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
+3.24%
1 Year Est. Return
+23.65%
3 Year Est. Return
+16.06%
5 Year Est. Return
+95.65%
10 Year Est. Return
–
AUM
$286M
AUM Growth
+$50.1M
Cap. Flow
+$8.29M
Cap. Flow %
2.9%
Top 10 Hldgs %
74.33%
Holding
59
New
21
Increased
7
Reduced
7
Closed
13

Top Buys

Rank Stock Value
1
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$57.2M
2
NLY icon
Annaly Capital Management
NLY
+$9.05M
3
DCH
Dauch Corp
DCH
+$7.13M
4
RPT
Rithm Property Trust
RPT
+$3.63M
5
RITM icon
Rithm Capital
RITM
+$3.01M

Top Sells

Rank Stock Value
1
PFSI icon
PennyMac Financial
PFSI
+$2.8M
2
MTG icon
MGIC Investment
MTG
+$1.91M
3
DXC icon
DXC Technology
DXC
+$1.38M
4
STWD icon
Starwood Property Trust
STWD
+$747K
5
PBI icon
Pitney Bowes
PBI
+$739K

Sector Composition

Rank Sector Weight
1 Real Estate 14.26%
2 Consumer Discretionary 3.24%
3 Financials 1.59%
4 Communication Services 1.15%
5 Industrials 0.7%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AMCX icon
26
AMC Global Media
AMCX
$430M
$1.31M 0.46%
53,009
-7,247
-12% -$174K
TRTX
27
TPG RE Finance Trust
TRTX
$666M
$1.22M 0.43%
+144,500
New +$1.24M
X
28
CALL
DELISTED
US Steel
X
$1.06M 0.37%
+145,000
New +$1.1M
DCH
29
PUT
Dauch Corp
DCH
$1.3B
$909K 0.32%
+157,500
New +$1.13M
OLN icon
30
Olin
OLN
$2.64B
$891K 0.31%
+72,002
New +$833K
CVS icon
31
CVS Health
CVS
$137B
$857K 0.3%
14,677
+4,800
+49% +$299K
MFA
32
MFA Financial
MFA
$929M
$804K 0.28%
75,000
– –
GPMT
33
Granite Point Mortgage Trust
GPMT
$63.7M
$787K 0.27%
+110,969
New +$748K
LFT
34
Lument Finance Trust
LFT
$41.9M
$775K 0.27%
284,005
– –
HOUS
35
DELISTED
Anywhere Real Estate
HOUS
$649K 0.23%
68,705
-16,930
-20% -$163K
PMT
36
PennyMac Mortgage Investment
PMT
$849M
$643K 0.22%
40,000
– –
CIM
37
Chimera Investment
CIM
$1.05B
$638K 0.22%
25,919
-24,081
-48% -$641K
SPR
38
PUT
DELISTED
Spirit AeroSystems
SPR
$624K 0.22%
+33,000
New +$696K
RIG icon
39
PUT
Transocean
RIG
$5.92B
$462K 0.16%
+570,500
New +$933K
STWD icon
40
Starwood Property Trust
STWD
$6.12B
$393K 0.14%
26,075
-48,901
-65% -$747K
NBR icon
41
Nabors Industries
NBR
$1.23B
$348K 0.12%
14,242
-7,104
-33% -$260K
IMH
42
DELISTED
Impac Mortgage Holdings Inc.
IMH
$66K 0.02%
51,900
– –
AA icon
43
Alcoa
AA
$11.7B
– –
-26,441
Closed -$297K
DCH
44
CALL
Dauch Corp
DCH
$1.3B
– –
-130,000
Closed -$988K
DXC icon
45
DXC Technology
DXC
$1.63B
– –
-83,400
Closed -$1.38M
F icon
46
CALL
Ford
F
$57.3B
– –
-4,261,400
Closed -$25.9M
GM icon
47
CALL
General Motors
GM
$74.7B
– –
-82,000
Closed -$2.07M
MTG icon
48
MGIC Investment
MTG
$6.27B
– –
-233,238
Closed -$1.91M
OXY icon
49
CALL
Occidental Petroleum
OXY
$57B
– –
-170,000
Closed -$3.11M
PFSI icon
50
PennyMac Financial
PFSI
$4.38B
– –
-56,564
Closed -$2.8M
1
2
3

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 Q3 2020 Portfolio in Review

As of Q3 2020, Ellington Management Group held 59 positions worth $286M, up 21% from $236M the previous quarter. Its ten largest holdings account for 74% of the portfolio.

Ellington Management Group's Q3 2020 filing shows 21 new, 7 increased, 7 reduced and 13 closed positions. Its largest new stake was iShares iBoxx $ High Yield Corporate Bond ETF: 679,928 shares worth $57M. The largest sale was PennyMac Financial, an estimated $2.8M.

By sector, the portfolio is most concentrated in Real Estate at 14% of assets, up from 9.7% a quarter earlier, followed by Consumer Discretionary and Financials.

  • Ellington Management Group's largest Q3 2020 buy was iShares iBoxx $ High Yield Corporate Bond ETF: 679,928 shares worth $57M.
  • Ellington Management Group added most to Annaly Capital Management in Q3 2020, an estimated $9.05M increase.
  • Ellington Management Group's biggest Q3 2020 reduction was Starwood Property Trust, cutting an estimated $747K.
  • Ellington Management Group fully exited PennyMac Financial in Q3 2020, selling an estimated $2.8M.
  • Ellington Management Group's ten largest holdings make up 74% of its $286M portfolio in Q3 2020.
  • Ellington Management Group opened 21 new positions and closed 13 in Q3 2020.
  • Ellington Management Group's portfolio value rose 21% quarter-over-quarter to $286M.

Based on Ellington Management Group's 13F filing for Q3 2020, filed 16 Nov 2020.