We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
601
Boston Scientific
BSX
$65.8B
| – | – |
-25,200
| Closed | -$1.08M |
|
602
Boyd Gaming
BYD
$6.47B
| – | – |
-14,105
| Closed | -$380K |
|
603
Beazer Homes USA
BZH
$907M
| – | – |
-162,152
| Closed | -$1.56M |
|
604
CACI
CACI
$10.8B
| – | – |
-2,300
| Closed | -$471K |
|
605
Cardinal Health
CAH
$53.4B
| – | – |
-17,200
| Closed | -$810K |
|
606
Cracker Barrel
CBRL
$1.2B
| – | – |
-18,200
| Closed | -$3.11M |
|
607
CDW
CDW
$17.1B
| – | – |
-2,800
| Closed | -$311K |
|
|
CEPU
608
Central Puerto
CEPU
$2.22B
| – | – |
-10,600
| Closed | -$98K |
|
609
Century Aluminum
CENX
$4.57B
| – | – |
-10,700
| Closed | -$74K |
|
610
PUT
Charter Communications
CHTR
$14.7B
| – | – |
-6,500
| Closed | -$2.57M |
|
611
Cigna
CI
$76.6B
| – | – |
-3,100
| Closed | -$488K |
|
|
CIVI
612
DELISTED
Civitas Resources
CIVI
| – | – |
-15,600
| Closed | -$326K |
|
|
CMA
613
DELISTED
Comerica
CMA
| – | – |
-3,200
| Closed | -$232K |
|
|
614
Chipotle Mexican Grill
CMG
$40.8B
| – | – |
-390,000
| Closed | -$5.72M |
|
615
Comtech Telecommunications
CMTL
$51.8M
| – | – |
-7,300
| Closed | -$205K |
|
616
Centene
CNC
$31.3B
| – | – |
-9,000
| Closed | -$472K |
|
|
COOP
617
DELISTED
Mr. Cooper
COOP
| – | – |
-200,014
| Closed | -$1.6M |
|
618
Copa Holdings
CPA
$5.56B
| – | – |
-2,700
| Closed | -$263K |
|
619
Charles River Laboratories
CRL
$10.9B
| – | – |
-3,500
| Closed | -$497K |
|
620
Constellium
CSTM
$3.96B
| – | – |
-154,632
| Closed | -$1.55M |
|
|
CUK
621
DELISTED
Carnival PLC
CUK
| – | – |
-14,600
| Closed | -$661K |
|
622
Commault Systems
CVLT
$5.89B
| – | – |
-4,200
| Closed | -$208K |
|
623
PUT
Carvana
CVNA
$43.3B
| – | – |
-331,000
| Closed | -$4.14M |
|
624
CVS Health
CVS
$137B
| – | – |
-14,300
| Closed | -$779K |
|
625
Crane NXT
CXT
$3.04B
| – | – |
-7,485
| Closed | -$217K |
|
Similar funds
SCM
APA
NIA
HFA
AWA
PPSG
PMAS
HH
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.