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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
Cap. Flow
-$169M
Cap. Flow %
-35.86%
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
DAL icon
Delta Air Lines
DAL
+$3.72M
3
MTG icon
MGIC Investment
MTG
+$3.22M
4
DPZ icon
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
URBN icon
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
BBWI icon
51
Bath & Body Works
BBWI
$4.01B
$1.76M 0.37%
120,121
+102,556
+584% +$1.48M
LYFT icon
52
Lyft
LYFT
$5.39B
$1.75M 0.37%
40,800
+10,100
+33% +$443K
SAVE
53
DELISTED
Spirit Airlines, Inc.
SAVE
$1.73M 0.37%
42,900
-33,500
-44% -$1.27M
CPRI icon
54
Capri Holdings
CPRI
$1.77B
$1.72M 0.37%
+45,200
New +$1.56M
QSR icon
55
Restaurant Brands International
QSR
$25.1B
$1.66M 0.35%
26,000
+7,900
+44% +$529K
HTZ
56
DELISTED
Hertz Global Holdings, Inc.
HTZ
$1.58M 0.34%
100,558
-207,910
-67% -$3.12M
UBER icon
57
Uber
UBER
$134B
$1.58M 0.34%
53,176
+36,176
+213% +$1.07M
TPR icon
58
Tapestry
TPR
$28.8B
$1.54M 0.33%
57,100
-106,300
-65% -$2.77M
AAPL icon
59
Apple
AAPL
$4.89T
$1.53M 0.33%
+20,800
New +$1.34M
DNKN
60
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$1.5M 0.32%
19,900
+3,300
+20% +$249K
CVGW
61
DELISTED
Calavo Growers
CVGW
$1.46M 0.31%
16,100
+1,300
+9% +$116K
BURL icon
62
Burlington
BURL
$22B
$1.44M 0.31%
6,300
+4,500
+250% +$941K
AMCX icon
63
AMC Global Media
AMCX
$430M
$1.37M 0.29%
34,755
+22,752
+190% +$955K
AR icon
64
CALL
Antero Resources
AR
$10.9B
$1.37M 0.29%
480,000
– –
FIVE icon
65
Five Below
FIVE
$11.2B
$1.37M 0.29%
10,700
+8,000
+296% +$1M
RH icon
66
RH
RH
$3.3B
$1.37M 0.29%
+6,400
New +$1.25M
PBI icon
67
Pitney Bowes
PBI
$2.42B
$1.34M 0.29%
332,363
+12,310
+4% +$56.4K
URI icon
68
PUT
United Rentals
URI
$71.1B
$1.33M 0.28%
8,000
– –
MNST icon
69
Monster Beverage
MNST
$91.4B
$1.32M 0.28%
+41,600
New +$1.22M
GME icon
70
GameStop
GME
$9.5B
$1.31M 0.28%
+862,400
New +$1.27M
FRPT icon
71
Freshpet
FRPT
$2.83B
$1.3M 0.28%
+22,000
New +$1.17M
DECK icon
72
Deckers Outdoor
DECK
$13.3B
$1.28M 0.27%
+45,600
New +$1.21M
MUR icon
73
Murphy Oil
MUR
$5.58B
$1.24M 0.26%
+46,433
New +$1.07M
NVDA icon
74
NVIDIA
NVDA
$5.01T
$1.22M 0.26%
+208,000
New +$1.08M
LULU icon
75
lululemon athletica
LULU
$13B
$1.18M 0.25%
5,100
-12,000
-70% -$2.56M
1 2
3
4 5

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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.