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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 | |
|---|---|---|---|---|---|---|
626
Endava
DAVA
$141M
| – | – |
-5,200
| Closed | -$209K |
|
627
DigitalBridge
DBRG
$2.94B
| – | – |
-4,300
| Closed | -$86K |
|
628
Deckers Outdoor
DECK
$13.3B
| – | – |
-114,600
| Closed | -$3.36M |
|
|
DFS
629
DELISTED
Discover Financial Services
DFS
| – | – |
-3,600
| Closed | -$279K |
|
|
DHC
630
Diversified Healthcare Trust
DHC
$2.26B
| – | – |
-16,500
| Closed | -$136K |
|
631
Duluth Holdings
DLTH
$160M
| – | – |
-71,700
| Closed | -$974K |
|
632
Deluxe
DLX
$1.19B
| – | – |
-5,800
| Closed | -$236K |
|
633
Domino's
DPZ
$11B
| – | – |
-4,300
| Closed | -$1.2M |
|
634
DTE Energy
DTE
$31.1B
| – | – |
-2,585
| Closed | -$281K |
|
635
DXC Technology
DXC
$1.63B
| – | – |
-4,700
| Closed | -$259K |
|
636
Electronic Arts
EA
$52.4B
| – | – |
-3,100
| Closed | -$314K |
|
637
Equifax
EFX
$20.3B
| – | – |
-14,800
| Closed | -$2M |
|
638
eHealth
EHTH
$42.5M
| – | – |
-3,000
| Closed | -$258K |
|
639
EnerSys
ENS
$6.95B
| – | – |
-9,700
| Closed | -$664K |
|
640
Equitable Holdings
EQH
$13.1B
| – | – |
-10,600
| Closed | -$222K |
|
641
Equinix
EQIX
$107B
| – | – |
-600
| Closed | -$303K |
|
642
Equinor
EQNR
$95.9B
| – | – |
-26,500
| Closed | -$524K |
|
643
CALL
Essent Group
ESNT
$6.06B
| – | – |
-100,000
| Closed | -$4.7M |
|
644
Evergy
EVRG
$20.1B
| – | – |
-3,600
| Closed | -$217K |
|
645
East-West Bancorp
EWBC
$17.9B
| – | – |
-6,000
| Closed | -$281K |
|
646
Eagle Materials
EXP
$6.6B
| – | – |
-2,300
| Closed | -$213K |
|
647
Extreme Networks
EXTR
$3.86B
| – | – |
-33,100
| Closed | -$214K |
|
648
First Bancorp
FBP
$4.4B
| – | – |
-15,400
| Closed | -$170K |
|
649
Four Corners Property Trust
FCPT
$2.86B
| – | – |
-10,400
| Closed | -$284K |
|
650
Factset
FDS
$9.05B
| – | – |
-1,100
| Closed | -$315K |
|
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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.