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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 | |
|---|---|---|---|---|---|---|
|
HBI
201
DELISTED
Hanesbrands
HBI
| – | – |
-97,457
| Closed | -$767K |
|
202
HCA Healthcare
HCA
$84.8B
| – | – |
-9,200
| Closed | -$827K |
|
203
Warrior Met Coal
HCC
$4.23B
| – | – |
-23,000
| Closed | -$244K |
|
204
Hackett Group
HCKT
$245M
| – | – |
-19,900
| Closed | -$253K |
|
205
Home Depot
HD
$332B
| – | – |
-6,400
| Closed | -$1.2M |
|
|
HEES
206
DELISTED
H&E Equipment Services
HEES
| – | – |
-15,500
| Closed | -$228K |
|
207
Helen of Troy
HELE
$663M
| – | – |
-4,200
| Closed | -$605K |
|
|
HES
208
DELISTED
Hess
HES
| – | – |
-11,600
| Closed | -$386K |
|
209
Herbalife
HLF
$1.23B
| – | – |
-7,900
| Closed | -$230K |
|
210
Helmerich & Payne
HP
$3.53B
| – | – |
-21,200
| Closed | -$332K |
|
211
Hormel Foods
HRL
$13.9B
| – | – |
-45,100
| Closed | -$2.1M |
|
212
Heron Therapeutics
HRTX
$86.3M
| – | – |
-18,600
| Closed | -$218K |
|
213
Host Hotels & Resorts
HST
$16.8B
| – | – |
-96,950
| Closed | -$1.07M |
|
|
PPLI
214
People Inc
PPLI
$3.1B
| – | – |
-8,393
| Closed | -$269K |
|
215
Integra LifeSciences
IART
$1.54B
| – | – |
-13,600
| Closed | -$608K |
|
216
Intercontinental Exchange
ICE
$82.4B
| – | – |
-21,500
| Closed | -$1.74M |
|
217
Idacorp
IDA
$8.23B
| – | – |
-3,000
| Closed | -$263K |
|
218
InterDigital
IDCC
$6.68B
| – | – |
-9,000
| Closed | -$402K |
|
219
IDEX
IEX
$16.5B
| – | – |
-1,500
| Closed | -$207K |
|
220
International Flavors & Fragrances
IFF
$19.4B
| – | – |
-3,400
| Closed | -$347K |
|
|
BRSL
221
Brightstar Lottery PLC
BRSL
$1.91B
| – | – |
-50,100
| Closed | -$298K |
|
222
Incyte
INCY
$23.5B
| – | – |
-7,400
| Closed | -$542K |
|
223
ING
ING
$93.8B
| – | – |
-50,500
| Closed | -$260K |
|
224
Intuit
INTU
$81.1B
| – | – |
-9,200
| Closed | -$2.12M |
|
225
Ingersoll Rand
IR
$33B
| – | – |
-13,900
| Closed | -$345K |
|
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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.