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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
RESI
26
DELISTED
Front Yard Residential Corporation Common Stock
RESI
$2.95M 0.53%
255,166
-32,789
-11% -$379K
HPQ icon
27
HP
HPQ
$23.5B
$2.94M 0.53%
+155,600
New +$3.06M
EXPE icon
28
Expedia Group
EXPE
$31.2B
$2.78M 0.5%
+20,700
New +$2.74M
MGM icon
29
MGM Resorts International
MGM
$11.7B
$2.78M 0.5%
100,201
+29,484
+42% +$847K
SAVE
30
DELISTED
Spirit Airlines, Inc.
SAVE
$2.77M 0.5%
76,400
+24,600
+47% +$1.03M
DKS icon
31
Dick's Sporting Goods
DKS
$18.4B
$2.76M 0.5%
67,600
+47,600
+238% +$1.71M
RDN icon
32
CALL
Radian Group
RDN
$5.14B
$2.54M 0.46%
111,400
+36,900
+50% +$852K
ADNT icon
33
PUT
Adient
ADNT
$1.6B
$2.53M 0.46%
+110,000
New +$2.51M
NFLX icon
34
Netflix
NFLX
$292B
$2.52M 0.46%
94,000
-36,250
-28% -$1.13M
WLL
35
DELISTED
Whiting Petroleum Corporation
WLL
$2.5M 0.45%
+4,150
New +$3.52M
SKX
36
DELISTED
Skechers
SKX
$2.43M 0.44%
65,100
+36,900
+131% +$1.27M
VFC icon
37
VF Corp
VFC
$6.68B
$2.38M 0.43%
26,800
-49,500
-65% -$4.23M
DISH
38
DELISTED
DISH Network Corp.
DISH
$2.37M 0.43%
69,410
+53,422
+334% +$1.91M
UAL icon
39
United Airlines
UAL
$38.4B
$2.31M 0.42%
26,100
-15,800
-38% -$1.4M
NKE icon
40
Nike
NKE
$61.9B
$2.28M 0.41%
+24,300
New +$2.08M
RWT
41
Redwood Trust
RWT
$616M
$2.28M 0.41%
139,011
-259,950
-65% -$4.35M
CAR icon
42
Avis
CAR
$5.63B
$2.25M 0.41%
79,623
+9,582
+14% +$294K
W icon
43
Wayfair
W
$11.1B
$2.23M 0.4%
19,900
-3,500
-15% -$448K
EAT icon
44
Brinker International
EAT
$8.02B
$2.18M 0.39%
51,000
+43,900
+618% +$1.76M
H icon
45
Hyatt Hotels
H
$17.6B
$2.16M 0.39%
+29,300
New +$2.21M
HBI
46
DELISTED
Hanesbrands
HBI
$2.12M 0.38%
138,084
+90,010
+187% +$1.37M
DELL icon
47
Dell
DELL
$283B
$2.03M 0.37%
77,144
+58,006
+303% +$1.54M
GAP
48
The Gap Inc
GAP
$6.84B
$2M 0.36%
+115,100
New +$2.04M
OPRT icon
49
Oportun Financial
OPRT
$257M
$1.96M 0.35%
+120,700
New +$1.96M
QVCGA
50
DELISTED
QVC Group Inc Series A
QVCGA
$1.91M 0.35%
3,815
+1,436
+60% +$843K
1
2
3 4 5

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APA
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NIA
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HFA
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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.