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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 | |
|---|---|---|---|---|---|---|
301
NN Inc
NNBR
$272M
| $303K | 0.06% |
32,800
+1,000
| +3% | +$8.02K |
|
302
Atlassian
TEAM
$22B
| $301K | 0.06% |
+2,500
| New | +$304K |
|
303
Prestige Consumer Healthcare
PBH
$2.35B
| $300K | 0.06% |
+7,404
| New | +$276K |
|
304
Regeneron Pharmaceuticals
REGN
$68.8B
| $300K | 0.06% |
800
-2,100
| -72% | -$707K |
|
305
Bunge Global
BG
$23.6B
| $299K | 0.06% |
+5,200
| New | +$288K |
|
306
Powell Industries
POWL
$8.46B
| $299K | 0.06% |
+18,300
| New | +$257K |
|
|
COHR
307
DELISTED
Coherent Inc
COHR
| $299K | 0.06% |
+1,800
| New | +$279K |
|
308
Ezcorp Inc
EZPW
$1.82B
| $297K | 0.06% |
43,600
-4,000
| -8% | -$23K |
|
|
HI
309
DELISTED
Hillenbrand
HI
| $296K | 0.06% |
8,900
-1,100
| -11% | -$34.7K |
|
310
Woodward
WWD
$25B
| $296K | 0.06% |
+2,500
| New | +$282K |
|
311
BorgWarner
BWA
$13.2B
| $295K | 0.06% |
7,725
-2,499
| -24% | -$91.6K |
|
|
HRC
312
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $295K | 0.06% |
+2,600
| New | +$274K |
|
313
PPG Industries
PPG
$25.9B
| $294K | 0.06% |
+2,200
| New | +$279K |
|
314
Teladoc Health
TDOC
$1.58B
| $293K | 0.06% |
+3,500
| New | +$266K |
|
315
T. Rowe Price
TROW
$25B
| $292K | 0.06% |
2,400
-2,500
| -51% | -$295K |
|
|
BECN
316
DELISTED
Beacon Roofing Supply, Inc.
BECN
| $291K | 0.06% |
+9,100
| New | +$288K |
|
317
Brighthouse Financial
BHF
$3.63B
| $290K | 0.06% |
+7,400
| New | +$291K |
|
|
HMHC
318
DELISTED
Houghton Mifflin Harcourt Company
HMHC
| $290K | 0.06% |
+46,400
| New | +$271K |
|
|
MRC
319
DELISTED
MRC Global
MRC
| $289K | 0.06% |
+21,200
| New | +$276K |
|
320
Fortinet
FTNT
$112B
| $288K | 0.06% |
+13,500
| New | +$254K |
|
321
Equinor
EQNR
$95.9B
| $285K | 0.06% |
+14,300
| New | +$271K |
|
322
Monolithic Power Systems
MPWR
$65.5B
| $285K | 0.06% |
1,600
-3,700
| -70% | -$591K |
|
|
NAV
323
DELISTED
Navistar International
NAV
| $284K | 0.06% |
9,800
-3,500
| -26% | -$108K |
|
324
POSCO
PKX
$15.8B
| $283K | 0.06% |
+5,600
| New | +$270K |
|
325
Petrobras
PBR
$121B
| $282K | 0.06% |
17,700
-76,400
| -81% | -$1.17M |
|
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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.