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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
WGO icon
701
Winnebago Industries
WGO
$870M
– –
-6,600
Closed -$268K
WLK icon
702
Westlake Corp
WLK
$9.46B
– –
-4,700
Closed -$506K
WM icon
703
Waste Management
WM
$95.9B
– –
-9,400
Closed -$765K
WNS
704
DELISTED
WNS Holdings
WNS
– –
-7,400
Closed -$386K
WOW
705
DELISTED
WideOpenWest
WOW
– –
-28,000
Closed -$270K
WRLD icon
706
World Acceptance Corp
WRLD
$950M
– –
-2,100
Closed -$233K
WT icon
707
WisdomTree
WT
$2.97B
– –
-10,700
Closed -$97K
WW
708
DELISTED
WW International
WW
– –
-10,600
Closed -$1.07M
WWD icon
709
Woodward
WWD
$25B
– –
-4,200
Closed -$323K
XLF icon
710
CALL
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
– –
-300,000
Closed -$7.98M
XLF icon
711
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
– –
-250,225
Closed -$6.65M
XLF icon
712
PUT
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
– –
-300,000
Closed -$7.98M
ZION icon
713
Zions Bancorporation
ZION
$10.1B
– –
-4,400
Closed -$232K
ZTO icon
714
ZTO Express
ZTO
$18.2B
– –
-30,700
Closed -$614K
ZUMZ icon
715
Zumiez
ZUMZ
$320M
– –
-11,856
Closed -$297K
ZWS icon
716
Zurn Elkay Water Solutions
ZWS
$8.07B
– –
-14,532
Closed -$203K
PRKS icon
717
United Parks & Resorts
PRKS
$2.11B
– –
-162,400
Closed -$3.54M
BERY
718
DELISTED
Berry Global Group, Inc.
BERY
– –
-6,098
Closed -$257K
ATSG
719
DELISTED
Air Transport Services Group
ATSG
– –
-11,500
Closed -$260K
ALTR
720
DELISTED
Altair Engineering Inc
ALTR
– –
-5,900
Closed -$202K
PFIE
721
DELISTED
Profire Energy, Inc
PFIE
– –
-10,600
Closed -$36K
MRO
722
DELISTED
Marathon Oil Corporation
MRO
– –
-57,000
Closed -$1.19M
SAVE
723
DELISTED
Spirit Airlines, Inc.
SAVE
– –
-6,500
Closed -$236K
SRCL
724
DELISTED
Stericycle Inc
SRCL
– –
-4,600
Closed -$300K
PRFT
725
DELISTED
Perficient Inc
PRFT
– –
-10,200
Closed -$269K
27 28
29
30 31

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NIA
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HFA
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AWA
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PPSG
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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.