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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
+17.33%
1 Year Est. Return
+23.65%
3 Year Est. Return
+16.06%
5 Year Est. Return
+95.65%
10 Year Est. Return
–
AUM
$549M
AUM Growth
+$219M
(+66%)
Cap. Flow
+$179M
Cap. Flow
% of AUM
32.65%
Top 10 Holdings %
Top 10 Hldgs %
18.08%
Holding
749
New
381
Increased
92
Reduced
69
Closed
201
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$13.8M |
| 2 |
TWO
Two Harbors Investment
TWO
|
+$7.56M |
| 3 |
PMT
PennyMac Mortgage Investment
PMT
|
+$5.06M |
| 4 |
Abercrombie & Fitch
ANF
|
+$4.94M |
| 5 |
Williams-Sonoma
WSM
|
+$4.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
WLH
WILLIAM LYON HOMES
WLH
|
+$4.22M |
| 2 |
MFA
MFA Financial
MFA
|
+$4.16M |
| 3 |
Tenet Healthcare
THC
|
+$3.22M |
| 4 |
VISN
Vistance Networks Inc
VISN
|
+$2.96M |
| 5 |
DCH
Dauch Corp
DCH
|
+$2.83M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 24% |
| 2 | Real Estate | 10.94% |
| 3 | Financials | 7.6% |
| 4 | Industrials | 7.37% |
| 5 | Technology | 6.79% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
301
British American Tobacco
BTI
$132B
| $371K | 0.07% |
+8,900
| New | +$324K |
|
302
T. Rowe Price
TROW
$25B
| $370K | 0.07% |
3,700
| – | – |
|
303
Citigroup
C
$222B
| $367K | 0.07% |
5,900
+200
| +4% | +$12.4K |
|
304
American Homes 4 Rent
AMH
$12B
| $366K | 0.07% |
+16,100
| New | +$353K |
|
305
United Therapeutics
UTHR
$26.3B
| $364K | 0.07% |
3,100
-900
| -23% | -$105K |
|
306
IMAX
IMAX
$2.38B
| $363K | 0.07% |
+16,000
| New | +$342K |
|
307
Methode Electronics
MEI
$543M
| $363K | 0.07% |
+12,600
| New | +$344K |
|
|
RDS.A
308
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $363K | 0.07% |
5,800
-2,800
| -33% | -$173K |
|
309
Bloom Energy
BE
$52.6B
| $360K | 0.07% |
+27,900
| New | +$341K |
|
310
RingCentral
RNG
$4.05B
| $356K | 0.06% |
+3,300
| New | +$324K |
|
311
Boston Beer
SAM
$1.88B
| $354K | 0.06% |
1,200
-1,300
| -52% | -$356K |
|
312
Builders FirstSource
BLDR
$7.84B
| $350K | 0.06% |
26,200
-1,900
| -7% | -$25K |
|
313
Guidewire Software
GWRE
$11.5B
| $350K | 0.06% |
+3,600
| New | +$322K |
|
|
LTXB
314
DELISTED
LegacyTexas Financial Group Inc
LTXB
| $348K | 0.06% |
+9,300
| New | +$363K |
|
315
Pampa Energía
PAM
$4.64B
| $347K | 0.06% |
+12,600
| New | +$423K |
|
|
HSII
316
DELISTED
Heidrick & Struggles
HSII
| $345K | 0.06% |
9,000
-100
| -1% | -$3.61K |
|
317
VeriSign
VRSN
$25.3B
| $345K | 0.06% |
+1,900
| New | +$326K |
|
318
PUT
W&T Offshore
WTI
$545M
| $345K | 0.06% |
50,000
| – | – |
|
319
Conduent
CNDT
$230M
| $344K | 0.06% |
+24,900
| New | +$331K |
|
|
PTLA
320
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
| $344K | 0.06% |
+9,900
| New | +$286K |
|
|
SF
321
Stifel
SF
$12.3B
| $343K | 0.06% |
+14,625
| New | +$331K |
|
322
Aptiv
APTV
$12B
| $342K | 0.06% |
+4,300
| New | +$330K |
|
|
LM
323
DELISTED
Legg Mason, Inc.
LM
| $342K | 0.06% |
+12,500
| New | +$358K |
|
|
UNVR
324
DELISTED
Univar Solutions Inc.
UNVR
| $341K | 0.06% |
+15,400
| New | +$332K |
|
325
ArcBest
ARCB
$3.44B
| $339K | 0.06% |
+11,000
| New | +$397K |
|
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Ellington Management Group's Q1 2019 Portfolio in Review
As of Q1 2019, Ellington Management Group held 749 positions worth $549M, up 66% from $330M the previous quarter. Its ten largest holdings account for 18% of the portfolio.
Ellington Management Group deployed $179M of net new capital in Q1 2019, opening 381 new positions and adding to 92 existing holdings. Its largest new stake was State Street SPDR S&P 500 ETF Trust: 50,800 shares worth $14.3M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 24% of assets, down from 27% a quarter earlier, followed by Real Estate and Financials.
On the sell side, the largest reduction was Dauch Corp, an estimated $2.83M trimmed.
- Ellington Management Group's largest Q1 2019 buy was State Street SPDR S&P 500 ETF Trust: 50,800 shares worth $14.3M.
- Ellington Management Group added most to Williams-Sonoma in Q1 2019, an estimated $4.1M increase.
- Ellington Management Group's biggest Q1 2019 reduction was Dauch Corp, cutting an estimated $2.83M.
- Ellington Management Group fully exited WILLIAM LYON HOMES in Q1 2019, selling an estimated $4.22M.
- Ellington Management Group's ten largest holdings make up 18% of its $549M portfolio in Q1 2019.
- Ellington Management Group opened 381 new positions and closed 201 in Q1 2019.
- Ellington Management Group's portfolio value rose 66% quarter-over-quarter to $549M.
Based on Ellington Management Group's 13F filing for Q1 2019, filed 15 May 2019.