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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
+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
SIRI icon
51
PUT
SiriusXM
SIRI
$10B
– –
-27,000
Closed -$1.58M
SPY icon
52
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
– –
-150,000
Closed -$46.3M
VZ icon
53
PUT
Verizon
VZ
$194B
– –
-420,000
Closed -$23.2M
AAIC
54
DELISTED
Arlington Asset Investment Corp.
AAIC
– –
-247,278
Closed -$734K
ANH
55
DELISTED
Anworth Mortgage Asset Corporation
ANH
– –
-400,000
Closed -$680K
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 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.