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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
Cap. Flow
-$10.9M
Cap. Flow %
-1.87%
Top 10 Hldgs %
22.53%
Holding
897
New
347
Increased
100
Reduced
100
Closed
340

Top Buys

Rank Stock Value
1
TPR icon
Tapestry
TPR
+$7.23M
2
ESNT icon
Essent Group
ESNT
+$6.59M
3
BBWI icon
Bath & Body Works
BBWI
+$6.51M
4
VFC icon
VF Corp
VFC
+$6.26M
5
KSS icon
Kohl's
KSS
+$5.13M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$14.3M
2
TWO
Two Harbors Investment
TWO
+$7.31M
3
ANF icon
Abercrombie & Fitch
ANF
+$6.03M
4
LULU icon
lululemon athletica
LULU
+$4.76M
5
RL icon
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
AKS
551
DELISTED
AK Steel Holding Corp
AKS
$71K 0.01%
+30,000
New +$69.8K
RYAM icon
552
Rayonier Advanced Materials
RYAM
$565M
$66K 0.01%
10,200
-8,300
-45% -$86.4K
SRCI
553
DELISTED
SRC Energy Inc
SRCI
$57K 0.01%
+11,500
New +$62.6K
ABEO icon
554
Abeona Therapeutics
ABEO
$345M
$50K 0.01%
+416
New +$69.7K
CBL
555
DELISTED
CBL& Associates Properties, Inc.
CBL
$43K 0.01%
41,743
-1,371,448
-97% -$1.59M
ACCO icon
556
Acco Brands
ACCO
$369M
– –
-18,800
Closed -$161K
ACHC icon
557
Acadia Healthcare
ACHC
$3.17B
– –
-44,236
Closed -$1.3M
ACN icon
558
Accenture
ACN
$89.9B
– –
-1,900
Closed -$334K
ADEA icon
559
Adeia
ADEA
$2.86B
– –
-177,282
Closed -$1.1M
AEO icon
560
American Eagle Outfitters
AEO
$2.85B
– –
-118,000
Closed -$2.62M
AEP icon
561
American Electric Power
AEP
$73.7B
– –
-5,600
Closed -$469K
AGO icon
562
Assured Guaranty
AGO
$3.78B
– –
-25,100
Closed -$1.11M
ALNY icon
563
Alnylam Pharmaceuticals
ALNY
$36.3B
– –
-4,800
Closed -$449K
ALSN icon
564
Allison Transmission
ALSN
$10.1B
– –
-11,800
Closed -$530K
AMC icon
565
AMC Entertainment Holdings
AMC
$2.03B
– –
-7,300
Closed -$1.08M
AMED
566
DELISTED
Amedisys
AMED
– –
-8,800
Closed -$1.08M
AMGN icon
567
Amgen
AMGN
$203B
– –
-2,900
Closed -$551K
AMKR icon
568
Amkor Technology
AMKR
$16.1B
– –
-19,200
Closed -$164K
AMSC icon
569
American Superconductor
AMSC
$1.48B
– –
-32,300
Closed -$415K
AMX icon
570
America Movil
AMX
$78.1B
– –
-37,600
Closed -$537K
ANF icon
571
Abercrombie & Fitch
ANF
$4.17B
– –
-219,988
Closed -$6.03M
ANIK icon
572
Anika Therapeutics
ANIK
$199M
– –
-7,907
Closed -$239K
ANSS
573
DELISTED
Ansys
ANSS
– –
-1,700
Closed -$311K
APH icon
574
Amphenol
APH
$188B
– –
-42,000
Closed -$992K
APLS
575
DELISTED
Apellis Pharmaceuticals
APLS
– –
-12,600
Closed -$246K
21 22
23
24 25

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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.