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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
SRDX
351
DELISTED
Surmodics
SRDX
$261K 0.06%
+6,300
New +$265K
GHL
352
DELISTED
Greenhill & Co., Inc.
GHL
$261K 0.06%
+15,300
New +$248K
DIS icon
353
Walt Disney
DIS
$165B
$260K 0.06%
+1,800
New +$251K
EA icon
354
Electronic Arts
EA
$52.4B
$258K 0.05%
+2,400
New +$238K
DLPH
355
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
$256K 0.05%
+2,700
New +$35K
MTB icon
356
M&T Bank
MTB
$36.2B
$255K 0.05%
+1,500
New +$243K
SMG icon
357
ScottsMiracle-Gro
SMG
$4.03B
$255K 0.05%
2,400
-9,800
-80% -$1M
RMAX icon
358
RE/MAX Holdings
RMAX
$200M
$254K 0.05%
+6,600
New +$237K
CXO
359
DELISTED
CONCHO RESOURCES INC.
CXO
$254K 0.05%
+2,900
New +$209K
SBS icon
360
Sabesp
SBS
$19.7B
$253K 0.05%
86,630
+10,313
+14% +$26.5K
YUM icon
361
Yum! Brands
YUM
$41B
$253K 0.05%
2,512
-4,188
-63% -$434K
BGC icon
362
BGC Group
BGC
$5.58B
$251K 0.05%
+42,200
New +$238K
ZTS icon
363
Zoetis
ZTS
$31.6B
$251K 0.05%
+1,900
New +$236K
AVTA
364
DELISTED
Avantax, Inc. Common Stock
AVTA
$251K 0.05%
9,600
+360
+4% +$8.06K
STL
365
DELISTED
Sterling Bancorp
STL
$251K 0.05%
+11,900
New +$243K
JWN
366
DELISTED
Nordstrom
JWN
$250K 0.05%
+6,100
New +$226K
KBH icon
367
KB Home
KBH
$3.48B
$250K 0.05%
+7,302
New +$252K
PPL
368
PPL Corp
PPL
$27.3B
$248K 0.05%
+6,900
New +$231K
STZ icon
369
Constellation Brands
STZ
$22.2B
$247K 0.05%
1,300
-1,400
-52% -$264K
PRAH
370
DELISTED
PRA Health Sciences, Inc.
PRAH
$245K 0.05%
+2,200
New +$226K
DFIN icon
371
Donnelley Financial Solutions
DFIN
$1.21B
$243K 0.05%
+23,200
New +$243K
B
372
Barrick Mining
B
$62.2B
$242K 0.05%
13,000
-35,800
-73% -$615K
UNIT
373
Uniti Group
UNIT
$2.63B
$242K 0.05%
29,516
-189,161
-87% -$1.37M
MAT icon
374
Mattel
MAT
$4.17B
$241K 0.05%
17,798
-14,902
-46% -$177K
ELS icon
375
Equity Lifestyle Properties
ELS
$12.8B
$239K 0.05%
+3,400
New +$236K
13 14
15
16 17

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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.