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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 | |
|---|---|---|---|---|---|---|
|
P
701
Everpure Inc
P
$24.8B
| – | – |
-24,000
| Closed | -$407K |
|
702
Phillips 66
PSX
$82.9B
| – | – |
-4,600
| Closed | -$471K |
|
703
Prudential
PUK
$36.5B
| – | – |
-6,083
| Closed | -$215K |
|
704
PVH
PVH
$3.71B
| – | – |
-3,100
| Closed | -$274K |
|
705
Qualcomm
QCOM
$176B
| – | – |
-5,700
| Closed | -$435K |
|
|
HTT
706
High Templar Tech Ltd
HTT
$377M
| – | – |
-12,000
| Closed | -$83K |
|
707
Qfin Holdings
QFIN
$1.61B
| – | – |
-13,900
| Closed | -$124K |
|
708
Quad
QUAD
$430M
| – | – |
-25,500
| Closed | -$268K |
|
709
Royal Caribbean
RCL
$78.7B
| – | – |
-14,600
| Closed | -$1.58M |
|
710
CALL
Radian Group
RDN
$5.14B
| – | – |
-111,400
| Closed | -$2.54M |
|
711
Regency Centers
REG
$15B
| – | – |
-3,200
| Closed | -$222K |
|
|
REVG
712
DELISTED
REV Group
REVG
| – | – |
-24,800
| Closed | -$283K |
|
713
Reinsurance Group of America
RGA
$15.7B
| – | – |
-1,700
| Closed | -$272K |
|
714
Resources Connection
RGP
$129M
| – | – |
-13,600
| Closed | -$231K |
|
715
Transocean
RIG
$5.92B
| – | – |
-30,800
| Closed | -$138K |
|
716
Rambus
RMBS
$10.4B
| – | – |
-18,800
| Closed | -$247K |
|
717
ResMed
RMD
$28.3B
| – | – |
-2,608
| Closed | -$352K |
|
718
The RMR Group
RMR
$342M
| – | – |
-5,500
| Closed | -$250K |
|
719
RTX Corp
RTX
$287B
| – | – |
-3,496
| Closed | -$300K |
|
720
Revvity
RVTY
$12.3B
| – | – |
-12,500
| Closed | -$1.06M |
|
721
Saic
SAIC
$5.03B
| – | – |
-3,000
| Closed | -$262K |
|
|
ECHO
722
EchoStar
ECHO
$25.5B
| – | – |
-6,797
| Closed | -$269K |
|
723
Sabra Healthcare REIT
SBRA
$5.64B
| – | – |
-13,400
| Closed | -$308K |
|
724
Starbucks
SBUX
$118B
| – | – |
-3,200
| Closed | -$283K |
|
725
Service Corp International
SCI
$11.4B
| – | – |
-17,500
| Closed | -$837K |
|
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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.