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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
OLLI icon
76
Ollie's Bargain Outlet
OLLI
$4.01B
$1.34M 0.24%
22,800
-4,800
-17% -$360K
HSY icon
77
Hershey
HSY
$35.4B
$1.33M 0.24%
+8,600
New +$1.3M
DNKN
78
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$1.32M 0.24%
16,600
-9,300
-36% -$755K
WING icon
79
Wingstop
WING
$3.68B
$1.29M 0.23%
14,800
-15,700
-51% -$1.49M
QSR icon
80
Restaurant Brands International
QSR
$25.1B
$1.29M 0.23%
18,100
-16,200
-47% -$1.19M
HOG icon
81
Harley-Davidson
HOG
$2.68B
$1.26M 0.23%
+35,100
New +$1.2M
LYFT icon
82
Lyft
LYFT
$5.39B
$1.25M 0.23%
+30,700
New +$1.68M
SIVB
83
DELISTED
SVB Financial Group
SIVB
$1.25M 0.23%
+6,000
New +$1.26M
HD icon
84
Home Depot
HD
$332B
$1.25M 0.23%
+5,400
New +$1.18M
CHRD icon
85
Chord Energy
CHRD
$7.79B
$1.24M 0.23%
359,679
-34,427
-9% -$136K
SMG icon
86
ScottsMiracle-Gro
SMG
$4.03B
$1.24M 0.22%
12,200
+5,400
+79% +$565K
PZZA icon
87
Papa John's
PZZA
$999M
$1.24M 0.22%
+23,600
New +$1.11M
IDA icon
88
Idacorp
IDA
$8.23B
$1.23M 0.22%
+10,900
New +$1.16M
WHR icon
89
Whirlpool
WHR
$2.42B
$1.22M 0.22%
+7,700
New +$1.11M
AR icon
90
PUT
Antero Resources
AR
$10.9B
$1.21M 0.22%
+400,000
New +$1.63M
WTRG icon
91
Essential Utilities
WTRG
$11.2B
$1.2M 0.22%
+26,800
New +$1.15M
DBI icon
92
Designer Brands
DBI
$277M
$1.2M 0.22%
69,900
-95,900
-58% -$1.63M
TROX icon
93
Tronox
TROX
$995M
$1.14M 0.21%
137,773
+117,330
+574% +$1.13M
ABBV icon
94
AbbVie
ABBV
$458B
$1.14M 0.21%
15,000
-100
-0.7% -$6.86K
ICE icon
95
Intercontinental Exchange
ICE
$82.4B
$1.14M 0.21%
12,300
+4,800
+64% +$438K
ELF icon
96
e.l.f. Beauty
ELF
$4.56B
$1.13M 0.2%
64,700
-600
-0.9% -$10K
SONY icon
97
Sony
SONY
$123B
$1.11M 0.2%
+93,500
New +$1.06M
MTCH icon
98
Match Group
MTCH
$8.84B
$1.09M 0.2%
+15,300
New +$1.19M
THO icon
99
Thor Industries
THO
$3.99B
$1.09M 0.2%
+19,300
New +$1.01M
PFSI icon
100
PennyMac Financial
PFSI
$4.38B
$1.09M 0.2%
35,828
-103,972
-74% -$2.81M
2 3
4
5 6

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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.