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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 | |
|---|---|---|---|---|---|---|
151
Procter & Gamble
PG
$343B
| $905K | 0.17% |
8,700
-1,500
| -15% | -$146K |
|
152
Petrobras Class A
PBR.A
$107B
| $904K | 0.16% |
+63,200
| New | +$885K |
|
|
STMP
153
DELISTED
Stamps.com, Inc.
STMP
| $904K | 0.16% |
+11,100
| New | +$1.56M |
|
154
Medtronic
MDT
$107B
| $902K | 0.16% |
+9,900
| New | +$886K |
|
155
Rapid7
RPD
$634M
| $896K | 0.16% |
+17,700
| New | +$758K |
|
156
Factset
FDS
$9.05B
| $894K | 0.16% |
+3,600
| New | +$805K |
|
|
WIFI
157
DELISTED
Boingo Wireless, Inc.
WIFI
| $894K | 0.16% |
+38,400
| New | +$874K |
|
|
TWOU
158
DELISTED
2U Inc
TWOU
| $879K | 0.16% |
+413
| New | +$780K |
|
159
NextEra Energy
NEE
$187B
| $851K | 0.16% |
+17,600
| New | +$805K |
|
160
PUT
KB Home
KBH
$3.48B
| $846K | 0.15% |
+35,000
| New | +$775K |
|
161
Element Solutions
ESI
$9.12B
| $820K | 0.15% |
+81,200
| New | +$900K |
|
162
Public Service Enterprise Group
PEG
$39.8B
| $820K | 0.15% |
+13,800
| New | +$771K |
|
163
Tyson Foods
TSN
$20.2B
| $812K | 0.15% |
+11,700
| New | +$724K |
|
164
Ventas
VTR
$48.9B
| $798K | 0.15% |
+12,500
| New | +$781K |
|
|
ICPT
165
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $794K | 0.14% |
+7,100
| New | +$776K |
|
166
Xcel Energy
XEL
$51B
| $793K | 0.14% |
+14,100
| New | +$750K |
|
|
ETFC
167
DELISTED
E*Trade Financial Corporation
ETFC
| $785K | 0.14% |
+16,900
| New | +$805K |
|
168
Adobe
ADBE
$89.5B
| $773K | 0.14% |
2,900
+700
| +32% | +$176K |
|
169
Vale
VALE
$62.9B
| $757K | 0.14% |
+58,000
| New | +$750K |
|
170
Norfolk Southern
NSC
$78.8B
| $748K | 0.14% |
+4,000
| New | +$692K |
|
171
Dollar General
DG
$25.9B
| $740K | 0.13% |
+6,200
| New | +$721K |
|
172
Ionis Pharmaceuticals
IONS
$9.35B
| $739K | 0.13% |
9,100
+3,600
| +65% | +$232K |
|
173
Estee Lauder
EL
$29B
| $728K | 0.13% |
+4,400
| New | +$646K |
|
|
PRTY
174
DELISTED
Party City Holdco Inc.
PRTY
| $725K | 0.13% |
91,300
-12,900
| -12% | -$134K |
|
175
Conagra Brands
CAG
$7.07B
| $718K | 0.13% |
25,900
-16,200
| -38% | -$371K |
|
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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.