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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
EPR icon
551
EPR Properties
EPR
$4.86B
– –
-4,300
Closed -$279K
ES icon
552
Eversource Energy
ES
$28.2B
– –
-4,800
Closed -$281K
ETN icon
553
Eaton
ETN
$157B
– –
-3,900
Closed -$291K
EW icon
554
Edwards Lifesciences
EW
$47.6B
– –
-7,500
Closed -$364K
EXP icon
555
Eagle Materials
EXP
$6.6B
– –
-3,600
Closed -$378K
EXPD icon
556
Expeditors International
EXPD
$22.9B
– –
-3,200
Closed -$234K
F icon
557
Ford
F
$57.3B
– –
-13,200
Closed -$146K
FDS icon
558
Factset
FDS
$9.05B
– –
-5,400
Closed -$1.07M
FDX icon
559
FedEx
FDX
$74.5B
– –
-1,000
Closed -$227K
FLEX icon
560
Flex
FLEX
$43.4B
– –
-27,336
Closed -$291K
FOLD
561
DELISTED
Amicus Therapeutics
FOLD
– –
-45,900
Closed -$717K
FRT icon
562
Federal Realty Investment Trust
FRT
$10.9B
– –
-5,000
Closed -$633K
FSP
563
Franklin Street Properties
FSP
$44.8M
– –
-21,200
Closed -$181K
FXI icon
564
CALL
iShares China Large-Cap ETF
FXI
$4.31B
– –
-600,000
Closed -$25.8M
FXI icon
565
iShares China Large-Cap ETF
FXI
$4.31B
– –
-554,832
Closed -$23.8M
FXI icon
566
PUT
iShares China Large-Cap ETF
FXI
$4.31B
– –
-600,000
Closed -$25.8M
GATX icon
567
GATX Corp
GATX
$6.55B
– –
-3,000
Closed -$223K
GOOS
568
Canada Goose Holdings
GOOS
$868M
– –
-4,000
Closed -$235K
GT icon
569
Goodyear
GT
$2.07B
– –
-12,000
Closed -$282K
HBI
570
DELISTED
Hanesbrands
HBI
– –
-156,900
Closed -$3.46M
HCC icon
571
Warrior Met Coal
HCC
$4.23B
– –
-10,800
Closed -$298K
HCSG icon
572
Healthcare Services Group
HCSG
$1.56B
– –
-5,400
Closed -$233K
HELE icon
573
Helen of Troy
HELE
$663M
– –
-2,100
Closed -$207K
HIW icon
574
Highwoods Properties
HIW
$3.71B
– –
-7,000
Closed -$355K
HLT icon
575
Hilton Worldwide
HLT
$74B
– –
-2,600
Closed -$206K
21 22
23
24 25

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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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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.