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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 | |
|---|---|---|---|---|---|---|
301
Middleby
MIDD
$6.05B
| $336K | 0.09% |
+2,600
| New | +$297K |
|
302
Nutrien
NTR
$32.7B
| $335K | 0.09% |
5,800
-3,500
| -38% | -$194K |
|
|
ALXN
303
DELISTED
Alexion Pharmaceuticals
ALXN
| $334K | 0.09% |
+2,400
| New | +$301K |
|
|
UFS
304
DELISTED
DOMTAR CORPORATION (New)
UFS
| $334K | 0.09% |
6,400
+1,800
| +39% | +$90.7K |
|
305
Regency Centers
REG
$15B
| $330K | 0.09% |
+5,100
| New | +$325K |
|
306
Energous
WATT
$80.3M
| $330K | 0.09% |
+54
| New | +$419K |
|
307
Progressive
PGR
$124B
| $327K | 0.09% |
+4,600
| New | +$296K |
|
308
Gen Digital
GEN
$15.6B
| $326K | 0.09% |
+15,300
| New | +$312K |
|
|
RDUS
309
DELISTED
Radius Recycling
RDUS
| $325K | 0.09% |
12,000
-900
| -7% | -$27K |
|
310
Halliburton
HAL
$27.9B
| $324K | 0.09% |
+8,000
| New | +$331K |
|
311
Matrix Service
MTRX
$347M
| $323K | 0.09% |
+13,100
| New | +$277K |
|
312
Petrobras
PBR
$121B
| $323K | 0.09% |
26,800
-6,300
| -19% | -$69.9K |
|
313
Workday
WDAY
$33.4B
| $321K | 0.09% |
2,200
-100
| -4% | -$13.9K |
|
314
Sensata Technologies
ST
$6.65B
| $320K | 0.09% |
6,460
+905
| +16% | +$47.4K |
|
|
ETFC
315
DELISTED
E*Trade Financial Corporation
ETFC
| $320K | 0.09% |
+6,100
| New | +$358K |
|
|
PKD
316
DELISTED
Parker Drilling Company
PKD
| $320K | 0.09% |
107,429
+35,161
| +49% | +$145K |
|
317
KT
KT
$8.84B
| $319K | 0.09% |
+21,500
| New | +$294K |
|
318
PJT Partners
PJT
$4.37B
| $319K | 0.09% |
+6,100
| New | +$343K |
|
319
Coca-Cola Femsa
KOF
$21.6B
| $318K | 0.09% |
+5,200
| New | +$317K |
|
320
Broadridge
BR
$17.2B
| $317K | 0.08% |
+2,400
| New | +$305K |
|
321
Comstock Resources
CRK
$3.97B
| $316K | 0.08% |
+37,700
| New | +$353K |
|
322
Paylocity
PCTY
$6.71B
| $313K | 0.08% |
+3,900
| New | +$276K |
|
323
Onto Innovation
ONTO
$13.6B
| $311K | 0.08% |
8,300
-2,700
| -25% | -$106K |
|
324
Tredegar Corp
TG
$268M
| $310K | 0.08% |
+14,300
| New | +$328K |
|
325
Albemarle
ALB
$13.5B
| $309K | 0.08% |
3,100
-200
| -6% | -$19.4K |
|
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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.