We are live on ! Find out more
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
LEN icon
76
Lennar Class A
LEN
$20.4B
$1.72M 0.29%
+36,592
New +$1.83M
RDN icon
77
CALL
Radian Group
RDN
$5.14B
$1.7M 0.29%
74,500
-100,000
-57% -$2.28M
DCH
78
PUT
Dauch Corp
DCH
$1.3B
$1.66M 0.28%
+130,000
New +$1.69M
PBI icon
79
Pitney Bowes
PBI
$2.42B
$1.65M 0.28%
385,935
+89,197
+30% +$479K
PLAY icon
80
Dave & Buster's
PLAY
$343M
$1.64M 0.28%
+40,600
New +$2.06M
LULU icon
81
lululemon athletica
LULU
$13B
$1.6M 0.27%
8,900
-27,400
-75% -$4.76M
COOP
82
DELISTED
Mr. Cooper
COOP
$1.6M 0.27%
200,014
-12,628
-6% -$106K
WBA
83
DELISTED
Walgreens Boots Alliance
WBA
$1.6M 0.27%
+29,200
New +$1.55M
MTN icon
84
Vail Resorts
MTN
$5.19B
$1.58M 0.27%
7,100
+400
+6% +$88.9K
BZH icon
85
Beazer Homes USA
BZH
$907M
$1.56M 0.27%
+162,152
New +$1.77M
CSTM icon
86
Constellium
CSTM
$3.96B
$1.55M 0.27%
154,632
-218,104
-59% -$2.02M
RL icon
87
Ralph Lauren
RL
$22.2B
$1.53M 0.26%
13,500
-36,300
-73% -$4.35M
FTR
88
PUT
DELISTED
Frontier Communications Corp.
FTR
$1.52M 0.26%
+870,000
New +$1.77M
TWNK
89
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$1.51M 0.26%
+104,700
New +$1.4M
OLN icon
90
Olin
OLN
$2.64B
$1.47M 0.25%
67,198
-30,348
-31% -$676K
TEVA icon
91
Teva Pharmaceuticals
TEVA
$35.9B
$1.47M 0.25%
159,480
+128,780
+419% +$1.55M
B
92
Barrick Mining
B
$62.2B
$1.45M 0.25%
+92,100
New +$1.22M
SFM icon
93
Sprouts Farmers Market
SFM
$7.04B
$1.43M 0.24%
75,800
-58,800
-44% -$1.23M
QVCGA
94
DELISTED
QVC Group Inc Series A
QVCGA
$1.43M 0.24%
+2,379
New +$1.7M
CTXS
95
DELISTED
Citrix Systems Inc
CTXS
$1.37M 0.23%
+14,000
New +$1.37M
RDS.A
96
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$1.37M 0.23%
21,100
+15,300
+264% +$978K
AAPL icon
97
Apple
AAPL
$4.89T
$1.37M 0.23%
27,600
-56,800
-67% -$2.77M
EYE icon
98
National Vision
EYE
$1.6B
$1.36M 0.23%
44,400
-24,500
-36% -$702K
SAM icon
99
Boston Beer
SAM
$1.88B
$1.36M 0.23%
3,600
+2,400
+200% +$760K
VMW
100
DELISTED
VMware, Inc
VMW
$1.32M 0.23%
+7,900
New +$1.48M
2 3
4
5 6

Similar funds

SCM
Snow Capital Management Sewickley, Pennsylvania $703M AUM 76.26% 1-Year Est. Return
APA
Allegiant Private Advisors Sarasota, Florida $618M AUM
NIA
Northstar Investment Advisors Denver, Colorado $755M AUM 37.8% 1-Year Est. Return
HFA
Hoover Financial Advisors Malvern, Pennsylvania $562M AUM 37.9% 1-Year Est. Return
AWA
ARS Wealth Advisors St. Petersburg, Florida $556M AUM 30.03% 1-Year Est. Return
PPSG
Princeton Portfolio Strategies Group Princeton, New Jersey $517M AUM 37.7% 1-Year Est. Return
PMAS
PNC Managed Account Solutions Houston, Texas $503M AUM
HH
Hernani Holdings Jackson, Wyoming $465M AUM 28.16% 1-Year Est. Return

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.