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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 | |
|---|---|---|---|---|---|---|
126
Dominion Energy
D
$62.5B
| – | – |
-4,600
| Closed | -$332K |
|
127
Designer Brands
DBI
$277M
| – | – |
-159,284
| Closed | -$793K |
|
128
DuPont de Nemours
DD
$18.6B
| – | – |
-24,697
| Closed | -$1.06M |
|
129
Dillards
DDS
$8.87B
| – | – |
-38,200
| Closed | -$1.41M |
|
130
Deckers Outdoor
DECK
$13.3B
| – | – |
-23,400
| Closed | -$523K |
|
131
Dell
DELL
$283B
| – | – |
-42,420
| Closed | -$850K |
|
|
DESP
132
DELISTED
Despegar.com
DESP
| – | – |
-29,700
| Closed | -$168K |
|
|
DFS
133
DELISTED
Discover Financial Services
DFS
| – | – |
-7,600
| Closed | -$271K |
|
134
Dollar General
DG
$25.9B
| – | – |
-1,700
| Closed | -$257K |
|
135
D.R. Horton
DHI
$41B
| – | – |
-33,100
| Closed | -$1.13M |
|
136
Dollar Tree
DLTR
$23.1B
| – | – |
-15,100
| Closed | -$1.11M |
|
|
DOCU
137
DocuSign
DOCU
$9.63B
| – | – |
-7,400
| Closed | -$684K |
|
138
Dover
DOV
$27.2B
| – | – |
-3,100
| Closed | -$260K |
|
139
Dow Inc
DOW
$21.6B
| – | – |
-40,100
| Closed | -$1.17M |
|
140
Diamondrock Hospitality Co
DRH
$2.63B
| – | – |
-10,100
| Closed | -$51K |
|
141
Precision BioSciences
DTIL
$188M
| – | – |
-777
| Closed | -$140K |
|
142
DaVita
DVA
$15.1B
| – | – |
-6,900
| Closed | -$525K |
|
|
DX
143
Dynex Capital
DX
$2.99B
| – | – |
-14,500
| Closed | -$151K |
|
144
DexCom
DXCM
$27.6B
| – | – |
-3,600
| Closed | -$242K |
|
145
Electronic Arts
EA
$52.4B
| – | – |
-4,800
| Closed | -$481K |
|
146
GrafTech
EAF
$194M
| – | – |
-2,610
| Closed | -$212K |
|
147
Equifax
EFX
$20.3B
| – | – |
-6,200
| Closed | -$741K |
|
148
Encompass Health
EHC
$11.2B
| – | – |
-4,777
| Closed | -$243K |
|
149
Equity Lifestyle Properties
ELS
$12.8B
| – | – |
-22,900
| Closed | -$1.32M |
|
150
Elevance Health
ELV
$81.9B
| – | – |
-4,600
| Closed | -$1.04M |
|
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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.