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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
FSNB.U
126
DELISTED
Fusion Acquisition Corp. II Units, each consisting of one share of Class A common stock and one-third of one redeemable warrant
FSNB.U
$500K 0.07%
50,000
– –
RXRAU
127
DELISTED
RXR Acquisition Corp. Units
RXRAU
$499K 0.07%
50,000
– –
TWLVU
128
DELISTED
Twelve Seas Investment Company II Unit
TWLVU
$498K 0.07%
50,000
– –
CPTK.U
129
DELISTED
Crown PropTech Acquisitions Units, each consisting of one Class A ordinary share and one-third of one redeemable warrant
CPTK.U
$497K 0.07%
50,000
– –
CLRMU
130
DELISTED
Clarim Acquisition Corp. Unit
CLRMU
$497K 0.07%
50,000
– –
CHAA.U
131
DELISTED
Catcha Investment Corp Units, each consisting of one Class A ordinary share, and one-third of one redeemable warrant
CHAA.U
$497K 0.07%
50,000
– –
CLW icon
132
Clearwater Paper
CLW
$271M
$468K 0.07%
+16,163
New +$505K
OSTRU
133
DELISTED
Oyster Enterprises Acquisition Corp. Unit
OSTRU
$435K 0.06%
43,574
– –
ISOS.U
134
DELISTED
Isos Acquisition Corporation Units, each consisting of one Class A ordinary share, and one-third of
ISOS.U
$408K 0.06%
40,000
– –
GTPAU
135
DELISTED
Gores Technology Partners, Inc. Units
GTPAU
$402K 0.06%
40,000
– –
CSTA.U
136
DELISTED
Constellation Acquisition Corp I Units, each consisting of one Class A ordinary share and one-third of one redeemable warrant
CSTA.U
$400K 0.06%
40,000
– –
GHACU
137
DELISTED
Gaming & Hospitality Acquisition Corp. Unit
GHACU
$399K 0.06%
40,000
– –
TGI
138
DELISTED
Triumph Group
TGI
$397K 0.06%
+19,151
New +$353K
EQHA.U
139
DELISTED
EQ Health Acquisition Corp. Units, each consisting of one share of Class A common stock and one-half of one redeemable warrant
EQHA.U
$349K 0.05%
35,000
– –
TWOA
140
DELISTED
two
TWOA
$310K 0.05%
+12,231
New +$121K
GNACU
141
DELISTED
Group Nine Acquisition Corp. Unit
GNACU
$287K 0.04%
28,529
– –
HUGS.U
142
DELISTED
USHG Acquisition Corp. Units, each consisting of one share of Class A Common Stock, and one-third of one Warrant
HUGS.U
$258K 0.04%
25,750
– –
ATAQ.U
143
DELISTED
Altimar Acquisition Corp III Units
ATAQ.U
$253K 0.04%
25,000
– –
SHACU
144
DELISTED
SCP & CO Healthcare Acquisition Company Unit
SHACU
$252K 0.04%
25,000
– –
DNZ.U
145
DELISTED
D and Z Media Acquisition Corp. Units, each consisting of one share of Class A Common Stock and one-third of one Warrant
DNZ.U
$249K 0.04%
25,000
– –
RRD
146
DELISTED
RR Donnelley & Sons Co.
RRD
$228K 0.03%
+36,263
New +$198K
SPG icon
147
Simon Property Group
SPG
$74.5B
$216K 0.03%
+1,658
New +$206K
KCAC.U
148
DELISTED
Kensington Capital Acquisition Corp. II Units, each consisting of one share of Class A common stock,
KCAC.U
$208K 0.03%
20,000
– –
KURIU
149
DELISTED
Alkuri Global Acquisition Corp Unit
KURIU
$205K 0.03%
20,000
– –
ENNVU
150
DELISTED
ECP Environmental Growth Opportunities Corp. Unit
ENNVU
$203K 0.03%
20,000
– –
4 5
6
7 8

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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.