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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 | |
|---|---|---|---|---|---|---|
701
Mitek Systems
MITK
$762M
| – | – |
-12,300
| Closed | -$122K |
|
702
McCormick & Company Non-Voting
MKC
$13.4B
| – | – |
-9,600
| Closed | -$744K |
|
703
Melco Resorts & Entertainment
MLCO
$2.1B
| – | – |
-17,000
| Closed | -$369K |
|
704
MillerKnoll
MLKN
$1.5B
| – | – |
-6,200
| Closed | -$277K |
|
705
3M
MMM
$89B
| – | – |
-6,219
| Closed | -$901K |
|
706
Monster Beverage
MNST
$91.4B
| – | – |
-20,000
| Closed | -$638K |
|
|
MODV
707
DELISTED
ModivCare
MODV
| – | – |
-5,400
| Closed | -$310K |
|
708
Molina Healthcare
MOH
$10.3B
| – | – |
-7,200
| Closed | -$1.03M |
|
|
MOMO
709
Hello Group
MOMO
$869M
| – | – |
-6,700
| Closed | -$240K |
|
710
The Mosaic Company
MOS
$7.09B
| – | – |
-32,200
| Closed | -$806K |
|
711
Merck
MRK
$324B
| – | – |
-2,725
| Closed | -$218K |
|
712
Marvell Technology
MRVL
$174B
| – | – |
-18,800
| Closed | -$449K |
|
713
M&T Bank
MTB
$36.2B
| – | – |
-2,000
| Closed | -$340K |
|
714
Vail Resorts
MTN
$5.19B
| – | – |
-7,100
| Closed | -$1.58M |
|
715
Mitsubishi UFJ Financial
MUFG
$258B
| – | – |
-33,100
| Closed | -$157K |
|
716
Nabors Industries
NBR
$1.23B
| – | – |
-12,231
| Closed | -$1.77M |
|
717
NextEra Energy
NEE
$187B
| – | – |
-16,000
| Closed | -$819K |
|
718
Newmont
NEM
$98.2B
| – | – |
-29,800
| Closed | -$1.15M |
|
719
National Grid
NGG
$82.7B
| – | – |
-16,509
| Closed | -$776K |
|
720
NiSource
NI
$22.4B
| – | – |
-10,800
| Closed | -$311K |
|
721
Nice
NICE
$5.29B
| – | – |
-2,584
| Closed | -$354K |
|
722
Newmark Group
NMRK
$2.73B
| – | – |
-18,000
| Closed | -$162K |
|
723
Nomad Foods
NOMD
$1.64B
| – | – |
-10,200
| Closed | -$218K |
|
724
Nucor
NUE
$56.4B
| – | – |
-6,300
| Closed | -$347K |
|
725
NVIDIA
NVDA
$5.01T
| – | – |
-64,000
| Closed | -$263K |
|
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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.