Ellington Management Group’s State Street SPDR S&P 500 ETF Trust SPY Stock Holding History

Ellington Management Group’s Portfolio SPY Stock Details SPY Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2020 Q2	–	Sell	-21,100	Closed	-$6.18M	–	376
2020 Q1	$5.44M	Buy	+21,100	New	+$6.44M	1.28%	7
2019 Q2	–	Sell	-50,800	Closed	-$14.3M	–	759
2019 Q1	$14.3M	Buy	+50,800	New	+$13.8M	2.62%	2
2018 Q4	–	Sell	-6,200	Closed	-$1.8M	–	584
2018 Q3	$1.8M	Sell	6,200 -75,330	-92%	-$21.5M	0.48%	46
2018 Q2	$22.1M	Sell	81,530 -30,670	-27%	-$8.28M	1.55%	6
2018 Q1	$29.5M	Buy	112,200 +60,799	+118%	+$16.6M	2.12%	6
2017 Q4	$13.7M	Buy	51,401 +37,810	+278%	+$9.83M	2.24%	6
2017 Q3	$3.41M	Buy	13,591 +12,091	+806%	+$2.98M	0.58%	12
2017 Q2	$363K	Buy	+1,500	New	+$359K	0.05%	340
2017 Q1	–	Sell	-32,348	Closed	-$7.52M	–	860
2016 Q4	$7.23M	Buy	32,348 +2,623	+9%	+$573K	1.1%	14
2016 Q3	$6.43M	Buy	+29,725	New	+$6.43M	1.77%	2
2016 Q2	–	Sell	-4,900	Closed	-$1.01M	–	465
2016 Q1	$1.01M	Buy	4,900 +2,900	+145%	+$566K	0.43%	40
2015 Q4	$408K	Sell	2,000 -8,700	-81%	-$1.79M	0.14%	192
2015 Q3	$2.05M	Buy	10,700 +5,100	+91%	+$1.03M	0.58%	7
2015 Q2	$1.15M	Buy	5,600 +2,800	+100%	+$589K	0.28%	79
2015 Q1	$578K	Buy	+2,800	New	+$578K	0.12%	240
2013 Q4	–	Sell	-162,700	Closed	-$27.3M	–	773
2013 Q3	$27.3M	Buy	+162,700	New	+$27.3M	5.17%	2

Other funds holding SPY

JP Morgan Chase New York $1.56T AUM 27.86% 1-Year Est. Return

Goldman Sachs New York $871B AUM 31.28% 1-Year Est. Return

Bank of America Charlotte, North Carolina $1.37T AUM 24.88% 1-Year Est. Return

Morgan Stanley New York $1.66T AUM 25.57% 1-Year Est. Return

Susquehanna International Group Bala Cynwyd, Pennsylvania $893B AUM 36.07% 1-Year Est. Return

Citigroup New York $235B AUM 32.99% 1-Year Est. Return

TD Asset Management Toronto, Ontario, Canada $123B AUM 34.51% 1-Year Est. Return

Northern Trust Chicago, Illinois $757B AUM 28.64% 1-Year Est. Return

HSBC Holdings London, United Kingdom $192B AUM 27.2% 1-Year Est. Return

Wells Fargo San Francisco, California $530B AUM 22.01% 1-Year Est. Return

Ellington Management Group's SPY Position: Q2 2020 in Review

Ellington Management Group sold out of State Street SPDR S&P 500 ETF Trust (SPY) in Q2 2020, closing a stake of 21,100 shares — an estimated $6.18M sold.

Ellington Management Group first reported a position in SPY in Q3 2013 and held it in 16 quarters. The position peaked at $29.5M in Q1 2018. 2,408 funds tracked by Wall St. Rank hold SPY as of Q2 2020.

Ellington Management Group reported no remaining State Street SPDR S&P 500 ETF Trust position as of Q2 2020 after selling out during the quarter.
Ellington Management Group sold 21,100 State Street SPDR S&P 500 ETF Trust shares in Q2 2020, an estimated $6.18M.
Ellington Management Group first reported a position in State Street SPDR S&P 500 ETF Trust in Q3 2013 and held it in 16 quarters.
Ellington Management Group's State Street SPDR S&P 500 ETF Trust position peaked at $29.5M in Q1 2018.
2,408 funds tracked by Wall St. Rank held State Street SPDR S&P 500 ETF Trust as of Q2 2020.

Based on Ellington Management Group's 13F filing for Q2 2020, filed 17 Aug 2020.