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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
FOLD
176
DELISTED
Amicus Therapeutics
FOLD
– –
-10,400
Closed -$96K
FR icon
177
First Industrial Realty Trust
FR
$8.88B
– –
-6,400
Closed -$213K
FRO icon
178
Frontline
FRO
$8.75B
– –
-10,400
Closed -$100K
FSLR icon
179
First Solar
FSLR
$21.8B
– –
-8,800
Closed -$317K
FTI icon
180
TechnipFMC
FTI
$30.6B
– –
-79,565
Closed -$399K
GE icon
181
GE Aerospace
GE
$367B
– –
-32,142
Closed -$1.27M
GEN icon
182
Gen Digital
GEN
$15.6B
– –
-37,000
Closed -$692K
GFI icon
183
Gold Fields
GFI
$29.2B
– –
-162,500
Closed -$772K
GILT icon
184
Gilat Satellite Networks
GILT
$810M
– –
-15,400
Closed -$109K
GIS icon
185
General Mills
GIS
$19.2B
– –
-17,400
Closed -$918K
GLDD
186
DELISTED
Great Lakes Dredge & Dock
GLDD
– –
-20,200
Closed -$168K
GLPI icon
187
Gaming and Leisure Properties
GLPI
$12.8B
– –
-11,800
Closed -$327K
GLW icon
188
Corning
GLW
$126B
– –
-32,100
Closed -$659K
GNRC icon
189
Generac Holdings
GNRC
$11.9B
– –
-7,300
Closed -$680K
B
190
Barrick Mining
B
$62.2B
– –
-49,700
Closed -$911K
GOOS
191
Canada Goose Holdings
GOOS
$868M
– –
-18,000
Closed -$358K
GPK icon
192
Graphic Packaging
GPK
$3.26B
– –
-118,800
Closed -$1.45M
GPRK icon
193
GeoPark
GPRK
$649M
– –
-17,200
Closed -$122K
GRFS
194
Grifois
GRFS
$5.16B
– –
-13,500
Closed -$272K
GRMN
195
Garmin
GRMN
$46.9B
– –
-11,500
Closed -$862K
GS icon
196
Goldman Sachs
GS
$313B
– –
-6,700
Closed -$1.04M
GT icon
197
Goodyear
GT
$2.07B
– –
-98,100
Closed -$571K
GWRE icon
198
Guidewire Software
GWRE
$11.5B
– –
-2,700
Closed -$214K
HAL icon
199
Halliburton
HAL
$27.9B
– –
-152,700
Closed -$1.05M
HBAN icon
200
Huntington Bancshares
HBAN
$35.1B
– –
-38,000
Closed -$312K
6 7
8
9 10

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APA
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NIA
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HFA
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PMAS
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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.