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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
GMIIU
151
DELISTED
Gores Metropoulos II, Inc. Unit
GMIIU
$203K 0.03%
20,000
– –
SPGS.U
152
DELISTED
Simon Property Group Acquisition Holdings, Inc. Units, each consisting of one share of Class A common stock and one-fifth of one redeemable warrant
SPGS.U
$201K 0.03%
20,000
– –
TBCPU
153
DELISTED
Thunder Bridge Capital Partners III Inc. Units
TBCPU
$200K 0.03%
20,000
– –
APGB.U
154
DELISTED
Apollo Strategic Growth Capital II Units, each consisting of one Class A ordinary share, and one-fifth of one warrant
APGB.U
$200K 0.03%
20,000
– –
ITQRU
155
DELISTED
Itiquira Acquisition Corp. Unit
ITQRU
$200K 0.03%
20,000
– –
SNII.U
156
DELISTED
Supernova Partners Acquisition Company II, Ltd. Units, each consisting of one Class A ordinary share
SNII.U
$200K 0.03%
20,000
– –
WARR.U
157
DELISTED
Warrior Technologies Acquisition Company Units,eachconsistingofoneshare ofClassAcommonstockandone-halfofone warrant
WARR.U
$151K 0.02%
15,000
– –
GMBTU
158
DELISTED
Pivotal Holdings Corp Unit
GMBTU
$150K 0.02%
15,000
– –
TCACU
159
DELISTED
Tuatara Capital Acquisition Corporation Unit
TCACU
$125K 0.02%
12,300
– –
IMH
160
DELISTED
Impac Mortgage Holdings Inc.
IMH
$110K 0.02%
51,900
– –
THMAU
161
DELISTED
Thimble Point Acquisition Corp. Unit
THMAU
$104K 0.02%
10,000
– –
FSSIU
162
DELISTED
Fortistar Sustainable Solutions Corp. Unit
FSSIU
$103K 0.02%
10,000
– –
DCRNU
163
DELISTED
Decarbonization Plus Acquisition Corporation II Unit
DCRNU
$103K 0.02%
10,000
– –
PV.U
164
DELISTED
Primavera Capital Acquisition Corporation Units, each consisting of one Class A ordinary share and one-half of one redeemable warrant
PV.U
$102K 0.02%
10,000
– –
IBER.U
165
DELISTED
Ibere Pharmaceuticals Units, each consisting of one Class A ordinary share and one-half of one Redeemable Warrant
IBER.U
$101K 0.02%
10,000
– –
CLIM.U
166
DELISTED
Climate Real Impact Solutions II Acquisition Corporation Units, each consisting of one share of Class A common stock, and one-fifth of one redeemable warrant
CLIM.U
$101K 0.02%
10,000
– –
BRPMU
167
DELISTED
B. Riley Principal 150 Merger Corp. Unit
BRPMU
$101K 0.02%
10,000
– –
PRPC.U
168
DELISTED
CC Neuberger Principal Holdings III Units, each consisting of one Class A ordinary share, and one-fifth of one redeemable warrant
PRPC.U
$100K 0.01%
10,000
– –
DHHCU
169
DELISTED
DiamondHead Holdings Corp. Unit
DHHCU
$100K 0.01%
10,000
– –
MACQU
170
DELISTED
MCAP Acquisition Corporation Unit
MACQU
$100K 0.01%
10,000
– –
KVSA
171
DELISTED
Khosla Ventures Acquisition Co. Class A Common Stock
KVSA
$99K 0.01%
10,000
– –
SSAAU
172
DELISTED
Science Strategic Acquisition Corp. Alpha Unit
SSAAU
$99K 0.01%
10,000
– –
AAL icon
173
PUT
American Airlines Group
AAL
$9.58B
– –
-153,000
Closed -$3.66M
AAPL icon
174
Apple
AAPL
$4.89T
– –
-1,876
Closed -$229K
ABR icon
175
Arbor Realty Trust
ABR
$960M
– –
-128,358
Closed -$2.04M
5 6
7
8 9

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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.