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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
PRGO icon
751
Perrigo
PRGO
$1.4B
– –
-4,700
Closed -$224K
PRU icon
752
Prudential Financial
PRU
$41.7B
– –
-2,200
Closed -$222K
PTEN icon
753
Patterson-UTI
PTEN
$3.87B
– –
-24,600
Closed -$283K
RGNX icon
754
Regenxbio
RGNX
$623M
– –
-4,200
Closed -$216K
RL icon
755
Ralph Lauren
RL
$22.2B
– –
-13,500
Closed -$1.53M
RMAX icon
756
RE/MAX Holdings
RMAX
$200M
– –
-11,500
Closed -$354K
RNR icon
757
RenaissanceRe
RNR
$13.7B
– –
-1,300
Closed -$231K
RRC icon
758
Range Resources
RRC
$9.11B
– –
-28,300
Closed -$198K
RYAM icon
759
Rayonier Advanced Materials
RYAM
$565M
– –
-10,200
Closed -$66K
SAM icon
760
Boston Beer
SAM
$1.88B
– –
-3,600
Closed -$1.36M
SAP icon
761
SAP
SAP
$187B
– –
-4,700
Closed -$643K
SBH icon
762
Sally Beauty Holdings
SBH
$1.4B
– –
-28,000
Closed -$374K
SFIX
763
Stitch Fix
SFIX
$478M
– –
-127,700
Closed -$4.08M
SHO icon
764
Sunstone Hotel Investors
SHO
$2.19B
– –
-17,600
Closed -$241K
SLB icon
765
SLB Ltd
SLB
$77.8B
– –
-12,700
Closed -$505K
SMFG icon
766
Sumitomo Mitsui Financial
SMFG
$166B
– –
-22,900
Closed -$162K
SMPL icon
767
Simply Good Foods
SMPL
$904M
– –
-18,300
Closed -$441K
SNV
768
DELISTED
Synovus
SNV
– –
-13,100
Closed -$459K
SPB icon
769
Spectrum Brands
SPB
$2.04B
– –
-5,694
Closed -$306K
SRPT icon
770
Sarepta Therapeutics
SRPT
$1.66B
– –
-1,400
Closed -$213K
STLD icon
771
Steel Dynamics
STLD
$35.6B
– –
-15,986
Closed -$483K
SUI icon
772
Sun Communities
SUI
$15B
– –
-4,700
Closed -$602K
SUPV
773
Grupo Supervielle
SUPV
$833M
– –
-55,900
Closed -$440K
SWBI icon
774
Smith & Wesson
SWBI
$655M
– –
-55,813
Closed -$387K
SXT icon
775
Sensient Technologies
SXT
$5.4B
– –
-3,100
Closed -$228K
29 30
31
32 33

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SCM
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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.