Terminal · Institutions

Every 13F-reported equity position this quarter, with its quarter-over-quarter change — each row traces back to the SEC filing.

ELLINGTON MANAGEMENT GROUP LLC 13F Holdings -- Portfolio & Top Positions (2021-06-30)

ELLINGTON MANAGEMENT GROUP LLC (CIK 1098490) reported $675.6M across 144 reported positions in its SEC 13F filing for 2021-06-30. Largest positions: HYG ($119.0M, 17.62%), AMC ($69.4M, 10.28%), ($49.5M, 7.32%), DISHR ($44.3M, 6.56%), CAR ($24.6M, 3.64%). Source: SEC Form 13F.

RankTickerCompanyValue% PortfolioSharesAction
1HYGISHARES TR$119.0M17.62%1.4MTrimmed
2AMCAMC ENTMT HLDGS INC$69.4M10.28%1.2MNew
3NABORS INDS INC NEW$49.5M7.32%54.7MTrimmed
4DISHRDISH NETWORK CORPORATION$44.3M6.56%45.5MAdded
5CARAVIS BUDGET GROUP$24.6M3.64%315,400New
6QQQINVESCO QQQ TR$23.0M3.41%65,000Trimmed
7KRESPDR SER TR$22.1M3.28%338,000New
8PFFISHARES TR$21.2M3.14%540,000Hold
9RITMNEW RESIDENTIAL INVT CORP$18.6M2.76%1.8MNew
10EFCELLINGTON FINANCIAL INC$16.3M2.41%850,887Added
11IWMISHARES TR$16.1M2.38%70,000Trimmed
12SPYSPDR S&P 500 ETF TR$13.7M2.03%32,000Trimmed
13COOPMR COOPER GROUP INC$13.0M1.93%393,763Added
14PFSIPENNYMAC FINL SVCS INC NEW$11.6M1.71%187,278Added
15KSSKOHLS CORP$8.1M1.20%147,495New
16LEALEAR CORP$7.5M1.10%42,528New
17MFAMFA FINL INC$6.5M0.96%1.4MAdded
18PSKYVIACOMCBS INC$6.0M0.88%132,172New
19FFORD MTR CO DEL$5.7M0.84%382,500New
20NWSANEWS CORP NEW$5.5M0.81%213,500New
21AJXGREAT AJAX CORP$5.1M0.75%391,699Trimmed
22VPCBUVPC IMPACT ACQUISITION HLDG$5.0M0.74%500,000Hold
23AAC.UARES ACQUISITION CORPORATION$5.0M0.74%500,000Hold
24BWABORGWARNER INC$4.9M0.73%101,000New
25XLFSELECT SECTOR SPDR TR$4.0M0.60%110,000New

Source: SEC Form 13F filings · as of 2021-06-30