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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
MODN
726
DELISTED
MODEL N, INC.
MODN
– –
-10,500
Closed -$195K
CAMP
727
DELISTED
CalAmp Corp.
CAMP
– –
-600
Closed -$323K
CPE
728
DELISTED
Callon Petroleum Company
CPE
– –
-1,190
Closed -$128K
DSKE
729
DELISTED
Daseke, Inc. Common Stock
DSKE
– –
-44,300
Closed -$440K
CBAY
730
DELISTED
Cymabay Therapeutics
CBAY
– –
-10,400
Closed -$140K
GOL
731
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
– –
-10,900
Closed -$58K
RPT
732
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
– –
-18,500
Closed -$244K
AAIC
733
DELISTED
Arlington Asset Investment Corp.
AAIC
– –
-105,000
Closed -$1.08M
SGEN
734
DELISTED
Seagen Inc. Common Stock
SGEN
– –
-4,700
Closed -$312K
ICPT
735
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
– –
-2,900
Closed -$243K
JNCE
736
DELISTED
Jounce Therapeutics, Inc. Common Stock
JNCE
– –
-12,400
Closed -$95K
FRC
737
DELISTED
First Republic Bank
FRC
– –
-4,300
Closed -$416K
ALBO
738
DELISTED
Albireo Pharma Inc
ALBO
– –
-12,500
Closed -$444K
AERI
739
DELISTED
Aerie Pharmaceuticals
AERI
– –
-3,300
Closed -$223K
USAK
740
DELISTED
USA Truck Inc
USAK
– –
-11,800
Closed -$277K
PTR
741
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
– –
-3,200
Closed -$244K
ENDP
742
DELISTED
Endo International plc
ENDP
– –
-22,000
Closed -$207K
ACC
743
DELISTED
American Campus Communities, Inc.
ACC
– –
-8,800
Closed -$377K
ENIA
744
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
– –
-23,400
Closed -$206K
INFO
745
DELISTED
IHS Markit Ltd. Common Shares
INFO
– –
-10,600
Closed -$547K
SC
746
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
– –
-21,100
Closed -$403K
RDS.A
747
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
– –
-14,900
Closed -$1.03M
CXP
748
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
– –
-29,000
Closed -$659K
ECHO
749
DELISTED
Echo Global Logistics, Inc.
ECHO
– –
-11,000
Closed -$322K
SBBP
750
DELISTED
Strongbridge Biopharma plc.
SBBP
– –
-12,100
Closed -$73K
28 29
30
31 32

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NIA
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HFA
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AWA
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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.