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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
CZZ
726
DELISTED
Cosan Limited
CZZ
– –
-21,500
Closed -$189K
ZAGG
727
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
– –
-15,300
Closed -$150K
EIGI
728
DELISTED
Endurance International Group Holdings, Inc.
EIGI
– –
-22,000
Closed -$146K
ARA
729
DELISTED
American Renal Associates Holdings, Inc
ARA
– –
-15,300
Closed -$176K
PE
730
DELISTED
PARSLEY ENERGY INC
PE
– –
-10,500
Closed -$168K
TCO
731
DELISTED
Taubman Centers Inc.
TCO
– –
-15,000
Closed -$682K
HDS
732
DELISTED
HD Supply Holdings, Inc.
HDS
– –
-6,100
Closed -$229K
CCMP
733
DELISTED
CMC Materials, Inc. Common Stock
CCMP
– –
-2,100
Closed -$200K
LOGM
734
DELISTED
LogMein, Inc.
LOGM
– –
-10,000
Closed -$816K
CHK
735
DELISTED
Chesapeake Energy Corporation
CHK
– –
-4,920
Closed -$2.75M
JCP
736
DELISTED
J.C. Penney Company, Inc.
JCP
– –
-877,243
Closed -$912K
FTSV
737
DELISTED
Forty Seven, Inc. Common Stock
FTSV
– –
-10,900
Closed -$171K
LXFT
738
DELISTED
Luxoft Holding, Inc.
LXFT
– –
-6,700
Closed -$204K
CRC
739
DELISTED
California Resources Corporation
CRC
– –
-41,500
Closed -$707K
CRC
740
PUT
DELISTED
California Resources Corporation
CRC
– –
-156,800
Closed -$2.67M
NLSN
741
DELISTED
Nielsen Holdings plc
NLSN
– –
-18,000
Closed -$420K
HIBB
742
DELISTED
Hibbett, Inc. Common Stock
HIBB
– –
-31,307
Closed -$448K
SBNY
743
DELISTED
Signature Bank
SBNY
– –
-5,500
Closed -$565K
CMO
744
DELISTED
Capstead Mortgage Corp.
CMO
– –
-80,600
Closed -$538K
FTR
745
DELISTED
Frontier Communications Corp.
FTR
– –
-1,135,511
Closed -$2.7M
WLH
746
DELISTED
WILLIAM LYON HOMES
WLH
– –
-395,177
Closed -$4.22M
DO
747
PUT
DELISTED
Diamond Offshore Drilling
DO
– –
-185,000
Closed -$1.75M
GCI
748
DELISTED
Gannett Co., Inc
GCI
– –
-10,800
Closed -$92K
26 27 28 29
30

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SCM
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APA
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NIA
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HFA
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AWA
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PPSG
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PMAS
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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.