We are live on ! Find out more
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
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$949M 66.43%
3,500,000
+3,300,000
+1,650% +$891M
IWM icon
2
PUT
iShares Russell 2000 ETF
IWM
$80.9B
$66.2M 4.63%
404,000
+26,700
+7% +$4.27M
FXI icon
3
CALL
iShares China Large-Cap ETF
FXI
$4.31B
$25.8M 1.8%
+600,000
New +$28M
FXI icon
4
PUT
iShares China Large-Cap ETF
FXI
$4.31B
$25.8M 1.8%
+600,000
New +$28M
FXI icon
5
iShares China Large-Cap ETF
FXI
$4.31B
$23.8M 1.67%
+554,832
New +$25.9M
SPY icon
6
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$22.1M 1.55%
81,530
-30,670
-27% -$8.28M
EFC
7
Ellington Financial
EFC
$1.68B
$16M 1.12%
1,024,079
– –
XLF icon
8
CALL
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
$7.98M 0.56%
300,000
-283,600
-49% -$7.82M
XLF icon
9
PUT
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
$7.98M 0.56%
300,000
-283,600
-49% -$7.82M
XLF icon
10
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
$6.65M 0.47%
250,225
+224,355
+867% +$6.19M
NBR icon
11
Nabors Industries
NBR
$1.23B
$3.89M 0.27%
12,133
+9,465
+355% +$3.47M
UAL icon
12
United Airlines
UAL
$38.4B
$3.6M 0.25%
51,695
-45,400
-47% -$3.15M
BBBY
13
DELISTED
Bed Bath & Beyond Inc
BBBY
$3.56M 0.25%
+178,900
New +$3.34M
PRKS icon
14
United Parks & Resorts
PRKS
$2.11B
$3.54M 0.25%
162,400
+104,033
+178% +$1.84M
W icon
15
Wayfair
W
$11.1B
$3.5M 0.25%
29,500
+15,800
+115% +$1.37M
TIF
16
DELISTED
Tiffany & Co.
TIF
$3.47M 0.24%
+26,400
New +$3.01M
HBI
17
DELISTED
Hanesbrands
HBI
$3.46M 0.24%
+156,900
New +$2.96M
LOW icon
18
Lowe's Companies
LOW
$116B
$3.45M 0.24%
36,100
-47,100
-57% -$4.26M
GRMN
19
Garmin
GRMN
$46.9B
$3.43M 0.24%
56,300
+2,600
+5% +$156K
DBI icon
20
Designer Brands
DBI
$277M
$3.43M 0.24%
132,900
-41,800
-24% -$999K
TSLA icon
21
CALL
Tesla
TSLA
$1.24T
$3.43M 0.24%
+150,000
New +$3.05M
SHAK icon
22
Shake Shack
SHAK
$2.3B
$3.43M 0.24%
51,800
-25,633
-33% -$1.42M
URBN icon
23
Urban Outfitters
URBN
$5.99B
$3.4M 0.24%
76,200
+9,500
+14% +$397K
PLCE icon
24
Children's Place
PLCE
$53.6M
$3.36M 0.23%
27,800
-2,200
-7% -$285K
BBWI icon
25
Bath & Body Works
BBWI
$4.01B
$3.09M 0.22%
103,661
+82,570
+391% +$2.38M
1
2 3 4 5

Similar funds

SCM
Snow Capital Management Sewickley, Pennsylvania $703M AUM 76.26% 1-Year Est. Return
APA
Allegiant Private Advisors Sarasota, Florida $618M AUM
NIA
Northstar Investment Advisors Denver, Colorado $755M AUM 37.8% 1-Year Est. Return
HFA
Hoover Financial Advisors Malvern, Pennsylvania $562M AUM 37.9% 1-Year Est. Return
AWA
ARS Wealth Advisors St. Petersburg, Florida $556M AUM 30.03% 1-Year Est. Return
PPSG
Princeton Portfolio Strategies Group Princeton, New Jersey $517M AUM 37.7% 1-Year Est. Return
PMAS
PNC Managed Account Solutions Houston, Texas $503M AUM
HH
Hernani Holdings Jackson, Wyoming $465M AUM 28.16% 1-Year Est. Return

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.