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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 | |
|---|---|---|---|---|---|---|
626
Genuine Parts
GPC
$17.8B
| – | – |
-2,100
| Closed | -$223K |
|
|
GPMT
627
Granite Point Mortgage Trust
GPMT
$63.7M
| – | – |
-61,228
| Closed | -$1.13M |
|
628
Garrett Motion
GTX
$5.44B
| – | – |
-34,200
| Closed | -$342K |
|
629
W.W. Grainger
GWW
$64.2B
| – | – |
-900
| Closed | -$305K |
|
630
Gyre Therapeutics
GYRE
$638M
| – | – |
-2,520
| Closed | -$129K |
|
631
Hasbro
HAS
$13.6B
| – | – |
-4,300
| Closed | -$454K |
|
632
Howard Hughes
HHH
$4.01B
| – | – |
-3,673
| Closed | -$444K |
|
|
HI
633
DELISTED
Hillenbrand
HI
| – | – |
-8,900
| Closed | -$296K |
|
634
PUT
Herbalife
HLF
$1.28B
| – | – |
-150,000
| Closed | -$7.15M |
|
|
MCHB
635
Mechanics Bancorp
MCHB
$3.58B
| – | – |
-9,700
| Closed | -$330K |
|
636
Hewlett Packard
HPE
$59.2B
| – | – |
-11,600
| Closed | -$184K |
|
637
HSBC
HSBC
$352B
| – | – |
-15,100
| Closed | -$590K |
|
638
Humana
HUM
$43.6B
| – | – |
-1,700
| Closed | -$623K |
|
639
Huntsman Corp
HUN
$2.03B
| – | – |
-35,300
| Closed | -$853K |
|
640
Insteel Industries
IIIN
$601M
| – | – |
-9,500
| Closed | -$204K |
|
641
International Money Express
IMXI
$396M
| – | – |
-30,200
| Closed | -$364K |
|
642
Infosys
INFY
$50.8B
| – | – |
-48,000
| Closed | -$495K |
|
643
Ingredion
INGR
$6.47B
| – | – |
-2,900
| Closed | -$270K |
|
644
Invitation Homes
INVH
$17.9B
| – | – |
-15,700
| Closed | -$471K |
|
645
Ionis Pharmaceuticals
IONS
$9.12B
| – | – |
-3,500
| Closed | -$211K |
|
646
IQVIA
IQV
$40.5B
| – | – |
-1,406
| Closed | -$217K |
|
647
Gartner
IT
$11.1B
| – | – |
-1,700
| Closed | -$262K |
|
648
Invesco
IVZ
$12.5B
| – | – |
-26,700
| Closed | -$480K |
|
649
iShares Russell 2000 ETF
IWM
$79.3B
| – | – |
-1,304
| Closed | -$216K |
|
650
Jabil
JBL
$30.2B
| – | – |
-8,100
| Closed | -$335K |
|
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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.