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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 | |
|---|---|---|---|---|---|---|
201
Host Hotels & Resorts
HST
$16.8B
| $500K | 0.13% |
+23,700
| New | +$501K |
|
|
TRTX
202
TPG RE Finance Trust
TRTX
$666M
| $500K | 0.13% |
+25,000
| New | +$509K |
|
203
Citigroup
C
$222B
| $495K | 0.13% |
+6,900
| New | +$488K |
|
204
CMS Energy
CMS
$23.1B
| $495K | 0.13% |
+10,100
| New | +$492K |
|
205
Hubbell
HUBB
$25.7B
| $494K | 0.13% |
+3,700
| New | +$454K |
|
206
Dollar Tree
DLTR
$23.1B
| $489K | 0.13% |
+6,000
| New | +$527K |
|
|
CBD
207
DELISTED
Companhia Brasileira de Distribuicao
CBD
| $485K | 0.13% |
+22,600
| New | +$460K |
|
208
Eli Lilly
LLY
$1.07T
| $483K | 0.13% |
+4,500
| New | +$450K |
|
209
MarketAxess Holdings
MKTX
$4.15B
| $482K | 0.13% |
+2,700
| New | +$519K |
|
210
Strategic Education
STRA
$1.71B
| $480K | 0.13% |
+3,500
| New | +$449K |
|
211
Cooper-Standard Automotive
CPS
$504M
| $468K | 0.13% |
+3,900
| New | +$523K |
|
212
Dominion Energy
D
$62.5B
| $464K | 0.12% |
+6,600
| New | +$467K |
|
213
BJs Wholesale Club
BJ
$11.9B
| $461K | 0.12% |
+17,200
| New | +$460K |
|
214
Insight Enterprises
NSIT
$3.55B
| $454K | 0.12% |
8,400
+100
| +1% | +$5.26K |
|
215
Ternium
TX
$9.29B
| $451K | 0.12% |
+14,900
| New | +$472K |
|
216
Flowserve
FLS
$9.25B
| $448K | 0.12% |
+8,200
| New | +$397K |
|
|
PRSP
217
DELISTED
Perspecta Inc. Common Stock
PRSP
| $445K | 0.12% |
+17,300
| New | +$404K |
|
218
DaVita
DVA
$15.1B
| $444K | 0.12% |
6,200
-2,525
| -29% | -$179K |
|
219
Lesaka Technologies
LSAK
$388M
| $444K | 0.12% |
+55,500
| New | +$466K |
|
220
Parker-Hannifin
PH
$125B
| $441K | 0.12% |
2,400
-2,800
| -54% | -$481K |
|
221
Crown Holdings
CCK
$12.8B
| $440K | 0.12% |
9,177
-3,356
| -27% | -$149K |
|
222
Banco Bilbao Vizcaya Argentaria
BBVA
$144B
| $437K | 0.12% |
+69,400
| New | +$462K |
|
223
Amgen
AMGN
$203B
| $435K | 0.12% |
+2,100
| New | +$414K |
|
224
Coca-Cola
KO
$354B
| $434K | 0.12% |
+9,400
| New | +$429K |
|
225
Pentair
PNR
$10.2B
| $434K | 0.12% |
+10,000
| New | +$434K |
|
Similar funds
SCM
APA
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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.