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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
TDG icon
1
PUT
TransDigm Group
TDG
$69.2B
$19.8M 3.39%
41,000
+11,000
+37% +$5.15M
EFC
2
Ellington Financial
EFC
$1.68B
$18.5M 3.16%
1,028,556
– –
NFLX icon
3
CALL
Netflix
NFLX
$292B
$10.1M 1.73%
275,000
+85,000
+45% +$3.07M
F icon
4
PUT
Ford
F
$57.3B
$7.98M 1.36%
780,000
– –
GEO icon
5
PUT
The GEO Group
GEO
$4.13B
$7.88M 1.35%
375,000
+120,000
+47% +$2.53M
ESNT icon
6
Essent Group
ESNT
$6.06B
$7.72M 1.32%
164,200
+139,900
+576% +$6.59M
TPR icon
7
Tapestry
TPR
$28.8B
$7.36M 1.26%
+231,900
New +$7.23M
BBWI icon
8
Bath & Body Works
BBWI
$4.01B
$6.95M 1.19%
+329,413
New +$6.51M
VFC icon
9
VF Corp
VFC
$6.68B
$6.67M 1.14%
76,300
+72,689
+2,013% +$6.26M
RWT
10
Redwood Trust
RWT
$616M
$6.59M 1.13%
398,961
+166,049
+71% +$2.69M
RDN icon
11
Radian Group
RDN
$5.14B
$6.46M 1.1%
282,772
+189,200
+202% +$4.32M
CMG icon
12
Chipotle Mexican Grill
CMG
$40.8B
$5.72M 0.98%
390,000
+85,000
+28% +$1.2M
LUMN icon
13
Lumen
LUMN
$6.53B
$5.51M 0.94%
468,516
+277,516
+145% +$3.12M
GT icon
14
Goodyear
GT
$2.07B
$5.49M 0.94%
358,539
+187,917
+110% +$3.17M
WSM icon
15
Williams-Sonoma
WSM
$26.7B
$5.19M 0.89%
159,800
-67,000
-30% -$1.92M
LOW icon
16
Lowe's Companies
LOW
$116B
$5.17M 0.88%
51,200
+34,600
+208% +$3.65M
SHAK icon
17
Shake Shack
SHAK
$2.3B
$4.89M 0.84%
67,800
-37,800
-36% -$2.33M
NFLX icon
18
Netflix
NFLX
$292B
$4.78M 0.82%
+130,250
New +$4.7M
ESNT icon
19
CALL
Essent Group
ESNT
$6.06B
$4.7M 0.8%
100,000
– –
WMT icon
20
Walmart Inc
WMT
$871B
$4.49M 0.77%
121,800
+35,100
+40% +$1.21M
MTG icon
21
MGIC Investment
MTG
$6.27B
$4.38M 0.75%
333,511
+15,269
+5% +$212K
X
22
PUT
DELISTED
US Steel
X
$4.33M 0.74%
283,000
+267,500
+1,726% +$4.12M
CVNA icon
23
PUT
Carvana
CVNA
$43.3B
$4.14M 0.71%
+331,000
New +$4.25M
SFIX
24
Stitch Fix
SFIX
$478M
$4.08M 0.7%
127,700
+2,200
+2% +$59K
KSS icon
25
Kohl's
KSS
$2.03B
$4.04M 0.69%
+85,000
New +$5.13M
1
2 3 4 5

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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.