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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 | |
|---|---|---|---|---|---|---|
|
CHX
601
DELISTED
ChampionX
CHX
| – | – |
-5,800
| Closed | -$238K |
|
602
Grupo Cibest SA
CIB
$20.4B
| – | – |
-19,300
| Closed | -$985K |
|
603
Conduent
CNDT
$230M
| – | – |
-24,900
| Closed | -$344K |
|
604
Cinemark Holdings
CNK
$3.82B
| – | – |
-63,000
| Closed | -$2.52M |
|
605
Cannae Holdings
CNNE
$647M
| – | – |
-16,000
| Closed | -$388K |
|
606
CenterPoint Energy
CNP
$29.1B
| – | – |
-7,600
| Closed | -$233K |
|
607
Americold
COLD
$4.09B
| – | – |
-14,100
| Closed | -$430K |
|
608
Columbia Sportswear
COLM
$3.19B
| – | – |
-2,000
| Closed | -$208K |
|
609
Camden Property Trust
CPT
$11.3B
| – | – |
-10,700
| Closed | -$1.09M |
|
610
CRA International
CRAI
$1.1B
| – | – |
-4,200
| Closed | -$212K |
|
611
Carter's
CRI
$1.43B
| – | – |
-42,500
| Closed | -$4.28M |
|
612
Salesforce
CRM
$134B
| – | – |
-8,300
| Closed | -$1.31M |
|
613
CRISPR Therapeutics
CRSP
$4.58B
| – | – |
-28,100
| Closed | -$1M |
|
614
CubeSmart
CUBE
$9.53B
| – | – |
-10,400
| Closed | -$333K |
|
615
Cousins Properties
CUZ
$5.29B
| – | – |
-8,175
| Closed | -$316K |
|
616
Cushman & Wakefield Ltd
CWK
$2.98B
| – | – |
-15,800
| Closed | -$281K |
|
|
CYBR
617
DELISTED
CyberArk
CYBR
| – | – |
-12,600
| Closed | -$1.5M |
|
618
Delta Air Lines
DAL
$55.9B
| – | – |
-18,900
| Closed | -$976K |
|
619
Dillards
DDS
$8.87B
| – | – |
-26,700
| Closed | -$1.92M |
|
620
Diageo
DEO
$46.2B
| – | – |
-1,500
| Closed | -$245K |
|
621
Dollar General
DG
$25.9B
| – | – |
-6,200
| Closed | -$740K |
|
622
Domo
DOMO
$166M
| – | – |
-26,400
| Closed | -$1.06M |
|
623
Darden Restaurants
DRI
$22.5B
| – | – |
-15,500
| Closed | -$1.88M |
|
624
Devon Energy
DVN
$51.9B
| – | – |
-35,100
| Closed | -$1.11M |
|
625
DXP Enterprises
DXPE
$2.62B
| – | – |
-6,600
| Closed | -$257K |
|
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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.