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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
-27.06%
1 Year Est. Return
+23.65%
3 Year Est. Return
+16.06%
5 Year Est. Return
+95.65%
10 Year Est. Return
–
AUM
$426M
AUM Growth
-$43.8M
(-9.3%)
Cap. Flow
+$138M
Cap. Flow
% of AUM
32.39%
Top 10 Holdings %
Top 10 Hldgs %
26.07%
Holding
849
New
354
Increased
108
Reduced
44
Closed
338
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
HOUS
Anywhere Real Estate
HOUS
|
+$7.57M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$6.44M |
| 3 |
Pitney Bowes
PBI
|
+$6.36M |
| 4 |
AGNC Investment
AGNC
|
+$5.74M |
| 5 |
Toll Brothers
TOL
|
+$4.48M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Radian Group
RDN
|
+$5.42M |
| 2 |
SM Energy
SM
|
+$4.64M |
| 3 |
Delta Air Lines
DAL
|
+$3.88M |
| 4 |
RWT
Redwood Trust
RWT
|
+$3.74M |
| 5 |
RESI
Front Yard Residential Corporation Common Stock
RESI
|
+$3.56M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 11.29% |
| 2 | Real Estate | 10.46% |
| 3 | Technology | 9.8% |
| 4 | Financials | 8.36% |
| 5 | Consumer Staples | 7.13% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
276
Molina Healthcare
MOH
$10.4B
| $391K | 0.09% |
2,800
-2,801
| -50% | -$375K |
|
|
AJRD
277
DELISTED
Aerojet Rocketdyne Holdings
AJRD
| $389K | 0.09% |
+9,300
| New | +$457K |
|
278
Kinder Morgan
KMI
$70.9B
| $388K | 0.09% |
+27,900
| New | +$531K |
|
|
HES
279
DELISTED
Hess
HES
| $386K | 0.09% |
+11,600
| New | +$628K |
|
280
Jones Lang LaSalle
JLL
$15.8B
| $384K | 0.09% |
+3,800
| New | +$571K |
|
|
SIX
281
DELISTED
Six Flags Entertainment Corp.
SIX
| $377K | 0.09% |
30,097
-30,772
| -51% | -$915K |
|
|
CLR
282
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $377K | 0.09% |
+49,300
| New | +$1.1M |
|
283
Church & Dwight Co
CHD
$23.7B
| $372K | 0.09% |
+5,800
| New | +$412K |
|
|
CMD
284
DELISTED
Cantel Medical Corporation
CMD
| $370K | 0.09% |
+10,300
| New | +$586K |
|
285
Tradeweb Markets
TW
$23B
| $362K | 0.09% |
+8,600
| New | +$394K |
|
286
Sportsman's Warehouse
SPWH
$44.9M
| $360K | 0.08% |
+58,500
| New | +$365K |
|
287
Autodesk
ADSK
$51.8B
| $359K | 0.08% |
+2,300
| New | +$422K |
|
|
GOOS
288
Canada Goose Holdings
GOOS
$903M
| $358K | 0.08% |
+18,000
| New | +$504K |
|
|
SNP
289
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
| $356K | 0.08% |
+7,300
| New | +$388K |
|
290
VICI Properties
VICI
$29.9B
| $353K | 0.08% |
21,200
+7,700
| +57% | +$180K |
|
291
SolarEdge
SEDG
$2.37B
| $352K | 0.08% |
+4,300
| New | +$455K |
|
292
Synchrony
SYF
$24.4B
| $352K | 0.08% |
+21,900
| New | +$639K |
|
293
International Flavors & Fragrances
IFF
$20.3B
| $347K | 0.08% |
+3,400
| New | +$423K |
|
294
Wells Fargo
WFC
$254B
| $347K | 0.08% |
+12,100
| New | +$514K |
|
295
Ingersoll Rand
IR
$33.1B
| $345K | 0.08% |
+13,900
| New | +$441K |
|
296
Exelon
EXC
$48.1B
| $342K | 0.08% |
+13,039
| New | +$410K |
|
|
IAA
297
DELISTED
IAA, Inc. Common Stock
IAA
| $339K | 0.08% |
11,300
+4,700
| +71% | +$203K |
|
298
OneMain Financial
OMF
$7.27B
| $338K | 0.08% |
+17,700
| New | +$659K |
|
299
Sinclair Inc
SBGI
$1.02B
| $338K | 0.08% |
+21,000
| New | +$546K |
|
300
Sony
SONY
$137B
| $337K | 0.08% |
28,500
+5,500
| +24% | +$72.1K |
|
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Ellington Management Group's Q1 2020 Portfolio in Review
As of Q1 2020, Ellington Management Group held 849 positions worth $426M, down 9.3% from $470M the previous quarter. Its ten largest holdings account for 26% of the portfolio.
Ellington Management Group deployed $138M of net new capital in Q1 2020, opening 354 new positions and adding to 108 existing holdings. Its largest new stake was Anywhere Real Estate: 859,369 shares worth $2.59M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 11% of assets, down from 16% a quarter earlier, followed by Real Estate and Technology.
On the sell side, the largest reduction was Redwood Trust, an estimated $3.74M trimmed.
- Ellington Management Group's largest Q1 2020 buy was Anywhere Real Estate: 859,369 shares worth $2.59M.
- Ellington Management Group added most to Pitney Bowes in Q1 2020, an estimated $6.36M increase.
- Ellington Management Group's biggest Q1 2020 reduction was Redwood Trust, cutting an estimated $3.74M.
- Ellington Management Group fully exited Radian Group in Q1 2020, selling an estimated $5.42M.
- Ellington Management Group's ten largest holdings make up 26% of its $426M portfolio in Q1 2020.
- Ellington Management Group opened 354 new positions and closed 338 in Q1 2020.
- Ellington Management Group's portfolio value fell 9.3% quarter-over-quarter to $426M.
Based on Ellington Management Group's 13F filing for Q1 2020, filed 15 May 2020.