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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 | |
|---|---|---|---|---|---|---|
401
Werner Enterprises
WERN
$2.2B
| $228K | 0.05% |
+6,300
| New | +$227K |
|
402
ONE Gas
OGS
$5.01B
| $226K | 0.05% |
+2,700
| New | +$239K |
|
|
UCTT
403
Ultra Clean Holdings
UCTT
$3.12B
| $222K | 0.05% |
+16,100
| New | +$342K |
|
404
Celanese
CE
$4.82B
| $220K | 0.05% |
+3,000
| New | +$297K |
|
405
Centene
CNC
$30.5B
| $220K | 0.05% |
+3,700
| New | +$224K |
|
406
M/I Homes
MHO
$3.95B
| $220K | 0.05% |
+13,300
| New | +$481K |
|
407
Manitowoc
MTW
$491M
| $219K | 0.05% |
25,800
+12,300
| +91% | +$160K |
|
408
Unisys
UIS
$252M
| $219K | 0.05% |
17,700
-47,900
| -73% | -$613K |
|
409
Heron Therapeutics
HRTX
$93.4M
| $218K | 0.05% |
+18,600
| New | +$350K |
|
410
Salesforce
CRM
$154B
| $216K | 0.05% |
+1,500
| New | +$257K |
|
411
Exponent
EXPO
$3.19B
| $216K | 0.05% |
+3,000
| New | +$218K |
|
|
THS
412
DELISTED
Treehouse Foods
THS
| $216K | 0.05% |
+4,900
| New | +$211K |
|
|
SVC
413
Service Properties Trust
SVC
$1.05B
| $215K | 0.05% |
+7,960
| New | +$714K |
|
|
NGHC
414
DELISTED
National General Holdings Corp
NGHC
| $215K | 0.05% |
+13,000
| New | +$260K |
|
415
Guidewire Software
GWRE
$13.9B
| $214K | 0.05% |
+2,700
| New | +$282K |
|
416
Ferrari
RACE
$67.8B
| $214K | 0.05% |
+1,400
| New | +$226K |
|
417
First Industrial Realty Trust
FR
$8.66B
| $213K | 0.05% |
+6,400
| New | +$254K |
|
418
Walker & Dunlop
WD
$1.73B
| $213K | 0.05% |
5,300
-1,000
| -16% | -$63K |
|
419
Bally's
BALY
$708M
| $212K | 0.05% |
+16,300
| New | +$376K |
|
420
GrafTech
EAF
$184M
| $212K | 0.05% |
+2,610
| New | +$252K |
|
421
McCormick & Company Non-Voting
MKC
$14B
| $212K | 0.05% |
3,000
-7,000
| -70% | -$543K |
|
|
TPC
422
Tutor Perini Cor
TPC
$4.03B
| $212K | 0.05% |
31,500
+17,400
| +123% | +$186K |
|
423
O'Reilly Automotive
ORLY
$75.1B
| $211K | 0.05% |
10,500
-18,000
| -63% | -$460K |
|
|
DCH
424
PUT
Dauch Corp
DCH
$1.31B
| $210K | 0.05% |
58,200
-121,800
| -68% | -$905K |
|
425
Rio Tinto
RIO
$152B
| $210K | 0.05% |
+4,600
| New | +$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.