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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 | |
|---|---|---|---|---|---|---|
601
Five Below
FIVE
$11.2B
| – | – |
-20,100
| Closed | -$2.06M |
|
|
FL
602
DELISTED
Foot Locker
FL
| – | – |
-29,700
| Closed | -$1.58M |
|
|
FOLD
603
DELISTED
Amicus Therapeutics
FOLD
| – | – |
-10,200
| Closed | -$98K |
|
604
Globant
GLOB
$1.35B
| – | – |
-3,600
| Closed | -$203K |
|
605
General Motors
GM
$74.7B
| – | – |
-22,108
| Closed | -$740K |
|
606
GameStop
GME
$9.5B
| – | – |
-683,600
| Closed | -$2.16M |
|
|
GRMN
607
Garmin
GRMN
$46.9B
| – | – |
-14,400
| Closed | -$912K |
|
608
Halliburton
HAL
$27.9B
| – | – |
-15,300
| Closed | -$407K |
|
609
Huntington Bancshares
HBAN
$35.1B
| – | – |
-11,700
| Closed | -$139K |
|
|
HBI
610
DELISTED
Hanesbrands
HBI
| – | – |
-215,300
| Closed | -$2.7M |
|
|
HEES
611
DELISTED
H&E Equipment Services
HEES
| – | – |
-23,981
| Closed | -$490K |
|
612
Herbalife
HLF
$1.23B
| – | – |
-15,500
| Closed | -$890K |
|
613
Houlihan Lokey
HLI
$9.68B
| – | – |
-5,900
| Closed | -$217K |
|
614
Honeywell
HON
$77.1B
| – | – |
-6,790
| Closed | -$846K |
|
615
Harrow
HROW
$1.43B
| – | – |
-16,500
| Closed | -$94K |
|
616
Hershey
HSY
$35.4B
| – | – |
-3,400
| Closed | -$364K |
|
617
Hawkins
HWKN
$2.91B
| – | – |
-10,000
| Closed | -$205K |
|
618
Howmet Aerospace
HWM
$116B
| – | – |
-26,602
| Closed | -$344K |
|
619
Hexcel
HXL
$8.32B
| – | – |
-3,500
| Closed | -$201K |
|
|
PPLI
620
People Inc
PPLI
$3.1B
| – | – |
-8,953
| Closed | -$293K |
|
621
Intel
INTC
$466B
| – | – |
-4,400
| Closed | -$206K |
|
622
John B. Sanfilippo & Son
JBSS
$949M
| – | – |
-5,200
| Closed | -$289K |
|
623
J. Jill
JILL
$252M
| – | – |
-4,345
| Closed | -$97K |
|
624
Johnson & Johnson
JNJ
$635B
| – | – |
-5,200
| Closed | -$671K |
|
625
Kinder Morgan
KMI
$73.1B
| – | – |
-11,000
| Closed | -$169K |
|
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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.