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
Cap. Flow
-$58.4M
Cap. Flow %
-10.57%
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
URBN icon
Urban Outfitters
URBN
+$3.38M
5
HPQ icon
HP
HPQ
+$3.06M

Top Sells

Rank Stock Value
1
CMG icon
Chipotle Mexican Grill
CMG
+$5.72M
2
LUMN icon
Lumen
LUMN
+$5.51M
3
BBWI icon
Bath & Body Works
BBWI
+$5.5M
4
LOW icon
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
KMB icon
51
Kimberly-Clark
KMB
$36.4B
$1.89M 0.34%
+13,300
New +$1.83M
PRKS icon
52
United Parks & Resorts
PRKS
$2.11B
$1.88M 0.34%
+71,500
New +$2.18M
SM icon
53
SM Energy
SM
$7.96B
$1.88M 0.34%
193,993
+126,993
+190% +$1.29M
ENR icon
54
Energizer
ENR
$1.44B
$1.86M 0.34%
42,599
-14,869
-26% -$592K
SHAK icon
55
Shake Shack
SHAK
$2.3B
$1.84M 0.33%
18,800
-49,000
-72% -$4.33M
GT icon
56
Goodyear
GT
$2.07B
$1.83M 0.33%
127,036
-231,503
-65% -$3.08M
WW
57
DELISTED
WW International
WW
$1.83M 0.33%
48,400
-106,700
-69% -$3.01M
DDS icon
58
Dillards
DDS
$8.87B
$1.78M 0.32%
+26,900
New +$1.72M
MAR icon
59
Marriott International
MAR
$98.7B
$1.78M 0.32%
14,300
+11,700
+450% +$1.55M
UNIT
60
Uniti Group
UNIT
$2.63B
$1.7M 0.31%
218,677
+11,567
+6% +$96K
WMT icon
61
Walmart Inc
WMT
$871B
$1.7M 0.31%
42,900
-78,900
-65% -$2.98M
CAKE icon
62
Cheesecake Factory
CAKE
$4.21B
$1.66M 0.3%
+39,800
New +$1.64M
RCL icon
63
Royal Caribbean
RCL
$78.7B
$1.58M 0.29%
14,600
+11,600
+387% +$1.28M
AAP icon
64
Advance Auto Parts
AAP
$3.37B
$1.57M 0.28%
+9,500
New +$1.43M
ACM icon
65
Aecom
ACM
$9.07B
$1.51M 0.27%
40,200
+28,500
+244% +$1.03M
FLO icon
66
Flowers Foods
FLO
$1.64B
$1.48M 0.27%
+63,800
New +$1.48M
PBI icon
67
Pitney Bowes
PBI
$2.42B
$1.46M 0.26%
320,053
-65,882
-17% -$264K
GIS icon
68
General Mills
GIS
$19.2B
$1.46M 0.26%
+26,400
New +$1.42M
AR icon
69
CALL
Antero Resources
AR
$10.9B
$1.45M 0.26%
480,000
+100,000
+26% +$407K
DO
70
PUT
DELISTED
Diamond Offshore Drilling
DO
$1.45M 0.26%
+260,000
New +$1.9M
DCH
71
CALL
Dauch Corp
DCH
$1.3B
$1.44M 0.26%
+175,000
New +$1.59M
SGEN
72
DELISTED
Seagen Inc. Common Stock
SGEN
$1.44M 0.26%
+16,800
New +$1.23M
CVGW
73
DELISTED
Calavo Growers
CVGW
$1.41M 0.25%
+14,800
New +$1.36M
NRG icon
74
NRG Energy
NRG
$29.8B
$1.37M 0.25%
34,600
-1,910
-5% -$69K
PBR icon
75
Petrobras
PBR
$121B
$1.36M 0.25%
+94,100
New +$1.38M
1 2
3
4 5

Similar funds

SCM
Snow Capital Management Sewickley, Pennsylvania $703M AUM 76.26% 1-Year Est. Return
APA
Allegiant Private Advisors Sarasota, Florida $618M AUM
NIA
Northstar Investment Advisors Denver, Colorado $755M AUM 37.8% 1-Year Est. Return
HFA
Hoover Financial Advisors Malvern, Pennsylvania $562M AUM 37.9% 1-Year Est. Return
AWA
ARS Wealth Advisors St. Petersburg, Florida $556M AUM 30.03% 1-Year Est. Return
PPSG
Princeton Portfolio Strategies Group Princeton, New Jersey $517M AUM 37.7% 1-Year Est. Return
PMAS
PNC Managed Account Solutions Houston, Texas $503M AUM
HH
Hernani Holdings Jackson, Wyoming $465M AUM 28.16% 1-Year Est. Return

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.