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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 | |
|---|---|---|---|---|---|---|
576
Aptiv
APTV
$12B
| – | – |
-4,300
| Closed | -$342K |
|
577
ArcBest
ARCB
$3.44B
| – | – |
-11,000
| Closed | -$339K |
|
578
Aramark
ARMK
$15B
| – | – |
-194,827
| Closed | -$4.16M |
|
|
EFOR
579
Everforth Inc
EFOR
$845M
| – | – |
-3,200
| Closed | -$203K |
|
|
ASRT
580
DELISTED
Assertio
ASRT
| – | – |
-358
| Closed | -$109K |
|
581
AngloGold Ashanti
AU
$40.3B
| – | – |
-79,000
| Closed | -$1.03M |
|
582
AvalonBay Communities
AVB
$27.1B
| – | – |
-2,400
| Closed | -$482K |
|
583
BlackBerry
BB
$5.01B
| – | – |
-42,100
| Closed | -$425K |
|
584
Banco Bradesco
BBD
$38.1B
| – | – |
-159,720
| Closed | -$1.09M |
|
|
585
PUT
Bath & Body Works
BBWI
$4.01B
| – | – |
-158,955
| Closed | -$3.54M |
|
586
Boise Cascade
BCC
$2.74B
| – | – |
-7,594
| Closed | -$203K |
|
587
Bloom Energy
BE
$52.6B
| – | – |
-27,900
| Closed | -$360K |
|
588
Brown-Forman Class B
BF.B
$12B
| – | – |
-12,400
| Closed | -$654K |
|
589
Bunge Global
BG
$23.6B
| – | – |
-6,100
| Closed | -$324K |
|
590
Brighthouse Financial
BHF
$3.63B
| – | – |
-15,600
| Closed | -$566K |
|
591
BJs Wholesale Club
BJ
$11.9B
| – | – |
-25,200
| Closed | -$690K |
|
592
Brookfield
BN
$102B
| – | – |
-19,899
| Closed | -$331K |
|
593
British American Tobacco
BTI
$132B
| – | – |
-8,900
| Closed | -$371K |
|
594
Citigroup
C
$222B
| – | – |
-5,900
| Closed | -$367K |
|
595
Conagra Brands
CAG
$7.07B
| – | – |
-25,900
| Closed | -$718K |
|
596
Cheesecake Factory
CAKE
$4.21B
| – | – |
-32,100
| Closed | -$1.57M |
|
597
Caterpillar
CAT
$409B
| – | – |
-4,800
| Closed | -$650K |
|
598
CBRE Group
CBRE
$40.8B
| – | – |
-13,000
| Closed | -$643K |
|
599
Coca-Cola Europacific Partners
CCEP
$46.5B
| – | – |
-19,200
| Closed | -$993K |
|
600
Charter Communications
CHTR
$14.7B
| – | – |
-3,147
| Closed | -$1.18M |
|
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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.