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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 | |
|---|---|---|---|---|---|---|
626
CarMax
KMX
$8.27B
| – | – |
-6,800
| Closed | -$427K |
|
627
Kroger
KR
$34.8B
| – | – |
-29,600
| Closed | -$814K |
|
|
KREF
628
KKR Real Estate Finance Trust
KREF
$472M
| – | – |
-10,688
| Closed | -$205K |
|
629
Kohl's
KSS
$2.03B
| – | – |
-31,100
| Closed | -$2.06M |
|
630
KT
KT
$8.84B
| – | – |
-10,800
| Closed | -$154K |
|
631
Laureate Education
LAUR
$5.18B
| – | – |
-10,500
| Closed | -$160K |
|
632
Liberty Global Class A
LBTYA
$3.31B
| – | – |
-17,900
| Closed | -$382K |
|
633
Lands' End
LE
$361M
| – | – |
-17,795
| Closed | -$253K |
|
634
Lear
LEA
$7.19B
| – | – |
-1,900
| Closed | -$233K |
|
635
Lennar Class A
LEN
$20.4B
| – | – |
-28,900
| Closed | -$1.09M |
|
636
LGI Homes
LGIH
$1.4B
| – | – |
-8,900
| Closed | -$402K |
|
637
Cheniere Energy
LNG
$56.5B
| – | – |
-4,500
| Closed | -$266K |
|
638
El Pollo Loco
LOCO
$485M
| – | – |
-24,200
| Closed | -$367K |
|
639
Lattice Semiconductor
LSCC
$17.6B
| – | – |
-26,800
| Closed | -$185K |
|
640
PUT
Lumen
LUMN
$6.53B
| – | – |
-20,000
| Closed | -$303K |
|
641
Southwest Airlines
LUV
$22.1B
| – | – |
-18,900
| Closed | -$878K |
|
642
LXP Industrial Trust
LXP
$3.53B
| – | – |
-2,720
| Closed | -$112K |
|
|
MASI
643
DELISTED
Masimo
MASI
| – | – |
-2,800
| Closed | -$301K |
|
644
McKesson
MCK
$98.5B
| – | – |
-3,700
| Closed | -$409K |
|
|
MFA
645
MFA Financial
MFA
$929M
| – | – |
-155,632
| Closed | -$4.16M |
|
646
MidCap Financial Investment
MFIC
$784M
| – | – |
-19,100
| Closed | -$237K |
|
647
Maximus
MMS
$3.14B
| – | – |
-5,700
| Closed | -$371K |
|
648
Monster Beverage
MNST
$91.4B
| – | – |
-20,800
| Closed | -$512K |
|
649
Marathon Petroleum
MPC
$90.3B
| – | – |
-3,600
| Closed | -$212K |
|
650
MSC Industrial Direct
MSM
$7.02B
| – | – |
-3,700
| Closed | -$285K |
|
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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.