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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
+16.58%
1 Year Est. Return
+23.65%
3 Year Est. Return
+16.06%
5 Year Est. Return
+95.65%
10 Year Est. Return
–
AUM
$406M
AUM Growth
+$119M
Cap. Flow
+$3.81M
Cap. Flow %
0.94%
Top 10 Hldgs %
80.68%
Holding
64
New
18
Increased
8
Reduced
11
Closed
17

Top Buys

Rank Stock Value
1
ADAM
Adamas Trust
ADAM
+$5.06M
2
MFA
MFA Financial
MFA
+$4.22M
3
NLY icon
Annaly Capital Management
NLY
+$3.73M
4
AGNC icon
AGNC Investment
AGNC
+$2.73M
5
DVN icon
Devon Energy
DVN
+$2.08M

Top Sells

Rank Stock Value
1
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$58.2M
2
KSS icon
Kohl's
KSS
+$5.14M
3
DCH
Dauch Corp
DCH
+$4.35M
4
RITM icon
Rithm Capital
RITM
+$2.07M
5
T icon
AT&T
T
+$2M

Sector Composition

Rank Sector Weight
1 Real Estate 16.21%
2 Consumer Discretionary 1.2%
3 Energy 1.11%
4 Financials 0.79%
5 Industrials 0.56%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TRTX
26
TPG RE Finance Trust
TRTX
$666M
$1.51M 0.37%
141,826
-2,674
-2% -$25.3K
LUV icon
27
PUT
Southwest Airlines
LUV
$22.1B
$1.4M 0.34%
30,000
-25,000
-45% -$1.08M
RCL icon
28
PUT
Royal Caribbean
RCL
$78.7B
$1.38M 0.34%
+18,500
New +$1.29M
SPR
29
PUT
DELISTED
Spirit AeroSystems
SPR
$1.29M 0.32%
33,000
– –
LFT
30
Lument Finance Trust
LFT
$41.9M
$922K 0.23%
281,991
-2,014
-0.7% -$5.91K
PFSI icon
31
PennyMac Financial
PFSI
$4.38B
$784K 0.19%
+11,940
New +$710K
PMT
32
PennyMac Mortgage Investment
PMT
$849M
$704K 0.17%
40,000
– –
ENR icon
33
Energizer
ENR
$1.44B
$663K 0.16%
+15,720
New +$664K
AR icon
34
Antero Resources
AR
$10.9B
$638K 0.16%
+117,000
New +$480K
FANG icon
35
Diamondback Energy
FANG
$57.6B
$629K 0.16%
+13,000
New +$481K
APA icon
36
APA Corp
APA
$12.8B
$591K 0.15%
+41,650
New +$485K
KSS icon
37
Kohl's
KSS
$2.03B
$536K 0.13%
13,174
-176,566
-93% -$5.14M
LOW icon
38
Lowe's Companies
LOW
$116B
$447K 0.11%
+2,783
New +$452K
MSFT icon
39
Microsoft
MSFT
$2.84T
$440K 0.11%
+1,979
New +$426K
EXPE icon
40
Expedia Group
EXPE
$31.2B
$393K 0.1%
+2,968
New +$334K
HOUS
41
DELISTED
Anywhere Real Estate
HOUS
$302K 0.07%
23,000
-45,705
-67% -$545K
CYH icon
42
Community Health Systems
CYH
$385M
$297K 0.07%
+40,000
New +$283K
IMH
43
DELISTED
Impac Mortgage Holdings Inc.
IMH
$158K 0.04%
51,900
– –
AMCX icon
44
AMC Global Media
AMCX
$430M
– –
-53,009
Closed -$1.31M
DCH
45
PUT
Dauch Corp
DCH
$1.3B
– –
-157,500
Closed -$909K
CIM
46
Chimera Investment
CIM
$1.05B
– –
-25,919
Closed -$638K
COOP
47
PUT
DELISTED
Mr. Cooper
COOP
– –
-300,000
Closed -$6.7M
CVS icon
48
CVS Health
CVS
$137B
– –
-14,677
Closed -$857K
ESNT icon
49
Essent Group
ESNT
$6.06B
– –
-35,835
Closed -$1.33M
F icon
50
PUT
Ford
F
$57.3B
– –
-200,000
Closed -$1.33M
1
2
3

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APA
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NIA
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HFA
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AWA
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PPSG
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PMAS
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HH
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Ellington Management Group's Q4 2020 Portfolio in Review

As of Q4 2020, Ellington Management Group held 64 positions worth $406M, up 42% from $286M the previous quarter. Its ten largest holdings account for 81% of the portfolio.

Ellington Management Group's Q4 2020 filing shows 18 new, 8 increased, 11 reduced and 17 closed positions. Its largest new stake was AGNC Investment: 184,500 shares worth $2.88M. The largest sale was iShares iBoxx $ High Yield Corporate Bond ETF, an estimated $58.2M.

By sector, the portfolio is most concentrated in Real Estate at 16% of assets, up from 14% a quarter earlier, followed by Consumer Discretionary and Energy.

  • Ellington Management Group's largest Q4 2020 buy was AGNC Investment: 184,500 shares worth $2.88M.
  • Ellington Management Group added most to Adamas Trust in Q4 2020, an estimated $5.06M increase.
  • Ellington Management Group's biggest Q4 2020 reduction was Kohl's, cutting an estimated $5.14M.
  • Ellington Management Group fully exited iShares iBoxx $ High Yield Corporate Bond ETF in Q4 2020, selling an estimated $58.2M.
  • Ellington Management Group's ten largest holdings make up 81% of its $406M portfolio in Q4 2020.
  • Ellington Management Group opened 18 new positions and closed 17 in Q4 2020.
  • Ellington Management Group's portfolio value rose 42% quarter-over-quarter to $406M.

Based on Ellington Management Group's 13F filing for Q4 2020, filed 16 Feb 2021.