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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 | |
|---|---|---|---|---|---|---|
|
VIAB
151
DELISTED
Viacom Inc. Class B
VIAB
| $746K | 0.2% |
+22,100
| New | +$663K |
|
152
Archer Daniels Midland
ADM
$41.4B
| $744K | 0.2% |
+14,800
| New | +$726K |
|
153
Vail Resorts
MTN
$5.19B
| $741K | 0.2% |
2,700
-100
| -4% | -$28.8K |
|
154
Penske Automotive Group
PAG
$14.3B
| $733K | 0.2% |
15,472
-13,103
| -46% | -$666K |
|
|
TEN
155
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $733K | 0.2% |
+17,400
| New | +$763K |
|
|
KREF
156
KKR Real Estate Finance Trust
KREF
$472M
| $728K | 0.19% |
36,100
-26,367
| -42% | -$541K |
|
|
WPG
157
DELISTED
Washington Prime Group Inc.
WPG
| $726K | 0.19% |
+11,056
| New | +$765K |
|
158
Beazer Homes USA
BZH
$907M
| $725K | 0.19% |
+69,000
| New | +$908K |
|
|
HES
159
DELISTED
Hess
HES
| $716K | 0.19% |
+10,000
| New | +$659K |
|
160
Centene
CNC
$31.3B
| $709K | 0.19% |
9,800
-400
| -4% | -$27.8K |
|
161
Iron Mountain
IRM
$38.2B
| $708K | 0.19% |
20,500
-2,275
| -10% | -$81K |
|
162
O'Reilly Automotive
ORLY
$72.4B
| $695K | 0.19% |
30,000
-94,500
| -76% | -$2.01M |
|
163
Texas Roadhouse
TXRH
$12.7B
| $686K | 0.18% |
9,900
-2,900
| -23% | -$197K |
|
164
Humana
HUM
$46.7B
| $677K | 0.18% |
+2,000
| New | +$650K |
|
165
Carvana
CVNA
$43.3B
| $674K | 0.18% |
+57,000
| New | +$610K |
|
|
QVCGA
166
DELISTED
QVC Group Inc Series A
QVCGA
| $653K | 0.17% |
+606
| New | +$637K |
|
|
LOGM
167
DELISTED
LogMein, Inc.
LOGM
| $650K | 0.17% |
7,300
-500
| -6% | -$45.2K |
|
168
Starbucks
SBUX
$118B
| $648K | 0.17% |
11,400
-8,700
| -43% | -$460K |
|
|
CMO
169
DELISTED
Capstead Mortgage Corp.
CMO
| $638K | 0.17% |
80,600
| – | – |
|
170
Marriott International
MAR
$98.7B
| $634K | 0.17% |
4,800
+2,300
| +92% | +$293K |
|
171
NetEase
NTES
$76.5B
| $616K | 0.16% |
+13,500
| New | +$621K |
|
|
HF
172
DELISTED
HFF Inc.
HF
| $612K | 0.16% |
+14,400
| New | +$606K |
|
173
Encompass Health
EHC
$11.2B
| $592K | 0.16% |
+9,553
| New | +$581K |
|
174
Coherent
COHR
$55.2B
| $591K | 0.16% |
+12,500
| New | +$568K |
|
175
Mondelez International
MDLZ
$77.7B
| $589K | 0.16% |
+13,700
| New | +$584K |
|
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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.