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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
+19.95%
1 Year Est. Return
+23.65%
3 Year Est. Return
+16.06%
5 Year Est. Return
+95.65%
10 Year Est. Return
–
AUM
$236M
AUM Growth
-$190M
(-45%)
Cap. Flow
-$294M
Cap. Flow
% of AUM
-124.54%
Top 10 Holdings %
Top 10 Hldgs %
85.42%
Holding
523
New
11
Increased
8
Reduced
11
Closed
486
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Kohl's
KSS
|
+$2.88M |
| 2 |
AT&T
T
|
+$1.7M |
| 3 |
ANH
Anworth Mortgage Asset Corporation
ANH
|
+$620K |
| 4 |
CIM
Chimera Investment
CIM
|
+$588K |
| 5 |
MFA
MFA Financial
MFA
|
+$580K |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$6.18M |
| 2 |
DCH
Dauch Corp
DCH
|
+$4.48M |
| 3 |
Pitney Bowes
PBI
|
+$4.11M |
| 4 |
HOUS
Anywhere Real Estate
HOUS
|
+$3.99M |
| 5 |
AGNC Investment
AGNC
|
+$3.64M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Real Estate | 9.73% |
| 2 | Financials | 1.81% |
| 3 | Communication Services | 1.32% |
| 4 | Consumer Discretionary | 1.31% |
| 5 | Industrials | 0.59% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
251
Leidos
LDOS
$14.5B
| – | – |
-6,500
| Closed | -$596K |
|
252
Lennar Class A
LEN
$20.5B
| – | – |
-29,131
| Closed | -$1.08M |
|
|
253
PUT
Lennar Class A
LEN
$20.5B
| – | – |
-100,304
| Closed | -$3.71M |
|
|
254
Lennar Class B
LEN.B
$20B
| – | – |
-10,310
| Closed | -$283K |
|
255
Labcorp
LH
$24.7B
| – | – |
-5,704
| Closed | -$619K |
|
256
L3Harris
LHX
$56.7B
| – | – |
-2,300
| Closed | -$414K |
|
257
Lennox International
LII
$19B
| – | – |
-1,100
| Closed | -$200K |
|
258
Lumentum
LITE
$54.6B
| – | – |
-14,900
| Closed | -$1.1M |
|
259
Lockheed Martin
LMT
$135B
| – | – |
-1,800
| Closed | -$610K |
|
260
Cheniere Energy
LNG
$54.5B
| – | – |
-9,500
| Closed | -$318K |
|
261
Stride
LRN
$3.88B
| – | – |
-14,500
| Closed | -$273K |
|
262
lululemon athletica
LULU
$13.3B
| – | – |
-3,100
| Closed | -$588K |
|
263
LyondellBasell Industries
LYB
$19.1B
| – | – |
-4,700
| Closed | -$233K |
|
264
Macerich
MAC
$7.38B
| – | – |
-10,900
| Closed | -$61K |
|
265
Mattel
MAT
$4.29B
| – | – |
-128,300
| Closed | -$1.13M |
|
266
McKesson
MCK
$100B
| – | – |
-9,900
| Closed | -$1.34M |
|
267
Pediatrix Medical
MD
$2.16B
| – | – |
-49,600
| Closed | -$577K |
|
268
MDU Resources
MDU
$4.38B
| – | – |
-84,682
| Closed | -$692K |
|
269
Medifast
MED
$109M
| – | – |
-11,300
| Closed | -$706K |
|
270
MGM Resorts International
MGM
$11.8B
| – | – |
-47,781
| Closed | -$564K |
|
|
271
PUT
MGM Resorts International
MGM
$11.8B
| – | – |
-129,400
| Closed | -$1.53M |
|
272
Magnite
MGNI
$2.75B
| – | – |
-15,600
| Closed | -$87K |
|
273
M/I Homes
MHO
$3.8B
| – | – |
-13,300
| Closed | -$220K |
|
274
McCormick & Company Non-Voting
MKC
$13.7B
| – | – |
-3,000
| Closed | -$212K |
|
275
Molina Healthcare
MOH
$10.6B
| – | – |
-2,800
| Closed | -$391K |
|
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Ellington Management Group's Q2 2020 Portfolio in Review
As of Q2 2020, Ellington Management Group held 523 positions worth $236M, down 45% from $426M the previous quarter. Its ten largest holdings account for 85% of the portfolio.
Ellington Management Group withdrew a net $294M in Q2 2020, closing 486 positions and reducing 11 holdings. Its most notable exit was State Street SPDR S&P 500 ETF Trust, an estimated $6.18M position sold in full.
By sector, the portfolio is most concentrated in Real Estate at 9.7% of assets, down from 10% a quarter earlier, followed by Financials and Communication Services.
Against the trend, Ellington Management Group opened a new position in Kohl's worth $3.1M.
- Ellington Management Group's largest Q2 2020 buy was Kohl's: 149,300 shares worth $3.1M.
- Ellington Management Group added most to Chimera Investment in Q2 2020, an estimated $588K increase.
- Ellington Management Group's biggest Q2 2020 reduction was Pitney Bowes, cutting an estimated $4.11M.
- Ellington Management Group fully exited State Street SPDR S&P 500 ETF Trust in Q2 2020, selling an estimated $6.18M.
- Ellington Management Group's ten largest holdings make up 85% of its $236M portfolio in Q2 2020.
- Ellington Management Group opened 11 new positions and closed 486 in Q2 2020.
- Ellington Management Group's portfolio value fell 45% quarter-over-quarter to $236M.
Based on Ellington Management Group's 13F filing for Q2 2020, filed 17 Aug 2020.