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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 | |
|---|---|---|---|---|---|---|
|
PCMI
376
DELISTED
PCM, Inc
PCMI
| $289K | 0.05% |
+7,900
| New | +$220K |
|
377
Moelis & Co
MC
$4.98B
| $287K | 0.05% |
6,900
+100
| +1% | +$4.27K |
|
378
Galicia Financial Group
GGAL
$7.92B
| $283K | 0.05% |
11,100
+900
| +9% | +$28.2K |
|
379
Jabil
JBL
$32.8B
| $282K | 0.05% |
+10,600
| New | +$283K |
|
|
VRE
380
DELISTED
Veris Residential
VRE
| $282K | 0.05% |
+12,700
| New | +$265K |
|
|
TPC
381
Tutor Perini Cor
TPC
$4.57B
| $282K | 0.05% |
+16,500
| New | +$289K |
|
|
MDCO
382
DELISTED
Medicines Co
MDCO
| $282K | 0.05% |
+10,100
| New | +$238K |
|
383
Cushman & Wakefield Ltd
CWK
$2.98B
| $281K | 0.05% |
+15,800
| New | +$272K |
|
384
Ovintiv
OVV
$17.5B
| $281K | 0.05% |
7,760
+1,780
| +30% | +$61K |
|
|
UN
385
DELISTED
Unilever NV New York Registry Shares
UN
| $280K | 0.05% |
+4,800
| New | +$264K |
|
386
Keysight
KEYS
$54.5B
| $279K | 0.05% |
3,200
-1,100
| -26% | -$85.4K |
|
|
ATSG
387
DELISTED
Air Transport Services Group
ATSG
| $279K | 0.05% |
+12,100
| New | +$278K |
|
388
Sabesp
SBS
$19.7B
| $277K | 0.05% |
+135,101
| New | +$281K |
|
389
ON Semiconductor
ON
$33.8B
| $276K | 0.05% |
+13,400
| New | +$276K |
|
390
The RMR Group
RMR
$342M
| $274K | 0.05% |
+4,500
| New | +$296K |
|
391
Signet Jewelers
SIG
$3.55B
| $274K | 0.05% |
+10,100
| New | +$279K |
|
392
Commercial Metals
CMC
$7.63B
| $273K | 0.05% |
+16,000
| New | +$264K |
|
393
Herc Holdings
HRI
$5.43B
| $273K | 0.05% |
+7,000
| New | +$265K |
|
394
Sea Limited
SE
$61.2B
| $273K | 0.05% |
+11,600
| New | +$203K |
|
395
Vulcan Materials
VMC
$36.3B
| $272K | 0.05% |
+2,300
| New | +$248K |
|
|
TCF
396
DELISTED
TCF Financial Corporation Common Stock
TCF
| $272K | 0.05% |
+6,600
| New | +$286K |
|
397
Reinsurance Group of America
RGA
$15.7B
| $270K | 0.05% |
+1,900
| New | +$274K |
|
398
ICICI Bank
IBN
$106B
| $268K | 0.05% |
+23,400
| New | +$243K |
|
399
Magna International
MGA
$17.9B
| $268K | 0.05% |
+5,500
| New | +$277K |
|
400
Packaging Corp of America
PKG
$22.7B
| $268K | 0.05% |
+2,700
| New | +$257K |
|
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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.