06-30	2018-08-14	13F-HR	View on EDGAR
2018-03-31	2018-05-15	13F-HR	View on EDGAR
2017-12-31	2018-02-14	13F-HR	View on EDGAR
2017-09-30	2017-11-14	13F-HR	View on EDGAR
2017-06-30	2017-08-14	13F-HR	View on EDGAR
2017-03-31	2017-05-15	13F-HR	View on EDGAR
2016-12-31	2017-02-14	13F-HR	View on EDGAR
2016-09-30	2016-11-14	13F-HR	View on EDGAR
2016-06-30	2016-08-15	13F-HR	View on EDGAR
2016-03-31	2016-05-16	13F-HR	View on EDGAR
2015-12-31	2016-05-27	Amendment	View on EDGAR
2015-12-31	2016-02-16	13F-HR	View on EDGAR
2015-09-30	2016-05-27	Amendment	View on EDGAR
2015-09-30	2015-11-16	13F-HR	View on EDGAR
2015-06-30	2015-08-14	13F-HR	View on EDGAR
2015-03-31	2015-05-15	13F-HR	View on EDGAR
2014-12-31	2015-02-17	13F-HR	View on EDGAR
2014-09-30	2014-11-14	13F-HR	View on EDGAR
2014-06-30	2014-08-14	13F-HR	View on EDGAR
2014-03-31	2014-05-15	13F-HR	View on EDGAR
2013-12-31	2014-02-14	13F-HR	View on EDGAR
2013-09-30	2013-11-14	13F-HR	View on EDGAR
2013-06-30	2013-08-14	13F-HR	View on EDGAR

FAQ

What is Ellington Management Group LLC and what type of investor is it?

Ellington Management Group LLC is a 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%

Peer Institutions

Institutions with a similar AUM

Radnor Capital Management, LLC

CIK 0001696867

Total reported value

$675.8M

308 stks

2026-03-31

Concentration6.8

Portfolio Stability15.7

Sector conviction41.7

AUM within 0.0% of this institution

View detail

Blueprint Financial Advisors LLC

CIK 0002054129

Total reported value

$674.9M

100 stks

2026-03-31

Concentration33.3

Portfolio Stability32.5

Sector conviction100.0

AUM within 0.1% of this institution

View detail

Dream Peak Capital Ltd

CIK 0002032148

Total reported value

$674.8M

6 stks

2026-03-31

Concentration82.0

Portfolio Stability100.0

Sector conviction100.0

AUM within 0.1% of this institution

View detail

Similar Holdings Style

Institutions with overlapping top holdings

MESIROW FINANCIAL INVESTMENT MANAGEMENT - Fixed Income

CIK 0000846788

Total reported value

$98.4M

14 stks

2024-12-31

Stale — no recent filing

Concentration82.4

Portfolio Stability0.0

Sector conviction100.0

1 of the top 5 holdings overlap, including Ishr Ibx Usd Hiyld Cb Etf-ui

View detail

BNP Paribas

CIK 0000872786

Total reported value

$3.1B

641 stks

2026-03-31

Concentration11.3

Portfolio Stability29.8

Sector conviction62.3

1 of the top 5 holdings overlap, including Ishr Ibx Usd Hiyld Cb Etf-ui

View detail

Allstate Investment Management Co

CIK 0000924192

Total reported value

$3.3B

631 stks

2022-12-31

Stale — no recent filing

Concentration13.4

Portfolio Stability0.0

Sector conviction38.1

1 of the top 5 holdings overlap, including Ishr Ibx Usd Hiyld Cb Etf-ui

View detail

Ellington Management Group LLC 13F Holdings Tracker

CIK: 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%.

Browse other institutions with $100M to $1B AUM Browse other institutions starting with "E"

Personality snowflake

Concentration: 0
Portfolio Stability: 100
Momentum/Contrarian: 50
Sector conviction: 100
Diversification: 0
Sizing Uniformity: —

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.

