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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
Cap. Flow
+$7.02M
Cap. Flow %
0.49%
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 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
KREF
51
KKR Real Estate Finance Trust
KREF
$472M
$1.24M 0.09%
+62,467
New +$1.26M
MRO
52
DELISTED
Marathon Oil Corporation
MRO
$1.19M 0.08%
57,000
+28,000
+97% +$552K
DUK icon
53
Duke Energy
DUK
$102B
$1.16M 0.08%
+14,700
New +$1.13M
SKX
54
DELISTED
Skechers
SKX
$1.16M 0.08%
+38,500
New +$1.23M
CHMI
55
Cherry Hill Mortgage Investment Corp
CHMI
$83M
$1.14M 0.08%
+63,634
New +$1.15M
ULTA icon
56
Ulta Beauty
ULTA
$20.4B
$1.1M 0.08%
4,700
-4,700
-50% -$1.14M
MCK icon
57
McKesson
MCK
$98.5B
$1.09M 0.08%
+8,200
New +$1.2M
LULU icon
58
lululemon athletica
LULU
$13B
$1.09M 0.08%
8,700
-73,400
-89% -$7.83M
MSGS icon
59
Madison Square Garden
MSGS
$9.54B
$1.09M 0.08%
+4,907
New +$907K
NMIH icon
60
NMI Holdings
NMIH
$3.25B
$1.09M 0.08%
+66,600
New +$1.08M
AAIC
61
DELISTED
Arlington Asset Investment Corp.
AAIC
$1.08M 0.08%
105,000
+91,100
+655% +$1.02M
WW
62
DELISTED
WW International
WW
$1.07M 0.08%
10,600
-1,938
-15% -$152K
FDS icon
63
Factset
FDS
$9.05B
$1.07M 0.07%
5,400
-500
-8% -$99.9K
HPQ icon
64
HP
HPQ
$23.5B
$1.06M 0.07%
46,600
-2,500
-5% -$55.7K
HWM icon
65
Howmet Aerospace
HWM
$116B
$1.04M 0.07%
+79,510
New +$1.18M
RDS.A
66
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$1.03M 0.07%
+14,900
New +$1.03M
TMUS icon
67
T-Mobile US
TMUS
$193B
$1.03M 0.07%
17,254
+1,779
+11% +$105K
MLNX
68
DELISTED
Mellanox Technologies, Ltd.
MLNX
$995K 0.07%
+11,800
New +$966K
COP icon
69
ConocoPhillips
COP
$147B
$989K 0.07%
14,200
+5,900
+71% +$393K
SBUX icon
70
Starbucks
SBUX
$118B
$982K 0.07%
+20,100
New +$1.14M
ALSN icon
71
Allison Transmission
ALSN
$10.1B
$968K 0.07%
23,900
+9,700
+68% +$399K
TWLO icon
72
Twilio
TWLO
$29.1B
$958K 0.07%
+17,100
New +$847K
ESIO
73
DELISTED
Electro Scientific Industries
ESIO
$957K 0.07%
60,700
+22,200
+58% +$417K
MCD icon
74
McDonald's
MCD
$188B
$956K 0.07%
6,100
+4,500
+281% +$730K
FRAN
75
DELISTED
Francesca's Holdings Corporation
FRAN
$933K 0.07%
+10,300
New +$707K
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'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.