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 | |
|---|---|---|---|---|---|---|
601
Microchip Technology
MCHP
$42.8B
| – | – |
-5,200
| Closed | -$236K |
|
602
McKesson
MCK
$98.5B
| – | – |
-8,200
| Closed | -$1.09M |
|
603
MDU Resources
MDU
$4.44B
| – | – |
-34,714
| Closed | -$379K |
|
604
Medifast
MED
$108M
| – | – |
-1,500
| Closed | -$240K |
|
605
MidCap Financial Investment
MFIC
$784M
| – | – |
-9,500
| Closed | -$159K |
|
606
MKS Inc
MKSI
$22.2B
| – | – |
-3,300
| Closed | -$316K |
|
607
Martin Marietta Materials
MLM
$33.6B
| – | – |
-1,100
| Closed | -$246K |
|
608
Marcus & Millichap
MMI
$1.15B
| – | – |
-12,000
| Closed | -$468K |
|
609
Monolithic Power Systems
MPWR
$65.5B
| – | – |
-5,700
| Closed | -$762K |
|
610
Madison Square Garden
MSGS
$9.54B
| – | – |
-4,907
| Closed | -$1.09M |
|
611
Match Group
MTCH
$8.84B
| – | – |
-6,900
| Closed | -$267K |
|
612
Murphy Oil
MUR
$5.58B
| – | – |
-23,100
| Closed | -$780K |
|
613
Myers Industries
MYE
$1.18B
| – | – |
-12,400
| Closed | -$238K |
|
614
Navient
NAVI
$774M
| – | – |
-18,200
| Closed | -$237K |
|
615
NextEra Energy
NEE
$187B
| – | – |
-6,400
| Closed | -$267K |
|
616
Newmont
NEM
$98.2B
| – | – |
-21,600
| Closed | -$815K |
|
617
New Jersey Resources
NJR
$6.06B
| – | – |
-7,200
| Closed | -$322K |
|
618
Annaly Capital Management
NLY
$16.9B
| – | – |
-4,850
| Closed | -$200K |
|
619
NMI Holdings
NMIH
$3.25B
| – | – |
-66,600
| Closed | -$1.09M |
|
620
Northrop Grumman
NOC
$77B
| – | – |
-1,100
| Closed | -$338K |
|
621
Norfolk Southern
NSC
$78.8B
| – | – |
-4,500
| Closed | -$679K |
|
622
NetApp
NTAP
$32.9B
| – | – |
-10,000
| Closed | -$785K |
|
623
NETGEAR
NTGR
$669M
| – | – |
-3,800
| Closed | -$238K |
|
624
Nucor
NUE
$56.4B
| – | – |
-6,200
| Closed | -$388K |
|
625
Nu Skin
NUS
$247M
| – | – |
-6,200
| Closed | -$485K |
|
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.