Recent moves

Sold 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
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 01-15-24	Nabors Industries INC	Stock-Other	7.32%	-6.85%	EXIT
4	DISH 2.375 03-15-24	Dish Network CORP	Stock-Other	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 10-01-22	Western Asset Mtge Cap	Stock-Other	0.28%	-0.23%	EXIT
50	NBR	Nabors Industries Ltd.	Stock-Other	0.28%	—	+75.40%

1–50 of 170

Portfolio Performance

Not enough priced holdings yet to compute performance

Reported value over time

Sector allocation

Sector allocation over time

Quarterly history

Period	Holdings	Total value	Stability	Top holdings
2021-06-30	176	$675.6M	100	1HYG 2AMC 3NBR 0.75 01-15-24 Top holdings2021-06-30 1.HYG 2.AMC 3.NBR 0.75 01-15-24 4.DISH 2.375 03-15-24 5.CAR 6.QQQ 7.KRE 8.PFF 9.RITM 10.EFC
2021-03-31	161	$812.6M	100	1HYG 2SPY 3IWM Top holdings2021-03-31 1.HYG 2.SPY 3.IWM 4.QQQ 5.NBR 0.75 01-15-24 6.DISH 2.375 03-15-24 7.PFF 8.AGNC 9.XLE 10.EFC
2020-12-31	50	$405.6M	79	1HYG 2TSLA 3NBR 0.75 01-15-24 Top holdings2020-12-31 1.HYG 2.TSLA 3.NBR 0.75 01-15-24 4.NLYEUR 5.DISH 2.375 03-15-24 6.PFSI 7.EFC 8.SPY 9.NYMTEUR 10.XLF
2020-09-30	46	$286.3M	100	1HYG 2TSLA 3NBR 0.75 01-15-24 Top holdings2020-09-30 1.HYG 2.TSLA 3.NBR 0.75 01-15-24 4.AAL 5.XLB 6.DISH 2.375 03-15-24 7.PFSI 8.NLYEUR 9.EFC 10.KRE
2020-06-30	37	$236.2M	100	1NBR 0.75 01-15-24 2SPY 3F Top holdings2020-06-30 1.NBR 0.75 01-15-24 2.SPY 3.F 4.VZ 5.DISH 2.375 03-15-24 6.TSLA 7.EFC 8.BA 9.RC 10.OXY
2020-03-31	511	$426.1M	100	1NBR 0.75 01-15-24 2F 3T Top holdings2020-03-31 1.NBR 0.75 01-15-24 2.F 3.T 4.AAL 5.VZ 6.TSLA 7.SPY 8.EFC 9.LEN 10.PBI
2019-12-31	497	$469.9M	100	1NBR 0.75 01-15-24 2F 3EFC Top holdings2019-12-31 1.NBR 0.75 01-15-24 2.F 3.EFC 4.GEO 5.DCH 6.MO 7.WLL 1.25 04-01-20 8.BBBYEUR 9.HLF 10.MTG
2019-09-30	563	$552.9M	100	1WLL 1.25 04-01-20 2F 3NBR 0.75 01-15-24 Top holdings2019-09-30 1.WLL 1.25 04-01-20 2.F 3.NBR 0.75 01-15-24 4.EFC 5.TDG 6.NFLX 7.ARRUSD 8.GEO 9.MTG 10.DCH
2019-06-30	557	$585.5M	100	1WLL 1.25 04-01-20 2TDG 3EFC Top holdings2019-06-30 1.WLL 1.25 04-01-20 2.TDG 3.EFC 4.NFLX 5.ESNT 6.AKS 5 11-15-19 7.F 8.GEO 9.RDN 10.MTG
2019-03-31	548	$548.6M	100	1EFC 2SPY 3TDG Top holdings2019-03-31 1.EFC 2.SPY 3.TDG 4.T 5.VSAT 6.TWOEUR 7.F 8.NFLX 9.RL 10.WSM
2018-12-31	369	$329.9M	100	1EFC 2HLF 3NFLX Top holdings2018-12-31 1.EFC 2.HLF 3.NFLX 4.GT 5.PHM 6.VAL 7.URI 8.CHKEUR 9.MTG 10.WLHUSD
2018-09-30	492	$373.5M	100	1EFC 2MFAUSD 3HLF Top holdings2018-09-30 1.EFC 2.MFAUSD 3.HLF 4.NFLX 5.GT 6.LEN 7.URI 8.IVREUR 9.SHAK 10.CRI
2018-06-30	469	$1.4B	90	1SPY 2FXI 3IWM Top holdings2018-06-30 1.SPY 2.FXI 3.IWM 4.XLF 5.EFC 6.NBR 7.TSLA 8.UAL 9.BBBYEUR 10.PRKS
