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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 | |
|---|---|---|---|---|---|---|
376
STMicroelectronics
STM
$47.7B
| – | – |
-15,600
| Closed | -$333K |
|
377
Sterling Infrastructure
STRL
$19.5B
| – | – |
-10,000
| Closed | -$95K |
|
378
State Street
STT
$50.7B
| – | – |
-19,700
| Closed | -$1.05M |
|
379
Seagate
STX
$185B
| – | – |
-18,600
| Closed | -$908K |
|
|
SVC
380
Service Properties Trust
SVC
$1.08B
| – | – |
-7,960
| Closed | -$215K |
|
381
Synchrony
SYF
$24.5B
| – | – |
-21,900
| Closed | -$352K |
|
382
Synaptics
SYNA
$4.55B
| – | – |
-4,600
| Closed | -$266K |
|
|
383
PUT
AT&T
T
$167B
| – | – |
-788,310
| Closed | -$17.4M |
|
384
TAL Education Group
TAL
$5.86B
| – | – |
-17,500
| Closed | -$932K |
|
385
Molson Coors Class B
TAP
$7.71B
| – | – |
-16,400
| Closed | -$640K |
|
386
Trip.com Group
TCOM
$28.2B
| – | – |
-62,900
| Closed | -$1.48M |
|
387
TransDigm Group
TDG
$71.9B
| – | – |
-3,086
| Closed | -$988K |
|
388
Atlassian
TEAM
$24.3B
| – | – |
-11,800
| Closed | -$1.62M |
|
389
Teva Pharmaceuticals
TEVA
$36.2B
| – | – |
-16,700
| Closed | -$150K |
|
390
Truist Financial
TFC
$63.7B
| – | – |
-15,600
| Closed | -$481K |
|
|
TGI
391
DELISTED
Triumph Group
TGI
| – | – |
-10,700
| Closed | -$72K |
|
392
Target
TGT
$63.7B
| – | – |
-11,600
| Closed | -$1.08M |
|
393
Tenet Healthcare
THC
$21B
| – | – |
-33,500
| Closed | -$482K |
|
394
Hanover Insurance
THG
$7.68B
| – | – |
-3,500
| Closed | -$317K |
|
|
THS
395
DELISTED
Treehouse Foods
THS
| – | – |
-4,900
| Closed | -$216K |
|
396
Taylor Morrison
TMHC
| – | – |
-51,900
| Closed | -$571K |
|
397
T-Mobile US
TMUS
$190B
| – | – |
-5,300
| Closed | -$445K |
|
398
Toll Brothers
TOL
$14.1B
| – | – |
-134,859
| Closed | -$2.6M |
|
|
TPH
399
DELISTED
Tri Pointe Homes
TPH
| – | – |
-89,500
| Closed | -$785K |
|
400
Tapestry
TPR
$29.8B
| – | – |
-58,000
| Closed | -$751K |
|
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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.