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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 | |
|---|---|---|---|---|---|---|
326
Prologis
PLD
$137B
| – | – |
-18,100
| Closed | -$1.46M |
|
|
PLYM
327
DELISTED
Plymouth Industrial REIT
PLYM
| – | – |
-12,000
| Closed | -$134K |
|
328
PNC Financial Services
PNC
$99.6B
| – | – |
-12,100
| Closed | -$1.16M |
|
329
Power Integrations
POWI
$3.53B
| – | – |
-5,600
| Closed | -$247K |
|
330
Perrigo
PRGO
$1.4B
| – | – |
-15,300
| Closed | -$736K |
|
|
P
331
Everpure Inc
P
$24.7B
| – | – |
-16,500
| Closed | -$203K |
|
332
Quanta Services
PWR
$93.1B
| – | – |
-8,500
| Closed | -$270K |
|
333
Papa John's
PZZA
$997M
| – | – |
-41,900
| Closed | -$2.24M |
|
334
QuinStreet
QNST
$893M
| – | – |
-25,200
| Closed | -$203K |
|
335
Restaurant Brands International
QSR
$25.8B
| – | – |
-22,400
| Closed | -$897K |
|
336
Ferrari
RACE
$66.8B
| – | – |
-1,400
| Closed | -$214K |
|
337
Regency Centers
REG
$15.1B
| – | – |
-23,300
| Closed | -$895K |
|
338
Regions Financial
RF
$26.2B
| – | – |
-22,200
| Closed | -$199K |
|
339
Regis Corp
RGS
$68.3M
| – | – |
-1,230
| Closed | -$145K |
|
340
RCI Hospitality Holdings
RICK
$201M
| – | – |
-12,200
| Closed | -$122K |
|
341
Rio Tinto
RIO
$150B
| – | – |
-4,600
| Closed | -$210K |
|
342
Rithm Capital
RITM
$5.15B
| – | – |
-120,400
| Closed | -$603K |
|
|
RWT
343
Redwood Trust
RWT
$619M
| – | – |
-149,866
| Closed | -$758K |
|
344
Sabre
SABR
$704M
| – | – |
-50,100
| Closed | -$297K |
|
345
Saic
SAIC
$5.01B
| – | – |
-22,400
| Closed | -$1.67M |
|
|
ECHO
346
EchoStar
ECHO
$25.1B
| – | – |
-7,546
| Closed | -$241K |
|
347
Sinclair Inc
SBGI
$974M
| – | – |
-21,000
| Closed | -$338K |
|
348
Sabra Healthcare REIT
SBRA
$5.65B
| – | – |
-62,900
| Closed | -$687K |
|
|
SCHW
349
Charles Schwab
SCHW
$181B
| – | – |
-14,000
| Closed | -$471K |
|
350
Sea Limited
SE
$63.9B
| – | – |
-19,200
| Closed | -$851K |
|
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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.