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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 | |
|---|---|---|---|---|---|---|
276
The Mosaic Company
MOS
$7.05B
| – | – |
-58,800
| Closed | -$636K |
|
277
Motorcar Parts of America
MPAA
$265M
| – | – |
-12,100
| Closed | -$152K |
|
278
Morgan Stanley
MS
$336B
| – | – |
-8,800
| Closed | -$299K |
|
279
Middlesex Water
MSEX
$1.05B
| – | – |
-3,800
| Closed | -$228K |
|
280
Motorola Solutions
MSI
$70.5B
| – | – |
-6,000
| Closed | -$798K |
|
281
M&T Bank
MTB
$35.9B
| – | – |
-8,900
| Closed | -$921K |
|
282
Meritage Homes
MTH
$4.88B
| – | – |
-34,800
| Closed | -$635K |
|
283
Manitowoc
MTW
$525M
| – | – |
-25,800
| Closed | -$219K |
|
284
Magnachip Semiconductor
MX
$126M
| – | – |
-11,100
| Closed | -$123K |
|
285
Navient
NAVI
$808M
| – | – |
-20,900
| Closed | -$158K |
|
286
Neurocrine Biosciences
NBIX
$17.8B
| – | – |
-3,100
| Closed | -$268K |
|
287
CALL
Nabors Industries
NBR
$1.16B
| – | – |
-29,200
| Closed | -$570K |
|
288
Nasdaq
NDAQ
$52.6B
| – | – |
-9,300
| Closed | -$294K |
|
289
Netflix
NFLX
$294B
| – | – |
-87,000
| Closed | -$3.27M |
|
290
Nike
NKE
$62.3B
| – | – |
-9,400
| Closed | -$778K |
|
291
NMI Holdings
NMIH
$3.28B
| – | – |
-56,000
| Closed | -$650K |
|
292
Newmark Group
NMRK
$2.82B
| – | – |
-64,600
| Closed | -$275K |
|
293
Northrop Grumman
NOC
$77.7B
| – | – |
-3,800
| Closed | -$1.15M |
|
294
NOV
NOV
$7.4B
| – | – |
-28,600
| Closed | -$281K |
|
295
NRG Energy
NRG
$28.7B
| – | – |
-41,106
| Closed | -$1.12M |
|
296
Insperity
NSP
$1.91B
| – | – |
-26,600
| Closed | -$992K |
|
297
Northern Trust
NTRS
$22.3B
| – | – |
-11,200
| Closed | -$845K |
|
298
Novavax
NVAX
$1.25B
| – | – |
-15,000
| Closed | -$204K |
|
299
NVIDIA
NVDA
$4.79T
| – | – |
-144,000
| Closed | -$949K |
|
300
Enviri
NVRI
$626M
| – | – |
-16,300
| Closed | -$114K |
|
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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.