SEC 13F Intelligence

Managers / Q2 2021

ELLINGTON MANAGEMENT GROUP LLC

CIK 0001098490 · 53 FOREST AVENUE, OLD GREENWICH, CT, 06870 · 2036981200

Reported Value
$676M
Q2 2021
Positions
176
Filings on Record
11
2019–present window
Filed
Aug 16, 2021
original filing

Summary

Ellington Management Group Llc reported $676M in U.S.-listed holdings across 176 positions for Q2 2021.

Its largest position, Nabors Inds, represents 7.3% of the portfolio.

Compared with Q1 2021, the fund opened 40 new positions and exited 27.

Reported Value by Quarter

13F Reported Value
Q4 ’18: $330MQ4 ’18Q1 ’19: $549MQ2 ’19: $585MQ2 ’19Q3 ’19: $553MQ4 ’19: $470MQ4 ’19Q1 ’20: $426MQ2 ’20: $236MQ2 ’20Q3 ’20: $286MQ4 ’20: $406MQ4 ’20Q1 ’21: $813MQ2 ’21: $676MQ2 ’21filingsflow.com

Portfolio Composition

By security type
ETP: 32.5%Other: 25.8%Common Stock: 21.4%US DOMESTIC: 14.3%REIT: 4.6%Other: 1.4%
  • ETP · 32.5% · $219M
  • Other · 25.8% · $174M
  • Common Stock · 21.4% · $145M
  • US DOMESTIC · 14.3% · $97M
  • REIT · 4.6% · $31M
  • Other · 1.4% · $10M

Quarter-over-Quarter Changes full breakdown →

Holdings — Q2 2021

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#IssuerClass% PortfolioValueShares

Filing History

QuarterReported ValuePositionsFiledTypeLinks
Q2 2021$676M176Aug 16, 202113F-HRchanges · EDGAR ↗
Q1 2021$813M161May 17, 202113F-HRchanges · EDGAR ↗
Q4 2020$406M50Feb 16, 202113F-HRchanges · EDGAR ↗
Q3 2020$286M46Nov 16, 202013F-HRchanges · EDGAR ↗
Q2 2020$236M37Aug 17, 202013F-HRchanges · EDGAR ↗
Q1 2020$426M511May 15, 202013F-HRchanges · EDGAR ↗
Q4 2019$470M497Feb 14, 202013F-HRchanges · EDGAR ↗
Q3 2019$553M563Nov 14, 201913F-HRchanges · EDGAR ↗
Q2 2019$585M557Aug 14, 201913F-HRchanges · EDGAR ↗
Q1 2019$549M548May 15, 201913F-HRchanges · EDGAR ↗
Q4 2018$330M369Feb 14, 201913F-HRchanges · EDGAR ↗

13F filings are due up to 45 days after quarter end, so holdings shown here lag the fund’s current book. Source: original SEC filing on EDGAR ↗.