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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
RFP
851
DELISTED
Resolute Forest Products Inc.
RFP
– –
-19,000
Closed -$137K
SJI
852
DELISTED
South Jersey Industries, Inc.
SJI
– –
-7,000
Closed -$236K
PRTY
853
DELISTED
Party City Holdco Inc.
PRTY
– –
-55,200
Closed -$405K
CLR
854
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-5,800
Closed -$244K
DRE
855
DELISTED
Duke Realty Corp.
DRE
– –
-8,000
Closed -$253K
CTXS
856
DELISTED
Citrix Systems Inc
CTXS
– –
-14,000
Closed -$1.37M
VNE
857
DELISTED
Veoneer, Inc.
VNE
– –
-10,200
Closed -$177K
NUAN
858
DELISTED
Nuance Communications, Inc.
NUAN
– –
-16,979
Closed -$235K
CPLG
859
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
– –
-14,700
Closed -$182K
SC
860
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
– –
-13,500
Closed -$323K
RDS.A
861
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
– –
-21,100
Closed -$1.37M
RDS.B
862
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
– –
-16,100
Closed -$1.06M
CSOD
863
DELISTED
Cornerstone OnDemand, Inc.
CSOD
– –
-4,500
Closed -$261K
CORE
864
DELISTED
Core Mark Holding Co., Inc.
CORE
– –
-7,600
Closed -$302K
PFPT
865
DELISTED
Proofpoint, Inc.
PFPT
– –
-2,100
Closed -$253K
MXIM
866
DELISTED
Maxim Integrated Products
MXIM
– –
-4,800
Closed -$287K
GLUU
867
DELISTED
Glu Mobile Inc.
GLUU
– –
-27,500
Closed -$197K
EV
868
DELISTED
Eaton Vance Corp.
EV
– –
-6,400
Closed -$276K
NGHC
869
DELISTED
National General Holdings Corp
NGHC
– –
-9,500
Closed -$218K
HDS
870
DELISTED
HD Supply Holdings, Inc.
HDS
– –
-28,000
Closed -$1.13M
CBL
871
DELISTED
CBL& Associates Properties, Inc.
CBL
– –
-41,743
Closed -$43K
RST
872
DELISTED
ROSETTA STONE INC
RST
– –
-13,600
Closed -$311K
TLRD
873
DELISTED
Tailored Brands, Inc.
TLRD
– –
-93,400
Closed -$539K
NE
874
DELISTED
Noble Corporation
NE
– –
-345,357
Closed -$646K
BGG
875
DELISTED
Briggs & Stratton Corp.
BGG
– –
-26,200
Closed -$268K
32 33 34
35
36

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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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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.