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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
HYG icon
51
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
– –
-679,928
Closed -$58.2M
KRE icon
52
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.52B
– –
-270,000
Closed -$9.63M
NBR icon
53
Nabors Industries
NBR
$1.23B
– –
-14,242
Closed -$348K
OLN icon
54
Olin
OLN
$2.54B
– –
-72,002
Closed -$891K
RCL icon
55
CALL
Royal Caribbean
RCL
$80.4B
– –
-45,000
Closed -$2.91M
RDN icon
56
Radian Group
RDN
$5.2B
– –
-99,530
Closed -$1.45M
STWD icon
57
Starwood Property Trust
STWD
$6.18B
– –
-26,075
Closed -$393K
T icon
58
AT&T
T
$166B
– –
-92,699
Closed -$2M
X
59
CALL
DELISTED
US Steel
X
– –
-145,000
Closed -$1.06M
XLB icon
60
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.69B
– –
-1,400,000
Closed -$16.8M
1 2
3

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NIA
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HFA
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AWA
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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.