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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 | |
|---|---|---|---|---|---|---|
651
Scansource
SCSC
$1.12B
| – | – |
-6,100
| Closed | -$246K |
|
|
SEE
652
DELISTED
Sealed Air
SEE
| – | – |
-7,300
| Closed | -$310K |
|
653
Steven Madden
SHOO
$3.12B
| – | – |
-41,100
| Closed | -$1.46M |
|
654
Champion Homes
SKY
$4.48B
| – | – |
-9,300
| Closed | -$326K |
|
655
SM Energy
SM
$7.96B
| – | – |
-19,550
| Closed | -$502K |
|
|
656
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| – | – |
-3,500,000
| Closed | -$949M |
|
657
Spire
SR
$4.92B
| – | – |
-6,400
| Closed | -$452K |
|
|
SRDX
658
DELISTED
Surmodics
SRDX
| – | – |
-5,000
| Closed | -$276K |
|
659
Sarepta Therapeutics
SRPT
$1.66B
| – | – |
-3,100
| Closed | -$410K |
|
660
SS&C Technologies
SSNC
$17.8B
| – | – |
-4,500
| Closed | -$234K |
|
661
Steris
STE
$20.9B
| – | – |
-3,400
| Closed | -$357K |
|
|
STKL
662
DELISTED
SunOpta
STKL
| – | – |
-13,000
| Closed | -$109K |
|
663
Steel Dynamics
STLD
$35.6B
| – | – |
-14,700
| Closed | -$675K |
|
664
Seagate
STX
$193B
| – | – |
-7,600
| Closed | -$429K |
|
|
SVC
665
Service Properties Trust
SVC
$1.1B
| – | – |
-2,240
| Closed | -$320K |
|
666
SunCoke Energy
SXC
$757M
| – | – |
-22,300
| Closed | -$299K |
|
667
Spyre Therapeutics
SYRE
$8.87B
| – | – |
-992
| Closed | -$262K |
|
668
AT&T
T
$165B
| – | – |
-8,606
| Closed | -$209K |
|
669
TAL Education Group
TAL
$5.71B
| – | – |
-6,400
| Closed | -$236K |
|
|
TBI
670
Trueblue
TBI
$234M
| – | – |
-10,600
| Closed | -$286K |
|
671
Trip.com Group
TCOM
$27.5B
| – | – |
-18,400
| Closed | -$876K |
|
672
Terex
TEX
$7.98B
| – | – |
-8,000
| Closed | -$338K |
|
673
T-Mobile US
TMUS
$193B
| – | – |
-17,254
| Closed | -$1.03M |
|
674
TripAdvisor
TRIP
$1.59B
| – | – |
-13,000
| Closed | -$724K |
|
675
T. Rowe Price
TROW
$25B
| – | – |
-7,600
| Closed | -$882K |
|
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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.