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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
(-15%)
Cap. Flow
-$169M
Cap. Flow
% of AUM
-35.86%
Top 10 Holdings %
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 |
Delta Air Lines
DAL
|
+$3.72M |
| 3 |
MGIC Investment
MTG
|
+$3.22M |
| 4 |
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 |
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 | |
|---|---|---|---|---|---|---|
176
Invitation Homes
INVH
$17.7B
| $471K | 0.1% |
+15,700
| New | +$471K |
|
177
TechnipFMC
FTI
$30.6B
| $470K | 0.1% |
+29,434
| New | +$457K |
|
178
LPL Financial
LPLA
$26.3B
| $470K | 0.1% |
5,100
-1,900
| -27% | -$163K |
|
179
SunCoke Energy
SXC
$757M
| $469K | 0.1% |
+75,300
| New | +$418K |
|
|
UNIT
180
PUT
Uniti Group
UNIT
$2.63B
| $468K | 0.1% |
57,000
| – | – |
|
|
BERY
181
DELISTED
Berry Global Group, Inc.
BERY
| $467K | 0.1% |
+10,703
| New | +$424K |
|
182
Mohawk Industries
MHK
$6.9B
| $464K | 0.1% |
+3,400
| New | +$463K |
|
183
Rithm Capital
RITM
$5.09B
| $461K | 0.1% |
+28,600
| New | +$449K |
|
184
Bread Financial
BFH
$4.21B
| $460K | 0.1% |
5,137
+2,506
| +95% | +$221K |
|
185
Enovis
ENOV
$1.56B
| $459K | 0.1% |
+7,326
| New | +$414K |
|
|
SAFM
186
DELISTED
Sanderson Farms Inc
SAFM
| $458K | 0.1% |
+2,600
| New | +$411K |
|
187
Acuity Brands
AYI
$9.88B
| $455K | 0.1% |
+3,300
| New | +$424K |
|
|
LKFT
188
Lakefront Biotherapeutics American Depositary Shares
LKFT
$1.82B
| $455K | 0.1% |
+2,200
| New | +$407K |
|
189
Commercial Metals
CMC
$7.63B
| $454K | 0.1% |
20,400
-7,200
| -26% | -$146K |
|
190
Hasbro
HAS
$12.6B
| $454K | 0.1% |
+4,300
| New | +$448K |
|
191
FirstEnergy
FE
$28.9B
| $452K | 0.1% |
+9,300
| New | +$444K |
|
|
SPR
192
DELISTED
Spirit AeroSystems
SPR
| $452K | 0.1% |
6,200
+1,800
| +41% | +$148K |
|
|
AAMI
193
Acadian Asset Management
AAMI
$2.88B
| $452K | 0.1% |
+44,200
| New | +$431K |
|
194
Federal Realty Investment Trust
FRT
$10.9B
| $451K | 0.1% |
+3,500
| New | +$465K |
|
|
RETA
195
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
| $450K | 0.1% |
+2,200
| New | +$401K |
|
196
Quanex
NX
$854M
| $446K | 0.09% |
26,100
+9,206
| +54% | +$173K |
|
197
Ecolab
ECL
$75.6B
| $444K | 0.09% |
+2,300
| New | +$437K |
|
198
Howard Hughes
HHH
$3.93B
| $444K | 0.09% |
+3,673
| New | +$408K |
|
|
CURO
199
DELISTED
CURO Group Holdings Corp.
CURO
| $443K | 0.09% |
36,400
+17,800
| +96% | +$238K |
|
200
Arrow Electronics
ARW
$10.9B
| $441K | 0.09% |
5,200
-2,400
| -32% | -$191K |
|
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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.