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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 | |
|---|---|---|---|---|---|---|
551
Bilibili
BILI
$7.8B
| – | – |
-11,100
| Closed | -$207K |
|
|
BNY
552
Bank of New York Mellon
BNY
$103B
| – | – |
-12,000
| Closed | -$604K |
|
553
Blue Bird Corp
BLBD
$2.28B
| – | – |
-9,500
| Closed | -$218K |
|
|
BLUE
554
DELISTED
bluebird bio
BLUE
| – | – |
-247
| Closed | -$281K |
|
555
Brookfield
BN
$103B
| – | – |
-33,633
| Closed | -$694K |
|
556
Popular Inc
BPOP
$11B
| – | – |
-6,500
| Closed | -$382K |
|
|
BRFS
557
DELISTED
BRF SA
BRFS
| – | – |
-23,700
| Closed | -$206K |
|
558
British American Tobacco
BTI
$135B
| – | – |
-17,400
| Closed | -$739K |
|
559
Burlington
BURL
$23.5B
| – | – |
-6,300
| Closed | -$1.44M |
|
560
BorgWarner
BWA
$12.8B
| – | – |
-7,725
| Closed | -$295K |
|
561
Citigroup
C
$213B
| – | – |
-4,800
| Closed | -$383K |
|
562
Cheesecake Factory
CAKE
$4.96B
| – | – |
-58,000
| Closed | -$2.25M |
|
563
Caleres
CAL
$437M
| – | – |
-11,500
| Closed | -$273K |
|
564
Avis
CAR
$5.33B
| – | – |
-24,011
| Closed | -$774K |
|
565
Casey's General Stores
CASY
$32.2B
| – | – |
-2,300
| Closed | -$366K |
|
566
Chord Energy
CHRD
$7.63B
| – | – |
-863,270
| Closed | -$2.81M |
|
567
C.H. Robinson
CHRW
$20.2B
| – | – |
-5,000
| Closed | -$391K |
|
568
Ciena
CIEN
$47.4B
| – | – |
-17,700
| Closed | -$756K |
|
569
Clarivate
CLVT
$1.37B
| – | – |
-10,500
| Closed | -$176K |
|
570
ConocoPhillips
COP
$144B
| – | – |
-6,300
| Closed | -$410K |
|
571
Cencora
COR
$61.7B
| – | – |
-8,600
| Closed | -$731K |
|
572
Copa Holdings
CPA
$5.57B
| – | – |
-3,300
| Closed | -$357K |
|
573
Capri Holdings
CPRI
$1.82B
| – | – |
-45,200
| Closed | -$1.72M |
|
574
Corbus Pharmaceuticals
CRBP
$165M
| – | – |
-690
| Closed | -$113K |
|
575
Crocs
CROX
$6.62B
| – | – |
-65,200
| Closed | -$2.73M |
|
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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.