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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 | |
|---|---|---|---|---|---|---|
|
SHOE
726
Shoe Station Group
SHOE
$395M
| – | – |
-15,400
| Closed | -$250K |
|
727
Sprouts Farmers Market
SFM
$7.04B
| – | – |
-45,100
| Closed | -$872K |
|
728
Steven Madden
SHOO
$3.12B
| – | – |
-25,500
| Closed | -$913K |
|
729
Silicon Motion
SIMO
$9.19B
| – | – |
-6,100
| Closed | -$216K |
|
|
HTO
730
H2O America
HTO
$2.67B
| – | – |
-4,600
| Closed | -$314K |
|
731
Champion Homes
SKY
$4.48B
| – | – |
-10,200
| Closed | -$307K |
|
|
SKX
732
DELISTED
Skechers
SKX
| – | – |
-65,100
| Closed | -$2.43M |
|
733
Snap
SNAP
$7.32B
| – | – |
-12,300
| Closed | -$194K |
|
|
SNCR
734
DELISTED
Synchronoss Technologies
SNCR
| – | – |
-9,544
| Closed | -$464K |
|
735
Synopsys
SNPS
$71.5B
| – | – |
-2,600
| Closed | -$357K |
|
736
TD Synnex
SNX
$19.4B
| – | – |
-13,600
| Closed | -$768K |
|
737
Sonos
SONO
$1.75B
| – | – |
-13,400
| Closed | -$180K |
|
738
SiriusPoint
SPNT
$2.98B
| – | – |
-26,200
| Closed | -$262K |
|
739
Sportsman's Warehouse
SPWH
$43.7M
| – | – |
-19,600
| Closed | -$102K |
|
740
Sasol
SSL
$7.58B
| – | – |
-10,500
| Closed | -$179K |
|
741
Stellantis
STLA
$16.5B
| – | – |
-45,800
| Closed | -$593K |
|
742
Seagate
STX
$193B
| – | – |
-16,400
| Closed | -$882K |
|
|
SVC
743
Service Properties Trust
SVC
$1.1B
| – | – |
-2,980
| Closed | -$384K |
|
744
Synchrony
SYF
$23.7B
| – | – |
-12,200
| Closed | -$416K |
|
745
Molson Coors Class B
TAP
$7.68B
| – | – |
-8,000
| Closed | -$460K |
|
746
Texas Capital Bancshares
TCBI
$4.31B
| – | – |
-3,900
| Closed | -$213K |
|
747
Telephone and Data Systems
TDS
$3.91B
| – | – |
-10,200
| Closed | -$263K |
|
748
Teradyne
TER
$54.8B
| – | – |
-14,700
| Closed | -$851K |
|
749
Thor Industries
THO
$3.99B
| – | – |
-19,300
| Closed | -$1.09M |
|
750
Tencent Music
TME
$14.5B
| – | – |
-15,100
| Closed | -$193K |
|
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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.