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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
Cap. Flow
-$1.06B
Cap. Flow %
-284.86%
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
LEN icon
Lennar Class A
LEN
+$4.64M
3
IVR icon
Invesco Mortgage Capital
IVR
+$3.91M
4
CRI icon
Carter's
CRI
+$3.9M
5
CASY icon
Casey's General Stores
CASY
+$3.05M

Top Sells

Rank Stock Value
1
FXI icon
iShares China Large-Cap ETF
FXI
+$23.8M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$21.5M
3
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$6.65M
4
UAL icon
United Airlines
UAL
+$3.6M
5
PRKS icon
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
AMT icon
501
American Tower
AMT
$77.7B
– –
-6,400
Closed -$923K
ASML icon
502
ASML
ASML
$675B
– –
-1,300
Closed -$257K
AVGO icon
503
Broadcom
AVGO
$1.82T
– –
-34,000
Closed -$825K
AXON
504
Axon Enterprise
AXON
$40.5B
– –
-4,500
Closed -$284K
AZN icon
505
AstraZeneca
AZN
$263B
– –
-8,750
Closed -$614K
AZO icon
506
AutoZone
AZO
$48.3B
– –
-1,100
Closed -$738K
BAND
507
Bandwidth Inc
BAND
$1.91B
– –
-7,700
Closed -$292K
BBAR icon
508
BBVA Argentina
BBAR
$3.85B
– –
-16,800
Closed -$208K
BBD icon
509
Banco Bradesco
BBD
$38.1B
– –
-32,263
Closed -$139K
BEN icon
510
Franklin Resources
BEN
$16.9B
– –
-28,200
Closed -$904K
BFH icon
511
Bread Financial
BFH
$4.21B
– –
-4,010
Closed -$746K
BIIB icon
512
Biogen
BIIB
$29.9B
– –
-700
Closed -$203K
BLFS icon
513
BioLife Solutions
BLFS
$1.46B
– –
-10,700
Closed -$122K
BZUN
514
Baozun
BZUN
$144M
– –
-12,300
Closed -$673K
CATO icon
515
Cato Corp
CATO
$65.9M
– –
-9,300
Closed -$229K
CBT icon
516
Cabot Corp
CBT
$4.65B
– –
-3,300
Closed -$204K
CCI icon
517
Crown Castle
CCI
$32.7B
– –
-2,300
Closed -$248K
CDP icon
518
COPT Defense Properties
CDP
$4.31B
– –
-24,400
Closed -$707K
CHMI
519
Cherry Hill Mortgage Investment Corp
CHMI
$83M
– –
-63,634
Closed -$1.14M
CHRW icon
520
C.H. Robinson
CHRW
$22B
– –
-5,000
Closed -$418K
CIEN icon
521
Ciena
CIEN
$55.3B
– –
-25,200
Closed -$668K
CIVI
522
DELISTED
Civitas Resources
CIVI
– –
-6,500
Closed -$246K
CLSD
523
DELISTED
Clearside Biomedical
CLSD
– –
-867
Closed -$139K
CMG icon
524
Chipotle Mexican Grill
CMG
$40.8B
– –
-60,000
Closed -$518K
CMP icon
525
Compass Minerals
CMP
$1.24B
– –
-4,500
Closed -$296K
19 20
21
22 23

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SCM
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APA
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NIA
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HFA
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AWA
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PPSG
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PMAS
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HH
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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.