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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
COTY icon
26
PUT
Coty
COTY
$2.33B
$3.55M 0.53%
+380,000
New +$3.45M
JCICU
27
DELISTED
Jack Creek Investment Corp. Units
JCICU
$3.52M 0.52%
350,000
– –
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
– –
F icon
29
CALL
Ford
F
$57.3B
$3.46M 0.51%
+232,500
New +$3.09M
RDFN
30
CALL
DELISTED
Redfin
RDFN
$3.17M 0.47%
+50,000
New +$3.06M
XLF icon
31
PUT
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
$3.12M 0.46%
+85,000
New +$3.11M
CPB icon
32
Campbell Soup
CPB
$6.51B
$2.95M 0.44%
+64,700
New +$3.12M
HLF icon
33
PUT
Herbalife
HLF
$1.23B
$2.64M 0.39%
+50,000
New +$2.49M
PBI icon
34
PUT
Pitney Bowes
PBI
$2.42B
$2.63M 0.39%
+300,000
New +$2.5M
LEA icon
35
CALL
Lear
LEA
$7.19B
$2.63M 0.39%
+15,000
New +$2.77M
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
– –
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
– –
EJFAU
38
DELISTED
EJF Acquisition Corp. Unit
EJFAU
$2.5M 0.37%
250,000
– –
DISH
39
PUT
DELISTED
DISH Network Corp.
DISH
$2.47M 0.37%
+59,000
New +$2.48M
F icon
40
PUT
Ford
F
$57.3B
$2.23M 0.33%
+150,000
New +$1.99M
GEL icon
41
CALL
Genesis Energy
GEL
$1.84B
$2.21M 0.33%
+190,000
New +$1.92M
RC
42
Ready Capital
RC
$265M
$2.2M 0.33%
138,745
-162,455
-54% -$2.41M
KMI icon
43
Kinder Morgan
KMI
$73.1B
$2.17M 0.32%
119,000
– –
KSS icon
44
CALL
Kohl's
KSS
$2.03B
$2.07M 0.31%
+37,500
New +$2.16M
CAG icon
45
Conagra Brands
CAG
$7.07B
$2.03M 0.3%
+55,779
New +$2.09M
HERAU
46
DELISTED
FTAC Hera Acquisition Corp. Units
HERAU
$2.01M 0.3%
200,000
– –
HIIIU
47
DELISTED
Hudson Executive Investment Corp. III Unit
HIIIU
$2M 0.3%
200,000
– –
VAQC
48
DELISTED
Vector Acquisition Corporation II Class A Ordinary Shares
VAQC
$1.99M 0.29%
200,000
– –
WYNN icon
49
Wynn Resorts
WYNN
$10.1B
$1.93M 0.29%
15,792
+12,983
+462% +$1.65M
HAS icon
50
Hasbro
HAS
$12.6B
$1.92M 0.28%
+20,318
New +$1.95M
1
2
3 4 5

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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.