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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 | |
|---|---|---|---|---|---|---|
201
Tootsie Roll Industries
TR
$2.82B
| $603K | 0.11% |
+19,924
| New | +$561K |
|
202
Duluth Holdings
DLTH
$160M
| $601K | 0.11% |
+25,200
| New | +$599K |
|
203
Jazz Pharmaceuticals
JAZZ
$15.9B
| $600K | 0.11% |
+4,200
| New | +$548K |
|
|
NGHC
204
DELISTED
National General Holdings Corp
NGHC
| $600K | 0.11% |
+25,300
| New | +$623K |
|
205
Unisys
UIS
$227M
| $598K | 0.11% |
+51,200
| New | +$661K |
|
206
Prologis
PLD
$138B
| $597K | 0.11% |
+8,300
| New | +$566K |
|
207
Ericsson
ERIC
$30.7B
| $592K | 0.11% |
+64,500
| New | +$583K |
|
208
Banco Macro
BMA
$5.7B
| $586K | 0.11% |
12,800
+6,100
| +91% | +$314K |
|
209
New Oriental
EDU
$7.84B
| $586K | 0.11% |
+6,500
| New | +$489K |
|
210
PVH
PVH
$3.71B
| $584K | 0.11% |
4,790
+1,010
| +27% | +$111K |
|
|
NE
211
DELISTED
Noble Corporation
NE
| $576K | 0.11% |
200,633
-371,367
| -65% | -$1.16M |
|
212
Brighthouse Financial
BHF
$3.63B
| $566K | 0.1% |
+15,600
| New | +$584K |
|
|
BERY
213
DELISTED
Berry Global Group, Inc.
BERY
| $555K | 0.1% |
+11,217
| New | +$532K |
|
214
Tyler Technologies
TYL
$12.2B
| $552K | 0.1% |
2,700
+300
| +13% | +$59.4K |
|
215
Amgen
AMGN
$203B
| $551K | 0.1% |
+2,900
| New | +$554K |
|
216
Piper Sandler
PIPR
$5.14B
| $539K | 0.1% |
+29,600
| New | +$525K |
|
217
America Movil
AMX
$78.1B
| $537K | 0.1% |
+37,600
| New | +$567K |
|
218
Allison Transmission
ALSN
$10.1B
| $530K | 0.1% |
+11,800
| New | +$560K |
|
219
Itaú Unibanco
ITUB
$91.3B
| $529K | 0.1% |
+82,460
| New | +$583K |
|
220
Johnson Controls International
JCI
$87.5B
| $528K | 0.1% |
+14,300
| New | +$491K |
|
221
Enova International
ENVA
$5.91B
| $525K | 0.1% |
23,000
+10,000
| +77% | +$235K |
|
222
Northern Trust
NTRS
$22.2B
| $524K | 0.1% |
+5,800
| New | +$523K |
|
223
Coca-Cola Femsa
KOF
$21.6B
| $521K | 0.1% |
+7,900
| New | +$495K |
|
|
GOL
224
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
| $521K | 0.1% |
+39,900
| New | +$556K |
|
|
VSTO
225
DELISTED
Vista Outdoor Inc.
VSTO
| $521K | 0.1% |
+65,100
| New | +$637K |
|
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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.