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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
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
GL icon
276
Globe Life
GL
$13.5B
$402K 0.07%
+4,200
New +$381K
AIG icon
277
American International
AIG
$41.9B
$401K 0.07%
+7,200
New +$398K
CHK
278
PUT
DELISTED
Chesapeake Energy Corporation
CHK
$400K 0.07%
1,419
– –
EG icon
279
Everest Group
EG
$15.2B
$399K 0.07%
1,500
-100
-6% -$25.3K
OPLN
280
Openlane
OPLN
$4.17B
$398K 0.07%
+16,200
New +$415K
TIF
281
DELISTED
Tiffany & Co.
TIF
$398K 0.07%
+4,300
New +$388K
AMD icon
282
Advanced Micro Devices
AMD
$851B
$397K 0.07%
+13,700
New +$430K
FCX icon
283
Freeport-McMoran
FCX
$90B
$397K 0.07%
+41,500
New +$426K
MCK icon
284
McKesson
MCK
$98.5B
$396K 0.07%
2,900
-2,000
-41% -$284K
SANM icon
285
Sanmina
SANM
$11.2B
$395K 0.07%
12,300
-700
-5% -$21.5K
COP icon
286
ConocoPhillips
COP
$147B
$393K 0.07%
6,900
-34,700
-83% -$1.97M
NVS icon
287
Novartis
NVS
$295B
$391K 0.07%
+4,500
New +$404K
LMT icon
288
Lockheed Martin
LMT
$134B
$390K 0.07%
+1,000
New +$376K
LRN icon
289
Stride
LRN
$3.69B
$385K 0.07%
14,600
+2,400
+20% +$68.9K
PEP icon
290
PepsiCo
PEP
$186B
$384K 0.07%
2,800
-200
-7% -$26.6K
SVC
291
Service Properties Trust
SVC
$1.1B
$384K 0.07%
+2,980
New +$369K
KEYS icon
292
Keysight
KEYS
$54.5B
$379K 0.07%
3,900
-5,000
-56% -$463K
GNRC icon
293
Generac Holdings
GNRC
$11.9B
$376K 0.07%
4,800
+1,900
+66% +$142K
PLD icon
294
Prologis
PLD
$138B
$375K 0.07%
4,400
-2,700
-38% -$223K
CENTA icon
295
Central Garden & Pet Co Class A
CENTA
$2.41B
$374K 0.07%
+16,875
New +$336K
NAV
296
DELISTED
Navistar International
NAV
$374K 0.07%
13,300
+7,200
+118% +$204K
NTAP icon
297
NetApp
NTAP
$32.9B
$373K 0.07%
+7,100
New +$381K
MAT icon
298
Mattel
MAT
$4.17B
$372K 0.07%
+32,700
New +$374K
CPRT icon
299
Copart
CPRT
$25.9B
$370K 0.07%
+18,400
New +$357K
MCO icon
300
Moody's
MCO
$81.7B
$369K 0.07%
+1,800
New +$377K
10 11
12
13 14

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APA
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NIA
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HFA
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AWA
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PPSG
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PMAS
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HH
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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.