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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
(-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 | |
|---|---|---|---|---|---|---|
176
Intercontinental Exchange
ICE
$82.4B
| $584K | 0.16% |
7,800
+3,600
| +86% | +$271K |
|
177
EQT Corp
EQT
$33.2B
| $579K | 0.16% |
24,065
-3,857
| -14% | -$106K |
|
|
REGI
178
DELISTED
Renewable Energy Group, Inc.
REGI
| $579K | 0.16% |
+20,100
| New | +$445K |
|
179
Micron Technology
MU
$1.04T
| $570K | 0.15% |
12,600
+6,400
| +103% | +$323K |
|
|
SPLK
180
DELISTED
Splunk Inc
SPLK
| $568K | 0.15% |
+4,700
| New | +$521K |
|
181
Hartford Financial Services
HIG
$38.5B
| $560K | 0.15% |
+11,200
| New | +$576K |
|
|
NAV
182
DELISTED
Navistar International
NAV
| $558K | 0.15% |
+14,500
| New | +$605K |
|
183
Acuity Brands
AYI
$9.88B
| $550K | 0.15% |
+3,500
| New | +$502K |
|
184
Cars.com
CARS
$641M
| $549K | 0.15% |
+19,900
| New | +$556K |
|
185
MGIC Investment
MTG
$6.27B
| $547K | 0.15% |
41,100
-97,900
| -70% | -$1.21M |
|
186
Travel + Leisure Co
TNL
$4.54B
| $542K | 0.15% |
12,500
-3,400
| -21% | -$151K |
|
187
UBS Group
UBS
$170B
| $541K | 0.14% |
+34,400
| New | +$541K |
|
|
EPAY
188
DELISTED
Bottomline Technologies Inc
EPAY
| $538K | 0.14% |
+7,400
| New | +$452K |
|
189
NVIDIA
NVDA
$5.01T
| $534K | 0.14% |
+76,000
| New | +$494K |
|
190
Petrobras Class A
PBR.A
$107B
| $531K | 0.14% |
50,800
+11,200
| +28% | +$109K |
|
|
RP
191
DELISTED
RealPage, Inc.
RP
| $527K | 0.14% |
+8,000
| New | +$477K |
|
|
ISBC
192
DELISTED
Investors Bancorp, Inc.
ISBC
| $520K | 0.14% |
42,400
-8,300
| -16% | -$106K |
|
|
HDS
193
DELISTED
HD Supply Holdings, Inc.
HDS
| $518K | 0.14% |
12,100
-7,500
| -38% | -$329K |
|
194
Microsoft
MSFT
$2.84T
| $515K | 0.14% |
+4,500
| New | +$488K |
|
195
Targa Resources
TRGP
$60.4B
| $507K | 0.14% |
+9,000
| New | +$480K |
|
196
Kinder Morgan
KMI
$73.1B
| $504K | 0.13% |
28,400
+14,800
| +109% | +$265K |
|
197
Sinclair Inc
SBGI
$974M
| $504K | 0.13% |
17,770
+11,432
| +180% | +$325K |
|
|
CXO
198
DELISTED
CONCHO RESOURCES INC.
CXO
| $504K | 0.13% |
+3,300
| New | +$465K |
|
199
Evolus
EOLS
$394M
| $501K | 0.13% |
+26,902
| New | +$583K |
|
|
GWPH
200
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $501K | 0.13% |
+2,900
| New | +$418K |
|
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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.