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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
XEL icon
826
Xcel Energy
XEL
$51B
– –
-3,700
Closed -$220K
ZBRA icon
827
Zebra Technologies
ZBRA
$12.4B
– –
-1,900
Closed -$398K
ZWS icon
828
Zurn Elkay Water Solutions
ZWS
$8.07B
– –
-15,362
Closed -$224K
CPAY icon
829
Corpay
CPAY
$24.2B
– –
-1,700
Closed -$477K
RPT
830
Rithm Property Trust
RPT
$90.5M
– –
-11,886
Closed -$965K
CMBT
831
CMB.TECH NV
CMBT
$4.57B
– –
-14,500
Closed -$137K
ONC
832
BeOne Medicines Ltd
ONC
$33.8B
– –
-3,200
Closed -$397K
SGI
833
Somnigroup International
SGI
$15.1B
– –
-27,600
Closed -$506K
BERY
834
DELISTED
Berry Global Group, Inc.
BERY
– –
-8,494
Closed -$410K
HTLF
835
DELISTED
Heartland Financial USA, Inc.
HTLF
– –
-7,600
Closed -$340K
CTLT
836
DELISTED
CATALENT, INC.
CTLT
– –
-7,000
Closed -$379K
TCS
837
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
– –
-2,294
Closed -$252K
RCM
838
DELISTED
R1 RCM Inc. Common Stock
RCM
– –
-21,700
Closed -$273K
SWN
839
DELISTED
Southwestern Energy Company
SWN
– –
-49,800
Closed -$157K
HA
840
DELISTED
Hawaiian Holdings, Inc.
HA
– –
-32,300
Closed -$886K
LL
841
DELISTED
LL Flooring Holdings, Inc.
LL
– –
-47,200
Closed -$545K
PXD
842
DELISTED
Pioneer Natural Resource Co.
PXD
– –
-1,400
Closed -$215K
AYX
843
DELISTED
Alteryx Inc
AYX
– –
-2,900
Closed -$316K
HT
844
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
– –
-11,100
Closed -$184K
VMW
845
DELISTED
VMware, Inc
VMW
– –
-7,900
Closed -$1.32M
TWNK
846
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
– –
-104,700
Closed -$1.51M
QUOT
847
DELISTED
Quotient Technology Inc
QUOT
– –
-15,300
Closed -$164K
SPPI
848
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
– –
-15,900
Closed -$137K
AJRD
849
DELISTED
Aerojet Rocketdyne Holdings
AJRD
– –
-5,900
Closed -$264K
AUD
850
DELISTED
Audacy, Inc.
AUD
– –
-15,600
Closed -$90K
32 33
34
35 36

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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.