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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 | |
|---|---|---|---|---|---|---|
376
Weyerhaeuser
WY
$17.3B
| $239K | 0.05% |
+7,900
| New | +$229K |
|
377
Elastic
ESTC
$6.1B
| $238K | 0.05% |
3,700
-6,300
| -63% | -$462K |
|
378
Winmark
WINA
$1.19B
| $238K | 0.05% |
+1,200
| New | +$216K |
|
|
PTR
379
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
| $237K | 0.05% |
+4,700
| New | +$231K |
|
|
CATM
380
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $237K | 0.05% |
+5,300
| New | +$201K |
|
381
Manitowoc
MTW
$516M
| $236K | 0.05% |
13,500
-5,600
| -29% | -$81.7K |
|
382
Petrobras Class A
PBR.A
$107B
| $236K | 0.05% |
15,800
-6,600
| -29% | -$93.5K |
|
383
PG&E
PCG
$47.8B
| $236K | 0.05% |
21,700
+700
| +3% | +$6K |
|
384
Starwood Property Trust
STWD
$6.12B
| $236K | 0.05% |
+9,500
| New | +$232K |
|
385
Kilroy Realty
KRC
$4.58B
| $235K | 0.05% |
+2,800
| New | +$228K |
|
386
UnitedHealth
UNH
$382B
| $235K | 0.05% |
+800
| New | +$209K |
|
|
AXIA
387
AXIA Energia
AXIA
$22.6B
| $234K | 0.05% |
+31,697
| New | +$224K |
|
|
SNR
388
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
| $234K | 0.05% |
+30,600
| New | +$227K |
|
389
Takeda Pharmaceutical
TAK
$55.1B
| $233K | 0.05% |
11,800
+1,200
| +11% | +$23K |
|
390
Accenture
ACN
$89.9B
| $232K | 0.05% |
+1,100
| New | +$214K |
|
391
Adobe
ADBE
$89.5B
| $231K | 0.05% |
700
-2,800
| -80% | -$824K |
|
392
Ally Financial
ALLY
$13.1B
| $231K | 0.05% |
7,550
-14,350
| -66% | -$448K |
|
|
ALX
393
Alexander's
ALX
$1.4B
| $231K | 0.05% |
+700
| New | +$234K |
|
394
Manhattan Associates
MANH
$8.97B
| $231K | 0.05% |
2,900
+200
| +7% | +$15.9K |
|
395
Matrix Service
MTRX
$347M
| $231K | 0.05% |
10,100
-7,700
| -43% | -$152K |
|
396
American Tower
AMT
$77.7B
| $230K | 0.05% |
1,000
-300
| -23% | -$65.3K |
|
397
Danaher
DHR
$135B
| $230K | 0.05% |
+1,692
| New | +$214K |
|
398
SS&C Technologies
SSNC
$17.8B
| $228K | 0.05% |
+3,720
| New | +$209K |
|
399
America Movil
AMX
$78.1B
| $227K | 0.05% |
+14,200
| New | +$222K |
|
400
Merck
MRK
$324B
| $227K | 0.05% |
+2,620
| New | +$215K |
|
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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.