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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 | |
|---|---|---|---|---|---|---|
376
AudioCodes
AUDC
$244M
| $253K | 0.07% |
+25,114
| New | +$244K |
|
377
Future Fuel
FF
$204M
| $250K | 0.07% |
+13,500
| New | +$200K |
|
|
AFI
378
DELISTED
Armstrong Flooring, Inc.
AFI
| $250K | 0.07% |
+13,800
| New | +$224K |
|
379
Mueller Industries
MLI
$14.1B
| $249K | 0.07% |
+34,400
| New | +$265K |
|
380
Palo Alto Networks
PANW
$264B
| $248K | 0.07% |
+6,600
| New | +$240K |
|
381
Motorola Solutions
MSI
$69.4B
| $247K | 0.07% |
+1,900
| New | +$235K |
|
|
KAMN
382
DELISTED
Kaman Corp
KAMN
| $247K | 0.07% |
3,700
+400
| +12% | +$26.5K |
|
|
BID
383
DELISTED
Sotheby's
BID
| $246K | 0.07% |
+5,000
| New | +$253K |
|
384
Sony
SONY
$123B
| $243K | 0.07% |
+20,000
| New | +$220K |
|
|
EXPR
385
DELISTED
Express, Inc.
EXPR
| $243K | 0.07% |
+1,100
| New | +$225K |
|
386
Banner Corp
BANR
$2.39B
| $242K | 0.06% |
+3,900
| New | +$249K |
|
|
CNR
387
DELISTED
Cornerstone Building Brands, Inc.
CNR
| $242K | 0.06% |
16,000
+3,900
| +32% | +$65K |
|
388
Penumbra
PEN
$12.5B
| $240K | 0.06% |
+1,600
| New | +$224K |
|
389
Allison Transmission
ALSN
$10.1B
| $239K | 0.06% |
4,600
-19,300
| -81% | -$905K |
|
390
Cognizant
CTSH
$21.5B
| $239K | 0.06% |
+3,100
| New | +$243K |
|
391
Crocs
CROX
$6.69B
| $238K | 0.06% |
11,200
+800
| +8% | +$15.4K |
|
392
Horace Mann Educators
HMN
$2.1B
| $238K | 0.06% |
+5,300
| New | +$241K |
|
393
ProPetro Holding
PUMP
$1.45B
| $237K | 0.06% |
+14,400
| New | +$232K |
|
394
Ultragenyx Pharmaceutical
RARE
$2.65B
| $237K | 0.06% |
+3,100
| New | +$252K |
|
395
Brunswick
BC
$5.19B
| $235K | 0.06% |
+3,500
| New | +$232K |
|
396
Polaris
PII
$4.15B
| $232K | 0.06% |
+2,300
| New | +$257K |
|
397
Zscaler
ZS
$23B
| $232K | 0.06% |
+5,700
| New | +$230K |
|
398
Cohu
COHU
$2.39B
| $231K | 0.06% |
+9,200
| New | +$230K |
|
399
Cencora
COR
$60.3B
| $231K | 0.06% |
+2,500
| New | +$216K |
|
400
MSCI
MSCI
$40B
| $231K | 0.06% |
+1,300
| New | +$226K |
|
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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.