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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
AMSC icon
201
American Superconductor
AMSC
$1.48B
$350K 0.11%
+31,400
New +$268K
RFP
202
DELISTED
Resolute Forest Products Inc.
RFP
$347K 0.11%
43,800
+15,000
+52% +$165K
HWM icon
203
Howmet Aerospace
HWM
$116B
$344K 0.1%
+26,602
New +$416K
CSL icon
204
Carlisle Companies
CSL
$13.6B
$342K 0.1%
+3,400
New +$350K
TROW icon
205
T. Rowe Price
TROW
$25B
$342K 0.1%
+3,700
New +$359K
CW icon
206
Curtiss-Wright
CW
$27.7B
$337K 0.1%
+3,300
New +$369K
SNN icon
207
Smith & Nephew
SNN
$12.9B
$333K 0.1%
+8,900
New +$320K
CPT icon
208
Camden Property Trust
CPT
$11.3B
$326K 0.1%
+3,700
New +$339K
SNX icon
209
TD Synnex
SNX
$19.4B
$323K 0.1%
+8,000
New +$317K
SITC icon
210
SITE Centers
SITC
$230M
$321K 0.1%
+37,171
New +$349K
CTRA
211
DELISTED
Coterra Energy
CTRA
$320K 0.1%
+14,300
New +$345K
BZH icon
212
Beazer Homes USA
BZH
$907M
$319K 0.1%
33,600
-35,400
-51% -$352K
ZBRA icon
213
Zebra Technologies
ZBRA
$12.4B
$318K 0.1%
+2,000
New +$333K
CVI icon
214
CVR Energy
CVI
$3.36B
$310K 0.09%
9,000
-200
-2% -$7.61K
TOL icon
215
Toll Brothers
TOL
$14B
$310K 0.09%
9,400
+1,000
+12% +$32.1K
TITN icon
216
Titan Machinery
TITN
$466M
$308K 0.09%
+23,400
New +$348K
BLDR icon
217
Builders FirstSource
BLDR
$7.84B
$307K 0.09%
28,100
+8,300
+42% +$104K
GLUU
218
DELISTED
Glu Mobile Inc.
GLUU
$306K 0.09%
37,900
+18,800
+98% +$134K
SNA icon
219
Snap-on
SNA
$20.9B
$305K 0.09%
+2,100
New +$332K
LUMN icon
220
PUT
Lumen
LUMN
$6.53B
$303K 0.09%
+20,000
New +$382K
MASI
221
DELISTED
Masimo
MASI
$301K 0.09%
+2,800
New +$312K
CMCSA icon
222
Comcast
CMCSA
$79.1B
$300K 0.09%
+8,800
New +$321K
ALNY icon
223
Alnylam Pharmaceuticals
ALNY
$36.3B
$299K 0.09%
+4,100
New +$315K
C icon
224
Citigroup
C
$222B
$297K 0.09%
5,700
-1,200
-17% -$76K
IONS icon
225
Ionis Pharmaceuticals
IONS
$9.35B
$297K 0.09%
+5,500
New +$281K
7 8
9
10 11

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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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HH
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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.