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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
MAN icon
426
ManpowerGroup
MAN
$2.39B
$214K 0.05%
2,200
-400
-15% -$36.6K
LAUR icon
427
Laureate Education
LAUR
$5.18B
$213K 0.05%
12,100
-1,400
-10% -$23.1K
CHKP icon
428
Check Point Software Technologies
CHKP
$13.3B
$211K 0.04%
+1,900
New +$214K
GLPI icon
429
Gaming and Leisure Properties
GLPI
$12.8B
$211K 0.04%
4,900
-10,000
-67% -$410K
IONS icon
430
Ionis Pharmaceuticals
IONS
$9.35B
$211K 0.04%
3,500
-9,300
-73% -$554K
CSIQ icon
431
Canadian Solar
CSIQ
$906M
$210K 0.04%
+9,500
New +$172K
SUI icon
432
Sun Communities
SUI
$15B
$210K 0.04%
+1,400
New +$218K
MIK
433
DELISTED
Michaels Stores, Inc
MIK
$210K 0.04%
+25,900
New +$218K
AEM icon
434
Agnico Eagle Mines
AEM
$72.6B
$209K 0.04%
+3,400
New +$197K
FHI icon
435
Federated Hermes
FHI
$4.4B
$209K 0.04%
+6,400
New +$209K
CPB icon
436
Campbell Soup
CPB
$6.51B
$208K 0.04%
+4,200
New +$199K
PNC icon
437
PNC Financial Services
PNC
$100B
$208K 0.04%
+1,300
New +$195K
BILI icon
438
Bilibili
BILI
$7.18B
$207K 0.04%
+11,100
New +$180K
MODV
439
DELISTED
ModivCare
MODV
$207K 0.04%
+3,500
New +$214K
STRA icon
440
Strategic Education
STRA
$1.71B
$207K 0.04%
+1,300
New +$181K
BRFS
441
DELISTED
BRF SA
BRFS
$206K 0.04%
23,700
+9,500
+67% +$81.9K
GNTX icon
442
Gentex
GNTX
$4.88B
$206K 0.04%
+7,100
New +$200K
IIIN icon
443
Insteel Industries
IIIN
$633M
$204K 0.04%
+9,500
New +$201K
DNOW icon
444
DNOW Inc
DNOW
$2.63B
$202K 0.04%
18,000
-7,000
-28% -$78.1K
RVI
445
DELISTED
Retail Value Inc. Common Shares
RVI
$202K 0.04%
59,658
-31,855
-35% -$107K
FBP icon
446
First Bancorp
FBP
$4.4B
$196K 0.04%
+18,500
New +$193K
CPE
447
DELISTED
Callon Petroleum Company
CPE
$195K 0.04%
+4,046
New +$167K
HPE icon
448
Hewlett Packard
HPE
$63.2B
$184K 0.04%
+11,600
New +$185K
TPC
449
Tutor Perini Cor
TPC
$4.57B
$181K 0.04%
+14,100
New +$217K
MBT
450
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$178K 0.04%
+17,500
New +$160K
16 17
18
19 20

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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.