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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 | |
|---|---|---|---|---|---|---|
376
Warrior Met Coal
HCC
$4.17B
| $244K | 0.06% |
23,000
+10,100
| +78% | +$183K |
|
377
Encompass Health
EHC
$11.3B
| $243K | 0.06% |
+4,777
| New | +$275K |
|
378
Fidelity National Information Services
FIS
$24.2B
| $243K | 0.06% |
+2,000
| New | +$278K |
|
379
Tyson Foods
TSN
$21.5B
| $243K | 0.06% |
+4,200
| New | +$314K |
|
380
DexCom
DXCM
$29B
| $242K | 0.06% |
+3,600
| New | +$224K |
|
381
Northwest Natural Holdings
NWN
$2.15B
| $241K | 0.06% |
+3,900
| New | +$273K |
|
|
ECHO
382
EchoStar
ECHO
$24.3B
| $241K | 0.06% |
+7,546
| New | +$282K |
|
|
AIMC
383
DELISTED
Altra Industrial Motion Corp
AIMC
| $241K | 0.06% |
+13,800
| New | +$410K |
|
384
Vipshop
VIPS
$7.26B
| $240K | 0.06% |
+15,400
| New | +$219K |
|
385
Paychex
PAYX
$43.4B
| $239K | 0.06% |
+3,800
| New | +$304K |
|
|
CLDR
386
DELISTED
Cloudera, Inc.
CLDR
| $238K | 0.06% |
+30,300
| New | +$296K |
|
387
Tyler Technologies
TYL
$13.7B
| $237K | 0.06% |
+800
| New | +$248K |
|
|
STOR
388
DELISTED
STORE Capital Corporation
STOR
| $237K | 0.06% |
+13,100
| New | +$433K |
|
389
KT
KT
$8.74B
| $235K | 0.06% |
+30,200
| New | +$299K |
|
390
SITE Centers
SITC
$236M
| $234K | 0.05% |
57,679
+42,683
| +285% | +$370K |
|
|
STMP
391
DELISTED
Stamps.com, Inc.
STMP
| $234K | 0.05% |
+1,800
| New | +$189K |
|
|
ARR
392
Armour Residential REIT
ARR
$2.32B
| $233K | 0.05% |
+5,300
| New | +$453K |
|
393
LyondellBasell Industries
LYB
$19.5B
| $233K | 0.05% |
+4,700
| New | +$346K |
|
394
Cavco Industries
CVCO
$4.36B
| $232K | 0.05% |
+1,600
| New | +$315K |
|
395
SK Telecom
SKM
$11.4B
| $231K | 0.05% |
+8,619
| New | +$286K |
|
|
CIR
396
DELISTED
CIRCOR International, Inc
CIR
| $231K | 0.05% |
+19,900
| New | +$700K |
|
397
Herbalife
HLF
$1.3B
| $230K | 0.05% |
+7,900
| New | +$294K |
|
398
Codexis
CDXS
$158M
| $228K | 0.05% |
+20,400
| New | +$285K |
|
|
HEES
399
DELISTED
H&E Equipment Services
HEES
| $228K | 0.05% |
+15,500
| New | +$375K |
|
400
Middlesex Water
MSEX
$1.07B
| $228K | 0.05% |
+3,800
| New | +$240K |
|
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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.