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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 | |
|---|---|---|---|---|---|---|
426
Conduent
CNDT
$230M
| – | – |
-15,900
| Closed | -$358K |
|
427
CenterPoint Energy
CNP
$29.1B
| – | – |
-7,300
| Closed | -$202K |
|
428
Coherent
COHR
$55.2B
| – | – |
-12,500
| Closed | -$591K |
|
429
Cohu
COHU
$2.39B
| – | – |
-9,200
| Closed | -$231K |
|
430
Collegium Pharmaceutical
COLL
$1.14B
| – | – |
-27,900
| Closed | -$411K |
|
431
Cooper-Standard Automotive
CPS
$504M
| – | – |
-3,900
| Closed | -$468K |
|
432
Capri Holdings
CPRI
$1.77B
| – | – |
-13,000
| Closed | -$891K |
|
433
Comstock Resources
CRK
$3.97B
| – | – |
-37,700
| Closed | -$316K |
|
434
CoStar Group
CSGP
$11.3B
| – | – |
-19,000
| Closed | -$800K |
|
|
CSR
435
Centerspace
CSR
$936M
| – | – |
-2,430
| Closed | -$145K |
|
436
Citi Trends
CTRN
$524M
| – | – |
-7,700
| Closed | -$222K |
|
437
Cognizant
CTSH
$21.5B
| – | – |
-3,100
| Closed | -$239K |
|
|
CUK
438
DELISTED
Carnival PLC
CUK
| – | – |
-4,700
| Closed | -$296K |
|
439
Cavco Industries
CVCO
$4.39B
| – | – |
-3,200
| Closed | -$810K |
|
440
Covenant Logistics
CVLG
$1.18B
| – | – |
-15,800
| Closed | -$230K |
|
441
Carvana
CVNA
$43.3B
| – | – |
-57,000
| Closed | -$674K |
|
442
Dominion Energy
D
$62.5B
| – | – |
-6,600
| Closed | -$464K |
|
443
DigitalBridge
DBRG
$2.94B
| – | – |
-17,500
| Closed | -$426K |
|
444
Donaldson
DCI
$10.8B
| – | – |
-6,300
| Closed | -$367K |
|
445
Dollar General
DG
$25.9B
| – | – |
-3,500
| Closed | -$383K |
|
446
Diodes
DIOD
$4B
| – | – |
-8,700
| Closed | -$290K |
|
447
Duluth Holdings
DLTH
$160M
| – | – |
-12,244
| Closed | -$385K |
|
448
Healthpeak Properties
DOC
$15.4B
| – | – |
-13,200
| Closed | -$347K |
|
449
DaVita
DVA
$15.1B
| – | – |
-6,200
| Closed | -$444K |
|
450
DXC Technology
DXC
$1.63B
| – | – |
-2,400
| Closed | -$224K |
|
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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.