Ellington Management Group LLC
- SEC CIK
- 0001098490
- Latest filing
- Aug 16, 2021
The latest 13F from Ellington Management Group LLC covers Q2 2021 (filed Aug 16, 2021): 150 long positions worth $331.9M. The top 10 holdings make up 55.3% of the portfolio, and the largest is Nabors Inds Inc New at 14.9%. Livermore has 2 filings on Form 13F from this institution, going back to Q1 2021.
What changed in Q2 2021
Share counts compared with Q1 2021: how many positions were new, added to, reduced or sold out, and the biggest buys and sells. Dollar amounts are estimated at the quarter-end prices implied by the filing.
- New
- 27
- Est. +$72.8M
- Added
- 8
- Est. +$25.6M
- Reduced
- 3
- Est. −$3.85M
- Sold out
- 20
- Est. −$41.2M
Top 5 holdings
Share of this quarter's portfolio value
Biggest buys
New and added positions, by estimated amount bought
Largest weight increases
New and added positions, by percentage points of the portfolio gained
Biggest sells
Reduced and sold-out positions, by estimated amount sold
Largest weight decreases
Reduced and sold-out positions, by percentage points of the portfolio lost
Metrics
13F metrics for Q2 2021, computed only from the numbers in the filings. Definitions below.
- Portfolio value
- $331.9M
- +$59.2M (+21.7%) vs. prior quarter
- Positions
- 150
- +7 vs. prior quarter
- Top 10 concentration
- 55.3%
- Top 10 as share of value
- Turnover
- 14.9%
- Q2 2021, one quarter
- Average holding period
- 1.8 quarters
- Weighted by value
How these are calculated
- Portfolio value: the market value of all long positions in the 13F, as reported at quarter end, excluding options.
- Top 10 concentration: the combined value of the 10 largest positions as a share of portfolio value.
- Turnover: the smaller of this quarter's estimated purchases and estimated sales, divided by the average of this and last quarter's portfolio value. Estimates multiply the change in shares by the quarter-end price implied by the filing (market value divided by shares); new positions use this quarter's value and sold-out positions last quarter's. Only positions reported in shares count, and it is not calculated when the previous quarter was not filed.
- Average holding period: how many consecutive quarters each current position has been held (including this one; a quarter without the position or without a filing starts the count over), weighted by this quarter's value. Counting starts with the first 13F in Livermore (Q1 2021), so positions held before then are understated.
13F filings by quarter
2 quarters, going back to Q1 2021. Bars show each quarter's 13F portfolio value; quarters without a filing are left blank.
Peak $331.9M (Q2 2021)
| Quarter | Filed | Positions | Value | Top 3 holdings | Changes | Filing |
|---|---|---|---|---|---|---|
| Q2 2021 | Aug 16, 2021 | 150 | $331.9M | Nabors Inds Inc NewDISH Network CORPRITM | vs. Q1 2021 | SEC |
| Q1 2021 | May 17, 2021 | 143 | $272.7M | Nabors Inds Inc NewDISH Network CORPEFC | – | SEC |
13D and 13G filings
Companies where Ellington Management Group LLC reports owning 5% or more on Schedule 13D or 13G, and its latest filings.
Current stakes of 5% or more
Ellington Management Group LLC does not currently report owning 5% or more of any company.
Latest filings
6 filings on file made by Ellington Management Group LLC or listing it as a reporting person, newest first.
| Company | Filed (ET) | Form | Stake | Change | Event date | Filing |
|---|---|---|---|---|---|---|
| SIVBSVB Financial Group | Jan 17, 2024 | 13G/AOld format | – | – | – | SEC |
| OPRTOportun Financial Corp | Jan 17, 2024 | 13G/AOld format | – | – | – | SEC |
| RPTRithm Property Trust Inc. | Jan 17, 2024 | 13G/AOld format | – | – | – | SEC |
| RPTRithm Property Trust Inc. | Oct 30, 2023 | 13GOld format | – | New | – | SEC |
| SIVBSVB Financial Group | Mar 31, 2023 | 13GOld format | – | New | – | SEC |
| OPRTOportun Financial Corp | Mar 27, 2023 | 13GOld format | – | New | – | SEC |