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
+1.14%
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
AGNC icon
176
AGNC Investment
AGNC
$12.3B
– –
-783,372
Closed -$13.1M
AGNC icon
177
PUT
AGNC Investment
AGNC
$12.3B
– –
-360,000
Closed -$6.03M
BDX icon
178
Becton Dickinson
BDX
$43.1B
– –
-2,995
Closed -$710K
CCL icon
179
CALL
Carnival Corporation Ltd
CCL
$36.1B
– –
-87,500
Closed -$2.32M
CHTR icon
180
Charter Communications
CHTR
$15.2B
– –
-1,706
Closed -$1.05M
DVN icon
181
Devon Energy
DVN
$51.9B
– –
-32,187
Closed -$703K
ESNT icon
182
Essent Group
ESNT
$6.06B
– –
-120,000
Closed -$5.7M
EXPE icon
183
Expedia Group
EXPE
$31.2B
– –
-900
Closed -$155K
EXPE icon
184
PUT
Expedia Group
EXPE
$31.2B
– –
-13,500
Closed -$2.32M
GPMT
185
Granite Point Mortgage Trust
GPMT
$63.7M
– –
-46,991
Closed -$562K
IWM icon
186
CALL
iShares Russell 2000 ETF
IWM
$80.9B
– –
-330,000
Closed -$72.9M
K
187
DELISTED
Kellanova
K
– –
-18,443
Closed -$1.1M
KHC icon
188
CALL
Kraft Heinz
KHC
$30.4B
– –
-65,000
Closed -$2.6M
LFT
189
Lument Finance Trust
LFT
$41.9M
– –
-181,858
Closed -$642K
LUMN icon
190
CALL
Lumen
LUMN
$6.53B
– –
-120,000
Closed -$1.6M
MSFT icon
191
Microsoft
MSFT
$2.84T
– –
-2,048
Closed -$483K
MTG icon
192
MGIC Investment
MTG
$6.27B
– –
-403,600
Closed -$5.59M
MTG icon
193
PUT
MGIC Investment
MTG
$6.27B
– –
-500,000
Closed -$6.92M
NLY icon
194
PUT
Annaly Capital Management
NLY
$16.9B
– –
-225,000
Closed -$7.74M
PFE icon
195
Pfizer
PFE
$140B
– –
-22,536
Closed -$816K
RWT
196
Redwood Trust
RWT
$616M
– –
-70,710
Closed -$736K
SPR
197
PUT
DELISTED
Spirit AeroSystems
SPR
– –
-33,000
Closed -$1.6M
SPY icon
198
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
– –
-30,000
Closed -$11.9M
TDG icon
199
CALL
TransDigm Group
TDG
$69.2B
– –
-7,500
Closed -$4.41M
XLE icon
200
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
– –
-688,600
Closed -$16.9M
5 6 7
8
9

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 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.