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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
+95.65%
10 Year Est. Return
–
AUM
$1.43B
AUM Growth
+$36.4M
(+2.6%)
Cap. Flow
+$7.02M
Cap. Flow
% of AUM
0.49%
Top 10 Holdings %
Top 10 Hldgs %
80.58%
Holding
1,055
New
267
Increased
66
Reduced
129
Closed
586
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares China Large-Cap ETF
FXI
|
+$25.9M |
| 2 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$6.19M |
| 3 |
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 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$8.28M |
| 2 |
lululemon athletica
LULU
|
+$7.83M |
| 3 |
Williams-Sonoma
WSM
|
+$6.11M |
| 4 |
Five Below
FIVE
|
+$4.99M |
| 5 |
O'Reilly Automotive
ORLY
|
+$4.91M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 5.77% |
| 2 | Real Estate | 2.37% |
| 3 | Industrials | 1.97% |
| 4 | Technology | 1.87% |
| 5 | Financials | 1.59% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
476
Ameren
AEE
$31.5B
| – | – |
-64,200
| Closed | -$3.64M |
|
477
AerCap
AER
$23.9B
| – | – |
-17,400
| Closed | -$883K |
|
478
Aflac
AFL
$63.9B
| – | – |
-4,800
| Closed | -$210K |
|
479
AGCO
AGCO
$8.78B
| – | – |
-23,300
| Closed | -$1.51M |
|
480
Federal Agricultural Mortgage
AGM
$2.27B
| – | – |
-3,400
| Closed | -$296K |
|
481
Assured Guaranty
AGO
$3.78B
| – | – |
-8,700
| Closed | -$315K |
|
482
Assurant
AIZ
$13.7B
| – | – |
-16,100
| Closed | -$1.47M |
|
483
Arthur J. Gallagher & Co
AJG
$63.7B
| – | – |
-18,600
| Closed | -$1.28M |
|
484
Akebia Therapeutics
AKBA
$327M
| – | – |
-11,700
| Closed | -$112K |
|
485
Acadia Realty Trust
AKR
$2.99B
| – | – |
-42,400
| Closed | -$1.04M |
|
|
AL
486
DELISTED
Air Lease Corp
AL
| – | – |
-20,100
| Closed | -$857K |
|
|
ALE
487
DELISTED
Allete
ALE
| – | – |
-10,300
| Closed | -$744K |
|
488
Alamo Group
ALG
$2.01B
| – | – |
-3,200
| Closed | -$352K |
|
489
Allstate
ALL
$66.9B
| – | – |
-17,800
| Closed | -$1.69M |
|
490
Applied Materials
AMAT
$426B
| – | – |
-14,200
| Closed | -$790K |
|
|
OSG
491
Octave Specialty Group
OSG
$252M
| – | – |
-14,400
| Closed | -$226K |
|
492
AMC Global Media
AMCX
$430M
| – | – |
-6,725
| Closed | -$348K |
|
493
CALL
Advanced Micro Devices
AMD
$851B
| – | – |
-250,000
| Closed | -$2.51M |
|
|
494
PUT
Advanced Micro Devices
AMD
$851B
| – | – |
-700,000
| Closed | -$7.04M |
|
495
Amgen
AMGN
$203B
| – | – |
-2,000
| Closed | -$341K |
|
496
Abercrombie & Fitch
ANF
$4.17B
| – | – |
-135,500
| Closed | -$3.28M |
|
497
Angi Inc
ANGI
$224M
| – | – |
-1,100
| Closed | -$149K |
|
498
A.O. Smith
AOS
$8.38B
| – | – |
-11,700
| Closed | -$744K |
|
499
Amphenol
APH
$188B
| – | – |
-72,000
| Closed | -$1.55M |
|
500
AppFolio
APPF
$5.85B
| – | – |
-17,600
| Closed | -$719K |
|
Similar funds
SCM
APA
NIA
HFA
AWA
PPSG
PMAS
HH
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's Q2 2018 filing shows 267 new, 66 increased, 129 reduced and 586 closed positions. Its largest new stake was iShares China Large-Cap ETF: 554,832 shares worth $23.8M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $8.28M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 5.8% of assets, down from 9.9% a quarter earlier, followed by Real Estate and Industrials.
- 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.