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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 | |
|---|---|---|---|---|---|---|
526
BlackLine
BL
$1.69B
| – | – |
-6,600
| Closed | -$259K |
|
527
Builders FirstSource
BLDR
$7.84B
| – | – |
-55,100
| Closed | -$1.09M |
|
528
Boot Barn
BOOT
$4.55B
| – | – |
-11,400
| Closed | -$202K |
|
529
BP
BP
$113B
| – | – |
-53,811
| Closed | -$2.03M |
|
530
Popular Inc
BPOP
$11B
| – | – |
-8,800
| Closed | -$366K |
|
531
Broadridge
BR
$17.2B
| – | – |
-3,500
| Closed | -$384K |
|
532
British American Tobacco
BTI
$132B
| – | – |
-16,900
| Closed | -$975K |
|
533
AB InBev
BUD
$158B
| – | – |
-16,300
| Closed | -$1.79M |
|
534
Burlington
BURL
$22B
| – | – |
-19,700
| Closed | -$2.62M |
|
535
BorgWarner
BWA
$13.2B
| – | – |
-22,379
| Closed | -$990K |
|
536
BlueLinx
BXC
$455M
| – | – |
-10,500
| Closed | -$342K |
|
537
Boston Properties
BXP
$11B
| – | – |
-6,900
| Closed | -$850K |
|
538
Beazer Homes USA
BZH
$907M
| – | – |
-64,646
| Closed | -$1.03M |
|
539
CACI
CACI
$10.8B
| – | – |
-8,900
| Closed | -$1.35M |
|
540
Cal-Maine
CALM
$4.28B
| – | – |
-11,500
| Closed | -$503K |
|
541
Casey's General Stores
CASY
$31.9B
| – | – |
-31,800
| Closed | -$3.49M |
|
542
Caterpillar
CAT
$409B
| – | – |
-6,000
| Closed | -$884K |
|
543
CBRE Group
CBRE
$40.8B
| – | – |
-20,500
| Closed | -$968K |
|
544
CBIZ
CBZ
$2.29B
| – | – |
-15,300
| Closed | -$279K |
|
545
Chemours
CC
$2.59B
| – | – |
-68,100
| Closed | -$3.32M |
|
546
Compañía de Cervecerías Unidas
CCU
$2.12B
| – | – |
-10,200
| Closed | -$300K |
|
547
Century Aluminum
CENX
$4.57B
| – | – |
-26,600
| Closed | -$440K |
|
548
Cerus
CERS
$587M
| – | – |
-40,700
| Closed | -$223K |
|
549
Coherus Oncology
CHRS
$217M
| – | – |
-13,600
| Closed | -$150K |
|
550
Cigna
CI
$76.6B
| – | – |
-4,400
| Closed | -$738K |
|
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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'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.