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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
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
VALE icon
126
Vale
VALE
$62.9B
$1.07M 0.18%
79,500
+21,500
+37% +$276K
RDS.B
127
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$1.06M 0.18%
+16,100
New +$1.05M
AXP icon
128
American Express
AXP
$223B
$1.05M 0.18%
+8,500
New +$998K
MOH icon
129
Molina Healthcare
MOH
$10.3B
$1.03M 0.18%
+7,200
New +$986K
AAL icon
130
American Airlines Group
AAL
$9.58B
$1.03M 0.18%
31,546
-39,544
-56% -$1.28M
ADBE icon
131
Adobe
ADBE
$89.5B
$1M 0.17%
3,400
+500
+17% +$139K
MLM icon
132
Martin Marietta Materials
MLM
$33.6B
$989K 0.17%
+4,300
New +$932K
MELI icon
133
Mercado Libre
MELI
$91.3B
$979K 0.17%
+1,600
New +$891K
DLTH icon
134
Duluth Holdings
DLTH
$160M
$974K 0.17%
71,700
+46,500
+185% +$753K
YUM icon
135
Yum! Brands
YUM
$41B
$974K 0.17%
8,800
+1,900
+28% +$197K
LFT
136
Lument Finance Trust
LFT
$41.9M
$973K 0.17%
285,344
– –
AMH icon
137
American Homes 4 Rent
AMH
$12B
$970K 0.17%
39,900
+23,800
+148% +$571K
RPT
138
Rithm Property Trust
RPT
$90.5M
$965K 0.16%
11,886
– –
FIVE icon
139
Five Below
FIVE
$11.2B
$960K 0.16%
+8,000
New +$1.05M
PGR icon
140
Progressive
PGR
$124B
$959K 0.16%
+12,000
New +$928K
ATRO icon
141
Astronics
ATRO
$3.45B
$929K 0.16%
+27,720
New +$871K
ELF icon
142
e.l.f. Beauty
ELF
$4.56B
$921K 0.16%
65,300
+28,200
+76% +$341K
VER
143
DELISTED
VEREIT, Inc.
VER
$920K 0.16%
+20,420
New +$883K
IRM icon
144
Iron Mountain
IRM
$38.2B
$906K 0.15%
+28,950
New +$949K
STZ icon
145
Constellation Brands
STZ
$22.2B
$906K 0.15%
+4,600
New +$898K
MMM icon
146
3M
MMM
$89B
$901K 0.15%
+6,219
New +$957K
BIIB icon
147
Biogen
BIIB
$29.9B
$889K 0.15%
+3,800
New +$877K
SKX
148
DELISTED
Skechers
SKX
$888K 0.15%
+28,200
New +$870K
HA
149
DELISTED
Hawaiian Holdings, Inc.
HA
$886K 0.15%
32,300
-12,300
-28% -$334K
NBL
150
DELISTED
Noble Energy, Inc.
NBL
$876K 0.15%
39,100
+14,100
+56% +$335K
4 5
6
7 8

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NIA
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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.