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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 | |
|---|---|---|---|---|---|---|
501
Alaska Air
ALK
$5.15B
| – | – |
-6,800
| Closed | -$441K |
|
502
Ambarella
AMBA
$2.99B
| – | – |
-13,700
| Closed | -$861K |
|
503
Advanced Micro Devices
AMD
$851B
| – | – |
-13,700
| Closed | -$397K |
|
504
Alpha Metallurgical Resources
AMR
$1.82B
| – | – |
-16,051
| Closed | -$449K |
|
505
AngioDynamics
ANGO
$562M
| – | – |
-16,800
| Closed | -$309K |
|
506
Antero Resources
AR
$10.9B
| – | – |
-232,288
| Closed | -$593K |
|
|
507
PUT
Antero Resources
AR
$10.9B
| – | – |
-400,000
| Closed | -$1.21M |
|
|
ARR
508
Armour Residential REIT
ARR
$2.02B
| – | – |
-182,424
| Closed | -$15.3M |
|
|
CVSA
509
Covista Inc
CVSA
$3.94B
| – | – |
-7,400
| Closed | -$282K |
|
510
AngloGold Ashanti
AU
$40.3B
| – | – |
-36,800
| Closed | -$672K |
|
511
Broadcom
AVGO
$1.82T
| – | – |
-20,000
| Closed | -$552K |
|
512
Avery Dennison
AVY
$12.3B
| – | – |
-7,000
| Closed | -$795K |
|
513
Armstrong World Industries
AWI
$6.86B
| – | – |
-2,500
| Closed | -$242K |
|
|
AXON
514
Axon Enterprise
AXON
$40.5B
| – | – |
-14,300
| Closed | -$812K |
|
515
AXIS Capital
AXS
$8.59B
| – | – |
-8,800
| Closed | -$587K |
|
516
Barclays
BCS
$94.1B
| – | – |
-24,200
| Closed | -$178K |
|
517
Bausch Health
BHC
$1.65B
| – | – |
-11,300
| Closed | -$247K |
|
518
Benchmark Electronics
BHE
$2.91B
| – | – |
-15,000
| Closed | -$436K |
|
519
Biogen
BIIB
$29.9B
| – | – |
-1,500
| Closed | -$349K |
|
520
Baker Hughes
BKR
$56.8B
| – | – |
-9,900
| Closed | -$230K |
|
521
Bankunited
BKU
$3.38B
| – | – |
-8,700
| Closed | -$292K |
|
522
Builders FirstSource
BLDR
$7.84B
| – | – |
-15,800
| Closed | -$325K |
|
523
Banco Macro
BMA
$5.7B
| – | – |
-10,800
| Closed | -$281K |
|
524
Brady Corp
BRC
$4.45B
| – | – |
-4,000
| Closed | -$212K |
|
525
Bruker
BRKR
$9.2B
| – | – |
-10,000
| Closed | -$439K |
|
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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.