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
(-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 | |
|---|---|---|---|---|---|---|
226
Integer Holdings
ITGR
$3.35B
| – | – |
-5,200
| Closed | -$327K |
|
227
Itaú Unibanco
ITUB
$91.5B
| – | – |
-276,103
| Closed | -$902K |
|
228
Jacobs Solutions
J
$15.9B
| – | – |
-6,770
| Closed | -$444K |
|
229
Jazz Pharmaceuticals
JAZZ
$16B
| – | – |
-3,000
| Closed | -$299K |
|
230
JD.com
JD
$41.6B
| – | – |
-14,000
| Closed | -$567K |
|
231
Jones Lang LaSalle
JLL
$15.3B
| – | – |
-3,800
| Closed | -$384K |
|
232
JPMorgan Chase
JPM
$939B
| – | – |
-9,900
| Closed | -$891K |
|
|
K
233
DELISTED
Kellanova
K
| – | – |
-7,455
| Closed | -$420K |
|
234
KALA BIO
KALA
$12.1M
| – | – |
-7
| Closed | -$160K |
|
235
KB Home
KBH
$3.54B
| – | – |
-52,700
| Closed | -$954K |
|
236
KBR
KBR
$4.69B
| – | – |
-37,500
| Closed | -$776K |
|
237
KeyCorp
KEY
$24B
| – | – |
-86,700
| Closed | -$899K |
|
238
Kinross Gold
KGC
$28.4B
| – | – |
-18,800
| Closed | -$75K |
|
239
Kraft Heinz
KHC
$31.1B
| – | – |
-33,400
| Closed | -$826K |
|
240
Kimberly-Clark
KMB
$36.9B
| – | – |
-12,300
| Closed | -$1.57M |
|
241
Kinder Morgan
KMI
$71.1B
| – | – |
-27,900
| Closed | -$388K |
|
242
Knowles
KN
$3.1B
| – | – |
-12,100
| Closed | -$162K |
|
243
Koppers
KOP
$955M
| – | – |
-13,200
| Closed | -$163K |
|
244
Kilroy Realty
KRC
$4.54B
| – | – |
-9,500
| Closed | -$605K |
|
245
KT
KT
$8.91B
| – | – |
-30,200
| Closed | -$235K |
|
246
Kura Oncology
KURA
$927M
| – | – |
-27,100
| Closed | -$270K |
|
|
LADR
247
Ladder Capital
LADR
$1.24B
| – | – |
-37,900
| Closed | -$180K |
|
248
Lamar Advertising Co
LAMR
$16.4B
| – | – |
-7,700
| Closed | -$395K |
|
249
Liberty Global Class A
LBTYA
$3.35B
| – | – |
-33,800
| Closed | -$558K |
|
250
Liberty Global Class C
LBTYK
$3.31B
| – | – |
-34,700
| Closed | -$545K |
|
Similar funds
SCM
APA
NIA
HFA
AWA
PPSG
PMAS
HH
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.