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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
ELF icon
576
e.l.f. Beauty
ELF
$4.56B
– –
-64,700
Closed -$1.13M
ELV icon
577
Elevance Health
ELV
$81.9B
– –
-900
Closed -$216K
EMN icon
578
Eastman Chemical
EMN
$7.8B
– –
-10,700
Closed -$790K
EMR icon
579
Emerson Electric
EMR
$82.9B
– –
-5,500
Closed -$368K
ENPH icon
580
Enphase Energy
ENPH
$4.84B
– –
-37,400
Closed -$831K
ENTG icon
581
Entegris
ENTG
$19.7B
– –
-10,500
Closed -$494K
EMBJ
582
Embraer S.A. ADS
EMBJ
$11.6B
– –
-12,600
Closed -$217K
ES icon
583
Eversource Energy
ES
$28.2B
– –
-4,100
Closed -$350K
ESI icon
584
Element Solutions
ESI
$9.12B
– –
-18,300
Closed -$186K
ETSY icon
585
Etsy
ETSY
$7.65B
– –
-4,100
Closed -$232K
EVR icon
586
Evercore
EVR
$13.1B
– –
-6,000
Closed -$481K
EXPE icon
587
Expedia Group
EXPE
$31.2B
– –
-20,700
Closed -$2.78M
EYE icon
588
National Vision
EYE
$1.6B
– –
-41,700
Closed -$1M
F icon
589
Ford
F
$57.3B
– –
-28,200
Closed -$253K
FAF icon
590
First American
FAF
$7.67B
– –
-5,600
Closed -$330K
FCX icon
591
Freeport-McMoran
FCX
$90B
– –
-41,500
Closed -$397K
FFIN icon
592
First Financial Bankshares
FFIN
$4.97B
– –
-7,400
Closed -$247K
FFIV icon
593
F5
FFIV
$22.1B
– –
-1,900
Closed -$267K
FHN icon
594
First Horizon
FHN
$12.1B
– –
-47,100
Closed -$763K
FISV
595
Fiserv Inc
FISV
$27.2B
– –
-8,900
Closed -$922K
FIBK icon
596
First Interstate BancSystem
FIBK
$3.7B
– –
-5,900
Closed -$237K
FICO icon
597
Fair Isaac
FICO
$28.7B
– –
-800
Closed -$243K
FIS icon
598
Fidelity National Information Services
FIS
$21.5B
– –
-4,000
Closed -$531K
FITB
599
Fifth Third Bancorp
FITB
$52B
– –
-10,900
Closed -$298K
FLO icon
600
Flowers Foods
FLO
$1.64B
– –
-63,800
Closed -$1.48M
22 23
24
25 26

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APA
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NIA
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HFA
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AWA
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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.