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 | |
|---|---|---|---|---|---|---|
526
Cooper Companies
COO
$13.7B
| – | – |
-4,000
| Closed | -$235K |
|
527
ConocoPhillips
COP
$147B
| – | – |
-14,200
| Closed | -$989K |
|
528
Criteo
CRTO
$1.03B
| – | – |
-6,300
| Closed | -$207K |
|
529
Carlisle Companies
CSL
$13.6B
| – | – |
-5,400
| Closed | -$585K |
|
530
Constellium
CSTM
$3.96B
| – | – |
-125,040
| Closed | -$1.29M |
|
|
CSW
531
CSW Industrials
CSW
$4.71B
| – | – |
-6,300
| Closed | -$333K |
|
532
Cousins Properties
CUZ
$5.29B
| – | – |
-4,525
| Closed | -$175K |
|
533
Chevron
CVX
$388B
| – | – |
-4,700
| Closed | -$594K |
|
534
CoreCivic
CXW
$3.1B
| – | – |
-10,800
| Closed | -$258K |
|
535
CryoPort
CYRX
$775M
| – | – |
-25,200
| Closed | -$398K |
|
536
DuPont de Nemours
DD
$18.6B
| – | – |
-3,159
| Closed | -$527K |
|
537
Douglas Emmett
DEI
$2.06B
| – | – |
-11,200
| Closed | -$450K |
|
538
DHT Holdings
DHT
$2.97B
| – | – |
-51,900
| Closed | -$243K |
|
539
HF Sinclair
DINO
$15.9B
| – | – |
-11,300
| Closed | -$773K |
|
540
Digital Realty Trust
DLR
$73.7B
| – | – |
-1,800
| Closed | -$201K |
|
541
DTE Energy
DTE
$31.1B
| – | – |
-2,585
| Closed | -$228K |
|
542
Duke Energy
DUK
$102B
| – | – |
-14,700
| Closed | -$1.16M |
|
543
Everest Group
EG
$15.2B
| – | – |
-2,000
| Closed | -$461K |
|
544
eGain
EGAN
$176M
| – | – |
-11,800
| Closed | -$178K |
|
545
Estee Lauder
EL
$29B
| – | – |
-3,800
| Closed | -$542K |
|
546
e.l.f. Beauty
ELF
$4.56B
| – | – |
-14,300
| Closed | -$218K |
|
547
Enel Chile
ENIC
$5.96B
| – | – |
-13,000
| Closed | -$63K |
|
548
Enphase Energy
ENPH
$4.84B
| – | – |
-18,500
| Closed | -$125K |
|
549
Enerpac Tool Group
EPAC
$1.77B
| – | – |
-15,000
| Closed | -$440K |
|
550
Edgewell Personal Care
EPC
$1.27B
| – | – |
-5,100
| Closed | -$257K |
|
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.