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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
-1.77%
1 Year Est. Return
+23.65%
3 Year Est. Return
+16.06%
5 Year Est. Return
+95.65%
10 Year Est. Return
–
AUM
$553M
AUM Growth
-$32.5M
(-5.6%)
Cap. Flow
-$58.4M
Cap. Flow
% of AUM
-10.57%
Top 10 Holdings %
Top 10 Hldgs %
29.47%
Holding
894
New
336
Increased
95
Reduced
117
Closed
331
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
ARR
Armour Residential REIT
ARR
|
+$15.9M |
| 2 |
AAIC
Arlington Asset Investment Corp.
AAIC
|
+$4.35M |
| 3 |
WLL
Whiting Petroleum Corporation
WLL
|
+$3.52M |
| 4 |
Urban Outfitters
URBN
|
+$3.38M |
| 5 |
HP
HPQ
|
+$3.06M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Chipotle Mexican Grill
CMG
|
+$5.72M |
| 2 |
Lumen
LUMN
|
+$5.51M |
| 3 |
Bath & Body Works
BBWI
|
+$5.5M |
| 4 |
Lowe's Companies
LOW
|
+$5.17M |
| 5 |
RWT
Redwood Trust
RWT
|
+$4.35M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 19.26% |
| 2 | Real Estate | 10.43% |
| 3 | Technology | 7.36% |
| 4 | Industrials | 7.34% |
| 5 | Financials | 7.28% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
Fidelity National Financial
FNF
$13.9B
| $515K | 0.09% |
12,064
+2,288
| +23% | +$95.2K |
|
227
Citigroup
C
$222B
| $511K | 0.09% |
+7,400
| New | +$503K |
|
228
Dollar General
DG
$25.9B
| $509K | 0.09% |
+3,200
| New | +$463K |
|
229
ACI Worldwide
ACIW
$5.72B
| $507K | 0.09% |
+16,200
| New | +$514K |
|
230
NetEase
NTES
$76.5B
| $506K | 0.09% |
9,500
| – | – |
|
231
Church & Dwight Co
CHD
$23.1B
| $504K | 0.09% |
6,700
-8,300
| -55% | -$629K |
|
|
INFO
232
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $502K | 0.09% |
+7,500
| New | +$490K |
|
233
Entegris
ENTG
$19.7B
| $494K | 0.09% |
10,500
+4,900
| +88% | +$207K |
|
234
Dollar Tree
DLTR
$23.1B
| $491K | 0.09% |
4,300
-18,900
| -81% | -$1.98M |
|
235
Evercore
EVR
$13.1B
| $481K | 0.09% |
+6,000
| New | +$497K |
|
236
Commercial Metals
CMC
$7.63B
| $480K | 0.09% |
27,600
-1,900
| -6% | -$32.5K |
|
|
CBB
237
DELISTED
Cincinnati Bell Inc.
CBB
| $479K | 0.09% |
94,508
-398,785
| -81% | -$1.95M |
|
238
Cousins Properties
CUZ
$5.29B
| $474K | 0.09% |
+12,600
| New | +$450K |
|
239
Phillips 66
PSX
$82.9B
| $471K | 0.09% |
4,600
-100
| -2% | -$10K |
|
240
Zimmer Biomet
ZBH
$17.7B
| $467K | 0.08% |
+3,502
| New | +$452K |
|
|
HOLX
241
DELISTED
Hologic
HOLX
| $465K | 0.08% |
+9,200
| New | +$453K |
|
242
Newell Brands
NWL
$2.16B
| $464K | 0.08% |
24,800
-21,600
| -47% | -$348K |
|
|
SNCR
243
DELISTED
Synchronoss Technologies
SNCR
| $464K | 0.08% |
+9,544
| New | +$647K |
|
244
Molson Coors Class B
TAP
$7.68B
| $460K | 0.08% |
+8,000
| New | +$434K |
|
245
Antero Midstream
AM
$10.8B
| $459K | 0.08% |
+62,000
| New | +$535K |
|
246
Ameriprise Financial
AMP
$46.8B
| $456K | 0.08% |
3,100
| – | – |
|
247
Cohen & Steers
CNS
$4.18B
| $450K | 0.08% |
+8,200
| New | +$434K |
|
248
Alpha Metallurgical Resources
AMR
$1.82B
| $449K | 0.08% |
16,051
-30,000
| -65% | -$1.04M |
|
249
Healthpeak Properties
DOC
$15.4B
| $449K | 0.08% |
+12,600
| New | +$425K |
|
|
SPLK
250
DELISTED
Splunk Inc
SPLK
| $448K | 0.08% |
+3,800
| New | +$475K |
|
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Ellington Management Group's Q3 2019 Portfolio in Review
As of Q3 2019, Ellington Management Group held 894 positions worth $553M, down 5.6% from $585M the previous quarter. Its ten largest holdings account for 29% of the portfolio.
Ellington Management Group withdrew a net $58.4M in Q3 2019, closing 331 positions and reducing 117 holdings. Its most notable exit was Chipotle Mexican Grill, an estimated $5.72M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 19% of assets, down from 24% a quarter earlier, followed by Real Estate and Technology.
Against the trend, Ellington Management Group opened a new position in Armour Residential REIT worth $15.3M.
- Ellington Management Group's largest Q3 2019 buy was Armour Residential REIT: 182,424 shares worth $15.3M.
- Ellington Management Group added most to Arlington Asset Investment Corp. in Q3 2019, an estimated $4.35M increase.
- Ellington Management Group's biggest Q3 2019 reduction was Bath & Body Works, cutting an estimated $5.5M.
- Ellington Management Group fully exited Chipotle Mexican Grill in Q3 2019, selling an estimated $5.72M.
- Ellington Management Group's ten largest holdings make up 29% of its $553M portfolio in Q3 2019.
- Ellington Management Group opened 336 new positions and closed 331 in Q3 2019.
- Ellington Management Group's portfolio value fell 5.6% quarter-over-quarter to $553M.
Based on Ellington Management Group's 13F filing for Q3 2019, filed 14 Nov 2019.