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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
EFC
1
Ellington Financial
EFC
$1.68B
$18.6M 3.36%
1,028,556
– –
F icon
2
CALL
Ford
F
$57.3B
$18M 3.26%
+1,970,000
New +$18.7M
TDG icon
3
PUT
TransDigm Group
TDG
$69.2B
$17.4M 3.15%
33,500
-7,500
-18% -$3.85M
ARR
4
Armour Residential REIT
ARR
$2.02B
$15.3M 2.76%
+182,424
New +$15.9M
NFLX icon
5
CALL
Netflix
NFLX
$292B
$14.2M 2.57%
530,000
+255,000
+93% +$7.98M
GEO icon
6
PUT
The GEO Group
GEO
$4.13B
$13.5M 2.45%
780,000
+405,000
+108% +$7.26M
MTG icon
7
CALL
MGIC Investment
MTG
$6.27B
$9.94M 1.8%
790,100
+541,300
+218% +$6.99M
F icon
8
PUT
Ford
F
$57.3B
$7.14M 1.29%
780,000
– –
AAIC
9
DELISTED
Arlington Asset Investment Corp.
AAIC
$7.13M 1.29%
1,298,378
+739,303
+132% +$4.35M
HLF icon
10
PUT
Herbalife
HLF
$1.23B
$5.68M 1.03%
150,000
+100,000
+200% +$3.9M
BBBY
11
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
$4.47M 0.81%
+420,000
New +$4.05M
ESNT icon
12
Essent Group
ESNT
$6.06B
$4.37M 0.79%
91,674
-72,526
-44% -$3.47M
WYNN icon
13
Wynn Resorts
WYNN
$10.1B
$4.33M 0.78%
39,831
+24,182
+155% +$2.88M
HTZ
14
DELISTED
Hertz Global Holdings, Inc.
HTZ
$4.27M 0.77%
308,468
+155,307
+101% +$2.19M
TPR icon
15
Tapestry
TPR
$28.8B
$4.26M 0.77%
163,400
-68,500
-30% -$1.8M
RDN icon
16
Radian Group
RDN
$5.14B
$4.14M 0.75%
181,246
-101,526
-36% -$2.34M
URBN icon
17
Urban Outfitters
URBN
$5.99B
$4.07M 0.74%
+144,800
New +$3.38M
DCH
18
Dauch Corp
DCH
$1.3B
$3.79M 0.68%
460,610
+286,773
+165% +$2.61M
TSLA icon
19
PUT
Tesla
TSLA
$1.24T
$3.78M 0.68%
235,500
– –
WSM icon
20
Williams-Sonoma
WSM
$26.7B
$3.75M 0.68%
110,400
-49,400
-31% -$1.64M
LULU icon
21
lululemon athletica
LULU
$13B
$3.29M 0.6%
17,100
+8,200
+92% +$1.53M
X
22
PUT
DELISTED
US Steel
X
$3.27M 0.59%
283,000
– –
GRUB
23
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$3.2M 0.58%
28,500
+7,500
+36% +$996K
MTG icon
24
MGIC Investment
MTG
$6.27B
$3.16M 0.57%
251,388
-82,123
-25% -$1.06M
DCH
25
PUT
Dauch Corp
DCH
$1.3B
$3.12M 0.57%
380,000
+250,000
+192% +$2.27M
1
2 3 4 5

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APA
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NIA
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HFA
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AWA
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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.