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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
CHRD icon
26
Chord Energy
CHRD
$7.79B
$2.81M 0.6%
863,270
+503,591
+140% +$1.44M
DPZ icon
27
Domino's
DPZ
$11B
$2.79M 0.59%
+9,500
New +$2.62M
SIX
28
DELISTED
Six Flags Entertainment Corp.
SIX
$2.75M 0.58%
60,869
+56,596
+1,325% +$2.6M
CROX icon
29
Crocs
CROX
$6.69B
$2.73M 0.58%
+65,200
New +$2.28M
WMT icon
30
Walmart Inc
WMT
$871B
$2.72M 0.58%
68,700
+25,800
+60% +$1.02M
DCH
31
Dauch Corp
DCH
$1.3B
$2.71M 0.58%
251,740
-208,870
-45% -$1.99M
TEVA icon
32
PUT
Teva Pharmaceuticals
TEVA
$35.9B
$2.55M 0.54%
+260,000
New +$2.32M
DBI icon
33
Designer Brands
DBI
$277M
$2.54M 0.54%
161,100
+91,200
+130% +$1.51M
DISH
34
DELISTED
DISH Network Corp.
DISH
$2.48M 0.53%
69,775
+365
+0.5% +$12.6K
GT icon
35
Goodyear
GT
$2.07B
$2.43M 0.52%
156,125
+29,089
+23% +$455K
GAP
36
The Gap Inc
GAP
$6.84B
$2.38M 0.51%
134,800
+19,700
+17% +$335K
TJX icon
37
TJX Companies
TJX
$170B
$2.36M 0.5%
+38,600
New +$2.28M
AM icon
38
PUT
Antero Midstream
AM
$10.8B
$2.28M 0.48%
+300,000
New +$1.9M
CAKE icon
39
Cheesecake Factory
CAKE
$4.21B
$2.25M 0.48%
58,000
+18,200
+46% +$750K
NKE icon
40
Nike
NKE
$61.9B
$2.15M 0.46%
21,200
-3,100
-13% -$292K
WYNN icon
41
Wynn Resorts
WYNN
$10.1B
$2.15M 0.46%
15,464
-24,367
-61% -$2.96M
SFIX
42
Stitch Fix
SFIX
$478M
$2.11M 0.45%
+82,100
New +$1.91M
MGM icon
43
MGM Resorts International
MGM
$11.7B
$2.09M 0.44%
62,755
-37,446
-37% -$1.14M
RC
44
Ready Capital
RC
$265M
$2.08M 0.44%
+134,570
New +$2.12M
CRC
45
PUT
DELISTED
California Resources Corporation
CRC
$2.03M 0.43%
+225,000
New +$1.82M
OLLI icon
46
Ollie's Bargain Outlet
OLLI
$4.01B
$2M 0.43%
30,600
+7,800
+34% +$494K
GIS icon
47
General Mills
GIS
$19.2B
$1.95M 0.42%
36,400
+10,000
+38% +$527K
DCH
48
PUT
Dauch Corp
DCH
$1.3B
$1.94M 0.41%
180,000
-200,000
-53% -$1.9M
CVS icon
49
CVS Health
CVS
$137B
$1.92M 0.41%
+25,800
New +$1.81M
PFSI icon
50
PennyMac Financial
PFSI
$4.38B
$1.76M 0.38%
51,864
+16,036
+45% +$521K
1
2
3 4 5

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NIA
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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.