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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
+95.66%
10 Year Est. Return
–
AUM
$1.43B
AUM Growth
+$36.4M
(+2.6%)
Cap. Flow
-$338M
Cap. Flow
% of AUM
-23.66%
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 | Miscellaneous | 80.08% |
| 2 | Consumer Discretionary | 6.17% |
| 3 | Real Estate | 2.39% |
| 4 | Industrials | 1.97% |
| 5 | Technology | 1.96% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
101
NetApp
NTAP
$36.5B
| $785K | 0.05% |
+10,000
| New | +$703K |
|
102
AES
AES
$10.6B
| $782K | 0.05% |
58,281
-10,025
| -15% | -$123K |
|
103
National Grid
NGG
$78.5B
| $782K | 0.05% |
+15,831
| New | +$799K |
|
104
Murphy Oil
MUR
$5.22B
| $780K | 0.05% |
+23,100
| New | +$713K |
|
105
TechTarget
TTGT
$293M
| $778K | 0.05% |
27,400
+10,400
| +61% | +$249K |
|
106
General Motors
GM
$77B
| $775K | 0.05% |
19,658
-7,120
| -27% | -$280K |
|
107
RTX Corp
RTX
$271B
| $775K | 0.05% |
+9,852
| New | +$771K |
|
108
HF Sinclair
DINO
$18.7B
| $773K | 0.05% |
+11,300
| New | +$753K |
|
109
Vail Resorts
MTN
$4.81B
| $768K | 0.05% |
2,800
-5,300
| -65% | -$1.3M |
|
110
Waste Management
WM
$87.5B
| $765K | 0.05% |
+9,400
| New | +$778K |
|
111
Monolithic Power Systems
MPWR
$60.1B
| $762K | 0.05% |
+5,700
| New | +$726K |
|
112
VF Corp
VFC
$5.29B
| $750K | 0.05% |
9,770
-25,276
| -72% | -$1.9M |
|
113
Bread Financial
BFH
$4.26B
| $746K | 0.05% |
4,010
+1,880
| +88% | +$321K |
|
114
AutoZone
AZO
$48.7B
| $738K | 0.05% |
1,100
-500
| -31% | -$323K |
|
115
HealthEquity
HQY
$7.95B
| $736K | 0.05% |
+9,800
| New | +$704K |
|
|
VISN
116
Vistance Networks Inc
VISN
$1.48B
| $734K | 0.05% |
+25,140
| New | +$827K |
|
117
TripAdvisor
TRIP
$1.09B
| $724K | 0.05% |
+13,000
| New | +$621K |
|
|
CMO
118
DELISTED
Capstead Mortgage Corp.
CMO
| $721K | 0.05% |
80,600
| – | – |
|
119
McCormick & Company Non-Voting
MKC
$14B
| $720K | 0.05% |
+12,400
| New | +$651K |
|
|
ALEX
120
DELISTED
Alexander & Baldwin
ALEX
| $717K | 0.05% |
30,500
+15,300
| +101% | +$340K |
|
|
FOLD
121
DELISTED
Amicus Therapeutics
FOLD
| $717K | 0.05% |
+45,900
| New | +$694K |
|
122
Live Nation Entertainment
LYV
$40.4B
| $709K | 0.05% |
14,600
-26,000
| -64% | -$1.11M |
|
123
COPT Defense Properties
CDP
$3.99B
| $707K | 0.05% |
+24,400
| New | +$669K |
|
124
Travel + Leisure Co
TNL
$4.06B
| $704K | 0.05% |
15,900
+3,053
| +24% | +$151K |
|
125
Tenaris
TS
$28.5B
| $702K | 0.05% |
+19,300
| New | +$715K |
|
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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 withdrew a net $338M in Q2 2018, closing 586 positions and reducing 129 holdings. Its most notable exit was Williams-Sonoma, an estimated $6.11M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 80% of assets, up from 55% a quarter earlier, followed by Consumer Discretionary and Real Estate.
Against the trend, Ellington Management Group opened a new position in iShares China Large-Cap ETF worth $23.8M.
- 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.