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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% |
Similar funds
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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 $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.