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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
BRY
526
DELISTED
Berry Corp
BRY
– –
-11,500
Closed -$108K
CAG icon
527
Conagra Brands
CAG
$7.24B
– –
-14,000
Closed -$430K
CAT icon
528
Caterpillar
CAT
$389B
– –
-3,200
Closed -$404K
CATO icon
529
Cato Corp
CATO
$64.5M
– –
-11,600
Closed -$204K
CBRE icon
530
CBRE Group
CBRE
$41.8B
– –
-15,700
Closed -$832K
CCEP icon
531
Coca-Cola Europacific Partners
CCEP
$47.8B
– –
-15,100
Closed -$837K
CCRN
532
DELISTED
Cross Country Healthcare
CCRN
– –
-16,500
Closed -$170K
CDE icon
533
Coeur Mining
CDE
$15.6B
– –
-45,200
Closed -$217K
CDLX icon
534
Cardlytics
CDLX
$21.7M
– –
-780
Closed -$261K
CENT icon
535
Central Garden & Pet Co
CENT
$2.74B
– –
-28,875
Closed -$675K
CENTA icon
536
Central Garden & Pet Co Class A
CENTA
$2.42B
– –
-16,875
Closed -$374K
CF icon
537
CF Industries
CF
$18.6B
– –
-19,700
Closed -$969K
CHD icon
538
Church & Dwight Co
CHD
$23.4B
– –
-6,700
Closed -$504K
CHDN icon
539
Churchill Downs
CHDN
$6.18B
– –
-3,800
Closed -$235K
CHE icon
540
Chemed
CHE
$6.77B
– –
-700
Closed -$292K
CIO
541
DELISTED
City Office REIT
CIO
– –
-14,360
Closed -$207K
CMCSA icon
542
Comcast
CMCSA
$81.5B
– –
-4,900
Closed -$221K
CME icon
543
CME Group
CME
$92.5B
– –
-1,900
Closed -$402K
CMI icon
544
Cummins
CMI
$89.2B
– –
-3,300
Closed -$537K
CNK icon
545
Cinemark Holdings
CNK
$3.88B
– –
-15,900
Closed -$614K
CNNE icon
546
Cannae Holdings
CNNE
$650M
– –
-10,388
Closed -$285K
CNS icon
547
Cohen & Steers
CNS
$4.18B
– –
-8,200
Closed -$450K
CNX icon
548
CNX Resources
CNX
$4.8B
– –
-10,800
Closed -$78K
COO icon
549
Cooper Companies
COO
$13.9B
– –
-2,800
Closed -$208K
CPRT icon
550
Copart
CPRT
$27.3B
– –
-18,400
Closed -$370K
20 21
22
23 24

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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.