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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 | |
|---|---|---|---|---|---|---|
176
Wendy's
WEN
$1.33B
| $714K | 0.13% |
+39,900
| New | +$679K |
|
|
HABT
177
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
| $702K | 0.13% |
64,900
+23,300
| +56% | +$257K |
|
178
BJs Wholesale Club
BJ
$11.9B
| $690K | 0.13% |
+25,200
| New | +$643K |
|
179
Mondelez International
MDLZ
$77.7B
| $689K | 0.13% |
+13,800
| New | +$633K |
|
180
Yum! Brands
YUM
$41B
| $689K | 0.13% |
6,900
-4,500
| -39% | -$426K |
|
181
MasTec
MTZ
$26.7B
| $688K | 0.13% |
+14,300
| New | +$643K |
|
|
VRS
182
DELISTED
Verso Corporation
VRS
| $685K | 0.12% |
32,000
+22,200
| +227% | +$512K |
|
183
TechnipFMC
FTI
$30.6B
| $682K | 0.12% |
+38,976
| New | +$659K |
|
184
Global Net Lease
GNL
$1.87B
| $675K | 0.12% |
+35,700
| New | +$681K |
|
|
ENIA
185
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
| $665K | 0.12% |
+74,500
| New | +$719K |
|
186
Flowers Foods
FLO
$1.64B
| $661K | 0.12% |
31,000
-5,400
| -15% | -$108K |
|
187
Brown-Forman Class B
BF.B
$12B
| $654K | 0.12% |
12,400
-2,200
| -15% | -$107K |
|
188
Caterpillar
CAT
$409B
| $650K | 0.12% |
+4,800
| New | +$638K |
|
|
GPMT
189
Granite Point Mortgage Trust
GPMT
$63.7M
| $650K | 0.12% |
+35,000
| New | +$661K |
|
190
CBRE Group
CBRE
$40.8B
| $643K | 0.12% |
13,000
+7,300
| +128% | +$343K |
|
|
UNIT
191
PUT
Uniti Group
UNIT
$2.63B
| $638K | 0.12% |
+57,000
| New | +$834K |
|
|
VAR
192
DELISTED
Varian Medical Systems, Inc.
VAR
| $638K | 0.12% |
+4,500
| New | +$591K |
|
|
TECD
193
DELISTED
Tech Data Corp
TECD
| $635K | 0.12% |
6,200
+1,300
| +27% | +$127K |
|
194
Integer Holdings
ITGR
$3.35B
| $634K | 0.12% |
+8,400
| New | +$687K |
|
195
Pfizer
PFE
$140B
| $629K | 0.11% |
+15,599
| New | +$625K |
|
|
WFT
196
CALL
DELISTED
Weatherford International plc
WFT
| $629K | 0.11% |
900,000
| – | – |
|
|
NBL
197
DELISTED
Noble Energy, Inc.
NBL
| $618K | 0.11% |
+25,000
| New | +$566K |
|
198
Stanley Black & Decker
SWK
$14.2B
| $613K | 0.11% |
+4,500
| New | +$587K |
|
199
B&G Foods
BGS
$285M
| $611K | 0.11% |
25,004
-15,700
| -39% | -$411K |
|
200
Lincoln National
LNC
$7.91B
| $610K | 0.11% |
+10,400
| New | +$616K |
|
Similar funds
SCM
APA
NIA
HFA
AWA
PPSG
PMAS
HH
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.