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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 | |
|---|---|---|---|---|---|---|
676
NNN REIT
NNN
$9.39B
| – | – |
-3,800
| Closed | -$214K |
|
677
ServiceNow
NOW
$102B
| – | – |
-6,000
| Closed | -$305K |
|
678
NRG Energy
NRG
$29.8B
| – | – |
-34,600
| Closed | -$1.37M |
|
679
Insight Enterprises
NSIT
$3.55B
| – | – |
-5,700
| Closed | -$317K |
|
680
NetApp
NTAP
$32.9B
| – | – |
-7,100
| Closed | -$373K |
|
681
NETGEAR
NTGR
$669M
| – | – |
-11,400
| Closed | -$367K |
|
682
Nutanix
NTNX
$14.9B
| – | – |
-10,100
| Closed | -$265K |
|
683
NovoCure
NVCR
$2.04B
| – | – |
-4,800
| Closed | -$359K |
|
|
NVO
684
Novo Nordisk
NVO
$216B
| – | – |
-21,200
| Closed | -$548K |
|
685
Newell Brands
NWL
$2.16B
| – | – |
-24,800
| Closed | -$464K |
|
686
News Corp Class B
NWS
$16.4B
| – | – |
-10,300
| Closed | -$147K |
|
687
News Corp Class A
NWSA
$14.5B
| – | – |
-16,800
| Closed | -$234K |
|
688
Owens Corning
OC
$11.5B
| – | – |
-4,500
| Closed | -$284K |
|
689
OGE Energy
OGE
$10.3B
| – | – |
-11,800
| Closed | -$535K |
|
690
Okta
OKTA
$24.1B
| – | – |
-10,500
| Closed | -$1.03M |
|
|
OPI
691
DELISTED
Office Properties Income Trust
OPI
| – | – |
-11,318
| Closed | -$347K |
|
692
Oportun Financial
OPRT
$257M
| – | – |
-120,700
| Closed | -$1.96M |
|
693
Oxford Industries
OXM
$577M
| – | – |
-10,300
| Closed | -$739K |
|
694
Pan American Silver
PAAS
$18.6B
| – | – |
-14,700
| Closed | -$230K |
|
695
Pampa Energía
PAM
$4.64B
| – | – |
-17,200
| Closed | -$299K |
|
696
PACCAR
PCAR
$69.6B
| – | – |
-7,650
| Closed | -$357K |
|
697
Pacira BioSciences
PCRX
$1.02B
| – | – |
-18,400
| Closed | -$700K |
|
698
Pinduoduo
PDD
$118B
| – | – |
-8,800
| Closed | -$284K |
|
699
Pool Corp
POOL
$6.7B
| – | – |
-2,200
| Closed | -$444K |
|
700
Perdoceo Education
PRDO
$1.9B
| – | – |
-22,000
| Closed | -$350K |
|
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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.