$676 Million is the total value of ELLINGTON MANAGEMENT GROUP LLC's 176 reported holdings in Q2 2021. The portfolio turnover from Q1 2021 to Q2 2021 was - .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AMC | New | AMC ENTMT HLDGS INCput | $69,433,000 | – | 1,225,000 | +100.0% | 10.28% | – |
| CAR | New | AVIS BUDGET GROUPput | $24,566,000 | – | 315,400 | +100.0% | 3.64% | – |
| KRE | New | SPDR SER TRput | $22,150,000 | – | 338,000 | +100.0% | 3.28% | – |
| NRZ | New | NEW RESIDENTIAL INVT CORP | $18,631,000 | – | 1,759,306 | +100.0% | 2.76% | – |
| IWM | New | ISHARES TRput | $16,056,000 | – | 70,000 | +100.0% | 2.38% | – |
| HYG | New | ISHARES TRiboxx hi yd etf | $11,628,000 | – | 132,076 | +100.0% | 1.72% | – |
| KSS | New | KOHLS CORP | $6,062,000 | – | 109,995 | +100.0% | 0.90% | – |
| VIAC | New | VIACOMCBS INCcl b | $5,974,000 | – | 132,172 | +100.0% | 0.88% | – |
| NWSA | New | NEWS CORP NEWput | $5,502,000 | – | 213,500 | +100.0% | 0.81% | – |
| BWA | New | BORGWARNER INCcall | $4,903,000 | – | 101,000 | +100.0% | 0.73% | – |
| LEA | New | LEAR CORP | $4,825,000 | – | 27,528 | +100.0% | 0.71% | – |
| CTAC | New | CERBERUS TELECOM ACQUISITION | $3,972,000 | – | 400,000 | +100.0% | 0.59% | – |
| COTY | New | COTY INCput | $3,549,000 | – | 380,000 | +100.0% | 0.52% | – |
| F | New | FORD MTR CO DELcall | $3,455,000 | – | 232,500 | +100.0% | 0.51% | – |
| RDFN | New | REDFIN CORPcall | $3,171,000 | – | 50,000 | +100.0% | 0.47% | – |
| XLF | New | SELECT SECTOR SPDR TRput | $3,119,000 | – | 85,000 | +100.0% | 0.46% | – |
| CPB | New | CAMPBELL SOUP CO | $2,950,000 | – | 64,700 | +100.0% | 0.44% | – |
| HLF | New | HERBALIFE NUTRITION LTDput | $2,637,000 | – | 50,000 | +100.0% | 0.39% | – |
| PBI | New | PITNEY BOWES INCput | $2,631,000 | – | 300,000 | +100.0% | 0.39% | – |
| LEA | New | LEAR CORPcall | $2,629,000 | – | 15,000 | +100.0% | 0.39% | – |
| DISH | New | DISH NETWORK CORPORATIONput | $2,466,000 | – | 59,000 | +100.0% | 0.36% | – |
| F | New | FORD MTR CO DELput | $2,229,000 | – | 150,000 | +100.0% | 0.33% | – |
| GEL | New | GENESIS ENERGY L Pcall | $2,206,000 | – | 190,000 | +100.0% | 0.33% | – |
| KSS | New | KOHLS CORPcall | $2,067,000 | – | 37,500 | +100.0% | 0.31% | – |
| CAG | New | CONAGRA BRANDS INC | $2,029,000 | – | 55,779 | +100.0% | 0.30% | – |
| HAS | New | HASBRO INC | $1,920,000 | – | 20,318 | +100.0% | 0.28% | – |
| BHC | New | BAUSCH HEALTH COS INCcall | $1,759,000 | – | 60,000 | +100.0% | 0.26% | – |
| GM | New | GENERAL MTRS CO | $1,687,000 | – | 28,519 | +100.0% | 0.25% | – |
| KR | New | KROGER CO | $1,494,000 | – | 39,000 | +100.0% | 0.22% | – |
| ORC | New | ORCHID IS CAP INC | $1,479,000 | – | 284,925 | +100.0% | 0.22% | – |
