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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 | |
|---|---|---|---|---|---|---|
576
HealthEquity
HQY
$7.91B
| – | – |
-9,800
| Closed | -$736K |
|
577
Heron Therapeutics
HRTX
$86.3M
| – | – |
-9,200
| Closed | -$357K |
|
578
Howmet Aerospace
HWM
$116B
| – | – |
-79,510
| Closed | -$1.04M |
|
579
Idexx Laboratories
IDXX
$42.9B
| – | – |
-1,700
| Closed | -$370K |
|
580
IDEX
IEX
$16.5B
| – | – |
-3,500
| Closed | -$478K |
|
581
Intrepid Potash
IPI
$460M
| – | – |
-1,110
| Closed | -$46K |
|
582
IQVIA
IQV
$34.7B
| – | – |
-3,700
| Closed | -$369K |
|
583
Ingersoll Rand
IR
$33B
| – | – |
-9,900
| Closed | -$291K |
|
584
Intuitive Surgical
ISRG
$121B
| – | – |
-3,600
| Closed | -$574K |
|
585
iShares Russell 2000 ETF
IWM
$80.9B
| – | – |
-3,093
| Closed | -$507K |
|
|
586
PUT
iShares Russell 2000 ETF
IWM
$80.9B
| – | – |
-404,000
| Closed | -$66.2M |
|
|
JNPR
587
DELISTED
Juniper Networks
JNPR
| – | – |
-14,300
| Closed | -$392K |
|
588
Kirby Corp
KEX
$7.95B
| – | – |
-4,800
| Closed | -$401K |
|
589
KeyCorp
KEY
$24.3B
| – | – |
-18,000
| Closed | -$352K |
|
590
Keysight
KEYS
$54.5B
| – | – |
-4,800
| Closed | -$283K |
|
591
Korn Ferry
KFY
$3.98B
| – | – |
-9,400
| Closed | -$582K |
|
592
Kinross Gold
KGC
$28.5B
| – | – |
-21,800
| Closed | -$82K |
|
593
Kosmos Energy
KOS
$1.56B
| – | – |
-10,400
| Closed | -$86K |
|
|
LADR
594
Ladder Capital
LADR
$1.25B
| – | – |
-10,000
| Closed | -$156K |
|
595
Littelfuse
LFUS
$10.2B
| – | – |
-2,300
| Closed | -$525K |
|
596
Lumentum
LITE
$59.4B
| – | – |
-3,500
| Closed | -$203K |
|
597
LivaNova
LIVN
$4.3B
| – | – |
-2,700
| Closed | -$270K |
|
598
Lattice Semiconductor
LSCC
$17.6B
| – | – |
-30,900
| Closed | -$203K |
|
|
MASI
599
DELISTED
Masimo
MASI
| – | – |
-2,900
| Closed | -$283K |
|
600
McDonald's
MCD
$188B
| – | – |
-6,100
| Closed | -$956K |
|
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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.