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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
Cap. Flow
-$294M
Cap. Flow %
-124.54%
Top 10 Hldgs %
85.42%
Holding
523
New
11
Increased
8
Reduced
11
Closed
486

Top Buys

Rank Stock Value
1
KSS icon
Kohl's
KSS
+$2.88M
2
T icon
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
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$6.18M
2
DCH
Dauch Corp
DCH
+$4.48M
3
PBI icon
Pitney Bowes
PBI
+$4.11M
4
HOUS
Anywhere Real Estate
HOUS
+$3.99M
5
AGNC icon
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
AJRD
476
DELISTED
Aerojet Rocketdyne Holdings
AJRD
– –
-9,300
Closed -$389K
AIMC
477
DELISTED
Altra Industrial Motion Corp
AIMC
– –
-13,800
Closed -$241K
IAA
478
DELISTED
IAA, Inc. Common Stock
IAA
– –
-11,300
Closed -$339K
STOR
479
DELISTED
STORE Capital Corporation
STOR
– –
-13,100
Closed -$237K
CLR
480
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-49,300
Closed -$377K
GBT
481
DELISTED
Global Blood Therapeutics, Inc.
GBT
– –
-4,900
Closed -$250K
SNP
482
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
– –
-7,300
Closed -$356K
RDUS
483
DELISTED
Radius Health, Inc.
RDUS
– –
-14,400
Closed -$187K
NPTN
484
DELISTED
NEOPHOTONICS CORP
NPTN
– –
-12,200
Closed -$88K
WBT
485
DELISTED
Welbilt, Inc.
WBT
– –
-28,500
Closed -$146K
SAFM
486
DELISTED
Sanderson Farms Inc
SAFM
– –
-4,500
Closed -$555K
APTS
487
DELISTED
Preferred Apartment Communities, Inc.
APTS
– –
-22,100
Closed -$159K
ENIA
488
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
– –
-65,700
Closed -$398K
CERN
489
DELISTED
Cerner Corp
CERN
– –
-12,700
Closed -$800K
ZNGA
490
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
– –
-43,900
Closed -$301K
DISCK
491
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
– –
-44,200
Closed -$775K
PBCT
492
DELISTED
People's United Financial Inc
PBCT
– –
-27,900
Closed -$308K
VRS
493
DELISTED
Verso Corporation
VRS
– –
-10,800
Closed -$122K
ATH
494
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
– –
-32,700
Closed -$812K
COR
495
DELISTED
Coresite Realty Corporation
COR
– –
-4,900
Closed -$568K
ZIXI
496
DELISTED
Zix Corporation
ZIXI
– –
-27,000
Closed -$116K
KSU
497
DELISTED
Kansas City Southern
KSU
– –
-1,600
Closed -$203K
CLDR
498
DELISTED
Cloudera, Inc.
CLDR
– –
-30,300
Closed -$238K
ALXN
499
DELISTED
Alexion Pharmaceuticals
ALXN
– –
-4,900
Closed -$440K
CTB
500
DELISTED
Cooper Tire & Rubber Co.
CTB
– –
-17,300
Closed -$282K
17 18 19
20
21

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NIA
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HFA
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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.