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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 | |
|---|---|---|---|---|---|---|
651
Quaker Houghton
KWR
$2.63B
| – | – |
-1,600
| Closed | -$253K |
|
652
Standard BioTools
LAB
$326M
| – | – |
-14,300
| Closed | -$66K |
|
|
HAPN
653
Happen Inc
HAPN
$2.08B
| – | – |
-20,800
| Closed | -$272K |
|
654
LCI Industries
LCII
$2.51B
| – | – |
-3,400
| Closed | -$312K |
|
655
L3Harris
LHX
$55.9B
| – | – |
-1,300
| Closed | -$271K |
|
656
LKQ Corp
LKQ
$6.58B
| – | – |
-13,200
| Closed | -$415K |
|
657
Lam Research
LRCX
$382B
| – | – |
-13,000
| Closed | -$300K |
|
658
Stride
LRN
$3.69B
| – | – |
-14,600
| Closed | -$385K |
|
|
LX
659
LexinFintech Holdings
LX
$244M
| – | – |
-15,000
| Closed | -$150K |
|
660
Marriott International
MAR
$98.7B
| – | – |
-14,300
| Closed | -$1.78M |
|
661
MBIA
MBI
$288M
| – | – |
-14,500
| Closed | -$134K |
|
662
MasterCraft Boat Holdings
MCFT
$588M
| – | – |
-24,400
| Closed | -$364K |
|
663
PUT
McKesson
MCK
$98.5B
| – | – |
-1,500
| Closed | -$205K |
|
664
Moody's
MCO
$81.7B
| – | – |
-1,800
| Closed | -$369K |
|
665
Marcus Corp
MCS
$732M
| – | – |
-8,000
| Closed | -$296K |
|
666
Medifast
MED
$108M
| – | – |
-10,000
| Closed | -$1.04M |
|
667
MarketAxess Holdings
MKTX
$4.15B
| – | – |
-2,400
| Closed | -$786K |
|
668
Mueller Industries
MLI
$14.1B
| – | – |
-57,600
| Closed | -$413K |
|
669
Martin Marietta Materials
MLM
$33.6B
| – | – |
-2,000
| Closed | -$548K |
|
670
Monro
MNRO
$525M
| – | – |
-12,600
| Closed | -$996K |
|
671
Match Group
MTCH
$8.84B
| – | – |
-15,300
| Closed | -$1.09M |
|
|
672
CALL
MGIC Investment
MTG
$6.27B
| – | – |
-790,100
| Closed | -$9.94M |
|
673
MasTec
MTZ
$26.7B
| – | – |
-11,000
| Closed | -$714K |
|
674
Nasdaq
NDAQ
$51.5B
| – | – |
-18,900
| Closed | -$626K |
|
675
Nordson
NDSN
$16.5B
| – | – |
-1,451
| Closed | -$212K |
|
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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.