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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 | |
|---|---|---|---|---|---|---|
76
Bunge Global
BG
$23.6B
| – | – |
-38,800
| Closed | -$1.59M |
|
77
B&G Foods
BGS
$285M
| – | – |
-31,522
| Closed | -$570K |
|
78
Brighthouse Financial
BHF
$3.63B
| – | – |
-19,100
| Closed | -$462K |
|
79
BJs Wholesale Club
BJ
$11.9B
| – | – |
-25,600
| Closed | -$652K |
|
80
Baker Hughes
BKR
$56.8B
| – | – |
-25,100
| Closed | -$264K |
|
81
BioMarin Pharmaceuticals
BMRN
$11.5B
| – | – |
-9,300
| Closed | -$786K |
|
82
Bristol-Myers Squibb
BMY
$127B
| – | – |
-16,300
| Closed | -$909K |
|
83
Boot Barn
BOOT
$4.55B
| – | – |
-19,800
| Closed | -$256K |
|
|
BPMC
84
DELISTED
Blueprint Medicines
BPMC
| – | – |
-7,500
| Closed | -$439K |
|
85
Berkshire Hathaway Class B
BRK.B
$1.07T
| – | – |
-3,500
| Closed | -$640K |
|
86
Brixmor Property Group
BRX
$9.95B
| – | – |
-64,300
| Closed | -$611K |
|
87
Santander
BSBR
$39.7B
| – | – |
-12,737
| Closed | -$63K |
|
88
Boston Properties
BXP
$11B
| – | – |
-3,100
| Closed | -$286K |
|
89
Beazer Homes USA
BZH
$907M
| – | – |
-30,200
| Closed | -$194K |
|
90
Conagra Brands
CAG
$7.07B
| – | – |
-21,800
| Closed | -$640K |
|
91
Cardinal Health
CAH
$53.4B
| – | – |
-12,100
| Closed | -$580K |
|
92
Cal-Maine
CALM
$4.28B
| – | – |
-22,600
| Closed | -$994K |
|
93
Chemours
CC
$2.59B
| – | – |
-59,300
| Closed | -$526K |
|
94
Crown Holdings
CCK
$12.8B
| – | – |
-11,300
| Closed | -$656K |
|
95
COPT Defense Properties
CDP
$4.31B
| – | – |
-12,700
| Closed | -$281K |
|
96
Codexis
CDXS
$135M
| – | – |
-20,400
| Closed | -$228K |
|
97
Celanese
CE
$5.09B
| – | – |
-3,000
| Closed | -$220K |
|
98
Compugen
CGEN
$216M
| – | – |
-11,200
| Closed | -$81K |
|
99
Church & Dwight Co
CHD
$23.1B
| – | – |
-5,800
| Closed | -$372K |
|
100
Check Point Software Technologies
CHKP
$13.3B
| – | – |
-13,400
| Closed | -$1.35M |
|
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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.