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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
HYG icon
1
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$57M 19.93%
+679,928
New +$57.2M
TSLA icon
2
PUT
Tesla
TSLA
$1.24T
$33.7M 11.76%
235,500
– –
AAL icon
3
PUT
American Airlines Group
AAL
$9.58B
$19M 6.65%
1,549,000
+1,416,200
+1,066% +$17.8M
XLB icon
4
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.51B
$16.8M 5.89%
+1,400,000
New +$43.5M
PFSI icon
5
CALL
PennyMac Financial
PFSI
$4.38B
$11.6M 4.06%
+200,000
New +$9.91M
NLY icon
6
Annaly Capital Management
NLY
$16.9B
$11.2M 3.91%
392,996
+312,575
+389% +$9.05M
EFC
7
Ellington Financial
EFC
$1.68B
$10.4M 3.64%
850,887
– –
KRE icon
8
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.86B
$9.63M 3.36%
+270,000
New +$10.2M
BA icon
9
PUT
Boeing
BA
$165B
$7.93M 2.77%
48,000
+17,500
+57% +$2.98M
COOP
10
PUT
DELISTED
Mr. Cooper
COOP
$6.7M 2.34%
+300,000
New +$5.17M
DCH
11
Dauch Corp
DCH
$1.3B
$5.75M 2.01%
+996,277
New +$7.13M
RPT
12
Rithm Property Trust
RPT
$90.5M
$3.98M 1.39%
79,962
+66,667
+501% +$3.63M
RC
13
Ready Capital
RC
$265M
$3.84M 1.34%
343,184
-28,000
-8% -$267K
BBWI icon
14
PUT
Bath & Body Works
BBWI
$4.01B
$3.66M 1.28%
+142,255
New +$2.91M
KSS icon
15
Kohl's
KSS
$2.03B
$3.52M 1.23%
189,740
+40,440
+27% +$856K
RITM icon
16
Rithm Capital
RITM
$5.09B
$3.11M 1.09%
+391,194
New +$3.01M
RCL icon
17
CALL
Royal Caribbean
RCL
$78.7B
$2.91M 1.02%
+45,000
New +$2.65M
ADAM
18
Adamas Trust
ADAM
$777M
$2.29M 0.8%
+225,000
New +$2.34M
LUV icon
19
PUT
Southwest Airlines
LUV
$22B
$2.06M 0.72%
55,000
– –
PBI icon
20
Pitney Bowes
PBI
$2.42B
$2.01M 0.7%
377,918
-160,044
-30% -$739K
T icon
21
AT&T
T
$165B
$2M 0.7%
92,699
+17,874
+24% +$399K
COOP
22
DELISTED
Mr. Cooper
COOP
$1.78M 0.62%
+79,840
New +$1.38M
RDN icon
23
Radian Group
RDN
$5.14B
$1.45M 0.51%
+99,530
New +$1.48M
F icon
24
PUT
Ford
F
$57.3B
$1.33M 0.47%
+200,000
New +$1.35M
ESNT icon
25
Essent Group
ESNT
$6.06B
$1.33M 0.46%
+35,835
New +$1.28M
1
2 3

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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.