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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 | |
|---|---|---|---|---|---|---|
551
Petrobras Class A
PBR.A
$107B
| – | – |
-50,800
| Closed | -$531K |
|
552
PG&E
PCG
$47.8B
| – | – |
-7,800
| Closed | -$359K |
|
553
Paylocity
PCTY
$6.71B
| – | – |
-3,900
| Closed | -$313K |
|
554
Penumbra
PEN
$12.5B
| – | – |
-1,600
| Closed | -$240K |
|
555
Progressive
PGR
$124B
| – | – |
-4,600
| Closed | -$327K |
|
556
Philips
PHG
$25.4B
| – | – |
-10,049
| Closed | -$355K |
|
557
Polaris
PII
$4.15B
| – | – |
-2,300
| Closed | -$232K |
|
558
Piper Sandler
PIPR
$5.14B
| – | – |
-15,600
| Closed | -$298K |
|
559
Photronics
PLAB
$1.79B
| – | – |
-13,400
| Closed | -$132K |
|
560
Dave & Buster's
PLAY
$343M
| – | – |
-20,000
| Closed | -$1.32M |
|
561
Prologis
PLD
$138B
| – | – |
-5,900
| Closed | -$400K |
|
562
Planet Fitness
PLNT
$4.23B
| – | – |
-3,700
| Closed | -$200K |
|
563
Pentair
PNR
$10.2B
| – | – |
-10,000
| Closed | -$434K |
|
564
Phillips 66
PSX
$82.9B
| – | – |
-2,500
| Closed | -$282K |
|
565
PTC Therapeutics
PTCT
$6.37B
| – | – |
-17,600
| Closed | -$827K |
|
566
ProPetro Holding
PUMP
$1.45B
| – | – |
-14,400
| Closed | -$237K |
|
567
Pixelworks
PXLW
$38.8M
| – | – |
-1,375
| Closed | -$74K |
|
568
Qualcomm
QCOM
$176B
| – | – |
-3,000
| Closed | -$216K |
|
569
Ryder
R
$10.3B
| – | – |
-3,800
| Closed | -$278K |
|
570
Ultragenyx Pharmaceutical
RARE
$2.65B
| – | – |
-3,100
| Closed | -$237K |
|
571
Regency Centers
REG
$15B
| – | – |
-5,100
| Closed | -$330K |
|
572
Regeneron Pharmaceuticals
REGN
$68.8B
| – | – |
-2,000
| Closed | -$808K |
|
573
Transocean
RIG
$5.92B
| – | – |
-54,700
| Closed | -$763K |
|
574
Range Resources
RRC
$9.11B
| – | – |
-47,000
| Closed | -$799K |
|
575
Sinclair Inc
SBGI
$974M
| – | – |
-17,770
| Closed | -$504K |
|
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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.