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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 | |
|---|---|---|---|---|---|---|
351
Consolidated Edison
ED
$41.6B
| $312K | 0.06% |
3,300
+500
| +18% | +$44.4K |
|
352
LCI Industries
LCII
$2.51B
| $312K | 0.06% |
+3,400
| New | +$302K |
|
|
RVI
353
DELISTED
Retail Value Inc. Common Shares
RVI
| $311K | 0.06% |
+91,513
| New | +$309K |
|
354
AngioDynamics
ANGO
$562M
| $309K | 0.06% |
+16,800
| New | +$329K |
|
|
HI
355
DELISTED
Hillenbrand
HI
| $309K | 0.06% |
+10,000
| New | +$317K |
|
356
Kelly Services Class A
KELYA
$526M
| $308K | 0.06% |
+12,700
| New | +$330K |
|
357
Sabra Healthcare REIT
SBRA
$5.64B
| $308K | 0.06% |
+13,400
| New | +$286K |
|
358
Ezcorp Inc
EZPW
$1.82B
| $307K | 0.06% |
47,600
+37,000
| +349% | +$317K |
|
359
Liberty Global Class A
LBTYA
$3.31B
| $307K | 0.06% |
+12,400
| New | +$331K |
|
360
Champion Homes
SKY
$4.48B
| $307K | 0.06% |
+10,200
| New | +$295K |
|
361
Matrix Service
MTRX
$347M
| $305K | 0.06% |
+17,800
| New | +$335K |
|
362
ServiceNow
NOW
$102B
| $305K | 0.06% |
6,000
-5,000
| -45% | -$272K |
|
363
Quanex
NX
$854M
| $305K | 0.06% |
+16,894
| New | +$304K |
|
364
Encompass Health
EHC
$11.2B
| $304K | 0.06% |
+6,034
| New | +$303K |
|
|
RVNC
365
DELISTED
Revance Therapeutics, Inc.
RVNC
| $303K | 0.05% |
+23,300
| New | +$285K |
|
|
SCHW
366
Charles Schwab
SCHW
$177B
| $301K | 0.05% |
+7,200
| New | +$291K |
|
367
Lam Research
LRCX
$382B
| $300K | 0.05% |
+13,000
| New | +$273K |
|
368
RTX Corp
RTX
$287B
| $300K | 0.05% |
+3,496
| New | +$290K |
|
369
CareTrust REIT
CTRE
$10.2B
| $299K | 0.05% |
+12,700
| New | +$298K |
|
370
Pampa Energía
PAM
$4.64B
| $299K | 0.05% |
+17,200
| New | +$407K |
|
|
FITB
371
Fifth Third Bancorp
FITB
$52B
| $298K | 0.05% |
+10,900
| New | +$299K |
|
372
Marcus Corp
MCS
$732M
| $296K | 0.05% |
+8,000
| New | +$276K |
|
373
Petrobras Class A
PBR.A
$107B
| $294K | 0.05% |
+22,400
| New | +$299K |
|
374
Bankunited
BKU
$3.38B
| $292K | 0.05% |
+8,700
| New | +$284K |
|
375
Chemed
CHE
$6.78B
| $292K | 0.05% |
+700
| New | +$286K |
|
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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.