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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
+2.24%
1 Year Est. Return
+23.65%
3 Year Est. Return
+16.06%
5 Year Est. Return
+95.65%
10 Year Est. Return
–
AUM
$1.39B
AUM Growth
+$781M
(+128%)
Cap. Flow
+$794M
Cap. Flow
% of AUM
57.04%
Top 10 Holdings %
Top 10 Hldgs %
54.85%
Holding
1,130
New
566
Increased
139
Reduced
79
Closed
343
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$16.6M |
| 2 |
O'Reilly Automotive
ORLY
|
+$6.27M |
| 3 |
lululemon athletica
LULU
|
+$5.4M |
| 4 |
NRG Energy
NRG
|
+$4.28M |
| 5 |
GAP
The Gap Inc
GAP
|
+$3.88M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
GameStop
GME
|
+$3.86M |
| 2 |
TJX Companies
TJX
|
+$3.4M |
| 3 |
HBI
Hanesbrands
HBI
|
+$3.37M |
| 4 |
American Eagle Outfitters
AEO
|
+$3.27M |
| 5 |
SIX
Six Flags Entertainment Corp.
SIX
|
+$2.84M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 9.86% |
| 2 | Industrials | 6.66% |
| 3 | Technology | 4.4% |
| 4 | Financials | 4.37% |
| 5 | Real Estate | 3.75% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
251
Sinclair Inc
SBGI
$974M
| $820K | 0.06% |
26,200
+16,400
| +167% | +$583K |
|
|
VRS
252
DELISTED
Verso Corporation
VRS
| $820K | 0.06% |
48,700
+27,800
| +133% | +$465K |
|
253
Yelp
YELP
$1.38B
| $818K | 0.06% |
+19,600
| New | +$853K |
|
254
Lumentum
LITE
$59.4B
| $817K | 0.06% |
+12,800
| New | +$734K |
|
255
OGE Energy
OGE
$10.3B
| $813K | 0.06% |
+24,800
| New | +$783K |
|
256
Entegris
ENTG
$19.7B
| $811K | 0.06% |
+23,300
| New | +$789K |
|
|
PMT
257
PennyMac Mortgage Investment
PMT
$849M
| $811K | 0.06% |
45,000
-28,700
| -39% | -$480K |
|
258
DXP Enterprises
DXPE
$2.62B
| $802K | 0.06% |
+20,600
| New | +$676K |
|
259
Reinsurance Group of America
RGA
$15.7B
| $801K | 0.06% |
+5,200
| New | +$817K |
|
260
Schneider National
SNDR
$6.59B
| $800K | 0.06% |
+30,700
| New | +$844K |
|
|
WW
261
DELISTED
WW International
WW
| $799K | 0.06% |
12,538
+5,938
| +90% | +$381K |
|
|
ETFC
262
DELISTED
E*Trade Financial Corporation
ETFC
| $798K | 0.06% |
+14,400
| New | +$768K |
|
263
Applied Materials
AMAT
$426B
| $790K | 0.06% |
+14,200
| New | +$790K |
|
264
W.W. Grainger
GWW
$65.3B
| $790K | 0.06% |
+2,800
| New | +$733K |
|
265
GATX Corp
GATX
$6.55B
| $788K | 0.06% |
+11,500
| New | +$786K |
|
|
COHR
266
DELISTED
Coherent Inc
COHR
| $787K | 0.06% |
+4,200
| New | +$1.01M |
|
267
Archer Daniels Midland
ADM
$41.4B
| $785K | 0.06% |
+18,100
| New | +$762K |
|
268
Eaton
ETN
$157B
| $783K | 0.06% |
+9,800
| New | +$804K |
|
269
Banco Bilbao Vizcaya Argentaria
BBVA
$144B
| $782K | 0.06% |
+99,000
| New | +$852K |
|
270
Knowles
KN
$3.22B
| $781K | 0.06% |
+62,000
| New | +$904K |
|
|
BID
271
DELISTED
Sotheby's
BID
| $780K | 0.06% |
+15,200
| New | +$774K |
|
272
Enova International
ENVA
$5.91B
| $778K | 0.06% |
+35,300
| New | +$710K |
|
273
AES
AES
$10.6B
| $777K | 0.06% |
68,306
-115,323
| -63% | -$1.25M |
|
274
Nexstar Media Group
NXST
$5.6B
| $776K | 0.06% |
+11,675
| New | +$858K |
|
|
ONC
275
BeOne Medicines Ltd
ONC
$33.8B
| $773K | 0.06% |
4,600
-2,000
| -30% | -$271K |
|
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Ellington Management Group's Q1 2018 Portfolio in Review
As of Q1 2018, Ellington Management Group held 1,130 positions worth $1.39B, up 128% from $612M the previous quarter. Its ten largest holdings account for 55% of the portfolio.
Ellington Management Group deployed $794M of net new capital in Q1 2018, opening 566 new positions and adding to 139 existing holdings. Its largest new stake was NRG Energy: 154,400 shares worth $4.71M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 9.9% of assets, down from 13% a quarter earlier, followed by Industrials and Technology.
On the sell side, the largest reduction was American Eagle Outfitters, an estimated $3.27M trimmed.
- Ellington Management Group's largest Q1 2018 buy was NRG Energy: 154,400 shares worth $4.71M.
- Ellington Management Group added most to State Street SPDR S&P 500 ETF Trust in Q1 2018, an estimated $16.6M increase.
- Ellington Management Group's biggest Q1 2018 reduction was American Eagle Outfitters, cutting an estimated $3.27M.
- Ellington Management Group fully exited GameStop in Q1 2018, selling an estimated $3.86M.
- Ellington Management Group's ten largest holdings make up 55% of its $1.39B portfolio in Q1 2018.
- Ellington Management Group opened 566 new positions and closed 343 in Q1 2018.
- Ellington Management Group's portfolio value rose 128% quarter-over-quarter to $1.39B.
Based on Ellington Management Group's 13F filing for Q1 2018, filed 15 May 2018.