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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
PYX
876
DELISTED
Pyxus International, Inc.
PYX
– –
-23,500
Closed -$357K
FG
877
DELISTED
FGL Holdings Ordinary Shares
FG
– –
-10,200
Closed -$86K
AKS
878
DELISTED
AK Steel Holding Corp
AKS
– –
-30,000
Closed -$71K
AKS
879
PUT
DELISTED
AK Steel Holding Corp
AKS
– –
-1,400,000
Closed -$3.32M
DPLO
880
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
– –
-21,200
Closed -$129K
MDR
881
DELISTED
McDermott International
MDR
– –
-16,400
Closed -$158K
SRCI
882
DELISTED
SRC Energy Inc
SRCI
– –
-11,500
Closed -$57K
VIAB
883
DELISTED
Viacom Inc. Class B
VIAB
– –
-18,600
Closed -$556K
TCF
884
DELISTED
TCF Financial Corporation Common Stock
TCF
– –
-6,300
Closed -$259K
MOBL
885
DELISTED
MobileIron, Inc.
MOBL
– –
-15,800
Closed -$98K
KEM
886
DELISTED
KEMET Corporation
KEM
– –
-60,500
Closed -$1.14M
VSTO
887
DELISTED
Vista Outdoor Inc.
VSTO
– –
-33,900
Closed -$301K
EBIX
888
DELISTED
Ebix Inc
EBIX
– –
-4,000
Closed -$201K
CMO
889
DELISTED
Capstead Mortgage Corp.
CMO
– –
-210,000
Closed -$1.75M
STL
890
DELISTED
Sterling Bancorp
STL
– –
-18,700
Closed -$398K
AAN.A
891
DELISTED
The Aaron's Company Inc Class A
AAN.A
– –
-21,400
Closed -$1.31M
32 33 34 35
36

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NIA
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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.