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 | |
|---|---|---|---|---|---|---|
276
Donaldson
DCI
$10.8B
| $367K | 0.1% |
+6,300
| New | +$316K |
|
|
DAY
277
DELISTED
Dayforce
DAY
| $366K | 0.1% |
+8,700
| New | +$319K |
|
278
Equitable Holdings
EQH
$13.1B
| $365K | 0.1% |
+17,000
| New | +$373K |
|
279
Kinsale Capital Group
KNSL
$7.95B
| $364K | 0.1% |
+5,700
| New | +$338K |
|
280
Mercer International
MERC
$44.9M
| $361K | 0.1% |
21,500
+2,600
| +14% | +$45.3K |
|
281
PG&E
PCG
$47.8B
| $359K | 0.1% |
+7,800
| New | +$347K |
|
282
Conduent
CNDT
$230M
| $358K | 0.1% |
+15,900
| New | +$326K |
|
283
Universal Health Services
UHS
$9.43B
| $358K | 0.1% |
+2,800
| New | +$344K |
|
284
United Therapeutics
UTHR
$26.3B
| $358K | 0.1% |
+2,800
| New | +$346K |
|
|
ZAYO
285
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $358K | 0.1% |
+10,300
| New | +$376K |
|
286
W.W. Grainger
GWW
$65.3B
| $357K | 0.1% |
+1,000
| New | +$344K |
|
287
Philips
PHG
$25.4B
| $355K | 0.1% |
10,049
-773
| -7% | -$26.4K |
|
288
PBF Energy
PBF
$7.29B
| $354K | 0.09% |
7,100
+2,000
| +39% | +$95K |
|
289
Air Products & Chemicals
APD
$66.3B
| $351K | 0.09% |
+2,100
| New | +$342K |
|
290
Insteel Industries
IIIN
$633M
| $348K | 0.09% |
+9,700
| New | +$373K |
|
|
HABT
291
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
| $348K | 0.09% |
21,800
-688
| -3% | -$9.84K |
|
292
Healthpeak Properties
DOC
$15.4B
| $347K | 0.09% |
+13,200
| New | +$347K |
|
|
CS
293
DELISTED
Credit Suisse Group
CS
| $347K | 0.09% |
+23,200
| New | +$354K |
|
|
MTOR
294
DELISTED
MERITOR, Inc.
MTOR
| $347K | 0.09% |
17,900
+5,200
| +41% | +$109K |
|
295
Green Dot
GDOT
$753M
| $346K | 0.09% |
+3,900
| New | +$324K |
|
296
Adeia
ADEA
$2.86B
| $345K | 0.09% |
+87,696
| New | +$373K |
|
|
VG
297
DELISTED
Vonage Holdings Corporation
VG
| $343K | 0.09% |
+24,200
| New | +$333K |
|
298
ArcBest
ARCB
$3.44B
| $340K | 0.09% |
+7,000
| New | +$329K |
|
299
Newmark Group
NMRK
$2.73B
| $340K | 0.09% |
+30,400
| New | +$395K |
|
300
Tyson Foods
TSN
$20.2B
| $339K | 0.09% |
+5,700
| New | +$356K |
|
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.