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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
ZUMZ icon
76
Zumiez
ZUMZ
$320M
$1.18M 0.25%
34,100
+15,600
+84% +$493K
KSS icon
77
Kohl's
KSS
$2.03B
$1.16M 0.25%
+22,700
New +$1.15M
DDS icon
78
Dillards
DDS
$8.87B
$1.14M 0.24%
15,500
-11,400
-42% -$808K
GPMT
79
Granite Point Mortgage Trust
GPMT
$63.7M
$1.13M 0.24%
+61,228
New +$1.12M
LYV icon
80
Live Nation Entertainment
LYV
$41.2B
$1.12M 0.24%
+15,608
New +$1.06M
TGT icon
81
Target
TGT
$62.1B
$1.1M 0.23%
+8,600
New +$1.01M
BF.B icon
82
Brown-Forman Class B
BF.B
$12B
$1.09M 0.23%
+16,200
New +$1.05M
POST icon
83
Post Holdings
POST
$4.12B
$1.08M 0.23%
+15,165
New +$1.04M
KDP icon
84
Keurig Dr Pepper
KDP
$40.4B
$1.06M 0.23%
+36,800
New +$1.06M
KO icon
85
Coca-Cola
KO
$354B
$1.04M 0.22%
+18,800
New +$1.01M
BMY icon
86
Bristol-Myers Squibb
BMY
$127B
$969K 0.21%
15,100
+8,900
+144% +$510K
WSM icon
87
Williams-Sonoma
WSM
$26.7B
$962K 0.2%
26,200
-84,200
-76% -$2.92M
SHAK icon
88
Shake Shack
SHAK
$2.3B
$953K 0.2%
16,000
-2,800
-15% -$201K
PPLI
89
People Inc
PPLI
$3.1B
$947K 0.2%
+21,263
New +$857K
GRUB
90
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$929K 0.2%
9,550
-18,950
-66% -$1.74M
LFT
91
Lument Finance Trust
LFT
$41.9M
$922K 0.2%
285,344
– –
NLY icon
92
Annaly Capital Management
NLY
$16.9B
$912K 0.19%
+24,196
New +$882K
OLN icon
93
Olin
OLN
$2.64B
$909K 0.19%
52,685
+11,764
+29% +$211K
SPOT icon
94
Spotify
SPOT
$99.2B
$867K 0.18%
5,800
+4,000
+222% +$549K
AM icon
95
Antero Midstream
AM
$10.8B
$865K 0.18%
113,981
+51,981
+84% +$329K
DD icon
96
DuPont de Nemours
DD
$18.6B
$860K 0.18%
+10,675
New +$886K
HUN icon
97
Huntsman Corp
HUN
$2.24B
$853K 0.18%
+35,300
New +$818K
MKC icon
98
McCormick & Company Non-Voting
MKC
$13.4B
$849K 0.18%
+10,000
New +$828K
MUSA icon
99
Murphy USA
MUSA
$11.3B
$842K 0.18%
+7,200
New +$777K
ORLY icon
100
O'Reilly Automotive
ORLY
$72.4B
$833K 0.18%
+28,500
New +$815K
2 3
4
5 6

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APA
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NIA
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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.