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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 | |
|---|---|---|---|---|---|---|
51
Acadia Realty Trust
AKR
$2.99B
| – | – |
-10,600
| Closed | -$131K |
|
52
Alnylam Pharmaceuticals
ALNY
$36.3B
| – | – |
-8,500
| Closed | -$925K |
|
53
Amcor
AMCR
$20.6B
| – | – |
-15,720
| Closed | -$638K |
|
54
Advanced Micro Devices
AMD
$851B
| – | – |
-23,600
| Closed | -$1.07M |
|
55
American Homes 4 Rent
AMH
$12B
| – | – |
-48,300
| Closed | -$1.12M |
|
56
Amkor Technology
AMKR
$16.1B
| – | – |
-12,100
| Closed | -$94K |
|
57
AMN Healthcare
AMN
$1.28B
| – | – |
-13,000
| Closed | -$752K |
|
58
America Movil
AMX
$78.1B
| – | – |
-41,800
| Closed | -$492K |
|
59
AngioDynamics
ANGO
$562M
| – | – |
-10,400
| Closed | -$108K |
|
60
Apogee Enterprises
APOG
$850M
| – | – |
-9,700
| Closed | -$202K |
|
|
ARI
61
Apollo Commercial Real Estate
ARI
$887M
| – | – |
-21,000
| Closed | -$156K |
|
|
ARR
62
Armour Residential REIT
ARR
$2.02B
| – | – |
-5,300
| Closed | -$233K |
|
63
ASML
ASML
$675B
| – | – |
-5,700
| Closed | -$1.49M |
|
64
Autohome
ATHM
$2.43B
| – | – |
-8,700
| Closed | -$618K |
|
65
Atara Biotherapeutics
ATRA
$71.2M
| – | – |
-980
| Closed | -$208K |
|
66
Axos Financial
AX
$5.45B
| – | – |
-10,200
| Closed | -$185K |
|
|
DCH
67
Dauch Corp
DCH
$1.3B
| – | – |
-775,487
| Closed | -$4.48M |
|
|
DCH
68
PUT
Dauch Corp
DCH
$1.3B
| – | – |
-58,200
| Closed | -$210K |
|
69
Axalta
AXTA
$7.01B
| – | – |
-34,800
| Closed | -$601K |
|
70
AstraZeneca
AZN
$263B
| – | – |
-16,150
| Closed | -$1.44M |
|
71
AZZ Inc
AZZ
$4.5B
| – | – |
-10,000
| Closed | -$281K |
|
72
Alibaba
BABA
$269B
| – | – |
-2,600
| Closed | -$506K |
|
73
Bank of America
BAC
$435B
| – | – |
-30,600
| Closed | -$650K |
|
74
Ball Corp
BALL
$17B
| – | – |
-4,800
| Closed | -$310K |
|
75
Bally's
BALY
$672M
| – | – |
-16,300
| Closed | -$212K |
|
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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.