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Ellington Management Group

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
Cap. Flow
-$43.2M
Cap. Flow %
-6.39%
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
RITM icon
Rithm Capital
RITM
+$18.7M
2
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$11.5M
3
COOP icon
Mr. Cooper
COOP
+$9.9M
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
+$4.94M
5
RC icon
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%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow Held Since
AGNC icon
176
AGNC Investment
AGNC
$10.4B
– –
-783,372
Closed -$13.1M –
AGNC icon
177
PUT
AGNC Investment
AGNC
$10.4B
– –
-360,000
Closed -$6.03M –
BDX icon
178
Becton Dickinson
BDX
$58.8B
– –
-2,995
Closed -$710K –
CCL icon
179
CALL
Carnival Corporation Ltd
CCL
$39.5B
– –
-87,500
Closed -$2.32M –
CHTR icon
180
Charter Communications
CHTR
$15.2B
– –
-1,706
Closed -$1.05M –
DVN icon
181
Devon Energy
DVN
$52.7B
– –
-32,187
Closed -$703K –
ESNT icon
182
Essent Group
ESNT
$5.71B
– –
-120,000
Closed -$5.7M –
EXPE icon
183
Expedia Group
EXPE
$31B
– –
-900
Closed -$155K –
EXPE icon
184
PUT
Expedia Group
EXPE
$31B
– –
-13,500
Closed -$2.32M –
GPMT icon
185
Granite Point Mortgage Trust
GPMT
$12.8M
– –
-4,699
Closed -$562K –
IWM icon
186
CALL
iShares Russell 2000 ETF
IWM
$77.3B
– –
-330,000
Closed -$72.9M –
K icon
187
DELISTED
Kellanova
K
– –
-18,443
Closed -$1.1M –
KHC icon
188
CALL
The Kraft Heinz Company
KHC
$29B
– –
-65,000
Closed -$2.6M –
LFT icon
189
Lument Finance Trust
LFT
$23.3M
– –
-18,186
Closed -$642K –
LUMN icon
190
CALL
Lumen Technologies, Inc. Common Stock
LUMN
$4.3B
– –
-120,000
Closed -$1.6M –
MSFT icon
191
Microsoft
MSFT
$3.88T
– –
-2,048
Closed -$483K –
MTG icon
192
MGIC Investment
MTG
$5.52B
– –
-403,600
Closed -$5.59M –
MTG icon
193
PUT
MGIC Investment
MTG
$5.52B
– –
-500,000
Closed -$6.92M –
NLY icon
194
PUT
Annaly Capital Management
NLY
$13.8B
– –
-225,000
Closed -$7.74M –
PFE icon
195
Pfizer
PFE
$164B
– –
-22,536
Closed -$816K –
RWT icon
196
Redwood Trust
RWT
$332M
– –
-70,710
Closed -$736K –
SPR icon
197
PUT
DELISTED
Spirit AeroSystems
SPR
– –
-33,000
Closed -$1.6M –
SPY icon
198
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$803B
– –
-30,000
Closed -$11.9M –
TDG icon
199
CALL
TransDigm Group
TDG
$65.7B
– –
-7,500
Closed -$4.41M –
XLE icon
200
CALL
State Street Energy Select Sector SPDR ETF
XLE
$42.2B
– –
-688,600
Closed -$16.9M –
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 $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.