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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 | |
|---|---|---|---|---|---|---|
626
NatWest
NWG
$71.5B
| – | – |
-26,743
| Closed | -$196K |
|
627
News Corp Class B
NWS
$16.4B
| – | – |
-12,000
| Closed | -$190K |
|
628
Ormat Technologies
ORA
$6.11B
| – | – |
-3,799
| Closed | -$202K |
|
629
Occidental Petroleum
OXY
$57B
| – | – |
-3,100
| Closed | -$259K |
|
630
Bank OZK
OZK
$5.49B
| – | – |
-12,300
| Closed | -$554K |
|
|
PARA
631
DELISTED
Paramount Global Class B
PARA
| – | – |
-4,900
| Closed | -$275K |
|
|
PDM
632
Piedmont Realty Trust
PDM
$1.22B
| – | – |
-15,000
| Closed | -$299K |
|
633
PetMed Express
PETS
$42.5M
| – | – |
-8,800
| Closed | -$388K |
|
634
Performance Food Group
PFGC
$17.5B
| – | – |
-6,500
| Closed | -$239K |
|
635
Procter & Gamble
PG
$343B
| – | – |
-3,300
| Closed | -$258K |
|
636
Pultegroup
PHM
$24.5B
| – | – |
-18,300
| Closed | -$526K |
|
|
PINC
637
DELISTED
Premier
PINC
| – | – |
-12,400
| Closed | -$451K |
|
638
Children's Place
PLCE
$53.6M
| – | – |
-27,800
| Closed | -$3.36M |
|
639
ePlus
PLUS
$2.33B
| – | – |
-5,600
| Closed | -$263K |
|
640
Perdoceo Education
PRDO
$1.9B
| – | – |
-12,300
| Closed | -$199K |
|
641
Quanta Services
PWR
$93.9B
| – | – |
-7,600
| Closed | -$254K |
|
642
Radian Group
RDN
$5.14B
| – | – |
-31,600
| Closed | -$513K |
|
643
Royal Gold
RGLD
$17.1B
| – | – |
-5,600
| Closed | -$520K |
|
644
Rio Tinto
RIO
$148B
| – | – |
-4,000
| Closed | -$222K |
|
645
Rithm Capital
RITM
$5.09B
| – | – |
-16,800
| Closed | -$294K |
|
646
The RMR Group
RMR
$342M
| – | – |
-5,100
| Closed | -$400K |
|
647
RTX Corp
RTX
$287B
| – | – |
-9,852
| Closed | -$775K |
|
648
Rush Enterprises Class A
RUSHA
$5.95B
| – | – |
-14,175
| Closed | -$273K |
|
649
Ryanair
RYAAY
$29.5B
| – | – |
-5,250
| Closed | -$240K |
|
650
Banco Santander
SAN
$194B
| – | – |
-115,096
| Closed | -$589K |
|
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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.