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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 | |
|---|---|---|---|---|---|---|
526
Affiliated Managers Group
AMG
$9.51B
| – | – |
-8,500
| Closed | -$720K |
|
527
Ameriprise Financial
AMP
$47.8B
| – | – |
-2,200
| Closed | -$366K |
|
|
AMRN
528
Amarin Corp
AMRN
$297M
| – | – |
-715
| Closed | -$307K |
|
529
American Tower
AMT
$83.5B
| – | – |
-1,000
| Closed | -$230K |
|
530
Andersons Inc
ANDE
$2.39B
| – | – |
-12,400
| Closed | -$313K |
|
531
Aon
AON
$80.6B
| – | – |
-2,900
| Closed | -$604K |
|
532
APA Corp
APA
$13B
| – | – |
-12,300
| Closed | -$315K |
|
533
Air Products & Chemicals
APD
$65.5B
| – | – |
-1,800
| Closed | -$423K |
|
534
Amphenol
APH
$185B
| – | – |
-11,200
| Closed | -$303K |
|
535
Digital Turbine
APPS
$982M
| – | – |
-21,600
| Closed | -$154K |
|
536
CALL
Antero Resources
AR
$10.9B
| – | – |
-480,000
| Closed | -$1.37M |
|
537
Aramark
ARMK
$15B
| – | – |
-13,328
| Closed | -$418K |
|
538
Archrock
AROC
$6.16B
| – | – |
-11,900
| Closed | -$119K |
|
539
Arrow Electronics
ARW
$10.5B
| – | – |
-5,200
| Closed | -$441K |
|
540
Astec Industries
ASTE
$1.17B
| – | – |
-10,500
| Closed | -$441K |
|
541
Avnet
AVT
$6.86B
| – | – |
-5,100
| Closed | -$216K |
|
542
Acuity Brands
AYI
$9.99B
| – | – |
-3,300
| Closed | -$455K |
|
543
Credicorp
BAP
$30.5B
| – | – |
-1,300
| Closed | -$277K |
|
544
Bath & Body Works
BBWI
$3.97B
| – | – |
-120,121
| Closed | -$1.76M |
|
545
Brunswick
BC
$5.23B
| – | – |
-4,400
| Closed | -$264K |
|
546
Boise Cascade
BCC
$2.73B
| – | – |
-9,800
| Closed | -$358K |
|
|
BDN
547
Brandywine Realty Trust
BDN
$509M
| – | – |
-10,200
| Closed | -$161K |
|
548
Brown-Forman Class B
BF.B
$13.5B
| – | – |
-16,200
| Closed | -$1.09M |
|
549
Bread Financial
BFH
$4.32B
| – | – |
-5,137
| Closed | -$460K |
|
550
BGC Group
BGC
$5.64B
| – | – |
-42,200
| Closed | -$251K |
|
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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.