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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 | |
|---|---|---|---|---|---|---|
|
ETRN
376
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
| $292K | 0.05% |
+20,100
| New | +$309K |
|
377
Adeia
ADEA
$2.86B
| $290K | 0.05% |
+52,920
| New | +$283K |
|
378
Acadia Pharmaceuticals
ACAD
$4.25B
| $288K | 0.05% |
+8,000
| New | +$243K |
|
|
UN
379
DELISTED
Unilever NV New York Registry Shares
UN
| $288K | 0.05% |
+4,800
| New | +$288K |
|
380
American Tower
AMT
$77.7B
| $287K | 0.05% |
+1,300
| New | +$284K |
|
381
DNOW Inc
DNOW
$2.63B
| $287K | 0.05% |
+25,000
| New | +$309K |
|
|
JNPR
382
DELISTED
Juniper Networks
JNPR
| $287K | 0.05% |
+11,600
| New | +$292K |
|
383
Cannae Holdings
CNNE
$647M
| $285K | 0.05% |
+10,388
| New | +$296K |
|
384
Owens Corning
OC
$11.5B
| $284K | 0.05% |
4,500
-4,900
| -52% | -$280K |
|
385
Pinduoduo
PDD
$118B
| $284K | 0.05% |
+8,800
| New | +$235K |
|
|
REVG
386
DELISTED
REV Group
REVG
| $283K | 0.05% |
+24,800
| New | +$308K |
|
387
Starbucks
SBUX
$118B
| $283K | 0.05% |
+3,200
| New | +$297K |
|
|
FBM
388
DELISTED
Foundation Building Materials, Inc. Common Stock
FBM
| $283K | 0.05% |
+18,300
| New | +$318K |
|
|
CVSA
389
Covista Inc
CVSA
$3.94B
| $282K | 0.05% |
+7,400
| New | +$332K |
|
390
Banco Macro
BMA
$5.7B
| $281K | 0.05% |
10,800
+1,500
| +16% | +$70K |
|
391
Gilead Sciences
GILD
$161B
| $279K | 0.05% |
+4,400
| New | +$288K |
|
|
392
Bath & Body Works
BBWI
$4.01B
| $278K | 0.05% |
17,565
-311,848
| -95% | -$5.5M |
|
393
Corteva
CTVA
$59.7B
| $277K | 0.05% |
+9,900
| New | +$286K |
|
394
Tradeweb Markets
TW
$21.3B
| $277K | 0.05% |
+7,500
| New | +$331K |
|
395
Brunswick
BC
$5.19B
| $276K | 0.05% |
+5,300
| New | +$253K |
|
396
PVH
PVH
$3.71B
| $274K | 0.05% |
+3,100
| New | +$259K |
|
|
PSB
397
DELISTED
PS Business Parks, Inc.
PSB
| $273K | 0.05% |
+1,500
| New | +$265K |
|
|
HAPN
398
Happen Inc
HAPN
$2.08B
| $272K | 0.05% |
+20,800
| New | +$300K |
|
399
Reinsurance Group of America
RGA
$15.7B
| $272K | 0.05% |
+1,700
| New | +$264K |
|
400
L3Harris
LHX
$55.9B
| $271K | 0.05% |
1,300
-2,100
| -62% | -$430K |
|
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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.