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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 | |
|---|---|---|---|---|---|---|
651
Micron Technology
MU
$1.04T
| – | – |
-7,900
| Closed | -$251K |
|
652
Murphy USA
MUSA
$11.3B
| – | – |
-13,000
| Closed | -$996K |
|
653
Navient
NAVI
$774M
| – | – |
-12,400
| Closed | -$109K |
|
654
Netflix
NFLX
$292B
| – | – |
-32,560
| Closed | -$1.13M |
|
|
NINE
655
DELISTED
Nine Energy Service
NINE
| – | – |
-9,100
| Closed | -$205K |
|
656
Annaly Capital Management
NLY
$16.9B
| – | – |
-4,300
| Closed | -$169K |
|
657
Nokia
NOK
$50.8B
| – | – |
-23,700
| Closed | -$138K |
|
658
NRG Energy
NRG
$29.8B
| – | – |
-10,700
| Closed | -$424K |
|
659
NXP Semiconductors
NXPI
$68B
| – | – |
-3,900
| Closed | -$286K |
|
|
ADAM
660
Adamas Trust
ADAM
$777M
| – | – |
-24,300
| Closed | -$573K |
|
661
O-I Glass
OI
$1.39B
| – | – |
-37,242
| Closed | -$642K |
|
662
Par Pacific Holdings
PARR
$3.88B
| – | – |
-13,988
| Closed | -$198K |
|
663
PBF Energy
PBF
$7.29B
| – | – |
-26,100
| Closed | -$853K |
|
664
Parker-Hannifin
PH
$125B
| – | – |
-1,400
| Closed | -$209K |
|
665
PUT
Pultegroup
PHM
$24.5B
| – | – |
-270,000
| Closed | -$7.02M |
|
666
PJT Partners
PJT
$4.37B
| – | – |
-7,400
| Closed | -$287K |
|
667
LiveRamp
RAMP
$2.29B
| – | – |
-6,900
| Closed | -$267K |
|
|
RDUS
668
DELISTED
Radius Recycling
RDUS
| – | – |
-11,900
| Closed | -$256K |
|
669
RH
RH
$3.3B
| – | – |
-4,700
| Closed | -$563K |
|
670
RLJ Lodging Trust
RLJ
$1.87B
| – | – |
-11,200
| Closed | -$184K |
|
671
Ross Stores
ROST
$76.6B
| – | – |
-23,400
| Closed | -$1.95M |
|
|
SAGE
672
DELISTED
Sage Therapeutics
SAGE
| – | – |
-2,800
| Closed | -$268K |
|
|
SHOE
673
Shoe Station Group
SHOE
$395M
| – | – |
-50,800
| Closed | -$851K |
|
674
SandRidge Energy
SD
$510M
| – | – |
-22,500
| Closed | -$171K |
|
|
SEE
675
DELISTED
Sealed Air
SEE
| – | – |
-7,200
| Closed | -$251K |
|
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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.