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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
Cap. Flow
+$138M
Cap. Flow %
32.39%
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
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$6.44M
3
PBI icon
Pitney Bowes
PBI
+$6.36M
4
AGNC icon
AGNC Investment
AGNC
+$5.74M
5
TOL icon
Toll Brothers
TOL
+$4.48M

Top Sells

Rank Stock Value
1
RDN icon
Radian Group
RDN
+$5.42M
2
SM icon
SM Energy
SM
+$4.64M
3
DAL icon
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
F icon
1
CALL
Ford
F
$57.3B
$22M 5.16%
4,550,700
+2,010,700
+79% +$15.1M
T icon
2
PUT
AT&T
T
$165B
$17.4M 4.07%
+788,310
New +$21.5M
AAL icon
3
PUT
American Airlines Group
AAL
$9.58B
$10.8M 2.54%
+888,400
New +$20.2M
VZ icon
4
PUT
Verizon
VZ
$194B
$9.61M 2.26%
+178,900
New +$10.2M
TSLA icon
5
PUT
Tesla
TSLA
$1.24T
$8.23M 1.93%
235,500
– –
SPY icon
6
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$5.44M 1.28%
+21,100
New +$6.44M
EFC
7
Ellington Financial
EFC
$1.68B
$4.86M 1.14%
850,887
+637
+0.1% +$9.91K
PBI icon
8
Pitney Bowes
PBI
$2.42B
$4.46M 1.05%
2,185,866
+1,853,503
+558% +$6.36M
LEN icon
9
PUT
Lennar Class A
LEN
$20.4B
$3.71M 0.87%
+100,304
New +$5.68M
AGNC icon
10
AGNC Investment
AGNC
$12.3B
$3.64M 0.85%
+344,298
New +$5.74M
NFLX icon
11
Netflix
NFLX
$292B
$3.27M 0.77%
87,000
+77,000
+770% +$2.72M
DCH
12
Dauch Corp
DCH
$1.3B
$2.8M 0.66%
775,487
+523,747
+208% +$3.89M
WMT icon
13
Walmart Inc
WMT
$871B
$2.75M 0.65%
72,600
+3,900
+6% +$150K
NLY icon
14
Annaly Capital Management
NLY
$16.9B
$2.6M 0.61%
128,246
+104,050
+430% +$3.66M
TOL icon
15
Toll Brothers
TOL
$14B
$2.6M 0.61%
134,859
+118,300
+714% +$4.48M
HOUS
16
DELISTED
Anywhere Real Estate
HOUS
$2.59M 0.61%
+859,369
New +$7.57M
RC
17
Ready Capital
RC
$265M
$2.56M 0.6%
353,826
+219,256
+163% +$3M
SPOT icon
18
Spotify
SPOT
$99.2B
$2.27M 0.53%
18,700
+12,900
+222% +$1.83M
PZZA icon
19
Papa John's
PZZA
$999M
$2.24M 0.52%
41,900
+37,600
+874% +$2.26M
SPR
20
PUT
DELISTED
Spirit AeroSystems
SPR
$2.17M 0.51%
+90,600
New +$5.01M
PETS icon
21
PetMed Express
PETS
$42.5M
$2.15M 0.5%
+74,563
New +$1.95M
INTU icon
22
Intuit
INTU
$81.1B
$2.12M 0.5%
+9,200
New +$2.49M
HRL icon
23
Hormel Foods
HRL
$13.9B
$2.1M 0.49%
+45,100
New +$2.05M
FDX icon
24
FedEx
FDX
$74.5B
$2.01M 0.47%
+16,600
New +$2.34M
ESS icon
25
Essex Property Trust
ESS
$18.9B
$1.98M 0.47%
+9,000
New +$2.59M
1
2 3 4 5

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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.