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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
AEO icon
26
American Eagle Outfitters
AEO
$2.85B
$2.33M 0.62%
93,700
+21,100
+29% +$534K
FTR
27
DELISTED
Frontier Communications Corp.
FTR
$2.3M 0.62%
353,893
-40,634
-10% -$222K
FIVE icon
28
Five Below
FIVE
$11.2B
$2.25M 0.6%
17,300
-3,500
-17% -$389K
MIK
29
DELISTED
Michaels Stores, Inc
MIK
$2.24M 0.6%
+138,100
New +$2.63M
COST icon
30
Costco
COST
$415B
$2.23M 0.6%
9,500
+3,500
+58% +$788K
SPOT icon
31
Spotify
SPOT
$99.2B
$2.21M 0.59%
+12,200
New +$2.24M
MUSA icon
32
Murphy USA
MUSA
$11.3B
$2.19M 0.59%
+25,600
New +$2.11M
CHTR icon
33
Charter Communications
CHTR
$15.2B
$2.17M 0.58%
6,643
-1,176
-15% -$359K
ETSY icon
34
Etsy
ETSY
$7.65B
$2.15M 0.58%
41,900
+27,700
+195% +$1.28M
EFX icon
35
Equifax
EFX
$20.3B
$2.14M 0.57%
+16,400
New +$2.14M
GAP
36
The Gap Inc
GAP
$6.84B
$2.12M 0.57%
+73,600
New +$2.21M
HRB icon
37
H&R Block
HRB
$5.18B
$2.03M 0.54%
78,700
+23,700
+43% +$601K
BBWI icon
38
Bath & Body Works
BBWI
$4.01B
$2.02M 0.54%
82,384
-21,277
-21% -$532K
GM icon
39
General Motors
GM
$74.7B
$1.94M 0.52%
57,586
+37,928
+193% +$1.4M
WING icon
40
Wingstop
WING
$3.68B
$1.94M 0.52%
28,400
-25,000
-47% -$1.5M
LBTYA icon
41
Liberty Global Class A
LBTYA
$3.28B
$1.93M 0.52%
+66,600
New +$1.86M
BJRI icon
42
BJ's Restaurants
BJRI
$1.41B
$1.87M 0.5%
+25,900
New +$1.74M
DBI icon
43
Designer Brands
DBI
$277M
$1.86M 0.5%
54,800
-78,100
-59% -$2.28M
BRSL
44
Brightstar Lottery PLC
BRSL
$1.91B
$1.85M 0.5%
+93,745
New +$2.04M
SPY icon
45
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$1.8M 0.48%
6,200
-75,330
-92% -$21.5M
DCH
46
PUT
Dauch Corp
DCH
$1.3B
$1.74M 0.47%
+100,000
New +$1.72M
TGNA
47
DELISTED
TEGNA Inc
TGNA
$1.72M 0.46%
144,104
-23,026
-14% -$261K
MGM icon
48
MGM Resorts International
MGM
$11.7B
$1.71M 0.46%
61,154
+32,754
+115% +$950K
TJX icon
49
TJX Companies
TJX
$170B
$1.7M 0.46%
+30,400
New +$1.56M
GPOR
50
DELISTED
Gulfport Energy Corp.
GPOR
$1.68M 0.45%
161,252
+106,200
+193% +$1.22M
1
2
3 4 5

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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.