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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 | |
|---|---|---|---|---|---|---|
501
Heritage Insurance Holdings
HRTG
$842M
| $183K | 0.03% |
+11,900
| New | +$175K |
|
|
CPLG
502
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
| $182K | 0.03% |
+14,700
| New | +$186K |
|
|
VNE
503
DELISTED
Veoneer, Inc.
VNE
| $177K | 0.03% |
+10,200
| New | +$214K |
|
504
Builders FirstSource
BLDR
$7.84B
| $172K | 0.03% |
10,200
-16,000
| -61% | -$239K |
|
505
First Bancorp
FBP
$4.4B
| $170K | 0.03% |
+15,400
| New | +$166K |
|
506
BBVA Argentina
BBAR
$3.85B
| $169K | 0.03% |
14,900
-6,900
| -32% | -$64.4K |
|
|
TEF
507
DELISTED
Telefonica
TEF
| $169K | 0.03% |
25,247
-7,302
| -22% | -$48.5K |
|
508
Corbus Pharmaceuticals
CRBP
$170M
| $167K | 0.03% |
803
-154
| -16% | -$33K |
|
509
Element Solutions
ESI
$9.12B
| $166K | 0.03% |
16,100
-65,100
| -80% | -$685K |
|
510
SLM Corp
SLM
$4.57B
| $164K | 0.03% |
16,900
+3,800
| +29% | +$37.6K |
|
|
QUOT
511
DELISTED
Quotient Technology Inc
QUOT
| $164K | 0.03% |
+15,300
| New | +$155K |
|
512
Wabash National
WNC
$543M
| $163K | 0.03% |
10,000
-6,200
| -38% | -$91.3K |
|
513
Newmark Group
NMRK
$2.73B
| $162K | 0.03% |
18,000
+4,400
| +32% | +$37.1K |
|
514
Sumitomo Mitsui Financial
SMFG
$166B
| $162K | 0.03% |
22,900
+900
| +4% | +$6.37K |
|
|
IMH
515
DELISTED
Impac Mortgage Holdings Inc.
IMH
| $161K | 0.03% |
51,900
| – | – |
|
|
MDR
516
DELISTED
McDermott International
MDR
| $158K | 0.03% |
+16,400
| New | +$131K |
|
517
Mitsubishi UFJ Financial
MUFG
$258B
| $157K | 0.03% |
33,100
+3,200
| +11% | +$15.4K |
|
|
SWN
518
DELISTED
Southwestern Energy Company
SWN
| $157K | 0.03% |
49,800
+37,200
| +295% | +$144K |
|
|
HTT
519
High Templar Tech Ltd
HTT
$377M
| $155K | 0.03% |
20,600
+2,900
| +16% | +$20K |
|
520
SiriusPoint
SPNT
$2.98B
| $153K | 0.03% |
+14,800
| New | +$158K |
|
|
VNET
521
VNET Group
VNET
$2.05B
| $149K | 0.03% |
+19,100
| New | +$146K |
|
522
Unisys
UIS
$227M
| $148K | 0.03% |
15,200
-36,000
| -70% | -$371K |
|
523
Verra Mobility
VRRM
$615M
| $145K | 0.02% |
+11,100
| New | +$148K |
|
524
Valley National Bancorp
VLY
$7.93B
| $144K | 0.02% |
+13,400
| New | +$137K |
|
|
CMBT
525
CMB.TECH NV
CMBT
$4.57B
| $137K | 0.02% |
14,500
+2,100
| +17% | +$19.1K |
|
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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.