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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 | |
|---|---|---|---|---|---|---|
501
Compugen
CGEN
$212M
| $81K | 0.02% |
+11,200
| New | +$88K |
|
502
Acco Brands
ACCO
$399M
| $80K | 0.02% |
15,800
-20,100
| -56% | -$159K |
|
503
Kinross Gold
KGC
$27.7B
| $75K | 0.02% |
+18,800
| New | +$90.9K |
|
|
TGI
504
DELISTED
Triumph Group
TGI
| $72K | 0.02% |
+10,700
| New | +$196K |
|
505
Santander
BSBR
$38.2B
| $63K | 0.01% |
+12,737
| New | +$107K |
|
506
Macerich
MAC
$7.4B
| $61K | 0.01% |
+10,900
| New | +$217K |
|
|
CURO
507
DELISTED
CURO Group Holdings Corp.
CURO
| $61K | 0.01% |
11,500
-24,900
| -68% | -$238K |
|
508
Diamondrock Hospitality Co
DRH
$2.68B
| $51K | 0.01% |
+10,100
| New | +$87K |
|
|
TWO
509
Two Harbors Investment
TWO
$1.27B
| $48K | 0.01% |
3,126
-3,925
| -56% | -$200K |
|
510
AbbVie
ABBV
$465B
| – | – |
-3,000
| Closed | -$266K |
|
511
Asbury Automotive
ABG
$4.62B
| – | – |
-3,500
| Closed | -$391K |
|
512
Axcelis
ACLS
$3.44B
| – | – |
-9,400
| Closed | -$226K |
|
513
Aecom
ACM
$9.46B
| – | – |
-8,300
| Closed | -$358K |
|
514
Accenture
ACN
$106B
| – | – |
-1,100
| Closed | -$232K |
|
515
Adeia
ADEA
$2.55B
| – | – |
-145,152
| Closed | -$710K |
|
516
Agnico Eagle Mines
AEM
$72.2B
| – | – |
-3,400
| Closed | -$209K |
|
517
AerCap
AER
$23.4B
| – | – |
-4,400
| Closed | -$270K |
|
518
Assurant
AIZ
$13.9B
| – | – |
-2,400
| Closed | -$315K |
|
519
Align Technology
ALGN
$12.9B
| – | – |
-1,200
| Closed | -$335K |
|
520
Allstate
ALL
$70.6B
| – | – |
-4,500
| Closed | -$506K |
|
521
Ally Financial
ALLY
$13.1B
| – | – |
-7,550
| Closed | -$231K |
|
|
ALX
522
Alexander's
ALX
$1.36B
| – | – |
-700
| Closed | -$231K |
|
523
Antero Midstream
AM
$10.2B
| – | – |
-113,981
| Closed | -$865K |
|
|
524
PUT
Antero Midstream
AM
$10.2B
| – | – |
-300,000
| Closed | -$2.28M |
|
|
AMED
525
DELISTED
Amedisys
AMED
| – | – |
-1,300
| Closed | -$217K |
|
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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.