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 | |
|---|---|---|---|---|---|---|
401
Covenant Logistics
CVLG
$1.18B
| $230K | 0.06% |
15,800
-600
| -4% | -$9.07K |
|
402
Fidelity National Information Services
FIS
$21.5B
| $229K | 0.06% |
+2,100
| New | +$226K |
|
|
TECD
403
DELISTED
Tech Data Corp
TECD
| $229K | 0.06% |
+3,200
| New | +$259K |
|
404
Cadence Design Systems
CDNS
$90B
| $227K | 0.06% |
+5,000
| New | +$228K |
|
405
Weibo
WB
$1.9B
| $227K | 0.06% |
+3,100
| New | +$249K |
|
406
Ulta Beauty
ULTA
$20.4B
| $226K | 0.06% |
800
-3,900
| -83% | -$995K |
|
|
THS
407
DELISTED
Treehouse Foods
THS
| $225K | 0.06% |
+4,700
| New | +$241K |
|
408
American International
AIG
$41.9B
| $224K | 0.06% |
+4,200
| New | +$225K |
|
409
Accuray
ARAY
$28.4M
| $224K | 0.06% |
49,800
+32,500
| +188% | +$128K |
|
410
DXC Technology
DXC
$1.63B
| $224K | 0.06% |
+2,400
| New | +$212K |
|
|
SWCH
411
DELISTED
Switch, Inc. Class A Common Stock
SWCH
| $224K | 0.06% |
+20,700
| New | +$249K |
|
|
TCF
412
DELISTED
TCF Financial Corporation
TCF
| $224K | 0.06% |
+9,400
| New | +$238K |
|
413
Boeing
BA
$165B
| $223K | 0.06% |
+600
| New | +$211K |
|
414
TransDigm Group
TDG
$69.2B
| $223K | 0.06% |
+600
| New | +$216K |
|
415
Churchill Downs
CHDN
$6.03B
| $222K | 0.06% |
4,800
-600
| -11% | -$28.4K |
|
416
Citi Trends
CTRN
$524M
| $222K | 0.06% |
+7,700
| New | +$227K |
|
|
ATH
417
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
| $222K | 0.06% |
+4,300
| New | +$207K |
|
418
Ecopetrol
EC
$32.9B
| $221K | 0.06% |
+8,200
| New | +$181K |
|
419
The GEO Group
GEO
$4.13B
| $221K | 0.06% |
+8,800
| New | +$225K |
|
420
Artisan Partners
APAM
$2.79B
| $220K | 0.06% |
6,800
-3,400
| -33% | -$111K |
|
|
VSTO
421
DELISTED
Vista Outdoor Inc.
VSTO
| $220K | 0.06% |
+12,300
| New | +$211K |
|
|
CBM
422
DELISTED
Cambrex Corporation
CBM
| $219K | 0.06% |
+3,200
| New | +$198K |
|
423
Veeva Systems
VEEV
$30.3B
| $218K | 0.06% |
2,000
-2,400
| -55% | -$218K |
|
424
Oneok
OKE
$58.7B
| $217K | 0.06% |
+3,200
| New | +$219K |
|
|
POLY
425
DELISTED
Plantronics, Inc.
POLY
| $217K | 0.06% |
+3,600
| New | +$246K |
|
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.