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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 | |
|---|---|---|---|---|---|---|
551
America's Car Mart
CRMT
$25.3M
| – | – |
-2,500
| Closed | -$229K |
|
552
Carpenter Technology
CRS
$30B
| – | – |
-4,800
| Closed | -$248K |
|
553
CytomX Therapeutics
CTMX
$705M
| – | – |
-14,100
| Closed | -$104K |
|
554
CareTrust REIT
CTRE
$10.2B
| – | – |
-12,700
| Closed | -$299K |
|
|
CTRA
555
DELISTED
Coterra Energy
CTRA
| – | – |
-37,200
| Closed | -$654K |
|
556
Corteva
CTVA
$59.7B
| – | – |
-9,900
| Closed | -$277K |
|
557
Cousins Properties
CUZ
$5.29B
| – | – |
-12,600
| Closed | -$474K |
|
558
Chevron
CVX
$388B
| – | – |
-3,400
| Closed | -$403K |
|
|
CYBR
559
DELISTED
CyberArk
CYBR
| – | – |
-2,700
| Closed | -$270K |
|
560
Dana Inc
DAN
$2.91B
| – | – |
-10,600
| Closed | -$153K |
|
561
Donaldson
DCI
$10.8B
| – | – |
-4,700
| Closed | -$245K |
|
562
Deere & Co
DE
$170B
| – | – |
-1,200
| Closed | -$202K |
|
563
Dell
DELL
$283B
| – | – |
-77,144
| Closed | -$2.03M |
|
564
Dollar General
DG
$25.9B
| – | – |
-3,200
| Closed | -$509K |
|
565
DHT Holdings
DHT
$2.97B
| – | – |
-19,000
| Closed | -$117K |
|
566
HF Sinclair
DINO
$15.9B
| – | – |
-9,800
| Closed | -$526K |
|
567
Dick's Sporting Goods
DKS
$18.4B
| – | – |
-67,600
| Closed | -$2.76M |
|
568
Healthpeak Properties
DOC
$15.4B
| – | – |
-12,600
| Closed | -$449K |
|
|
DOCU
569
DocuSign
DOCU
$9.63B
| – | – |
-17,400
| Closed | -$1.08M |
|
570
DaVita
DVA
$15.1B
| – | – |
-3,800
| Closed | -$217K |
|
571
Brinker International
EAT
$8.02B
| – | – |
-51,000
| Closed | -$2.18M |
|
572
Consolidated Edison
ED
$41.6B
| – | – |
-3,300
| Closed | -$312K |
|
573
New Oriental
EDU
$7.84B
| – | – |
-3,000
| Closed | -$332K |
|
574
Everest Group
EG
$15.2B
| – | – |
-1,500
| Closed | -$399K |
|
575
Encompass Health
EHC
$11.2B
| – | – |
-6,034
| Closed | -$304K |
|
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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.