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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 | |
|---|---|---|---|---|---|---|
626
GrafTech
EAF
$194M
| – | – |
-3,360
| Closed | -$430K |
|
627
New Oriental
EDU
$7.84B
| – | – |
-6,500
| Closed | -$586K |
|
628
Estee Lauder
EL
$29B
| – | – |
-4,400
| Closed | -$728K |
|
629
Emcor
EME
$33.1B
| – | – |
-3,300
| Closed | -$241K |
|
630
EOG Resources
EOG
$78B
| – | – |
-21,700
| Closed | -$2.06M |
|
631
Ericsson
ERIC
$30.7B
| – | – |
-64,500
| Closed | -$592K |
|
632
Erie Indemnity
ERIE
$11.7B
| – | – |
-2,300
| Closed | -$411K |
|
633
Essex Property Trust
ESS
$18.9B
| – | – |
-800
| Closed | -$231K |
|
634
Entergy
ETR
$54.1B
| – | – |
-8,800
| Closed | -$421K |
|
635
Evercore
EVR
$13.1B
| – | – |
-4,300
| Closed | -$391K |
|
|
EVRI
636
DELISTED
Everi Holdings
EVRI
| – | – |
-40,600
| Closed | -$427K |
|
637
Freeport-McMoran
FCX
$90B
| – | – |
-100,275
| Closed | -$1.29M |
|
638
FedEx
FDX
$74.5B
| – | – |
-18,400
| Closed | -$3.34M |
|
639
Forum Energy Technologies
FET
$654M
| – | – |
-1,425
| Closed | -$146K |
|
|
FINV
640
FinVolution Group
FINV
$1.12B
| – | – |
-16,500
| Closed | -$62K |
|
641
Fidelity National Information Services
FIS
$21.5B
| – | – |
-2,200
| Closed | -$249K |
|
|
FITB
642
Fifth Third Bancorp
FITB
$52B
| – | – |
-9,700
| Closed | -$245K |
|
643
Flowers Foods
FLO
$1.64B
| – | – |
-31,000
| Closed | -$661K |
|
644
Freshpet
FRPT
$2.83B
| – | – |
-25,900
| Closed | -$1.09M |
|
645
Frontdoor
FTDR
$5.02B
| – | – |
-31,500
| Closed | -$1.08M |
|
646
Genpact
G
$5.3B
| – | – |
-7,400
| Closed | -$260K |
|
647
GE Aerospace
GE
$367B
| – | – |
-6,240
| Closed | -$311K |
|
|
GES
648
DELISTED
Guess Inc
GES
| – | – |
-156,600
| Closed | -$3.07M |
|
649
Gilead Sciences
GILD
$161B
| – | – |
-4,500
| Closed | -$293K |
|
650
General Mills
GIS
$19.2B
| – | – |
-44,100
| Closed | -$2.28M |
|
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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.