| TWI | New | TITAN INTL INC ILLput | $1,249,000 | – | 147,300 | +100.0% | 0.18% | – |
| EARN | New | ELLINGTON RESIDENTIAL MTG RE | $1,253,000 | – | 106,472 | +100.0% | 0.18% | – |
| EQT | New | EQT CORP | $1,190,000 | – | 53,472 | +100.0% | 0.18% | – |
| ASZU | New | AUSTERLITZ ACQUISITION CORPunit 99/99/9999 | $1,007,000 | – | 100,000 | +100.0% | 0.15% | – |
| XLF | New | SELECT SECTOR SPDR TRfinancial | $917,000 | – | 25,000 | +100.0% | 0.14% | – |
| LUMN | New | LUMEN TECHNOLOGIES INC | $896,000 | – | 65,965 | +100.0% | 0.13% | – |
| X | New | UNITED STATES STL CORP NEW | $873,000 | – | 36,359 | +100.0% | 0.13% | – |
| AMCX | New | AMC NETWORKS INCcall | $802,000 | – | 12,000 | +100.0% | 0.12% | – |
| CYH | New | COMMUNITY HEALTH SYS INC NEW | $688,000 | – | 44,560 | +100.0% | 0.10% | – |
| QRTEA | New | QURATE RETAIL INC | $629,000 | – | 48,088 | +100.0% | 0.09% | – |
| GEL | New | GENESIS ENERGY L Pput | $581,000 | – | 50,000 | +100.0% | 0.09% | – |
| DHC | New | DIVERSIFIED HEALTHCARE TR | $575,000 | – | 137,619 | +100.0% | 0.08% | – |
| RLGY | New | REALOGY HLDGS CORP | $532,000 | – | 29,208 | +100.0% | 0.08% | – |
| CLW | New | CLEARWATER PAPER CORP | $468,000 | – | 16,163 | +100.0% | 0.07% | – |
| TGI | New | TRIUMPH GROUP INC NEW | $397,000 | – | 19,151 | +100.0% | 0.06% | – |
| TWOA | New | TWO | $310,000 | – | 12,231 | +100.0% | 0.05% | – |
| RRD | New | DONNELLEY R R & SONS CO | $228,000 | – | 36,263 | +100.0% | 0.03% | – |
| SPG | New | SIMON PPTY GROUP INC NEW | $216,000 | – | 1,658 | +100.0% | 0.03% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2021-08-16
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| MGIC INVT CORP WIS | 24 | Q1 2021 | 1.5% |
| ELLINGTON FINANCIAL LLC | 23 | Q4 2018 | 30.9% |
| GILEAD SCIENCES INC | 21 | Q3 2019 | 0.4% |
| PETROLEO BRASILEIRO SA PETRO | 20 | Q1 2020 | 0.4% |
| AMERICAN AXLE & MFG HLDGS IN | 19 | Q4 2020 | 2.0% |
| REALOGY HLDGS CORP | 19 | Q2 2021 | 0.6% |
| NRG ENERGY INC | 18 | Q1 2020 | 0.5% |
| VMWARE INC | 18 | Q2 2019 | 0.4% |
| UNISYS CORP | 18 | Q1 2020 | 0.5% |
| COMPANHIA DE SANEAMENTO BASI | 18 | Q4 2019 | 0.2% |
View ELLINGTON MANAGEMENT GROUP LLC's complete holdings history.
Latest significant ownerships (13-D/G)
| Filed | Shares | Percentage | |
|---|---|---|---|
| SPSS INCSold out | September 17, 2010 | 0 | 0.0% |
View ELLINGTON MANAGEMENT GROUP LLC's complete significant-ownership history.
Latest filings
| Type | Filed |
|---|---|
| 13F-NT | 2024-02-13 |
| SC 13G/A | 2024-01-17 |
| SC 13G/A | 2024-01-17 |
| SC 13G/A | 2024-01-17 |
| 13F-NT | 2023-11-13 |
| SC 13G | 2023-10-30 |
| 13F-NT | 2023-08-14 |
| 13F-NT | 2023-05-12 |
| SC 13G | 2023-03-31 |
| SC 13G | 2023-03-27 |
View ELLINGTON MANAGEMENT GROUP LLC's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.