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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 | |
|---|---|---|---|---|---|---|
|
MODV
676
DELISTED
ModivCare
MODV
| – | – |
-3,500
| Closed | -$207K |
|
|
MOMO
677
Hello Group
MOMO
$875M
| – | – |
-14,400
| Closed | -$482K |
|
678
Monolithic Power Systems
MPWR
$62.1B
| – | – |
-1,600
| Closed | -$285K |
|
|
MRC
679
DELISTED
MRC Global
MRC
| – | – |
-21,200
| Closed | -$289K |
|
680
Merck
MRK
$322B
| – | – |
-2,620
| Closed | -$227K |
|
681
Madison Square Garden
MSGS
$9.52B
| – | – |
-1,823
| Closed | -$382K |
|
682
Matrix Service
MTRX
$313M
| – | – |
-10,100
| Closed | -$231K |
|
683
Mitsubishi UFJ Financial
MUFG
$249B
| – | – |
-48,600
| Closed | -$264K |
|
684
Murphy Oil
MUR
$5.5B
| – | – |
-46,433
| Closed | -$1.24M |
|
685
Murphy USA
MUSA
$11.6B
| – | – |
-7,200
| Closed | -$842K |
|
686
NextEra Energy
NEE
$186B
| – | – |
-3,600
| Closed | -$218K |
|
687
Minerva Neurosciences
NERV
$192M
| – | – |
-2,225
| Closed | -$127K |
|
688
CALL
Netflix
NFLX
$300B
| – | – |
-130,000
| Closed | -$4.21M |
|
689
NN Inc
NNBR
$249M
| – | – |
-32,800
| Closed | -$303K |
|
690
NetEase
NTES
$82.6B
| – | – |
-9,000
| Closed | -$552K |
|
691
Quanex
NX
$842M
| – | – |
-26,100
| Closed | -$446K |
|
692
Realty Income
O
$61.4B
| – | – |
-5,986
| Closed | -$427K |
|
693
Omega Healthcare
OHI
$15.3B
| – | – |
-17,500
| Closed | -$741K |
|
694
Ollie's Bargain Outlet
OLLI
$4.26B
| – | – |
-30,600
| Closed | -$2M |
|
|
ACH
695
Accendra Health
ACH
$244M
| – | – |
-62,700
| Closed | -$324K |
|
|
OPTN
696
DELISTED
OptiNose
OPTN
| – | – |
-1,100
| Closed | -$152K |
|
697
Oshkosh
OSK
$9.01B
| – | – |
-5,000
| Closed | -$473K |
|
698
Prestige Consumer Healthcare
PBH
$2.47B
| – | – |
-7,404
| Closed | -$300K |
|
699
Petrobras
PBR
$120B
| – | – |
-17,700
| Closed | -$282K |
|
700
PG&E
PCG
$39.2B
| – | – |
-21,700
| Closed | -$236K |
|
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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.