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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
Cap. Flow
-$294M
Cap. Flow %
-124.54%
Top 10 Hldgs %
85.42%
Holding
523
New
11
Increased
8
Reduced
11
Closed
486

Top Buys

Rank Stock Value
1
KSS icon
Kohl's
KSS
+$2.88M
2
T icon
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
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$6.18M
2
DCH
Dauch Corp
DCH
+$4.48M
3
PBI icon
Pitney Bowes
PBI
+$4.11M
4
HOUS
Anywhere Real Estate
HOUS
+$3.99M
5
AGNC icon
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
CLGX
501
DELISTED
Corelogic, Inc.
CLGX
– –
-19,800
Closed -$605K
CMD
502
DELISTED
Cantel Medical Corporation
CMD
– –
-10,300
Closed -$370K
GWPH
503
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
– –
-6,300
Closed -$552K
PE
504
DELISTED
PARSLEY ENERGY INC
PE
– –
-24,100
Closed -$138K
NGHC
505
DELISTED
National General Holdings Corp
NGHC
– –
-13,000
Closed -$215K
HDS
506
DELISTED
HD Supply Holdings, Inc.
HDS
– –
-31,000
Closed -$881K
LVGO
507
DELISTED
Livongo Health, Inc. Common Stock
LVGO
– –
-14,800
Closed -$422K
WUBA
508
DELISTED
58.com Inc
WUBA
– –
-6,400
Closed -$312K
CHK
509
CALL
DELISTED
Chesapeake Energy Corporation
CHK
– –
-8,000
Closed -$276K
ARCH
510
DELISTED
Arch Resources, Inc.
ARCH
– –
-7,100
Closed -$205K
NLSN
511
DELISTED
Nielsen Holdings plc
NLSN
– –
-44,800
Closed -$562K
FLY
512
DELISTED
Fly Leasing Limited
FLY
– –
-23,900
Closed -$168K
ATVI
513
DELISTED
Activision Blizzard
ATVI
– –
-19,650
Closed -$1.17M
DISH
514
DELISTED
DISH Network Corp.
DISH
– –
-94,900
Closed -$1.9M
DISH
515
PUT
DELISTED
DISH Network Corp.
DISH
– –
-24,700
Closed -$494K
VSTO
516
DELISTED
Vista Outdoor Inc.
VSTO
– –
-16,800
Closed -$148K
EBIX
517
DELISTED
Ebix Inc
EBIX
– –
-16,800
Closed -$255K
QIWI
518
DELISTED
QIWI PLC
QIWI
– –
-12,200
Closed -$131K
UN
519
DELISTED
Unilever NV New York Registry Shares
UN
– –
-6,400
Closed -$312K
STMP
520
DELISTED
Stamps.com, Inc.
STMP
– –
-1,800
Closed -$234K
17 18 19 20
21

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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.