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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
Cap. Flow
+$32.5M
Cap. Flow %
9.84%
Top 10 Hldgs %
22.09%
Holding
703
New
211
Increased
81
Reduced
71
Closed
334

Top Buys

Rank Stock Value
1
MTG icon
MGIC Investment
MTG
+$5.08M
2
WLH
WILLIAM LYON HOMES
WLH
+$5.05M
3
NBR icon
Nabors Industries
NBR
+$5.03M
4
THC icon
Tenet Healthcare
THC
+$4.55M
5
HBI
Hanesbrands
HBI
+$3.35M

Top Sells

Rank Stock Value
1
MFA
MFA Financial
MFA
+$4.4M
2
IVR icon
Invesco Mortgage Capital
IVR
+$3.83M
3
BBBY
Bed Bath & Beyond Inc
BBBY
+$3.63M
4
CASY icon
Casey's General Stores
CASY
+$3.42M
5
LEN icon
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
CRC
26
PUT
DELISTED
California Resources Corporation
CRC
$2.67M 0.81%
+156,800
New +$4.46M
DCH
27
Dauch Corp
DCH
$1.3B
$2.55M 0.77%
+230,071
New +$3.08M
RDN icon
28
Radian Group
RDN
$5.14B
$2.5M 0.76%
+152,972
New +$2.79M
SFM icon
29
Sprouts Farmers Market
SFM
$7.04B
$2.45M 0.74%
+104,100
New +$2.71M
BYD icon
30
Boyd Gaming
BYD
$6.47B
$2.41M 0.73%
115,876
+92,276
+391% +$2.43M
CHRD icon
31
Chord Energy
CHRD
$7.79B
$2.39M 0.72%
432,210
+352,731
+444% +$3.2M
HRB icon
32
H&R Block
HRB
$5.18B
$2.38M 0.72%
93,900
+15,200
+19% +$406K
CSTM icon
33
Constellium
CSTM
$3.96B
$2.29M 0.69%
+326,901
New +$2.91M
SHAK icon
34
Shake Shack
SHAK
$2.3B
$2.22M 0.67%
48,800
-9,900
-17% -$511K
TJX icon
35
TJX Companies
TJX
$170B
$2.21M 0.67%
49,500
+19,100
+63% +$965K
GME icon
36
GameStop
GME
$9.5B
$2.16M 0.65%
+683,600
New +$2.39M
CBL
37
DELISTED
CBL& Associates Properties, Inc.
CBL
$2.15M 0.65%
+1,117,953
New +$3.28M
AAL icon
38
American Airlines Group
AAL
$9.58B
$2.08M 0.63%
64,613
-7,487
-10% -$261K
CHK
39
DELISTED
Chesapeake Energy Corporation
CHK
$2.07M 0.63%
4,920
+4,845
+6,460% +$3.33M
KSS icon
40
Kohl's
KSS
$2.03B
$2.06M 0.63%
31,100
-17,000
-35% -$1.19M
FIVE icon
41
Five Below
FIVE
$11.2B
$2.06M 0.62%
20,100
+2,800
+16% +$309K
DLTR icon
42
Dollar Tree
DLTR
$23.1B
$2.05M 0.62%
22,700
+16,700
+278% +$1.41M
AR icon
43
Antero Resources
AR
$10.9B
$1.98M 0.6%
+210,594
New +$3.11M
WSM icon
44
Williams-Sonoma
WSM
$26.7B
$1.97M 0.6%
+78,000
New +$2.23M
ROST icon
45
Ross Stores
ROST
$76.6B
$1.95M 0.59%
+23,400
New +$2.12M
FCX icon
46
Freeport-McMoran
FCX
$90B
$1.91M 0.58%
185,493
+68,955
+59% +$804K
OLN icon
47
Olin
OLN
$2.64B
$1.9M 0.57%
94,271
+41,301
+78% +$881K
VSAT icon
48
Viasat
VSAT
$9.79B
$1.89M 0.57%
32,000
+6,600
+26% +$428K
RL icon
49
Ralph Lauren
RL
$22.2B
$1.88M 0.57%
+18,200
New +$2.15M
UAL icon
50
United Airlines
UAL
$38.4B
$1.87M 0.57%
+22,300
New +$1.96M
1
2
3 4 5

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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.