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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 | |
|---|---|---|---|---|---|---|
|
LGF.A
451
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
| $177K | 0.04% |
+16,600
| New | +$153K |
|
452
Clarivate
CLVT
$1.3B
| $176K | 0.04% |
+10,500
| New | +$177K |
|
453
Gogo Inc
GOGO
$515M
| $176K | 0.04% |
+27,500
| New | +$160K |
|
454
Liberty Energy
LBRT
$2.83B
| $165K | 0.04% |
+14,800
| New | +$140K |
|
|
JNCE
455
DELISTED
Jounce Therapeutics, Inc. Common Stock
JNCE
| $165K | 0.04% |
+18,900
| New | +$102K |
|
456
SITE Centers
SITC
$230M
| $164K | 0.03% |
+14,996
| New | +$171K |
|
|
SWIR
457
DELISTED
Sierra Wireless
SWIR
| $164K | 0.03% |
+17,200
| New | +$167K |
|
|
HABT
458
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
| $162K | 0.03% |
+15,500
| New | +$154K |
|
|
BDN
459
Brandywine Realty Trust
BDN
$551M
| $161K | 0.03% |
+10,200
| New | +$154K |
|
460
Navient
NAVI
$774M
| $158K | 0.03% |
11,514
-2,486
| -18% | -$33.5K |
|
461
Digital Turbine
APPS
$1.02B
| $154K | 0.03% |
21,600
+1,800
| +9% | +$13.4K |
|
462
Telefônica Brasil
VIV
$22.4B
| $153K | 0.03% |
+10,700
| New | +$143K |
|
|
OPTN
463
DELISTED
OptiNose
OPTN
| $152K | 0.03% |
+1,100
| New | +$143K |
|
464
SLM Corp
SLM
$4.57B
| $152K | 0.03% |
17,100
-21,000
| -55% | -$182K |
|
465
ProQR Therapeutics
PRQR
$243M
| $151K | 0.03% |
+15,200
| New | +$118K |
|
466
Upwork
UPWK
$1.09B
| $150K | 0.03% |
+14,100
| New | +$178K |
|
|
SPTN
467
DELISTED
SpartanNash
SPTN
| $147K | 0.03% |
+10,300
| New | +$136K |
|
468
Magnite
MGNI
$2.65B
| $143K | 0.03% |
17,500
-3,200
| -15% | -$26.3K |
|
|
OPRA
469
Opera Ltd
OPRA
$1.65B
| $143K | 0.03% |
+15,500
| New | +$152K |
|
|
TEF
470
DELISTED
Telefonica
TEF
| $141K | 0.03% |
+25,123
| New | +$153K |
|
471
The Bancorp
TBBK
$2.79B
| $139K | 0.03% |
+10,700
| New | +$120K |
|
|
DESP
472
DELISTED
Despegar.com
DESP
| $136K | 0.03% |
+10,100
| New | +$119K |
|
473
LXP Industrial Trust
LXP
$3.53B
| $136K | 0.03% |
2,560
+7
| +0.3% | +$375 |
|
474
Mercer International
MERC
$44.9M
| $133K | 0.03% |
+10,800
| New | +$132K |
|
475
Gyre Therapeutics
GYRE
$662M
| $129K | 0.03% |
+2,520
| New | +$106K |
|
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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.