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
DO
201
DELISTED
Diamond Offshore Drilling
DO
$562K 0.1%
+101,103
New +$739K
ABT icon
202
Abbott
ABT
$180B
$561K 0.1%
+6,700
New +$569K
STZ icon
203
Constellation Brands
STZ
$22.2B
$560K 0.1%
2,700
-1,900
-41% -$382K
TROW icon
204
T. Rowe Price
TROW
$25B
$560K 0.1%
+4,900
New +$545K
TXN icon
205
Texas Instruments
TXN
$255B
$556K 0.1%
+4,300
New +$530K
CLDR
206
DELISTED
Cloudera, Inc.
CLDR
$553K 0.1%
+62,400
New +$433K
AVGO icon
207
Broadcom
AVGO
$1.82T
$552K 0.1%
+20,000
New +$569K
MLM icon
208
Martin Marietta Materials
MLM
$33.6B
$548K 0.1%
2,000
-2,300
-53% -$569K
NVO
209
Novo Nordisk
NVO
$216B
$548K 0.1%
+21,200
New +$536K
HCA icon
210
HCA Healthcare
HCA
$84.8B
$545K 0.1%
4,523
+2,423
+115% +$313K
AEE icon
211
Ameren
AEE
$31.5B
$544K 0.1%
+6,800
New +$522K
SPGI icon
212
S&P Global
SPGI
$126B
$539K 0.1%
+2,200
New +$550K
CMI icon
213
Cummins
CMI
$91.7B
$537K 0.1%
3,300
+1,000
+43% +$160K
FLWS icon
214
1-800-Flowers.com
FLWS
$245M
$537K 0.1%
36,300
+23,000
+173% +$398K
BIG
215
DELISTED
Big Lots, Inc.
BIG
$537K 0.1%
+21,900
New +$521K
OGE icon
216
OGE Energy
OGE
$10.3B
$535K 0.1%
+11,800
New +$511K
HCC icon
217
Warrior Met Coal
HCC
$4.23B
$533K 0.1%
+27,300
New +$611K
URI icon
218
United Rentals
URI
$71.1B
$532K 0.1%
4,267
-12,333
-74% -$1.5M
WDFC icon
219
WD-40
WDFC
$3.1B
$532K 0.1%
+2,900
New +$521K
FIS icon
220
Fidelity National Information Services
FIS
$21.5B
$531K 0.1%
+4,000
New +$531K
BGS icon
221
B&G Foods
BGS
$285M
$530K 0.1%
28,006
+3,026
+12% +$58.1K
KOF icon
222
Coca-Cola Femsa
KOF
$21.6B
$527K 0.1%
8,700
+4,500
+107% +$273K
DINO icon
223
HF Sinclair
DINO
$15.9B
$526K 0.1%
+9,800
New +$475K
TS icon
224
Tenaris
TS
$29.1B
$521K 0.09%
24,600
+12,200
+98% +$286K
UBER icon
225
Uber
UBER
$134B
$518K 0.09%
+17,000
New +$640K
7 8
9
10 11

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.