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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 | |
|---|---|---|---|---|---|---|
701
Penumbra
PEN
$12.5B
| – | – |
-2,100
| Closed | -$345K |
|
702
PENN Entertainment
PENN
$2.84B
| – | – |
-21,201
| Closed | -$542K |
|
703
PepsiCo
PEP
$196B
| – | – |
-2,500
| Closed | -$342K |
|
704
Performance Food Group
PFGC
$18.2B
| – | – |
-4,400
| Closed | -$227K |
|
705
Parker-Hannifin
PH
$123B
| – | – |
-2,500
| Closed | -$515K |
|
706
PUT
Pultegroup
PHM
$25.5B
| – | – |
-120,000
| Closed | -$4.66M |
|
707
Polaris
PII
$4B
| – | – |
-2,200
| Closed | -$224K |
|
708
POSCO
PKX
$15.1B
| – | – |
-5,600
| Closed | -$283K |
|
709
Plexus
PLXS
$6.64B
| – | – |
-4,100
| Closed | -$315K |
|
710
Pentair
PNR
$10.7B
| – | – |
-4,900
| Closed | -$225K |
|
711
Post Holdings
POST
$4.31B
| – | – |
-15,165
| Closed | -$1.08M |
|
712
Powell Industries
POWL
$7.09B
| – | – |
-18,300
| Closed | -$299K |
|
713
PPG Industries
PPG
$25.1B
| – | – |
-2,200
| Closed | -$294K |
|
|
PPL
714
PPL Corp
PPL
$27.4B
| – | – |
-6,900
| Closed | -$248K |
|
715
ProQR Therapeutics
PRQR
$248M
| – | – |
-15,200
| Closed | -$151K |
|
716
PayPal
PYPL
$50.3B
| – | – |
-3,300
| Closed | -$357K |
|
|
717
Radian Group
RDN
$5.25B
| – | – |
-215,490
| Closed | -$5.42M |
|
718
Regeneron Pharmaceuticals
REGN
$73B
| – | – |
-800
| Closed | -$300K |
|
719
Repligen
RGEN
$7.26B
| – | – |
-2,400
| Closed | -$222K |
|
720
RH
RH
$3.31B
| – | – |
-6,400
| Closed | -$1.37M |
|
721
RE/MAX Holdings
RMAX
$207M
| – | – |
-6,600
| Closed | -$254K |
|
722
RenaissanceRe
RNR
$13.8B
| – | – |
-2,100
| Closed | -$412K |
|
723
Gibraltar Industries
ROCK
$1.34B
| – | – |
-5,300
| Closed | -$267K |
|
724
RPM International
RPM
$14B
| – | – |
-3,400
| Closed | -$261K |
|
725
Range Resources
RRC
$9.08B
| – | – |
-13,284
| Closed | -$64K |
|
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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.