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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
+5.89%
1 Year Est. Return
+23.65%
3 Year Est. Return
+16.06%
5 Year Est. Return
+95.65%
10 Year Est. Return
–
AUM
$374M
AUM Growth
-$1.06B
Cap. Flow
-$1.06B
Cap. Flow %
-284.86%
Top 10 Hldgs %
16.76%
Holding
796
New
328
Increased
77
Reduced
82
Closed
304

Top Buys

Rank Stock Value
1
MFA
MFA Financial
MFA
+$9.63M
2
LEN icon
Lennar Class A
LEN
+$4.64M
3
IVR icon
Invesco Mortgage Capital
IVR
+$3.91M
4
CRI icon
Carter's
CRI
+$3.9M
5
CASY icon
Casey's General Stores
CASY
+$3.05M

Top Sells

Rank Stock Value
1
FXI icon
iShares China Large-Cap ETF
FXI
+$23.8M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$21.5M
3
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$6.65M
4
UAL icon
United Airlines
UAL
+$3.6M
5
PRKS icon
United Parks & Resorts
PRKS
+$3.54M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 27.14%
2 Real Estate 11.79%
3 Technology 9.11%
4 Industrials 8.59%
5 Communication Services 7.15%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VSAT icon
51
Viasat
VSAT
$9.79B
$1.62M 0.43%
+25,400
New +$1.67M
FCX icon
52
Freeport-McMoran
FCX
$90B
$1.62M 0.43%
116,538
+64,538
+124% +$975K
ESNT icon
53
Essent Group
ESNT
$6.06B
$1.57M 0.42%
35,603
-12,682
-26% -$520K
OI icon
54
O-I Glass
OI
$1.39B
$1.49M 0.4%
79,081
-22,950
-22% -$413K
LGIH icon
55
LGI Homes
LGIH
$1.4B
$1.48M 0.4%
+31,266
New +$1.72M
COOP
56
DELISTED
Mr. Cooper
COOP
$1.47M 0.39%
+88,350
New +$1.53M
DAL icon
57
Delta Air Lines
DAL
$55.9B
$1.43M 0.38%
+24,800
New +$1.37M
ARMK icon
58
Aramark
ARMK
$15B
$1.36M 0.37%
43,952
+12,752
+41% +$372K
OLN icon
59
Olin
OLN
$2.64B
$1.36M 0.36%
52,970
+38,970
+278% +$1.14M
FL
60
DELISTED
Foot Locker
FL
$1.35M 0.36%
+26,500
New +$1.31M
PFSI icon
61
PennyMac Financial
PFSI
$4.38B
$1.34M 0.36%
63,930
-4,024
-6% -$83.3K
PLAY icon
62
Dave & Buster's
PLAY
$343M
$1.32M 0.35%
+20,000
New +$1.08M
WIX icon
63
WIX.com
WIX
$2.15B
$1.32M 0.35%
11,000
-8,500
-44% -$909K
DISH
64
DELISTED
DISH Network Corp.
DISH
$1.3M 0.35%
36,422
-4,422
-11% -$152K
AAP icon
65
Advance Auto Parts
AAP
$3.37B
$1.3M 0.35%
+7,700
New +$1.18M
PVH icon
66
PVH
PVH
$3.71B
$1.28M 0.34%
+8,853
New +$1.31M
BN icon
67
Brookfield
BN
$102B
$1.27M 0.34%
+79,878
New +$1.21M
NRG icon
68
NRG Energy
NRG
$29.8B
$1.27M 0.34%
33,900
+15,900
+88% +$533K
PBI icon
69
Pitney Bowes
PBI
$2.42B
$1.24M 0.33%
+175,699
New +$1.42M
LOW icon
70
Lowe's Companies
LOW
$116B
$1.22M 0.33%
10,600
-25,500
-71% -$2.66M
MAN icon
71
ManpowerGroup
MAN
$2.39B
$1.21M 0.32%
+14,100
New +$1.25M
SIX
72
DELISTED
Six Flags Entertainment Corp.
SIX
$1.17M 0.31%
+16,800
New +$1.14M
ACHC icon
73
Acadia Healthcare
ACHC
$3.17B
$1.17M 0.31%
33,236
+19,435
+141% +$774K
SKX
74
DELISTED
Skechers
SKX
$1.16M 0.31%
41,500
+3,000
+8% +$86.9K
VMW
75
DELISTED
VMware, Inc
VMW
$1.14M 0.3%
+7,300
New +$1.12M
1 2
3
4 5

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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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Ellington Management Group's Q3 2018 Portfolio in Review

As of Q3 2018, Ellington Management Group held 796 positions worth $374M, down 74% from $1.43B the previous quarter. Its ten largest holdings account for 17% of the portfolio.

Ellington Management Group withdrew a net $1.06B in Q3 2018, closing 304 positions and reducing 82 holdings. Its most notable exit was iShares China Large-Cap ETF, an estimated $23.8M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 27% of assets, up from 5.8% a quarter earlier, followed by Real Estate and Technology.

Against the trend, Ellington Management Group opened a new position in MFA Financial worth $9.18M.

  • Ellington Management Group's largest Q3 2018 buy was MFA Financial: 312,150 shares worth $9.18M.
  • Ellington Management Group added most to JetBlue in Q3 2018, an estimated $2.23M increase.
  • Ellington Management Group's biggest Q3 2018 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $21.5M.
  • Ellington Management Group fully exited iShares China Large-Cap ETF in Q3 2018, selling an estimated $23.8M.
  • Ellington Management Group's ten largest holdings make up 17% of its $374M portfolio in Q3 2018.
  • Ellington Management Group opened 328 new positions and closed 304 in Q3 2018.
  • Ellington Management Group's portfolio value fell 74% quarter-over-quarter to $374M.

Based on Ellington Management Group's 13F filing for Q3 2018, filed 14 Nov 2018.