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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
CHTR icon
76
Charter Communications
CHTR
$14.7B
$1.23M 0.37%
4,320
-2,323
-35% -$729K
BGS icon
77
B&G Foods
BGS
$285M
$1.18M 0.36%
40,704
+12,307
+43% +$352K
CAKE icon
78
Cheesecake Factory
CAKE
$4.21B
$1.17M 0.35%
26,900
+9,600
+55% +$465K
ACHC icon
79
Acadia Healthcare
ACHC
$3.17B
$1.13M 0.34%
43,927
+10,691
+32% +$370K
LEN icon
80
Lennar Class A
LEN
$20.4B
$1.09M 0.33%
28,900
-63,187
-69% -$2.58M
PFSI icon
81
PennyMac Financial
PFSI
$4.38B
$1.09M 0.33%
51,329
-12,601
-20% -$258K
INST
82
DELISTED
Instructure, Inc.
INST
$1.09M 0.33%
29,000
+3,800
+15% +$134K
STWD icon
83
Starwood Property Trust
STWD
$6.12B
$1.09M 0.33%
+55,100
New +$1.19M
URI icon
84
United Rentals
URI
$71.1B
$1.07M 0.33%
+10,458
New +$1.26M
YUM icon
85
Yum! Brands
YUM
$41B
$1.05M 0.32%
+11,400
New +$1.02M
PRTY
86
DELISTED
Party City Holdco Inc.
PRTY
$1.04M 0.32%
+104,200
New +$1.13M
AAIC
87
DELISTED
Arlington Asset Investment Corp.
AAIC
$1.03M 0.31%
+142,079
New +$1.19M
HA
88
DELISTED
Hawaiian Holdings, Inc.
HA
$1.01M 0.31%
38,400
+12,900
+51% +$437K
MUSA icon
89
Murphy USA
MUSA
$11.3B
$996K 0.3%
13,000
-12,600
-49% -$994K
CVS icon
90
CVS Health
CVS
$137B
$989K 0.3%
+15,100
New +$1.13M
DISH
91
DELISTED
DISH Network Corp.
DISH
$987K 0.3%
39,526
+3,104
+9% +$97.4K
OLLI icon
92
Ollie's Bargain Outlet
OLLI
$4.01B
$978K 0.3%
14,700
-11,000
-43% -$915K
SKX
93
DELISTED
Skechers
SKX
$961K 0.29%
42,000
+500
+1% +$13.1K
AAP icon
94
Advance Auto Parts
AAP
$3.37B
$945K 0.29%
6,000
-1,700
-22% -$284K
PG icon
95
Procter & Gamble
PG
$343B
$938K 0.28%
+10,200
New +$912K
GT icon
96
Goodyear
GT
$2.07B
$935K 0.28%
+45,822
New +$992K
HLF icon
97
Herbalife
HLF
$1.23B
$914K 0.28%
15,500
-1,400
-8% -$77.3K
GRMN
98
Garmin
GRMN
$46.9B
$912K 0.28%
14,400
-32,000
-69% -$2.07M
JCP
99
DELISTED
J.C. Penney Company, Inc.
JCP
$912K 0.28%
877,243
+420,292
+92% +$589K
CAG icon
100
Conagra Brands
CAG
$7.07B
$899K 0.27%
+42,100
New +$1.36M
2 3
4
5 6

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APA
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NIA
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HFA
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AWA
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PPSG
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PMAS
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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.