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
+1.37%
1 Year Est. Return
+23.65%
3 Year Est. Return
+16.06%
5 Year Est. Return
+95.65%
10 Year Est. Return
–
AUM
$585M
AUM Growth
+$36.9M
(+6.7%)
Cap. Flow
-$10.9M
Cap. Flow
% of AUM
-1.87%
Top 10 Holdings %
Top 10 Hldgs %
22.53%
Holding
897
New
347
Increased
100
Reduced
100
Closed
340
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Tapestry
TPR
|
+$7.23M |
| 2 |
Essent Group
ESNT
|
+$6.59M |
| 3 |
Bath & Body Works
BBWI
|
+$6.51M |
| 4 |
VF Corp
VFC
|
+$6.26M |
| 5 |
Kohl's
KSS
|
+$5.13M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$14.3M |
| 2 |
TWO
Two Harbors Investment
TWO
|
+$7.31M |
| 3 |
Abercrombie & Fitch
ANF
|
+$6.03M |
| 4 |
lululemon athletica
LULU
|
+$4.76M |
| 5 |
Ralph Lauren
RL
|
+$4.35M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 23.82% |
| 2 | Real Estate | 9.24% |
| 3 | Financials | 8.37% |
| 4 | Industrials | 7.65% |
| 5 | Communication Services | 6.19% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
PUT
LGI Homes
LGIH
$1.4B
| $521K | 0.09% |
+7,300
| New | +$506K |
|
227
B&G Foods
BGS
$285M
| $520K | 0.09% |
24,980
-24
| -0.1% | -$553 |
|
|
SGI
228
Somnigroup International
SGI
$15.1B
| $506K | 0.09% |
+27,600
| New | +$445K |
|
229
SLB Ltd
SLB
$77.8B
| $505K | 0.09% |
+12,700
| New | +$512K |
|
230
Credicorp
BAP
$30.9B
| $504K | 0.09% |
+2,200
| New | +$504K |
|
231
T-Mobile US
TMUS
$193B
| $503K | 0.09% |
6,780
-29,602
| -81% | -$2.2M |
|
232
VICI Properties
VICI
$29.4B
| $500K | 0.09% |
+22,700
| New | +$507K |
|
233
Pebblebrook Hotel Trust
PEB
$2.16B
| $499K | 0.09% |
17,700
+3,600
| +26% | +$109K |
|
234
Charles River Laboratories
CRL
$10.9B
| $497K | 0.08% |
+3,500
| New | +$475K |
|
235
Medtronic
MDT
$107B
| $497K | 0.08% |
5,100
-4,800
| -48% | -$438K |
|
236
Dell
DELL
$283B
| $493K | 0.08% |
+19,138
| New | +$597K |
|
237
Cigna
CI
$76.6B
| $488K | 0.08% |
+3,100
| New | +$486K |
|
238
NetEase
NTES
$76.5B
| $486K | 0.08% |
+9,500
| New | +$504K |
|
|
INST
239
DELISTED
Instructure, Inc.
INST
| $485K | 0.08% |
11,400
-8,300
| -42% | -$359K |
|
240
Steel Dynamics
STLD
$35.6B
| $483K | 0.08% |
15,986
+2,186
| +16% | +$66.9K |
|
241
Truist Financial
TFC
$63.2B
| $481K | 0.08% |
9,800
+3,300
| +51% | +$162K |
|
242
Ternium
TX
$9.29B
| $480K | 0.08% |
+21,400
| New | +$535K |
|
243
Cato Corp
CATO
$65.9M
| $478K | 0.08% |
38,800
+7,100
| +22% | +$96.7K |
|
244
Corpay
CPAY
$24.2B
| $477K | 0.08% |
+1,700
| New | +$445K |
|
245
Incyte
INCY
$23.5B
| $476K | 0.08% |
+5,600
| New | +$449K |
|
246
Centene
CNC
$31.3B
| $472K | 0.08% |
+9,000
| New | +$486K |
|
247
CACI
CACI
$10.8B
| $471K | 0.08% |
+2,300
| New | +$455K |
|
248
Bank of America
BAC
$435B
| $467K | 0.08% |
+16,100
| New | +$464K |
|
249
Teleflex
TFX
$5.85B
| $464K | 0.08% |
+1,400
| New | +$423K |
|
|
SNV
250
DELISTED
Synovus
SNV
| $459K | 0.08% |
13,100
+1,800
| +16% | +$62.6K |
|
Similar funds
SCM
APA
NIA
HFA
AWA
PPSG
PMAS
HH
Ellington Management Group's Q2 2019 Portfolio in Review
As of Q2 2019, Ellington Management Group held 897 positions worth $585M, up 6.7% from $549M the previous quarter. Its ten largest holdings account for 23% of the portfolio.
Ellington Management Group's Q2 2019 filing shows 347 new, 100 increased, 100 reduced and 340 closed positions. Its largest new stake was Tapestry: 231,900 shares worth $7.36M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $14.3M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 24% of assets, down from 24% a quarter earlier, followed by Real Estate and Financials.
- Ellington Management Group's largest Q2 2019 buy was Tapestry: 231,900 shares worth $7.36M.
- Ellington Management Group added most to Essent Group in Q2 2019, an estimated $6.59M increase.
- Ellington Management Group's biggest Q2 2019 reduction was lululemon athletica, cutting an estimated $4.76M.
- Ellington Management Group fully exited State Street SPDR S&P 500 ETF Trust in Q2 2019, selling an estimated $14.3M.
- Ellington Management Group's ten largest holdings make up 23% of its $585M portfolio in Q2 2019.
- Ellington Management Group opened 347 new positions and closed 340 in Q2 2019.
- Ellington Management Group's portfolio value rose 6.7% quarter-over-quarter to $585M.
Based on Ellington Management Group's 13F filing for Q2 2019, filed 14 Aug 2019.