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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 | |
|---|---|---|---|---|---|---|
301
Emerson Electric
EMR
$82.9B
| $368K | 0.07% |
+5,500
| New | +$346K |
|
302
NETGEAR
NTGR
$669M
| $367K | 0.07% |
+11,400
| New | +$358K |
|
303
Hanover Insurance
THG
$7.63B
| $366K | 0.07% |
2,700
-7,400
| -73% | -$972K |
|
304
NOV
NOV
$7.45B
| $365K | 0.07% |
+17,200
| New | +$367K |
|
|
WUBA
305
DELISTED
58.com Inc
WUBA
| $365K | 0.07% |
7,400
+3,700
| +100% | +$205K |
|
306
MasterCraft Boat Holdings
MCFT
$588M
| $364K | 0.07% |
+24,400
| New | +$398K |
|
|
SPR
307
DELISTED
Spirit AeroSystems
SPR
| $362K | 0.07% |
+4,400
| New | +$345K |
|
308
The GEO Group
GEO
$4.13B
| $361K | 0.07% |
20,800
+3,800
| +22% | +$68.1K |
|
309
Burlington
BURL
$22B
| $360K | 0.07% |
1,800
-11,300
| -86% | -$2.08M |
|
310
Warner Bros
WBD
$64.6B
| $360K | 0.07% |
13,500
-27,100
| -67% | -$787K |
|
311
NovoCure
NVCR
$2.04B
| $359K | 0.06% |
4,800
-3,700
| -44% | -$296K |
|
|
INN
312
Summit Hotel Properties
INN
$761M
| $357K | 0.06% |
+30,800
| New | +$352K |
|
313
PACCAR
PCAR
$69.6B
| $357K | 0.06% |
+7,650
| New | +$349K |
|
314
Synopsys
SNPS
$71.5B
| $357K | 0.06% |
+2,600
| New | +$352K |
|
315
ResMed
RMD
$28.3B
| $352K | 0.06% |
+2,608
| New | +$342K |
|
316
Eversource Energy
ES
$28.2B
| $350K | 0.06% |
+4,100
| New | +$326K |
|
|
JHG
317
DELISTED
Janus Henderson
JHG
| $350K | 0.06% |
+15,600
| New | +$324K |
|
318
Perdoceo Education
PRDO
$1.9B
| $350K | 0.06% |
+22,000
| New | +$432K |
|
319
Viavi Solutions
VIAV
$9.75B
| $350K | 0.06% |
25,000
+7,200
| +40% | +$102K |
|
|
XEC
320
DELISTED
CIMAREX ENERGY CO
XEC
| $350K | 0.06% |
+7,300
| New | +$346K |
|
321
Biogen
BIIB
$29.9B
| $349K | 0.06% |
1,500
-2,300
| -61% | -$536K |
|
|
OPI
322
DELISTED
Office Properties Income Trust
OPI
| $347K | 0.06% |
+11,318
| New | +$316K |
|
|
FLOW
323
DELISTED
SPX FLOW, Inc.
FLOW
| $347K | 0.06% |
+8,800
| New | +$330K |
|
|
X
324
DELISTED
US Steel
X
| $346K | 0.06% |
+29,996
| New | +$386K |
|
325
ZTO Express
ZTO
$18.2B
| $343K | 0.06% |
16,100
-4,700
| -23% | -$94.5K |
|
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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.