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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 | |
|---|---|---|---|---|---|---|
401
Performance Food Group
PFGC
$17.5B
| $227K | 0.05% |
+4,400
| New | +$201K |
|
402
Axcelis
ACLS
$4.12B
| $226K | 0.05% |
+9,400
| New | +$198K |
|
|
DNR
403
PUT
DELISTED
Denbury Resources, Inc.
DNR
| $226K | 0.05% |
160,000
-600,000
| -79% | -$669K |
|
|
REGI
404
DELISTED
Renewable Energy Group, Inc.
REGI
| $226K | 0.05% |
+8,400
| New | +$152K |
|
405
Leidos
LDOS
$14.1B
| $225K | 0.05% |
+2,300
| New | +$203K |
|
406
Pentair
PNR
$10.2B
| $225K | 0.05% |
+4,900
| New | +$207K |
|
|
BPMC
407
DELISTED
Blueprint Medicines
BPMC
| $224K | 0.05% |
+2,800
| New | +$210K |
|
408
Polaris
PII
$4.15B
| $224K | 0.05% |
+2,200
| New | +$213K |
|
409
STAG Industrial
STAG
$7.86B
| $224K | 0.05% |
+7,100
| New | +$218K |
|
|
VRS
410
DELISTED
Verso Corporation
VRS
| $224K | 0.05% |
12,400
-2,300
| -16% | -$36.9K |
|
411
Genuine Parts
GPC
$17.1B
| $223K | 0.05% |
2,100
-100
| -5% | -$10.3K |
|
412
Repligen
RGEN
$7.44B
| $222K | 0.05% |
+2,400
| New | +$202K |
|
413
NCR Voyix
VYX
$1.06B
| $222K | 0.05% |
10,313
-20,005
| -66% | -$389K |
|
|
EVOP
414
DELISTED
EVO Payments, Inc. Class A Common Stock
EVOP
| $222K | 0.05% |
+8,400
| New | +$231K |
|
|
CALY
415
Callaway Golf Company
CALY
$3.26B
| $220K | 0.05% |
+10,400
| New | +$213K |
|
|
DBD
416
DELISTED
Diebold Nixdorf Incorporated
DBD
| $219K | 0.05% |
+20,700
| New | +$184K |
|
417
Blue Bird Corp
BLBD
$2.41B
| $218K | 0.05% |
+9,500
| New | +$190K |
|
418
NextEra Energy
NEE
$187B
| $218K | 0.05% |
+3,600
| New | +$210K |
|
|
ETFC
419
DELISTED
E*Trade Financial Corporation
ETFC
| $218K | 0.05% |
4,800
+100
| +2% | +$4.27K |
|
|
AMED
420
DELISTED
Amedisys
AMED
| $217K | 0.05% |
1,300
-700
| -35% | -$104K |
|
421
IQVIA
IQV
$34.7B
| $217K | 0.05% |
+1,406
| New | +$205K |
|
422
Avnet
AVT
$7.33B
| $216K | 0.05% |
5,100
-800
| -14% | -$32.9K |
|
423
iShares Russell 2000 ETF
IWM
$80.9B
| $216K | 0.05% |
+1,304
| New | +$206K |
|
424
SEI Investments
SEIC
$11.9B
| $216K | 0.05% |
+3,300
| New | +$205K |
|
|
TWNK
425
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
| $215K | 0.05% |
+14,800
| New | +$201K |
|
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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.