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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 | |
|---|---|---|---|---|---|---|
576
Cisco
CSCO
$454B
| – | – |
-7,700
| Closed | -$369K |
|
577
Canadian Solar
CSIQ
$936M
| – | – |
-9,500
| Closed | -$210K |
|
578
Cintas
CTAS
$87B
| – | – |
-6,400
| Closed | -$431K |
|
|
CVGW
579
DELISTED
Calavo Growers
CVGW
| – | – |
-16,100
| Closed | -$1.46M |
|
580
Camping World
CWH
$381M
| – | – |
-20,700
| Closed | -$305K |
|
581
CoreCivic
CXW
$2.98B
| – | – |
-20,200
| Closed | -$351K |
|
|
582
Delta Air Lines
DAL
$57.3B
| – | – |
-66,400
| Closed | -$3.88M |
|
583
Darling Ingredients
DAR
$9.26B
| – | – |
-9,900
| Closed | -$278K |
|
584
Donnelley Financial Solutions
DFIN
$1.31B
| – | – |
-23,200
| Closed | -$243K |
|
585
Danaher
DHR
$140B
| – | – |
-1,692
| Closed | -$230K |
|
586
Walt Disney
DIS
$171B
| – | – |
-1,800
| Closed | -$260K |
|
587
Dolby
DLB
$4.99B
| – | – |
-5,500
| Closed | -$378K |
|
588
DNOW Inc
DNOW
$2.45B
| – | – |
-18,000
| Closed | -$202K |
|
589
Domino's
DPZ
$12B
| – | – |
-9,500
| Closed | -$2.79M |
|
590
Darden Restaurants
DRI
$24.2B
| – | – |
-6,000
| Closed | -$654K |
|
591
DTE Energy
DTE
$30B
| – | – |
-4,348
| Closed | -$481K |
|
592
Devon Energy
DVN
$51.1B
| – | – |
-22,100
| Closed | -$574K |
|
|
AXIA
593
AXIA Energia
AXIA
$22.8B
| – | – |
-31,697
| Closed | -$234K |
|
594
Ecolab
ECL
$78.7B
| – | – |
-2,300
| Closed | -$444K |
|
595
Euronet Worldwide
EEFT
$3.16B
| – | – |
-3,400
| Closed | -$536K |
|
596
Elanco Animal Health
ELAN
$12.7B
| – | – |
-19,125
| Closed | -$563K |
|
|
ELP
597
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
| – | – |
-52,250
| Closed | -$354K |
|
598
Enovis
ENOV
$1.72B
| – | – |
-7,326
| Closed | -$459K |
|
599
Enova International
ENVA
$6.1B
| – | – |
-13,100
| Closed | -$315K |
|
600
EPR Properties
EPR
$4.87B
| – | – |
-5,400
| Closed | -$381K |
|
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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.