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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 | |
|---|---|---|---|---|---|---|
626
HubSpot
HUBS
$10.5B
| – | – |
-1,400
| Closed | -$212K |
|
627
MarineMax
HZO
$800M
| – | – |
-12,900
| Closed | -$200K |
|
628
IBM
IBM
$202B
| – | – |
-4,916
| Closed | -$683K |
|
629
ICICI Bank
IBN
$106B
| – | – |
-64,800
| Closed | -$789K |
|
630
Intercontinental Exchange
ICE
$82.4B
| – | – |
-12,300
| Closed | -$1.14M |
|
631
Idacorp
IDA
$8.23B
| – | – |
-10,900
| Closed | -$1.23M |
|
|
BRSL
632
Brightstar Lottery PLC
BRSL
$1.91B
| – | – |
-16,000
| Closed | -$227K |
|
633
ING
ING
$93.8B
| – | – |
-17,400
| Closed | -$182K |
|
|
INN
634
Summit Hotel Properties
INN
$761M
| – | – |
-30,800
| Closed | -$357K |
|
635
Insmed
INSM
$23.2B
| – | – |
-24,300
| Closed | -$429K |
|
636
iQIYI
IQ
$1.18B
| – | – |
-46,400
| Closed | -$748K |
|
637
Ironwood Pharmaceuticals
IRWD
$611M
| – | – |
-13,900
| Closed | -$119K |
|
638
JetBlue
JBLU
$1.96B
| – | – |
-50,400
| Closed | -$844K |
|
639
Johnson Controls International
JCI
$87.5B
| – | – |
-10,000
| Closed | -$439K |
|
640
JD.com
JD
$40.8B
| – | – |
-11,900
| Closed | -$336K |
|
|
JHG
641
DELISTED
Janus Henderson
JHG
| – | – |
-15,600
| Closed | -$350K |
|
642
Jack Henry & Associates
JKHY
$10.7B
| – | – |
-1,500
| Closed | -$219K |
|
643
Jones Lang LaSalle
JLL
$15.1B
| – | – |
-4,100
| Closed | -$570K |
|
|
JNPR
644
DELISTED
Juniper Networks
JNPR
| – | – |
-11,600
| Closed | -$287K |
|
|
OPLN
645
Openlane
OPLN
$4.17B
| – | – |
-16,200
| Closed | -$398K |
|
646
Kelly Services Class A
KELYA
$526M
| – | – |
-12,700
| Closed | -$308K |
|
647
Kinross Gold
KGC
$28.5B
| – | – |
-47,200
| Closed | -$217K |
|
648
Kemper
KMPR
$1.7B
| – | – |
-8,300
| Closed | -$647K |
|
649
CarMax
KMX
$8.27B
| – | – |
-9,500
| Closed | -$836K |
|
650
Kontoor Brands
KTB
$4.62B
| – | – |
-11,700
| Closed | -$411K |
|
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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.