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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
Cap. Flow
+$138M
Cap. Flow %
32.39%
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
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$6.44M
3
PBI icon
Pitney Bowes
PBI
+$6.36M
4
AGNC icon
AGNC Investment
AGNC
+$5.74M
5
TOL icon
Toll Brothers
TOL
+$4.48M

Top Sells

Rank Stock Value
1
RDN icon
Radian Group
RDN
+$5.42M
2
SM icon
SM Energy
SM
+$4.64M
3
DAL icon
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
ESNT icon
26
Essent Group
ESNT
$6.06B
$1.98M 0.46%
75,017
-23,657
-24% -$1.05M
DISH
27
DELISTED
DISH Network Corp.
DISH
$1.9M 0.45%
94,900
+25,125
+36% +$815K
TRU icon
28
TransUnion
TRU
$14.8B
$1.88M 0.44%
+28,400
New +$2.45M
AAP icon
29
Advance Auto Parts
AAP
$3.37B
$1.83M 0.43%
+19,600
New +$2.54M
CSX icon
30
CSX Corp
CSX
$98.6B
$1.82M 0.43%
+95,400
New +$2.23M
COTY icon
31
Coty
COTY
$2.33B
$1.79M 0.42%
+346,600
New +$3.25M
FAF icon
32
First American
FAF
$7.67B
$1.78M 0.42%
+42,000
New +$2.4M
CI icon
33
Cigna
CI
$76.6B
$1.77M 0.42%
+10,000
New +$1.94M
ICE icon
34
Intercontinental Exchange
ICE
$82.4B
$1.74M 0.41%
+21,500
New +$1.95M
WW
35
DELISTED
WW International
WW
$1.73M 0.41%
102,281
+19,681
+24% +$612K
MTG icon
36
MGIC Investment
MTG
$6.27B
$1.69M 0.4%
266,338
-217,350
-45% -$2.63M
SAIC icon
37
Saic
SAIC
$5.03B
$1.67M 0.39%
+22,400
New +$1.87M
CVS icon
38
CVS Health
CVS
$137B
$1.65M 0.39%
27,850
+2,050
+8% +$137K
TEAM icon
39
Atlassian
TEAM
$22B
$1.62M 0.38%
11,800
+9,300
+372% +$1.3M
SFM icon
40
Sprouts Farmers Market
SFM
$7.04B
$1.61M 0.38%
+86,600
New +$1.45M
AMCX icon
41
AMC Global Media
AMCX
$430M
$1.6M 0.38%
65,881
+31,126
+90% +$1.05M
BG icon
42
Bunge Global
BG
$23.6B
$1.59M 0.37%
38,800
+33,600
+646% +$1.64M
KMB icon
43
Kimberly-Clark
KMB
$36.4B
$1.57M 0.37%
12,300
+9,100
+284% +$1.26M
MGM icon
44
PUT
MGM Resorts International
MGM
$11.7B
$1.53M 0.36%
+129,400
New +$3.33M
PFSI icon
45
PennyMac Financial
PFSI
$4.38B
$1.5M 0.35%
67,864
+16,000
+31% +$515K
WING icon
46
Wingstop
WING
$3.68B
$1.5M 0.35%
+18,800
New +$1.61M
ASML icon
47
ASML
ASML
$675B
$1.49M 0.35%
+5,700
New +$1.62M
SSNC icon
48
SS&C Technologies
SSNC
$17.8B
$1.48M 0.35%
33,700
+29,980
+806% +$1.7M
TCOM icon
49
Trip.com Group
TCOM
$27.5B
$1.48M 0.35%
+62,900
New +$1.96M
COLD icon
50
Americold
COLD
$4.09B
$1.46M 0.34%
+42,900
New +$1.44M
1
2
3 4 5

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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.