We are live on
!
Find out more
EMG
Ellington Management Group Portfolio holdings
AUM
$676M
1-Year Est. Return
23.65%
This Fund
S&P 500
This Quarter
Est. Return
+7.9%
1 Year Est. Return
+23.65%
3 Year Est. Return
+16.06%
5 Year Est. Return
+95.65%
10 Year Est. Return
–
AUM
$470M
AUM Growth
-$83M
(-15%)
Cap. Flow
-$169M
Cap. Flow
% of AUM
-35.86%
Top 10 Holdings %
Top 10 Hldgs %
29.33%
Holding
852
New
288
Increased
88
Reduced
108
Closed
355
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
RWT
Redwood Trust
RWT
|
+$4.31M |
| 2 |
Delta Air Lines
DAL
|
+$3.72M |
| 3 |
MGIC Investment
MTG
|
+$3.22M |
| 4 |
Domino's
DPZ
|
+$2.62M |
| 5 |
SIX
Six Flags Entertainment Corp.
SIX
|
+$2.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
ARR
Armour Residential REIT
ARR
|
+$15.3M |
| 2 |
AAIC
Arlington Asset Investment Corp.
AAIC
|
+$4.36M |
| 3 |
EFC
Ellington Financial
EFC
|
+$3.26M |
| 4 |
Urban Outfitters
URBN
|
+$3.2M |
| 5 |
HTZ
Hertz Global Holdings, Inc.
HTZ
|
+$3.12M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 16.44% |
| 2 | Real Estate | 9.6% |
| 3 | Financials | 8.21% |
| 4 | Industrials | 6.12% |
| 5 | Consumer Staples | 5.69% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
SLB Ltd
SLB
$77.8B
| $402K | 0.09% |
+10,000
| New | +$357K |
|
|
SRCL
227
DELISTED
Stericycle Inc
SRCL
| $396K | 0.08% |
+6,200
| New | +$367K |
|
228
Ryanair
RYAAY
$29.5B
| $394K | 0.08% |
11,250
+3,210
| +40% | +$103K |
|
229
Asbury Automotive
ABG
$4.19B
| $391K | 0.08% |
+3,500
| New | +$377K |
|
230
C.H. Robinson
CHRW
$22B
| $391K | 0.08% |
+5,000
| New | +$398K |
|
231
Perrigo
PRGO
$1.4B
| $387K | 0.08% |
+7,500
| New | +$392K |
|
232
Fidelity National Financial
FNF
$13.9B
| $385K | 0.08% |
8,840
-3,224
| -27% | -$143K |
|
233
HCA Healthcare
HCA
$84.8B
| $384K | 0.08% |
2,600
-1,923
| -43% | -$258K |
|
234
Citigroup
C
$222B
| $383K | 0.08% |
4,800
-2,600
| -35% | -$192K |
|
235
Popular Inc
BPOP
$11B
| $382K | 0.08% |
+6,500
| New | +$363K |
|
236
Fortive
FTV
$19B
| $382K | 0.08% |
+7,929
| New | +$358K |
|
237
Madison Square Garden
MSGS
$9.54B
| $382K | 0.08% |
+1,823
| New | +$358K |
|
238
EPR Properties
EPR
$4.86B
| $381K | 0.08% |
+5,400
| New | +$398K |
|
|
QVCGA
239
DELISTED
QVC Group Inc Series A
QVCGA
| $379K | 0.08% |
926
-2,889
| -76% | -$1.3M |
|
240
Dolby
DLB
$4.72B
| $378K | 0.08% |
+5,500
| New | +$364K |
|
241
Terex
TEX
$7.98B
| $378K | 0.08% |
12,700
-3,600
| -22% | -$101K |
|
242
Skyworks Solutions
SWKS
$9.06B
| $375K | 0.08% |
+3,100
| New | +$305K |
|
243
McKesson
MCK
$98.5B
| $373K | 0.08% |
2,700
-200
| -7% | -$28.3K |
|
|
WRK
244
DELISTED
WestRock Company
WRK
| $373K | 0.08% |
8,700
-7,100
| -45% | -$277K |
|
245
TTEC Holdings
TTEC
$103M
| $372K | 0.08% |
+9,400
| New | +$412K |
|
246
Cisco
CSCO
$450B
| $369K | 0.08% |
+7,700
| New | +$358K |
|
247
Ameriprise Financial
AMP
$46.8B
| $366K | 0.08% |
2,200
-900
| -29% | -$139K |
|
248
Casey's General Stores
CASY
$31.9B
| $366K | 0.08% |
+2,300
| New | +$381K |
|
249
International Money Express
IMXI
$392M
| $364K | 0.08% |
+30,200
| New | +$411K |
|
250
Aecom
ACM
$9.07B
| $358K | 0.08% |
8,300
-31,900
| -79% | -$1.32M |
|
Similar funds
SCM
APA
NIA
HFA
AWA
PPSG
PMAS
HH
Ellington Management Group's Q4 2019 Portfolio in Review
As of Q4 2019, Ellington Management Group held 852 positions worth $470M, down 15% from $553M the previous quarter. Its ten largest holdings account for 29% of the portfolio.
Ellington Management Group withdrew a net $169M in Q4 2019, closing 355 positions and reducing 108 holdings. Its most notable exit was Armour Residential REIT, an estimated $15.3M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 16% of assets, down from 19% a quarter earlier, followed by Real Estate and Financials.
Against the trend, Ellington Management Group opened a new position in Delta Air Lines worth $3.88M.
- Ellington Management Group's largest Q4 2019 buy was Delta Air Lines: 66,400 shares worth $3.88M.
- Ellington Management Group added most to Redwood Trust in Q4 2019, an estimated $4.31M increase.
- Ellington Management Group's biggest Q4 2019 reduction was Arlington Asset Investment Corp., cutting an estimated $4.36M.
- Ellington Management Group fully exited Armour Residential REIT in Q4 2019, selling an estimated $15.3M.
- Ellington Management Group's ten largest holdings make up 29% of its $470M portfolio in Q4 2019.
- Ellington Management Group opened 288 new positions and closed 355 in Q4 2019.
- Ellington Management Group's portfolio value fell 15% quarter-over-quarter to $470M.
Based on Ellington Management Group's 13F filing for Q4 2019, filed 14 Feb 2020.