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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 | |
|---|---|---|---|---|---|---|
|
EFC
1
Ellington Financial
EFC
$1.68B
| $16.4M | 4.4% |
1,025,920
+1,841
| +0.2% | +$29.8K |
|
|
MFA
2
MFA Financial
MFA
$929M
| $9.18M | 2.46% |
+312,150
| New | +$9.63M |
|
3
PUT
Herbalife
HLF
$1.23B
| $8.18M | 2.19% |
+150,000
| New | +$8.29M |
|
4
CALL
Netflix
NFLX
$292B
| $4.71M | 1.26% |
+126,000
| New | +$4.57M |
|
5
CALL
Goodyear
GT
$2.07B
| $4.68M | 1.25% |
+200,000
| New | +$4.7M |
|
|
6
Lennar Class A
LEN
$20.4B
| $4.16M | 1.11% |
+92,087
| New | +$4.64M |
|
7
CALL
United Rentals
URI
$71.1B
| $4.09M | 1.1% |
+25,000
| New | +$3.89M |
|
|
8
Invesco Mortgage Capital
IVR
$776M
| $3.83M | 1.03% |
+24,219
| New | +$3.91M |
|
9
Shake Shack
SHAK
$2.3B
| $3.7M | 0.99% |
58,700
+6,900
| +13% | +$419K |
|
|
10
Carter's
CRI
$1.43B
| $3.64M | 0.97% |
+36,900
| New | +$3.9M |
|
|
BBBY
11
DELISTED
Bed Bath & Beyond Inc
BBBY
| $3.63M | 0.97% |
242,300
+63,400
| +35% | +$1.19M |
|
12
Kohl's
KSS
$2.03B
| $3.59M | 0.96% |
48,100
+6,600
| +16% | +$499K |
|
|
13
Casey's General Stores
CASY
$31.9B
| $3.42M | 0.92% |
+26,500
| New | +$3.05M |
|
|
GRMN
14
Garmin
GRMN
$46.9B
| $3.25M | 0.87% |
46,400
-9,900
| -18% | -$649K |
|
15
Nabors Industries
NBR
$1.23B
| $2.99M | 0.8% |
9,706
-2,427
| -20% | -$750K |
|
16
American Airlines Group
AAL
$9.58B
| $2.98M | 0.8% |
+72,100
| New | +$2.82M |
|
17
Wayfair
W
$11.1B
| $2.91M | 0.78% |
19,700
-9,800
| -33% | -$1.25M |
|
18
lululemon athletica
LULU
$13B
| $2.84M | 0.76% |
17,500
+8,800
| +101% | +$1.21M |
|
|
SFIX
19
Stitch Fix
SFIX
$478M
| $2.62M | 0.7% |
59,900
+51,400
| +605% | +$1.87M |
|
20
JetBlue
JBLU
$1.96B
| $2.54M | 0.68% |
131,300
+117,800
| +873% | +$2.23M |
|
21
Tractor Supply
TSCO
$16.3B
| $2.52M | 0.67% |
+138,500
| New | +$2.3M |
|
|
VISN
22
Vistance Networks Inc
VISN
$2.66B
| $2.51M | 0.67% |
81,521
+56,381
| +224% | +$1.73M |
|
23
Ollie's Bargain Outlet
OLLI
$4.01B
| $2.47M | 0.66% |
25,700
+1,000
| +4% | +$79.8K |
|
24
Apple
AAPL
$4.89T
| $2.46M | 0.66% |
+43,600
| New | +$2.27M |
|
|
WWE
25
DELISTED
World Wrestling Entertainment
WWE
| $2.36M | 0.63% |
+24,400
| New | +$2.02M |
|
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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.