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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 | |
|---|---|---|---|---|---|---|
|
CYBR
401
DELISTED
CyberArk
CYBR
| $270K | 0.05% |
+2,700
| New | +$326K |
|
402
Bread Financial
BFH
$4.21B
| $269K | 0.05% |
2,631
-2,882
| -52% | -$325K |
|
|
ECHO
403
EchoStar
ECHO
$25.5B
| $269K | 0.05% |
6,797
-730
| -10% | -$26.4K |
|
|
FTR
404
PUT
DELISTED
Frontier Communications Corp.
FTR
| $269K | 0.05% |
310,000
-560,000
| -64% | -$630K |
|
405
Quad
QUAD
$430M
| $268K | 0.05% |
+25,500
| New | +$239K |
|
406
F5
FFIV
$22.1B
| $267K | 0.05% |
1,900
| – | – |
|
407
Healthcare Realty
HR
$7.42B
| $267K | 0.05% |
+9,100
| New | +$254K |
|
408
Upbound Group
UPBD
$1.19B
| $266K | 0.05% |
+10,300
| New | +$270K |
|
409
Nutanix
NTNX
$14.9B
| $265K | 0.05% |
+10,100
| New | +$238K |
|
410
Astec Industries
ASTE
$1.3B
| $264K | 0.05% |
8,500
-100
| -1% | -$3.04K |
|
411
Telephone and Data Systems
TDS
$3.91B
| $263K | 0.05% |
10,200
-700
| -6% | -$19.5K |
|
|
AMED
412
DELISTED
Amedisys
AMED
| $262K | 0.05% |
+2,000
| New | +$260K |
|
413
Avnet
AVT
$7.33B
| $262K | 0.05% |
5,900
-3,000
| -34% | -$130K |
|
414
Saic
SAIC
$5.03B
| $262K | 0.05% |
3,000
-1,000
| -25% | -$85K |
|
415
SiriusPoint
SPNT
$2.98B
| $262K | 0.05% |
26,200
+11,400
| +77% | +$114K |
|
416
Allstate
ALL
$66.9B
| $261K | 0.05% |
+2,400
| New | +$250K |
|
417
Cardlytics
CDLX
$21M
| $261K | 0.05% |
+780
| New | +$250K |
|
418
Ford
F
$57.3B
| $258K | 0.05% |
28,200
-79,700
| -74% | -$757K |
|
419
Horace Mann Educators
HMN
$2.1B
| $255K | 0.05% |
+5,500
| New | +$241K |
|
|
WBA
420
DELISTED
Walgreens Boots Alliance
WBA
| $254K | 0.05% |
4,600
-24,600
| -84% | -$1.32M |
|
421
Quaker Houghton
KWR
$2.63B
| $253K | 0.05% |
1,600
+500
| +45% | +$85.7K |
|
422
The RMR Group
RMR
$342M
| $250K | 0.05% |
5,500
+500
| +10% | +$23.5K |
|
|
SHOE
423
Shoe Station Group
SHOE
$395M
| $250K | 0.05% |
+15,400
| New | +$214K |
|
424
Carpenter Technology
CRS
$30B
| $248K | 0.04% |
+4,800
| New | +$232K |
|
425
Bausch Health
BHC
$1.65B
| $247K | 0.04% |
11,300
-12,600
| -53% | -$288K |
|
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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.