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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 | |
|---|---|---|---|---|---|---|
101
Coherus Oncology
CHRS
$217M
| – | – |
-15,300
| Closed | -$248K |
|
102
Chewy
CHWY
$8.54B
| – | – |
-11,300
| Closed | -$424K |
|
103
Cigna
CI
$76.6B
| – | – |
-10,000
| Closed | -$1.77M |
|
104
Colgate-Palmolive
CL
$72.6B
| – | – |
-19,400
| Closed | -$1.29M |
|
105
Commercial Metals
CMC
$7.63B
| – | – |
-10,300
| Closed | -$163K |
|
106
CME Group
CME
$92.2B
| – | – |
-5,500
| Closed | -$951K |
|
107
Chipotle Mexican Grill
CMG
$40.8B
| – | – |
-85,000
| Closed | -$1.11M |
|
108
Centene
CNC
$31.3B
| – | – |
-3,700
| Closed | -$220K |
|
109
Center Bancorp
CNOB
$1.63B
| – | – |
-12,600
| Closed | -$169K |
|
110
Americold
COLD
$4.09B
| – | – |
-42,900
| Closed | -$1.46M |
|
|
VISN
111
Vistance Networks Inc
VISN
$2.66B
| – | – |
-104,200
| Closed | -$949K |
|
|
COOP
112
DELISTED
Mr. Cooper
COOP
| – | – |
-11,400
| Closed | -$84K |
|
113
Corcept Therapeutics
CORT
$10.2B
| – | – |
-11,400
| Closed | -$136K |
|
114
Coty
COTY
$2.33B
| – | – |
-346,600
| Closed | -$1.79M |
|
115
Campbell Soup
CPB
$6.51B
| – | – |
-28,100
| Closed | -$1.3M |
|
116
Carter's
CRI
$1.43B
| – | – |
-20,700
| Closed | -$1.36M |
|
117
Salesforce
CRM
$134B
| – | – |
-1,500
| Closed | -$216K |
|
118
Cirrus Logic
CRUS
$6.74B
| – | – |
-12,800
| Closed | -$840K |
|
119
CrowdStrike
CRWD
$187B
| – | – |
-22,400
| Closed | -$312K |
|
120
CSX Corp
CSX
$98.6B
| – | – |
-95,400
| Closed | -$1.82M |
|
|
CTRA
121
DELISTED
Coterra Energy
CTRA
| – | – |
-61,300
| Closed | -$1.05M |
|
122
Corteva
CTVA
$59.7B
| – | – |
-53,700
| Closed | -$1.26M |
|
123
CubeSmart
CUBE
$9.53B
| – | – |
-36,000
| Closed | -$964K |
|
124
Cavco Industries
CVCO
$4.39B
| – | – |
-1,600
| Closed | -$232K |
|
125
Chevron
CVX
$388B
| – | – |
-9,900
| Closed | -$717K |
|
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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.