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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
URBN icon
101
Urban Outfitters
URBN
$5.99B
$825K 0.18%
29,700
-115,100
-79% -$3.2M
COUP
102
DELISTED
Coupa Software Incorporated
COUP
$819K 0.17%
+5,600
New +$800K
BGS icon
103
B&G Foods
BGS
$285M
$808K 0.17%
45,069
+17,063
+61% +$287K
V icon
104
Visa
V
$677B
$789K 0.17%
+4,200
New +$757K
UIS icon
105
Unisys
UIS
$227M
$778K 0.17%
65,600
-46,600
-42% -$467K
MA icon
106
Mastercard
MA
$477B
$776K 0.17%
+2,600
New +$733K
CAR icon
107
Avis
CAR
$5.63B
$774K 0.16%
24,011
-55,612
-70% -$1.67M
SLG icon
108
SL Green Realty
SLG
$3.88B
$763K 0.16%
+8,574
New +$705K
MOH icon
109
Molina Healthcare
MOH
$10.3B
$760K 0.16%
+5,601
New +$705K
CIEN icon
110
Ciena
CIEN
$55.3B
$756K 0.16%
17,700
-9,800
-36% -$373K
PARA
111
DELISTED
Paramount Global Class B
PARA
$747K 0.16%
+17,800
New +$689K
OHI icon
112
Omega Healthcare
OHI
$15.4B
$741K 0.16%
17,500
+12,000
+218% +$508K
BTI icon
113
British American Tobacco
BTI
$132B
$739K 0.16%
+17,400
New +$656K
COR icon
114
Cencora
COR
$60.3B
$731K 0.16%
8,600
+1,200
+16% +$103K
DLTR icon
115
Dollar Tree
DLTR
$23.1B
$724K 0.15%
7,700
+3,400
+79% +$357K
AMG icon
116
Affiliated Managers Group
AMG
$9.46B
$720K 0.15%
8,500
+5,900
+227% +$484K
BXP icon
117
Boston Properties
BXP
$11B
$717K 0.15%
+5,200
New +$700K
STT icon
118
State Street
STT
$50.9B
$712K 0.15%
9,000
+5,300
+143% +$373K
ADEA icon
119
Adeia
ADEA
$2.86B
$710K 0.15%
145,152
+92,232
+174% +$490K
BN icon
120
Brookfield
BN
$102B
$694K 0.15%
+33,633
New +$671K
KHC icon
121
Kraft Heinz
KHC
$30.4B
$678K 0.14%
+21,100
New +$639K
KEYS icon
122
Keysight
KEYS
$54.5B
$677K 0.14%
6,600
+2,700
+69% +$276K
GEO icon
123
The GEO Group
GEO
$4.13B
$673K 0.14%
40,522
+19,722
+95% +$299K
STLD icon
124
Steel Dynamics
STLD
$35.6B
$671K 0.14%
+19,700
New +$629K
DRI icon
125
Darden Restaurants
DRI
$22.5B
$654K 0.14%
6,000
-600
-9% -$68.1K
3 4
5
6 7

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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.