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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
TOL icon
126
Toll Brothers
TOL
$14B
$654K 0.14%
16,559
-4,598
-22% -$184K
SCHW
127
Charles Schwab
SCHW
$177B
$637K 0.14%
13,400
+6,200
+86% +$273K
HUM icon
128
Humana
HUM
$46.7B
$623K 0.13%
1,700
-600
-26% -$190K
CBB
129
DELISTED
Cincinnati Bell Inc.
CBB
$609K 0.13%
58,154
-36,354
-38% -$223K
ICPT
130
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$607K 0.13%
4,900
+1,500
+44% +$134K
SAM icon
131
Boston Beer
SAM
$1.88B
$605K 0.13%
+1,600
New +$603K
AON icon
132
Aon
AON
$77.3B
$604K 0.13%
+2,900
New +$574K
BNY
133
Bank of New York Mellon
BNY
$108B
$604K 0.13%
12,000
+6,600
+122% +$315K
MGA icon
134
Magna International
MGA
$17.9B
$598K 0.13%
10,900
+2,900
+36% +$157K
HSBC icon
135
HSBC
HSBC
$355B
$590K 0.13%
+15,100
New +$573K
PG icon
136
Procter & Gamble
PG
$343B
$587K 0.12%
4,700
-2,100
-31% -$257K
MD icon
137
Pediatrix Medical
MD
$2.16B
$585K 0.12%
+21,043
New +$528K
HELE icon
138
Helen of Troy
HELE
$663M
$575K 0.12%
+3,200
New +$513K
DVN icon
139
Devon Energy
DVN
$51.9B
$574K 0.12%
+22,100
New +$498K
IMMU
140
DELISTED
Immunomedics Inc
IMMU
$567K 0.12%
+26,800
New +$473K
UTHR icon
141
United Therapeutics
UTHR
$26.3B
$564K 0.12%
+6,400
New +$563K
ELAN icon
142
Elanco Animal Health
ELAN
$12.4B
$563K 0.12%
+19,125
New +$520K
RUSHA icon
143
Rush Enterprises Class A
RUSHA
$5.95B
$558K 0.12%
+27,000
New +$525K
TROX icon
144
Tronox
TROX
$995M
$558K 0.12%
48,851
-88,922
-65% -$889K
NUVA
145
DELISTED
NuVasive, Inc.
NUVA
$557K 0.12%
+7,200
New +$508K
LBTYA icon
146
Liberty Global Class A
LBTYA
$3.31B
$552K 0.12%
24,264
+11,864
+96% +$280K
NTES icon
147
NetEase
NTES
$76.5B
$552K 0.12%
9,000
-500
-5% -$29.3K
PENN icon
148
PENN Entertainment
PENN
$2.74B
$542K 0.12%
21,201
-23,035
-52% -$512K
AAL icon
149
American Airlines Group
AAL
$9.58B
$539K 0.11%
+18,811
New +$536K
SEE
150
DELISTED
Sealed Air
SEE
$539K 0.11%
+13,528
New +$536K
4 5
6
7 8

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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.