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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
IBN icon
151
ICICI Bank
IBN
$106B
$789K 0.14%
64,800
+16,300
+34% +$191K
MKTX icon
152
MarketAxess Holdings
MKTX
$4.15B
$786K 0.14%
2,400
+1,500
+167% +$537K
DRI icon
153
Darden Restaurants
DRI
$22.5B
$780K 0.14%
+6,600
New +$805K
SNX icon
154
TD Synnex
SNX
$19.4B
$768K 0.14%
+13,600
New +$635K
IONS icon
155
Ionis Pharmaceuticals
IONS
$9.35B
$767K 0.14%
+12,800
New +$834K
OLN icon
156
Olin
OLN
$2.64B
$766K 0.14%
40,921
-26,277
-39% -$495K
FHN icon
157
First Horizon
FHN
$12.1B
$763K 0.14%
47,100
-2,100
-4% -$33.2K
YUM icon
158
Yum! Brands
YUM
$41B
$760K 0.14%
6,700
-2,100
-24% -$240K
IQ icon
159
iQIYI
IQ
$1.18B
$748K 0.14%
+46,400
New +$852K
FMC icon
160
FMC
FMC
$1.42B
$745K 0.13%
+8,500
New +$730K
OXM icon
161
Oxford Industries
OXM
$577M
$739K 0.13%
+10,300
New +$726K
INST
162
DELISTED
Instructure, Inc.
INST
$732K 0.13%
18,900
+7,500
+66% +$306K
ALLY icon
163
Ally Financial
ALLY
$13.1B
$726K 0.13%
+21,900
New +$710K
GPK icon
164
Graphic Packaging
GPK
$3.26B
$715K 0.13%
48,500
+34,500
+246% +$484K
MTZ icon
165
MasTec
MTZ
$26.7B
$714K 0.13%
+11,000
New +$642K
FLIR
166
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$705K 0.13%
+13,400
New +$684K
AR icon
167
Antero Resources
AR
$10.9B
$702K 0.13%
232,288
-227,609
-49% -$927K
PCRX icon
168
Pacira BioSciences
PCRX
$1.02B
$700K 0.13%
+18,400
New +$734K
ROCK icon
169
Gibraltar Industries
ROCK
$1.34B
$698K 0.13%
+15,200
New +$636K
HON icon
170
Honeywell
HON
$77.1B
$694K 0.13%
+4,350
New +$692K
PYPL icon
171
PayPal
PYPL
$49.5B
$684K 0.12%
6,600
+4,200
+175% +$463K
IBM icon
172
IBM
IBM
$202B
$683K 0.12%
+4,916
New +$663K
CENT icon
173
Central Garden & Pet Co
CENT
$2.74B
$675K 0.12%
+28,875
New +$625K
AU icon
174
AngloGold Ashanti
AU
$40.3B
$672K 0.12%
+36,800
New +$731K
XYL icon
175
Xylem
XYL
$28.5B
$669K 0.12%
+8,400
New +$660K
5 6
7
8 9

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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.