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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
+95.66%
10 Year Est. Return
–
AUM
$374M
AUM Growth
-$1.06B
Cap. Flow
-$562K
Cap. Flow %
-0.15%
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 27.42%
2 Real Estate 12%
3 Technology 9.65%
4 Industrials 8.64%
5 Miscellaneous 7.7%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EFC
1
Ellington Financial
EFC
$1.74B
$16.4M 4.4%
1,025,920
+1,841
+0.2% +$29.8K
MFA
2
MFA Financial
MFA
$905M
$9.18M 2.46%
+312,150
New +$9.63M
HLF icon
3
PUT
Herbalife
HLF
$1.3B
$8.18M 2.19%
+150,000
New +$8.29M
NFLX icon
4
CALL
Netflix
NFLX
$326B
$4.71M 1.26%
+126,000
New +$4.57M
GT icon
5
CALL
Goodyear
GT
$1.8B
$4.68M 1.25%
+200,000
New +$4.7M
LEN icon
6
Lennar Class A
LEN
$20.1B
$4.16M 1.11%
+92,087
New +$4.64M
URI icon
7
CALL
United Rentals
URI
$62.9B
$4.09M 1.1%
+25,000
New +$3.89M
IVR icon
8
Invesco Mortgage Capital
IVR
$775M
$3.83M 1.03%
+24,219
New +$3.91M
SHAK icon
9
Shake Shack
SHAK
$2.8B
$3.7M 0.99%
58,700
+6,900
+13% +$419K
CRI icon
10
Carter's
CRI
$1.23B
$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
KSS icon
12
Kohl's
KSS
$2.2B
$3.59M 0.96%
48,100
+6,600
+16% +$499K
CASY icon
13
Casey's General Stores
CASY
$28B
$3.42M 0.92%
+26,500
New +$3.05M
GRMN
14
Garmin
GRMN
$53.4B
$3.25M 0.87%
46,400
-9,900
-18% -$649K
NBR icon
15
Nabors Industries
NBR
$1.38B
$2.99M 0.8%
9,706
-2,427
-20% -$750K
AAL icon
16
American Airlines Group
AAL
$8.69B
$2.98M 0.8%
+72,100
New +$2.82M
W icon
17
Wayfair
W
$13.6B
$2.91M 0.78%
19,700
-9,800
-33% -$1.25M
LULU icon
18
lululemon athletica
LULU
$11.1B
$2.84M 0.76%
17,500
+8,800
+101% +$1.21M
SFIX
19
Stitch Fix
SFIX
$407M
$2.62M 0.7%
59,900
+51,400
+605% +$1.87M
JBLU icon
20
JetBlue
JBLU
$1.75B
$2.54M 0.68%
131,300
+117,800
+873% +$2.23M
TSCO icon
21
Tractor Supply
TSCO
$18.2B
$2.52M 0.67%
+138,500
New +$2.3M
VISN
22
Vistance Networks Inc
VISN
$1.48B
$2.51M 0.67%
81,521
+56,381
+224% +$1.73M
OLLI icon
23
Ollie's Bargain Outlet
OLLI
$4.55B
$2.47M 0.66%
25,700
+1,000
+4% +$79.8K
AAPL icon
24
Apple
AAPL
$4.67T
$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
1
2 3 4 5

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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's Q3 2018 filing shows 328 new, 77 increased, 82 reduced and 304 closed positions. Its largest new stake was MFA Financial: 312,150 shares worth $9.18M. The largest sale was iShares China Large-Cap ETF, an estimated $23.8M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 27% of assets, up from 6.2% a quarter earlier, followed by Real Estate and Technology.

  • 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.