2018-03-31	787	$1.4B	100	1SPY 2IWM 3BCS Top holdings2018-03-31 1.SPY 2.IWM 3.BCS 4.XLF 5.EFC 6.AMD 7.LULU 8.LOW 9.UAL 10.ORLY
2017-12-31	563	$611.6M	100	1IWM 2HSBC 3FXI Top holdings2017-12-31 1.IWM 2.HSBC 3.FXI 4.EFC 5.SPY 6.PBI 7.G33856 8.USX1 9.HTZ-WEUR 10.KSS
2017-09-30	601	$585.3M	100	1IWM 2SPY 3HSBC Top holdings2017-09-30 1.IWM 2.SPY 3.HSBC 4.73935A 5.EEM 6.EFC 7.HTZ-WEUR 8.097793 9.CJ1EUR 10.MU
2017-06-30	607	$693.0M	100	173935A2IWM 3EFC Top holdings2017-06-30 1.73935A 2.IWM 3.EFC 4.097793 5.XLF 6.HTZ-WEUR 7.CJ1EUR 8.FXI 9.165167 10.67069D
2017-03-31	653	$2.9B	100	173935A2HYG 3SPY Top holdings2017-03-31 1.73935A 2.HYG 3.SPY 4.CSX 5.EFC 6.CJ1EUR 7.XLF 8.USX1 9.HTZ-WEUR 10.ULCC
2016-12-31	519	$655.6M	100	1SPY 2CAT 3EWZ Top holdings2016-12-31 1.SPY 2.CAT 3.EWZ 4.HAL 5.CVX 6.EEM 7.TLT 8.EFC 9.FXI 10.HYG
2016-09-30	625	$363.0M	100	1EFC 2SPY 3CAG Top holdings2016-09-30 1.EFC 2.SPY 3.CAG 4.HSIC 5.TAP 6.PVH 7.FITB 8.NRG 9.BKR 10.80589M
2016-06-30	241	$71.8M	100	1EFC 2SWBI 3STLD Top holdings2016-06-30 1.EFC 2.SWBI 3.STLD 4.481165 5.HPQ 6.29286C 7.UPBD 8.QUAD 9.FITEUR 10.KOF
2016-03-31	476	$233.2M	100	1EFC 2HPQ 3AXP Top holdings2016-03-31 1.EFC 2.HPQ 3.AXP 4.DECK 5.MIKUSD 6.FRANUSD 7.NOK 8.BIGGQ 9.TREX 10.LII
2015-12-31	557	$284.7M	100	1SPY 2EFC 3TREE Top holdings2015-12-31 1.SPY 2.EFC 3.TREE 4.690070 5.NE 6.NTGR 7.WT 8.JWNUSD 9.PMT 10.G7665A
2015-09-30	676	$355.0M	100	1EFC 2CIEN 3CALM Top holdings2015-09-30 1.EFC 2.CIEN 3.CALM 4.66705Y 5.MAR 6.TECD1USD 7.SPY 8.LULU 9.ETRA 10.AZPNUSD
2015-06-30	663	$409.0M	100	1EFC24581183PPC Top holdings2015-06-30 1.EFC 2.458118 3.PPC 4.LBEUR 5.WGO 6.SDRL 7.UVV 8.46123D 9.CENX 10.VRSK
2015-03-31	653	$483.1M	100	1EFC 2BIGGQ 3JLL Top holdings2015-03-31 1.EFC 2.BIGGQ 3.JLL 4.AA 5.REFI 6.STLD 7.BBD 8.EXP 9.ITUB 10.CAR
2014-12-31	544	$301.5M	100	1EFC 2BIGGQ3292505 Top holdings2014-12-31 1.EFC 2.BIGGQ 3.292505 4.DYN 5.LYB 6.LOW 7.CSIQ 8.HMHCUSD 9.GPK 10.MBI
2014-09-30	282	$145.6M	100	1EFC 2EGY3485865 Top holdings2014-09-30 1.EFC 2.EGY 3.485865 4.NOK 5.SMG 6.CIG 7.TREX 8.EW 9.04270V 10.THO
2014-06-30	424	$213.8M	100	1EFC 2MU 3AZPNUSD Top holdings2014-06-30 1.EFC 2.MU 3.AZPNUSD 4.CVCEUR 5.HRB 6.ITUB 7.233326 8.MGLNUSD 9.CF 10.INTU
2014-03-31	586	$341.8M	100	1EFC 2DFIN 3QIW Top holdings2014-03-31 1.EFC 2.DFIN 3.QIW 4.TTWO 5.GME 6.PCRX 7.AVAL 8.WBC1EUR 9.CVCEUR 10.DECK
2013-12-31	542	$280.4M	100	1EFC 2CVCEUR 3WDR Top holdings2013-12-31 1.EFC 2.CVCEUR 3.WDR 4.ODPEUR 5.REGIEUR 6.SCHL 7.14964U 8.HUM 9.EVR 10.PRKS
2013-09-30	735	$528.4M	100	1EFC 2SPY 3VXX Top holdings2013-09-30 1.EFC 2.SPY 3.VXX 4.888706 5.CRUS 6.BBD 7.BID 8.WT 9.65105M 10.ADM
2013-06-30	763	$525.7M	0	1EFC202503X3682128 Top holdings2013-06-30 1.EFC 2.02503X 3.682128 4.CRUS 5.HRB 6.SPWRQ 7.COR 8.LPX 9.HES 10.JBL

