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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 | |
|---|---|---|---|---|---|---|
751
Targa Resources
TRGP
$60.4B
| – | – |
-20,900
| Closed | -$840K |
|
752
TransUnion
TRU
$14.8B
| – | – |
-9,900
| Closed | -$803K |
|
753
TSMC
TSM
$2.09T
| – | – |
-22,200
| Closed | -$1.03M |
|
754
TTM Technologies
TTMI
$13.6B
| – | – |
-17,600
| Closed | -$215K |
|
755
Tradeweb Markets
TW
$21.3B
| – | – |
-7,500
| Closed | -$277K |
|
756
Texas Instruments
TXN
$255B
| – | – |
-4,300
| Closed | -$556K |
|
757
United Airlines
UAL
$38.4B
| – | – |
-26,100
| Closed | -$2.31M |
|
758
Unilever
UL
$131B
| – | – |
-4,800
| Closed | -$325K |
|
759
Ulta Beauty
ULTA
$20.4B
| – | – |
-2,600
| Closed | -$652K |
|
760
Upbound Group
UPBD
$1.19B
| – | – |
-10,300
| Closed | -$266K |
|
761
Veeco
VECO
$3.15B
| – | – |
-20,100
| Closed | -$235K |
|
762
Viavi Solutions
VIAV
$9.75B
| – | – |
-25,000
| Closed | -$350K |
|
763
Viking Therapeutics
VKTX
$4.04B
| – | – |
-22,700
| Closed | -$156K |
|
764
Vulcan Materials
VMC
$36.3B
| – | – |
-2,100
| Closed | -$318K |
|
765
Wayfair
W
$11.1B
| – | – |
-19,900
| Closed | -$2.23M |
|
|
WBA
766
DELISTED
Walgreens Boots Alliance
WBA
| – | – |
-4,600
| Closed | -$254K |
|
767
WD-40
WDFC
$3.1B
| – | – |
-2,900
| Closed | -$532K |
|
768
WEC Energy
WEC
$37.7B
| – | – |
-10,400
| Closed | -$989K |
|
769
Wendy's
WEN
$1.33B
| – | – |
-42,100
| Closed | -$841K |
|
770
Whirlpool
WHR
$2.42B
| – | – |
-7,700
| Closed | -$1.22M |
|
771
Wingstop
WING
$3.68B
| – | – |
-14,800
| Closed | -$1.29M |
|
772
Workiva
WK
$2.94B
| – | – |
-4,600
| Closed | -$202K |
|
773
Wolverine World Wide
WWW
$1.54B
| – | – |
-28,500
| Closed | -$805K |
|
|
X
774
DELISTED
US Steel
X
| – | – |
-29,996
| Closed | -$372K |
|
775
Xylem
XYL
$28.5B
| – | – |
-8,400
| Closed | -$669K |
|
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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.