We are live on ! Find out more
EMG

Ellington Management Group Portfolio holdings

AUM $676M
1-Year Est. Return 23.65%
This Fund
S&P 500
This Quarter Est. Return
+1.57%
1 Year Est. Return
+23.65%
3 Year Est. Return
+16.06%
5 Year Est. Return
+95.65%
10 Year Est. Return
–
AUM
$813M
AUM Growth
+$407M
Cap. Flow
+$293M
Cap. Flow %
36.12%
Top 10 Hldgs %
74.79%
Holding
183
New
136
Increased
7
Reduced
11
Closed
22

Top Buys

Rank Stock Value
1
AGNC icon
AGNC Investment
AGNC
+$9.68M
2
ESNT icon
Essent Group
ESNT
+$5.33M
3
MTG icon
MGIC Investment
MTG
+$5.14M
4
AAC.U
Ares Acquisition Corporation Units, each consisting of one Class A ordinary share, and one-fifth of one redeemable warrant
AAC.U
+$5.12M
5
VPCBU
VPC Impact Acquisition Holdings II Unit
VPCBU
+$5M

Top Sells

Rank Stock Value
1
NLY icon
Annaly Capital Management
NLY
+$17.4M
2
ADAM
Adamas Trust
ADAM
+$7.9M
3
DCH
Dauch Corp
DCH
+$4.14M
4
MFA
MFA Financial
MFA
+$3.67M
5
DVN icon
Devon Energy
DVN
+$2.79M

Sector Composition

Rank Sector Weight
1 Real Estate 5.47%
2 Financials 2.56%
3 Energy 0.56%
4 Consumer Discretionary 0.32%
5 Healthcare 0.19%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BRPMU
151
DELISTED
B. Riley Principal 150 Merger Corp. Unit
BRPMU
$100K 0.01%
+10,000
New +$102K
MACQU
152
DELISTED
MCAP Acquisition Corporation Unit
MACQU
$100K 0.01%
+10,000
New +$99.6K
THMAU
153
DELISTED
Thimble Point Acquisition Corp. Unit
THMAU
$100K 0.01%
+10,000
New +$102K
DHHCU
154
DELISTED
DiamondHead Holdings Corp. Unit
DHHCU
$99K 0.01%
+10,000
New +$105K
IBER.U
155
DELISTED
Ibere Pharmaceuticals Units, each consisting of one Class A ordinary share and one-half of one Redeemable Warrant
IBER.U
$99K 0.01%
+10,000
New +$100K
SSAAU
156
DELISTED
Science Strategic Acquisition Corp. Alpha Unit
SSAAU
$99K 0.01%
+10,000
New +$103K
FSSIU
157
DELISTED
Fortistar Sustainable Solutions Corp. Unit
FSSIU
$99K 0.01%
+10,000
New +$104K
AR icon
158
Antero Resources
AR
$10.9B
– –
-117,000
Closed -$638K
DCH
159
Dauch Corp
DCH
$1.3B
– –
-417,928
Closed -$4.14M
BA icon
160
PUT
Boeing
BA
$165B
– –
-9,000
Closed -$1.93M
BBWI icon
161
PUT
Bath & Body Works
BBWI
$4.01B
– –
-142,255
Closed -$4.28M
CYH icon
162
Community Health Systems
CYH
$385M
– –
-40,000
Closed -$297K
ENR icon
163
Energizer
ENR
$1.44B
– –
-15,720
Closed -$663K
FANG icon
164
Diamondback Energy
FANG
$57.6B
– –
-13,000
Closed -$629K
HOUS
165
DELISTED
Anywhere Real Estate
HOUS
– –
-23,000
Closed -$302K
KSS icon
166
Kohl's
KSS
$2.03B
– –
-13,174
Closed -$536K
LOW icon
167
Lowe's Companies
LOW
$116B
– –
-2,783
Closed -$447K
LUV icon
168
PUT
Southwest Airlines
LUV
$22.1B
– –
-30,000
Closed -$1.4M
NLY icon
169
Annaly Capital Management
NLY
$16.9B
– –
-513,490
Closed -$17.4M
PBI icon
170
Pitney Bowes
PBI
$2.42B
– –
-264,146
Closed -$1.63M
PFSI icon
171
CALL
PennyMac Financial
PFSI
$4.38B
– –
-207,500
Closed -$13.6M
PMT
172
PennyMac Mortgage Investment
PMT
$849M
– –
-40,000
Closed -$704K
RCL icon
173
PUT
Royal Caribbean
RCL
$78.7B
– –
-18,500
Closed -$1.38M
RIG icon
174
PUT
Transocean
RIG
$5.92B
– –
-1,401,400
Closed -$3.24M
RITM icon
175
Rithm Capital
RITM
$5.09B
– –
-157,398
Closed -$1.56M
4 5 6
7
8

Similar funds

SCM
Snow Capital Management Sewickley, Pennsylvania $703M AUM 76.26% 1-Year Est. Return
APA
Allegiant Private Advisors Sarasota, Florida $618M AUM
NIA
Northstar Investment Advisors Denver, Colorado $755M AUM 37.8% 1-Year Est. Return
HFA
Hoover Financial Advisors Malvern, Pennsylvania $562M AUM 37.9% 1-Year Est. Return
AWA
ARS Wealth Advisors St. Petersburg, Florida $556M AUM 30.03% 1-Year Est. Return
PPSG
Princeton Portfolio Strategies Group Princeton, New Jersey $517M AUM 37.7% 1-Year Est. Return
PMAS
PNC Managed Account Solutions Houston, Texas $503M AUM
HH
Hernani Holdings Jackson, Wyoming $465M AUM 28.16% 1-Year Est. Return

Ellington Management Group's Q1 2021 Portfolio in Review

As of Q1 2021, Ellington Management Group held 183 positions worth $813M, up 100% from $406M the previous quarter. Its ten largest holdings account for 75% of the portfolio.

Ellington Management Group deployed $293M of net new capital in Q1 2021, opening 136 new positions and adding to 7 existing holdings. Its largest new stake was Essent Group: 120,000 shares worth $5.7M.

By sector, the portfolio is most concentrated in Real Estate at 5.5% of assets, down from 16% a quarter earlier, followed by Financials and Energy.

On the sell side, the largest reduction was Adamas Trust, an estimated $7.9M trimmed.

  • Ellington Management Group's largest Q1 2021 buy was Essent Group: 120,000 shares worth $5.7M.
  • Ellington Management Group added most to AGNC Investment in Q1 2021, an estimated $9.68M increase.
  • Ellington Management Group's biggest Q1 2021 reduction was Adamas Trust, cutting an estimated $7.9M.
  • Ellington Management Group fully exited Annaly Capital Management in Q1 2021, selling an estimated $17.4M.
  • Ellington Management Group's ten largest holdings make up 75% of its $813M portfolio in Q1 2021.
  • Ellington Management Group opened 136 new positions and closed 22 in Q1 2021.
  • Ellington Management Group's portfolio value rose 100% quarter-over-quarter to $813M.

Based on Ellington Management Group's 13F filing for Q1 2021, filed 17 May 2021.