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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
ALDX icon
576
Aldeyra Therapeutics
ALDX
$91.7M
– –
-13,800
Closed -$83K
ALE
577
DELISTED
Allete
ALE
– –
-2,400
Closed -$200K
ALEX
578
DELISTED
Alexander & Baldwin
ALEX
– –
-13,500
Closed -$312K
ALGN icon
579
Align Technology
ALGN
$12B
– –
-900
Closed -$246K
ALX
580
Alexander's
ALX
$1.4B
– –
-1,000
Closed -$370K
ALV icon
581
Autoliv
ALV
$8.6B
– –
-4,400
Closed -$310K
AMH icon
582
American Homes 4 Rent
AMH
$12B
– –
-39,900
Closed -$970K
AMWD
583
DELISTED
American Woodmark
AMWD
– –
-3,400
Closed -$288K
APLE icon
584
Apple Hospitality REIT
APLE
$3.96B
– –
-18,800
Closed -$298K
ARE icon
585
Alexandria Real Estate Equities
ARE
$8.88B
– –
-1,700
Closed -$240K
ATHM icon
586
Autohome
ATHM
$2.43B
– –
-8,400
Closed -$719K
ATRO icon
587
Astronics
ATRO
$3.45B
– –
-27,720
Closed -$929K
AXP icon
588
American Express
AXP
$223B
– –
-8,500
Closed -$1.05M
AZZ icon
589
AZZ Inc
AZZ
$4.5B
– –
-4,800
Closed -$221K
BAC icon
590
Bank of America
BAC
$435B
– –
-16,100
Closed -$467K
BAH icon
591
Booz Allen Hamilton
BAH
$8.7B
– –
-7,900
Closed -$523K
BANR icon
592
Banner Corp
BANR
$2.39B
– –
-5,700
Closed -$309K
BAP icon
593
Credicorp
BAP
$30.9B
– –
-2,200
Closed -$504K
BBAR icon
594
BBVA Argentina
BBAR
$3.85B
– –
-14,900
Closed -$169K
BGC icon
595
BGC Group
BGC
$5.58B
– –
-35,800
Closed -$187K
BIO icon
596
Bio-Rad Laboratories Class A
BIO
$8.42B
– –
-700
Closed -$219K
BKH icon
597
Black Hills Corp
BKH
$5.73B
– –
-4,200
Closed -$328K
BLMN icon
598
Bloomin' Brands
BLMN
$680M
– –
-23,700
Closed -$448K
BMRN icon
599
BioMarin Pharmaceuticals
BMRN
$11.5B
– –
-6,100
Closed -$522K
BPOP icon
600
Popular Inc
BPOP
$11B
– –
-4,300
Closed -$233K
22 23
24
25 26

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APA
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NIA
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HFA
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AWA
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PMAS
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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.