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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 | |
|---|---|---|---|---|---|---|
|
K
676
DELISTED
Kellanova
K
| – | – |
-10,863
| Closed | -$546K |
|
677
Korea Electric Power
KEP
$15.5B
| – | – |
-11,000
| Closed | -$122K |
|
678
KeyCorp
KEY
$24.3B
| – | – |
-43,500
| Closed | -$772K |
|
679
Korn Ferry
KFY
$3.98B
| – | – |
-10,700
| Closed | -$429K |
|
680
Kimco Realty
KIM
$17.6B
| – | – |
-15,200
| Closed | -$281K |
|
681
Kosmos Energy
KOS
$1.56B
| – | – |
-16,600
| Closed | -$104K |
|
682
Kohl's
KSS
$2.03B
| – | – |
-85,000
| Closed | -$4.04M |
|
683
Leidos
LDOS
$14.1B
| – | – |
-2,900
| Closed | -$232K |
|
684
Lennar Class A
LEN
$20.4B
| – | – |
-36,592
| Closed | -$1.72M |
|
685
PUT
LGI Homes
LGIH
$1.4B
| – | – |
-7,300
| Closed | -$521K |
|
686
Labcorp
LH
$24.3B
| – | – |
-2,794
| Closed | -$415K |
|
687
Lincoln National
LNC
$7.91B
| – | – |
-8,700
| Closed | -$561K |
|
688
Alliant Energy
LNT
$19.4B
| – | – |
-23,400
| Closed | -$1.15M |
|
|
689
Lowe's Companies
LOW
$116B
| – | – |
-51,200
| Closed | -$5.17M |
|
690
Landstar System
LSTR
$6.8B
| – | – |
-3,100
| Closed | -$335K |
|
|
691
Lumen
LUMN
$6.53B
| – | – |
-468,516
| Closed | -$5.51M |
|
692
Live Nation Entertainment
LYV
$41.2B
| – | – |
-10,900
| Closed | -$722K |
|
693
Macy's
M
$6.15B
| – | – |
-12,400
| Closed | -$266K |
|
|
MASI
694
DELISTED
Masimo
MASI
| – | – |
-8,300
| Closed | -$1.24M |
|
695
McDonald's
MCD
$188B
| – | – |
-15,600
| Closed | -$3.24M |
|
696
Mercury Insurance
MCY
$5.94B
| – | – |
-5,900
| Closed | -$369K |
|
697
Mondelez International
MDLZ
$77.7B
| – | – |
-24,100
| Closed | -$1.3M |
|
698
Medtronic
MDT
$107B
| – | – |
-5,100
| Closed | -$497K |
|
699
Mercado Libre
MELI
$91.3B
| – | – |
-1,600
| Closed | -$979K |
|
700
Meta Platforms (Facebook)
META
$1.51T
| – | – |
-1,500
| Closed | -$290K |
|
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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.