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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 | |
|---|---|---|---|---|---|---|
|
CHK
151
DELISTED
Chesapeake Energy Corporation
CHK
| $858K | 0.15% |
+2,200
| New | +$1.1M |
|
152
SM Energy
SM
$7.96B
| $839K | 0.14% |
+67,000
| New | +$972K |
|
|
HBI
153
DELISTED
Hanesbrands
HBI
| $828K | 0.14% |
+48,074
| New | +$828K |
|
154
AMC Global Media
AMCX
$430M
| $821K | 0.14% |
15,061
+11,200
| +290% | +$632K |
|
155
NextEra Energy
NEE
$187B
| $819K | 0.14% |
16,000
-1,600
| -9% | -$78.7K |
|
156
Cardinal Health
CAH
$53.4B
| $810K | 0.14% |
17,200
-7,300
| -30% | -$337K |
|
157
The Mosaic Company
MOS
$7.09B
| $806K | 0.14% |
+32,200
| New | +$786K |
|
158
Keysight
KEYS
$54.5B
| $799K | 0.14% |
8,900
+5,700
| +178% | +$484K |
|
159
Cencora
COR
$60.3B
| $793K | 0.14% |
+9,300
| New | +$735K |
|
160
CVS Health
CVS
$137B
| $779K | 0.13% |
+14,300
| New | +$770K |
|
161
National Grid
NGG
$82.7B
| $776K | 0.13% |
+16,509
| New | +$775K |
|
162
KeyCorp
KEY
$24.3B
| $772K | 0.13% |
+43,500
| New | +$736K |
|
|
TCO
163
DELISTED
Taubman Centers Inc.
TCO
| $764K | 0.13% |
+18,700
| New | +$900K |
|
164
McCormick & Company Non-Voting
MKC
$13.4B
| $744K | 0.13% |
9,600
-9,200
| -49% | -$709K |
|
165
First Horizon
FHN
$12.1B
| $735K | 0.13% |
+49,200
| New | +$712K |
|
166
Ovintiv
OVV
$17.5B
| $726K | 0.12% |
28,320
+20,560
| +265% | +$641K |
|
167
Live Nation Entertainment
LYV
$41.2B
| $722K | 0.12% |
+10,900
| New | +$700K |
|
168
Autohome
ATHM
$2.43B
| $719K | 0.12% |
8,400
+4,400
| +110% | +$438K |
|
169
Newell Brands
NWL
$2.16B
| $715K | 0.12% |
46,400
+13,100
| +39% | +$196K |
|
170
Dick's Sporting Goods
DKS
$18.4B
| $693K | 0.12% |
+20,000
| New | +$732K |
|
171
Hubbell
HUBB
$25.7B
| $691K | 0.12% |
+5,300
| New | +$654K |
|
172
Banco Macro
BMA
$5.7B
| $678K | 0.12% |
9,300
-3,500
| -27% | -$181K |
|
173
ScottsMiracle-Gro
SMG
$4.03B
| $670K | 0.11% |
+6,800
| New | +$605K |
|
174
Helen of Troy
HELE
$663M
| $666K | 0.11% |
5,100
+1,400
| +38% | +$183K |
|
175
EnerSys
ENS
$6.95B
| $664K | 0.11% |
+9,700
| New | +$634K |
|
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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.