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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
+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 | |
|---|---|---|---|---|---|---|
251
Boise Cascade
BCC
$2.74B
| $358K | 0.08% |
+9,800
| New | +$356K |
|
252
Copa Holdings
CPA
$5.56B
| $357K | 0.08% |
+3,300
| New | +$344K |
|
253
PayPal
PYPL
$49.5B
| $357K | 0.08% |
3,300
-3,300
| -50% | -$344K |
|
254
Virgin Galactic
SPCE
$320M
| $356K | 0.08% |
+1,540
| New | +$301K |
|
|
FTR
255
PUT
DELISTED
Frontier Communications Corp.
FTR
| $356K | 0.08% |
400,000
+90,000
| +29% | +$73.4K |
|
|
ELP
256
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
| $354K | 0.08% |
52,250
+20,000
| +62% | +$113K |
|
257
Warner Bros
WBD
$64.6B
| $354K | 0.08% |
10,800
-2,700
| -20% | -$81.4K |
|
|
ESGR
258
DELISTED
Enstar Group
ESGR
| $352K | 0.07% |
+1,700
| New | +$340K |
|
259
CoreCivic
CXW
$3.1B
| $351K | 0.07% |
+20,200
| New | +$320K |
|
|
PRMW
260
DELISTED
Primo Water Corporation
PRMW
| $351K | 0.07% |
31,300
+13,700
| +78% | +$152K |
|
261
Lockheed Martin
LMT
$134B
| $350K | 0.07% |
900
-100
| -10% | -$38.4K |
|
|
KAMN
262
DELISTED
Kaman Corp
KAMN
| $349K | 0.07% |
+5,300
| New | +$331K |
|
263
Under Armour
UAA
$3B
| $348K | 0.07% |
+16,100
| New | +$313K |
|
264
Reliance Steel & Aluminium
RS
$20.8B
| $347K | 0.07% |
+2,900
| New | +$328K |
|
265
Williams Companies
WMB
$90.5B
| $346K | 0.07% |
14,600
+4,600
| +46% | +$105K |
|
266
Penumbra
PEN
$12.5B
| $345K | 0.07% |
+2,100
| New | +$334K |
|
267
VICI Properties
VICI
$29.4B
| $345K | 0.07% |
+13,500
| New | +$326K |
|
268
Garrett Motion
GTX
$5.9B
| $342K | 0.07% |
+34,200
| New | +$349K |
|
269
PepsiCo
PEP
$186B
| $342K | 0.07% |
2,500
-300
| -11% | -$40.8K |
|
|
ZNGA
270
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $337K | 0.07% |
+55,100
| New | +$341K |
|
271
Acco Brands
ACCO
$369M
| $336K | 0.07% |
+35,900
| New | +$340K |
|
272
Melco Resorts & Entertainment
MLCO
$2.1B
| $336K | 0.07% |
+13,900
| New | +$302K |
|
273
Vistra
VST
$55.1B
| $336K | 0.07% |
14,603
-15,397
| -51% | -$397K |
|
274
Align Technology
ALGN
$12B
| $335K | 0.07% |
+1,200
| New | +$299K |
|
275
Jabil
JBL
$32.8B
| $335K | 0.07% |
8,100
-9,800
| -55% | -$376K |
|
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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.