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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 | |
|---|---|---|---|---|---|---|
151
Carlisle Companies
CSL
$14B
| $585K | 0.04% |
+5,400
| New | +$572K |
|
152
Korn Ferry
KFY
$4.38B
| $582K | 0.04% |
9,400
-22,500
| -71% | -$1.26M |
|
153
Intuitive Surgical
ISRG
$130B
| $574K | 0.04% |
3,600
+900
| +33% | +$137K |
|
|
IO
154
DELISTED
ION Geophysical Corporation
IO
| $571K | 0.04% |
23,500
-7,000
| -23% | -$182K |
|
155
Acadia Healthcare
ACHC
$2.62B
| $565K | 0.04% |
13,801
-3,899
| -22% | -$157K |
|
156
Crown Holdings
CCK
$12.5B
| $561K | 0.04% |
+12,533
| New | +$587K |
|
|
CIT
157
DELISTED
CIT Group Inc.
CIT
| $560K | 0.04% |
+11,100
| New | +$579K |
|
158
Cleveland-Cliffs
CLF
$7.13B
| $556K | 0.04% |
+65,900
| New | +$525K |
|
159
Bank OZK
OZK
$5.5B
| $554K | 0.04% |
+12,300
| New | +$586K |
|
160
Avnet
AVT
$7.56B
| $553K | 0.04% |
12,900
+4,900
| +61% | +$199K |
|
161
NRG Energy
NRG
$25B
| $553K | 0.04% |
18,000
-136,400
| -88% | -$4.41M |
|
|
INFO
162
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $547K | 0.04% |
+10,600
| New | +$531K |
|
163
Estee Lauder
EL
$37.6B
| $542K | 0.04% |
3,800
+1,000
| +36% | +$148K |
|
164
DuPont de Nemours
DD
$17.8B
| $527K | 0.04% |
+3,159
| New | +$529K |
|
165
Planet Fitness
PLNT
$3.84B
| $527K | 0.04% |
+12,000
| New | +$492K |
|
166
Pultegroup
PHM
$23.7B
| $526K | 0.04% |
+18,300
| New | +$551K |
|
167
Littelfuse
LFUS
$10.6B
| $525K | 0.04% |
+2,300
| New | +$494K |
|
|
CHK
168
DELISTED
Chesapeake Energy Corporation
CHK
| $522K | 0.04% |
+498
| New | +$386K |
|
169
Royal Gold
RGLD
$22.2B
| $520K | 0.04% |
+5,600
| New | +$501K |
|
|
GCI
170
DELISTED
Gannett Co., Inc
GCI
| $519K | 0.04% |
48,500
-20,600
| -30% | -$213K |
|
171
Chipotle Mexican Grill
CMG
$46.8B
| $518K | 0.04% |
+60,000
| New | +$490K |
|
172
Radian Group
RDN
$4.85B
| $513K | 0.04% |
+31,600
| New | +$516K |
|
173
iShares Russell 2000 ETF
IWM
$80.5B
| $507K | 0.04% |
+3,093
| New | +$495K |
|
174
Nutrien
NTR
$37.9B
| $506K | 0.04% |
+9,300
| New | +$461K |
|
175
Westlake Corp
WLK
$9.56B
| $506K | 0.04% |
4,700
-10,700
| -69% | -$1.2M |
|
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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.