We are live on ! Find out more
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
PLAN
801
DELISTED
Anaplan, Inc.
PLAN
– –
-5,100
Closed -$240K
FLOW
802
DELISTED
SPX FLOW, Inc.
FLOW
– –
-8,800
Closed -$347K
GSKY
803
DELISTED
GreenSky, Inc. Class A Common Stock
GSKY
– –
-23,700
Closed -$162K
INFO
804
DELISTED
IHS Markit Ltd. Common Shares
INFO
– –
-7,500
Closed -$502K
GTS
805
DELISTED
Triple-S Management Corporation
GTS
– –
-24,800
Closed -$332K
ATH
806
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
– –
-8,000
Closed -$336K
KSU
807
DELISTED
Kansas City Southern
KSU
– –
-1,700
Closed -$226K
CLDR
808
DELISTED
Cloudera, Inc.
CLDR
– –
-62,400
Closed -$553K
XEC
809
DELISTED
CIMAREX ENERGY CO
XEC
– –
-7,300
Closed -$350K
DSSI
810
DELISTED
Diamond S Shipping Inc. Common Shares
DSSI
– –
-10,900
Closed -$120K
CLGX
811
DELISTED
Corelogic, Inc.
CLGX
– –
-4,700
Closed -$217K
WIFI
812
DELISTED
Boingo Wireless, Inc.
WIFI
– –
-10,800
Closed -$120K
FLIR
813
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
– –
-13,400
Closed -$705K
GWPH
814
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
– –
-5,500
Closed -$633K
TNAV
815
DELISTED
Telenav Inc.
TNAV
– –
-26,100
Closed -$125K
FBM
816
DELISTED
Foundation Building Materials, Inc. Common Stock
FBM
– –
-18,300
Closed -$283K
PE
817
DELISTED
PARSLEY ENERGY INC
PE
– –
-19,200
Closed -$323K
WPX
818
DELISTED
WPX Energy, Inc.
WPX
– –
-21,200
Closed -$225K
TIF
819
DELISTED
Tiffany & Co.
TIF
– –
-4,300
Closed -$398K
TCO
820
DELISTED
Taubman Centers Inc.
TCO
– –
-15,000
Closed -$612K
VER
821
DELISTED
VEREIT, Inc.
VER
– –
-4,180
Closed -$204K
AMTD
822
DELISTED
TD Ameritrade Holding Corp
AMTD
– –
-7,300
Closed -$341K
NBL
823
DELISTED
Noble Energy, Inc.
NBL
– –
-10,000
Closed -$225K
WUBA
824
DELISTED
58.com Inc
WUBA
– –
-7,400
Closed -$365K
TECD
825
DELISTED
Tech Data Corp
TECD
– –
-7,800
Closed -$813K
30 31 32
33
34

Similar funds

SCM
Snow Capital Management Sewickley, Pennsylvania $703M AUM 76.26% 1-Year Est. Return
APA
Allegiant Private Advisors Sarasota, Florida $618M AUM
NIA
Northstar Investment Advisors Denver, Colorado $755M AUM 37.8% 1-Year Est. Return
HFA
Hoover Financial Advisors Malvern, Pennsylvania $562M AUM 37.9% 1-Year Est. Return
AWA
ARS Wealth Advisors St. Petersburg, Florida $556M AUM 30.03% 1-Year Est. Return
PPSG
Princeton Portfolio Strategies Group Princeton, New Jersey $517M AUM 37.7% 1-Year Est. Return
PMAS
PNC Managed Account Solutions Houston, Texas $503M AUM
HH
Hernani Holdings Jackson, Wyoming $465M AUM 28.16% 1-Year Est. Return

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.