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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
+95.66%
10 Year Est. Return
–
AUM
$330M
AUM Growth
-$43.6M
Cap. Flow
-$14.2M
Cap. Flow %
-4.32%
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 27.25%
2 Miscellaneous 17.28%
3 Real Estate 9.95%
4 Industrials 7.62%
5 Consumer Staples 6.9%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EFC
1
Ellington Financial
EFC
$1.74B
$15.8M 4.78%
1,028,556
+2,636
+0.3% +$41.1K
HLF icon
2
PUT
Herbalife
HLF
$1.3B
$8.84M 2.68%
150,000
– –
NFLX icon
3
CALL
Netflix
NFLX
$326B
$8.46M 2.56%
316,000
+190,000
+151% +$5.69M
GT icon
4
CALL
Goodyear
GT
$1.8B
$7.76M 2.35%
380,000
+180,000
+90% +$3.9M
PHM icon
5
PUT
Pultegroup
PHM
$23.7B
$7.02M 2.13%
+270,000
New +$6.68M
ESV
6
PUT
DELISTED
Ensco Rowan plc
ESV
$6.41M 1.94%
+450,000
New +$11.6M
URI icon
7
CALL
United Rentals
URI
$62.9B
$5.26M 1.59%
51,300
+26,300
+105% +$3.17M
MTG icon
8
MGIC Investment
MTG
$6.36B
$4.97M 1.51%
475,006
+433,906
+1,056% +$5.08M
WLH
9
DELISTED
WILLIAM LYON HOMES
WLH
$4.22M 1.28%
+395,177
New +$5.05M
MFA
10
MFA Financial
MFA
$905M
$4.16M 1.26%
155,632
-156,518
-50% -$4.4M
AEO icon
11
American Eagle Outfitters
AEO
$2.91B
$3.98M 1.21%
206,100
+112,400
+120% +$2.34M
CRI icon
12
Carter's
CRI
$1.23B
$3.84M 1.17%
47,100
+10,200
+28% +$927K
NBR icon
13
Nabors Industries
NBR
$1.38B
$3.26M 0.99%
32,568
+22,862
+236% +$5.03M
THC icon
14
Tenet Healthcare
THC
$21.3B
$3.22M 0.98%
+187,905
New +$4.55M
PBI icon
15
Pitney Bowes
PBI
$2.39B
$3.19M 0.97%
539,486
+363,787
+207% +$2.62M
AMR icon
16
Alpha Metallurgical Resources
AMR
$2.86B
$3.19M 0.97%
+48,451
New +$3.24M
SIX
17
DELISTED
Six Flags Entertainment Corp.
SIX
$3.18M 0.96%
57,100
+40,300
+240% +$2.41M
CHK
18
PUT
DELISTED
Chesapeake Energy Corporation
CHK
$3.15M 0.95%
+7,500
New +$5.16M
VISN
19
Vistance Networks Inc
VISN
$1.48B
$2.96M 0.9%
180,818
+99,297
+122% +$2.11M
ARMK icon
20
Aramark
ARMK
$15B
$2.94M 0.89%
140,454
+96,502
+220% +$2.51M
SBUX icon
21
Starbucks
SBUX
$119B
$2.93M 0.89%
45,500
+34,100
+299% +$2.13M
F icon
22
CALL
Ford
F
$58.3B
$2.83M 0.86%
+370,000
New +$3.3M
W icon
23
Wayfair
W
$13.6B
$2.72M 0.82%
30,200
+10,500
+53% +$1.1M
FTR
24
DELISTED
Frontier Communications Corp.
FTR
$2.7M 0.82%
1,135,511
+781,618
+221% +$3.31M
HBI
25
DELISTED
Hanesbrands
HBI
$2.7M 0.82%
+215,300
New +$3.35M
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 withdrew a net $14.2M in Q4 2018, closing 334 positions and reducing 71 holdings. Its most notable exit was Invesco Mortgage Capital, an estimated $3.83M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 27% of assets, down from 27% a quarter earlier, followed by Miscellaneous and Real Estate.

Against the trend, Ellington Management Group opened a new position in WILLIAM LYON HOMES worth $4.22M.

  • 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.