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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 | |
|---|---|---|---|---|---|---|
426
Vipshop
VIPS
$7.08B
| – | – |
-15,400
| Closed | -$240K |
|
427
Virtu Financial
VIRT
$5.12B
| – | – |
-28,350
| Closed | -$590K |
|
428
Viking Therapeutics
VKTX
$4.05B
| – | – |
-36,600
| Closed | -$171K |
|
429
Vulcan Materials
VMC
$36.9B
| – | – |
-2,400
| Closed | -$259K |
|
430
Vornado Realty Trust
VNO
$7.43B
| – | – |
-16,700
| Closed | -$605K |
|
431
Vertex Pharmaceuticals
VRTX
$122B
| – | – |
-2,900
| Closed | -$690K |
|
432
Vistra
VST
$53B
| – | – |
-77,000
| Closed | -$1.23M |
|
433
Ventas
VTR
$48.7B
| – | – |
-23,900
| Closed | -$641K |
|
434
NCR Voyix
VYX
$1.13B
| – | – |
-73,024
| Closed | -$793K |
|
435
Wayfair
W
$12.5B
| – | – |
-14,600
| Closed | -$780K |
|
436
Warner Bros
WBD
$63.4B
| – | – |
-43,100
| Closed | -$838K |
|
|
WCC
437
WESCO International
WCC
$16.5B
| – | – |
-23,000
| Closed | -$526K |
|
438
Walker & Dunlop
WD
$1.69B
| – | – |
-5,300
| Closed | -$213K |
|
439
Western Digital
WDC
$172B
| – | – |
-8,996
| Closed | -$283K |
|
440
WD-40
WDFC
$3.13B
| – | – |
-4,866
| Closed | -$977K |
|
441
Werner Enterprises
WERN
$2.42B
| – | – |
-6,300
| Closed | -$228K |
|
442
WEX
WEX
$6.17B
| – | – |
-7,800
| Closed | -$815K |
|
443
Wells Fargo
WFC
$264B
| – | – |
-12,100
| Closed | -$347K |
|
444
Wingstop
WING
$3.74B
| – | – |
-18,800
| Closed | -$1.5M |
|
445
WIX.com
WIX
$2.36B
| – | – |
-10,900
| Closed | -$1.1M |
|
446
Williams Companies
WMB
$86.6B
| – | – |
-74,100
| Closed | -$1.05M |
|
447
Walmart Inc
WMT
$889B
| – | – |
-72,600
| Closed | -$2.75M |
|
448
Williams-Sonoma
WSM
$27.6B
| – | – |
-38,500
| Closed | -$819K |
|
|
WW
449
DELISTED
WW International
WW
| – | – |
-102,281
| Closed | -$1.73M |
|
450
Weyerhaeuser
WY
$17.2B
| – | – |
-65,900
| Closed | -$1.12M |
|
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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.