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EMG

Ellington Management Group Portfolio holdings

AUM $676M
1-Year Est. Return 23.65%
This Fund
S&P 500
This Quarter Est. Return
+1.14%
1 Year Est. Return
+23.65%
3 Year Est. Return
+16.06%
5 Year Est. Return
+95.65%
10 Year Est. Return
–
AUM
$676M
AUM Growth
-$137M
Cap. Flow
-$286M
Cap. Flow %
-42.32%
Top 10 Hldgs %
58.7%
Holding
209
New
48
Increased
8
Reduced
6
Closed
33

Top Buys

Rank Stock Value
1
RITM icon
Rithm Capital
RITM
+$18.7M
2
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$11.5M
3
COOP
Mr. Cooper
COOP
+$9.94M
4
PFSI icon
PennyMac Financial
PFSI
+$7.65M
5
KSS icon
Kohl's
KSS
+$6.32M

Top Sells

Rank Stock Value
1
AGNC icon
AGNC Investment
AGNC
+$13.1M
2
ESNT icon
Essent Group
ESNT
+$5.7M
3
MTG icon
MGIC Investment
MTG
+$5.59M
4
VPCC.U
VPC Impact Acquisition Holdings III, Inc. Units, each consisting of one share of Class A common stoc
VPCC.U
+$4.93M
5
RC
Ready Capital
RC
+$2.41M

Sector Composition

Rank Sector Weight
1 Real Estate 7.77%
2 Financials 4.77%
3 Consumer Discretionary 3.12%
4 Communication Services 1.02%
5 Consumer Staples 0.96%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HYG icon
1
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$107M 15.9%
1,220,100
-1,463,700
-55% -$128M
AMC icon
2
PUT
AMC Entertainment Holdings
AMC
$2.03B
$69.4M 10.28%
+122,500
New +$32.5M
CAR icon
3
PUT
Avis
CAR
$5.63B
$24.6M 3.64%
+315,400
New +$26.1M
QQQ icon
4
PUT
Invesco QQQ Trust
QQQ
$455B
$23M 3.41%
65,000
-160,000
-71% -$53.8M
KRE icon
5
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.86B
$22.1M 3.28%
+338,000
New +$23.1M
PFF icon
6
PUT
iShares Preferred and Income Securities ETF
PFF
$13.2B
$21.2M 3.14%
540,000
– –
RITM icon
7
Rithm Capital
RITM
$5.09B
$18.6M 2.76%
+1,759,306
New +$18.7M
EFC
8
Ellington Financial
EFC
$1.68B
$16.3M 2.41%
850,887
+637
+0.1% +$11.8K
IWM icon
9
PUT
iShares Russell 2000 ETF
IWM
$80.9B
$16.1M 2.38%
+70,000
New +$15.7M
SPY icon
10
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$13.7M 2.03%
32,000
-148,000
-82% -$61.8M
COOP
11
DELISTED
Mr. Cooper
COOP
$13M 1.93%
393,763
+297,566
+309% +$9.94M
HYG icon
12
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$11.6M 1.72%
+132,076
New +$11.5M
PFSI icon
13
PennyMac Financial
PFSI
$4.38B
$11.6M 1.71%
187,278
+125,935
+205% +$7.65M
MFA
14
MFA Financial
MFA
$929M
$6.48M 0.96%
352,992
+195,684
+124% +$3.46M
KSS icon
15
Kohl's
KSS
$2.03B
$6.06M 0.9%
+109,995
New +$6.32M
PARA
16
DELISTED
Paramount Global Class B
PARA
$5.97M 0.88%
+132,172
New +$5.46M
NWSA icon
17
PUT
News Corp Class A
NWSA
$14.5B
$5.5M 0.81%
+213,500
New +$5.63M
RPT
18
Rithm Property Trust
RPT
$90.5M
$5.08M 0.75%
65,283
-1,400
-2% -$103K
VPCBU
19
DELISTED
VPC Impact Acquisition Holdings II Unit
VPCBU
$5.02M 0.74%
500,000
– –
AAC.U
20
DELISTED
Ares Acquisition Corporation Units, each consisting of one Class A ordinary share, and one-fifth of one redeemable warrant
AAC.U
$5M 0.74%
500,000
– –
BWA icon
21
CALL
BorgWarner
BWA
$13.2B
$4.9M 0.73%
+114,736
New +$5.05M
LEA icon
22
Lear
LEA
$7.19B
$4.83M 0.71%
+27,528
New +$5.09M
JWN
23
DELISTED
Nordstrom
JWN
$4.05M 0.6%
110,714
+54,593
+97% +$1.99M
ANZUU
24
DELISTED
Anzu Special Acquisition Corp I Units
ANZUU
$4M 0.59%
399,700
– –
CTAC
25
DELISTED
Cerberus Telecom Acquisition Corp.
CTAC
$3.97M 0.59%
+400,000
New +$3.97M
1
2 3 4 5

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NIA
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Ellington Management Group's Q2 2021 Portfolio in Review

As of Q2 2021, Ellington Management Group held 209 positions worth $676M, down 17% from $813M the previous quarter. Its ten largest holdings account for 59% of the portfolio.

Ellington Management Group withdrew a net $286M in Q2 2021, closing 33 positions and reducing 6 holdings. Its most notable exit was AGNC Investment, an estimated $13.1M position sold in full.

By sector, the portfolio is most concentrated in Real Estate at 7.8% of assets, up from 5.5% a quarter earlier, followed by Financials and Consumer Discretionary.

Against the trend, Ellington Management Group opened a new position in Rithm Capital worth $18.6M.

  • Ellington Management Group's largest Q2 2021 buy was Rithm Capital: 1,759,306 shares worth $18.6M.
  • Ellington Management Group added most to Mr. Cooper in Q2 2021, an estimated $9.94M increase.
  • Ellington Management Group's biggest Q2 2021 reduction was Ready Capital, cutting an estimated $2.41M.
  • Ellington Management Group fully exited AGNC Investment in Q2 2021, selling an estimated $13.1M.
  • Ellington Management Group's ten largest holdings make up 59% of its $676M portfolio in Q2 2021.
  • Ellington Management Group opened 48 new positions and closed 33 in Q2 2021.
  • Ellington Management Group's portfolio value fell 17% quarter-over-quarter to $676M.

Based on Ellington Management Group's 13F filing for Q2 2021, filed 16 Aug 2021.