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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
-19.63%
1 Year Est. Return
+23.65%
3 Year Est. Return
+16.06%
5 Year Est. Return
+95.65%
10 Year Est. Return
–
AUM
$330M
AUM Growth
-$43.6M
(-12%)
Cap. Flow
+$32.5M
Cap. Flow
% of AUM
9.84%
Top 10 Holdings %
Top 10 Hldgs %
22.09%
Holding
703
New
211
Increased
81
Reduced
71
Closed
334
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
MGIC Investment
MTG
|
+$5.08M |
| 2 |
WLH
WILLIAM LYON HOMES
WLH
|
+$5.05M |
| 3 |
Nabors Industries
NBR
|
+$5.03M |
| 4 |
Tenet Healthcare
THC
|
+$4.55M |
| 5 |
HBI
Hanesbrands
HBI
|
+$3.35M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
MFA
MFA Financial
MFA
|
+$4.4M |
| 2 |
Invesco Mortgage Capital
IVR
|
+$3.83M |
| 3 |
BBBY
Bed Bath & Beyond Inc
BBBY
|
+$3.63M |
| 4 |
Casey's General Stores
CASY
|
+$3.42M |
| 5 |
Lennar Class A
LEN
|
+$2.58M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 26.91% |
| 2 | Real Estate | 9.74% |
| 3 | Industrials | 7.59% |
| 4 | Consumer Staples | 6.9% |
| 5 | Financials | 5.94% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
AHT
376
Ashford Hospitality Trust
AHT
$21M
| – | – |
-22
| Closed | -$142K |
|
377
American International
AIG
$41.9B
| – | – |
-4,200
| Closed | -$224K |
|
378
Akamai
AKAM
$16.8B
| – | – |
-13,500
| Closed | -$988K |
|
379
Albemarle
ALB
$13.5B
| – | – |
-3,100
| Closed | -$309K |
|
380
Allison Transmission
ALSN
$10.1B
| – | – |
-4,600
| Closed | -$239K |
|
381
Amgen
AMGN
$203B
| – | – |
-2,100
| Closed | -$435K |
|
382
AMN Healthcare
AMN
$1.28B
| – | – |
-15,400
| Closed | -$842K |
|
383
Aon
AON
$77.3B
| – | – |
-1,800
| Closed | -$277K |
|
384
Artisan Partners
APAM
$2.79B
| – | – |
-6,800
| Closed | -$220K |
|
385
Air Products & Chemicals
APD
$66.3B
| – | – |
-2,100
| Closed | -$351K |
|
386
Accuray
ARAY
$28.4M
| – | – |
-49,800
| Closed | -$224K |
|
387
ArcBest
ARCB
$3.44B
| – | – |
-7,000
| Closed | -$340K |
|
388
AudioCodes
AUDC
$244M
| – | – |
-25,114
| Closed | -$253K |
|
389
Avery Dennison
AVY
$12.3B
| – | – |
-3,900
| Closed | -$423K |
|
|
DCH
390
PUT
Dauch Corp
DCH
$1.3B
| – | – |
-100,000
| Closed | -$1.74M |
|
391
American Express
AXP
$223B
| – | – |
-3,700
| Closed | -$394K |
|
392
Acuity Brands
AYI
$9.88B
| – | – |
-3,500
| Closed | -$550K |
|
393
Boeing
BA
$165B
| – | – |
-600
| Closed | -$223K |
|
394
Alibaba
BABA
$269B
| – | – |
-1,600
| Closed | -$264K |
|
395
Ball Corp
BALL
$17B
| – | – |
-20,511
| Closed | -$902K |
|
396
Banner Corp
BANR
$2.39B
| – | – |
-3,900
| Closed | -$242K |
|
397
Banco Bilbao Vizcaya Argentaria
BBVA
$144B
| – | – |
-69,400
| Closed | -$437K |
|
398
Bath & Body Works
BBWI
$4.01B
| – | – |
-82,384
| Closed | -$2.02M |
|
399
Brunswick
BC
$5.19B
| – | – |
-3,500
| Closed | -$235K |
|
400
Boise Cascade
BCC
$2.74B
| – | – |
-27,700
| Closed | -$1.02M |
|
Similar funds
SCM
APA
NIA
HFA
AWA
PPSG
PMAS
HH
Ellington Management Group's Q4 2018 Portfolio in Review
As of Q4 2018, Ellington Management Group held 703 positions worth $330M, down 12% from $374M the previous quarter. Its ten largest holdings account for 22% of the portfolio.
Ellington Management Group deployed $32.5M of net new capital in Q4 2018, opening 211 new positions and adding to 81 existing holdings. Its largest new stake was WILLIAM LYON HOMES: 395,177 shares worth $4.22M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 27% of assets, down from 27% a quarter earlier, followed by Real Estate and Industrials.
On the sell side, the largest reduction was MFA Financial, an estimated $4.4M trimmed.
- Ellington Management Group's largest Q4 2018 buy was WILLIAM LYON HOMES: 395,177 shares worth $4.22M.
- Ellington Management Group added most to MGIC Investment in Q4 2018, an estimated $5.08M increase.
- Ellington Management Group's biggest Q4 2018 reduction was MFA Financial, cutting an estimated $4.4M.
- Ellington Management Group fully exited Invesco Mortgage Capital in Q4 2018, selling an estimated $3.83M.
- Ellington Management Group's ten largest holdings make up 22% of its $330M portfolio in Q4 2018.
- Ellington Management Group opened 211 new positions and closed 334 in Q4 2018.
- Ellington Management Group's portfolio value fell 12% quarter-over-quarter to $330M.
Based on Ellington Management Group's 13F filing for Q4 2018, filed 14 Feb 2019.