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
2021 Q2	–	Sell	-30,000	Closed	-$11.9M	–	202
2021 Q1	$11.9M	Buy	+30,000	New	+$11.6M	1.46%	11
2020 Q3	–	Sell	-150,000	Closed	-$46.3M	–	56
2020 Q2	$46.3M	Buy	+150,000	New	+$43.9M	19.58%	2
2018 Q2	–	Sell	-1,800,000	Closed	-$474M	–	824
2018 Q1	$474M	Buy	+1,800,000	New	+$491M	34.01%	1
2017 Q4	–	Sell	-200,000	Closed	-$50.2M	–	803
2017 Q3	$50.2M	Buy	+200,000	New	+$49.3M	8.58%	3
2017 Q2	–	Sell	-81,000	Closed	-$19.1M	–	885
2017 Q1	$19.1M	Sell	81,000 -19,000	-19%	-$4.41M	0.65%	4
2016 Q4	$22.4M	Buy	+100,000	New	+$21.8M	3.41%	9

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.