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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 | |
|---|---|---|---|---|---|---|
|
CLR
51
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $2.35M | 0.17% |
+39,800
| New | +$2.15M |
|
52
EOG Resources
EOG
$78B
| $2.34M | 0.17% |
22,200
+14,800
| +200% | +$1.6M |
|
|
DO
53
PUT
DELISTED
Diamond Offshore Drilling
DO
| $2.23M | 0.16% |
+152,000
| New | +$2.51M |
|
54
PennyMac Financial
PFSI
$4.38B
| $2.22M | 0.16% |
97,954
-946
| -1% | -$22K |
|
55
General Dynamics
GD
$105B
| $2.21M | 0.16% |
+10,000
| New | +$2.18M |
|
56
Huntington Ingalls Industries
HII
$11.3B
| $2.19M | 0.16% |
+8,500
| New | +$2.11M |
|
57
Adobe
ADBE
$89.5B
| $2.14M | 0.15% |
9,900
+1,400
| +16% | +$285K |
|
58
Kinder Morgan
KMI
$73.1B
| $2.13M | 0.15% |
+141,200
| New | +$2.45M |
|
59
BJ's Restaurants
BJRI
$1.41B
| $2.09M | 0.15% |
+46,600
| New | +$1.88M |
|
|
APC
60
DELISTED
Anadarko Petroleum
APC
| $2.05M | 0.15% |
+33,931
| New | +$1.99M |
|
61
Vistra
VST
$55.1B
| $2.03M | 0.15% |
97,500
+41,900
| +75% | +$810K |
|
62
BP
BP
$113B
| $2.03M | 0.15% |
+53,811
| New | +$2.03M |
|
|
NSM
63
DELISTED
Nationstar Mortgage Holdings
NSM
| $2M | 0.14% |
+111,353
| New | +$2M |
|
64
Centene
CNC
$31.3B
| $2M | 0.14% |
37,400
+28,800
| +335% | +$1.5M |
|
65
Texas Roadhouse
TXRH
$12.7B
| $1.99M | 0.14% |
+34,400
| New | +$1.98M |
|
66
Xcel Energy
XEL
$51B
| $1.98M | 0.14% |
+43,600
| New | +$1.94M |
|
67
American Water Works
AWK
$26.3B
| $1.98M | 0.14% |
24,100
+19,400
| +413% | +$1.58M |
|
|
X
68
CALL
DELISTED
US Steel
X
| $1.95M | 0.14% |
+55,500
| New | +$2.19M |
|
69
Pinnacle West Capital
PNW
$12.9B
| $1.95M | 0.14% |
+24,400
| New | +$1.91M |
|
70
Ulta Beauty
ULTA
$20.4B
| $1.92M | 0.14% |
9,400
+8,500
| +944% | +$1.84M |
|
|
HDS
71
DELISTED
HD Supply Holdings, Inc.
HDS
| $1.92M | 0.14% |
50,500
+31,800
| +170% | +$1.2M |
|
|
TLRD
72
DELISTED
Tailored Brands, Inc.
TLRD
| $1.85M | 0.13% |
74,000
-70,700
| -49% | -$1.64M |
|
73
Teradyne
TER
$54.8B
| $1.84M | 0.13% |
40,300
+20,500
| +104% | +$938K |
|
74
WEC Energy
WEC
$37.7B
| $1.84M | 0.13% |
+29,300
| New | +$1.82M |
|
75
Boeing
BA
$165B
| $1.84M | 0.13% |
+5,600
| New | +$1.89M |
|
Similar funds
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PMAS
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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.