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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
ZD icon
776
Ziff Davis
ZD
$1.9B
– –
-11,960
Closed -$945K
PRKS icon
777
United Parks & Resorts
PRKS
$2.11B
– –
-71,500
Closed -$1.88M
TXNM
778
TXNM Energy Inc
TXNM
$6.47B
– –
-4,200
Closed -$219K
NBIS
779
Nebius Group N.V.
NBIS
$47.7B
– –
-11,500
Closed -$403K
XYZ
780
Block Inc
XYZ
$45.9B
– –
-15,900
Closed -$985K
RVNC
781
DELISTED
Revance Therapeutics, Inc.
RVNC
– –
-23,300
Closed -$303K
VGR
782
DELISTED
Vector Group Ltd.
VGR
– –
-19,740
Closed -$167K
BIG
783
DELISTED
Big Lots, Inc.
BIG
– –
-21,900
Closed -$537K
HOLI
784
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
– –
-11,500
Closed -$175K
ETRN
785
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
– –
-20,100
Closed -$292K
SPLK
786
DELISTED
Splunk Inc
SPLK
– –
-3,800
Closed -$448K
FTCH
787
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
– –
-10,400
Closed -$90K
SGEN
788
DELISTED
Seagen Inc. Common Stock
SGEN
– –
-16,800
Closed -$1.44M
FRGI
789
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
– –
-12,500
Closed -$130K
LTRPA
790
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
– –
-23,900
Closed -$225K
SCPL
791
DELISTED
SciPlay Corporation Class A Common Stock
SCPL
– –
-16,100
Closed -$172K
LSI
792
DELISTED
Life Storage, Inc.
LSI
– –
-14,550
Closed -$1.02M
MYOV
793
DELISTED
Myovant Sciences Ltd.
MYOV
– –
-14,100
Closed -$73K
CNCE
794
DELISTED
Concert Pharmaceuticals, Inc.
CNCE
– –
-17,300
Closed -$102K
LHCG
795
DELISTED
LHC Group LLC
LHCG
– –
-7,800
Closed -$886K
PHAS
796
DELISTED
PhaseBio Pharmaceuticals, Inc. Common Stock
PHAS
– –
-10,800
Closed -$45K
GBT
797
DELISTED
Global Blood Therapeutics, Inc.
GBT
– –
-17,900
Closed -$869K
NPTN
798
DELISTED
NEOPHOTONICS CORP
NPTN
– –
-26,600
Closed -$162K
MTOR
799
DELISTED
MERITOR, Inc.
MTOR
– –
-12,600
Closed -$233K
PSB
800
DELISTED
PS Business Parks, Inc.
PSB
– –
-1,500
Closed -$273K
30 31
32
33 34

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HFA
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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.