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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 | |
|---|---|---|---|---|---|---|
751
CALL
Pitney Bowes
PBI
$2.42B
| – | – |
-350,000
| Closed | -$3.81M |
|
|
752
Pitney Bowes
PBI
$2.42B
| – | – |
-250,000
| Closed | -$2.72M |
|
753
PG&E
PCG
$47.8B
| – | – |
-4,700
| Closed | -$206K |
|
|
PCH
754
DELISTED
PotlatchDeltic
PCH
| – | – |
-9,700
| Closed | -$505K |
|
755
Paylocity
PCTY
$6.71B
| – | – |
-4,200
| Closed | -$215K |
|
756
Pegasystems
PEGA
$4.41B
| – | – |
-21,000
| Closed | -$637K |
|
757
Principal Financial Group
PFG
$23.6B
| – | – |
-16,900
| Closed | -$1.03M |
|
758
Precigen
PGEN
$1.93B
| – | – |
-46,300
| Closed | -$710K |
|
759
Progressive
PGR
$124B
| – | – |
-30,100
| Closed | -$1.83M |
|
760
PJT Partners
PJT
$4.37B
| – | – |
-11,600
| Closed | -$581K |
|
761
POSCO
PKX
$15.8B
| – | – |
-9,100
| Closed | -$718K |
|
762
Prologis
PLD
$138B
| – | – |
-14,000
| Closed | -$882K |
|
763
Douglas Dynamics
PLOW
$1.07B
| – | – |
-10,200
| Closed | -$442K |
|
764
Philip Morris
PM
$301B
| – | – |
-9,900
| Closed | -$984K |
|
|
PMT
765
PennyMac Mortgage Investment
PMT
$849M
| – | – |
-45,000
| Closed | -$811K |
|
766
Pentair
PNR
$10.2B
| – | – |
-4,765
| Closed | -$218K |
|
767
Pinnacle West Capital
PNW
$12.9B
| – | – |
-24,400
| Closed | -$1.95M |
|
768
Pool Corp
POOL
$6.7B
| – | – |
-3,100
| Closed | -$453K |
|
769
Post Holdings
POST
$4.12B
| – | – |
-21,621
| Closed | -$1.07M |
|
770
Pilgrim's Pride
PPC
$6.82B
| – | – |
-12,300
| Closed | -$303K |
|
771
Prothena Corp
PRTA
$458M
| – | – |
-11,700
| Closed | -$430K |
|
772
Prudential Financial
PRU
$41.7B
| – | – |
-3,900
| Closed | -$404K |
|
773
Public Storage
PSA
$60.2B
| – | – |
-3,700
| Closed | -$741K |
|
774
Prospect Capital
PSEC
$1.06B
| – | – |
-109,600
| Closed | -$718K |
|
775
Phillips 66
PSX
$82.9B
| – | – |
-12,100
| Closed | -$1.16M |
|
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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.