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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 | |
|---|---|---|---|---|---|---|
126
CoStar Group
CSGP
$11.3B
| $800K | 0.21% |
19,000
+2,000
| +12% | +$85.5K |
|
127
Boyd Gaming
BYD
$6.47B
| $799K | 0.21% |
+23,600
| New | +$843K |
|
128
Range Resources
RRC
$9.11B
| $799K | 0.21% |
+47,000
| New | +$755K |
|
|
NFX
129
DELISTED
Newfield Exploration
NFX
| $796K | 0.21% |
+27,600
| New | +$776K |
|
|
AAN.A
130
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $795K | 0.21% |
14,600
+9,800
| +204% | +$534K |
|
131
Target
TGT
$62.1B
| $794K | 0.21% |
+9,000
| New | +$749K |
|
132
National Grid
NGG
$82.7B
| $793K | 0.21% |
17,301
+1,470
| +9% | +$69.9K |
|
133
Novartis
NVS
$295B
| $793K | 0.21% |
+10,267
| New | +$759K |
|
134
Old Dominion Freight Line
ODFL
$48.5B
| $790K | 0.21% |
+14,700
| New | +$744K |
|
|
CHS
135
DELISTED
Chicos FAS, Inc.
CHS
| $790K | 0.21% |
+91,126
| New | +$811K |
|
|
CTLT
136
DELISTED
CATALENT, INC.
CTLT
| $788K | 0.21% |
+17,300
| New | +$731K |
|
137
Medtronic
MDT
$107B
| $787K | 0.21% |
+8,000
| New | +$740K |
|
138
EnerSys
ENS
$6.95B
| $784K | 0.21% |
+9,000
| New | +$723K |
|
139
Semtech
SMTC
$11.7B
| $784K | 0.21% |
+14,100
| New | +$737K |
|
140
Adobe
ADBE
$89.5B
| $783K | 0.21% |
2,900
-400
| -12% | -$103K |
|
|
VSM
141
DELISTED
Versum Materials, Inc.
VSM
| $781K | 0.21% |
+21,700
| New | +$817K |
|
142
Novanta
NOVT
$5.04B
| $780K | 0.21% |
+11,400
| New | +$799K |
|
143
B&G Foods
BGS
$285M
| $779K | 0.21% |
28,397
+19,500
| +219% | +$605K |
|
144
Mastercard
MA
$477B
| $779K | 0.21% |
+3,500
| New | +$730K |
|
145
Verizon
VZ
$194B
| $779K | 0.21% |
14,600
+7,900
| +118% | +$418K |
|
|
ONC
146
BeOne Medicines Ltd
ONC
$33.8B
| $775K | 0.21% |
+4,500
| New | +$757K |
|
147
Transocean
RIG
$5.92B
| $763K | 0.2% |
+54,700
| New | +$679K |
|
|
JCP
148
DELISTED
J.C. Penney Company, Inc.
JCP
| $759K | 0.2% |
456,951
+373,951
| +451% | +$793K |
|
|
ESV
149
DELISTED
Ensco Rowan plc
ESV
| $759K | 0.2% |
+22,475
| New | +$643K |
|
150
Advanced Micro Devices
AMD
$851B
| $751K | 0.2% |
24,300
+11,875
| +96% | +$268K |
|
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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.