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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
+7.38%
1 Year Est. Return
+23.65%
3 Year Est. Return
+16.06%
5 Year Est. Return
+95.66%
10 Year Est. Return
–
AUM
$1.43B
AUM Growth
+$36.4M
Cap. Flow
-$338M
Cap. Flow %
-23.66%
Top 10 Hldgs %
80.58%
Holding
1,055
New
267
Increased
66
Reduced
129
Closed
586

Top Buys

Rank Stock Value
1
FXI icon
iShares China Large-Cap ETF
FXI
+$25.9M
2
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$6.19M
3
NBR icon
Nabors Industries
NBR
+$3.47M
4
BBBY
Bed Bath & Beyond Inc
BBBY
+$3.34M
5
TIF
Tiffany & Co.
TIF
+$3.01M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$8.28M
2
LULU icon
lululemon athletica
LULU
+$7.83M
3
WSM icon
Williams-Sonoma
WSM
+$6.11M
4
FIVE icon
Five Below
FIVE
+$4.99M
5
ORLY icon
O'Reilly Automotive
ORLY
+$4.91M

Sector Composition

Rank Sector Weight
1 Miscellaneous 80.08%
2 Consumer Discretionary 6.17%
3 Real Estate 2.39%
4 Industrials 1.97%
5 Technology 1.96%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
KSS icon
26
Kohl's
KSS
$2.2B
$3.02M 0.21%
41,500
-38,700
-48% -$2.58M
CPRI icon
27
Capri Holdings
CPRI
$1.54B
$3.01M 0.21%
+45,200
New +$2.95M
WING icon
28
Wingstop
WING
$2.97B
$2.78M 0.19%
53,400
+31,400
+143% +$1.6M
CHTR icon
29
Charter Communications
CHTR
$18.1B
$2.29M 0.16%
7,819
+2,778
+55% +$798K
ORLY icon
30
O'Reilly Automotive
ORLY
$71.1B
$2.27M 0.16%
124,500
-282,000
-69% -$4.91M
FTR
31
DELISTED
Frontier Communications Corp.
FTR
$2.12M 0.15%
394,527
+306,065
+346% +$2.5M
FIVE icon
32
Five Below
FIVE
$13.9B
$2.03M 0.14%
20,800
-62,100
-75% -$4.99M
WIX icon
33
WIX.com
WIX
$3.19B
$1.96M 0.14%
+19,500
New +$1.74M
NSM
34
DELISTED
Nationstar Mortgage Holdings
NSM
$1.95M 0.14%
111,353
– –
TGNA
35
DELISTED
TEGNA Inc
TGNA
$1.81M 0.13%
+167,130
New +$1.81M
OLLI icon
36
Ollie's Bargain Outlet
OLLI
$4.55B
$1.79M 0.13%
24,700
-4,800
-16% -$324K
ESNT icon
37
Essent Group
ESNT
$6.22B
$1.73M 0.12%
48,285
+33,285
+222% +$1.21M
OI icon
38
O-I Glass
OI
$1.1B
$1.72M 0.12%
102,031
+45,131
+79% +$872K
AEO icon
39
American Eagle Outfitters
AEO
$2.91B
$1.69M 0.12%
72,600
+62,200
+598% +$1.38M
R icon
40
Ryder
R
$9.53B
$1.57M 0.11%
21,800
+8,700
+66% +$610K
MTG icon
41
MGIC Investment
MTG
$6.36B
$1.49M 0.1%
139,000
+71,000
+104% +$773K
SHOO icon
42
Steven Madden
SHOO
$3.2B
$1.46M 0.1%
+41,100
New +$1.38M
MPC icon
43
Marathon Petroleum
MPC
$109B
$1.42M 0.1%
+20,200
New +$1.54M
URI icon
44
United Rentals
URI
$62.9B
$1.42M 0.1%
+9,600
New +$1.57M
DISH
45
DELISTED
DISH Network Corp.
DISH
$1.37M 0.1%
40,844
+21,143
+107% +$721K
PAG icon
46
Penske Automotive Group
PAG
$14.4B
$1.34M 0.09%
28,575
-34,550
-55% -$1.63M
PFSI icon
47
PennyMac Financial
PFSI
$3.81B
$1.33M 0.09%
67,954
-30,000
-31% -$625K
CSTM icon
48
Constellium
CSTM
$3.68B
$1.29M 0.09%
125,040
+96,440
+337% +$1.12M
COST icon
49
Costco
COST
$406B
$1.25M 0.09%
6,000
-2,200
-27% -$435K
HRB icon
50
H&R Block
HRB
$6.05B
$1.25M 0.09%
+55,000
New +$1.46M
1
2
3 4 5

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Ellington Management Group's Q2 2018 Portfolio in Review

As of Q2 2018, Ellington Management Group held 1,055 positions worth $1.43B, up 2.6% from $1.39B the previous quarter. Its ten largest holdings account for 81% of the portfolio.

Ellington Management Group withdrew a net $338M in Q2 2018, closing 586 positions and reducing 129 holdings. Its most notable exit was Williams-Sonoma, an estimated $6.11M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 80% of assets, up from 55% a quarter earlier, followed by Consumer Discretionary and Real Estate.

Against the trend, Ellington Management Group opened a new position in iShares China Large-Cap ETF worth $23.8M.

  • Ellington Management Group's largest Q2 2018 buy was iShares China Large-Cap ETF: 554,832 shares worth $23.8M.
  • Ellington Management Group added most to State Street Financial Select Sector SPDR ETF in Q2 2018, an estimated $6.19M increase.
  • Ellington Management Group's biggest Q2 2018 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $8.28M.
  • Ellington Management Group fully exited Williams-Sonoma in Q2 2018, selling an estimated $6.11M.
  • Ellington Management Group's ten largest holdings make up 81% of its $1.43B portfolio in Q2 2018.
  • Ellington Management Group opened 267 new positions and closed 586 in Q2 2018.
  • Ellington Management Group's portfolio value rose 2.6% quarter-over-quarter to $1.43B.

Based on Ellington Management Group's 13F filing for Q2 2018, filed 14 Aug 2018.