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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
AOI
1026
DELISTED
Alliance One International
AOI
– –
-11,200
Closed -$292K
MOBL
1027
DELISTED
MobileIron, Inc.
MOBL
– –
-19,400
Closed -$96K
SIVB
1028
DELISTED
SVB Financial Group
SIVB
– –
-4,300
Closed -$1.03M
KNL
1029
DELISTED
Knoll, Inc.
KNL
– –
-11,000
Closed -$222K
EBIX
1030
DELISTED
Ebix Inc
EBIX
– –
-3,400
Closed -$253K
AAWW
1031
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
– –
-16,400
Closed -$991K
WLL
1032
DELISTED
Whiting Petroleum Corporation
WLL
– –
-79
Closed -$200K
REGI
1033
DELISTED
Renewable Energy Group, Inc.
REGI
– –
-42,400
Closed -$543K
GRA
1034
DELISTED
W.R. Grace & Co.
GRA
– –
-6,000
Closed -$367K
ORBC
1035
DELISTED
ORBCOMM, Inc.
ORBC
– –
-18,000
Closed -$169K
CHU
1036
DELISTED
China Unicom (HONG KONG) Limited
CHU
– –
-21,300
Closed -$273K
UN
1037
DELISTED
Unilever NV New York Registry Shares
UN
– –
-16,000
Closed -$902K
WLH
1038
DELISTED
WILLIAM LYON HOMES
WLH
– –
-32,900
Closed -$904K
CELG
1039
DELISTED
Celgene Corp
CELG
– –
-7,200
Closed -$642K
AUO
1040
DELISTED
AU Optronics Corp
AUO
– –
-36,200
Closed -$165K
TSS
1041
DELISTED
Total System Services, Inc.
TSS
– –
-8,300
Closed -$716K
SHPG
1042
DELISTED
Shire pic
SHPG
– –
-2,200
Closed -$329K
CHA
1043
DELISTED
China Telecom Corporation, LTD
CHA
– –
-5,800
Closed -$258K
DO
1044
PUT
DELISTED
Diamond Offshore Drilling
DO
– –
-152,000
Closed -$2.23M
VG
1045
DELISTED
Vonage Holdings Corporation
VG
– –
-23,800
Closed -$253K
RHT
1046
DELISTED
Red Hat Inc
RHT
– –
-10,200
Closed -$1.52M
VXX
1047
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
– –
-1,138,000
Closed -$53.8M
RESI
1048
DELISTED
Front Yard Residential Corporation Common Stock
RESI
– –
-19,300
Closed -$194K
HK
1049
DELISTED
Halcon Resources Corporation
HK
– –
-20,300
Closed -$99K
AZPN
1050
DELISTED
ASPEN TECHNOLOGY INC
AZPN
– –
-4,200
Closed -$331K
39 40 41
42
43

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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.