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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
AMTD
326
DELISTED
TD Ameritrade Holding Corp
AMTD
$341K 0.06%
+7,300
New +$350K
CHK
327
DELISTED
Chesapeake Energy Corporation
CHK
$341K 0.06%
1,210
-990
-45% -$322K
FIVE icon
328
Five Below
FIVE
$11.2B
$340K 0.06%
2,700
-5,300
-66% -$644K
JD icon
329
JD.com
JD
$40.8B
$336K 0.06%
+11,900
New +$359K
SLM icon
330
SLM Corp
SLM
$4.57B
$336K 0.06%
38,100
+21,200
+125% +$191K
ATH
331
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$336K 0.06%
8,000
+3,300
+70% +$135K
CEO
332
DELISTED
CNOOC Limited
CEO
$335K 0.06%
+2,200
New +$346K
FIVN icon
333
FIVE9
FIVN
$1.77B
$333K 0.06%
+6,200
New +$349K
EDU icon
334
New Oriental
EDU
$7.84B
$332K 0.06%
+3,000
New +$314K
GTS
335
DELISTED
Triple-S Management Corporation
GTS
$332K 0.06%
+24,800
New +$530K
BWA icon
336
BorgWarner
BWA
$13.2B
$330K 0.06%
10,224
+3,976
+64% +$128K
FAF icon
337
First American
FAF
$7.67B
$330K 0.06%
5,600
+1,100
+24% +$63K
GPRO icon
338
GoPro
GPRO
$116M
$330K 0.06%
+63,600
New +$298K
WLH
339
DELISTED
WILLIAM LYON HOMES
WLH
$328K 0.06%
+16,100
New +$301K
BLDR icon
340
Builders FirstSource
BLDR
$7.84B
$325K 0.06%
15,800
+5,600
+55% +$104K
UL icon
341
Unilever
UL
$131B
$325K 0.06%
+4,800
New +$333K
HIBB
342
DELISTED
Hibbett, Inc. Common Stock
HIBB
$325K 0.06%
+14,200
New +$259K
PE
343
DELISTED
PARSLEY ENERGY INC
PE
$323K 0.06%
+19,200
New +$330K
GES
344
DELISTED
Guess Inc
GES
$319K 0.06%
+17,237
New +$286K
ARCH
345
DELISTED
Arch Resources, Inc.
ARCH
$319K 0.06%
4,300
+1,700
+65% +$138K
HZNP
346
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$319K 0.06%
+11,700
New +$303K
VMC icon
347
Vulcan Materials
VMC
$36.3B
$318K 0.06%
2,100
-1,000
-32% -$141K
NSIT icon
348
Insight Enterprises
NSIT
$3.55B
$317K 0.06%
5,700
-1,300
-19% -$68.7K
BMY icon
349
Bristol-Myers Squibb
BMY
$127B
$314K 0.06%
6,200
-2,400
-28% -$113K
HTO
350
H2O America
HTO
$2.67B
$314K 0.06%
+4,600
New +$302K
12 13
14
15 16

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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.