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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
CIEN icon
101
Ciena
CIEN
$55.3B
$1.08M 0.2%
27,500
+17,300
+170% +$725K
DOCU
102
DocuSign
DOCU
$9.63B
$1.08M 0.19%
+17,400
New +$911K
RVTY icon
103
Revvity
RVTY
$12.3B
$1.06M 0.19%
+12,500
New +$1.09M
MED icon
104
Medifast
MED
$108M
$1.04M 0.19%
10,000
+6,600
+194% +$709K
OKTA icon
105
Okta
OKTA
$24.1B
$1.03M 0.19%
+10,500
New +$1.31M
TSM icon
106
TSMC
TSM
$2.09T
$1.03M 0.19%
+22,200
New +$947K
LSI
107
DELISTED
Life Storage, Inc.
LSI
$1.02M 0.18%
14,550
+11,100
+322% +$754K
EYE icon
108
National Vision
EYE
$1.6B
$1M 0.18%
41,700
-2,700
-6% -$78.7K
URI icon
109
PUT
United Rentals
URI
$71.1B
$997K 0.18%
+8,000
New +$970K
MNRO icon
110
Monro
MNRO
$525M
$996K 0.18%
+12,600
New +$1.01M
WEC icon
111
WEC Energy
WEC
$37.7B
$989K 0.18%
+10,400
New +$937K
XYZ
112
Block Inc
XYZ
$45.9B
$985K 0.18%
+15,900
New +$1.08M
CF icon
113
CF Industries
CF
$19.2B
$969K 0.18%
19,700
+14,700
+294% +$713K
ADBE icon
114
Adobe
ADBE
$89.5B
$967K 0.17%
3,500
+100
+3% +$29.2K
LFT
115
Lument Finance Trust
LFT
$41.9M
$959K 0.17%
285,344
– –
ZD icon
116
Ziff Davis
ZD
$1.9B
$945K 0.17%
11,960
+9,085
+316% +$688K
FISV
117
Fiserv Inc
FISV
$27.2B
$922K 0.17%
8,900
+5,100
+134% +$521K
SHOO icon
118
Steven Madden
SHOO
$3.12B
$913K 0.17%
+25,500
New +$843K
DNR
119
PUT
DELISTED
Denbury Resources, Inc.
DNR
$904K 0.16%
+760,000
New +$876K
LHCG
120
DELISTED
LHC Group LLC
LHCG
$886K 0.16%
+7,800
New +$940K
STX icon
121
Seagate
STX
$193B
$882K 0.16%
+16,400
New +$805K
SFM icon
122
Sprouts Farmers Market
SFM
$7.04B
$872K 0.16%
45,100
-30,700
-41% -$564K
GBT
123
DELISTED
Global Blood Therapeutics, Inc.
GBT
$869K 0.16%
+17,900
New +$933K
TOL icon
124
Toll Brothers
TOL
$14B
$868K 0.16%
21,157
-37,951
-64% -$1.4M
AMBA icon
125
Ambarella
AMBA
$2.99B
$861K 0.16%
+13,700
New +$711K
3 4
5
6 7

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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.