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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
OHPAU
101
DELISTED
Orion Acquisition Corp. Unit
OHPAU
$694K 0.1%
70,000
– –
CYH icon
102
Community Health Systems
CYH
$385M
$688K 0.1%
+44,560
New +$605K
QVCGA
103
DELISTED
QVC Group Inc Series A
QVCGA
$629K 0.09%
+962
New +$617K
TZPSU
104
DELISTED
TZP Strategies Acquisition Corp. Unit
TZPSU
$629K 0.09%
63,327
– –
ZWRKU
105
DELISTED
Z-Work Acquisition Corp. Units
ZWRKU
$618K 0.09%
61,786
– –
COLIU
106
DELISTED
Colicity Inc. Units
COLIU
$604K 0.09%
60,000
– –
OEPWU
107
DELISTED
One Equity Partners Open Water I Corp. Unit
OEPWU
$600K 0.09%
60,000
– –
GEL icon
108
PUT
Genesis Energy
GEL
$1.84B
$581K 0.09%
+50,000
New +$505K
DHC
109
Diversified Healthcare Trust
DHC
$2.26B
$575K 0.09%
+137,619
New +$568K
BLUA.U
110
DELISTED
BlueRiver Acquisition Corp. Units, each consisting of one Class A ordinary share, and one-third of a redeemable Warrant to acquire one Class A ordinary shares
BLUA.U
$551K 0.08%
55,000
– –
LGACU
111
DELISTED
Lazard Growth Acquisition Corp. I Units
LGACU
$549K 0.08%
55,000
– –
HOUS
112
DELISTED
Anywhere Real Estate
HOUS
$532K 0.08%
+29,208
New +$499K
SCLEU
113
DELISTED
Broadscale Acquisition Corp. Units
SCLEU
$510K 0.08%
51,000
– –
SDACU
114
DELISTED
Sustainable Development Acquisition I Corp. Unit
SDACU
$509K 0.08%
50,000
– –
XPDIU
115
DELISTED
Power & Digital Infrastructure Acquisition Corp. Unit
XPDIU
$505K 0.07%
50,000
– –
TSIBU
116
DELISTED
Tishman Speyer Innovation Corp. II Unit
TSIBU
$504K 0.07%
50,000
– –
JWSM.U
117
DELISTED
Jaws Mustang Acquisition Corp. Units, each consisting of one Class A ordinary share, and one-fourth of one redeemable warrant
JWSM.U
$503K 0.07%
50,000
– –
NAACU
118
DELISTED
North Atlantic Acquisition Corporation Unit
NAACU
$502K 0.07%
50,000
– –
SLCRU
119
DELISTED
Silver Crest Acquisition Corporation Unit
SLCRU
$502K 0.07%
50,000
– –
CVIIU
120
DELISTED
Churchill Capital Corp VII Units
CVIIU
$501K 0.07%
50,000
– –
RMGCU
121
DELISTED
RMG Acquisition Corp. III Unit
RMGCU
$500K 0.07%
50,000
– –
SLACU
122
DELISTED
Social Leverage Acquisition Corp I Units, each consisting of one share of Class A common stock and one-fourth of one redeemable warrant
SLACU
$500K 0.07%
50,000
– –
FRSGU
123
DELISTED
First Reserve Sustainable Growth Corp. Unit
FRSGU
$500K 0.07%
50,000
– –
AMPI.U
124
DELISTED
Advanced Merger Partners Inc Units
AMPI.U
$500K 0.07%
50,000
– –
DHBCU
125
DELISTED
DHB Capital Corp. Unit
DHBCU
$500K 0.07%
50,000
– –
3 4
5
6 7

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APA
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NIA
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HFA
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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.