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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
SPWH icon
551
Sportsman's Warehouse
SPWH
$43.7M
$102K 0.02%
+19,600
New +$84.4K
CNCE
552
DELISTED
Concert Pharmaceuticals, Inc.
CNCE
$102K 0.02%
+17,300
New +$184K
ORBC
553
DELISTED
ORBCOMM, Inc.
ORBC
$92K 0.02%
+19,300
New +$115K
FTCH
554
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
$90K 0.02%
+10,400
New +$149K
HTT
555
High Templar Tech Ltd
HTT
$377M
$83K 0.02%
12,000
-8,600
-42% -$69.2K
CNX icon
556
CNX Resources
CNX
$4.85B
$78K 0.01%
+10,800
New +$80.9K
TLRA
557
DELISTED
Telaria, Inc.
TLRA
$78K 0.01%
+11,300
New +$93.9K
MYOV
558
DELISTED
Myovant Sciences Ltd.
MYOV
$73K 0.01%
+14,100
New +$105K
LAB icon
559
Standard BioTools
LAB
$326M
$66K 0.01%
+14,300
New +$113K
PHAS
560
DELISTED
PhaseBio Pharmaceuticals, Inc. Common Stock
PHAS
$45K 0.01%
+10,800
New +$86.1K
AA icon
561
Alcoa
AA
$11.7B
– –
-23,252
Closed -$544K
AAL icon
562
American Airlines Group
AAL
$9.58B
– –
-31,546
Closed -$1.03M
AAPL icon
563
Apple
AAPL
$4.89T
– –
-27,600
Closed -$1.37M
ABEO icon
564
Abeona Therapeutics
ABEO
$345M
– –
-416
Closed -$50K
ABM icon
565
ABM Industries
ABM
$2.8B
– –
-5,000
Closed -$200K
ACGL icon
566
Arch Capital
ACGL
$36.1B
– –
-8,200
Closed -$304K
ADI icon
567
Analog Devices
ADI
$181B
– –
-3,100
Closed -$350K
ADSK icon
568
Autodesk
ADSK
$44.3B
– –
-2,300
Closed -$375K
ADT icon
569
ADT
ADT
$5.16B
– –
-22,200
Closed -$136K
AEG icon
570
Aegon
AEG
$13.5B
– –
-25,585
Closed -$112K
AER icon
571
AerCap
AER
$23.9B
– –
-8,600
Closed -$447K
AGCO icon
572
AGCO
AGCO
$8.78B
– –
-7,300
Closed -$566K
AIT icon
573
Applied Industrial Technologies
AIT
$12.8B
– –
-3,700
Closed -$228K
AIV
574
Aimco
AIV
$380M
– –
-42,789
Closed -$286K
AKAM icon
575
Akamai
AKAM
$16.8B
– –
-7,200
Closed -$577K
21 22
23
24 25

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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.