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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
LIII.U
76
DELISTED
Leo Holdings III Corp Units, each consisting of one Class A ordinary share, and one-fifth of one red
LIII.U
$1.01M 0.15%
100,000
– –
ASZ.U
77
DELISTED
Austerlitz Acquisition Corporation II Units, each consisting of one Class A ordinary share and one-fourth of one redeemable warrant
ASZ.U
$1.01M 0.15%
+100,000
New +$1.01M
SPAQ.U
78
DELISTED
Spartan Acquisition Corp. III Units, each consisting of one share of Class A common stock and one-fo
SPAQ.U
$1.01M 0.15%
100,000
– –
LOKM.U
79
DELISTED
Live Oak Mobility Acquisition Corp. Units, each consisting of one share of Class A common stock, and one-fifth of one warrant
LOKM.U
$1M 0.15%
100,000
– –
ARRWU
80
DELISTED
Arrowroot Acquisition Corp. Unit
ARRWU
$1M 0.15%
100,000
– –
HYACU
81
DELISTED
Haymaker Acquisition Corp. III Unit
HYACU
$1M 0.15%
100,000
– –
POWRU
82
DELISTED
Powered Brands Units
POWRU
$1M 0.15%
100,000
– –
CRZNU
83
DELISTED
Corazon Capital V838 Monoceros Corp Unit
CRZNU
$1M 0.15%
100,000
– –
ESM.U
84
DELISTED
ESM Acquisition Corporation Units, each consisting of one Class A ordinary share and one-third of one redeemable warrant
ESM.U
$1M 0.15%
100,000
– –
SBEAU
85
DELISTED
SilverBox Engaged Merger Corp I Units
SBEAU
$1M 0.15%
100,000
– –
MACC.U
86
DELISTED
Mission Advancement Corp. Units, each consisting of one share of Class A Common Stock and one-third of one Redeemable Warrant
MACC.U
$999K 0.15%
100,000
– –
FACT.U
87
DELISTED
Freedom Acquisition I Corp. Units, each consisting of one Class A ordinary share and one-fourth of one redeemable warrant
FACT.U
$998K 0.15%
100,000
– –
VELOU
88
DELISTED
Velocity Acquisition Corp. Units
VELOU
$945K 0.14%
95,000
– –
GLBLU
89
DELISTED
Cartesian Growth Corporation Unit
GLBLU
$918K 0.14%
92,000
– –
XLF icon
90
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
$917K 0.14%
+25,000
New +$915K
LUMN icon
91
Lumen
LUMN
$6.53B
$896K 0.13%
+65,965
New +$910K
X
92
DELISTED
US Steel
X
$873K 0.13%
+36,359
New +$895K
AMCX icon
93
CALL
AMC Global Media
AMCX
$430M
$802K 0.12%
+12,000
New +$662K
SLAMU
94
DELISTED
Slam Corp. Unit
SLAMU
$798K 0.12%
80,000
– –
PMGMU
95
DELISTED
Priveterra Acquisition Corp. Units
PMGMU
$747K 0.11%
75,000
– –
PFDRU
96
DELISTED
Pathfinder Acquisition Corporation Unit
PFDRU
$737K 0.11%
74,187
– –
GTPBU
97
DELISTED
Gores Technology Partners II, Inc. Units
GTPBU
$723K 0.11%
70,000
– –
CENHU
98
DELISTED
Centricus Acquisition Corp. Unit
CENHU
$717K 0.11%
70,000
– –
GSEVU
99
DELISTED
Gores Holdings VII, Inc. Units
GSEVU
$704K 0.1%
70,000
– –
GIIXU
100
DELISTED
Gores Holdings VIII, Inc. Unit
GIIXU
$699K 0.1%
70,000
– –
2 3
4
5 6

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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.