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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 | |
|---|---|---|---|---|---|---|
701
Marcus & Millichap
MMI
$1.15B
| – | – |
-5,600
| Closed | -$228K |
|
702
Monro
MNRO
$525M
| – | – |
-13,354
| Closed | -$1.16M |
|
|
MRC
703
DELISTED
MRC Global
MRC
| – | – |
-17,700
| Closed | -$309K |
|
704
PUT
Motorola Solutions
MSI
$69.4B
| – | – |
-14,500
| Closed | -$2.04M |
|
705
Match Group
MTCH
$8.84B
| – | – |
-5,800
| Closed | -$328K |
|
706
Meritage Homes
MTH
$4.87B
| – | – |
-22,696
| Closed | -$507K |
|
707
MasTec
MTZ
$26.7B
| – | – |
-14,300
| Closed | -$688K |
|
708
National CineMedia
NCMI
$354M
| – | – |
-2,840
| Closed | -$200K |
|
709
Noodles & Co
NDLS
$90.5M
| – | – |
-6,074
| Closed | -$330K |
|
710
NIO
NIO
$11.3B
| – | – |
-81,400
| Closed | -$415K |
|
711
Norfolk Southern
NSC
$78.8B
| – | – |
-4,000
| Closed | -$748K |
|
712
Nutanix
NTNX
$14.9B
| – | – |
-28,300
| Closed | -$1.07M |
|
713
Northern Trust
NTRS
$22.2B
| – | – |
-5,800
| Closed | -$524K |
|
714
Nu Skin
NUS
$247M
| – | – |
-10,400
| Closed | -$498K |
|
715
Oil States International
OIS
$522M
| – | – |
-12,800
| Closed | -$217K |
|
716
ON Semiconductor
ON
$33.8B
| – | – |
-13,400
| Closed | -$276K |
|
717
Penske Automotive Group
PAG
$14.3B
| – | – |
-42,736
| Closed | -$1.91M |
|
718
Pampa Energía
PAM
$4.64B
| – | – |
-12,600
| Closed | -$347K |
|
719
Petrobras Class A
PBR.A
$107B
| – | – |
-63,200
| Closed | -$904K |
|
720
Pinduoduo
PDD
$118B
| – | – |
-16,200
| Closed | -$402K |
|
721
Public Service Enterprise Group
PEG
$39.8B
| – | – |
-13,800
| Closed | -$820K |
|
722
Pfizer
PFE
$140B
| – | – |
-15,599
| Closed | -$629K |
|
723
Procter & Gamble
PG
$343B
| – | – |
-8,700
| Closed | -$905K |
|
724
Pultegroup
PHM
$24.5B
| – | – |
-8,100
| Closed | -$226K |
|
725
Piper Sandler
PIPR
$5.14B
| – | – |
-29,600
| Closed | -$539K |
|
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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.