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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 | |
|---|---|---|---|---|---|---|
551
Abbott
ABT
$180B
| – | – |
-8,400
| Closed | -$608K |
|
552
ADT
ADT
$5.16B
| – | – |
-60,700
| Closed | -$365K |
|
553
Akebia Therapeutics
AKBA
$327M
| – | – |
-21,800
| Closed | -$121K |
|
554
Alaska Air
ALK
$5.15B
| – | – |
-7,000
| Closed | -$426K |
|
555
Advanced Micro Devices
AMD
$851B
| – | – |
-15,200
| Closed | -$281K |
|
556
Angi Inc
ANGI
$224M
| – | – |
-1,740
| Closed | -$280K |
|
557
APA Corp
APA
$12.8B
| – | – |
-19,700
| Closed | -$517K |
|
558
Archrock
AROC
$6.33B
| – | – |
-11,300
| Closed | -$85K |
|
559
Broadcom
AVGO
$1.82T
| – | – |
-16,000
| Closed | -$407K |
|
560
Avnet
AVT
$7.33B
| – | – |
-13,000
| Closed | -$469K |
|
561
Franklin Resources
BEN
$16.9B
| – | – |
-14,100
| Closed | -$418K |
|
562
Biogen
BIIB
$29.9B
| – | – |
-1,200
| Closed | -$361K |
|
563
Baker Hughes
BKR
$56.8B
| – | – |
-25,100
| Closed | -$540K |
|
564
BioMarin Pharmaceuticals
BMRN
$11.5B
| – | – |
-2,600
| Closed | -$221K |
|
565
Barnes & Noble Education
BNED
$412M
| – | – |
-185
| Closed | -$74K |
|
566
BP
BP
$113B
| – | – |
-6,191
| Closed | -$228K |
|
567
Burlington
BURL
$22B
| – | – |
-5,500
| Closed | -$895K |
|
568
Beazer Homes USA
BZH
$907M
| – | – |
-33,600
| Closed | -$319K |
|
569
Chemours
CC
$2.59B
| – | – |
-19,842
| Closed | -$560K |
|
570
Central Garden & Pet Co
CENT
$2.74B
| – | – |
-15,750
| Closed | -$434K |
|
571
C.H. Robinson
CHRW
$22B
| – | – |
-5,500
| Closed | -$462K |
|
572
Cincinnati Financial
CINF
$28.3B
| – | – |
-3,100
| Closed | -$240K |
|
573
Cleveland-Cliffs
CLF
$6.81B
| – | – |
-12,700
| Closed | -$98K |
|
574
Comcast
CMCSA
$79.1B
| – | – |
-8,800
| Closed | -$300K |
|
575
Capital One
COF
$124B
| – | – |
-2,900
| Closed | -$219K |
|
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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.