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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 | |
|---|---|---|---|---|---|---|
26
Viasat
VSAT
$9.79B
| $4.04M | 0.74% |
52,100
+20,100
| +63% | +$1.4M |
|
27
Apple
AAPL
$4.89T
| $4.01M | 0.73% |
+84,400
| New | +$3.58M |
|
|
28
PUT
Viasat
VSAT
$9.79B
| $3.95M | 0.72% |
+51,000
| New | +$3.55M |
|
|
RWT
29
Redwood Trust
RWT
$616M
| $3.76M | 0.69% |
+232,912
| New | +$3.68M |
|
30
TJX Companies
TJX
$170B
| $3.66M | 0.67% |
68,700
+19,200
| +39% | +$957K |
|
31
CALL
Radian Group
RDN
$5.14B
| $3.62M | 0.66% |
+174,500
| New | +$3.39M |
|
|
ESV
32
PUT
DELISTED
Ensco Rowan plc
ESV
| $3.56M | 0.65% |
226,775
-223,225
| -50% | -$3.89M |
|
33
PUT
Bath & Body Works
BBWI
$4.01B
| $3.54M | 0.65% |
+158,955
| New | +$3.49M |
|
|
SFIX
34
Stitch Fix
SFIX
$478M
| $3.54M | 0.65% |
125,500
+92,500
| +280% | +$2.3M |
|
35
Wingstop
WING
$3.68B
| $3.52M | 0.64% |
46,300
+37,100
| +403% | +$2.53M |
|
36
MGM Resorts International
MGM
$11.7B
| $3.5M | 0.64% |
136,198
+78,730
| +137% | +$2.16M |
|
37
PennyMac Financial
PFSI
$4.38B
| $3.4M | 0.62% |
153,000
+101,671
| +198% | +$2.23M |
|
38
FedEx
FDX
$74.5B
| $3.34M | 0.61% |
+18,400
| New | +$3.25M |
|
|
TIF
39
DELISTED
Tiffany & Co.
TIF
| $3.3M | 0.6% |
+31,300
| New | +$2.87M |
|
40
CALL
Goodyear
GT
$2.07B
| $3.27M | 0.6% |
180,000
-200,000
| -53% | -$3.89M |
|
|
SIX
41
DELISTED
Six Flags Entertainment Corp.
SIX
| $3.22M | 0.59% |
65,200
+8,100
| +14% | +$458K |
|
|
42
Goodyear
GT
$2.07B
| $3.1M | 0.56% |
170,622
+124,800
| +272% | +$2.43M |
|
|
GES
43
DELISTED
Guess Inc
GES
| $3.07M | 0.56% |
+156,600
| New | +$3.32M |
|
44
Chord Energy
CHRD
$7.79B
| $3M | 0.55% |
497,208
+64,998
| +15% | +$389K |
|
45
Constellium
CSTM
$3.96B
| $2.97M | 0.54% |
372,736
+45,835
| +14% | +$392K |
|
46
Alpha Metallurgical Resources
AMR
$1.82B
| $2.92M | 0.53% |
50,451
+2,000
| +4% | +$123K |
|
47
Sprouts Farmers Market
SFM
$7.04B
| $2.9M | 0.53% |
134,600
+30,500
| +29% | +$716K |
|
|
48
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $2.83M | 0.51% |
+10,000
| New | +$2.72M |
|
49
Walmart Inc
WMT
$871B
| $2.82M | 0.51% |
86,700
+31,500
| +57% | +$1.02M |
|
50
Nabors Industries
NBR
$1.23B
| $2.66M | 0.48% |
15,454
-17,114
| -53% | -$2.66M |
|
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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.