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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
Cap. Flow
-$1.06B
Cap. Flow %
-284.86%
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
LEN icon
Lennar Class A
LEN
+$4.64M
3
IVR icon
Invesco Mortgage Capital
IVR
+$3.91M
4
CRI icon
Carter's
CRI
+$3.9M
5
CASY icon
Casey's General Stores
CASY
+$3.05M

Top Sells

Rank Stock Value
1
FXI icon
iShares China Large-Cap ETF
FXI
+$23.8M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$21.5M
3
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$6.65M
4
UAL icon
United Airlines
UAL
+$3.6M
5
PRKS icon
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
LH icon
251
Labcorp
LH
$24.3B
$399K 0.11%
+2,677
New +$407K
SBS icon
252
Sabesp
SBS
$19.7B
$397K 0.11%
+347,034
New +$423K
KMX icon
253
CarMax
KMX
$8.27B
$396K 0.11%
+5,300
New +$404K
AXP icon
254
American Express
AXP
$223B
$394K 0.11%
3,700
+600
+19% +$62.4K
BUD icon
255
AB InBev
BUD
$158B
$394K 0.11%
+4,500
New +$439K
BBBY
256
Bed Bath & Beyond
BBBY
$473M
$393K 0.11%
18,900
+7,320
+63% +$180K
TRI icon
257
Thomson Reuters
TRI
$39.4B
$393K 0.11%
+7,411
New +$371K
IMH
258
DELISTED
Impac Mortgage Holdings Inc.
IMH
$389K 0.1%
51,900
– –
COWN
259
DELISTED
Cowen Inc. Class A Common Stock
COWN
$386K 0.1%
+23,700
New +$354K
DLTH icon
260
Duluth Holdings
DLTH
$160M
$385K 0.1%
+12,244
New +$335K
BKS
261
DELISTED
Barnes & Noble
BKS
$385K 0.1%
+66,300
New +$374K
TUSK icon
262
Mammoth Energy Services
TUSK
$132M
$384K 0.1%
13,200
+1,900
+17% +$62.6K
AEP icon
263
American Electric Power
AEP
$73.7B
$383K 0.1%
+5,400
New +$384K
DG icon
264
Dollar General
DG
$25.9B
$383K 0.1%
3,500
-700
-17% -$72.8K
YELL
265
DELISTED
Yellow Corporation Common Stock
YELL
$383K 0.1%
+42,700
New +$414K
HOUS
266
DELISTED
Anywhere Real Estate
HOUS
$382K 0.1%
+18,500
New +$403K
A icon
267
Agilent Technologies
A
$39.1B
$381K 0.1%
+5,400
New +$357K
COUP
268
DELISTED
Coupa Software Incorporated
COUP
$380K 0.1%
+4,800
New +$333K
NPO icon
269
Enpro
NPO
$7.05B
$379K 0.1%
+5,200
New +$384K
CALY
270
Callaway Golf Company
CALY
$3.26B
$376K 0.1%
+15,500
New +$333K
BSMX
271
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$373K 0.1%
48,100
+9,900
+26% +$77.6K
RFP
272
DELISTED
Resolute Forest Products Inc.
RFP
$373K 0.1%
28,800
-5,300
-16% -$66.3K
SYKE
273
DELISTED
SYKES Enterprises Inc
SYKE
$372K 0.1%
+12,200
New +$364K
CVI icon
274
CVR Energy
CVI
$3.36B
$370K 0.1%
+9,200
New +$345K
ENVA icon
275
Enova International
ENVA
$5.91B
$369K 0.1%
12,800
– –
9 10
11
12 13

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APA
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NIA
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HFA
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AWA
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PPSG
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PMAS
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HH
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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.