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
EEFT icon
151
Euronet Worldwide
EEFT
$3.02B
$536K 0.11%
+3,400
New +$513K
ENR icon
152
Energizer
ENR
$1.44B
$528K 0.11%
10,515
-32,084
-75% -$1.48M
GE icon
153
GE Aerospace
GE
$367B
$528K 0.11%
+9,490
New +$490K
ZBH icon
154
Zimmer Biomet
ZBH
$17.7B
$524K 0.11%
3,605
+103
+3% +$14.2K
KOF icon
155
Coca-Cola Femsa
KOF
$21.6B
$521K 0.11%
8,600
-100
-1% -$5.88K
TEVA icon
156
Teva Pharmaceuticals
TEVA
$35.9B
$521K 0.11%
+53,171
New +$475K
THG icon
157
Hanover Insurance
THG
$7.63B
$519K 0.11%
3,800
+1,100
+41% +$148K
TS icon
158
Tenaris
TS
$29.1B
$518K 0.11%
22,900
-1,700
-7% -$36.5K
DXC icon
159
DXC Technology
DXC
$1.63B
$515K 0.11%
+13,700
New +$447K
PH icon
160
Parker-Hannifin
PH
$125B
$515K 0.11%
+2,500
New +$484K
WTRG icon
161
Essential Utilities
WTRG
$11.2B
$507K 0.11%
10,800
-16,000
-60% -$721K
ALL icon
162
Allstate
ALL
$66.9B
$506K 0.11%
4,500
+2,100
+88% +$229K
BRK.B icon
163
Berkshire Hathaway Class B
BRK.B
$1.07T
$498K 0.11%
2,200
+1,200
+120% +$261K
ATHM icon
164
Autohome
ATHM
$2.43B
$496K 0.11%
+6,200
New +$483K
INFY icon
165
Infosys
INFY
$45B
$495K 0.11%
+48,000
New +$483K
ZTO icon
166
ZTO Express
ZTO
$18.2B
$495K 0.11%
21,200
+5,100
+32% +$110K
NOV icon
167
NOV
NOV
$7.45B
$493K 0.1%
19,700
+2,500
+15% +$56.3K
NMRK icon
168
Newmark Group
NMRK
$2.73B
$487K 0.1%
+36,200
New +$422K
KEY icon
169
KeyCorp
KEY
$24.3B
$484K 0.1%
+23,900
New +$451K
VOD icon
170
Vodafone
VOD
$34.9B
$483K 0.1%
+25,000
New +$498K
MOMO
171
Hello Group
MOMO
$869M
$482K 0.1%
+14,400
New +$512K
DTE icon
172
DTE Energy
DTE
$31.1B
$481K 0.1%
+4,348
New +$469K
IVZ icon
173
Invesco
IVZ
$13.3B
$480K 0.1%
+26,700
New +$455K
LEA icon
174
Lear
LEA
$7.19B
$480K 0.1%
+3,500
New +$434K
OSK icon
175
Oshkosh
OSK
$9.67B
$473K 0.1%
+5,000
New +$431K
5 6
7
8 9

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.