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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 | |
|---|---|---|---|---|---|---|
301
Novartis
NVS
$297B
| – | – |
-3,300
| Closed | -$272K |
|
302
Northwest Natural Holdings
NWN
$2.16B
| – | – |
-3,900
| Closed | -$241K |
|
303
Owens Corning
OC
$11.6B
| – | – |
-18,400
| Closed | -$714K |
|
304
ONE Gas
OGS
$5.02B
| – | – |
-2,700
| Closed | -$226K |
|
305
Okta
OKTA
$23.9B
| – | – |
-10,700
| Closed | -$1.31M |
|
306
Universal Display
OLED
$3.81B
| – | – |
-1,900
| Closed | -$250K |
|
307
Olin
OLN
$2.49B
| – | – |
-38,589
| Closed | -$450K |
|
308
Omeros
OMER
$821M
| – | – |
-19,900
| Closed | -$266K |
|
309
OneMain Financial
OMF
$7.08B
| – | – |
-17,700
| Closed | -$338K |
|
|
OPRA
310
Opera Ltd
OPRA
$1.69B
| – | – |
-30,500
| Closed | -$164K |
|
311
O'Reilly Automotive
ORLY
$75.1B
| – | – |
-10,500
| Closed | -$211K |
|
312
Outfront Media
OUT
$5.68B
| – | – |
-44,601
| Closed | -$592K |
|
313
Palo Alto Networks
PANW
$259B
| – | – |
-39,600
| Closed | -$1.08M |
|
|
PARA
314
DELISTED
Paramount Global Class B
PARA
| – | – |
-44,800
| Closed | -$628K |
|
315
Paychex
PAYX
$41.1B
| – | – |
-3,800
| Closed | -$239K |
|
316
PBF Energy
PBF
$7.43B
| – | – |
-79,500
| Closed | -$563K |
|
317
Petrobras Class A
PBR.A
$103B
| – | – |
-160,700
| Closed | -$866K |
|
318
Paylocity
PCTY
$6.97B
| – | – |
-3,800
| Closed | -$336K |
|
319
Pebblebrook Hotel Trust
PEB
$2.19B
| – | – |
-19,000
| Closed | -$207K |
|
320
Public Service Enterprise Group
PEG
$39.5B
| – | – |
-24,700
| Closed | -$1.11M |
|
321
PetMed Express
PETS
$42.1M
| – | – |
-74,563
| Closed | -$2.15M |
|
322
Pfizer
PFE
$141B
| – | – |
-20,764
| Closed | -$643K |
|
323
Procter & Gamble
PG
$346B
| – | – |
-11,400
| Closed | -$1.25M |
|
324
Progressive
PGR
$125B
| – | – |
-7,900
| Closed | -$583K |
|
325
Photronics
PLAB
$1.76B
| – | – |
-13,700
| Closed | -$141K |
|
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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.