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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 | |
|---|---|---|---|---|---|---|
|
MFA
26
MFA Financial
MFA
$929M
| $747K | 0.32% |
+75,000
| New | +$580K |
|
|
RPT
27
Rithm Property Trust
RPT
$90.5M
| $734K | 0.31% |
13,295
+277
| +2% | +$13.5K |
|
|
AAIC
28
DELISTED
Arlington Asset Investment Corp.
AAIC
| $734K | 0.31% |
247,278
+25,756
| +12% | +$68.9K |
|
|
PMT
29
PennyMac Mortgage Investment
PMT
$849M
| $701K | 0.3% |
+40,000
| New | +$480K |
|
|
ANH
30
DELISTED
Anworth Mortgage Asset Corporation
ANH
| $680K | 0.29% |
+400,000
| New | +$620K |
|
31
CVS Health
CVS
$137B
| $642K | 0.27% |
9,877
-17,973
| -65% | -$1.13M |
|
|
HOUS
32
DELISTED
Anywhere Real Estate
HOUS
| $635K | 0.27% |
85,635
-773,734
| -90% | -$3.99M |
|
33
Alcoa
AA
$11.7B
| $297K | 0.13% |
26,441
-172,062
| -87% | -$1.54M |
|
|
IMH
34
DELISTED
Impac Mortgage Holdings Inc.
IMH
| $88K | 0.04% |
51,900
| – | – |
|
35
American Airlines Group
AAL
$9.58B
| – | – |
-52,351
| Closed | -$635K |
|
36
Advance Auto Parts
AAP
$3.37B
| – | – |
-19,600
| Closed | -$1.83M |
|
37
Apple
AAPL
$4.89T
| – | – |
-22,400
| Closed | -$1.42M |
|
38
Arbor Realty Trust
ABR
$960M
| – | – |
-266,940
| Closed | -$1.31M |
|
39
Acadia Pharmaceuticals
ACAD
$4.25B
| – | – |
-6,900
| Closed | -$292K |
|
40
Acco Brands
ACCO
$369M
| – | – |
-15,800
| Closed | -$80K |
|
|
ACRE
41
Ares Commercial Real Estate
ACRE
$252M
| – | – |
-21,200
| Closed | -$148K |
|
42
Adobe
ADBE
$89.5B
| – | – |
-3,300
| Closed | -$1.05M |
|
43
Agree Realty
ADC
$9.68B
| – | – |
-8,900
| Closed | -$551K |
|
44
Archer Daniels Midland
ADM
$41.4B
| – | – |
-11,900
| Closed | -$419K |
|
45
Adient
ADNT
$1.6B
| – | – |
-59,000
| Closed | -$535K |
|
46
Autodesk
ADSK
$44.3B
| – | – |
-2,300
| Closed | -$359K |
|
47
ADT
ADT
$5.16B
| – | – |
-214,424
| Closed | -$926K |
|
48
AES
AES
$10.6B
| – | – |
-65,600
| Closed | -$892K |
|
|
49
AGNC Investment
AGNC
$12.3B
| – | – |
-344,298
| Closed | -$3.64M |
|
50
Assured Guaranty
AGO
$3.78B
| – | – |
-11,600
| Closed | -$299K |
|
Similar funds
SCM
APA
NIA
HFA
AWA
PPSG
PMAS
HH
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.