We are live on ! Find out more
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
SPY icon
1
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$46.3M 19.58%
+150,000
New +$43.9M
F icon
2
CALL
Ford
F
$57.3B
$25.9M 10.97%
4,261,400
-289,300
-6% -$1.6M
VZ icon
3
PUT
Verizon
VZ
$194B
$23.2M 9.8%
420,000
+241,100
+135% +$13.6M
TSLA icon
4
PUT
Tesla
TSLA
$1.24T
$17M 7.18%
235,500
– –
EFC
5
Ellington Financial
EFC
$1.68B
$10M 4.24%
850,887
– –
BA icon
6
PUT
Boeing
BA
$165B
$5.59M 2.37%
+30,500
New +$4.69M
RC
7
Ready Capital
RC
$265M
$3.23M 1.37%
371,184
+17,358
+5% +$118K
OXY icon
8
CALL
Occidental Petroleum
OXY
$57B
$3.11M 1.32%
+170,000
New +$2.68M
KSS icon
9
Kohl's
KSS
$2.03B
$3.1M 1.31%
+149,300
New +$2.88M
PFSI icon
10
PennyMac Financial
PFSI
$4.38B
$2.36M 1%
56,564
-11,300
-17% -$358K
NLY icon
11
Annaly Capital Management
NLY
$16.9B
$2.11M 0.89%
80,421
-47,825
-37% -$1.18M
GM icon
12
CALL
General Motors
GM
$74.7B
$2.07M 0.88%
+82,000
New +$1.99M
MTG icon
13
MGIC Investment
MTG
$6.27B
$1.91M 0.81%
233,238
-33,100
-12% -$248K
LUV icon
14
PUT
Southwest Airlines
LUV
$22B
$1.88M 0.8%
+55,000
New +$1.75M
AAL icon
15
PUT
American Airlines Group
AAL
$9.58B
$1.74M 0.73%
132,800
-755,600
-85% -$9.16M
T icon
16
AT&T
T
$165B
$1.71M 0.72%
+74,825
New +$1.7M
SIRI icon
17
PUT
SiriusXM
SIRI
$10B
$1.58M 0.67%
+27,000
New +$1.51M
CIM
18
Chimera Investment
CIM
$1.05B
$1.44M 0.61%
50,000
+22,900
+85% +$588K
AMCX icon
19
AMC Global Media
AMCX
$430M
$1.41M 0.6%
60,256
-5,625
-9% -$147K
PBI icon
20
Pitney Bowes
PBI
$2.42B
$1.4M 0.59%
537,962
-1,647,904
-75% -$4.11M
DXC icon
21
DXC Technology
DXC
$1.63B
$1.38M 0.58%
83,400
+33,700
+68% +$536K
STWD icon
22
Starwood Property Trust
STWD
$6.12B
$1.12M 0.48%
74,976
+3,676
+5% +$49.5K
DCH
23
CALL
Dauch Corp
DCH
$1.3B
$988K 0.42%
130,000
– –
NBR icon
24
Nabors Industries
NBR
$1.23B
$790K 0.33%
21,346
+8,496
+66% +$244K
LFT
25
Lument Finance Trust
LFT
$41.9M
$753K 0.32%
284,005
-1,339
-0.5% -$2.92K
1
2 3 4 5

Similar funds

SCM
Snow Capital Management Sewickley, Pennsylvania $703M AUM 76.26% 1-Year Est. Return
APA
Allegiant Private Advisors Sarasota, Florida $618M AUM
NIA
Northstar Investment Advisors Denver, Colorado $755M AUM 37.8% 1-Year Est. Return
HFA
Hoover Financial Advisors Malvern, Pennsylvania $562M AUM 37.9% 1-Year Est. Return
AWA
ARS Wealth Advisors St. Petersburg, Florida $556M AUM 30.03% 1-Year Est. Return
PPSG
Princeton Portfolio Strategies Group Princeton, New Jersey $517M AUM 37.7% 1-Year Est. Return
PMAS
PNC Managed Account Solutions Houston, Texas $503M AUM
HH
Hernani Holdings Jackson, Wyoming $465M AUM 28.16% 1-Year Est. Return

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.