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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
Cap. Flow
-$169M
Cap. Flow %
-35.86%
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
DAL icon
Delta Air Lines
DAL
+$3.72M
3
MTG icon
MGIC Investment
MTG
+$3.22M
4
DPZ icon
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
URBN icon
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
TWTR
326
DELISTED
Twitter, Inc.
TWTR
$282K 0.06%
+8,800
New +$289K
BLUE
327
DELISTED
bluebird bio
BLUE
$281K 0.06%
247
+62
+34% +$67.4K
BZH icon
328
Beazer Homes USA
BZH
$907M
$278K 0.06%
+19,700
New +$299K
DAR icon
329
Darling Ingredients
DAR
$9.93B
$278K 0.06%
+9,900
New +$221K
BAP icon
330
Credicorp
BAP
$30.9B
$277K 0.06%
+1,300
New +$272K
FIVN icon
331
FIVE9
FIVN
$1.77B
$275K 0.06%
4,200
-2,000
-32% -$122K
CAL icon
332
Caleres
CAL
$396M
$273K 0.06%
+11,500
New +$260K
HCC icon
333
Warrior Met Coal
HCC
$4.23B
$273K 0.06%
12,900
-14,400
-53% -$294K
IMH
334
DELISTED
Impac Mortgage Holdings Inc.
IMH
$273K 0.06%
51,900
– –
PZZA icon
335
Papa John's
PZZA
$999M
$272K 0.06%
4,300
-19,300
-82% -$1.14M
AES icon
336
AES
AES
$10.6B
$271K 0.06%
+13,631
New +$244K
AER icon
337
AerCap
AER
$23.9B
$270K 0.06%
+4,400
New +$259K
INGR icon
338
Ingredion
INGR
$6.38B
$270K 0.06%
+2,900
New +$244K
TKR icon
339
Timken Company
TKR
$9.82B
$270K 0.06%
+4,800
New +$243K
GLDD
340
DELISTED
Great Lakes Dredge & Dock
GLDD
$267K 0.06%
23,600
+10,000
+74% +$107K
ROCK icon
341
Gibraltar Industries
ROCK
$1.34B
$267K 0.06%
5,300
-9,900
-65% -$497K
ABBV icon
342
AbbVie
ABBV
$458B
$266K 0.06%
3,000
-12,000
-80% -$996K
GMED icon
343
Globus Medical
GMED
$10.4B
$265K 0.06%
+4,500
New +$244K
NVS icon
344
Novartis
NVS
$295B
$265K 0.06%
2,800
-1,700
-38% -$153K
AZN icon
345
AstraZeneca
AZN
$263B
$264K 0.06%
+2,650
New +$249K
BC icon
346
Brunswick
BC
$5.19B
$264K 0.06%
4,400
-900
-17% -$52.1K
MUFG icon
347
Mitsubishi UFJ Financial
MUFG
$258B
$264K 0.06%
+48,600
New +$256K
IT icon
348
Gartner
IT
$9.41B
$262K 0.06%
+1,700
New +$260K
RPT
349
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$262K 0.06%
+17,400
New +$248K
RPM icon
350
RPM International
RPM
$13.7B
$261K 0.06%
3,400
+200
+6% +$14.5K
12 13
14
15 16

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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.