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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
Cap. Flow
+$179M
Cap. Flow %
32.65%
Top 10 Hldgs %
18.08%
Holding
749
New
381
Increased
92
Reduced
69
Closed
201

Top Buys

Rank Stock Value
1
SPY icon
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
ANF icon
Abercrombie & Fitch
ANF
+$4.94M
5
WSM icon
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
THC icon
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
HLF icon
51
PUT
Herbalife
HLF
$1.23B
$2.65M 0.48%
50,000
-100,000
-67% -$5.74M
ULTA icon
52
Ulta Beauty
ULTA
$20.4B
$2.65M 0.48%
+7,600
New +$2.3M
AEO icon
53
American Eagle Outfitters
AEO
$2.85B
$2.62M 0.48%
118,000
-88,100
-43% -$1.81M
SPOT icon
54
Spotify
SPOT
$99.2B
$2.53M 0.46%
18,200
+3,800
+26% +$520K
CNK icon
55
Cinemark Holdings
CNK
$3.82B
$2.52M 0.46%
+63,000
New +$2.46M
RESI
56
DELISTED
Front Yard Residential Corporation Common Stock
RESI
$2.52M 0.46%
+271,770
New +$2.84M
TMUS icon
57
T-Mobile US
TMUS
$193B
$2.51M 0.46%
36,382
+15,982
+78% +$1.12M
DNKN
58
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$2.49M 0.45%
+33,200
New +$2.32M
CHK
59
PUT
DELISTED
Chesapeake Energy Corporation
CHK
$2.48M 0.45%
4,000
-3,500
-47% -$1.96M
MCD icon
60
McDonald's
MCD
$188B
$2.47M 0.45%
+13,000
New +$2.36M
TCOM icon
61
Trip.com Group
TCOM
$27.5B
$2.41M 0.44%
55,100
+45,000
+446% +$1.58M
META icon
62
Meta Platforms (Facebook)
META
$1.51T
$2.33M 0.43%
14,000
+7,500
+115% +$1.19M
LUMN icon
63
Lumen
LUMN
$6.53B
$2.29M 0.42%
191,000
+138,600
+265% +$1.93M
GIS icon
64
General Mills
GIS
$19.2B
$2.28M 0.42%
+44,100
New +$2M
AAL icon
65
American Airlines Group
AAL
$9.58B
$2.26M 0.41%
71,090
+6,477
+10% +$218K
OLN icon
66
Olin
OLN
$2.64B
$2.26M 0.41%
97,546
+3,275
+3% +$78.3K
W icon
67
Wayfair
W
$11.1B
$2.2M 0.4%
14,800
-15,400
-51% -$2.01M
CBL
68
DELISTED
CBL& Associates Properties, Inc.
CBL
$2.19M 0.4%
1,413,191
+295,238
+26% +$629K
EYE icon
69
National Vision
EYE
$1.6B
$2.17M 0.39%
+68,900
New +$2.17M
EOG icon
70
EOG Resources
EOG
$78B
$2.06M 0.38%
+21,700
New +$2.07M
NYT icon
71
New York Times
NYT
$11.6B
$2.06M 0.37%
62,600
+43,000
+219% +$1.27M
COOP
72
DELISTED
Mr. Cooper
COOP
$2.04M 0.37%
212,642
+95,777
+82% +$1.29M
PBI icon
73
Pitney Bowes
PBI
$2.42B
$2.04M 0.37%
296,738
-242,748
-45% -$1.68M
MSI icon
74
PUT
Motorola Solutions
MSI
$69.4B
$2.04M 0.37%
+14,500
New +$1.88M
RDN icon
75
Radian Group
RDN
$5.14B
$1.94M 0.35%
93,572
-59,400
-39% -$1.15M
1 2
3
4 5

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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.