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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 | |
|---|---|---|---|---|---|---|
276
Lands' End
LE
$361M
| $334K | 0.07% |
+19,888
| New | +$260K |
|
277
Ball Corp
BALL
$17B
| $330K | 0.07% |
+5,100
| New | +$346K |
|
|
MCHB
278
Mechanics Bancorp
MCHB
$3.47B
| $330K | 0.07% |
+9,700
| New | +$300K |
|
279
Vale
VALE
$62.9B
| $326K | 0.07% |
24,700
+3,500
| +17% | +$42.1K |
|
280
Acadia Pharmaceuticals
ACAD
$4.25B
| $325K | 0.07% |
7,600
-400
| -5% | -$17.4K |
|
281
Netflix
NFLX
$292B
| $324K | 0.07% |
10,000
-84,000
| -89% | -$2.49M |
|
|
ACH
282
Accendra Health
ACH
$240M
| $324K | 0.07% |
62,700
-8,200
| -12% | -$52.7K |
|
|
EVRI
283
DELISTED
Everi Holdings
EVRI
| $318K | 0.07% |
+23,700
| New | +$270K |
|
284
Assurant
AIZ
$13.7B
| $315K | 0.07% |
2,400
+500
| +26% | +$64.3K |
|
285
APA Corp
APA
$12.8B
| $315K | 0.07% |
+12,300
| New | +$278K |
|
286
Enova International
ENVA
$5.91B
| $315K | 0.07% |
13,100
-7,000
| -35% | -$158K |
|
287
Plexus
PLXS
$6.81B
| $315K | 0.07% |
+4,100
| New | +$297K |
|
288
Wyndham Hotels & Resorts
WH
$5.46B
| $314K | 0.07% |
+5,000
| New | +$278K |
|
289
Andersons Inc
ANDE
$2.65B
| $313K | 0.07% |
+12,400
| New | +$271K |
|
290
BioMarin Pharmaceuticals
BMRN
$11.5B
| $313K | 0.07% |
+3,700
| New | +$279K |
|
291
Eaton
ETN
$157B
| $313K | 0.07% |
+3,300
| New | +$293K |
|
292
Jazz Pharmaceuticals
JAZZ
$15.9B
| $313K | 0.07% |
+2,100
| New | +$286K |
|
293
Sony
SONY
$123B
| $313K | 0.07% |
23,000
-70,500
| -75% | -$879K |
|
|
IAA
294
DELISTED
IAA, Inc. Common Stock
IAA
| $311K | 0.07% |
+6,600
| New | +$278K |
|
|
VSTO
295
DELISTED
Vista Outdoor Inc.
VSTO
| $310K | 0.07% |
+41,500
| New | +$312K |
|
|
TMX
296
DELISTED
Terminix Global Holdings, Inc.
TMX
| $309K | 0.07% |
+8,003
| New | +$340K |
|
|
AMRN
297
Amarin Corp
AMRN
$284M
| $307K | 0.07% |
+715
| New | +$272K |
|
298
Camping World
CWH
$363M
| $305K | 0.06% |
+20,700
| New | +$234K |
|
299
W.W. Grainger
GWW
$65.3B
| $305K | 0.06% |
900
-1,000
| -53% | -$317K |
|
300
Amphenol
APH
$188B
| $303K | 0.06% |
+11,200
| New | +$286K |
|
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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.