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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 | |
|---|---|---|---|---|---|---|
|
EFC
1
Ellington Financial
EFC
$1.68B
| $18.4M | 3.36% |
1,028,556
| – | – |
|
|
2
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $14.3M | 2.62% |
+50,800
| New | +$13.8M |
|
3
PUT
TransDigm Group
TDG
$69.2B
| $13.6M | 2.48% |
+30,000
| New | +$12.2M |
|
4
PUT
AT&T
T
$165B
| $12.8M | 2.34% |
+540,854
| New | +$12.4M |
|
|
TWO
5
Two Harbors Investment
TWO
$1.27B
| $7.31M | 1.33% |
+135,000
| New | +$7.56M |
|
6
PUT
Ford
F
$57.3B
| $6.85M | 1.25% |
+780,000
| New | +$6.7M |
|
7
CALL
Netflix
NFLX
$292B
| $6.78M | 1.23% |
190,000
-126,000
| -40% | -$4.37M |
|
8
Ralph Lauren
RL
$22.2B
| $6.46M | 1.18% |
49,800
+31,600
| +174% | +$3.76M |
|
|
9
Williams-Sonoma
WSM
$26.7B
| $6.38M | 1.16% |
226,800
+148,800
| +191% | +$4.1M |
|
10
Shake Shack
SHAK
$2.3B
| $6.25M | 1.14% |
105,600
+56,800
| +116% | +$2.91M |
|
|
11
Abercrombie & Fitch
ANF
$4.17B
| $6.03M | 1.1% |
+219,988
| New | +$4.94M |
|
12
lululemon athletica
LULU
$13B
| $5.95M | 1.08% |
36,300
+25,300
| +230% | +$3.69M |
|
13
Tractor Supply
TSCO
$16.3B
| $5.35M | 0.97% |
273,500
+197,000
| +258% | +$3.58M |
|
|
PMT
14
PennyMac Mortgage Investment
PMT
$849M
| $5.2M | 0.95% |
+251,256
| New | +$5.06M |
|
15
United Rentals
URI
$71.1B
| $4.93M | 0.9% |
43,130
+32,672
| +312% | +$4.03M |
|
16
PUT
The GEO Group
GEO
$4.13B
| $4.9M | 0.89% |
+255,000
| New | +$5.47M |
|
17
Ollie's Bargain Outlet
OLLI
$4.01B
| $4.5M | 0.82% |
52,700
+38,000
| +259% | +$3.06M |
|
18
Designer Brands
DBI
$277M
| $4.36M | 0.79% |
196,000
+133,557
| +214% | +$3.5M |
|
19
CALL
Essent Group
ESNT
$6.06B
| $4.34M | 0.79% |
+100,000
| New | +$4.12M |
|
20
Chipotle Mexican Grill
CMG
$40.8B
| $4.33M | 0.79% |
305,000
+125,000
| +69% | +$1.45M |
|
21
Carter's
CRI
$1.43B
| $4.28M | 0.78% |
42,500
-4,600
| -10% | -$410K |
|
22
Antero Resources
AR
$10.9B
| $4.24M | 0.77% |
479,833
+269,239
| +128% | +$2.54M |
|
23
MGIC Investment
MTG
$6.27B
| $4.2M | 0.77% |
318,242
-156,764
| -33% | -$1.95M |
|
24
Aramark
ARMK
$15B
| $4.16M | 0.76% |
194,827
+54,373
| +39% | +$1.22M |
|
25
Deckers Outdoor
DECK
$13.3B
| $4.12M | 0.75% |
+168,000
| New | +$3.82M |
|
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.