We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
476
Horace Mann Educators
HMN
$2.1B
| – | – |
-5,300
| Closed | -$238K |
|
|
HOUS
477
DELISTED
Anywhere Real Estate
HOUS
| – | – |
-18,500
| Closed | -$382K |
|
478
Helmerich & Payne
HP
$3.41B
| – | – |
-13,000
| Closed | -$894K |
|
479
HP
HPQ
$24.1B
| – | – |
-40,000
| Closed | -$1.03M |
|
480
Hormel Foods
HRL
$14.3B
| – | – |
-24,100
| Closed | -$950K |
|
481
Host Hotels & Resorts
HST
$17B
| – | – |
-23,700
| Closed | -$500K |
|
482
Hubbell
HUBB
$25.3B
| – | – |
-3,700
| Closed | -$494K |
|
483
Humana
HUM
$45.9B
| – | – |
-2,000
| Closed | -$677K |
|
484
Huntsman Corp
HUN
$2.1B
| – | – |
-40,900
| Closed | -$1.11M |
|
485
MarineMax
HZO
$789M
| – | – |
-19,400
| Closed | -$412K |
|
486
Intercontinental Exchange
ICE
$83.6B
| – | – |
-7,800
| Closed | -$584K |
|
487
ICF International
ICFI
$1.47B
| – | – |
-5,500
| Closed | -$415K |
|
488
Ichor Holdings
ICHR
$2.64B
| – | – |
-41,700
| Closed | -$852K |
|
489
ICU Medical
ICUI
$4B
| – | – |
-900
| Closed | -$254K |
|
|
BRSL
490
Brightstar Lottery PLC
BRSL
$1.95B
| – | – |
-93,745
| Closed | -$1.85M |
|
491
Insteel Industries
IIIN
$629M
| – | – |
-9,700
| Closed | -$348K |
|
492
Immersion
IMMR
$246M
| – | – |
-14,900
| Closed | -$157K |
|
493
Iron Mountain
IRM
$37.6B
| – | – |
-20,500
| Closed | -$708K |
|
494
Itaú Unibanco
ITUB
$91.7B
| – | – |
-57,928
| Closed | -$309K |
|
|
495
Invesco Mortgage Capital
IVR
$767M
| – | – |
-24,219
| Closed | -$3.83M |
|
496
JetBlue
JBLU
$2.01B
| – | – |
-131,300
| Closed | -$2.54M |
|
497
Jones Lang LaSalle
JLL
$15.3B
| – | – |
-2,900
| Closed | -$419K |
|
498
St. Joe Company
JOE
$3.54B
| – | – |
-11,400
| Closed | -$192K |
|
499
Kennametal
KMT
$2.66B
| – | – |
-7,000
| Closed | -$305K |
|
500
Kinsale Capital Group
KNSL
$8.19B
| – | – |
-5,700
| Closed | -$364K |
|
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.