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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
+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 | |
|---|---|---|---|---|---|---|
426
Viavi Solutions
VIAV
$9.75B
| $237K | 0.04% |
+17,800
| New | +$230K |
|
427
Deluxe
DLX
$1.19B
| $236K | 0.04% |
+5,800
| New | +$245K |
|
|
SJI
428
DELISTED
South Jersey Industries, Inc.
SJI
| $236K | 0.04% |
+7,000
| New | +$226K |
|
|
GMS
429
DELISTED
GMS Inc
GMS
| $235K | 0.04% |
+10,700
| New | +$192K |
|
430
The RMR Group
RMR
$342M
| $235K | 0.04% |
5,000
+500
| +11% | +$26.9K |
|
|
NUAN
431
DELISTED
Nuance Communications, Inc.
NUAN
| $235K | 0.04% |
+16,979
| New | +$250K |
|
432
CF Industries
CF
$19.2B
| $234K | 0.04% |
+5,000
| New | +$217K |
|
433
Popular Inc
BPOP
$11B
| $233K | 0.04% |
4,300
-200
| -4% | -$10.9K |
|
|
CMA
434
DELISTED
Comerica
CMA
| $232K | 0.04% |
+3,200
| New | +$238K |
|
435
Leidos
LDOS
$14.1B
| $232K | 0.04% |
+2,900
| New | +$212K |
|
436
Benchmark Electronics
BHE
$2.91B
| $231K | 0.04% |
9,200
-7,000
| -43% | -$180K |
|
437
BorgWarner
BWA
$13.2B
| $231K | 0.04% |
+6,248
| New | +$221K |
|
438
RenaissanceRe
RNR
$13.7B
| $231K | 0.04% |
+1,300
| New | +$214K |
|
|
VRNT
439
DELISTED
Verint Systems
VRNT
| $231K | 0.04% |
+8,441
| New | +$254K |
|
440
Wolfspeed
WOLF
$1.2B
| $230K | 0.04% |
+4,100
| New | +$250K |
|
|
WUBA
441
DELISTED
58.com Inc
WUBA
| $230K | 0.04% |
+3,700
| New | +$238K |
|
|
BLUE
442
DELISTED
bluebird bio
BLUE
| $229K | 0.04% |
+139
| New | +$240K |
|
443
Applied Industrial Technologies
AIT
$12.8B
| $228K | 0.04% |
+3,700
| New | +$216K |
|
444
Sensient Technologies
SXT
$5.4B
| $228K | 0.04% |
+3,100
| New | +$219K |
|
445
Baker Hughes
BKR
$56.8B
| $227K | 0.04% |
+9,200
| New | +$222K |
|
446
Universal Display
OLED
$3.71B
| $226K | 0.04% |
+1,200
| New | +$200K |
|
447
John Wiley & Sons Class A
WLY
$2.52B
| $225K | 0.04% |
+4,900
| New | +$223K |
|
448
Perrigo
PRGO
$1.4B
| $224K | 0.04% |
+4,700
| New | +$224K |
|
449
Zurn Elkay Water Solutions
ZWS
$8.07B
| $224K | 0.04% |
+15,362
| New | +$207K |
|
450
Quaker Houghton
KWR
$2.63B
| $223K | 0.04% |
+1,100
| New | +$224K |
|
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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.