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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
+95.66%
10 Year Est. Return
–
AUM
$406M
AUM Growth
+$119M
Cap. Flow
-$101M
Cap. Flow %
-24.97%
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 Miscellaneous 79.94%
2 Real Estate 16.21%
3 Consumer Discretionary 1.2%
4 Energy 1.11%
5 Financials 0.79%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HYG icon
1
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.4B
$139M 34.38%
+1,597,000
New +$137M
TSLA icon
2
PUT
Tesla
TSLA
$1.4T
$55.4M 13.66%
235,500
– –
NLY icon
3
Annaly Capital Management
NLY
$17.2B
$17.4M 4.28%
513,490
+120,494
+31% +$3.73M
PFSI icon
4
CALL
PennyMac Financial
PFSI
$3.81B
$13.6M 3.36%
207,500
+7,500
+4% +$446K
EFC
5
Ellington Financial
EFC
$1.74B
$12.6M 3.11%
850,887
– –
SPY icon
6
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$814B
$9.35M 2.3%
+25,000
New +$8.87M
ADAM
7
Adamas Trust
ADAM
$876M
$9.23M 2.28%
625,310
+400,310
+178% +$5.06M
XLF icon
8
PUT
State Street Financial Select Sector SPDR ETF
XLF
$55B
$8.25M 2.04%
+280,000
New +$7.49M
LUMN icon
9
CALL
Lumen
LUMN
$6.98B
$8M 1.97%
+820,000
New +$8.09M
AAL icon
10
PUT
American Airlines Group
AAL
$8.69B
$6.83M 1.68%
433,000
-1,116,000
-72% -$15.5M
MFA
11
MFA Financial
MFA
$905M
$6.04M 1.49%
388,139
+313,139
+418% +$4.22M
RPT
12
Rithm Property Trust
RPT
$101M
$5.38M 1.33%
85,727
+5,765
+7% +$322K
RC
13
Ready Capital
RC
$289M
$5.24M 1.29%
420,570
+77,386
+23% +$950K
BBWI icon
14
PUT
Bath & Body Works
BBWI
$3.93B
$4.28M 1.05%
142,255
– –
DCH
15
Dauch Corp
DCH
$1.66B
$3.49M 0.86%
417,928
-578,349
-58% -$4.35M
RIG icon
16
PUT
Transocean
RIG
$6.53B
$3.24M 0.8%
1,401,400
+830,900
+146% +$1.22M
URI icon
17
PUT
United Rentals
URI
$62.9B
$3.13M 0.77%
+13,500
New +$2.85M
AGNC icon
18
AGNC Investment
AGNC
$12.6B
$2.88M 0.71%
+184,500
New +$2.73M
DVN icon
19
Devon Energy
DVN
$52.9B
$2.65M 0.65%
+167,724
New +$2.08M
COOP
20
DELISTED
Mr. Cooper
COOP
$2.43M 0.6%
78,265
-1,575
-2% -$40.3K
BA icon
21
PUT
Boeing
BA
$168B
$1.93M 0.48%
9,000
-39,000
-81% -$7.5M
GPMT
22
Granite Point Mortgage Trust
GPMT
$50.1M
$1.84M 0.45%
184,612
+73,643
+66% +$626K
EXPE icon
23
PUT
Expedia Group
EXPE
$35.8B
$1.79M 0.44%
+13,500
New +$1.52M
PBI icon
24
Pitney Bowes
PBI
$2.39B
$1.63M 0.4%
264,146
-113,772
-30% -$683K
RITM icon
25
Rithm Capital
RITM
$5.63B
$1.56M 0.39%
157,398
-233,796
-60% -$2.07M
1
2 3

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SCM
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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 withdrew a net $101M in Q4 2020, closing 17 positions and reducing 11 holdings. Its most notable exit was iShares iBoxx $ High Yield Corporate Bond ETF, an estimated $58.2M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 80% of assets, up from 78% a quarter earlier, followed by Real Estate and Consumer Discretionary.

Against the trend, Ellington Management Group opened a new position in AGNC Investment worth $2.88M.

  • 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.