We are live on
!
Find out more
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
(-74%)
Cap. Flow
-$1.06B
Cap. Flow
% of AUM
-284.86%
Top 10 Holdings %
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 |
Lennar Class A
LEN
|
+$4.64M |
| 3 |
Invesco Mortgage Capital
IVR
|
+$3.91M |
| 4 |
Carter's
CRI
|
+$3.9M |
| 5 |
Casey's General Stores
CASY
|
+$3.05M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares China Large-Cap ETF
FXI
|
+$23.8M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$21.5M |
| 3 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$6.65M |
| 4 |
United Airlines
UAL
|
+$3.6M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
101
Cheesecake Factory
CAKE
$4.21B
| $926K | 0.25% |
+17,300
| New | +$935K |
|
102
Herbalife
HLF
$1.23B
| $922K | 0.25% |
16,900
+5,800
| +52% | +$320K |
|
|
PXD
103
DELISTED
Pioneer Natural Resource Co.
PXD
| $906K | 0.24% |
+5,200
| New | +$930K |
|
104
Ball Corp
BALL
$17B
| $902K | 0.24% |
20,511
-3,036
| -13% | -$123K |
|
105
Helmerich & Payne
HP
$3.53B
| $894K | 0.24% |
13,000
-400
| -3% | -$25.5K |
|
|
INST
106
DELISTED
Instructure, Inc.
INST
| $892K | 0.24% |
25,200
+19,700
| +358% | +$808K |
|
107
Capri Holdings
CPRI
$1.77B
| $891K | 0.24% |
13,000
-32,200
| -71% | -$2.25M |
|
108
Wells Fargo
WFC
$261B
| $878K | 0.24% |
+16,700
| New | +$954K |
|
|
SNV
109
DELISTED
Synovus
SNV
| $875K | 0.23% |
+19,100
| New | +$961K |
|
110
Equinor
EQNR
$95.9B
| $869K | 0.23% |
+30,800
| New | +$810K |
|
|
LL
111
DELISTED
LL Flooring Holdings, Inc.
LL
| $857K | 0.23% |
+55,300
| New | +$1.11M |
|
112
Ichor Holdings
ICHR
$3.02B
| $852K | 0.23% |
+41,700
| New | +$914K |
|
|
JAG
113
DELISTED
Jagged Peak Energy Inc.
JAG
| $851K | 0.23% |
+61,500
| New | +$833K |
|
|
AVTA
114
DELISTED
Avantax, Inc. Common Stock
AVTA
| $849K | 0.23% |
21,100
+14,300
| +210% | +$521K |
|
115
Urban Outfitters
URBN
$5.99B
| $847K | 0.23% |
20,700
-55,500
| -73% | -$2.5M |
|
116
AMN Healthcare
AMN
$1.28B
| $842K | 0.23% |
+15,400
| New | +$882K |
|
|
HTZ
117
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $833K | 0.22% |
+58,701
| New | +$883K |
|
|
CONN
118
DELISTED
Conn's Inc.
CONN
| $831K | 0.22% |
23,514
+14,214
| +153% | +$508K |
|
119
Wyndham Hotels & Resorts
WH
$5.46B
| $828K | 0.22% |
+14,900
| New | +$853K |
|
120
PTC Therapeutics
PTCT
$6.37B
| $827K | 0.22% |
+17,600
| New | +$728K |
|
121
RH
RH
$3.3B
| $825K | 0.22% |
+6,300
| New | +$884K |
|
122
Ligand Pharmaceuticals
LGND
$6.02B
| $823K | 0.22% |
4,809
-1,443
| -23% | -$218K |
|
123
Cavco Industries
CVCO
$4.39B
| $810K | 0.22% |
+3,200
| New | +$741K |
|
124
Regeneron Pharmaceuticals
REGN
$68.8B
| $808K | 0.22% |
2,000
-300
| -13% | -$114K |
|
125
CBRE Group
CBRE
$40.8B
| $807K | 0.22% |
+18,300
| New | +$873K |
|
Similar funds
SCM
APA
NIA
HFA
AWA
PPSG
PMAS
HH
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.