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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 | |
|---|---|---|---|---|---|---|
601
1-800-Flowers.com
FLWS
$245M
| – | – |
-36,300
| Closed | -$537K |
|
602
FMC
FMC
$1.42B
| – | – |
-8,500
| Closed | -$745K |
|
603
Floor & Decor
FND
$5.81B
| – | – |
-16,700
| Closed | -$854K |
|
|
GES
604
DELISTED
Guess Inc
GES
| – | – |
-17,237
| Closed | -$319K |
|
605
Galicia Financial Group
GGAL
$7.92B
| – | – |
-11,000
| Closed | -$143K |
|
606
Gilead Sciences
GILD
$161B
| – | – |
-4,400
| Closed | -$279K |
|
607
Globe Life
GL
$13.5B
| – | – |
-4,200
| Closed | -$402K |
|
608
Generac Holdings
GNRC
$11.9B
| – | – |
-4,800
| Closed | -$376K |
|
609
Graphic Packaging
GPK
$3.26B
| – | – |
-48,500
| Closed | -$715K |
|
610
GoPro
GPRO
$116M
| – | – |
-63,600
| Closed | -$330K |
|
611
Gray Television
GTN
$407M
| – | – |
-35,799
| Closed | -$584K |
|
612
Hyatt Hotels
H
$17.6B
| – | – |
-29,300
| Closed | -$2.16M |
|
613
Halozyme
HALO
$9.72B
| – | – |
-26,000
| Closed | -$403K |
|
614
Home Depot
HD
$332B
| – | – |
-5,400
| Closed | -$1.25M |
|
615
HEICO Corp Class A
HEI.A
$35.4B
| – | – |
-2,400
| Closed | -$234K |
|
|
HES
616
DELISTED
Hess
HES
| – | – |
-10,700
| Closed | -$647K |
|
617
Hilton Worldwide
HLT
$74B
| – | – |
-6,300
| Closed | -$587K |
|
618
Horace Mann Educators
HMN
$2.1B
| – | – |
-5,500
| Closed | -$255K |
|
619
Harley-Davidson
HOG
$2.68B
| – | – |
-35,100
| Closed | -$1.26M |
|
|
HOLX
620
DELISTED
Hologic
HOLX
| – | – |
-9,200
| Closed | -$465K |
|
621
Honeywell
HON
$77.1B
| – | – |
-4,350
| Closed | -$694K |
|
622
Helmerich & Payne
HP
$3.53B
| – | – |
-5,600
| Closed | -$224K |
|
623
HP
HPQ
$23.5B
| – | – |
-155,600
| Closed | -$2.94M |
|
624
Healthcare Realty
HR
$7.42B
| – | – |
-9,100
| Closed | -$267K |
|
625
Hershey
HSY
$35.4B
| – | – |
-8,600
| Closed | -$1.33M |
|
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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.