Holding changes this quarter

Position changes disclosed by Ellington Management Group LLC for the quarter ending 2021-06-30, including ticker, issuer, weight change, shares change, and action
#	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 01-15-24	Nabors Industries INC	—	EXIT	Sold out
6	DISH 2.375 03-15-24	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 10-01-22	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

Period	Filed	Type	EDGAR
2021-06-30	2021-08-16	13F-HR	View on EDGAR
2021-03-31	2021-05-17	13F-HR	View on EDGAR
2020-12-31	2021-02-16	13F-HR	View on EDGAR
2020-09-30	2020-11-16	13F-HR	View on EDGAR
2020-06-30	2020-08-17	13F-HR	View on EDGAR
2020-03-31	2020-05-15	13F-HR	View on EDGAR
2019-12-31	2020-02-14	13F-HR	View on EDGAR
2019-09-30	2019-11-14	13F-HR	View on EDGAR
2019-06-30	2019-08-14	13F-HR	View on EDGAR
2019-03-31	2019-05-15	13F-HR	View on EDGAR
2018-12-31	2019-02-14	13F-HR	View on EDGAR
2018-09-30	2018-11-14	13F-HR	View on EDGAR
2018-06-30	2018-08-14	13F-HR	View on EDGAR
2018-03-31	2018-05-15	13F-HR	View on EDGAR
2017-12-31	2018-02-14	13F-HR	View on EDGAR
2017-09-30	2017-11-14	13F-HR	View on EDGAR
2017-06-30	2017-08-14	13F-HR	View on EDGAR
2017-03-31	2017-05-15	13F-HR	View on EDGAR
2016-12-31	2017-02-14	13F-HR	View on EDGAR
2016-09-30	2016-11-14	13F-HR	View on EDGAR
2016-06-30	2016-08-15	13F-HR	View on EDGAR
2016-03-31	2016-05-16	13F-HR	View on EDGAR
2015-12-31	2016-05-27	Amendment	View on EDGAR
2015-12-31	2016-02-16	13F-HR	View on EDGAR
2015-09-30	2016-05-27	Amendment	View on EDGAR
2015-09-30	2015-11-16	13F-HR	View on EDGAR
2015-06-30	2015-08-14	13F-HR	View on EDGAR
2015-03-31	2015-05-15	13F-HR	View on EDGAR
2014-12-31	2015-02-17	13F-HR	View on EDGAR
2014-09-30	2014-11-14	13F-HR	View on EDGAR
2014-06-30	2014-08-14	13F-HR	View on EDGAR
2014-03-31	2014-05-15	13F-HR	View on EDGAR
2013-12-31	2014-02-14	13F-HR	View on EDGAR
2013-09-30	2013-11-14	13F-HR	View on EDGAR
2013-06-30	2013-08-14	13F-HR	View on EDGAR