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
FND icon
126
Floor & Decor
FND
$5.81B
$854K 0.15%
+16,700
New +$750K
TER icon
127
Teradyne
TER
$54.8B
$851K 0.15%
+14,700
New +$778K
B
128
Barrick Mining
B
$62.2B
$846K 0.15%
48,800
-43,300
-47% -$764K
PG icon
129
Procter & Gamble
PG
$343B
$846K 0.15%
+6,800
New +$804K
JBLU icon
130
JetBlue
JBLU
$1.96B
$844K 0.15%
+50,400
New +$914K
WEN icon
131
Wendy's
WEN
$1.33B
$841K 0.15%
+42,100
New +$839K
TRGP icon
132
Targa Resources
TRGP
$60.4B
$840K 0.15%
20,900
+9,500
+83% +$363K
CCEP icon
133
Coca-Cola Europacific Partners
CCEP
$46.5B
$837K 0.15%
+15,100
New +$844K
SCI icon
134
Service Corp International
SCI
$11.4B
$837K 0.15%
+17,500
New +$821K
KMX icon
135
CarMax
KMX
$8.27B
$836K 0.15%
+9,500
New +$815K
A icon
136
Agilent Technologies
A
$39.1B
$835K 0.15%
+10,900
New +$786K
UIS icon
137
Unisys
UIS
$227M
$834K 0.15%
112,200
+97,000
+638% +$863K
CBRE icon
138
CBRE Group
CBRE
$40.8B
$832K 0.15%
+15,700
New +$826K
ENPH icon
139
Enphase Energy
ENPH
$4.84B
$831K 0.15%
37,400
+21,500
+135% +$551K
MPWR icon
140
Monolithic Power Systems
MPWR
$65.5B
$825K 0.15%
+5,300
New +$792K
PENN icon
141
PENN Entertainment
PENN
$2.74B
$824K 0.15%
+44,236
New +$837K
ESTC icon
142
Elastic
ESTC
$6.1B
$823K 0.15%
+10,000
New +$889K
TECD
143
DELISTED
Tech Data Corp
TECD
$813K 0.15%
+7,800
New +$760K
AXON
144
Axon Enterprise
AXON
$40.5B
$812K 0.15%
+14,300
New +$902K
WWW icon
145
Wolverine World Wide
WWW
$1.54B
$805K 0.15%
+28,500
New +$766K
REGN icon
146
Regeneron Pharmaceuticals
REGN
$68.8B
$804K 0.15%
2,900
+1,700
+142% +$503K
TRU icon
147
TransUnion
TRU
$14.8B
$803K 0.15%
+9,900
New +$796K
VST icon
148
Vistra
VST
$55.1B
$802K 0.15%
+30,000
New +$714K
AVY icon
149
Avery Dennison
AVY
$12.3B
$795K 0.14%
+7,000
New +$799K
EMN icon
150
Eastman Chemical
EMN
$7.8B
$790K 0.14%
+10,700
New +$768K
4 5
6
7 8

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.