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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
+1.57%
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
HYG icon
1
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$234M 28.8%
2,683,800
+1,086,800
+68% +$94.6M
IWM icon
2
CALL
iShares Russell 2000 ETF
IWM
$80.9B
$72.9M 8.97%
+330,000
New +$72.1M
QQQ icon
3
PUT
Invesco QQQ Trust
QQQ
$455B
$71.8M 8.84%
+225,000
New +$71.9M
SPY icon
4
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$71.3M 8.78%
180,000
+155,000
+620% +$59.8M
PFF icon
5
PUT
iShares Preferred and Income Securities ETF
PFF
$13.2B
$20.7M 2.55%
+540,000
New +$20.5M
XLE icon
6
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
$16.9M 2.08%
+688,600
New +$15.9M
EFC
7
Ellington Financial
EFC
$1.68B
$13.6M 1.68%
850,250
-637
-0.1% -$10K
AGNC icon
8
AGNC Investment
AGNC
$12.3B
$13.1M 1.62%
783,372
+598,872
+325% +$9.68M
SPY icon
9
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$11.9M 1.46%
+30,000
New +$11.6M
NLY icon
10
PUT
Annaly Capital Management
NLY
$16.9B
$7.74M 0.95%
+225,000
New +$7.62M
MTG icon
11
PUT
MGIC Investment
MTG
$6.27B
$6.92M 0.85%
+500,000
New +$6.37M
AGNC icon
12
PUT
AGNC Investment
AGNC
$12.3B
$6.03M 0.74%
+360,000
New +$5.82M
ESNT icon
13
Essent Group
ESNT
$6.06B
$5.7M 0.7%
+120,000
New +$5.33M
MTG icon
14
MGIC Investment
MTG
$6.27B
$5.59M 0.69%
+403,600
New +$5.14M
AAC.U
15
DELISTED
Ares Acquisition Corporation Units, each consisting of one Class A ordinary share, and one-fifth of one redeemable warrant
AAC.U
$5M 0.62%
+500,000
New +$5.12M
VPCC.U
16
DELISTED
VPC Impact Acquisition Holdings III, Inc. Units, each consisting of one share of Class A common stoc
VPCC.U
$4.93M 0.61%
+500,000
New +$4.98M
VPCBU
17
DELISTED
VPC Impact Acquisition Holdings II Unit
VPCBU
$4.93M 0.61%
+500,000
New +$5M
TDG icon
18
CALL
TransDigm Group
TDG
$69.2B
$4.41M 0.54%
+7,500
New +$4.42M
RPT
19
Rithm Property Trust
RPT
$90.5M
$4.36M 0.54%
66,683
-19,044
-22% -$1.26M
PFSI icon
20
PennyMac Financial
PFSI
$4.38B
$4.1M 0.5%
61,343
+49,403
+414% +$3.06M
RC
21
Ready Capital
RC
$265M
$4.04M 0.5%
301,200
-119,370
-28% -$1.55M
ANZUU
22
DELISTED
Anzu Special Acquisition Corp I Units
ANZUU
$3.99M 0.49%
+399,700
New +$4M
AAL icon
23
PUT
American Airlines Group
AAL
$9.58B
$3.66M 0.45%
153,000
-280,000
-65% -$5.4M
PDOT.U
24
DELISTED
Peridot Acquisition Corp. II Units, each consisting of one Class A ordinary share, and one-fifth of one redeemable warrant
PDOT.U
$3.48M 0.43%
+350,000
New +$3.48M
JCICU
25
DELISTED
Jack Creek Investment Corp. Units
JCICU
$3.47M 0.43%
+350,000
New +$3.59M
1
2 3 4 5

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APA
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NIA
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HFA
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AWA
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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.