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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 | |
|---|---|---|---|---|---|---|
151
Enphase Energy
ENPH
$4.84B
| – | – |
-12,700
| Closed | -$410K |
|
152
Energizer
ENR
$1.44B
| – | – |
-25,500
| Closed | -$771K |
|
153
EnerSys
ENS
$6.95B
| – | – |
-8,600
| Closed | -$426K |
|
154
Entegris
ENTG
$19.7B
| – | – |
-10,100
| Closed | -$452K |
|
155
EOG Resources
EOG
$78B
| – | – |
-28,500
| Closed | -$1.02M |
|
156
Edgewell Personal Care
EPC
$1.27B
| – | – |
-26,289
| Closed | -$633K |
|
157
Equinor
EQNR
$95.9B
| – | – |
-72,500
| Closed | -$883K |
|
158
Ericsson
ERIC
$30.7B
| – | – |
-78,200
| Closed | -$633K |
|
|
EMBJ
159
Embraer S.A. ADS
EMBJ
$11.6B
| – | – |
-27,000
| Closed | -$200K |
|
160
Essent Group
ESNT
$6.06B
| – | – |
-75,017
| Closed | -$1.98M |
|
161
Essex Property Trust
ESS
$18.9B
| – | – |
-9,000
| Closed | -$1.98M |
|
162
Evercore
EVR
$13.1B
| – | – |
-20,100
| Closed | -$926K |
|
163
Exelon
EXC
$48.6B
| – | – |
-13,039
| Closed | -$342K |
|
164
Expeditors International
EXPD
$22.9B
| – | – |
-4,100
| Closed | -$274K |
|
165
Exponent
EXPO
$2.98B
| – | – |
-3,000
| Closed | -$216K |
|
166
First American
FAF
$7.67B
| – | – |
-42,000
| Closed | -$1.78M |
|
167
Fastenal
FAST
$54B
| – | – |
-38,600
| Closed | -$603K |
|
168
FedEx
FDX
$74.5B
| – | – |
-16,600
| Closed | -$2.01M |
|
169
First Horizon
FHN
$12.1B
| – | – |
-31,800
| Closed | -$256K |
|
170
Fidelity National Information Services
FIS
$21.5B
| – | – |
-2,000
| Closed | -$243K |
|
|
FITB
171
Fifth Third Bancorp
FITB
$52B
| – | – |
-61,600
| Closed | -$915K |
|
172
Flex
FLEX
$43.4B
| – | – |
-52,417
| Closed | -$331K |
|
173
FMC
FMC
$1.42B
| – | – |
-13,200
| Closed | -$1.08M |
|
174
Fresenius Medical Care
FMS
$13.2B
| – | – |
-9,700
| Closed | -$318K |
|
175
Fidelity National Financial
FNF
$13.9B
| – | – |
-30,472
| Closed | -$729K |
|
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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.