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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 | |
|---|---|---|---|---|---|---|
401
Targa Resources
TRGP
$57.4B
| – | – |
-36,700
| Closed | -$254K |
|
402
Tronox
TROX
$973M
| – | – |
-233,701
| Closed | -$1.16M |
|
403
TransUnion
TRU
$14.9B
| – | – |
-28,400
| Closed | -$1.88M |
|
404
Tractor Supply
TSCO
$16.7B
| – | – |
-66,000
| Closed | -$1.12M |
|
405
Tyson Foods
TSN
$21.4B
| – | – |
-4,200
| Closed | -$243K |
|
406
Take-Two Interactive
TTWO
$45.3B
| – | – |
-2,200
| Closed | -$261K |
|
407
Travere Therapeutics
TVTX
$5.27B
| – | – |
-12,900
| Closed | -$188K |
|
408
Tradeweb Markets
TW
$21.7B
| – | – |
-8,600
| Closed | -$362K |
|
|
TWO
409
Two Harbors Investment
TWO
$1.27B
| – | – |
-3,126
| Closed | -$48K |
|
410
Tyler Technologies
TYL
$13B
| – | – |
-800
| Closed | -$237K |
|
411
Under Armour
UAA
$3.02B
| – | – |
-28,700
| Closed | -$264K |
|
412
UBS Group
UBS
$172B
| – | – |
-49,100
| Closed | -$455K |
|
|
UCTT
413
Ultra Clean Holdings
UCTT
$3.9B
| – | – |
-16,100
| Closed | -$222K |
|
414
Urban Edge Properties
UE
$2.94B
| – | – |
-30,600
| Closed | -$270K |
|
415
Universal Health Services
UHS
$9.64B
| – | – |
-2,900
| Closed | -$287K |
|
416
Unisys
UIS
$245M
| – | – |
-17,700
| Closed | -$219K |
|
417
Unilever
UL
$132B
| – | – |
-5,600
| Closed | -$319K |
|
418
UnitedHealth
UNH
$379B
| – | – |
-3,900
| Closed | -$973K |
|
419
Union Pacific
UNP
$178B
| – | – |
-6,800
| Closed | -$959K |
|
420
Urban Outfitters
URBN
$6.22B
| – | – |
-70,200
| Closed | -$1M |
|
421
US Bancorp
USB
$98.9B
| – | – |
-8,500
| Closed | -$293K |
|
422
United Therapeutics
UTHR
$26.3B
| – | – |
-3,300
| Closed | -$313K |
|
423
Vale
VALE
$62.9B
| – | – |
-56,000
| Closed | -$464K |
|
424
Viavi Solutions
VIAV
$9.41B
| – | – |
-17,400
| Closed | -$195K |
|
425
VICI Properties
VICI
$29.5B
| – | – |
-21,200
| Closed | -$353K |
|
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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.