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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
+2.24%
1 Year Est. Return
+23.65%
3 Year Est. Return
+16.06%
5 Year Est. Return
+95.65%
10 Year Est. Return
–
AUM
$1.39B
AUM Growth
+$781M
Cap. Flow
+$794M
Cap. Flow %
57.04%
Top 10 Hldgs %
54.85%
Holding
1,130
New
566
Increased
139
Reduced
79
Closed
343

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$16.6M
2
ORLY icon
O'Reilly Automotive
ORLY
+$6.27M
3
LULU icon
lululemon athletica
LULU
+$5.4M
4
NRG icon
NRG Energy
NRG
+$4.28M
5
GAP
The Gap Inc
GAP
+$3.88M

Top Sells

Rank Stock Value
1
GME icon
GameStop
GME
+$3.86M
2
TJX icon
TJX Companies
TJX
+$3.4M
3
HBI
Hanesbrands
HBI
+$3.37M
4
AEO icon
American Eagle Outfitters
AEO
+$3.27M
5
SIX
Six Flags Entertainment Corp.
SIX
+$2.84M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 9.86%
2 Industrials 6.66%
3 Technology 4.4%
4 Financials 4.37%
5 Real Estate 3.75%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SPY icon
1
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$474M 34.01%
+1,800,000
New +$491M
IWM icon
2
PUT
iShares Russell 2000 ETF
IWM
$80.9B
$57.3M 4.11%
377,300
-453,600
-55% -$70.1M
VXX
3
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$53.8M 3.87%
+1,138,000
New +$43.1M
SPY icon
4
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$52.6M 3.78%
+200,000
New +$54.6M
IWM icon
5
CALL
iShares Russell 2000 ETF
IWM
$80.9B
$42.5M 3.05%
279,600
– –
SPY icon
6
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$29.5M 2.12%
112,200
+60,799
+118% +$16.6M
XLF icon
7
CALL
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
$16.1M 1.16%
+583,600
New +$16.8M
XLF icon
8
PUT
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
$16.1M 1.16%
+583,600
New +$16.8M
EFC
9
Ellington Financial
EFC
$1.68B
$15.2M 1.09%
1,024,079
– –
LULU icon
10
lululemon athletica
LULU
$13B
$7.32M 0.53%
82,100
+67,500
+462% +$5.4M
LOW icon
11
Lowe's Companies
LOW
$116B
$7.3M 0.52%
83,200
+33,200
+66% +$3.14M
AMD icon
12
PUT
Advanced Micro Devices
AMD
$851B
$7.04M 0.51%
+700,000
New +$8.3M
UAL icon
13
United Airlines
UAL
$38.4B
$6.75M 0.48%
97,095
+44,141
+83% +$3.05M
ORLY icon
14
O'Reilly Automotive
ORLY
$72.4B
$6.7M 0.48%
406,500
+370,500
+1,029% +$6.27M
WSM icon
15
Williams-Sonoma
WSM
$26.7B
$6.11M 0.44%
231,600
+83,800
+57% +$2.22M
FIVE icon
16
Five Below
FIVE
$11.2B
$6.08M 0.44%
82,900
+24,500
+42% +$1.65M
KSS icon
17
Kohl's
KSS
$2.03B
$5.25M 0.38%
80,200
-8,700
-10% -$552K
NRG icon
18
NRG Energy
NRG
$29.8B
$4.71M 0.34%
+154,400
New +$4.28M
NFLX icon
19
CALL
Netflix
NFLX
$292B
$4.43M 0.32%
+150,000
New +$4.08M
PLCE icon
20
Children's Place
PLCE
$53.6M
$4.06M 0.29%
30,000
+24,100
+408% +$3.5M
DBI icon
21
Designer Brands
DBI
$277M
$3.92M 0.28%
174,700
+152,300
+680% +$3.13M
PBI icon
22
CALL
Pitney Bowes
PBI
$2.42B
$3.81M 0.27%
350,000
-447,200
-56% -$5.54M
GAP
23
The Gap Inc
GAP
$6.84B
$3.7M 0.27%
+118,700
New +$3.88M
AEE icon
24
Ameren
AEE
$31.5B
$3.64M 0.26%
+64,200
New +$3.55M
UA icon
25
Under Armour Class C
UA
$2.92B
$3.54M 0.25%
+246,800
New +$3.48M
1
2 3 4 5

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APA
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NIA
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HFA
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AWA
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Ellington Management Group's Q1 2018 Portfolio in Review

As of Q1 2018, Ellington Management Group held 1,130 positions worth $1.39B, up 128% from $612M the previous quarter. Its ten largest holdings account for 55% of the portfolio.

Ellington Management Group deployed $794M of net new capital in Q1 2018, opening 566 new positions and adding to 139 existing holdings. Its largest new stake was NRG Energy: 154,400 shares worth $4.71M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 9.9% of assets, down from 13% a quarter earlier, followed by Industrials and Technology.

On the sell side, the largest reduction was American Eagle Outfitters, an estimated $3.27M trimmed.

  • Ellington Management Group's largest Q1 2018 buy was NRG Energy: 154,400 shares worth $4.71M.
  • Ellington Management Group added most to State Street SPDR S&P 500 ETF Trust in Q1 2018, an estimated $16.6M increase.
  • Ellington Management Group's biggest Q1 2018 reduction was American Eagle Outfitters, cutting an estimated $3.27M.
  • Ellington Management Group fully exited GameStop in Q1 2018, selling an estimated $3.86M.
  • Ellington Management Group's ten largest holdings make up 55% of its $1.39B portfolio in Q1 2018.
  • Ellington Management Group opened 566 new positions and closed 343 in Q1 2018.
  • Ellington Management Group's portfolio value rose 128% quarter-over-quarter to $1.39B.

Based on Ellington Management Group's 13F filing for Q1 2018, filed 15 May 2018.