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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 | |
|---|---|---|---|---|---|---|
|
FLNT
651
Fluent
FLNT
$102M
| – | – |
-6,483
| Closed | -$209K |
|
652
Flowserve
FLS
$9.25B
| – | – |
-4,100
| Closed | -$216K |
|
653
Fossil Group
FOSL
$239M
| – | – |
-23,700
| Closed | -$273K |
|
654
First Industrial Realty Trust
FR
$8.88B
| – | – |
-9,400
| Closed | -$345K |
|
655
Federal Realty Investment Trust
FRT
$10.9B
| – | – |
-1,600
| Closed | -$206K |
|
656
TechnipFMC
FTI
$30.6B
| – | – |
-13,171
| Closed | -$254K |
|
657
Fortinet
FTNT
$112B
| – | – |
-29,500
| Closed | -$453K |
|
658
Gen Digital
GEN
$15.6B
| – | – |
-28,100
| Closed | -$611K |
|
|
GMS
659
DELISTED
GMS Inc
GMS
| – | – |
-10,700
| Closed | -$235K |
|
660
GeoPark
GPRK
$649M
| – | – |
-13,755
| Closed | -$254K |
|
|
GRMN
661
Garmin
GRMN
$46.9B
| – | – |
-15,800
| Closed | -$1.26M |
|
662
HDFC Bank
HDB
$119B
| – | – |
-7,600
| Closed | -$247K |
|
663
HEICO Corp
HEI
$48.9B
| – | – |
-1,500
| Closed | -$201K |
|
664
Helen of Troy
HELE
$663M
| – | – |
-5,100
| Closed | -$666K |
|
665
Houlihan Lokey
HLI
$9.68B
| – | – |
-6,900
| Closed | -$307K |
|
|
HPP
666
Hudson Pacific Properties
HPP
$834M
| – | – |
-1,414
| Closed | -$329K |
|
667
Heritage Insurance Holdings
HRTG
$842M
| – | – |
-11,900
| Closed | -$183K |
|
668
Hubbell
HUBB
$25.7B
| – | – |
-5,300
| Closed | -$691K |
|
669
Illumina
ILMN
$29.4B
| – | – |
-720
| Closed | -$258K |
|
670
Incyte
INCY
$23.5B
| – | – |
-5,600
| Closed | -$476K |
|
671
Intuit
INTU
$81.1B
| – | – |
-13,200
| Closed | -$3.45M |
|
672
Invitation Homes
INVH
$17.7B
| – | – |
-47,600
| Closed | -$1.27M |
|
673
IQVIA
IQV
$34.7B
| – | – |
-2,300
| Closed | -$370K |
|
674
Iron Mountain
IRM
$38.2B
| – | – |
-28,950
| Closed | -$906K |
|
675
Johnson & Johnson
JNJ
$635B
| – | – |
-4,500
| Closed | -$627K |
|
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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.