Ellington Management Group Llc Buys New Residential Investment Corp, iShares iBoxx USD High Yield Corporate Bond ETF, Mr. Cooper Group Inc, Sells AGNC Investment Corp, Essent Group, MGIC Investment Corp

• New Purchases: NRZ, HYG, KSS, VIAC, VPCBU, LEA, CTAC, JCICU, CPB, GSQD.U, CAG, HAS, GM, KIIIU, KRNLU, ORC, HCIIU, AGAC.U, GAMCU, KR, EARN, KAIIU, EQT, ASZ.U, ARRWU, MACC.U, POWRU, CRZNU, XLF, LUMN, X, PMGMU, CYH, CENHU, QRTEA, DHC, BLUA.U, CPTK.U, NAACU, RLGY, SLCRU, XPDIU, CLRMU, OSTRU, CLW, GHACU, CSTA.U, TGI, EQHA.U, GNACU, TWOA, SHACU, RRD, SPG, ITQRU, GMBTU, PV.U, IBER.U, FSSIU, SSAAU, BRPMU, MACQU, DHHCU,
• Added Positions: COOP, PFSI, MFA, JWN, WYNN, NBR,
• Reduced Positions: RC, NYMT, AJX,
• Sold Out: AGNC, ESNT, MTG, ABR, K, SRNGU, CHTR, PFE, RWT, DVN, BDX, AUS.U, LFT, GPMT, MSFT, ROT.U, AAPL, EXPE,

For the details of ELLINGTON MANAGEMENT GROUP LLC's stock buys and sells, go to https://www.gurufocus.com/guru/ellington+management+group+llc/current-portfolio/portfolio

1. iShares iBoxx USD High Yield Corporate Bond ETF (HYG) - 1,220,100 shares, 18.56% of the total portfolio.
2. AMC Entertainment Holdings Inc (AMC) - 1,225,000 shares, 12.00% of the total portfolio.
3. Avis Budget Group Inc (CAR) - 315,400 shares, 4.25% of the total portfolio.
4. PowerShares QQQ Trust Ser 1 (QQQ) - 65,000 shares, 3.98% of the total portfolio.
5. SPDR S&P Regional Banking ETF (KRE) - 338,000 shares, 3.83% of the total portfolio.

Ellington Management Group Llc initiated holding in New Residential Investment Corp. The purchase prices were between $9.89 and $11.25, with an estimated average price of $10.64. The stock is now traded at around $10.460000. The impact to a portfolio due to this purchase was 3.22%. The holding were 1,759,306 shares as of 2021-06-30.

Ellington Management Group Llc initiated holding in iShares iBoxx USD High Yield Corporate Bond ETF. The purchase prices were between $85.74 and $87.47, with an estimated average price of $86.44. The stock is now traded at around $87.670000. The impact to a portfolio due to this purchase was 2.01%. The holding were 132,076 shares as of 2021-06-30.

Ellington Management Group Llc initiated holding in Kohl's Corp. The purchase prices were between $50.49 and $64.06, with an estimated average price of $57.51. The stock is now traded at around $60.180000. The impact to a portfolio due to this purchase was 1.05%. The holding were 109,995 shares as of 2021-06-30.

Ellington Management Group Llc initiated holding in ViacomCBS Inc. The purchase prices were between $37.92 and $46, with an estimated average price of $41.42. The stock is now traded at around $40.700000. The impact to a portfolio due to this purchase was 1.03%. The holding were 132,172 shares as of 2021-06-30.

Ellington Management Group Llc initiated holding in VPC Impact Acquisition Holdings II. The purchase prices were between $9.86 and $10.1, with an estimated average price of $10. The stock is now traded at around $10.080000. The impact to a portfolio due to this purchase was 0.87%. The holding were 500,000 shares as of 2021-06-30.

Ellington Management Group Llc initiated holding in Lear Corp. The purchase prices were between $169.51 and $203.13, with an estimated average price of $184.98. The stock is now traded at around $161.620000. The impact to a portfolio due to this purchase was 0.83%. The holding were 27,528 shares as of 2021-06-30.

Ellington Management Group Llc added to a holding in Mr. Cooper Group Inc by 309.33%. The purchase prices were between $31.36 and $34.76, with an estimated average price of $33.46. The stock is now traded at around $38.450000. The impact to a portfolio due to this purchase was 1.7%. The holding were 393,763 shares as of 2021-06-30.

Ellington Management Group Llc added to a holding in PennyMac Financial Services Inc by 205.30%. The purchase prices were between $56.58 and $66.87, with an estimated average price of $60.95. The stock is now traded at around $66.260000. The impact to a portfolio due to this purchase was 1.34%. The holding were 187,278 shares as of 2021-06-30.

Ellington Management Group Llc added to a holding in MFA Financial Inc by 124.40%. The purchase prices were between $4.07 and $4.87, with an estimated average price of $4.41. The stock is now traded at around $4.790000. The impact to a portfolio due to this purchase was 0.62%. The holding were 1,411,968 shares as of 2021-06-30.

Ellington Management Group Llc added to a holding in Nordstrom Inc by 97.28%. The purchase prices were between $31.9 and $43.11, with an estimated average price of $36.48. The stock is now traded at around $37.810000. The impact to a portfolio due to this purchase was 0.35%. The holding were 110,714 shares as of 2021-06-30.

Ellington Management Group Llc added to a holding in Wynn Resorts Ltd by 462.19%. The purchase prices were between $120.76 and $136.37, with an estimated average price of $127.37. The stock is now traded at around $99.440000. The impact to a portfolio due to this purchase was 0.27%. The holding were 15,792 shares as of 2021-06-30.

Ellington Management Group Llc added to a holding in Nabors Industries Ltd by 75.40%. The purchase prices were between $80.85 and $126.34, with an estimated average price of $100.34. The stock is now traded at around $75.380000. The impact to a portfolio due to this purchase was 0.14%. The holding were 16,360 shares as of 2021-06-30.

Ellington Management Group Llc sold out a holding in AGNC Investment Corp. The sale prices were between $16.7 and $18.7, with an estimated average price of $17.75.

Ellington Management Group Llc sold out a holding in Essent Group Ltd. The sale prices were between $44.66 and $53.44, with an estimated average price of $48.44.

Ellington Management Group Llc sold out a holding in MGIC Investment Corp. The sale prices were between $13.31 and $15.56, with an estimated average price of $14.35.

Ellington Management Group Llc sold out a holding in Arbor Realty Trust Inc. The sale prices were between $15.87 and $19.43, with an estimated average price of $17.55.

Ellington Management Group Llc sold out a holding in Kellogg Co. The sale prices were between $62.06 and $68.21, with an estimated average price of $64.65.

Ellington Management Group Llc sold out a holding in Charter Communications Inc. The sale prices were between $605.5 and $721.45, with an estimated average price of $671.65.