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Ellington Management Group Portfolio holdings
AUM
$676M
Turnover
38.76%
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
+95.66%
10 Year Est. Return
–
AUM
$676M
AUM Growth
-$137M
(-17%)
Cap. Flow
-$43.2M
Cap. Flow % of AUM
Cap. Flow %
-6.39%
Top 10 Holdings %
Top 10 Hldgs %
58.7%
Holding
209
New
48
Increased
8
Reduced
6
Closed
33
Avg Time Held
Equity + Options
0.3
years
Top 10 Avg Time Held
Equity + Options
0.8
years
Top 20 Avg Time Held
Equity + Options
0.6
years
Avg Time Held Equity only
0.3
years
Top 10 Avg Time Held Equity only
1.1
years
Top 20 Avg Time Held Equity only
0.7
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Rithm Capital
RITM
|
+$18.7M |
| 2 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$11.5M |
| 3 |
Mr. Cooper
COOP
|
+$9.9M |
| 4 |
PennyMac Financial
PFSI
|
+$7.65M |
| 5 |
Kohl's
KSS
|
+$6.32M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
AGNC Investment
AGNC
|
+$13.1M |
| 2 |
Essent Group
ESNT
|
+$5.7M |
| 3 |
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
|
+$4.94M |
| 5 |
Ready Capital
RC
|
+$2.41M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 81.02% |
| 2 | Real Estate | 7.77% |
| 3 | Financials | 4.77% |
| 4 | Consumer Discretionary | 3.12% |
| 5 | Communication Services | 1.02% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
26
PUT
Coty
COTY
$2.84B
| $3.55M | 0.53% |
+380,000
| New | +$3.45M |
2021 Q2
0 quarters
|
|
|
JCICU
27
DELISTED
Jack Creek Investment Corp. Units
JCICU
| $3.52M | 0.52% |
350,000
| – | – |
2021 Q1
1 quarter
|
|
|
PDOT.U
28
DELISTED
Peridot Acquisition Corp. II Units, each consisting of one Class A ordinary share, and one-fifth of one redeemable warrant
PDOT.U
| $3.5M | 0.52% |
350,000
| – | – |
2021 Q1
1 quarter
|
|
29
CALL
Ford
F
$46.2B
| $3.46M | 0.51% |
+232,500
| New | +$3.09M |
2021 Q2
0 quarters
|
|
30
CALL
DELISTED
Redfin
RDFN
| $3.17M | 0.47% |
+50,000
| New | +$3.06M |
2021 Q2
0 quarters
|
|
31
PUT
State Street Financial Select Sector SPDR ETF
XLF
$52B
| $3.12M | 0.46% |
+85,000
| New | +$3.11M |
2021 Q2
0 quarters
|
|
32
Campbell Soup
CPB
$6.15B
| $2.95M | 0.44% |
+64,700
| New | +$3.12M |
2021 Q2
0 quarters
|
|
33
PUT
Herbalife
HLF
$1.39B
| $2.64M | 0.39% |
+50,000
| New | +$2.49M |
2021 Q2
0 quarters
|
|
34
PUT
Pitney Bowes
PBI
$2.37B
| $2.63M | 0.39% |
+300,000
| New | +$2.5M |
2021 Q2
0 quarters
|
|
35
CALL
Lear
LEA
$5.75B
| $2.63M | 0.39% |
+15,000
| New | +$2.77M |
2021 Q2
0 quarters
|
|
|
MIT.U
36
DELISTED
Mason Industrial Technology, Inc. Units, each consisting of one share of Class A common stock and one-third of one redeemable warrant to purchase one share of Class A common stock
MIT.U
| $2.52M | 0.37% |
250,000
| – | – |
2021 Q1
1 quarter
|
|
|
GSQD.U
37
DELISTED
G Squared Ascend I Inc. Units, each consisting of one Class A ordinary share and one-fifth of one Warrant to acquire one Class A ordinary share
GSQD.U
| $2.51M | 0.37% |
250,000
| – | – |
2021 Q1
1 quarter
|
|
|
EJFAU
38
DELISTED
EJF Acquisition Corp. Unit
EJFAU
| $2.5M | 0.37% |
250,000
| – | – |
2021 Q1
1 quarter
|
|
|
DISH
39
PUT
DELISTED
DISH Network Corp.
DISH
| $2.47M | 0.37% |
+59,000
| New | +$2.48M |
2021 Q2
0 quarters
|
|
|
40
PUT
Ford
F
$46.2B
| $2.23M | 0.33% |
+150,000
| New | +$1.99M |
2021 Q2
0 quarters
|
|
41
CALL
Genesis Energy
GEL
$1.76B
| $2.21M | 0.33% |
+190,000
| New | +$1.92M |
2021 Q2
0 quarters
|
|
|
42
Ready Capital
RC
$180M
| $2.2M | 0.33% |
138,745
-162,455
| -54% | -$2.41M |
2019 Q4
6 quarters
|
|
43
Kinder Morgan
KMI
$75.6B
| $2.17M | 0.32% |
119,000
| – | – |
2021 Q1
1 quarter
|
|
|
44
CALL
Kohl's
KSS
$2.68B
| $2.07M | 0.31% |
+37,500
| New | +$2.16M |
2021 Q2
0 quarters
|
|
45
Conagra Brands
CAG
$6.96B
| $2.03M | 0.3% |
+55,779
| New | +$2.09M |
2021 Q2
0 quarters
|
|
|
HERAU
46
DELISTED
FTAC Hera Acquisition Corp. Units
HERAU
| $2.01M | 0.3% |
200,000
| – | – |
2021 Q1
1 quarter
|
|
|
HIIIU
47
DELISTED
Hudson Executive Investment Corp. III Unit
HIIIU
| $2M | 0.3% |
200,000
| – | – |
2021 Q1
1 quarter
|
|
|
VAQC
48
DELISTED
Vector Acquisition Corporation II Class A Ordinary Shares
VAQC
| $1.99M | 0.29% |
200,000
| – | – |
2021 Q1
1 quarter
|
|
49
Wynn Resorts
WYNN
$7.64B
| $1.93M | 0.29% |
15,792
+12,983
| +462% | +$1.65M |
2021 Q1
1 quarter
|
|
50
Hasbro
HAS
$16.6B
| $1.92M | 0.28% |
+20,318
| New | +$1.95M |
2021 Q2
0 quarters
|
|
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HH
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 $43.2M 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 Miscellaneous at 81% of assets, down from 91% a quarter earlier, followed by Real Estate and Financials.
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 $9.9M 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.